March 2015 - Random - Mailing list — Dipartimento di Matematica, UniPI

Last call for papers: 2015 AMMCS-CAIMS (Waterloo, ON, Canada, June 7-12, 2015)
by Enrico Scalas 04 Mar '15

04 Mar '15

Car* collegh*, c'e' ancora qualche giorno (scadenza estesa al 13 marzo 2015) per inviare un abstract all'AMMCS-CAIMS: http://www.ammcs-caims2015.wlu.ca/submit-abstracts/ e due sessioni che organizzo sono di interesse per chi si occupa di probabilita': http://www.ammcs-caims2015.wlu.ca/special-sessions/fcp/ (Fractional Calculus and Probability) http://www.ammcs-caims2015.wlu.ca/special-sessions/wdsee/ (Wealth Distribution and Statistical Equilibrium in Economics) Cordiali saluti, Enrico Scalas

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Workshop on "Elicitability, Propriety and Related Topics", University of Bern, May 28 - 29, 2015
by Fabio Bellini 04 Mar '15

04 Mar '15

Cari colleghi, inoltro da parte di Johanna Ziegel e del suo gruppo l'annuncio di questo interessante workshop: >Workshop for young scientists on "Elicitability, Propriety and >Related Topics" at the University of Bern, May 28 - 29, 2015. > >One of the classical questions in statistical analysis is to make >probabilistic or point forecasts about some unknown quantity. The >notions of elicitability of a statistical functional, consistency of >a scoring function or propriety of a scoring rule are of central >importance in statistical decision theory and have gained more and >more attention in the recent statistical literature. > >We invite young scientists - especially PhD and postdoctoral >students - from the heart of Europe to present their results in the >field of "Elicitability, Propriety and Related Topics". The >scientific and social program of the workshop as well as Bern as a >World Heritage Site provide an inspiring atmosphere to get in touch >with motivated colleagues, to discuss open problems and to find >potential future collaborators. > >Further information available at ><http://www.imsv.unibe.ch/content/talks/workshop_on_elicitability_propriety_…>http://www.imsv.unibe.ch/content/talks/workshop_on_elicitability_propriety_… > > >Best regards, >Johanna Ziegel, Christoph Strahl and Tobias Fissler > >_________________________________ >University of Bern >Department of Mathematics and Statistics >Institute of Mathematical Statistics and Actuarial Science > >Tobias Fissler >PhD-Student > >Sidlerstrasse 5 >CH-3012 Bern, Schweiz >Tel.: +41 (0) 31 631 88 06 ><mailto:tobias.fissler@stat.unibe.ch>tobias.fissler(a)stat.unibe.ch >http://www.stat.unibe.ch

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avviso di seminario
by Brunero Liseo 04 Mar '15

04 Mar '15

Mi scuso per eventuali ricezioni multiple Avviso di seminario Relatore: Radu Craiu Department of Statistical Sciences University of Toronto Titolo: Bayesian Inference for Conditional Copula models with Continuous and Binary Responses Dove e Quando: mercoledì 11 marzo ore 11.30 Aula Fanfani (quinto piano, edificio Economia) Viale del Castro Laurenziano 9, Roma Abstract: The conditional copula device allows the use of copula models in the study of dependence between response variables in regression settings. We consider situations in which the dependence structure varies with covariates and we introduce a Bayesian model that allows for joint estimation of the marginal and joint models. The dependence between the copula parameter and the covariates is modeled via polynomial splines. Extensions to multiple covariates are implemented via additive models. We discuss the computation algorithm required for inference and demonstrate the performance of model selection techniques on simulated and real data. Tutti gli interessati sono invitati a partecipare -- ============================================ Brunero Liseo *Dip. di metodi e modelli per il territorio, l'economia e la finanza * *Sapienza Università di Roma* *Viale Castro Laurenziano, 9 Roma I-00161 *Tel. +39 06 49766973 Fax +39 06 4957606 *http://www.memotef.uniroma1.it/users/liseo-brunero <http://www.memotef.uniroma1.it/users/liseo-brunero>* =============================================

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Interdisciplinary WK on Quantitative Finance (fwd)
by Tiziano Vargiolu 02 Mar '15

02 Mar '15

----- Forwarded message from crmdifusions(a)crm.cat ----- Date: Tue, 24 Feb 2015 11:22:23 +0100 From: B?stia CRM Difusions <crmdifusions(a)crm.cat> Subject: Reminder Interdisciplinary WK on Quantitative Finance we want to remind you the upcoming Interdisciplinary Workshop on Quantitative Finance which will be held at the Centre de Recerca Matem?tica, Bellaterra, Barcelona from June 25 and 26, 2015. In this workshop we aim to bring together academic researchers and professionals from financial institutions interested in quantitative finance, to interact and to discuss. We wish to focus on the underlying mathematical models as well as in advanced numerical solution techniques used for pricing financial contracts and risk measurement. Quantitative finance concerns the application of mathematical methods to solve problems in finance. The tools and techniques to tackle these problems cover a wide spectrum of fields, like stochastic analysis, numerical analysis, partial differential equations, statistics and econometrics. ?Deadline for registration: May 31, 2015 More information in: http://www.crm.cat/en/Activities/Curs_2014-2015/Pages/Quantitative-Finance.… We hope that this information is of your interest and we hope to see you soon in Barcelona, Elisa Al?s (Universitat Pompeu i Fabra) Joan del Castillo (Universitat Aut?noma de Barcelona) Jos? Manuel Corcuera (Universitat de Barcelona) Luis Ortiz-Gracia (Centre de Recerca Matem?tica) Josep Vives (Universitat de Barcelona) (Scientific Coordinators) Administration Centre de Recerca Matem?tica Campus de Bellaterra, Edifici C 08193 Bellaterra (Barcelona) Spain Tel.: + 34 93 581 10 81 Fax: + 34 93 581 22 02 http://www.crm.cat<http://www.crm.cat/>

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