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

Seminario di Flavia Barsotti presso Prometeia - Bologna
by Giacomo Scandolo 29 Jun '15

29 Jun '15

Il giorno Giovedì 2 Luglio 2015, alle ore 14:30 presso la sede di Prometeia (sala grande, primo piano) via G.Marconi 43, Bologna Flavia BARSOTTI Risk Methodologies, Group Financial Risk, Group Risk Management, UniCredit S.p.A. terrà un seminario dal titolo "Credit risk evaluation: performance and determinants of structural modeling approach" Abstract Structural credit risk models are known to be the natural mathematical framework providing a theoretical link between a firm’s default probability and the underlying firm’s specific structural variables. In this spirit, this talk discusses the ability of structural credit risk modeling in measuring the sensitivity of corporate bond returns to changes in equity value, representing a key element for hedging purposes in risk management activity. The analysis is conducted by considering as starting point the classical Merton model. Extensions of this setting are proposed by relaxing the assumption of Lognormal distribution for the underlying assets value dynamics. The talk discusses the performance of structural models across different rating classes and analyzes which are the key determinants (both credit and non-credit related variables) affecting the performance. --- Questa e-mail è priva di virus e malware perché è attiva la protezione avast! Antivirus. https://www.avast.com/antivirus

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XVII Workshop on Quantitative Finance, Scuola Normale Superiore, Pisa, 28-29 Gennaio 2016
by Fabrizio Lillo 29 Jun '15

29 Jun '15

First Announcement: XVII WORKSHOP on QUANTITATIVE FINANCE January 28-29, 2016 Venue: Scuola Normale Superiore Piazza dei Cavalieri 7 56126 Pisa Italy The Workshop is the seventeenth edition of an annual meeting place for academia and financial industry on theoretical topics of quantitative finance and their application to the current issues facing the industry. The Workshop welcomes contributions from Mathematical Finance, Quantitative Risk Management, Financial Economics, Computational Finance, Financial Econometrics, Statistics of Financial Markets, Corporate Finance. As in the previous edition of the workshop, we wish to particularly encourage an international participation of young researchers and both theoretical and applied contributions. SCIENTIFIC COMMITTEE Fabio Bellini (Università degli Studi di Milano Bicocca), Giacomo Bormetti (Scuola Normale Superiore, Pisa), Andrea Consiglio (Università degli Studi di Palermo), Friederich Hubalek (Technische Universität Wien), Fabrizio Lillo (Scuola Normale Superiore, Pisa), Elisa Luciano (Università degli Studi di Torino), Maria Elvira Mancino (Università degli Studi di Firenze), Stefano Marmi (Scuola Normale Superiore, Pisa), Massimo Morini (Banca IMI), Aldo Nassigh (Unicredit Group), Loriana Pelizzon (Università Ca’ Foscari Venezia), Mustafa Pinar (Bilkent University, Ankara), Mathieu Rosenbaum (École Polytechnique, Paris), Sergio Scarlatti (Università degli Studi di Roma “Tor Vergata”), Carlo Sgarra (Politecnico di Milano), Peter Tankov (Université Denis Diderot, Paris), Josef Teichmann (ETH Zurich), and Tiziano Vargiolu (Università degli Studi di Padova). LOCAL COMMITTEE Giacomo Bormetti, Fabrizio Lillo, Maria Elvira Mancino, Stefano Marmi, Davide Pirino, Daniele Regoli, Chiara Sabelli. Deadline for submission: November 8, 2015 Web site: http://mathfinance.sns.it/qfwxvii/ ---------------------------------------- Fabrizio Lillo Scuola Normale Superiore di Pisa Piazza dei Cavalieri 7 56126 Pisa ITALY Check the new website: fabriziolillo.wordpress.com phone: +39 050509159

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Pavia-Bicocca-INdAM PhD program in Mathematics
by Francesco Caravenna 26 Jun '15

26 Jun '15

Starting this year, the Universities of Pavia and Milano-Bicocca have a *joint PhD program in Mathematics*, with the contribution of INdAM. A total of 10 fellowship are available in all domains of Mathematics, including Probability and Statistics. The deadline for applications is July 8, 2015. For more information, we refer to the websites: http://phdmat.unipv.eu/site/home.html http://www.unipv.eu/site/en/home/research/phd-courses.html

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Seminar Prof. Jorge Zubelli in Padova
by Giorgia Callegaro 26 Jun '15

26 Jun '15

Dear all, next week, the 3rd July 2015, Prof. Jorge Zubelli (IMPA, Rio De Janeiro) will give a seminar on Real Options (Mathematics/Probability applied to Finance) from 12am to 13 am, in room 2BC30 at "Torre Archimede" (Dep. of Mathematics, University of Padova). More details, i.e., the title and abstract follow: Title: "Project evaluation and Real Option Analysis: A Hedged Monte Carlo Approach" Abstract: Industrial strategic decisions have evolved tremendously in the last decades towards a higher degree of quantitative analysis. Such decisions require taking into account a large number of uncertain variables and volatile scenarios, much like financial market investments. Furthermore, they can be evaluated by comparing portfolios of investments in financial assets such as in stocks, derivatives and commodity futures. This revolution led to the development of a new field of managerial science known as Real Options. The use of Real Option techniques incorporates also the value of flexibility and gives a broader view of many business decisions that brings in techniques from quantitative finance and risk management. Such techniques are now part of the decision making process of many corporations and require a substantial amount of mathematical background. Yet, there has been substantial debate concerning the use of risk neutral pricing and hedging arguments to the context of project evaluation. We discuss some alternatives to risk neutral pricing that could be suitable to evaluation of projects in a realistic context with special attention to projects dependent on commodities and non-hedgeable uncertainties. More precisely, we make use of a variant of the hedged Monte-Carlo method of Potters, Bouchaud and Sestovic to tackle strategic decisions. Thanks for the attention and have a nice day, Giorgia -- Giorgia Callegaro Assistant Professor Department of Mathematics - University of Padova Via Trieste 63 , I-35121 Padova - ITALY Tel: +39-0498271481 Fax: +39-0498271499 E-Mail: gcallega(a)math.unipd.it <https://webmail.math.unipd.it/horde3/imp/message.php?mailbox=Sent&index=598#> Personal web-page: https://sites.google.com/site/giogiocallegaro/Home

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Assegno di Ricerca - Università di Firenze
by Giacomo Scandolo 24 Jun '15

24 Jun '15

Scusandomi per eventuale cross-posting, ricordo un Assegno di Ricerca presso il Dipartimento di Scienze per l'Economia e l'Impresa (DISEI) dell'Università di Firenze. SSD: SECS-S/06 Titolo: "Modelli quantitativi di analisi del rischio aziendale" Scadenza domande: 30/06/2015 Bando: numero 3539 dell'Albo ufficiale UNIFI (www.unifi.it/albo-ufficiale.html)

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Seminario Dottor Enrico Moretto all'IMATI
by Antonella Bodini 24 Jun '15

24 Jun '15

Si comunica che il giorno 2 luglio alle ore 10.30, presso la sala A della sede di Milano dell'IMATI, Via E. Bassini 15, il Dottor Enrico Moretto, dell'Universita' dell'Insubria, terra' il seminario dal titolo *Alcune applicazioni finanziarie dello stochastic dividend discount model.* Abstract: lo /stochastic dividend discount model/ (SDDM) (Hurley e Johnson, 1994 e 1998) ha esteso in un contesto aleatorio la classica formula di Gordon che determina il prezzo di un'azione attualizzando i futuri dividendi pagati dalla società agli azionisti. Il modello ipotizza che i dividendi si evolvano in tempo discreto in maniera stocastica, pilotati da un tasso di crescita aleatorio. I contributi di ricerca che saranno presentati rappresentano il tentativo di applicare lo SDDM ad alcuni problemi ben noti in finanza, quali la teoria di selezione del portafoglio e l'analisi delle fusioni tra società. Tutti gli interessati sono invitati a partecipare. Cordiali saluti, Antonella Bodini -- 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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SPOSTAMENTO ORARIO Seminario prof. Juan Romo 23 Giugno 2015
by Anna Paganoni 22 Jun '15

22 Jun '15

Informo tutti gli interessati che per problemi organizzativi il seminario del prof. Juan Romo di domani presso il Dipartimento di Matematica del Politecnico di Milano è anticipato alle ore 14:00 (VI piano edificio La Nave, via Bonardi 9). Grazie per l'attenzione Anna Maria Paganoni

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Assegno di ricerca su microstruttura e alta frequenza in FX markets (SNS Pisa)
by Fabrizio Lillo 22 Jun '15

