April 2014 - Random - Mailing list — Dipartimento di Matematica, UniPI

Seminario Cristina di Girolami a Milano-Bicocca
by federica.masiero＠unimib.it 09 Feb '15

09 Feb '15

Il giorno 6 Febbraio, alle ore 15, presso il Dipartimento di Matematica e Applicazioni dell'Università di Milano-Bicocca, via Cozzi, 55, Edificio U5, stanza 3014 (terzo piano), la Dott.ssa Cristina di Girolami, Università G. D'Annunzio di Chieti-Pescara, terrà un seminario dal titolo "Stochastic calculus in Banach spaces, an infinite dimensional PDE and stability results" Tutti gli interessati sono invitati a partecipare. Cordiali saluti, Federica Masiero

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Fwd: 10 PhD positions in Math at GSSI L'Aquila Italy
by c.costantini＠unich.it 29 Apr '14

29 Apr '14

Ricevo e volentieri inoltro. Cristina Costantini ----- Messaggio inoltrato da pierangelo.marcati(a)gssi.infn.it ----- Data: Tue, 29 Apr 2014 11:37:19 +0200 Da: Pierangelo Marcati <pierangelo.marcati(a)gssi.infn.it> Oggetto: 10 PhD positions in Math at GSSI L'Aquila Italy *PLEASE DIFFUSE BETWEEN INTERESTED PEOPLE* *WE APOLOGIZE FOR MULTIPLE E-MAILS* *10 *fellowships at GSSI L'AQUILA Italy, for the PhD program of Mathematics in Natural, Social and Life Sciences *( in collaboration with SISSA International School for Advanced Studies, Trieste)* Core Topics: Stochastic Analysis, PDEs, Mathematical Modelling, Numerics *Online applications * http://www.gssi.infn.it/phd/ Deadline June 22, 2014 *Download the* *call for applications* at http://www.gssi.infn.it/phd/docs/call_english_14-15.pdf *S*cholarships GSSI awards scholarships for* 3 years. * The yearly amount of the scholarship is of EURO 16.159,91 gross Facilities and benefits All PhD students *will receive free* accommodation on GSSI facilities, tuition fees waived, free luncheon vouchers *For further informations *please contact info(a)gssi.infn.it * Pierangelo Marcati * Mathematics & Computer Science Division, Chair GranSasso Science Institute, INFN - L'Aquila - Italy http://www.gssi.infn.it http://www.gssi-aq.eu Professor at Department of Information Engineering, Computer Science and Mathematics University of L'Aquila - Italy Skype name: p.marcati http://univaq.it/~marcati ++39(086)243-3143 ++39(086)243-3180 ----- Fine messaggio inoltrato. -----

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Deadline for Workshop MathStatNeuro 2-4 July Copenhagen is approaching!
by Massimiliano ... 29 Apr '14

29 Apr '14

Dear all, please be aware of the approaching deadline (15th May) to register at the 3-days workshop in Copenhagen, 2nd-4th of July, "Mathematical Modeling and Statistical Analysis in Neuroscience", organised by Rune Berg, Susanne Ditlevsen and me and funded by the Dynamical Systems Interdisciplinary Network, University of Copenhagen, www.dsin.ku.dk. The workshop will bring together theoretical, experimental and computational researchers who are working on various topics in neuroscience. A (partial) list of confirmed speakers is now available on the conference website homepage:http://www.math.ku.dk/english/research/conferences/mathstatneuro2014There is no conference fee and we hope to offer free lunch for all registered participants. If you would like to attend, please register within the 15th May at:http://www.math.ku.dk/english/research/conferences/mathstatneuro2014/registration We hope to welcome you in Copenhagen!Best wishes, Susanne, Rune and Massimiliano -- --------------------------------- Dr. Massimiliano Tamborrino Postdoctoral fellow Department of Mathematical Sciences University of Copenhagen email: mt(a)math.ku.dk URL: http://www.math.ku.dk/~mt/ Universitetsparken 5 DK-2100 Kobenhavn Ø, Denmark -----------------------------------------

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remind: call for associate professor, deadline May, 4, 2014
by Fausto Gozzi 29 Apr '14

29 Apr '14

Avviso: Al sito http://didattica.economiaefinanza.luiss.it/avviso/2014/04/16/call-interest-… è pubblicata una <http://didattica.economiaefinanza.luiss.it/avviso/2014/04/16/call-interest-…>Call for Interest: Associate Professor in Economics (SECS-P/01) Associate Professor in Mathematical Finance (SECS-S/06) LUISS Guido Carli, Rome Department of Economics and Finance Position Title Associate Professor in Economics Associate Professor in Mathematical Finance Deadline: 04/05/2014 Type of position: Full time - Tenured The Department of Economics and Finance at LUISS Guido Carli (Rome) is seeking to fill tenured positions at Associate Professor level in Economics and Mathematical finance. Teaching needs are at all levels: Undergraduate, Masters and Ph.D, in English (and possibly Italian). Candidates will hold a Ph.D. from a recognized Research University, an established teaching experience and an appropriate record of publications in respected and highly ranked international journals. Candidates will also have either an associate professor status in a University or have recently obtained the appropriate national qualification (ASN) of the Italian University System. CVs may be sent only via email to: Giorgio Di Giorgio, Dean, Economics and Finance, <mailto:def@luiss.it>def(a)luiss.it Application Deadline for expressing interest: 04/05/2014 --- Questa e-mail è priva di virus e malware perché è attiva la protezione avast! Antivirus. http://www.avast.com

