June 2016 - Random - Mailing list — Dipartimento di Matematica, UniPI

Monique Jeanblanc in Bologna April 14-15
by Sabrina Mulinacci 22 Jul '16

22 Jul '16

Dear all, I am pleased to announce that the Quantitative Finance Graduate Course of the University of Bologna will host a lecture from Prof. Monique Jeanblanc on the topic “ENLARGEMENT OF FILTRATION” The workshop will take place according to the following schedule: Thursday, 14 April, 2016: 15.00-18.00 Classroom 2 – Piazza Scaravilli 2, School of Economics, Ground Floor Friday, 15 April, 2016: 10.00-13.00 Classroom VII – Via Ranzani 1, Ground Floor Participation is free, but for logistic purposes we ask to register by sending an e-mail to: facecon.qfinance(a)unibo.it Sabrina Mulinacci 5x1000 AI GIOVANI RICERCATORI DELL'UNIVERSITÀ DI BOLOGNA Codice Fiscale: 80007010376

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Seminario di N. Torri a Milano-Bicocca (05.07.2016)
by Francesco Caravenna 30 Jun '16

30 Jun '16

Martedì 5 luglio 2016 alle ore 10:30, nell'aula 3014 del Dipartimento di Matematica e Applicazioni dell'Università di Milano-Bicocca (edificio U5, via Cozzi 55, Milano), Niccolò Torri (Université de Nantes) terrà un seminario dal titolo "Interacting prudent self-avoiding walk" Trovate il sommario di seguito. Tutti gli interessati sono invitati a partecipare. Francesco Caravenna %%%%%%%%%%%%%%%%%% Abstract: The collapse transition of self-interacting random walks is a challenging issue, arising in the study of an homopolymer dipped in a repulsive solvent. Different mathematical models have been built by physicists to try and improve their understanding of this phenomenon. For such models, the possible spatial configurations of the polymer are provided by self-avoiding walk trajectories. However, self avoiding walks, especially in dimension 2 and 3, are complicated objects. This is the reason why, in the mathematical literature, collapse transition models were rather built by either relaxing the self-avoiding feature of the walk or by considering partially directed path. In our main result, we prove the existence of a collapse transition for a non-directed model built with prudent paths, i.e., non-directed self-avoiding paths which can not take a step towards a previously visited lattice site. The prudent self-avoiding walk has attracted the attention of the combinatorics community over recent years and an open problem is to find out the exponential growth rate of the set of prudent paths. As a by product of our results we are able to solve this problem. In the first part of the talk we discuss the main models already studied in the literature, while in the second part of the talk we present our main results. The presentation will be kept at an elementary level: only a basic probabilistic background is assumed. (Joint work with Nicolas Pétrélis) %%%%%%%%%%%%%%%%%% -- _________________________________________ 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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Early Registration Ends for: Vienna Congress on Mathematical Finance (fwd)
by Tiziano Vargiolu 28 Jun '16