22 Jun '15

Cari colleghi, la call per un assegno di ricerca della durata di 12 mesi alla Scuola Normale Superiore di Pisa è disponibile qui http://www.sns.it/en/servizi/job/assegnidiricerca/assegno280/ Il progetto di ricerca nasce dalla collaborazione con il desk di trading FX di HSBC Londra e avrà come tematiche: analisi e modellizzazione di dati finanziari ad alta frequenza del mercato foreign exchange (FX) in collaborazione con il desk FX di HSBC Londra; microstruttura, limit order book, flusso degli ordini e impatto di mercato nei mercati FX; esecuzione ottimale e strategie di market making e dealership in un mercato FX. Vi prego di diffondere l'annuncio a potenziali candidati. Cordiali saluti, Fabrizio Lillo ---------------------------------------- Fabrizio Lillo Scuola Normale Superiore di Pisa Piazza dei Cavalieri 7 56126 Pisa ITALY Check the new website: fabriziolillo.wordpress.com phone: +39 050509159

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seminario
by Giovanni Luca Torrisi 22 Jun '15

22 Jun '15

*Giovedi' 25 Giugno*,*ore 12:00* Consiglio Nazionale delle Ricerche, Istituto per le Applicazioni del Calcolo "M. Picone", via dei Taurini 19, 00185 Roma Aula Riunioni (I piano) *Simon Campese* (Universita' di Roma "Tor Vergata") terra' un seminario dal titolo *Fourth Moment Theorems for non-linear approximation* ABSTRACT: In the context of non-linear approximation, the classical Fourth Moment Theorem provides a very general framework where convergence of only the second and fourth moment is enough to ensure convergence towards a Gaussian. We will provide an overview of the theory, including multivariate extensions, quantitative results and versions for other target laws such as the Gamma or Beta distribution. Apart from basic knowledge of functional analysis, no further preliminaries are needed. Tutti gli interessati sono invitati a partecipare. Cordiali Saluti, Giovanni Luca Torrisi. -- *Giovanni Luca Torrisi, PhD* *Researcher at CNR - Istituto per le Applicazioni del Calcolo* *Via dei Taurini 19, 00185 - Rome - Italy* *http://www.iac.rm.cnr.it/~torrisi/*

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No Free Lunch Seminar by Roberto Casarin, Thu July 2 1:00 PM Aula Bianchi @ SNS
by Giacomo Bormetti 19 Jun '15

19 Jun '15

Dear all, Thu Jul 2 2015, 1:00 PM in Aula Bianchi, Scuola Normale Superiore Pisa Roberto Casarin Department of Economics - Università Ca' Foscari di Venezia will deliver the seminar "Bayesian Nonparametric Calibration and Combination of Predictive Distributions" Abstract: We introduce a Bayesian approach to predictive density calibration and combination that accounts for parameter uncertainty and model set incompleteness through the use of random calibration functionals and random combination weights. Building on the work of Ranjan and Gneiting (2010) and Gneiting and Ranjan (2013), we use infinite beta mixtures for the calibration. The proposed Bayesian nonparametric approach takes advantage of the flexibility of Dirichlet process mixtures to achieve any continuous deformation of linearly combined predictive distributions. The inference procedure is based on Gibbs sampling and allows accounting for uncertainty in the number of mixture components, mixture weights, and calibration parameters. The weak posterior consistency of the Bayesian nonparametric calibration is provided under suitable conditions for unknown true density. We study the methodology in simulation examples with fat tails and multimodal densities and apply it to density forecasts of daily S&P returns and daily maximum wind speed at the Frankfurt airport. Joint work with Federico Bassetti and Francesco Ravazzolo. All interested people are kindly invited. Best, Giacomo -- Giacomo Bormetti Assistant Professor of Financial Mathematics -------------------------- Faculty of Mathematical and Natural Sciences Scuola Normale Superiore Pisa Piazza dei Cavalieri, 7 56126 Pisa - Italy email: giacomo.bormetti(a)sns.it http://mathfinance.sns.it/index.php/people/41-group-members/51-giacomo-borm… phone: +39 050 509248

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Bando concorso II fascia-SECS-S/06 Bologna (fwd)
by Tiziano Vargiolu 19 Jun '15

19 Jun '15

---------- Forwarded message ---------- Date: Thu, 18 Jun 2015 15:01:45 +0000 From: Sabrina Mulinacci <sabrina.mulinacci(a)unibo.it> Subject: Bando concorso II fascia-SECS-S/06 Bologna Carissimi, segnalo che il Dipartimento di Scienze Statistiche "Paolo Fortunati" dell'Universit? Bologna ha bandito un posto di II fascia (ex art.18) nel Settore Concorsuale: 13/D4 - METODI MATEMATICI DELL'ECONOMIA E DELLE SCIENZE ATTUARIALI E FINANZIARIE- SSD: SECS-S/06 - con sede di servizio Rimini. Tutti gli interessati possono trovare tutti i dettagli e la relativa documentazione al link http://www.stat.unibo.it/it/dipartimento/documentazione-per-procedure-ex-ar… Un caro saluto a tutti Sabrina Mulinacci

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Bando concorso II fascia-SECS-S/06 Bologna
by Sabrina Mulinacci 19 Jun '15

19 Jun '15

Carissimi, segnalo che il Dipartimento di Scienze Statistiche "Paolo Fortunati" dell'Università Bologna ha bandito un posto di II fascia (ex art.18) nel Settore Concorsuale: 13/D4 - METODI MATEMATICI DELL'ECONOMIA E DELLE SCIENZE ATTUARIALI E FINANZIARIE- SSD: SECS-S/06 - con sede di servizio Rimini. Tutti gli interessati possono trovare tutti i dettagli e la relativa documentazione al link http://www.stat.unibo.it/it/dipartimento/documentazione-per-procedure-ex-ar… Un caro saluto a tutti Sabrina Mulinacci

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SEMINARI CONGIUNTI DI PROBABILITA' - ROMA1 E ROMA3
by Faggionato, Alessandra 19 Jun '15

19 Jun '15

MERCOLEDI' 24 GIUGNO, PRESSO IL DIPARTIMENTO DI MATEMATICA DELLA SAPIENZA, VI SARANNO 2 SEMINARI DI PROBABILITA', CO-ORGANIZZATI DA ROMA1 E ROMA3. Riporto sotto i dettagli Grazie per l'attenzione Alessandra Faggionato Mercoledi' 24 Giugno, ore 14:30 Aula Picone, Dipartimento di Matematica (La Sapienza) Seminario congiunto di Probabilita' (Roma1 e Roma 3) Speaker: Vittoria Silvestri (Cambdrige) Title: Fluctuation results for Hastings-Levitov planar growth Abstract: In 1998 the physicists Hastings and Levitov introduced a family of continuum models to describe a range of physical phenomena of planar aggregation/diffusion. These consist of growing random clusters on the complex plane, which are built by iterated composition of random conformal maps. It was shown by Norris and Turner (2012) that in the case of i.i.d. maps the limiting shape of these clusters is a disc: in this talk I will show that the fluctuations around this shape are given by a random holomorphic Gaussian field F on {|z| > 1}, of which I will provide an explicit construction. When the cluster is allowed to grow indefinitely, I will show that the boundary values of F converge to a distribution-valued Fractional Gaussian Field on the unit circle, which is log-correlated, and critical in a sense that I will explain. **************************************************************************************************************** Mercoledi' 24 Giugno, ore 15:30 Aula Picone, Dipartimento di Matematica (La Sapienza) Seminario congiunto di Probabilita' (Roma1 e Roma 3) Speaker: Oriane Blondel (Lione) Title: Random walk on the East model (and other environments with spectral gap) Abstract: The East model is a one-dimensional interacting particle system with non attractive spin-flip dynamics. In the physics literature, it is a key example of a model with glassy features. Here we take this model as a random environment and investigate the behaviour of a random walk whose jump rates depend on the current configuration. The analysis relies on general results established for random walks in random environment when the environment is Markovian with positive spectral gap. Joint work with Luca Avena and Alessandra Faggionato. -- Prof. Alessandra Faggionato Department of Mathematics University La Sapienza Piazzale A. Moro, 2 00186 Rome - Italy

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Avviso di seminario :: Yangxin Huang@DSS (Scienze Statistiche, Sapienza)
by Pierpaolo Brutti 18 Jun '15

18 Jun '15

----------------------------------------------------------------------------- A v v i s o d i S e m i n a r i o ----------------------------------------------------------------------------- Giovedì 25 Giugno, ore 11:00am ----------------------------------------------------------------------------- Stanza 34 Dipartimento di Scienze Statistiche Sapienza Università di Roma YANGXIN HUANG (University of South Florida, Tampa, FL, USA) terrà un seminario dal titolo BAYESIAN APPROACH ON MIXTURE OF JOINT MODELS FOR SURVIVAL AND LONGITUDINAL DATA WITH MULTIPLE FEATURES tutti gli interessati sono invitati a partecipare. ----------------------------------------------------------------------------- Maggiori informazioni sui seminari presso il DSS sono consultabili a quest'indirizzo: http://goo.gl/Y6OQYm Saluti Pierpaolo Brutti -- ___________________________________________ INVESTI SUL FUTURO, FAI CRESCERE L’UNIVERSITÀ: *DONA IL 5 PER MILLE ALLA SAPIENZA* CODICE FISCALE *80209930587*