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Seminario di Probabilità - Università di Padova
by Paolo Dai Pra 28 Apr '14

28 Apr '14

Ho il piacere di invitarvi al seguente seminario, che si terrà lunedì 5 Maggio, alle ore 14:30, nell'aula 2BC30 della Torre Archimede presso il Dipartimento di Matematica dell'Università degli Studi di Padova. SPEAKER: Jacopo Corbetta AFFILIATION: Università di Milano - Bicocca TITLE: SMILE ASYMPTOTICS IN A MULTISCALING STOCHASTIC VOLATILITY MODEL ABSTRACT: We consider a stochastic volatility model which captures some relevant stylized facts of financial series, including the so-called multiscaling of moments. We obtain sharp large deviations estimates for the price, based on a large deviations principle for suitable functionals of a point process, which is of independent interest. This yields explicit asymptotic formulas for the price of European options, and for the related implied volatility, both in the small maturity and large strike regimes. In particular, we show that implied volatility for out-of-the-money options explodes as the maturity vanishes (even though the price has continuous paths), with an explicit limiting shape. (Joint work with F. Caravena) Paolo Dai Pra Via Trieste, 63 35121 Padova Tel. +39 0498271361 Fax +39 0498271428 daipra(a)math.unipd.it

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Posto di ricercatore a TD presso IMATI CNR
by Antonio Pievatolo 26 Apr '14

26 Apr '14

Invio nuovamente la seguente comunicazione come promemoria. Si segnala il seguente bando di concorso per un posto di ricercatore a tempo determinato, presso l'IMATI CNR, sede di Milano (scadenza 28 aprile 2014; invio domande solo tramite PEC personale) LINK http://www.mi.imati.cnr.it/iami/BANDO_IMATI_002_2014_MI.pdf TEMA DI RICERCA Modellizzazione statistica, programmazione di esperimenti e analisi statistica dei dati, con applicazione a processi di frantumazione e separazione per il riciclo di prodotti elettronici COMPETENZE Competenze di inferenza statistica, anche per processi stocastici, e conoscenze di programmazione statistica degli esperimenti simulati (si veda ad esempio Santner, Williams, Notz "The design and analysis of computer experiments", Springer, 2003); eventuale esperienza di ottimizzazione di processi. REQUISITI RICHIESTI - Diploma di Laurea Magistrale in Scienze Statistiche (LM-82), Matematica (LM-40), Ingegneria Matematica/Modellistica Matematico-Fisica per lIngegneria (LM-44), o diploma di Laurea conseguito secondo la normativa in vigore anteriormente alla riforma di cui al D.M. 509/99 ovvero diploma di Laurea Specialistica, equiparati ai sensi del Decreto Interministeriale 9 luglio 2009, pubblicato nella Gazzetta Ufficiale del 7 ottobre 2009 n. 233. - Titolo di Dottore di Ricerca in Scienze Statistiche, Matematica, Metodi Matematici per lIngegneria o in tematiche affini, O ANCHE aver svolto per un triennio attività di ricerca in settori inerenti alle competenze succitate DATA E ORA DEL COLLOQUIO 12/05/2014 alle ore 14:00 presso la sede dellIstituto di Matematica Applicata e Tecnologie Informatiche E. Magenes - CNR Uos - Milano, Via Bassini 15 - 20133 Milano. TRATTAMENTO ECONOMICO Trattamento economico iniziale del vigente CCNL del Comparto del personale delle Istituzioni e degli Enti di Ricerca e Sperimentazione, corrispondente a quello previsto per il personale del CNR con profilo di Ricercatore, III livello. Antonio Pievatolo

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Workshop on Diversification and Risk - Venice, 16 May 2014
by Monica Billio 25 Apr '14

