Random October 2014

random@lists.dm.unipi.it

22 participants
35 discussions

FLAFR: Bando 2014 - Borse Premio per lo svolgimento di tesi di laurea magistrale
by Irene Crimaldi 15 Oct '14

15 Oct '14

Bando 2014 - BORSE PREMIO PER LO SVOLGIMENTO DI TESI DI LAUREA MAGISTRALE. Le borse sono messe a disposizione dalla Fondazione Lucchese per l’Alta Formazione e la Ricerca (FLAFR). Gli argomenti di tesi sono: Tema 1: Crisi e innovazione. Tema 2: Modelli, metodologie e strumenti software per lo sviluppo e l'analisi di sistemi ICT. Tema 3: Modelli e metodologie per l'analisi delle reti complesse e loro applicazione. Tema 4: Metodologie e strumenti software per l'analisi e il controllo di sistemi dinamici. Tema 5: Modelli stocastici e metodologie statistiche per lo studio di problematiche in campo economico, informatico o ingegneristico. Tema 6: Modelli teorici, numerici e sperimentali per l'ottimizzazione delle proprietà superficiali della carta. Per ulteriori dettagli, potete consultare il link http://www.fondazioneluccheseafr.it/borse_tesi.html. Irene Crimaldi IMT Institute for Advanced Studies Lucca

1 1

Seminario Giuliana Cortese (Università di Padova) - 28/10/2014
by Giacomo Aletti 14 Oct '14

14 Oct '14

Con preghiera di diffusione tra tutti i possibili interessati, scusandomi per invii multipli. Cordialmente, Giacomo Aletti -------------- Si comunica che in data 28 Ottobre 2014, ore 11, presso la Sala di Rappresentanza del Dipartimento di Matematica dell'Università degli Studi di Milano La dott.ssa Giuliana Cortese, del dipartimento di Statistica dell'Università di Padova, terrà un seminario dal titolo "Dynamic predictions via competing risks regression models with application to chemotherapy in breast cancer" Abstract In breast cancer, the risk for cardiotoxicity due to chemotherapy typically increases with the cumulative dose of treatment over time. Therefore, it is of interest to predict the cumulative risk for cardiotoxicity in a dynamic way, while controlling the competing risk for mortality. For this purpose, we consider a competing risks regression model with two events, cardiotoxicity and death. A second aim is to predict optimal cumulative doses along a given treatment time that keep the cumulative risk for cardiotoxicity below a certain threshold (e.g. <5%). We face these prediction problems with different regression models for competing risks, accounting for all the time-dependent information in the data. For example, some covariates are assumed to have time-varying effects, and the cumulative dose was included as (internal) time-dependent covariate into the models. A landmark analysis was used to obtain dynamic predictions. In this applied context, we compare the competing risks approach based on cause-specific hazards and the direct regression models that allow finding a one-to-one relationship between cumulative risks and covariates. These models were then employed to predict optimal cumulative doses at a sequence of landmark time points. To control and correct also for the increased risk of dying, we finally predict optimal cumulative doses when a illness-death model is considered. Implementation in R is also discussed. -- ------------------------------- Giacomo Aletti, Associate Professor ADAMSS Centre (ex MIRIAM) Advanced Applied Mathematical and Statistical Sciences Department of Mathematics (www.matematica.unimi.it) Via Saldini, 50 20133 Milano, Italy Tel: +39-02-503.16158 Fax:+39-02-503.16090 Cell: +39-340-9739142