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MAF 2016 at the University Paris-Dauphine
by Marco Corazza 17 Jun '15

17 Jun '15

Seventh international conference *MAF 2016 - Mathematical and Statistical Methods for Actuarial Sciences and Finance* *WHEN and WHERE* The Conference will be held from March 30 to April 1, 2016 at the University Paris-Dauphine, in Paris (France). *ORGANIZERS* - Department Master in Sciences of Organizations - University Paris-Dauphine, Paris (France) - Department of Economics - Ca' Foscari University of Venice, Venice (Italy) *AIM* The aim of the Conference is to present theoretical and methodological results, and significant applications in Actuarial Sciences, Insurance and Finance by means of the capabilities of the interdisciplinary mathematical-statistical approach. *DEADLINES* Interested people should submit an abstract (no more than two pages) within December 1, 2015. Proposals should be submitted electronically through the website: http://maf2016-paris.dauphine.fr/. Contributors will be notified the acceptance of their proposals by January 11, 2016. Then, a paper should be submit for publication (detailed information will follow). *TOPICS* (This list is only indicative) Actuarial models; Models for financial derivatives; Analysis of high frequency financial data; Multivariate techniques for financial market analysis; Behavioral finance; Carbon and green finance; Optimization in insurance; Credit risk methods and models; Pricing; Dynamic optimization in finance; Real world finance; Forecasting of dynamical actuarial and financial phenomena; Risk management ; Solvency analysis; Fund performance evaluation; Sovereign risk; Insurance portfolio risk analysis; Static and dynamic portfolio selection and management; Interest rate models; Longevity risk; Trading systems; Machine learning and soft-computing in finance; Volatility models; Management in insurance business; Models and methods for financial time series analysis. *PUBLICATIONS* A selection of accepted papers will be published: in a volume edited by an international publisher; in a special issue of the international journals "Mathematical Methods in Economics and Finance". *CONTACTS* E-mail: maf2016(a)dauphine.fr. -- Marco Corazza Department of Economics Ca' Foscari University of Venice San Giobbe, Cannaregio 873 30121 Venezia, Italy Mobile: (+39) 366 602-9134 Phone: (+39) 041 234-6921 Fax: (+39) 041 234-7444 E-mail: corazza(a)unive.it -- -- "Nota automatica aggiunta dal sistema di posta. Destina il 5 per mille per sostenere con borse di studio gli studenti meritevoli di Ca' Foscari. 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 prof. Juan Romo
by Francesca Ieva 16 Jun '15

16 Jun '15

Si comunica che in data *23 giugno 2015 alle ore 14.30* presso il *Dipartimento di Matematica del Politecnico di Milano* (Aula Saleri, 6° piano ed. Nave, via Bonardi 9) il prof. Juan Romo, dell'università Carlos III di Madrid, terrà un seminario dal titolo _ _"_Detecting functional outliers: the outliergram_" Tutti gli interessati sono invitati a partecipare. Cordialmete Francesca Ieva -- Francesca Ieva Department of Mathematics Università degli Studi di Milano, via Saldini 50, 20133 Milano web: https://sites.google.com/site/mypagefi mail to: francesca.ieva(a)unimi.it **************** Per destinare il 5x1000 all'Universita' degli Studi di Milano: indicare nella dichiarazione dei redditi il codice fiscale 80012650158. http://www.unimi.it/13084.htm?utm_source=firmaMail&utm_medium=email&utm_con…

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scouting per individuazione del Direttore di IMT
by Irene Crimaldi 16 Jun '15

16 Jun '15

Salve, comunico che con* Decreto IMT n.01978(47).VII.1 del 12 giugno 2015* è stata avviata la procedura di scouting finalizzata alla individuazione del Direttore dell'Istituto IMT Alti Studi Lucca *http://www.imtlucca.it/ <http://www.imtlucca.it/>* . L'avviso di scouting insieme alla designazione del Comitato di selezione è disponibile all'indirizzo web *http://www.imtlucca.it/direttore <http://www.imtlucca.it/direttore>* . La scadenza per la presentazione delle manifestazioni di interesse è fissata al *31 luglio prossimo*. Un cordiale saluto, Irene Crimaldi IMT Institute for Advanced Studies Lucca

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June 19th 2015, 11.30h Agustin Mayo Iscar talks on Robust Model based clustering
by Francesca Greselin 15 Jun '15

15 Jun '15

On June 19th 2015, 11.30h at Dipartimento di Statistica e Metodi Quantitativi Sala del Consiglio (edificio U7, 4° piano, 4064) Via Bicocca degli Arcimboldi, 8 – 20126 Milano Agustín Mayo-Iscar - Universidad de Valladolid and IMUVA will give a talk on “Robust model-based clustering and mixture modeling by using trimming and restrictions” Abstract The use of trimming procedures is common in many statistical settings to achieve robustness against outlying observations. Notably, to obtain robustness in model-based clustering and mixture modeling, the only adoption of trimming is not enough. Constraints on the scatters, corresponding to the clusters or to the mixture components, are needed too. The talk presents robust methodology based on the joint application of trimming and feasible restrictions for different clusters and mixture models settings. As it is typical in all proposals designed for this aim, some input parameter needs to chosen, to set the trimming level and the scatter constraints. Data driven tools for helping the user in choosing such values will be also presented. for more info: e-mail: francesca.greselin(a)unimib.it http://www.dismeq.unimib.it

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Seminario di Elliot Lieb il 16-06-2015 a Roma Tre
by Pietro Caputo 15 Jun '15

15 Jun '15

SEMINARIO Prof. Elliott Lieb Princeton University (with Mathieu Lewin, C.N.R.S.) Titolo: Indirect Coulomb Energy with Gradient Correction Martedi' 16 Giugno 2015 ORE 14:30 Dipartimento di Matematica e Fisica Universita' degli Studi Roma Tre Aula F, primo piano, edificio Aule Largo San Leonardo Murialdo,1 Abstract We prove a Lieb-Oxford-type inequality on the indirect part of the Coulomb energy (also known as the exchange-correlation energy) of a general many-particle quantum state, with a lower constant than the original statement but involving an additional gradient correction. The result is similar to an inequality of Benguria, Bley and Loss, except that our correction term is purely local, which is more usual for density functional theory. No previous knowledge of the subject will be assumed; a short tutorial on the subject and its importance to quantum chemistry will be presented.

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Fwd: [World] TU Graz: One 3-Year Postdoctoral Position in Analytic Combinatorics
by Gustavo Posta 15 Jun '15

15 Jun '15

Begin forwarded message: > Resent-From: gustavo.posta(a)polimi.it > From: Mihyun Kang <kang(a)math.tugraz.at> > Date: 15 giugno 2015 12.36.25 GMT+02.00 > To: world(a)aleanetwork.net > Subject: [World] TU Graz: One 3-Year Postdoctoral Position in Analytic Combinatorics > Reply-To: kang(a)math.tugraz.at > > ----------------------------------------------------------------------------------------------------- > TU Graz: One 3-Year Postdoctoral Position in Analytic Combinatorics > ----------------------------------------------------------------------------------------------------- > > We are seeking outstanding candidates with expertise and proficiency in > analytic combinatorics (e.g. singularity analysis, saddle-point methods, > generating functions, cycle index sums). > > The successful candidate will be employed as a postdoctoral researcher > for three years within the Research Project on "Asymptotic Properties > of Graphs on a Surface" (funded by Austrian Science Fund FWF) as a > member of the Combinatorics Group at the Institute of Optimisation and > Discrete Mathematics at Graz University of Technology (TU Graz), > Austria, http://www.math.tugraz.at/mathb/. The current group members include > > -- Mihyun Kang (full professor) > -- Oliver Cooley (assistant professor) > -- Philipp Spruessel (assistant professor) > -- Christoph Koch (Ph.D. student) > -- Michael Mosshammer (Ph.D. student). > > This is a research position and does not carry any teaching > responsibilities. There is however a possibility to teach if one wishes > to do so and optional teaching is compensated separately. The preferred > starting date is 1 November 2015, but negotiable. > > The basic salary is specified in the FWF standard personnel costs and > salaries https://www.fwf.ac.at/en/research-funding/personnel-costs/. > There are extra salary payments, the so-called 13th- and 14th-month > salaries which are favourably taxed. > > Condition of employment: > - Qualified candidates must hold a PhD degree in mathematics or > theoretical computer science before the time of appointment > > Application documents: > - Cover letter of application > - Curriculum vitae including the list of publications > - A short statement of research interests > - A list of full contact information of two references who can submit > letters of recommendation > > All application documents should be electronically submitted in a > single PDF file by 20 June 2015 to Ms Sandra Wissler, > sandra.wissler(a)tugraz.at. > > For further details, please contact > > Mihyun Kang or Philipp Sprüssel > Graz University of Technology > Institute of Optimization and Discrete Mathematics (Math B) > Steyrergasse 30 > 8010 Graz, Austria > Email: kang(a)math.tugraz.at > spruessel(a)math.tugraz.at > > http://www.math.tugraz.at/~kang/postdoc.pdf > > > > > > _______________________________________________ > World mailing list > World(a)aleanetwork.net > http://aleanetwork.net/cgi-bin/mailman/listinfo/world -- ___________________________________________ INVESTI SUL FUTURO, FAI CRESCERE L'UNIVERSITÀ: *DONA IL 5 PER MILLE ALLA SAPIENZA* CODICE FISCALE *80209930587*