25 Apr '14

DIVERSIFICATION AND RISK At the heart of the asset management industry, diversification and risk management will be taken up by the presentation of four recent academic papers on this theme and discussed during the panel session that will follow. This event is organized by the QMI/QuantValley Research Project and the International Center for Economics and Finance (ICEF) of the Ca' Foscari University of Venice, with the support of Euronext and CFA Society Italy. It will take place: Ca' Foscari University of Venice, Auditorium Santa Margherita, Campo Santa Margherita, Dorsoduro 3689, Venezia Friday 16 May, from 1.45pm to 7.30pm. CFA Society Italy has determined that this program qualifies for 3,5 CE credit hours under the guidelines of the CFA Institute Continuing Education Program. The workshop is free of charge to attend. The program is available at http://www.qminitiative.org/seminars.html, and free registration is available at the same site. -- Monica Billio Dipartimento di Economia, Università Ca' Foscari Venezia Fondamenta San Giobbe 873, 30121 Venezia Tel +39 041 2349170, Fax +39 041 2349176 E-mail billio(a)unive.it http://venus.unive.it/billio http://ideas.repec.org/e/pbi55.html http://papers.ssrn.com/sol3/cf_dev/AbsByAuth.cfm?per_id=303041 -- "Nota automatica aggiunta dal sistema di posta. Destina Il 5 per mille per sostenere i giovani ricercatori di Ca' Foscari. E' un buon investimento per il futuro di tutti. E' un atto volontario, non costa nulla e non sostituisce l'8 per mille. Scegli Ca' Foscari: codice fiscale 80007720271 Please note that the above message is addressed only to individuals filing Italian income tax returns."

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seminario di M. Erbar a Pisa
by Marco Romito 24 Apr '14

24 Apr '14

Il giorno 28 aprile 2014, alle ore 14:30, presso la sala seminari del Dipartimento di Matematica dell'Università di Pisa, si terrà il seguente seminario: M. Erbar (Bonn Universitaet): Gradient flows of the entropy for jump processes In the last decade optimal transport has proven very successful in the study of diffusion processes and the associated PDEs.The aim of this talk is to present a link between the theory of jump processes and non-local operators and techniques from optimal transport. We introduce a new transport distance between probability measures that is built from a Levy jump kernel via a non-local variant of the Benamou-Brenier formula. We study various properties of this distance. As the main result we identify the semigroup generated by the associated non-local operator as the gradient flow of the relative entropy w.r.t. the new distance. This applies e.g. to the fractional heat equation and provides a non-local analogue of the celebrated result by Jordan--Kinderlehrer--Otto. Tutti gli interessati sono invitati a partecipare. m.

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Minicorso Prof. Albeverio presso DipInf UniVr
by Luca di persio 24 Apr '14

24 Apr '14

Il Prof. Sergio Albeverio [ Dept. Appl. Mathematics, University of Bonn, HCM, BiBoS, IZKS ] sarà ospite del Dipartimento di Informatica dell’Università di Verona [ Strada le Grazie, 15 - Vr ] nei giorni dal 28 al 30 Aprile 2014 e terrà un minicorso dal titolo ” *Girsanov and Feynman-Kac theorems with applications to SDEs* “ articolato in due lezioni che si terranno presso il Dipartimento stesso nei giorni di - Lunedì 28 Aprile [ Aula D - 14:30 - 16:30 ] - Mercoledì 30 Aprile [ Aula D - 14:30 16:30 ] Per informazioni rivolgersi a luca.dipersio(a)univr.it __ Luca Di Persio - PhD assistant professor of Probability and Mathematical Finance Dept. Informatics University of Verona strada le Grazie 15 - 37134 Verona - Italy Tel : +39 045 802 7968 Dept. Math University of Trento V. Sommarive, 14 - 38123 Povo - Italy Tel : +39 0461 281686

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Workshop on Diversification and Risk - Venice, May 16
by Monica Billio 23 Apr '14

23 Apr '14

[] *DIVERSIFICATION AND RISK *At the heart of the asset management industry, diversification and risk management will be taken up by the presentation of four recent academic papers on this theme and discussed during the panel session that will follow. This event is organized by the QMI/QuantValley Research Project and the International Center for Economics and Finance (ICEF) of the Ca' Foscari University of Venice, with the support of Euronext and CFA Society Italy. It will take place: Ca' Foscari University of Venice, Auditorium Santa Margherita, Campo Santa Margherita, Dorsoduro 3689, Venezia Friday 16 May, from 1.45pm to 7.30pm. CFA Society Italy has determined that this program qualifies for *3,5 CE credit hours *under the guidelines of the *CFA Institute Continuing Education Program*. The workshop is free of charge to attend. The program is available at http://www.qminitiative.org/seminars.html <http://www.qminitiative.org/seminars.html>, and free registration is available at the same site. [] -- "Nota automatica aggiunta dal sistema di posta. Destina Il 5 per mille per sostenere i giovani ricercatori di Ca' Foscari. E' un buon investimento per il futuro di tutti. E' un atto volontario, non costa nulla e non sostituisce l'8 per mille. Scegli Ca' Foscari: codice fiscale 80007720271 Please note that the above message is addressed only to individuals filing Italian income tax returns."