1 0

2014 Nicola Bruti Liberati Prize (IV edition)
by Tiziano Vargiolu 13 Oct '14

13 Oct '14

---------- Forwarded message ---------- Date: Mon, 13 Oct 2014 09:47:36 +0000 From: Daniele Marazzina <daniele.marazzina(a)polimi.it> To: "basso(a)unive.it" <basso(a)unive.it>, "vargiolu(a)math.unipd.it (vargiolu(a)math.unipd.it)" <vargiolu(a)math.unipd.it> Subject: 2014 Nicola Bruti Liberati Prize (IV edition) Con preghiera di diffusione tramite le vostre mailing-list. Grazie, Daniele Marazzina >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> 2014 Nicola Bruti Liberati Prize (IV edition) The Bachelier Finance Society and the Department of Mathematics of the Politecnico di Milano, in cooperation with Springer, are proud to announce the 2014 Nicola Bruti Liberati Prize (IV edition) which is to be awarded annually for a doctoral thesis in all subjects of Mathematical Finance, such as, but not limited to: Derivative Pricing, Computational Finance, Econometrics and Statistical Methods applied to Finance, Risk Analysis, Portfolio Optimization, Probability Methods in Finance, and Numerical Methods in Finance. Nicola obtained an undergraduate degree from Bocconi University (2001) in Mathematical Finance. He died in 2007 in a traffic accident in Sydney, while he was completing his PhD thesis at the University of Technology. At that time, he was also cooperating with the Quantitative Finance group of the Department of Mathematics of the Politecnico di Milano. In order to commemorate Nicola, his family and the Department of Mathematics of the Politecnico di Milano offer an annual prize of E3.000 for the best doctoral thesis to be selected by a Committee appointed by the Bachelier Finance Society. Theses defended in 2013 and 2014 must be submitted no later than January 31st, 2015. The call for scholarship can be downloaded from the QFinLab web-site (www.mate.polimi.it/qfinlab) or at the following urls [ENG] http://www.mate.polimi.it/servizi/bandi_di_concorso/upload_bandi/iizw 6q/Bruti_Liberati_Prize_2014.pdf [ITA] http://www.mate.polimi.it/servizi/bandi_di_concorso/upload_bandi/iizw 6q/borsa_di_studio_Bruti_Liberati_2014.pdf

1 0

2014 Nicola Bruti Liberati Prize (IV edition)
by Daniele Marazzina 13 Oct '14

13 Oct '14

?The Bachelier Finance Society and the Department of Mathematics of the Politecnico di Milano, in cooperation with Springer, are proud to announce the 2014 Nicola Bruti Liberati Prize (IV edition) which is to be awarded annually for a doctoral thesis in all subjects of Mathematical Finance, such as, but not limited to: Derivative Pricing, Computational Finance, Econometrics and Statistical Methods applied to Finance, Risk Analysis, Portfolio Optimization, Probability Methods in Finance, and Numerical Methods in Finance. Nicola obtained an undergraduate degree from Bocconi University (2001) in Mathematical Finance. He died in 2007 in a traffic accident in Sydney, while he was completing his PhD thesis at the University of Technology. At that time, he was also cooperating with the Quantitative Finance group of the Department of Mathematics of the Politecnico di Milano. In order to commemorate Nicola, his family and the Department of Mathematics of the Politecnico di Milano offer an annual prize of E3.000 for the best doctoral thesis to be selected by a Committee appointed by the Bachelier Finance Society. Theses defended in 2013 and 2014 must be submitted no later than January 31st, 2015. The call for scholarship can be downloaded from the QFinLab web-site (www.mate.polimi.it/qfinlab) or at the following urls [ENG] http://www.mate.polimi.it/servizi/bandi_di_concorso/upload_bandi/iizw6q/Bru… [ITA] http://www.mate.polimi.it/servizi/bandi_di_concorso/upload_bandi/iizw6q/bor…

1 0

Seminario Sathyaa SUBRAMANIYAM (RGS & Matematica Applicata)
by Giacomo Aletti 13 Oct '14

