Random January 2015

random@lists.dm.unipi.it

28 participants
41 discussions

seminari al CNR-IMATI
by Antonella Bodini 09 Jan '15

09 Jan '15

A causa di perduranti problemi di accesso al sito dell'IMATI, di cui ci scusiamo, si ricorda il programma di seminari previsti il pomeriggio di mercoledi' 14 p.v. presso la sede di Milano, via Bassini 15, aula A: 14.30 Hedibert Lopes - (INSPER, Sao Paulo, Brazil) Sparse Bayesian Latent Factor Stochastic Volatility Models for High-Dimensional Financial Time Series 15:00 Sonia Petrone - (Bocconi University, Milano, Italy) TBA 15:30 Coffee break 16:00 Nick Polson - (University of Chicago, USA) Vertical Likelihood Sampling 16:30 Refik Soyer - (George Washington University, Washington, USA) Markov Modulated Bayesian Queues La partecipazione e' gratuita, ma per ragioni organizzative si invitano gli interessati a segnalare la partecipazione tramite mail ad antonella.bodini AT mi.imati.cnr.it. -- 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/

1 0

WORKSHOP “PATH-DEPENDENT PDEs AND STOCHASTIC EQUATIONS WITH MEMORY”
by Salvatore Federico 08 Jan '15

08 Jan '15

WORKSHOP “PATH-DEPENDENT PDEs AND STOCHASTIC EQUATIONS WITH MEMORY” Friday, January 23rd, 2015 Dipartimento di Economia, Management e Metodi Quantitativi Via Conservatorio 7, Milano Aula Seminari TALKS: - Nizar Touzi, Ecole Polytechnique, Paris, "Comparison of viscosity solutions of semilinear path-dependent PDE" - Zhenjie Ren, Ecole Polytechnique, Paris, "Viscosity solution of semi linear path dependent PDE: Existence via Perron’s method" - Andrea Cosso, Universite' Paris Diderot, "Viscosity solutions for path-dependent PDEs in infinite dimension, I" - Mauro Rosestolato, LUISS, Roma, "Viscosity solutions for path-dependent PDEs in infinite dimension, II" - Federica Masiero, Universita' di Milano Bicocca, "Optimal control of stochastic delay equation via the Pontryagin maximum principle" - Giovanni Zanco, Universita' di Pisa, "Infinite dimensional methods in path-dependent SDEs and PDEs" - Cecilia Prosdocimi, LUISS, Roma, "Appreciating the past to value the future" Link: http://www.demm.unimi.it/ecm/home/aggiornamenti-e-archivi/tutte-le-notizie/… Attached the full program For further information, please contact Salvatore Federico, salvatore.federico(a)unimi.it <salvatore.federico(a)unimi.it>

1 0

[Job offer] PostDoc Position in Statistics, University of Milan, Deadline: 17-Feb-2015
by stefano iacus 08 Jan '15

08 Jan '15

[Apologizes for cross-posting but please circulate to potential candidates] The Department of Economics, Management and Quantitative Methods, University of Milan, offers a two years postdoc position in Statistics. * The research theme of the postdoc is: "Social Well Being Index: integrating big data, social media and official statistics to develop a new social wealth indicator." This project aims to build an index of subjective well-being based on the analysis of data from Twitter. This SWBI = "Social Well Being Index" makes use of million of opinions expressed every day on Twitter to investigate dynamically the perception of personal well-being and relationships within society. SWBI focuses on "personal" and "social" as well as well-being at "work". The SWBI will be coupled and compared with other wealth indicators, like GDP, to perform cross-country analyses. * Directors of research: Stefano M. Iacus, Silvia Salini * Who should apply: Successful candidate should have a PhD in Statistics, Mathematics, Computer Science or related fields and good knowledge of the R programming language. * How to apply? Read the complete call here: http://www.unimi.it/cataloghi/ass_collaborazione_ricerca/BANDO_tipo_A_2014e… * Salary: The postdocs will be employed with a fixed term employment contract at the University of Milan. Gross salary amounts to approximately 21K EUR/year. * Deadline: 17 February 2015 For further informations mail to: Stefano M. Iacus, stefano.iacus(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

