July 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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PhD @ SNS
by Giacomo Bormetti 02 Sep '14

02 Sep '14

> > > Scuola Normale Superiore > PhD Programs > > Call for application academic year 2014/15 > > Call for Applications > > Biophysical Sciences > Classics > Condensed Matter Physics > Financial Mathematics > History of Art > Mathematics > Methods and Models for Molecular Sciences > Modern and Contemporary History > Modern literature and philology > Neurosciences > Philosophy > Physics > Political Science and Sociology > Renaissance Studies > The Scuola Normale Superiore PhD School All PhD programs are open to both Italian citizens and students from outside Italy. They offer unique conditions for scientific growth. All students admitted to our PhD program receive full financial support. This includes tuition, fees, and a cost-of living stipend (14,084 euro per year, plus free meals). Support is independent of need provided a student remains in good academic standing and is making satisfactory progress towards his/her PhD degree. All students will be assigned further funding for their research activity and travel. Each PhD course offers scholarships reserved to students that graduated outside of Italy. Applications are invited from candidates irrespective of their citizenship who: > > will have completed an Italian laurea magistrale or equivalent degree from outside Italy within 31 October 2014 > were born after 31 October 1984 > Admissions are based on students’ academic work and interviews. > > Application deadline and process All PhD courses will start from November 1st, 2014. Interviews will be held in July and October. Application for admission must be made online in the SNS website area dedicated to this Call by midnight (CET): > > Monday, 30 June 2014 for the July session > Monday, 15 September 2014 for the October session > Applicants may contact the SNS Student Services offices for information at: phd(a)sns.it All personal data of candidates is protected under and will be handled in accordance with Italian law (no. 196 – 30 June 2003). > > » Call for Applications > > > E-mail: phd(a)sns.it > Visit us at http://phd.sns.it/en/ > www.sns.it/en/ > > > >

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piccolo problema sul server della lista (risolto)
by Marco Romito 31 Jul '14

31 Jul '14

cari iscritti c'è stato un piccolo problema sul server della lista la cui spiegazione è (cito dal messaggio dell'assistenza IT): "Nello scorso fine settimana è avvenuto un attacco al sistema mail.dm.unipi.it che, oltre a comportare l'invio di migliaia di messaggi di spam, ha determinato conseguenze che sono andate ben oltre il perimetro del semplice servizio di posta. Una serie di demoni sono stati mandati in crash in modo non pulito e quello che si occupava della gestione locale delle mailing list e` stato uno di questi." alcuni dei messaggi inviati tra il 26 luglio (presumibilmente, l'ultimo messaggio che ieri risultava nell'archivio era del 25 luglio) e ieri potrebbero non esser stati recapitati. nel caso questi non siano ancora pervenuti consiglio di procedere nel modo seguente (valido in generale qualora spediate un messaggio e non otteniate immediatamente riscontro ricevendo il vostro messaggio dalla lista): * accedere agli archivi della lista: https://mail.dm.unipi.it/private/random/ (eventualmente richiedendo la vostra password che avrete debitamente dimenticato alla pagina: https://mail.dm.unipi.it/options/random ) * verificare se il messaggio sia già presente in archivio. in caso positivo il messaggio è stato inviato e presto vi giungerà. * in caso negativo contattare gli amministratori della lista. il terzo passo della procedura non sempre funziona, come testimoniato dal duplicato del messaggio che ho spedito e di cui mi scuso a presto m.

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prova
by Marco Romito 30 Jul '14

30 Jul '14

per favore, ignorare questo messaggio m.

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bandi per RTD e PA a Pisa
by Marco Romito 30 Jul '14

30 Jul '14

Sono appena usciti sulla pagina Web dell'Università di Pisa, e dovrebbero uscire nei prossimi giorni sulla Gazzetta Ufficiale, i seguenti bandi: - procedura per la selezione di n. 17 ricercatori a tempo determinato di tipo a) (Junior): di questi 1 posto è destinato al settore MAT/06 (Probabilità e Statistica Matematica). http://www.unipi.it/ateneo/bandi/ricercat/ricercator/sel172014/index.htm - procedura per la selezione di n. 46 professori di II fascia: di questi 2 posti sono destinati al settore MAT/03 (Geometria) e 2 posti sono destinati al settore MAT/05 (Analisi Matematica) http://www.unipi.it/ateneo/bandi/selezioni/procedure-/index.htm La scadenza di entrambi i bandi è fissata al 1 settembre 2014.

