Random March 2016

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26 participants
42 discussions

Postdoc di 3 anni in Machine Learning/Statistics for Big Data - University of Leeds
by Tiziano De Angelis 09 Apr '16

09 Apr '16

Con preghiera di diffusione. E' aperto il bando per un Postdoc di 3 anni in "*Machine Learning/Statistics for Big Data*" presso l'Universita' di Leeds - scadenza del bando *23 Novembre 2015*. Ulteriori informazioni possono essere trovate al seguente link https://jobs.leeds.ac.uk/Vacancy.aspx?ref=MAPMA1031 Cordiali saluti Tiziano De Angelis

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Annuncio Seminario - Ate Nieuwenhuis - Memotef (Sapienza)
by Gabriele Stabile 31 Mar '16

31 Mar '16

*Mercoledì 6 aprile 2016, ore 14:00* presso l'Aula Fanfani (Sapienza Università di Roma, Dipart. Memotef, Via del Castro Laurenziano 9, Roma - Facoltà di Economia, 5°piano) Il prof. Ate Nieuwenhuis terrà un seminario dal titolo: *"*An early contribution to vector maximisation of De Finetti*”* Summary: An achievement of De Finetti for which he has received little recognition thus far is his contribution to the field of vector maximisation in two articles published in 1937, Problemi di “optimum” and Problemi di “optimum” vincolato. The speech will put his contribution in historical perspective and will discuss its importance for economic theory. Tutti gli interessati sono invitati a partecipare

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Fwd: UNISActuarial School - Invitation (fwd)
by Tiziano Vargiolu 30 Mar '16

30 Mar '16

-------- Messaggio Inoltrato -------- Oggetto: UNISActuarial School - Invitation Data: Tue, 15 Mar 2016 10:34:03 +0100 Mittente: unisactuarialschool <unisactuarialschool(a)unisa.it> A: unisactuarialschool(a)unisa.it Dear Colleagues/Students/Friends, We are pleased to announce the first edition of UNISActuarial School, an International School in actuarial mathematics of the University of Salerno (Italy). The first edition will be held on October 25,26,27, 2016 - Campus universitario, University of Salerno (Italy). The school is open to both academics and practitioners and will provide lectures on a wide range of actuarial topics as the following: * Insurance * Insurance Products * Stochastic modelling of extremal events in insurance and finance * Aggregation of risk measures * Longevity risk * Solvency Analysis * Retirement Planning * Risk Management * Pensions, etc. In particular, the School invites participants to discuss their ideas in their specific fields with the academics, researchers and practitioners. ?SHARE your Knowledge? : The School will give you the opportunity to download routines, codes and datasets related to empirical applications on actuarial topics, by a new App - UNISAct (Android and Apple) devoted to actuarial applications. Find more information about the School at http://www.unisact.unisa.it/ We are looking forward to your application!!! With best regards, The Organizing Committee

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Fwd: Announcement: 9th European Summer School in Financial Mathematics (fwd)
by Tiziano Vargiolu 30 Mar '16

30 Mar '16

----- Forwarded message from summerschoolmathfi <summerschoolmathfi(a)cmap.polytechnique.fr> ----- Date: Tue, 15 Mar 2016 17:16:09 +0100 From: summerschoolmathfi <summerschoolmathfi(a)cmap.polytechnique.fr> Subject: Announcement: 9th European Summer School in Financial Mathematics To: peter.tankov(a)gmail.com Dear all, We are glad to announce the 9th European Summer School in Financial Mathematics, which will be held in Pushkin, close to St. Petersburg, from August 29th to September 2nd 2016. Main lectures will be given by B. Bouchard, K. Kardaras, J. Ruf, N. Touzi and M. Zhiltukhin. We invite applications from PhD students and early career researchers. Grants covering accommodation and travel expenses will be provided to accepted participants. Please visit the web page of the summer school for more information: http://www.cmap.polytechnique.fr/~euroschoolmathfi16/ Deadline for applications is April 30th. Please follow the instructions on the web page to apply. We count on your participation to make this ninth summer school a success, just as the previous editions have been! Please feel free to circulate this announcement. With our best regards, The organising committee: Youri Kabanov, Aleksey Muravlev, Albert Shiryaev, Peter Tankov, Nizar Touzi, Mikhail Zhiltukhin ----- End forwarded message -----

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Post Doc a Wuppertal
by Claudio Macci 29 Mar '16

29 Mar '16

Cari tutti, Barbara Ruediger mi ha chiesto di segnalare un bando per una posizione di Post Doc a Wuppertal (vedere bando in allegato). La scadenza e` imminente (dopodomani) ma fa fede il timbro postale. Per eventuali chiarimenti/curiosita` potete contattarla (conosce l'italiano) all'indirizzo ruediger(a)uni-wuppertal.de Cordiali saluti. C.M.