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Seminario ASCOLI (RGS, ADAMSS, CIMAB & Matematica Applicata)
by Giacomo Aletti (giacomo.aletti) 15 Jun '15

15 Jun '15

Con preghiera di diffusione tra tutti i possibili interessati, scusandomi per invii multipli. Attenzione all'orario cambiato. Cordialmente, Giacomo Aletti -------------- Nell'ambito dei Reading Group Seminars e del Seminario di Matematica Applicata, in collaborazione col centro ADAMSS e il CIMAB, il giorno lunedì 22 Giugno 2015, alle ore 11.30, nell'Aula C del Dipartimento di Matematica dell'Universita' degli Studi di Milano, Via C. Saldini, 50, Milano, "Computing with a Periodic Table of Hippocampal Neurons" Giorgio Ascoli Director, Center for Neural Informatics, Structure, and Plasticity Molecular Neuroscience Dept. Krasnow Institute for Advanced Study George Mason University, Fairfax Abstract-flyer: https://goo.gl/fnZGI5 ================ Per chi volesse seguire il seminario in remoto ricordo inoltre che sarà possibile avendo segnalato il proprio interessamento entro le 12 del giorno del seminario. ================= Reading Group Seminars: The Reading Group Seminars (RGS) are organized within an open community of researchers interested in applying up to date mathematical modeling and data analysis approaches to the study of biological systems. The RGS take place at the Math. Department in Milan (via Saldini). Initiatives and updates are published on the website: http://rgs.mat.unimi.it/. -- ------------------------------- Giacomo Aletti, Associate Professor ADAMSS Centre (ex MIRIAM) Advanced Applied Mathematical and Statistical Sciences Department of Mathematics (www.mat.unimi.it) Via Saldini, 50 20133 Milano, Italy Tel: +39-02-503.16158 Fax:+39-02-503.16090 Cell:+39-340-9739142 **************** Per destinare il 5x1000 all'Universita' degli Studi di Milano: indicare nella dichiarazione dei redditi il codice fiscale 80012650158. http://www.unimi.it/13084.htm?utm_source=firmaMail&utm_medium=email&utm_con…

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Seminario Prof. Z. Tomovski (presso Dip. Scienze Statistiche, Roma)
by Alessandro Degregorio 12 Jun '15

12 Jun '15

----------------------------------------------------------------------------- A v v i s o d i S e m i n a r i o ----------------------------------------------------------------------------- Martedì 16 Giugno, ore 11 ----------------------------------------------------------------------------- Stanza 34 Dipartimento di Scienze Statistiche "Sapienza" Università di Roma Prof. Z. Tomovski (University of Skopje) Title: *Complete monotonicity of the Mittag-Leffler functions and Opial type inequalities for fractional differential and integral operators involving Mittag-Leffler functions * Abstract: Completely monotonic functions have applications in different areas of mathematics, for instance, in potential theory, probability theory, numerical and asymptotic analysis and combinatorics, modeling by anomalous diffusion, etc. In this talk we'll present some recent new results on complete monotonicity of three parameter Mittag-Leffler functions, defined by Prabhakar. In 1960, Opial established an integral inequality, which is a fundamental result in the theory of differential or difference equations and other areas of mathematics. Opial-type integral inequalities were considered for different kinds of fractional derivatives and fractional integral operators for example Riemann-Liouville, Caputo, Canavati, etc. We'll presents a class of very general weighted Opial type integral inequalities using integral and differential operators with kernels in fractional calculus involving generalized Mittag-Leffler functions. Namely, ineteresting Opial type inequalities will be given for Hilfer, Prabhakar, Hilfer-Prabhakar, Caputo-Prabhakar and other differential and integral operators in fractional calculus. Tutti gli interessati sono invitati a partecipare. Saluti Alessandro De Gregorio -- ___________________________________________ INVESTI SUL FUTURO, FAI CRESCERE L’UNIVERSITÀ: *DONA IL 5 PER MILLE ALLA SAPIENZA* CODICE FISCALE *80209930587*

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Announcement: workshop YEQT IX at Eurandom (Eindhoven)
by Cecchi, F. 12 Jun '15

12 Jun '15

Dear all, We would like to invite you to attend the Young European Queueing Theorists workshop (YEQT) in Eindhoven. This year's workshop (YEQT IX) will take place November 11-13, 2015. This year's topic is about "Scaling limits of queueing networks". The YEQT workshops are organized annually at the EURANDOM research institute in Eindhoven, The Netherlands. The workshop will include presentations from young researchers (recently appointed lecturers or assistant professors, post-docs and senior PhD students), keynote talks from Alexandre Proutiere (KTH-Royal institute of technology, Sweden), Kavita Ramanan (Brown University, USA), and Philippe Robert (INRIA, France), and tutorials by Marty Reiman (Bell Labs, USA) and Thomas Kurtz (University of Wisconsin-Madison, USA). For more information, please visit: http://www.eurandom.nl/events/workshops/2015/YEQT_2015/YEQT_index.html This webpage will be updated regularly as we gather more information on the talks and program, or don't hesitate to contact us. We look forward to welcoming you in Eindhoven! Best regards, on behalf of the organizers of YEQT 2015: Fabio Cecchi, Rouba Ibrahim and Florian Simatos.

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COLLOQUIUM - LEDOUX - TOR VERGATA - 17 GIUGNO
by cammarot＠axp.mat.uniroma2.it 10 Jun '15

10 Jun '15

Ciclo di Seminari - Progetto ERC grant PASCAL COLLOQUIUM - MICHEL LEDOUX - TOR VERGATA - 17 GIUGNO Mercoledi` 17 giugno ore 15:30 Aula Dal Passo Dipartimento di Matematica Università di Roma Tor Vergata Michel Ledoux Université Toulouse III Paul Sabatier Title: How does the heat equation explore geometric and functional inequalities? Abstract: Heat flow monotonicity is a powerful tool towards families of functional inequalities, from the classical Hölder inequality and its multilinear Brascamp-Lieb extensions to entropic and isoperimetric inequalities. The talk will feature some of these examples, as well as recent developments on noise stability in Boolean analysis and their application to the "Majority is Stablest" theorem. Al termine del colloquium è previsto un rinfresco nell'atrio vicino l'aula Dal Passo. Tutti gli interessati sono invitati a partecipare.