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Call for applications : PhD in Mathematics [ Trento - Verona ]
by Luca di persio 29 Jul '14

29 Jul '14

*Call for PhD applications * Doctoral School in Mathematics University of Trento in agreement with the University of Verona , 30th cycle Deadline: *20, August 2014* Further details can be found here: http://web.unitn.it/en/drmath/9047/doctoral-school-in-mathematics-in-agreem… http://www.unitn.it/en/ateneo/1956/announcement-of-selection Candidates interested in the area of stochastic processes and their applications, e.g. in finance, are welcome. __ 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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bandi per RTD e PA a Pisa
by Marco Romito 29 Jul '14

29 Jul '14

Sono appena usciti sulla pagina Web dell'Università di Pisa, e dovrebbero uscire nei prossimi giorni sulla Gazzetta Ufficiale, i seguenti bandi: - procedura per la selezione di n. 17 ricercatori a tempo determinato di tipo a) (Junior): di questi 1 posto è destinato al settore MAT/06 (Probabilità e Statistica Matematica). http://www.unipi.it/ateneo/bandi/ricercat/ricercator/sel172014/index.htm - procedura per la selezione di n. 46 professori di II fascia: di questi 2 posti sono destinati al settore 01/A2 (Geometria e Algebra) e 2 posti sono destinati al settore 01/A3 (Analisi Matematica, Probabilità e Statistica Matematica) http://www.unipi.it/ateneo/bandi/selezioni/procedure-/index.htm La scadenza di entrambi i bandi è fissata al 1 settembre 2014.

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[NUOVA INIZIATIVA - ANNUNCIO] Master in Economics & Finance
by stefano iacus 29 Jul '14

29 Jul '14

[sperando che sia ammissibile dal regolamento della lista] Are you (or your students) interested in Finance and do you (or your students) own a bachelor degree in Economics, Statistics, Mathematics, Engineering or the alike? Do you (or your students) think it is time to strenghen your knowledge in the field? Have a look at the new Master (laurea magistrale LM-16) in Economics & Finance (MEF) offered by the University of Milan http://www.mef.unimi.it Or contact us at: mef(a)unimi.it ----------------------------------- Stefano M. Iacus Director of MEF - Master in Economics & Finance http://www.mef.unimi.it 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 Master 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 **************** Il 5 x mille alla nostra Università è un investimento sui giovani, sui loro migliori progetti. Sostiene la libera ricerca. Alimenta le loro speranze nel futuro. Investi il tuo 5 x mille sui giovani. Università degli Studi di Milano codice fiscale 80012650158 http://www.unimi.it/13084.htm?utm_source=firmaMail&utm_medium=email&utm_con…

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Research Grants - Economics and Statistical Sciences area - University of Padua, Italy
by Patrizia Piacentini - Dip 25 Jul '14

25 Jul '14

A selection announcement has been published for the awarding of n. 1 research grants for the research project entitled "Methodology of composite indicators and their use for the evaluation of performance of Municipalities and Universities", to be conducted at the Department of Statistical Sciences under the supervision of dott. Giovanna Boccuzzo, who is the Research Project Supervisor. Scientific area: n. 15 - Economics and Statistical Sciences Term of the research: 12 months *Deadline August 25, 2014* Announcement and application form at the page: http://www.stat.unipd.it/bandi -- Patrizia Piacentini Dipartimento di Scienze Statistiche Via C. Battisti, 241 35121 Padova tel 049 8274167 fax 049 8271524

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International Conference on "The New Financial Regulatory System: Challenges and Consequences for the Financial Sector" in Venice - Programme
by Monica Billio 25 Jul '14