1 0

Fwd: Postdoctoral positions in Buenos Aires
by davide gabrielli 07 Jan '15

07 Jan '15

---------- Forwarded message ---------- From: Leonardo Rolla <leonardo.rolla(a)gmail.com> Date: 2015-01-07 15:11 GMT+01:00 Subject: Fwd: Postdoctoral positions in Buenos Aires To: Dear friends and colleagues, I would much appreciate if you could help me broadcast the announcement below. Sorry in advance for any duplicates. Best regards, Leonardo T Rolla Universidad de Buenos Aires ---------- Forwarded message ---------- From: Probability Buenos Aires <probab(a)dm.uba.ar> Date: Wed, Jan 7, 2015 at 10:59 AM Subject: Postdoctoral positions in Buenos Aires Applications are invited for a post-doctoral position in Probability and related areas. Please feel free to forward this message to other colleagues and potential candidates. The deadline is January 23. The position lasts one year (possibly renewable) and has a monthly stipend of 11000 pesos, to start at anytime in 2015. Applicants should be write to probab(a)dm.uba.ar attaching: - CV - Motivation letter - Short research statement Two recommendation letters should be sent confidentially to probab(a)dm.uba.ar by January 26. Information on the group activities and projects can be found at http://mate.dm.uba.ar/~probab/ Thank you in advance, Buenos Aires Probability Group -- This message has been scanned for viruses and dangerous content by MailScanner, and is believed to be clean.

1 0

Böhning@DSS (Scienze Statistiche, Sapienza)
by Pierpaolo Brutti 07 Jan '15

07 Jan '15

----------------------------------------------------------------------------- A v v i s o d i M i n i - C o r s o ----------------------------------------------------------------------------- Giovedì, 22 Gennaio, ore 10:00 - 12:30 e 15:00 - 17:30 ----------------------------------------------------------------------------- Aula VII (piano terra) Dipartimento di Scienze Statistiche Sapienza Università di Roma DANKMAR BÖHNING (University of Southampton) terrà un mini-corso dal titolo ROMAN INTRODUCTION INTO CLOSED POPULATION CAPTURE-RECAPTURE ESTIMATION Il corso è gratuito ma, dato il numero limitato di posti disponibili nel lab, tutti gli interessati sono invitati a **prenotarsi** compilando il seguente form on line: url: http://goo.gl/KQm8zW Entro Lunedì 19 Gennaio verrà inviata conferma dell'effettiva disponibilità del posto richiesto all’indirizzo email fornito. Ovviamente “first come, first served”, con possibile piccolo bias in favore di studenti di dottorato. ----------------------------------------------------------------------------- Maggiori informazioni sui seminari e mini-corsi presso il DSS sono consultabili a quest'indirizzo: http://goo.gl/Y6OQYm Questo corso fa parte delle attività promosse nell’ambito del FIRB Futuro in Ricerca 2012: “Modelli mistura e a variabili latenti per l'inferenza causale e l'analisi di dati socio-economici”. Saluti Marco Alfò, Paolo Giordani (+ Pierpaolo Brutti) --- Syllabus del corso > Lincoln-Petersen-Chapman estimation > Log-linear modelling for multiple sources > Marginal modelling using Chao and ratio regression > Marginal modelling using covariates: zero-tranucated Poisson and Chao with covariates. The course will make use of various case studies on homeless populations, family violence, drug users and the problem of disease occurence underestimation. Software: STATA

1 0

Bando per "Risk Assessment & Management" [SECS P09 e affini], Laurea Magistrale "Economics & Finance", LM-16, Scadenza 22.1.2015
by stefano iacus 07 Jan '15

07 Jan '15

Cari tutti, vi pregherei di far circolare anche presso i colleghi Economisti di area Aziendale [SECS P09 e affini] la notizia di bando qui sotto. E' stato bandito un corso di "Risk Assessment and Management", Secs P09, per il corso di Laurea Magistrale in Economics & Finance (LM-16, http://www.mef.unimi.it). More details on the course: TITLE: Risk Assessment and Management LANGUAGE: English CONTENT: The course (40h) to be held on the third trimester 2015 should focus on risk management in the context of portfolios of stocks and fixed income securities along these lines: * fixed income securities: pricing, term structure relationships, interest-rate risk management; * equity securities: valuation models, financial statement analysis, price risk management; * options, futures and other derivatives: valuation and risk management. DEADLINE: 22.1.2105 HOW TO APPLY: http://www.unimi.it/cataloghi/affidamenti_bandi/DR_16962_BANDO_CONTRATTI.doc REFERENCE AND FURTHER INFOS: mef(a)unimi.if ----------------------------------- 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