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Deadline approaching, Workshop on Random Interacting Systems in Bath, UK
by Alexandre Stauffer 23 Apr '14

23 Apr '14

This is a brief reminder that the registration deadline is approaching quickly. People at all stages of career are welcome to register. We have reserved accommodation on campus for a number of participants, which needs to be confirmed right after the registration deadline. Please forward this reminder to your interested colleagues and friends. School and Workshop on Random Interacting Systems 23-27 June 2014, in Bath, U.K. Registration is open until 30th April at http://people.bath.ac.uk/ados20/workshop14/ MINI-COURSES ============ Hugo Duminil-Copin (Universite de Geneve) Geometric representations of low-dimensional spin systems Christophe Garban (ENS Lyon) Lectures around Liouville quantum gravity and multiplicative chaos theory INVITED SPEAKERS ================ Kenneth Alexander (University of Southern California) Gerard Ben-Arous* (Courant Institute of Mathematical Sciences) Nathanael Berestycki* (University of Cambridge) Ivan Corwin* (MIT) David Croydon (University of Warwick) Nadine Guillotin-Plantard (Universite Lyon 1) Ori Gurel-Gurevich* (Hebrew University of Jerusalem) Frank den Hollander (Universiteit Leiden) Neil O'Connell (University of Warwick) Ron Peled (Tel Aviv University) Alejandro Ramirez (Pontificia Universidad Catolica de Chile) Perla Sousi (University of Cambridge) Rongfeng Sun (National University of Singapore) Pierre Tarres (University of Oxford) Augusto Teixeira (IMPA) Yvan Velenik (Universite de Geneve) * = to be confirmed. The workshop will focus on recent developments on random interacting systems, including (but not restricted to) interacting and self-interacting particle systems, random walks and other stochastic processes in random environments, random and evolving graphs, the Gaussian free field, random interlacements, random polymers, percolation and spin systems. There will be slots for a small number of contributed talks (with preference to Ph.D. students and post-docs). If you are interested, send title and abstract during registration at http://people.bath.ac.uk/ados20/workshop14/ We look forward to seeing you in Bath. Vladas Sidoravicius and Alexandre Stauffer

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Bando Professore Associato Tor Vergata
by Domenico Marinucci 23 Apr '14

23 Apr '14

Bando Professore Associato Dipartimento di Matematica, Università di Roma Tor Vergata Avviso pubblicato sulla G.U. n. 32 del 22.04.2014 Pubblicato su sito d’Ateneo il 23/04/2014 Scadenza 22.05.2014 Settore concorsuale: 01/A3 – Analisi matematica, probabilità e statistica matematica, Macrosettore 01/A – Matematica Possono partecipare alla procedura comparativa coloro che nel triennio precedente alla data di scadenza del bando, non abbiano prestato servizio, o non siano stati titolari di assegni di ricerca, ovvero non siano stati iscritti a corsi universitari presso l’Università degli Studi di Roma “Tor Vergata” ed in possesso di uno dei seguenti requisiti: 1) gli studiosi che abbiano conseguito l'abilitazione scientifica nazionale per uno dei settori concorsuali ricompresi nel macrosettore di Matematica 2) gli studiosi che abbiano conseguito l’idoneità ai sensi della legge n. 210/1998 e s.m. per la seconda fascia in uno dei settori concorsuali ricompresi nel macrosettore di Matematica, limitatamente al periodo di durata della stessa; 3) i professori di seconda fascia già in servizio presso altri Atenei inquadrati in uno dei settori concorsuali ricompresi nel macrosettore di Matematica 4) gli studiosi stabilmente impegnati all’estero in attività di ricerca o insegnamento a livello universitario in posizioni di livello pari a quello oggetto del bando Per maggiori informazioni e dettagli sulle modalità di presentazione della domanda, si consulti il bando completo sul sito http://concorsi.uniroma2.it/php/viewbando.php?id=1649 @@@@@@@@@@@@@@@@@@@ Domenico Marinucci Dipartimento di Matematica Università di Roma Tor Vergata http://www.mat.uniroma2.it/~marinucc/ @@@@@@@@@@@@@@@@@@@

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Mercati Energetici e Metodi Quantitativi - edizione 2014
by Tiziano Vargiolu 22 Apr '14

22 Apr '14

(chiedendo scusa in anticipo per eventuali ripetizioni) Buongiorno, volevamo ricordare che VENERDI' 25 APRILE e' la scadenza per l'iscrizione con pagamento di quota ridotta a tutte le iniziative "Mercati Energetici e Metodi Quantitativi: un Ponte tra Universita' e Aziende", in particolare: - tutorials: http://events.math.unipd.it/memq2014/ - workshop: http://www.unponte2014.stat.unipd.it/ Su quest'ultimo sito, in particolare su http://www.unponte2014.stat.unipd.it/programma.htm si possono anche trovare gli interventi in programma per il workshop. In attesa di rincontrarci a Padova, porgiamo i nostri piu' Cordiali Saluti, gli Organizzatori Giorgia Callegaro Enrico Edoli Francesco Lisi Tiziano Vargiolu