25 Jul '14

12th INTERNATIONAL CONFERENCE C R E D I T 2014 *The New Financial Regulatory System: Challenges and Consequences for the Financial Sector *Venice, Italy 25 - 26 September 2014 The objective of the Conference is to bring together academics, practitioners and PhD students working in the area of risk management. The conference this year focuses on *The New Financial Regulatory System: Challenges and Consequences for the Financial Sector* and will provide an opportunity for participants engaged in research at the forefront of this area to discuss both the causes and implications of recent events in financial markets and may, in turn, suggest fruitful directions for future research. The Conference is the *thirteenth* of a series dedicated to various aspects of credit risk. The *co-sponsors* of the Conference are *GRETA Associati* (Venice, Italy), *Center on Sustainable Architecture for Finance (SAFE) at Goethe University Frankfurt* (Frankfurt, Germany) and *Intesa Sanpaolo *(Milan, Italy). The Conference is organised under the *auspices *of the *Department of Economics of the University Ca? Foscari of Venice*, *ABI - Italian Banking Association *and *European Investment Bank.* The Scientific Committee for the Conference consists of: *Jan Krahnen*, Goethe University,**Programme Chair, *Monica Billio*, Ca? Foscari University of Venice, *Steven Ongena*, University of Zurich, *Stephen Schaefer*, London Business School and *Kenneth Singleton*, Stanford University. PROGRAMME Thursday, September 25 2014 9.00 - 9.15_Opening Remarks _9.15 - 11.00_Session I: Bank risk taking, capital structure and credit risk_ * Key-note talk: /Countering Systemic Risk through Banking Regulation and Other Means - /*Franklin Allen* (University of Pennsylvania, Philadelphia & Imperial College London) * /Did CDS Make Banks Riskier? The Effects of Credit Default Swaps on Bank Capital and Lending - /Susan Chenyu Shan (Shanghai Jiao Tong University), Dragon Yongjun Tang (The University of Hong Kong) and Hong Yan (University of South Carolina, Columbia & Shanghai Jiao Tong University) * /Incentive Pay and Bank Risk Taking: Evidence from Austrian, German, and Swiss Banks - /Matthias Efing (University of Geneva & Swiss Finance Institute), Harald Hau (University of Geneva & Swiss Finance Institute), Patrick Kampkötter (University of Cologne) and Johannes Steinbrecher (Ifo Institute Branch Dresden) 11.30 - 13.00_Session II: New development in the banking markets_ * /Do LTV and DSTI Caps Make Banks More Resilient? - /Michel Dietsch (Banque de France & University of Strasbourg) and Cécile Welter-Nicol (Banque de France) * /Credit Growth and Bank Capital Requirements: Binding or Not? - /Claire Labonne (Banque de France) and Gildas Lamé (INSEE-CREST, Malakoff) * /Conditional Accounting Conservatism and Bank Risk Taking - /Manuel Illueca (Universitat Jaume I, Castellón de la Plana), Lars Norden (Erasmus University, Rotterdam) and Gregory F. Udell (Indiana University, Bloomington) 14.30 - 16.00_Session III: Capital regulation_ * /Bank Portfolio Choice, Uninsurable Risks and Regulatory Constraints - /Jochen Mankart (University of St. Gallen), Alexander Michaelides (Imperial College Business School, London, University of Cyprus & CEPR, London) and Spyros Pagratis (Athens University of Economics and Business) * /The Counter-Cyclical Capital Buffer of Basel III: Does It Affect Mortgage Pricing? - /Christoph Basten (ETH Zurich & Swiss Financial Market Supervisory Authority FINMA) and Catherine Koch (University of Zurich) * /The Limits of Model-Based Regulation - /Markus Behn (Bonn University & Deutsche Bundesbank), Rainer Haselmann (Bonn University) and Vikrant Vig (London Business School) 17.00 - 18.30_Session IV: Systemic risk_ * /Fire-Sale Spillovers and Systemic Risk - /Fernando Duarte (Federal Reserve Bank of New York) and Thomas M. Eisenbach (Federal