WPI-Workshop: Stochastics, Statistics, Machine Learning and their Applications to Sustainable Finance and Energy Markets

 On 12-14 September 2023, the workshop on Stochastics, Statistics, Machine Learning and their Applications to Sustainable Finance and Energy Markets will take place at the Wolfgang Pauli Institute (WPI) in Vienna, Austria.

The workshop aims to bring together an interdisciplinary group of leading researches with interest in stochastic methods for sustainable finance and energy markets. Particular emphasis will be given to Environmental Social Governance (ESG) finance, climate/weather modeling, optimal control problems and optimal contract theory e.g. in view of fostering renewable energy sources.

This workshop should provide a platform to exchange new ideas among different research communities and initiate interdisciplinary collaborations. In particular, a dedicated time for discussions will be scheduled on each day of the workshop. Beside the keynote speakers, PhD students are invited to present their recent work in contributed talks at the workshop.

In advance of the workshop, on September 11, 2023, two distinguished graduate lectures will be held by Roxana Dumitrescu and Matheus Grasselli in the areas of green finance, climate modeling and renewables in energy markets. The graduate courses are meant for Phd- and advanced Master students and roughly corresponds to 1ECTS. A background in probability theory, applied stochastic processess, and statistics is recommended. These courses are then followed by 3 full conference days.  We thus, invite interested researchers, including PhD Students, to present their recent work at the workshop.