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Fwd: PhD, PD and TT-positions in The Netharlands
by Francesco Caravenna 19 Apr '14

19 Apr '14

Ricevo e inoltro. > Da: "Hollander, W.T.F. den" <denholla(a)math.leidenuniv.nl> > Oggetto: PhD, PD and TT-positions in The Netharlands > Data: 19 aprile 2014 19:14:09 GMT+02:00 > > Dear colleague, > > > > Please distribute the announcement below to interested > > junior researchers. > > > > Thanks, > > Frank den Hollander > > > > %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% > > > > PhD, PD and TT-POSITIONS IN THE NETHERLANDS > > > > Transportation, traffic, communication and energy networks form the backbone of our modern society. To deal with the uncertainty, variation, unpredictability, size and complexity inherent in these networks, we need to develop radically new ways of thinking. The ultimate goal is to build self-organizing and intelligent networks. > > > NETWORKS is a 10-year programme funded by the Dutch Ministry of Education, Culture and Science through the Netherlands Organisation for Scientific Research. > > > NETWORKS is hosted by four research institutions: > > University of Amsterdam (UvA) > Eindhoven University of Technology (TU/e) > Leiden University (UL) > Center for Mathematics and Computer Science (CWI) > > The programme will start in the Summer of 2014 and will cover a broad range of topics dealing with stochastic and algorithmic aspects of networks. The aim of the programme is to address the pressing challenges posed by large-scale networks with the help of stochastics and algorithmics. The focus is on modelling, understanding, controlling and optimizing networks that are complex and highly volatile. > > Networks is looking for: > > - 14 PhD students > > - 7 Postdocs > > - 7 Tenure-tracks assistant professors > > > > See > > > > www.thenetworkcenter.nl > > > > for more information.

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Fwd: seminario
by Gustavo Posta 11 Apr '14

11 Apr '14

Begin forwarded message: > From: Alessandra Faggionato <faggiona(a)gmail.com> > Subject: seminario > Date: 11 aprile 2014 11:44:22 GMT+02:00 > > > Speaker: J. Sohier > > Aula: B (Dipartimento di Matematica, Univ. La Sapienza) > Giorno: Martedi' 15 Aprile > Ora: 14:00 > > Titolo: A comparison between different cycle decompositions for Metropolis dynamics > > Abstract: In the last decades the problem of metastability has been attacked on rigorous grounds via many different approaches and techniques which are briefly reviewed in this paper. It is then useful to understand connections between different point of views. In view of this we consider irreducible, aperiodic and reversible Markov chains with exponentially small transition probabilities in the framework of Metropolis dynamics. We compare two different cycle decompositions and prove their equivalence. >

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Concorso per posto di ricercatore TD presso CNR IMATI Milano
by Antonio Pievatolo 11 Apr '14

11 Apr '14

Si segnala il seguente bando di concorso per un posto di ricercatore a tempo determinato, presso l'IMATI CNR, sede di Milano (scadenza 28 aprile 2014; invio domande solo tramite PEC personale) LINK http://www.mi.imati.cnr.it/iami/BANDO_IMATI_002_2014_MI.pdf TEMA DI RICERCA Modellizzazione statistica, programmazione di esperimenti e analisi statistica dei dati, con applicazione a processi di frantumazione e separazione per il riciclo di prodotti elettronici COMPETENZE Competenze di inferenza statistica, anche per processi stocastici, e conoscenze di programmazione statistica degli esperimenti simulati (si veda ad esempio Santner, Williams, Notz "The design and analysis of computer experiments", Springer, 2003); eventuale esperienza di ottimizzazione di processi. REQUISITI RICHIESTI - Diploma di Laurea Magistrale in Scienze Statistiche (LM-82), Matematica (LM-40), Ingegneria Matematica/Modellistica Matematico-Fisica per l’Ingegneria (LM-44), o diploma di Laurea conseguito secondo la normativa in vigore anteriormente alla riforma di cui al D.M. 509/99 ovvero diploma di Laurea Specialistica, equiparati ai sensi del Decreto Interministeriale 9 luglio 2009, pubblicato nella Gazzetta Ufficiale del 7 ottobre 2009 n. 233. - Titolo di Dottore di Ricerca in Scienze Statistiche, Matematica, Metodi Matematici per l’Ingegneria o in tematiche affini, O ANCHE aver svolto per un triennio attività di ricerca in settori inerenti alle competenze succitate DATA E ORA DEL COLLOQUIO 12/05/2014 alle ore 14:00 presso la sede dell’Istituto di Matematica Applicata e Tecnologie Informatiche “E. Magenes” - CNR Uos - Milano, Via Bassini 15 - 20133 Milano. TRATTAMENTO ECONOMICO Trattamento economico iniziale del vigente CCNL del Comparto del personale delle Istituzioni e degli Enti di Ricerca e Sperimentazione, corrispondente a quello previsto per il personale del CNR con profilo di Ricercatore, III livello. -- Dr Antonio (Marco) Pievatolo CNR IMATI Tel. +39 02 23699.521 (direct: 520) Web www.mi.imati.cnr.it/marco