Reserve Bank of New York) * /The Removal of Credit Ratings from Capital Regulation: Implications for Systemic Risk - /Kathleen Weiss Hanley (University of Maryland, College Park) and Stanislava Nikolova (University of Nebraska-Lincoln) * /Systemic and Systematic Risk - /Monica Billio (University of Venice), Massimilano Caporin (University of Padua), Roberto Panzica (University of Venice & Goethe University Frankfurt) and Loriana Pelizzon (University of Venice & Goethe University Frankfurt) Friday, September 26 2014 9.00 - 10.45_Session V: Financial markets regulation_ * Key-note talk: /Equilibrium Fast Trading - /*Thierry Foucault* (HEC Paris) * /Central Clearing and Collateral Demand - /Darrell Duffie (Stanford University & National Bureau of Economic Research), Martin Scheicher (European Systemic Risk Board) and Guillaume Vuillemey (Sciences-Po Paris & Banque de France) * /Sand in the Chips? Evidence on Taxing Transactions in Modern Markets - /Jean-Edouard Colliard (European Central Bank) and Peter Hoffmann (European Central Bank) 11.15 - 12.45_Session VI: Liquidity and credit_ * /Did Liquidity Providers Become Liquidity Seekers? Evidence the CDS-Bond Basis During the 2008 Financial Crisis - /Jaewon Choi (University of Illinois at Urbana-Champaign) and Or Shachar (Federal Reserve Bank of New York) * /Credit and Liquidity in Interbank Rates: a Quadratic Approach - /Simon Dubecq (European Central Bank & CREST), Alain Monfort (CREST, Malakoff, Banque de France & Maastricht University), Jean-Paul Renne (Banque de France) and Guillaume Roussellet (Banque de France, CREST, Malakoff & CEREMADE, Paris) * /Liquidity Risk and Distressed Equity - /Mamdouh Medhat (Copenhagen Business School) 14.15 - 16.00_Session VII: Banking Union_ * /Supervisory Incentives in a Banking Union - /Elena Carletti (Bocconi University, CEPR, London & IGIER, Milan), Giovanni Dell'Ariccia (International Monetary Fund & CEPR, London) and Robert Marquez (University of California, Davis) * /The Political Economy of Bank Bailouts - /Markus Behn (Bonn University & Deutsche Bundesbank), Rainer Haselmann (Bonn University), Thomas Kick (Deutsche Bundesbank) and Vikrant Vig (London Business School) * Key-note talk: /Ethics in Finance: a Banking Supervisor's Perspective - /*Ignazio Angeloni* (European Central Bank) 17.00 - 18.30_PANEL Session _ REGISTRATION To register for the Conference you are requested to complete the registration form that is available on our website (http://www.greta.it/credit/credit2014/credit2014.htm <http://www.greta.it/credit/credit2014/credit2014.htm>). Registration fees are: Early registrationLate registration (within August 24th)(from August 25th on) Academics: 250 Euro + VAT300 Euro + VAT Practitioners: 800 Euro + VAT1000 Euro + VAT PhD Students*: 80 Euro + VAT130 Euro + VAT *VAT is currently 22% **Students will have to provide valid proof of their student status. The registration fees cover: - Admission to all scientific sessions - Lunches and coffee service during the Conference - Conference kit The registration fees do not fully cover the conference dinner on September 25, 2014, for which there is an extra charge of 80.00 Euro for each participant (conference attendees as well as accompanying persons). For more detailed information (registration, accommodation and Conference venue), please refer to the Conference website: http://www.greta.it/credit/credit2014/credit2014.htm <http://www.greta.it/credit/credit2014/credit2014.htm> GRETA Associati San Polo, 2605 - 30125 Venice, ITALY Phone : +39 041 5238178 - Fax : +39 041 5286166 e-mail: credit(a)greta.it <mailto:credit@greta.it> website: _www.greta.it_ <http://www.greta.it/> -- "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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First Workshop on Computer-aided and bio-chemical strategies
by Antonella Bodini 15 Jul '14