13 Oct '14

Con preghiera di diffusione tra tutti i possibili interessati, scusandomi per invii multipli. Cordialmente, Giacomo Aletti -------------- Nell'ambito dei Reading Group Seminars e del Seminario di Matematica Applicata, il giorno lunedì 20 Ottobre 2014, alle ore 14.30, nell'Aula C del Dipartimento di Matematica dell'Universita' degli Studi di Milano, Via C. Saldini, 50, Milano, Sathyaa SUBRAMANIYAM - Department of Brain and Behavioral Science, University of Pavia, Italy - Consorzio Interuniversitario per le Scienze Fisiche della Materia (CNISM), Pavia, Italy terra' una conferenza dal titolo Detailed computation model for a cerebellar excitatory interneuron Abstract: Unipolar Brush Cells (UBCs) have been suggested to play a critical role in cerebellar functioning, yet the corresponding cellular mechanisms remain poorly understood. UBCs have recently been reported to generate, in addition to early-onset glutamate receptor-dependent synaptic responses, a late-onset response (LOR) composed of a slow depolarizing ramp followed by a spike burst (Locatelli et al., 2013). The LOR activates as a consequence of synaptic activity and involves an intracellular cascade modulating H- and TRP-current gating. In order to assess the LOR mechanisms, we have developed a UBC multi-compartmental model (including soma, dendrite, initial segment and axon) incorporating biologically realistic representations of ionic currents and a cytoplasmic coupling mechanism regulating TRP and H channel gating. The model finely reproduced UBC responses to current injection, including a burst triggered by a low-threshold spike sustained by CaLVA currents, a persistent discharge sustained by CaHVA currents, and a rebound burst following hyperpolarization sustained by H- and CaLVA-currents. Moreover, the model predicted that H- and TRP-current regulation was necessary and sufficient to generate the LOR and its dependence on the intensity and duration of mossy fiber activity. Therefore, the model showed that, using a basic set of ionic channels, UBCs generate a rich repertoire of bursts, which could effectively implement tunable delay-lines in the local microcircuit. ================= Reading Group Seminars: The Reading Group Seminars (RGS) are organized within an open community of researchers interested in applying up to date mathematical modeling and data analysis approaches to the study of biological systems. The RGS take place at the Math. Department in Milan (via Saldini). Initiatives and updates are published on the website: http://rgs.mat.unimi.it/. -- ------------------------------- Giacomo Aletti, Associate Professor ADAMSS Centre (ex MIRIAM) Advanced Applied Mathematical and Statistical Sciences Department of Mathematics (www.matematica.unimi.it) Via Saldini, 50 20133 Milano, Italy Tel: +39-02-503.16158 Fax:+39-02-503.16090 Cell: +39-340-9739142

1 0

Daphne Jackson Fellowship
by Enrico Scalas 10 Oct '14

10 Oct '14

Car* collegh*, all'Universita' del Sussex abbiamo una posizione biennale per facilitare il reinserimento di persone che hanno dovuto sospendere l'attivita' di ricerca per un periodo prolungato (due o piu' anni). Probabilita' e statistica fanno parte delle discipline incluse nel bando. Per maggiori informazioni si puo' consultare il link seguente: http://www.sussex.ac.uk/aboutus/jobs/819 Cordiali saluti Enrico Scalas

1 0

[Fwd: Assegno di ricerca]
by reni＠mi.imati.cnr.it 10 Oct '14

10 Oct '14

Ai membri della lista RANDOM invio questa segnalazione che penso possa di interesse. Cordiali saluti Renata Rotondi ---------------------------- Original Message ---------------------------- Subject: Assegno di ricerca From: "Stefania Gentili" <sgentili(a)inogs.it> Date: Thu, October 9, 2014 9:37 am To: sgentili(a)inogs.it -------------------------------------------------------------------------- Gentili colleghi, segnalo un bando per un assegno di ricerca presso OGS- Centro Ricerche sismologiche, sede di Udine, SCADENZA 20 OTTOBRE 2014, aperto a candidati con laurea scientifica che vi prego di diffondere tra chi pensiate possa essere interessato/adatto. Si chiede una solida preparazione matematico/statistica e conoscenze informatiche. L'assegnista collaborera' in progetti di ricerca che riguardano lo studio statistico dell'evoluzione spazio-temporale della sismicita' sia prima di forti eventi, al fine di rilevare possibili precursori sismici, che dopo di essi, per lo studio di sciami e sequenze sismiche. Particolare attenzione verra' posta nello studio della sismicita' dell'Italia nordorientale. All'assegnista verra' richiesto di applicare le proprie conoscenze di programmazione, di analisi statistica dei dati e di pattern recognition. Il bando si trova al sito: http://www.ogs.trieste.it/it/content/avviso-di-selezione-pubblica-n-1-asseg… la durata dell'assegno e' di un anno rinnovabile fino a 4 con possibili sviluppi successivi. Cordiali saluti, Stefania Gentili ================================================ Dr. Stefania Gentili Istituto Nazionale di Oceanografia e di Geofisica Sperimentale - OGS Centro Ricerche Sismologiche Via Treviso 55, 33100 Cussignacco (Udine), Italy Tel. +39 040 2140134, Fax. +39 0432 522474 E-mail: <mailto:sgentili%40inogs.it>sgentili(a)inogs.it Web page: http://www.ogs.trieste.it/ https://sites.google.com/site/stefaniagentili2/ ================================================