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Cambio data, seminario di F. Delarue
by Marco Romito 10 Apr '14

10 Apr '14

Scrivo per informare gli interessati che il secondo seminario di F. Delarue, presso la sala riunioni del Dipartimento di Matematica dell'Università di Pisa, si terrà lunedi 14, invece di mercoledi 16 come precedentemente annunciato. 14 aprile, ore 9:30 F. Delarue (Université Nice Sophia-Antipolis): Mean field games II m.

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Assegno di Ricerca Mat/06 [ Università di Verona ]
by Luca di persio 10 Apr '14

10 Apr '14

E' indetta la selezione per titoli e colloquio per la formulazione di una graduatoria per il conferimento di n. 1 assegno di ricerca presso il Dipartimento di Computer Science dell' Università di Verona, nel settore scientifico-disciplinare: MAT/O6 PROBABILITÀ E STATISTICA MATEMATICA per l'attuazione del seguente programma di ricerca: "Equazioni differenziali stocastiche con salti in Finanza Matematica: applicazioni al prezzaggio, copertura e problemi collegati alle misure di rischio". Il bando è disponibile al seguente indirizzo: http://www.univr.it/documenti/Albo/allegatialbo/allegatialbo062129.pdf con *scadenza 30 Aprile 2014* Referente del programma di ricerca: Luca Di Persio email: luca.dipersio(a)univr.it __ Luca Di Persio - PhD assistant professor of Probability and Mathematical Finance Dept. Informatics University of Verona strada le Grazie 15 - 37134 Verona - Italy Tel : +39 045 802 7968 Dept. Math University of Trento V. Sommarive, 14 - 38123 Povo - Italy Tel : +39 0461 281686

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Workshop conclusivo progetto FIRB Futuro in Ricerca SNAPLE
by Laura M. Sangalli 09 Apr '14

09 Apr '14

------------------------------------------------------------------------ Advanced statistical and numerical methods for the analysis of high dimensional functional data in life sciences and engineering FIRB SNAPLE closing workshop Politecnico di Milano May 15-16, 2014 ------------------------------------------------------------------------ http://www.mate.polimi.it/snaple2014/ ------------------------------------------------------------------------ This is the third and closing workshop of the starting grant project FIRB Futuro in Ricerca "Advanced statistical and numerical methods for the analysis of high dimensional functional data in life sciences and engineering", funded by MIUR Ministero dell'Istruzione dell'Università e della Ricerca, December 2010 - July 2014: http://mox.polimi.it/users/sangalli/firbSNAPLE.html Soon renamed SNAPLE: Statistical and Numerical methods for the Analysis of Problems in Life sciences and Engineering. SNAPLE aims at providing a substantial contribution to the development of innovative methods for the analysis of high-dimensional functional data, interfacing advanced statistical and numerical techniques. The workshop features talks about some of the achieved results and ongoing investigations of FIRB SNAPLE project, as well as various talks from internationally renowned scientists, with the aim discussing and exchanging ideas on new research perspectives. Invited speakers include: John Aston, Cambridge Marc Genton, KAUST Tilmann Gneiting, Heidelberg Institute for Theoretical Studies (HITS) and Karlsruhe Institute of Techology (KIT) Alberto Guadagnini, Politecnico di Milano Hans-Georg Muller, Universty of California - Davis Fabio Nobile, École Polytechnique Fédérale de Lausanne Davide Pigoli, Cambridge Jim Ramsay, McGill University. Registration to the workshop is free, but attendees are kindly requested to register at conference website: http://www.mate.polimi.it/snaple2014/ Best regards, Laura Sangalli -- Laura Maria Sangalli MOX - Dipartimento di Matematica Politecnico di Milano Piazza Leonardo da Vinci 32 20133 Milano - Italy tel: +39 02 2399 4554 fax: +39 02 2399 4568 email: laura.sangalli(a)polimi.it url: http://mox.polimi.it/~sangalli

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CALL FOR PAPERS: 15th OxMetrics User Conference, Cass Business School, 4-5 September 2014 (fwd)
by Tiziano Vargiolu 08 Apr '14