15 Jul '14

IMATI-Milano organizes the 1st Workshop on Computer-aided and bio-chemical strategies for the design of stochastic experiments, on July, 31st. This Workshop will bring together scientists and engineers from industry and academia to identify current limitations, needs and trends in tackling experimental stochastic system in natural sciences. The workshop will consist of a number of keynote lectures, followed by breakout sessions focused on developing solutions to the challenges of method development, specifically advancing and accelerating methods for broad applications. The program with all information can be downloaded here http://www.mi.imati.cnr.it/iami/Workshop_Borrotti_2014_07_31.pdf Anyone interested to attend the Workshop is kindly invited to send an e-mail to Matteo Borrotti: matteo AT mi.imati.cnr.it We apologize for cross posting. -- Dott. Antonella Bodini CNR-Istituto di Matematica Applicata e Tecnologie Informatiche Via Bassini 15, 20133 Milano (Italy) tel +39 02 23699524 fax +39 02 23699538 http://www.mi.imati.cnr.it/~anto/

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Workshop Announcement
by Alessandra Micheletti 14 Jul '14

14 Jul '14

Workshop announcement Random Structures and Models in Medicine, Biotechnology, Materials Science and Environment https://sites.google.com/site/randomstructures/home September 12, 2014 Department of Mathematics Universita' degli Studi di Milano via Saldini 50, Milano, Italy This workshop is an activity of the ECMI Special Interest Group "Shape and Size in Medicine, Biotechnology and Materials Science" (see http://www.mat.unimi.it/users/shape/) and is aimed to give an overview to methods developed in Mathematical Morphology, Spatial Statistics, Stochastic Geometry, Numerical Analysis to model and to simulate random sets and functions with a spatial or geometrical structure. These models are useful in many applications where heterogeneous media, possibly evolving in time, appear, for instance materials, networks of vessels, evolution of pollutants, etc. Both theoretical and applied results will be discussed. All the talks are invited, but participation is free and encouraged. Registration of participants is required for organizing reasons by September 7, 2014. For further information please visit the web page of the workshop or contact shapeandsize.milan(a)gmail.com -- ------------------------------------ Alessandra Micheletti Associate Professor - Probability and Mathematical Statistics Dept. of Mathematics Università degli Studi di Milano via Saldini 50, 20133 Milano, Italy phone: +39-02503-16130 fax: +39-02503-16090 http://users.mat.unimi.it/users/michel <http://www.mat.unimi.it/users/michel>

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[Fwd: seminario Michael Woodroofe]
by Francesco Caravenna 11 Jul '14

11 Jul '14

> ---------------------------- Original Message ---------------------------- > Subject: seminario Michael Woodroofe > From: "Mauro Gasparini" <gasparin(a)calvino.polito.it> > Date: Fri, July 11, 2014 3:16 pm > To: sis(a)stat.unipg.it > -------------------------------------------------------------------------- > > > Cari soci, > > questo messaggio è per confermare il seminario di > Michael Woodroofe, J. Savage Professor of Statistics > alla University of Michigan, > > Martedi' 15 Luglio 2014 alle ore 12:00 > > dal titolo > > Quenched Versions of the Central Limit Theorem for a Stationary Process > > a conclusione del ciclo annuale di seminari > di Statistica, Probabilità e Ottimizzazione del > Politecnico di Torino > > http://calvino.polito.it/~probstat/seminars/seminars14.html > > Michael Woodrofe ha dato importanti contributi alla teoria > asintotica al confine tra Probabilità e Statistica Matematica; > un breve cv è disponibile al sito > > http://dept.stat.lsa.umich.edu/~michaelw/shtvita.html > > Sarei grato a quanti volessero partecipare al seminario e a un > pranzo in suo onore immediatamente successivo > (per il pranzo è gradito un email a questo indirizzo > entro Lunedì a mezzogiorno, email che troverà eventuale > conferma a stetto giro). > > grazie. > > > -- > Mauro Gasparini > Full Professor of Statistics > Editor of Biometrical Journal (2012-2015) > Dipartimento di Scienze Matematiche > Politecnico di Torino > Corso Duca degli Abruzzi 24 > I-10129 Torino, Italy > tel: +39 011 090 7546 > fax: +39 011 090 7599 > email: gasparini(a)calvino.polito.it > www: http://calvino.polito.it/~gasparin/

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mini-workshop "Young Researchers" a Milano-Bicocca
by Fabio Bellini 11 Jul '14