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Fwd: [World] Postdoc position in Combinatorics - LIPN/LAGA Universite Paris 13
by Gustavo Posta 10 Jun '15

10 Jun '15

Begin forwarded message: > From: Frederique Bassino <Frederique.Bassino(a)lipn.univ-paris13.fr> > Date: 10 giugno 2015 13.10.10 GMT+02.00 > Subject: [World] Postdoc position in Combinatorics - LIPN/LAGA Universite Paris 13 > > To alea-network - webite : http://aleanetwork.net/ > > Postdoc position in Combinatorics > LIPN/LAGA Universite Paris 13, France > > A one-year postdoc position in combinatorics at the University Paris 13 > is available. The position is within the framework of a project, > which is funded by the IDEX Sorbonne Paris Cité, and deals with recent > topics in enumerative and algebraic combinatorics and its interactions > with probability as well as statistical physics. > > Successful candidates will join the combinatorics group made of people from > - CALIN team (LIPN, Université Paris 13), > https://lipn.univ-paris13.fr/en/calin > - Combinatorics and AUtomata teams (LIAFA, Université Paris Diderot) > http://www.liafa.univ-paris-diderot.fr/web9/equiprech/listequipe_en.php?ide… > http://www.liafa.univ-paris-diderot.fr/web9/equiprech/listequipe_en.php?ide… > - ProbaStat team (LAGA, Université Paris 13) > http://www.math.univ-paris13.fr/equipes/probstat/ > > > The position comes along with travel funding and is available from September 1, > 2015 (negotiable). > > Applications, including CV, list of publications, research plan and the > names of two references including email addresses, should be sent before > June 30 to > > Frederique Bassino Frederique.Bassino(a)lipn.univ-paris13.fr > Sylvie Corteel corteel(a)liafa.univ-paris-diderot.fr > Philippe Marchal marchal(a)math.univ-paris > > For further information do not hesitate to contact Frederique Bassino. > > > -- > Frederique Bassino > LIPN UMR 7030 Tel: +33 1 49 40 40 84 > Universite Paris 13 - CNRS Institut Galilee Bureau A104 > 99, avenue J.-B. Clement > 93430 Villetaneuse - FRANCE > _______________________________________________ > World mailing list > World(a)aleanetwork.net > http://aleanetwork.net/cgi-bin/mailman/listinfo/world

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Fwd: [World] Cargese Fall School on Random Graphs, Sept 20-25
by Gustavo Posta 10 Jun '15

10 Jun '15

Begin forwarded message: > From: Marc LELARGE <marc.lelarge(a)ens.fr> > Date: 25 marzo 2015 16.00.11 GMT+01.00 > Subject: [World] Cargese Fall School on Random Graphs, Sept 20-25 > > The 1st Cargese Fall School on Random Graphs will be held in Cargese > (Corsica) on September 20-25, 2015. Starting with an introduction of > random graphs, different topics including applications of random > graphs for networks and its connections to statistical physics will be > discussed. > > The school is aimed at advanced master students, PhD students, or > researchers in an early stage of their career working in the broad > field of random graphs and its applications. > > Further details can be found at: > http://math.unice.fr/~dmitsche/Fallschool/Fallschool.html > > Due to the generous support of sponsors (CNRS, ANR, Ryerson > University, Universite Nice, Ecole Doctorale Nice) registration is > free, and covers a 6-night stay in a double bedroom, > as well as breakfast and lunch. However, the number of participants > being very limited, we might have to make a selection. > > If you want to participate, send an email todmitsche(a)unice.fr. Attach > a CV, a short motivation letter for your participation as well as two > references that can be contacted for recommendation letters. > > Deadline for application: May 30, 2015. You will be informed shortly > afterwards whether your application was successful. > > Please do not hesitate to forward this announcement to anyone interested. > > > Best regards, > > The organizing committee > Marc Lelarge, Dieter Mitsche, Pawel Pralat > > _______________________________________________ > World mailing list > World(a)alea-research.eu > http://alea-research.eu/cgi-bin/mailman/listinfo/world

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Fwd: Direct and Inverse Problems for PDEs with Random Coefficients
by Mario ANNUNZIATO 10 Jun '15

10 Jun '15

Annuncio di Workshop: --------------------------------------------------------------------------------------------------- WIAS Weierstrass Institute for Applied Analysis and Stochastics Direct and Inverse Problems for PDEs with Random Coefficients November 9 – 13, 2015 Scope of the Workshop Validated predictive computations in a wide range of scientific and engineering applications require some form of uncertainty quantification. This workshop focuses on different applications, the analysis and numerical treatment of PDEs with stochastic data. This includes but is not limited to efficient numerical methods for the direct (forward) problem, in particular spectral and sampling approaches control problems with uncertainties sparse and low-rank tensor representations inverse problems with random data, in particular methods based on Bayesian inference. The workshop aims at bringing together scientists working in related fields to discuss new results and challenges. https://www.wias-berlin.de/workshops/uq15/ ------------------------------------------------------------------------------------------------------ scusate per l'eventuale invio ripetuto. M. Annunziato -- -------------------------------------------------- Dr. Mario Annunziato Dipartimento di Matematica Università degli Studi di Salerno Via Giovanni Paolo II, 132 - 84084 Fisciano (SA) ITALIA e-mail: mannunzi(a)unisa.it phone: +39(0)89 96 3372 fax : +39(0)89 96 3303 web : http://www.dipmat.unisa.it/people/annunziato/www/ -------------------------------------------------- -- -------------------------------------------------- Dr. Mario Annunziato Dipartimento di Matematica Università degli Studi di Salerno Via Giovanni Paolo II, 132 - 84084 Fisciano (SA) ITALIA e-mail: mannunzi(a)unisa.it phone: +39(0)89 96 3372 fax : +39(0)89 96 3303 web : http://www.dipmat.unisa.it/people/annunziato/www/ --------------------------------------------------

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Direct and Inverse Problems for PDEs with Random Coefficients
by Mario ANNUNZIATO 10 Jun '15

10 Jun '15

Annuncio di Workshop: Direct and Inverse Problems for PDEs with Random Coefficients November 9 – 13, 2015 Scope of the Workshop Validated predictive computations in a wide range of scientific and engineering applications require some form of uncertainty quantification. This workshop focuses on different applications, the analysis and numerical treatment of PDEs with stochastic data. This includes but is not limited to efficient numerical methods for the direct (forward) problem, in particular spectral and sampling approaches control problems with uncertainties sparse and low-rank tensor representations inverse problems with random data, in particular methods based on Bayesian inference. The workshop aims at bringing together scientists working in related fields to discuss new results and challenges. -- -------------------------------------------------- Dr. Mario Annunziato Dipartimento di Matematica Università degli Studi di Salerno Via Giovanni Paolo II, 132 - 84084 Fisciano (SA) ITALIA e-mail: mannunzi(a)unisa.it phone: +39(0)89 96 3372 fax : +39(0)89 96 3303 web : http://www.dipmat.unisa.it/people/annunziato/www/ --------------------------------------------------

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Assegno di Ricerca - Università di Firenze
by Giacomo Scandolo 09 Jun '15

09 Jun '15

Segnalo un Assegno di Ricerca presso il Dipartimento di Scienze per l'Economia e l'Impresa (DISEI) dell'Università di Firenze. SSD: SECS-S/06 Titolo: "Modelli quantitativi di analisi del rischio aziendale" Scadenza domande: 30/06/2015 Bando: numero 3539 dell'Albo ufficiale UNIFI (www.unifi.it/albo-ufficiale.html)

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Seminario Bourguin a Tor Vergata - Cambio Data
by Claudio Durastanti 09 Jun '15

09 Jun '15

Si annuncia un cambio di data del seminario del dottor Bourguin a Lunedì 15 Giugno - 14:30 Aula D'Antoni Ciclo di Seminari - Progetto ERC grant PASCAL (Probabilistic and Statistical Techniques for Cosmological Applications) Annuncio Seminario Dott. Solesne Bourguin, Carnegie Mellon University, Pittsburgh Aula Dal Passo - Dipartimento di Matematica Università di Tor Vergata - Roma Title: Recent developments on the Poisson chaos conjecture. Abstract: In this talk, I will talk about past, recent and ongoing developments linked to the Poisson chaos conjecture whose object is to assess whether or not a fourth moment type theorem holds on the Poisson chaos. Since 2008, only the case of the first and second chaos had been proven and it is of both theoretical as well as applicative interest to better understand the underlying combinatorics of the Poisson chaos for higher orders. I will cover the case of the third chaos where the conjecture is proven to be true and I will present some promising attempts at understanding the general case. Cordiali saluti Claudio Durastanti

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Annuncio Seminario - Bourguin - Tor Vergata
by Claudio Durastanti 08 Jun '15

08 Jun '15

Ciclo di Seminari - Progetto ERC grant PASCAL (Probabilistic and Statistical Techniques for Cosmological Applications) Annuncio Seminario Dott. Solesne Bourguin, Carnegie Mellon University, Pittsburgh Mercoledì 10 Giugno - 14:30 - Aula Dal Passo - Dipartimento di Matematica Università di Tor Vergata - Roma Title: Recent developments on the Poisson chaos conjecture. Abstract: In this talk, I will talk about past, recent and ongoing developments linked to the Poisson chaos conjecture whose object is to assess whether or not a fourth moment type theorem holds on the Poisson chaos. Since 2008, only the case of the first and second chaos had been proven and it is of both theoretical as well as applicative interest to better understand the underlying combinatorics of the Poisson chaos for higher orders. I will cover the case of the third chaos where the conjecture is proven to be true and I will present some promising attempts at understanding the general case. Cordiali saluti Claudio Durastanti

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Scadenza 12/6/2015: Borsa di Dottorato di Ricerca in Epidemiologia/Statistica Medica - Università di Verona
by Alessandro Marcon 08 Jun '15