1 0

post-doc
by Lucia Caramellino 09 Oct '14

09 Oct '14

Sono aperte posizioni post-doc in probabilita` numerica e/o finanza matematica presso il CERMICS (Ecole des Ponts, Parigi) finanziate dalla "Chaire Risques Financiers" che riunisce le universita` Parigi 6, Ecole Polytechnique ed Ecole des Ponts. Per info, contattare Aurelien Alfonsi <alfonsi(a)cermics.enpc.fr>. ================================== Lucia Caramellino Dipartimento di Matematica Universita` di Roma "Tor Vergata" Via della Ricerca Scientifica I-00133, Roma, Italy www.mat.uniroma2.it/~caramell

1 0

Seminario di Probabilita'-Universita' di Padova
by alessandra bianchi 06 Oct '14

06 Oct '14

Ho il piacere di invitarvi al seguente seminario che si terrà Mercoledì 15 ottobre, alle ore 16.00, nell'aula 2BC30. del Dipartimento di Matematica dell'Università degli Studi di Padova. Speaker: Prof. Jan Swart Affiliation: Institute of Information Theory and Automation, Academy of Sciences of the Czech Republic Title: Particle systems with cooperative branching Abstract: In a cooperative branching system, pairs of particles, rather than individuals, produce offspring. Interacting particle systems with this sort of interaction have been used to model the effect of sexual reproduction and in particular the effect that in many species, a low population density reduces the reproductive success of individuals due to the difficulty of finding a partner. In this talk, I will review some older work on this sort of models and also discuss recent joint work with Anja Sturm on a model with cooperative branching and coalesence. For such a model in one dimension, we show that for low cooperative branching rates, the process dies out at the same geometric rate as a pure coalescent. The proof uses ideas related to a general duality for monotone systems due to Lawrence Gray. -- Alessandra Bianchi Dip. di Matematica Pura e Applicata Università di Padova Via Trieste, 63 - 35121 Padova, Italy phone: +39 049 827 14 06 fax: +39 049 827 14 28 e-mail: bianchi(a)math.unipd.it http://www.math.unipd.it/~bianchi/

1 0

Seminario Roma Tre 16 ottobre
by Pietro Caputo 05 Oct '14

05 Oct '14

SEMINARIO di Probabilita' a Roma Tre il 16/10/14 Prof. Itai Benjamini (Weizmann Institute) Titolo: Simple random walk and harmonic functions on graphs. Giovedi' 16 Ottobre 2014 ORE 16:00 Dipartimento di Matematica e Fisica Universita' degli Studi Roma Tre AULA 211 (Largo San L. Murialdo,1) Abstract First we will review a couple geometric invariants of graphs, such as the isoperimetric constant, hyperbolicity and vertex transitivity. Then we will discuss their manifestation in the behaviour of the simple random walk on the graph, in particular the existence of non constant bounded harmonic functions. --

1 0

2024

2023

2022

2021

2020

2019

2018

2017

2016

2015

2014

2013

Random October 2014