11 Jul '14

Il giorno giovedì 17 luglio alle ore 14.30 presso la Sala del Consiglio della Scuola di Economia e Statistica, al IV piano dell'edificio U7 in via Bicocca degli Arcimboldi 8, si terrà il mini-workshop "Young Researchers" con il seguente programma: 14.30 - 15.00 Annamaria Gambaro, Dottorato in Statistica e Matematica per la Finanza, Curriculum Matematica per la Finanza, Università di Milano-Bicocca Approximated pricing of swaptions in general interest rate models We propose a new lower bound on the prices of European-style swaptions for a wide class of interest rate models. This method is applicable whenever the joint characteristic function of the state variables is known in closed form or could be easily obtained with numerical PDE solution method. Our algorithm involves the computation of one dimensional Fourier transform indipendently from the swap length. Moreover the bound could be used as a control variable to reduce confidence interval of the Monte Carlo technique. We test our new lower bound on different affine models and on 2-factor quadratic gaussian model and the method is found to be fast and accurate (joint work with Ruggero Caldana and Gianluca Fusai). 15.00 - 15.30 Jacopo Corbetta, Dottorato in Matematica e Applicazioni, Università di Milano-Bicocca Smile asymptotics in a multiscaling stochastic volatility model 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, with an explicit limiting shape (joint work with Francesco Caravenna). 15.30 - 16.00 Alberto Santangelo, Dottorato in Statistica e Matematica per la Finanza, Curriculum Matematica per la Finanza, Università di Milano-Bicocca Measuring Portfolio Diversification Based on Optimized Uncorrelated Factors We measure diversification in terms of the "Effective Number of Minimum-Torsion Bets", namely a set of uncorrelated factors, optimized to closely track the factors used to allocate the portfolio. In this way we introduce a novel notion of "absolute risk contributions", which generalizes the "marginal contributions to risk" in traditional risk parity. We discuss the advantages of the Minimum-Torsion Bets over the traditional approach to diversification based on marginal contributions to risk. We present a case study in the S&P 500. Fully documented code is available for download (joint work with Romain Deguest and Attilio Meucci). Tutti gli interessati sono invitati a partecipare. Prof. Fabio Bellini Department of Statistics and Quantitative Methods University of Milano-Bicocca Via Bicocca degli Arcimboldi 8, 20126 Milano 0039-2-64483119 http://www.economia.unimib.it/bellini

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Postdoc in Venice
by Marco LiCalzi 09 Jul '14

09 Jul '14

Announcement for one Postdoc position at the Department of Management, Università Ca' Foscari Venezia ----------------------------------------------------------------------------------------------------------------------------------------------- The successful candidate is expected to contribute to an ongoing research project on "Models of meaning negotiation” within a larger project on "Mathematics of Multi-Level Anticipatory Complex Systems" funded by the European Union (STREP). Keywords: language games, categorical reasoning, semantic bargaining, negotiation, cognitive maps, organizational economics. JEL Classification: C61, D23, D70, D83, D86, D60, D80, D81, L14, M14. Mathematics Subject Classification (MSC 2010): 06, 18, 60, 91. Prospective candidates must hold a PhD. Preferred fields of specialization are: mathematics, economics, decision science, applied mathematics and all related disciplines. Duration of the contract: 12 months, to begin around 15 September 2014. Stipend: The gross stipend for the recipient is Eur. 30,216.55 per year. Deadline for submission of applications: July 28th, 2014. An announcement in English can be found at http://www.unive.it/nqcontent.cfm?a_id=138305 More information and the official announcement (in Italian) are at http://www.unive.it/nqcontent.cfm?a_id=1538 __________________________________ Marco Li Calzi Department of Management Università Ca' Foscari Venezia San Giobbe, Cannaregio 873 30121 Venezia, Italy Tel.: (+39) 041 234-6925 Fax: (+39) 041 234-7444 E-mail: licalzi(a)unive.it WWW: http://venus.unive.it/licalzi

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Seminario Alcuni aspetti dell'impostazione "Target-Based" alle funzioni di utilità nel caso di più "beni"
by Marco Isopi 08 Jul '14