28 Jun '16

---------- Forwarded message ---------- Date: Tue, 28 Jun 2016 16:21:05 +0200 From: Uwe Schmock <schmock(a)fam.tuwien.ac.at> To: Uwe Schmock <schmock(a)fam.tuwien.ac.at> Subject: Early Registration Ends for: Vienna Congress on Mathematical Finance If you want to be removed from my private mailing list or change your email address, just send me a corresponding reply. I apologize for any cross-postings. ========================================================== Early registration with reduced fee ends on June 30, 2016! https://fam.tuwien.ac.at/vcmf2016/registration.php ========================================================== Vienna Congress on Mathematical Finance (VCMF 2016) Vienna, Austria Mon-Wed, September 12-14, 2016 VCMF Educational Workshop Thu-Fri, September 15-16, 2016 https://fam.tuwien.ac.at/vcmf2016/ Due to many requests we opened again the submission for poster presentations. Slots for contributed talks are filled and we already have a waiting list. Location: Campus of WU Wien Library & Learning Center (LC) and Teaching Center (TC) Welthandelsplatz 1, 1020 Vienna/Wien, Austria Organized by: WU Wien - Vienna University of Economics and Business TU Wien - Vienna University of Technology University of Vienna Gold Sponsors (alphabetical order): Deloitte Erste Group Bank AG KPMG Austria Raiffeisen Bank International AG (RBI) Silver Sponsor: Raiffeisen Capital Management (RCM) (further sponsors are welcome) The conference will bring together leading experts from various fields of Mathematical Finance such as: - Limit Order Book / High Frequency Trading - Credit Risk / Systemic Risk - Computational Methods and Calibration - New Financial Markets - Stochastic Volatility Models - Risk Measures and Optimization The conference program will feature plenary lectures, parallel sessions with invited and contributed talks as well as poster sessions. Plenary Speakers... ... at the Congress: Freddy Delbaen (ETH Zurich, CH) Hans F?llmer (Humboldt-Universit?t zu Berlin, DE) Peter Friz (Technische Universit?t Berlin, DE) Emmanuel Gobet (?cole Polytechnique, FR) Mathieu Rosenbaum (?cole Polytechnique & UPMC, FR) Josef Teichmann (ETH Zurich, CH) Almut Veraart (Imperial College London, UK) ... at the Educational Workshop: Nicole B?uerle (Karlsruhe Institute of Technology, DE) Alexander McNeil (Heriot-Watt University, UK) Johannes Muhle-Karbe (University of Michigan, US) Peter Tankov (Universit? Paris-Diderot (Paris 7), FR) https://fam.tuwien.ac.at/vcmf2016/speakers.php Invited Speakers... ... at the Congress: Elisa Alos (Universitat Pompeu Fabra Barcelona, ES) Christian Bayer (WIAS, DE) Agostino Capponi (Columbia University, US) Patrick Cheridito (Princeton University, US) Ulrich Horst (Humboldt-Universit?t zu Berlin, DE) Jan Kallsen (Christian-Albrechts-Universit?t zu Kiel, DE) R?diger Kiesel (Universit?t Duisburg-Essen, DE) D?rte Kreher (Humboldt-Universit?t zu Berlin, DE) Antonis Papapantoleon (TU Berlin, DE) Philipp Sch?nbucher (Financialytic GmbH, DE) Jorge P. Zubelli (IMPA, BR) https://fam.tuwien.ac.at/vcmf2016/speakers.php Additionally on the first day of the congress there will be a panel discussion with the title: "Role of mathematical models in financial risk management and regulation (broadly defined)" Panellists are representatives from the regulators, the industry and the academic world: - Gabriela de Raaij Oesterreichische Nationalbank (OeNB) - Thomas Steiner Austrian Treasury (OeBFA) - Johann Strobl Raiffeisen Bank International AG (RBI) - Josef Teichmann Full Professor of Financial Mathematics, ETH Z?rich Moderator: - Walter Schachermayer Senior fellow at the Institute for Theoretical Studies, ETH Z?rich, Full Professor of Mathematics, University of Vienna For further details see the program: https://fam.tuwien.ac.at/vcmf2016/program.php Submission of Poster Presentations: The call for poster presentations is open until July 15, 2016. Acceptance/rejection letters will be sent as soon as possible, but at end of July 2016 at the latest. https://fam.tuwien.ac.at/vcmf2016/registration.php Participation and Registration: Early registration is possible until June 30, 2016. Standard registration is possible until August 15, 2016. https://fam.tuwien.ac.at/vcmf2016/registration.php Online registration & Submission: http://www.conftool.net/vcmf2016 CPD: The attendance at VCMF 2016 (full week, Sept. 12-16, 2016) may qualifies for up to 31 CPD credits for those delegates whose national actuarial organization's CPD requirements recognize VCMF 2016. 20 CPD credits for Vienna Congress on Mathematical Finance (Sep 12-14) and 11 CPD credits for VCMF Educational Workshop (Sep 15-16). VCMF 2016 is accredited by the AV? - Actuarial Association of Austria. For any requests, do not hesitate to write an e-mail to the conference & workshop secretariat: vcmf2016(a)fam.tuwien.ac.at We look forward to welcoming you in Vienna! With best regards from the VCMF 2016 organisers: Mathias Beiglb?ck, Christa Cuchiero, R?diger Frey, Stefan Gerhold, Friedrich Hubalek, Irene Klein, Thorsten Rheinl?nder, Birgit Rudloff, Walter Schachermayer, Uwe Schmock Save the Date: ============== IME 2017 - 21st International Congress on Insurance: Mathematics and Economics TU Wien, Mon-Wed, July 3-5, 2017 https://fam.tuwien.ac.at/ime2017/