08 Apr '14

---------- Forwarded message ---------- Date: Tue, 8 Apr 2014 10:13:09 +0000 From: "Urga, Giovanni" <G.Urga(a)city.ac.uk> Subject: CALL FOR PAPERS: 15th OxMetrics User Conference, Cass Business School, 4-5 September 2014 Dear Tiziano Could you please circulate the Call for Papers below. Regards Giovanni @@@@@@@@@@@@@@@@@@@@@@@ Dear Colleagues I am pleased to report that the web page of the Conference is live and running. See http://www.cass.city.ac.uk/news-and-events/conferences/15th-oxmetrics-user- conference The pdf file of the Call for Papers is at http://www.cass.city.ac.uk/__data/assets/pdf_file/0005/217283/15thOxMetrics UserConference_Call_for_Papers.pdf . Please feel free to publicise the event throughout your own mailing lists. Regards Giovanni **************************************************************** Please use both addresses: giovanni.urga(a)unibg.it and g.urga(a)city.ac.uk **************************************************************** Giovanni Urga Professor of Finance and Econometrics Faculty of Finance Cass Business School 106 Bunhill Row London EC1Y 8TZ (U.K.) Tel.+/44/(0)20/70408698 Fax.+/44/(0)20/70408881 http://www.cass.city.ac.uk/faculty/g.urga Director, Centre for Econometric Analysis (CEA@Cass) http://www.cass.city.ac.uk/cea/index.html

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Fwd: Applications open for the 7th European Summer School in Financial Mathematics, 1-5 September 2014 in Oxford
by Tiziano Vargiolu 08 Apr '14

08 Apr '14

----- Forwarded message from jan.obloj(a)maths.ox.ac.uk ----- Date: Mon, 7 Apr 2014 20:03:33 +0000 From: Jan Obloj <jan.obloj(a)maths.ox.ac.uk> Subject: Applications open for the 7th European Summer School in Financial Mathematics, 1-5 September 2014 in Oxford To: Jan Obloj <jan.obloj(a)maths.ox.ac.uk> Dear All, we are pleased to announce that the applications from PhD students and early career researchers to participate in the 7th European Summer School in Financial Mathematics, 1-5 September 2014 in Oxford are now open! A limited number of fully funded places (incl. accommodation and travel grants), as well as further places with subsidised accommodation, are available. The application procedure is outlined here: http://www2.maths.ox.ac.uk/euroschoolmathfi14/application.html. and the deadline for sending complete applications is 4th of May 2014. This year, there will be two main courses running Monday-Thursday: 1) Rene Carmona (Princeton University) 'Stochastic Differential Games and Financial Applications? 2) Xuedong He (Columbia University) & Xunyu Zhou (University of Oxford) 'Quantile Approach to Behavioural Portfolio Selection and Asset Pricing.' On Friday (5th of September) there will be a dedicated 'New Challenges, New Methodologies Day?. It will include talks by Rama Cont (Imperial College London), Vladimir Piterbarg (Barclays) and Mathieu Rosenbaum (UPMC). We would appreciate if you could share this announcement with your colleagues and students who might be interested. Best regards, The local organising committee Ben Hambly, Martin Klimmek, Terry Lyons, Jan Obloj, Xunyu Zhou _________________________ Jan Obloj Associate Professor of Mathematical Finance Mathematical Institute, St John's College and Oxford-Man Institute of Quantitative Finance University of Oxford MI, ROQ, Woodstock Road Oxford OX2 6GG, UK +44 1865270124 ----- End forwarded message -----

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"Unlocking the value of big data", Special Issue on EJASA-DSS, Extended Deadline
by stefano iacus 07 Apr '14

07 Apr '14

Call for papers for the Special Issue on (extended deadline) "Increasing Innovation Opportunities by Unlocking the Value of Big Data" to be published on the "Electronic Journal of Applied Statistical Analysis: Decision Support Systems and Services Evalutation" ### Guest Editors: Valentina Ndou,Faculty of Innovation for Engineering, University of Salento (ITA) Mirjeta Beqiri, Gonzaga University, Spokane, WA, (USA) Stefano M. Iacus, Department of Economics, Management and Quantitative Methods, University of Milan (ITA) ### Overview: The advent of new communication technologies and especially the exponential growth of social media web 2.0, from blogs, Facebook and Twitter to LinkedIn and YouTube, has created vast opportunities for firms and managers to get closer to customers, to gain a wealth of information about their behaviors and preferences, as well as to identify new market trends and new opportunities to remain competitive. It is known that firms today operate in the era of Big Data Revolution, overwhelmed with data that are available via web to almost everyone. The content and information that customers create in web 2.0 platforms constitute a valuable asset for firms to directly tap into the customer’s preferences and needs, as the most valuable source for attaining direct and reliable market information. ### Aim: Based on these recent trends, this special issue invites research articles and papers that put forth different approaches, statistical models, and decision making systems able to analyze the available data for gaining insights and creating new knowledge that leads to innovation and creativity. ### Topics: This special issue seeks original contribution on the following topics: 1. Techniques, tools, approaches, and methodologies used for analyzing data and information 2. Statistical Analysis for big data 3. Data and knowledge modelling techniques 4. Stimulating innovation and improving performance through statistical data analysis 5. Value of data for new business models, products, and services 6. Data management as a driver of performance and competitiveness 7. Value co-creation through data and information exchange 8. Transforming the value of data using real time analytics 9. Business optimization techniques through data analysis 10. Decision making process in the big data era 11. Role of statistical models in unlocking the value of web data 12. Real time analytics 13. Privacy, security, and intellectual property issues in the era of big data. ### Submission guidelines: Original research papers will be considered. ### Important Dates: Abstract submission: 20th March, 2014 (extended to 15th April, 2014) Review decisions sent to authors: 30th April 2014 Full paper submission: 30th July, 2014 ### Further Information: For further information, please contact: ejasa(a)unisalento.it or visit http://siba-ese.unisalento.it/index.php/ejasa_dss/announcement/view/21 Stefano ps: Com'on statisticians! Where are you? We are the "data scientist" after all! ----------------------------------- Stefano M. Iacus Department of Economics, Management and Quantitative Methods University of Milan Via Conservatorio, 7 I-20123 Milan - Italy Ph.: +39 02 50321 461 Fax: +39 02 50321 505 Twitter: @iacus http://scholar.google.com/citations?user=JBs9tJ4AAAAJ&hl=en Have a look at the new Master Degree in Economics & Finance http://www.mef.unimi.it Twitter: @mefunimi Facebook: http://www.facebook.com/mefunimi Email and further informations at: mef(a)unimi.it ------------------------------------------------------------------------------------ Please don't send me Word or PowerPoint attachments if not absolutely necessary. See: http://www.gnu.org/philosophy/no-word-attachments.html