1 0

seminari all'IMATI
by Antonella Bodini 07 Jan '15

07 Jan '15

Scusandomi per l'errore e la conseguente pioggia di mail, correggo il link dei seminari di Hedibert Lopes (INSPER, Sao Paulo, Brazil), Sonia Petrone (Bocconi University), Nick Polson (University of Chicago, USA) e Refik Soyer (George Washington University, Washington, USA) http://www.mi.imati.cnr.it/seminari/seminari2.html Cordiali saluti, Antonella -- 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/

1 0

seminari all'IMATI
by Antonella Bodini 07 Jan '15

07 Jan '15

Mercoledi' 14 gennaio a partire dalle 14.30, presso la sede di Milano dell'IMATI, Hedibert Lopes (INSPER, Sao Paulo, Brazil), Sonia Petrone (Bocconi University), Nick Polson (University of Chicago, USA) e Refik Soyer (George Washington University, Washington, USA) presenteranno alcuni risultati recenti delle loro ricerche. Il programma provvisorio è disponibile all'indirizzo web: http://www.mi.imati.cnr.it/seminari/seminari2.html Tutti gli interessati sono invitati a partecipare. La partecipazione e' gratuita ma, per ragioni organizzative, e' richiesta l'iscrizione tramite mail a questo indirizzo email. Cordiali saluti, Antonella -- 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/

1 0

seminari all'IMATI - Progetto Bandiera Fabbrica del Futuro
by Antonella Bodini 07 Jan '15

07 Jan '15

Nella mattinata di mercoledi' 14 gennaio presso la sede di Milano dell'IMATI verranno presentati alcuni risultati ottenuti nel corso del Progetto Bandiera Fabbrica del Futuro. Il programma è disponibile all'indirizzo web: http://www.mi.imati.cnr.it/seminari/index.html Tutti gli interessati sono invitati a partecipare. La partecipazione e' gratuita ma, per ragioni organizzative, e' richiesta l'iscrizione (si veda sul sito). Cordiali saluti, Antonella -- 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/

1 0

Stochastic Analysis and Applications Mongolia 2015 - Ulan Bator, July 27 – August 7, 2015
by Carina Geldhauser 05 Jan '15

05 Jan '15

Cari tutti, vi invio un nostro cordiale invito alla nostra scuola d'estate in analisi stochastica. Tenete in conto che dal'anno scorso non c'e piu bisogno di un visto per entrare la Mongolia per un periodo di meno di 30 giorni. Vi prego di inoltrare l'invito sopratutto ai vostri colleghi residente in paesi di sviluppo, per cui ci sono anche borse per viaggio e alloggio. Purtroppo i nostri fondi non ci permettono di dare le borse per il viaggio ai partecipanti italiani! Grazie, Carina FIRST ANNOUNCEMENT ----------------------------------- Stochastic Analysis and Applications Mongolia 2015 July 27 – August 7, 2015 The two-week research school aims to will take place at the National University of Mongolia in the capital city Ulan Bator. Invited mini-courses and special topic lecturers include: • E. Baurdoux (London) • L. Beck (Augsburg) • J. Bertoin (Zurich) • G. Borot (Bonn) • M. Caballero (UNAM, Mexico) • L. Doering (Mannheim) • E. Eberlein (Freiburg) • C. Goldschmidt (Oxford) • A. Lambert (Paris) • B. Oksendal (Oslo) • C. Pardo (CIMAT, Mexico) • L. Popovic (Montreal) Additional conference talks will also be given by attendees. There is no registration fee. Limited funding is available to (partially) cover travel expenses and/or accomodation costs. Preference is given to participants from Mongolia and developing countries. Please register (whether in need of funding or not) at our CIMPA page: www.students.cimpa.info/login <http://www.students.cimpa.info/login> Please contact the organisers if you are interested in presenting at the meeting. For more information, please visit our website: http://smcs.num.edu.mn/saam2015/ Organizing committee: J. Bertoin C. Geldhauser A. Kyprianou T. Saizmaa -- Carina Geldhauser Institute for Applied Mathematics Bonn University Endenicher Allee 60, 53115 Bonn phone: +49 (0) 228 73 3190 web: http://wt.iam.uni-bonn.de/geldhauser

1 0

2024

2023

2022

2021

2020

2019

2018

2017

2016

2015

2014

2013

Random January 2015