08 Jun '15

*A tutti gli interessati, con preg**hiera di massima diffusione* Si informa che è stato pubblicato sull'albo di Ateneo dell'Università di Verona il bando per la partecipazione al *Dottorato in Scienze Applicate della Vita e della Salute *(XXXI ciclo). Il/la candidato/a si occuperà di sviluppare e applicare metodi statistici nel campo della ricerca epidemiologica sulle patologie respiratorie croniche (asma, rinite, broncopneumopatie). Potranno presentare domanda di partecipazione al concorso per l’ammissione al Dottorato di Ricerca i laureati (laurea magistrale o equivalente) in: Scienze statistiche, Informatica, Bioinformatica, Matematica, Medicina, Biologia, Biotecnologie, Farmacia, CTF, … * Chiusura domande: 12/6/2015 !!* Il bando è disponibile al link: http://www.dsvr.univr.it/?ent=iscrizionecs&cs=634&lang=it Contatti: roberta.vesentini(a)univr.it Durata: 3 anni Sede: Università di Verona (Strada Le Grazie, 8) Distinti saluti, Alessandro Marcon -- Alessandro Marcon, PhD Unit of Epidemiology & Medical Statistics Department of Public Health and Community Medicine University of Verona

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PhD studentships in Statistical Sciences - University of Padova, Italy - Deadline 29 June, 2015
by Patrizia Piacentini - PhD 08 Jun '15

08 Jun '15

PhD Studentships in Statistical Sciences Department of Statistical Sciences University of Padova, Italy Nine PhD studentships are available at University of Padova for candidates interested in the area of Statistical Sciences Eligibility --------- The studentship competition is open to applicants of any age or citizenship, holding a 2nd cycle degree or a single cycle degree from an Italian university or an equivalent qualification from other countries of at least four years' duration (applicants can get their qualification no later than 30th September 2015). Admission is decided on the basis of qualifications only and does not require an entry examination. Award ------- The award will be for three years, subject to satisfactory progress, at the following rate: annual grant of euros 13.638,47 with a start date of 1 October 2015. How to apply ----------------- The call is published at the page http://www.unipd.it/ricerca/dottorati-di-ricerca/bandi-e-graduatorie English version at the page http://www.unipd.it/en/node/1053 <http://www.unipd.it/en/research/doctoral-degrees-phd-programmes> (see calls and admissions) *deadline 29th June at 13:00 (Italian time) * Application must only be filled in *online* in accordance with the procedures explained on: https://dottorandi-unipd.cineca.it <https://dottorandi-unipd.cineca.it/> Further information ----------------------- See _http://www.stat.unipd.it/fare-ricerca/ammissione_ or contact phd(a)stat.unipd.it Kindest regards, Patrizia Piacentini -- Patrizia Piacentini Secretariat PhD Course in Statistics University of Padova tel +39 049 8274167 fax +39 049 8271524 dottorato(a)stat.unipd.it

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Postdoctoral and PhD position at TUM
by Giovanni Puccetti 06 Jun '15

06 Jun '15

>> =================== >> At the Chair of Mathematical Finance at Technische Universität München, a position as >> >> Postdoctoral Researcher (m/f) >> >> is available from October 1, 2015 (or on individual arrangement). >> >> Tasks: >> Participation in research projects >> Participation in teaching activities >> >> Requirements: >> PhD in Mathematics with focus on financial mathematics, stochastic analysis, or financial optimization >> Interest in independent scientific work >> Rejoiced teacher >> >> We offer: >> We offer a challenging position (TV-L 13) in an international team including various joint projects with cooperation partners from international universities and the industry on current topics in mathematical finance. The duration of the employment is 3 years (renewal for further 3 years is possible). The possibility for a habilitation is provided. >> >> Technische Universität München aims to increase the number of female employees. Qualified women are especially encouraged to apply. Handicapped applicants will be preferred if applicability and qualification are equivalent. Part-time employment is generally possible. >> >> Interested? >> Interested candidates are asked to send their application documents and the names and addresses (postal address and email) of two academic referees by July 15, 2015 in electronic form or by post to >> >> Technische Universität München >> Lehrstuhl für Finanzmathematik >> Prof. Dr. Rudi Zagst >> Parkring 11 >> 85748 Garching-Hochbrück >> zagst(a)tum.de >> >> =================== >> >> At the Chair of Mathematical Finance at Technische Universität München, a position as >> >> Research Associate (PhD position, m/f) >> >> is available from October 1, 2015 (or on individual arrangement). >> >> Tasks: >> Participation in research projects >> Participation in teaching activities >> >> Requirements: >> Excellent Master in Mathematics/Business Mathematics/Financial Mathematics or a similar discipline >> Interest in scientific work >> Rejoiced teacher >> >> We offer: >> We offer a challenging position (TV-L 13) in an international team including various joint projects with cooperation partners from international universities and the industry on current topics in mathematical finance. The duration of the employment is 3 years (renewal for further 3 years is possible). The possibility to obtain a PhD is provided. >> >> Technische Universität München aims to increase the number of female employees. Qualified women are especially encouraged to apply. Handicapped applicants will be preferred if applicability and qualification are equivalent. Part-time employment is generally possible. >> >> Interested? >> Interested candidates are asked to send their application documents and the names and addresses (postal address and email) of two academic referees by July 15, 2015 in electronic form or by post to: >> >> Technische Universität München >> Lehrstuhl für Finanzmathematik >> Prof. Dr. Rudi Zagst >> Parkring 11 >> 85748 Garching-Hochbrück >> zagst(a)tum.de >

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Seminario Ying HU
by Marco Fuhrman 05 Jun '15

05 Jun '15

>Il giorno > >giovedi' 11 giugno 2015 alle ore 10:00 > >nell'aula seminari al terzo piano del Dipartimento di Matematica >del Politecnico di Milano, il prof. > >Ying HU > >dell'IRMAR - Universite' de Rennes 1, terra' un seminario >dal titolo > >BSDEs with mean reflection > >(joint work with Ph. Briand and R. Elie). > >Tutti gli interessati sono cordialmente invitati. > >Marco Fuhrman

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Fwd: PhD studentships in Statistical Sciences - University of Padova
by Marco Romito 05 Jun '15

05 Jun '15

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seminario Teemu Pennanen in Bicocca
by Fabio Bellini 05 Jun '15

05 Jun '15

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Bando per n. 1 Assegno di Ricerca - Università degli Studi di Verona
by Simone Accordini 05 Jun '15

05 Jun '15

----------------------------------------------------------- *Bando per n. 1 Assegno di Ricerca - Università degli Studi di Verona* ----------------------------------------------------------- E’ indetta la selezione AdR2489/15 per il conferimento di n. 1 assegno di ricerca nel settore scientifico-disciplinare MED/01 STATISTICA MEDICA, dal titolo: “*Sviluppo di modelli statistici per analisi transgenerazionali*” (finanziato dalla Commissione Europea nell’ambito del programma Horizon 2020, progetto “Aging Lungs in European Cohorts - ALEC”). L’assegno di ricerca è finalizzato allo sviluppo di modelli statistici avanzati per identificare fattori di rischio della ridotta funzionalità polmonare, operanti tra più generazioni e a differenti stadi di sviluppo all'interno delle diverse generazioni. Sede: Sezione di Epidemiologia e Statistica medica, Dipartimento di Sanità Pubblica e Medicina di Comunità, Università degli Studi di Verona, Verona Durata dell’assegno: 24 mesi *Scadenza per la presentazione della domanda: 22/06/2015* LINK BANDO: http://www.univr.it/main?ent=albo Per ulteriori informazioni sul programma di ricerca: Prof. Simone Accordini, Sezione di Epidemiologia e Statistica medica, Dipartimento di Sanità Pubblica e Medicina di Comunità, Università degli Studi di Verona, Verona; Tel: 045/8027657; Email: simone.accordini(a)univr.it ------------------------------------------------ Cordiali saluti Simone Accordini Professore Associato in Statistica Medica Sezione di Epidemiologia e Statistica medica Dipartimento di Sanità Pubblica e Medicina di Comunità Università degli Studi di Verona c/o Istituti Biologici II Strada Le Grazie, 8 37134 Verona - Italy

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Seminars in Padova (Profs. Pagès and Sagna)
by Giorgia Callegaro 05 Jun '15