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Seminario Zorana Grbac a Padova
by Tiziano Vargiolu 07 Apr '14

07 Apr '14

ANNUNCIO DI SEMINARIO La Prof. Zorana GRBAC dell'Universit? di Parigi-Diderot (VII) terra' il seguente seminario lunedi' 14 aprile alle ore 15.30 in Aula 1BC45 del Dipartimento di Matematica, via Trieste 63, Padova. TITLE: Post-crisis interest rate models driven by Levy processes ABSTRACT: The recent credit crisis and the European sovereign debt crisis have impacted all financial markets and influenced the way derivatives are priced and hedged. In this talk we focus in particular on interest rate derivative models. When considering these models, two major changes with respect to the pre-crisis models should be taken into account. Firstly, a variety of spreads have developed between the rates that had been essentially the same before the crises. This is known as the multiple-curve phenomenon. Secondly, the crises have highlighted the native form of credit risk, namely the counterparty risk, as well as the funding issues. To meet these new modeling requirements, we develop a multiple-curve model, set in the HJM framework and driven by a Levy process. The use of Levy drivers allows an optimal balance between the flexibility needed to calibrate the model jointly to cap and swaption multiple-curve prices on one side, and the low number of Markov factors allowing the computation of counterparty risk and funding adjustments (CVA) on the other side. The pricing formulas in this framework are presented and possible Levy specifications discussed. We proceed with the calibration of the model and finally use the calibrated model as an underlying model for CVA computations. We conclude with a short and illustrative numerical example considering a basis swap. This is joint work with S. Cr?pey, N. Ngor and D. Skovmand ---------------------------------------------------------------- This message was sent using IMP, the Internet Messaging Program.

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Seminario di F. Delarue a Pisa
by Marco Romito 07 Apr '14

07 Apr '14

Nei giorni 9 aprile e 16 aprile 2014, presso la sala riunioni del Dipartimento di Matematica dell'Università di Pisa, si terranno i seguenti seminari: 9 aprile, ore 11 F. Delarue (Université Nice Sophia-Antipolis): Mean field games I 16 aprile, ore 11 F. Delarue (Université Nice Sophia-Antipolis): Mean field games I Tutti gli interessati sono invitati a partecipare m.

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Energy Finance 2014 conference call for abstracts
by Tiziano Vargiolu 03 Apr '14

03 Apr '14

EF14 conference call for abstracts announcement, apologies for cross-posting. ____________________________________________________________________________ Energy Finance 2014 (EF14), Sept. 24 - 26, Erice, Italy ____________________________________________________________________________ It is a pleasure to announce that a call for abstracts for EF14 is currently open, starting from April 1 and closing on July 15. Abstracts, in the form of about 1 page (max 2 pages) pdf files, can be sent via email to the address: submissions(a)energyfinance2014.org Some more information about the required abstract format can be found in the EF14 conference website energyfinance2014.org. ____________________________________________________________________________ On the website, you will also find new information about conference fees. For more information about the conference, submissions excluded, please contact: info(a)energyfinance2014.org Please remember that it won't be possible to accommodate more than about 100 participants. ____________________________________________________________________________ Regards, Carlo Lucheroni, for the EF14 Organizing Committee. -- Carlo Lucheroni Scuola di Scienze e Tecnologie Universita' di Camerino via Madonna delle Carceri 9 62032 Camerino (MC) Italy Office phone: 39-0737402552

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