08 Jul '14

Nell'ambito dei seminari previsti a completamento dell'attività svolta nell'ambito del Dottorato di Ricerca in Matematica XXVI Ciclo (curriculum Matematica Applicata) Fabio Fantozzi terrà un seminario dal titolo Alcuni aspetti dell'impostazione "Target-Based" alle funzioni di utilità nel caso di più "beni" Il seminario si terrà in Aula di Consiglio, Giovedi' 10 Luglio ore 16 Sunto: Verrà inizialmente richiamato il significato dell'impostazione Target-Based alla teoria dell'utilità nelle scelte economiche in condizioni di incertezza. Tale impostazione, dapprima introdotta nel caso di un singolo "bene" è stata, nell'ultimo decennio, estesa e sviluppata per il caso di n beni. Nel seminario verranno illustrate in particolare le caratteristiche fondamentali di tale caso e ne verrà introdotta una descrizione formale. In tale ambito saranno evidenziate le connessioni con le misure di insieme monotone, non necessariamente additive (capacità), su spazi finiti e relative estensioni. In particolare analizzeremo il significato di tali estensioni in termini di copule n-dimensionali atte a descrivere la dipendenza stocastica fra le componenti di un vettore aleatorio. Quest' ultimo interviene, con il significato di "target", nella formulazione delle funzioni di utilità stesse. In relazione ai problemi di scelte economiche analizzati, verranno anche brevemente illustrati degli aspetti relativi alla nozione di "stochastic precedence". *******************************************

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Workshop@DSS :: Recent methods... (errata corrige)
by Pierpaolo Brutti 08 Jul '14

08 Jul '14

...scusate, ovviamente la data esatta è lunedì 14 **luglio** e non febbraio... Pardon --P > ----------------------------------------------------------------------------- > W O R K S H O P > Recent methods for time-to-event and longitudinal data > ----------------------------------------------------------------------------- > Lunedì 14 Luglio, ore 11:00 - 13:00 > ----------------------------------------------------------------------------- > > Roma, Viale Regina Elena, 295 > Palazzina G, Piano 3, Aula 50 > > ----------------------------------------------------------------------------- > > Tutti gli interessati sono invitati a partecipare. > > Per maggiori informazioni: simona.iacobelli(a)uniroma2.it > > -----------------------------------------------------------------------------

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Workshop@DSS :: Recent methods for time-to-event and longitudinal data
by Pierpaolo Brutti 08 Jul '14

08 Jul '14

…ricevo & inoltro… ----------------------------------------------------------------------------- W O R K S H O P ----------------------------------------------------------------------------- Lunedì 14 Febbraio, ore 11:00 - 13:00 ----------------------------------------------------------------------------- Roma, Viale Regina Elena, 295 Palazzina G, Piano 3, Aula 50 ----------------------------------------------------------------------------- Competing Risks Predictions on Two Time Scales Jason Fine (Department of Biostatistics; Department of Statistics, UNC-Chapel Hill) Representation, estimation and prediction in multi-state models - the obstacles of multiple time scales Bendix Carstensen (STENO Diabetes Center; Department of Statistics, University of Copenhagen) Random coefficient based dropout models: a finite mixture approach Marco Alfò, Alessandra Spagnoli (Dipartimento di Scienze Statistiche, “Sapienza”, Università di Roma) ----------------------------------------------------------------------------- Tutti gli interessati sono invitati a partecipare. Per maggiori informazioni: simona.iacobelli(a)uniroma2.it -----------------------------------------------------------------------------

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annuncio conferenza
by Marco Romito 07 Jul '14

07 Jul '14

================================================================ 6 - 8 October 2014, Milano DAMES 2014 - the 4th International Conference on Data Analysis and Modeling in Earth Sciences The objective of the conference is to bring together researchers dealing with data analysis and modeling in all fields of Earth Sciences, promoting the exchange of knowledge on both methodological developments and Earth Science applications. http://dames.pik-potsdam.de/index.php?a=conference ================================================================ Renata Rotondi reni(a)mi.imati.cnr.it CNR IMATI tel +39 02 23699528 Via Bassini, 15 FAX +39 02 23699538 I-20133 Milano (Italy) http://www.mi.imati.cnr.it/~reni > >

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Professor position available in Graz
by daniela.bertacchi 04 Jul '14