05 Jun '15

Dear all, two presentations/seminars in Mathematics/Probability applied to Finance will be given by Profs Gilles Pagès (LPMA, Paris) and Abass Sagna (ENSIIE, Evry) next Wednesday, the 10th June 2015, from 11am to 13 am, in room 1BC45 in "Torre Archimede" (Dep. of Mathematics, University of Padova). Titles and abstracts follow: *SEMINAR 1* *Speaker 1*: Prof. Gilles Pagès (LPMA, Paris) *Title* : Greedy vector quantization (joint work with H. Luschgy) *Abstract (en Latex) *: We investigate the greedy version of the $L^p$-optimal vector quantization problem for an $\R^d$-valued random vector $X\!\in L^p$. We show the existence of a sequence $(a_N)_{N\ge 1}$ such that $a_N$ minimizes $a\mapsto\big \|\min_{1\le i\le N-1}|X-a_i|\wedge |X-a|\big\|_{L^p}$ ($L^p$-mean quantization error at level $N$ induced by $(a_1,\ldots,a_{N-1},a)$). We show that this sequence produces $L^p$-rate optimal $N$-tuples $a^{(N)}=(a_1,\ldots,a_{_N})$ ($i.e.$ the $L^p$-mean quantization error at level $N$ induced by $a^{(N)}$ goes to $0$ at rate $N^{-\frac 1d}$). Greedy optimal sequences also satisfy, under natural additional assumptions, the distortion mismatch property: the $N$-tuples $a^{(N)}$ remain rate optimal with respect to the $L^q$-norms, $p\le q <p+d$. Finally, we propose optimization methods to compute greedy sequences, adapted from usual Lloyd's and Competitive Learning Vector Quantization procedures, either in their deterministic (implementable when $d=1$) for stochastic versions. *SEMINAR 2* *Speaker 2*: Prof. Abass Sagna (ENSIIE, Paris) *Title*: Recursive Quantization of An Euler Diffusion Process and Its Application to Finance *Abstract (en Latex):* We propose a new approach to quantize the marginals of the discrete Euler diffusion process. The method is built recursively and involves the conditional distribution of the marginals of the discrete Euler process. Analytically, the method raises several questions like the analysis of the induced quadratic quantization error between the marginals of the Euler process and the proposed quantizations. We show in particular that at every discretization step $t_k$ of the Euler scheme, this error is bounded by the cumulative quantization errors induced by the Euler operator, from times $t_0=0$ to time $t_k$. Numerical tests are carried out for the Brownian motion and for the pricing of European options in a local volatility model. A comparison with the Monte Carlo simulations shows that the proposed method may sometimes be more efficient (w.r.t. both computational precision and time complexity) than the Monte Carlo method. Thanks for your attention, Giorgia Callegaro -- Giorgia Callegaro Assistant Professor Department of Mathematics - University of Padova Via Trieste 63 , I-35121 Padova - ITALY Tel: +39-0498271481 Fax: +39-0498271499 E-Mail: gcallega(a)math.unipd.it <https://webmail.math.unipd.it/horde3/imp/message.php?mailbox=Sent&index=598#> Personal web-page: https://sites.google.com/site/giogiocallegaro/Home

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Fwd: Commercial Research Associate, University of Bath, UK
by Alessandra Micheletti 04 Jun '15

04 Jun '15

**Apologies for cross posting** I'd be very grateful if you could forward this job advert to anyone who you think might be interested in the opportunity. --------------------------------------------------------------------------------------------------------------------- Mathematician or statistician interested in using your skills to work on real problems? The Bath Institute for Mathematical Innovation is seeking a Commercial Research Associate to join its Commercial Research Centre! The successful applicant will work with the CRC team to solve short-to-medium research problems for commercial and industrial clients, with the intellectual support of the academics involved with the Institute. For more information on the vacancy (deadline 14th June) and the Institute for Mathematical Innovation please see http://www.bath.ac.uk/jobs/Vacancy.aspx?ref=SS3182 and http://www.bath.ac.uk/imi/ or feel free to contact me for an informal discussion. Best wishes, Jo Dr Joanna Jordan Commercial Research Centre Manager Bath Institute for Mathematical Innovation j.f.jordan(a)bath.ac.uk -- ------------------------------------ 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: FW: jobadvertisement/Eichelsbacher
by Giovanni Luca Torrisi 04 Jun '15

04 Jun '15

-------- Original Message -------- Subject: FW: jobadvertisement/Eichelsbacher Date: Thu, 4 Jun 2015 03:46:39 +0000 From: Tan Eileen <imste(a)nus.edu.sg> CC: 'peter.eichelsbacher(a)rub.de' <peter.eichelsbacher(a)rub.de> Dear All, Forwarded as request by Prof Peter Eichelsbacher. Thanks once again for your support for the Steins workshop. Regards, Eileen (Ms):: Institute for Mathematical Sciences :: National University of Singapore :: 3 Prince George's Park, Singapore 118402 :: +65-6516 1892(DID) :: +65-6873 8292 (Fax) :: imste(a)nus.edu.sg <mailto:imswwy@nus.edu.sg> (E) :: http://www2.ims.nus.edu.sg <http://www2.ims.nus.edu.sg> (W):: Company Registration No: 200604346E *From:*Peter Eichelsbacher [mailto:peter.eichelsbacher@ruhr-uni-bochum.de] *Sent:* Wednesday, 3 June, 2015 7:42 PM *To:* Tan Eileen *Subject:* jobadvertisement/Eichelsbacher Dear Eileen, could you be so kind as to circulate the job advertisement (the enclosed pdf) to all participants of the Stein meeting “New directions in Stein’s method”. I have mentioned my new research group in my talk in Singapore and the job advertisement seem to be of interest for most of the participants. Many thanks in advance and best regards Peter Eichelsbacher Peter Eichelsbacher peter.eichelsbacher(a)ruhr-uni-bochum.de <mailto:peter.eichelsbacher@ruhr-uni-bochum.de> ------------------------------------------------------------------------ Important: This email is confidential and may be privileged. If you are not the intended recipient, please delete it and notify us immediately; you should not copy or use it for any purpose, nor disclose its contents to any other person. Thank you.

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SEMINARIO - Martedi 9 giugno, 2015 h 17.30
by Consonni Guido 03 Jun '15

03 Jun '15

? Lake Como School of Advanced Studies, Dipartimento di Scienze Statistiche - Università Cattolica del Sacro Cuore, CNR-IMATI SEMINARIO Villa del Grumello, Como Martedi 9 giugno, 2015 h 17.30 Jeff Gill, Washington University in St Louis To be Bayesian, or not to be: that is the question in the social sciences In this talk I will outline the basics of Bayesian inference, discuss why quasi-frequentist approaches fail in the social sciences, and give some examples of Bayesian data analysis. The emphasis is on general concepts and statistical intuition rather than mathematical details. Villa del Grumello; Via per Cernobbio, 11 22100 Como Per motivi organizzativi si invita a comunicare la propria partecipazione al seguente indirizzo: nadia.tansini(a)fondazionealessandrovolta.it<mailto:nadia.tansini@fondazionealessandrovolta.it> ? ________________________________ ________________________________ Ricerca, Formazione, Assistenza, Cooperazione e Sviluppo: 5 ragioni per metterci la firma. Sottoscrivi il tuo 5 per mille a favore dell'Università Cattolica e ci aiuterai a sostenere borse di studio, ricerca scientifica, progetti medico-assistenziali e sociali dell'Ateneo e del Policlinico "A. Gemelli". Info: www.unicatt.it/5permille<http://www.unicatt.it/5permille/> ________________________________

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Matematica e Innovazione nei processi produttivi
by DI NARDO Elvira 03 Jun '15

03 Jun '15

La piattaforma Mathesia - sviluppata da MOXOff (spin-off del Politecnico di Milano) e Yottacle (startup di PoliHub) offre soluzioni di alto profilo grazie alla matematica applicata. SolEthEn, in collaborazione con il Dipartimento di Matematica, Informatica ed Economia dell’UniBas, propone alle aziende lucane e agli specialisti di settore un incontro di approfondimento sui temi: “MATEMATICA E INNOVAZIONE NEI PROCESSI PRODUTTIVI - MATHESIA: La piattaforma di crowdsourcing che risponde alle sfide di business con la matematica applicata”. L’evento e' realizzato col patrocinio: - della Camera di Commercio di Potenza, - di Confindustria Basilicata - della Regione Basilicata, e si terra' presso la Camera di Commercio di Potenza – Corso XVIII Agosto, 34 - giovedi' 4 giugno c.a. a partire dalle 15:30. All’evento interverranno: - “Opening dell’incontro” - Avv. Michele Somma (Presidente della Camera di Commercio di Potenza) e Prof. Giansalvatore Mecca (Prorettore con delega alla ricerca dell’UniBas) - “La matematica come strumento strategico di innovazione per l’impresa” - Paola Curci (Amministratore di SolEthEn) - “Conoscere per competere: istruzioni per l’uso delle competenze di un Dipartimento di Matematica” - Prof.ssa Elvira Di Nardo (Docente di statistica presso UniBas) - “Mathesia un nuovo modo per favorire la relazione tra imprese e mondo della ricerca” - Ottavio Crivaro (Amministratore di MOXOff) Agli interventi seguira' uno spazio di dibattito dove le aziende presenti, avranno modo di esporre bisogni/esigenze industriali specifiche o di settore che rappresentano potenziali sfide da risolvere attraverso gli strumenti presentati. Per partecipare all’evento e' preferibile registrarsi al seguente indirizzo http://www.mathesia.com/presentation/ -- ...................................................... Elvira Di Nardo Dept. Mathematics, Computer Science and Economics University of Basilicata Viale dell'Ateneo Lucano 10 I-85100 (Potenza) alternative address: dinardo.el(a)gmail.com (room) +390971205890 (cell.) +393470033068 (fax) + 390971205896 (skype) elvira.di.nardo (web) http://oldwww.unibas.it/utenti/dinardo/home.html ......................................................