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Annuncio Seminario - Peter Eichelsbacher - Tor Vergata
by Valentina Cammarota 25 Mar '16

25 Mar '16

Ciclo di Seminari - Progetto ERC PASCAL (Probabilistic and Statistical Techniques for Cosmological Applications) Mercoledì 6 aprile ore 12:30 Aula D'Antoni Dipartimento di Matematica Università di Roma Tor Vergata Speaker: Peter Eichelsbacher, Ruhr-Universität Bochum Title: Malliavin-Stein method for Variance-Gamma approximation on Wiener space. Abstract: In a joint work with Christoph Thäle, we combine Malliavin calculus with Stein's method to derive bounds for the Variance-Gamma approximation of functionals of isonormal Gaussian processes, in particular of random variables living inside a fixed Wiener chaos induced by such a process. The bounds are presented in terms of Malliavin operators and norms of contractions. We show that a sequence of distributions of random variables in the second Wiener chaos converges to a Variance-Gamma distribution if and only if their moments of order two to six converge to that of a Variance-Gamma distributed random variable (six moment theorem). Moreover, simplified versions for Laplace or symmetrized Gamma distributions are presented. Also multivariate extensions and a universality result for homogeneous sums are considered. Tutti gli interessati sono invitati a partecipare. Valentina Cammarota Department of Mathematics Universita` degli Studi di Roma Tor Vergata http://www.mat.uniroma2.it/english.php https://sites.google.com/site/valentinacammarota/

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Corso Andreas Kyprianou
by Matteo Ruggiero 24 Mar '16

24 Mar '16

Cari colleghi, siamo lieti di annunciare che nell’ambito della nuova Laurea Magistrale in lingua inglese in Stochastics and Data Science http://www.master-sds.unito.it/ attiva all’Università di Torino dal corrente a.a., il Prof. Andreas E. KYPRIANOU (University of Bath, UK) terrà un corso introduttivo su LEVY PROCESSES Le lezioni si terranno nell’aula 10 dell’edificio di Corso Unione Sovietica 218/bis dell’Università di Torino, secondo il seguente calendario: - 5 e 12/4, h. 16.00 - 6 e 13/4, h. 9.30 - 7 e 14/4, h. 11.15 - 8 e 15/4, h. 9.30 La partecipazione è libera. Ulteriori informazioni possono essere richieste all’indirizzo matteo.ruggiero(a)unito.it Cordiali saluti, i coordinatori del Programma Laura Sacerdote Matteo Ruggiero --- Matteo Ruggiero University of Torino and Collegio Carlo Alberto www.matteoruggiero.it

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[Dynstoch] Newsletter (fwd)
by Tiziano Vargiolu 24 Mar '16

24 Mar '16

---------- Forwarded message ---------- Date: Mon, 19 Oct 2015 21:55:19 +0000 From: Dynstoch Newsletter <sci-math-dynstoch(a)list.ku.dk> To: "sci-math-dynstoch(a)list.ku.dk" <sci-math-dynstoch(a)list.ku.dk> Subject: [Dynstoch] Newsletter DYNSTOCH NEWSLETTER 19 October 2015 ************************************************ DYNSTOCH 2016 The Dynstoch 2016 Workshop will take place in Rennes, France in the days 8 - 10 June 2015. For more information, please go to http://www.lebesgue.fr/content/sem2016-DYNSTOCH2016 Best wishes, Michael --------------------------------------------------------------------------- Michael S?rensen, Professor and Associate Chair for Research Dept. of Mathematical Sciences E-mail: michael(a)math.ku.dk University of Copenhagen Tel.: +45 3533 0402 Universitetsparken 5 Fax: +45 3532 9555 DK-2100 Copenhagen ? Web-page: www.math.ku.dk/~michael Denmark Skype: michaelsor1 ---------------------------------------------------------------------------