04 Jul '14

Ricevo e inoltro questo avviso per chi fosse interessato, con preghiera di diffusione. Daniela Bertacchi ************************************************ Graz University of Technology: Faculty of Technical Mathematics and Technical Physics Professor of Stochastics and Actuarial Mathematics (Institute of Statistics, Succession of Prof. István Berkes) Permanent position of a full professor under private law (expected to start on October 1, 2015). A detailed description of this position can be found in the Mitteilungsblatt of TU Graz, July 2, 2014 (http://mibla.tugraz.at/13_14/Stk_19/19.html). For the English version, see http://www.stat.tugraz.at/bewerbung/ Applications must be sent in electronic form (preferably in PDF-format) until October 12, 2014 (date of email receipt) to the Dean of the Faculty of Technical Mathematics and Technical Physics at the Graz University of Technology, Prof. Dr. Wolfgang E. ERNST, Petersgasse 16, A-8010 Graz, Austria, bewerbungen.tmtph(a)tugraz.at. ___________________________________________________________

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Avviso di seminario
by Cristina Zucca 04 Jul '14

04 Jul '14

A tutti gli interessati. Mercoledì 9 luglio 2014 alle ore 14.30 in AULA C (Palazzo Campana - Dip. di Matematica"G. Peano" - Univ. di Torino) il Prof. François Delarue (Université Nice Sophia-Antipolis) terrà un seminario dal titolo: The Landau Equation for Maxwellian molecules and the Brownian Motion on the group of rotations. Abstract: We show that the spatially homogeneous Landau equation for Maxwellian molecules can be represented through the product of two elementary stochastic processes. The first one is the Brownian motion on the group of rotations. The second one is, conditionally on the first one, a Gaussian process. Using this representation, we establish sharp multi-scale upper and lower bounds for the transition density of the Landau equation, the multi-scale structure depending on the shape of the support of the initial condition. -- Dr. Cristina Zucca Department of Mathematics University of Torino Via Carlo Alberto 10 10123 Torino, Italy tel: +39-011-6702850 fax: +39-011-6702878

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UPCOMING DEADLINE: IMT – 2014/15 PHD CALL FOR APPLICATIONS
by Irene Crimaldi 02 Jul '14

02 Jul '14

*UPCOMING DEADLINE - JULY 14TH 2014 - 6PM ITALIAN TIME* We are pleased to inform you about the IMT Institute for Advanced Studies Lucca's call for applications for PhD positions in the following specialized curricula - Economics - Management Science - Complex Networks - Computational Mechanics - Control Systems - Computer Science - Image Analysis - Analysis and Management of Cultural Heritage - No tuition fees (regional tax excluded), free room and access to IMT Canteen - A grant of €13,600 gross/year Candidates can apply if they obtain their (minimum) 4-year undergraduate degree NO LATER than October 31, 2014 *DEADLINE: July 14th, 2014* *MORE INFORMATIONS*: http://phd.imtlucca.it Learn more about the PhD program by participating in our interactive webinar. Go to http://brightrecruits.com/webinars to sign up. IMT Lucca (www.imtlucca.it) is a research university within the Italian public higher education system. IMT's research mission is characterized by the analysis and management of a plurality of economic, social, technological and cultural systems. Faculty carry out cutting edge methodological research to *generate* knowledge, to design projects to *apply* knowledge to resolve economic, industrial, social and cultural problems, and to *transmit* knowledge through highly-specialized graduate courses and seminars. Follow us on Facebook <https://www.facebook.com/pages/IMT-Institute-for-Advanced-Studies-Lucca/187…>, Twitter <https://twitter.com/IMTLucca>, YouTube <http://www.youtube.com/user/IMTAltiStudiLucca>, LinkedIn <http://www.linkedin.com/company/imt-lucca-institute-for-advanced-studies?tr…>. Please note that this account is used for outgoing e-mails only, and therefore your reply message will not be read. For inquiries regarding the 2014/15 IMT PhD call, please write to phdapplications(a)imtlucca.it. *Research, Planning and Organization Office* IMT Institute for Advanced Studies Lucca Piazza San Francesco, 19 55100 Lucca - Italy Tel: +39 0583 4326 745 Fax: +39 0583 4326 565 www.imtlucca.it -------------------------------------- The content of this message and of its attachments is under exclusive responsibility of the account owner and doesn't bind IMT anyhow with respect to the recipient or third parties.

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