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Vacancy: Ph.D. position “Two-dimensional models in queues and risk: exact analytic methods” at Eindhoven University of Technology, The Netherlands
by Kapodistria, S. 03 Jun '15

03 Jun '15

Ph.D. position : “Two-dimensional models in queues and risk: exact analytic methods” In the framework of the project “Two-dimensional models in queues and risk”, funded by the Dutch Research Foundation NWO, there is a PhD position available in the Stochastic Operations Research group at the Department of Mathematics and Computer Science in Eindhoven University of Technology, in The Netherlands. The research topic brings together two, related, areas of applied probability: queueing theory and insurance risk. In both areas, one-dimensional stochastic processes are well understood. However, in queueing theory one is usually faced with a network of interconnected and interacting resources, or with several classes of interacting customers; and thus one needs to study multidimensional stochastic processes. Similarly, in insurance risk one often needs to study several, related, books of a company, and the capitals of different companies are often linked via reinsurance contracts -- again giving rise to multidimensional stochastic processes. In both areas, only few two- or higher-dimensional systems have allowed an exact analysis. Our main goal is to develop mathematical tools for the analysis of two-dimensional stochastic processes, and thus get a deeper insight into the intricate interactions which occur in, e.g., queueing systems and insurance risk processes. The project is methodologically oriented. We shall develop three sets of methods, viz., T1: exact analytic methods; T2: asymptotic techniques (heavy traffic); and T3: rare-event analysis and simulation. Important problem instances are coupled/parallel processors and their counterpart in insurance risk, and Ornstein-Uhlenbeck processes. Two PhD students have just started their research in T2 and T3; we have a vacancy for T1. o Job requirements: Candidates are expected to be fluent in English, both oral and in writing, and have an excellent background in (applied) mathematics, as evidenced by an MSc degree in preferably (applied) mathematics, or possibly econometrics, operations research or electrical engineering. Strong knowledge of applied probability and analysis is highly desirable. o Terms of employment: PhD candidates are appointed as temporary university employees for a four-year period (based on an initial one-year contract, with a three-year extension after a positive evaluation as to whether the research is expected to result in a PhD degree after four years). The terms of employment are governed by the Collective Labor Agreement of Universities in The Netherlands, with a monthly salary starting at 2083 Euro in the first year, and increasing to 2664 Euro in the fourth year, and an additional 8% holiday allowance and 8% end-of-year bonus. For further details, please refer, e.g., to http://w3.tue.nl/en/services/dpo/conditions_of_employment/tue_conditions_of… o Information: For further information, please contact one of the following persons: Prof.dr.ir. Onno Boxma (o.j.boxma(a)tue.nl<mailto:o.j.boxma@tue.nl>) Dr. Stella Kapodistria (s.kapodistria(a)tue.nl<mailto:s.kapodistria@tue.nl>) Prof.dr. Sindo Nunez Queija (nunezqueija(a)uva.nl<mailto:nunezqueija@uva.nl>) o Application: In order to apply, please send a detailed curriculum vitae, along with a brief cover letter motivating your interest, to one of the above-mentioned persons. o Application deadline: July 3 2015.

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messaggio tecnico
by Marco Romito 03 Jun '15

03 Jun '15

cari iscritti alla lista Random come avrete notato in questi giorni c'è stato qualche problema con la lista. Naturalmente problemi come questi emergono in occasione di festività o (come in questo caso) in occasione di ponti lunghi. Solo oggi siamo riusciti a contattare i tecnici informatici che gestiscono il server e a ripristinare le funzioni della lista. Ringraziamo innanzitutto Matteo Ruggiero che per primo si è accorto del problema. Inutile dire inoltre che i messaggi con intestazione (e contenuto) ``prova'' possono essere ragionevolmente ignorati. Preghiamo invece chiunque abbia inviato posta a Random tra il 27 maggio e questa mattina e che non abbia ricevuto riscontro dalla lista, di reinviare i propri messaggi. Nel dubbio è possibile controllare gli archivi: https://mail.dm.unipi.it/pipermail/random/summary.html scusate il disagio, Francesco Marco ps. Per chi fosse interessato a maggiori dettagli, due account del server che gestisce la lista sono stati compromessi (questo non ha conseguenze su Random, perché gli account erano di utenti ordinari) ed usati negli ultimi giorni per spedire SPAM. I tecnici sono intervenuti subito bloccando gli account, ma per cancellare gli SPAM hanno dovuto fermare il sistema di posta per alcune ore. Al riavvio del sistema di posta ``misteriosamente'' (nel senso che i tecnici su questo hanno dato spiegazioni più fumose) la lista non è ripartita e c'è stato bisogno di ulteriori smanettamenti.

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prova 6
by Marco Romito 03 Jun '15

03 Jun '15

prova 6

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prova 4
by Marco Romito 03 Jun '15

03 Jun '15

prova 4

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Postdoctoral positions in Buenos Aires
by Pietro Caputo 02 Jun '15

02 Jun '15

---------- Forwarded message ---------- From: Leonardo Rolla <leorolla(a)dm.uba.ar> Date: Thu, May 28, 2015 at 5:25 PM Subject: Postdoctoral positions in Buenos Aires To: Leonardo Rolla <leorolla(a)dm.uba.ar> 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 ---------- Date: Thu, 28 May 2015 11:33:17 -0300 (ART) From: probab(a)dm.uba.ar Subject: Postdoctoral positions in Buenos Aires Applications are invited for post-doctoral positions in Percolation, Particle Systems, and Stochastic Networks. Please feel free to forward this message to other colleagues and potential candidates. Deadline: June 15. The positions last two years and have a monthly stipend of around 13000 pesos, to start in April 2016. Applicants should write to probab(a)dm.uba.ar attaching: - CV - Motivation letter - Research statement Two recommendation letters should be sent confidentially to probab(a)dm.uba.ar by June 20. 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

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Corso Bayesian Statistics: Modelling, computation and testing
by Consonni Guido 02 Jun '15

02 Jun '15

?? ?Dottorato in Statistica e matematica per la finanza Università Bicocca Milano Bayesian Statistics: Modelling, computation and testing Part II Valen Johnson, Texas A&M University June 8-11, 2015 ________________________________ Ricerca, Formazione, Assistenza, Cooperazione e Sviluppo: 5 ragioni per metterci la firma. Sottoscrivi il tuo 5 per mille a favore dell'Università Cattolica e ci aiuterai a sostenere borse di studio, ricerca scientifica, progetti medico-assistenziali e sociali dell'Ateneo e del Policlinico "A. Gemelli". Info: www.unicatt.it/5permille<http://www.unicatt.it/5permille/> ________________________________

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Fwd: Postdoctoral positions in Buenos Aires
by Francesco Caravenna 01 Jun '15

01 Jun '15

Ricevo e inoltro. > Da: Leonardo Rolla <leorolla(a)dm.uba.ar> > Oggetto: Postdoctoral positions in Buenos Aires > Data: 28 maggio 2015 17:25:35 GMT+02:00 > A: Leonardo Rolla <leorolla(a)dm.uba.ar> > > > > 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 ---------- > Date: Thu, 28 May 2015 11:33:17 -0300 (ART) > From: probab(a)dm.uba.ar > Subject: Postdoctoral positions in Buenos Aires > > > Applications are invited for post-doctoral positions in Percolation, Particle Systems, and Stochastic Networks. > > Please feel free to forward this message to other colleagues and potential candidates. > > Dealine: June 15. > > The positions last two years and have a monthly stipend of around 13000 pesos, to start in April 2016. > > Applicants should write to probab(a)dm.uba.ar attaching: > - CV > - Motivation letter > - Research statement > Two recommendation letters should be sent confidentially to probab(a)dm.uba.ar by June 20. > > 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 > > -- _________________________________________ Francesco Caravenna Dipartimento di Matematica e Applicazioni Università degli Studi di Milano-Bicocca Via Cozzi 55, 20125 Milano, Italy http://www.matapp.unimib.it/~fcaraven/ _________________________________________

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