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Fwd: Open position at Charles University in Prague (fwd)
by Tiziano Vargiolu 24 Mar '16

24 Mar '16

-------- Messaggio Inoltrato -------- Oggetto: Open position at Charles University in Prague Data: Wed, 23 Mar 2016 00:07:46 +0100 Mittente: kopa(a)karlin.mff.cuni.cz Apologies for cross-posting ----------------------------------- Charles University in Prague, Faculty of Mathematics and Physics, Dept. of Probability and Math. Statistics Position Title: Assistant Professor Position Type: Tenured/Tenure-track faculty Position Location: Prague, Czech Republic Subject Area: Econometrics, Operations Research, Financial Mathematics Application Deadline: 2016/04/30 Position Description: Responsibilities: Teaching at the undergraduate and graduate levels; conducting independent and collaborative research; supervision of Bachelors and Masters theses. Qualifications: Ph.D. in Econometrics, Operations Research, Financial Mathematics or related fields; promise of strong publication record; fluency in written and spoken English; willingness to learn Czech. Application process: Candidates should submit applications to e-mail address kpms(a)karlin.mff.cuni.cz. The application must include CV, list of publications, description of professional interests and teaching experience, and specification of future goals in teaching and research. Candidates should provide names and telephone/e-mail contacts for two professional references (letters of reference will be requested at a later date). The deadline for receiving applications is April 30, 2016. Contacts: Departmental web page: http://kpms.karlin.mff.cuni.cz/?lang=en. Questions may be directed to Dr. M. Kulich, the Chair of the Department, e-mail kulich(a)karlin.mff.cuni.cz. About the Department: The department currently employs 27 faculty members conducting research and education in mathematical fields that involve randomness and uncertainty, in particular theoretical and applied statistics, econometrics, stochastic optimization, stochastic processes and stochastic geometry, and financial and insurance mathematics. Current research topics in econometrics, operations research and financial mathematics include economic and financial time series, asset-liability management, financial accounting, simulation, facility planning, scheduling, portfolio optimization, sensitivity and output analysis, risk management, credit scoring, derivatives pricing, rate-making, optimal pricing in insurance, reserving, stress testing. The department teaches courses in the Bachelor's programs "General Mathematics" and "Financial Mathematics", in the Master's programs "Probability, Statistics, and Econometrics", and "Financial and Actuarial Mathematics", and in the Doctoral program "Probability and Statistics, Econometrics and Financial Mathematics".

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Seminario Prof. Y. Mishura (presso Dip. Scienze Statistiche, Roma)
by Alessandro Degregorio 24 Mar '16

24 Mar '16

----------------------------------------------------------------------------- A v v i s o d i S e m i n a r i o ----------------------------------------------------------------------------- Venerdì 1 Aprile, ore 11 ----------------------------------------------------------------------------- Stanza 34 Dipartimento di Scienze Statistiche "Sapienza" Università di Roma Prof. Yuliya Mishura (Kyiv University) *Titolo:* *Between two self-similarities* *Sintesi:* Everybody knows that fractional Brownian motion with any Hurst index is a self-similar process with stationary increments. According to geometric terminology of J. P. Kahane, it belongs to helix. Self-similarity and incremental stationarity are very useful when we study the properties of different functionals based on fBm however these properties are rather restrictive. For example, Ornstein-Uhlenbeck process starting from zero time point is neither self-similar nor stationary or with stationary increments. Therefore the goal of the present talk is to consider wider class of Gaussian processes. In our terminology, they live between two self-similarities, or belong to the generalized quasi-helix. We consider three problems concerning such processes: --asymptotic behavior of maximal functionals; --representation theorems involving integrals w.r.t. such processes; --some statistical results. The results are common with: Alexander Novikov (Sydney University), Mikhail Zhitlukhin (Steklov Mathematical Institute), Georgij Shevchenko (Kyiv University) and Kostjantin Ralchenko (Kyiv University) Tutti gli interessati sono invitati a partecipare. Cordiali saluti Alessandro De Gregorio

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