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seminario di A. Hocquet a Pisa
by Marco Romito 28 Jun '16

28 Jun '16

Il giorno 5 luglio 2016, alle ore 11:30, presso la sala seminari del Dipartimento di Matematica dell'Università di Pisa, si terrà il seguente seminario: A. Hocquet (TU Berlin): Finite-time singularities of the stochastic harmonic map flow on surfaces. Abstract: A ferromagnetic material possesses a magnetization, which, out of equilibrium, satisfies the Landau-Lifshitz-Gilbert equation (LLG). Thermal fluctuations are taken into account by Gaussian space-time white noise. At least in the deterministic case, there is an important parallel between this model and the so-called Harmonic Map Flow (HMF). This was originally used by geometers (in the early sixties) as a tool to build harmonic maps between two manifolds u:M->N. The case where M is two dimensional is critical, in the sense that the natural energy barely fails to give well-posedness. We do not address here the problem of the solvability of LLG driven by space-time white noise. Instead, we consider a spatially correlated version. We show that oppositely to the deterministic case, blow-up of solutions happens no matter how we choose the initial data. Tutti gli interessati sono invitati a partecipare. m.

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Call: Computational Economics and Complex Systems
by Antonella Basso 25 Jun '16

25 Jun '16

Within the framework of the university-wide initiativeResearch for Global Challenges <http://www.unive.it/pag/15550/>, Ca’ Foscari University of Venice seeks applications to fill permanent, full-time positions in various fields. Eligible applicants must have been employed as permanent faculty members or research staff by a foreign university or research institute for at least three consecutive years by the time of the call deadline. We seek individuals with a*strong research*commitment, an outstanding portfolio of*international publications*, and a proven teaching record in the field associated with the post. Experience in leading research groups, conducting/coordinating international projects, and a proven attitude to raise research funding are highly valued. *Research Areas:* * *Data Science* * *Welfare Studies in Developed and Developing Countries* * *Negotiation and Conflict Resolution* * *Computational Economics and Complex Systems* * Deadline is July 4th 2016*. For further information see the web page http://www.unive.it/pag/15535/ -- Antonella Basso Prorettore alla Programmazione e Valutazione - Prorector at Planning and Valuation Dipartimento di Economia Università Ca' Foscari Venezia Fondamenta S. Giobbe - Cannaregio 873 30121 Venezia - Italy Tel. +39-041-2346914 - Fax +39-041-2347444 E-mail address: basso(a)unive.it Web page: http://www.unive.it/data/persone/5591751

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Seminario Simone Scotti a Padova
by Giorgia Callegaro 23 Jun '16

23 Jun '16

Buongiorno a tutti, annuncio con piacere che il giorno *1° luglio 2016 alle ore 15 *Simone Scotti (Université Paris VII) terrà, presso l'aula 2BC30 del Dipartimento di Matematica dell'Università di Padova (Via Trieste 63, Padova) un seminario dal titolo: "Branching processes with applications to finance" Abstract: We introduce a class of interest rate models, called the \alpha-CIR model, which gives a natural extension of the standard CIR model by adopting the \alpha-stable Lévy process and preserving the branching property. This model allows to describe in a unified and parsimonious way several recent observations on the sovereign bond market such as the persistency of low interest rate together with the presence of large jumps at local extent. We emphasize on a general integral representation of the model by using random fields, with which we establish the link to the CBI processes and the affine models. Finally we analyze the jump behaviors and in particular the large jumps, and we provide numerical illustrations. A presto e grazie per l'attenzione, 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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124th ESGI, Rome, Italy: Industrial Challenges Update
by Maurizio Ceseri 22 Jun '16

22 Jun '16

Dear Colleagues, a new Industrial Challenge has been published on the website of the upcoming 124th ESGI. Industrial Sector: *Manufacturing*Challenge: *Mathematical modeling of characteristics and stabilization of microcellular and sponge rubber* An overview of the Challenge is available at www.sportellomatematico.it/ESGI2016/challenges/ <http://www.sportellomatematico.it/ESGI2016/index.php/challenges/> More Industrial problems will be published soon. Stay tuned at www.sportellomatematico.it/ESGI2016/. Best Regards, *The Organizing Team* Maurizio Ceseri Sportello Matematico per l'Industria Italiana Istituto per le Applicazioni del Calcolo (IAC-CNR) via dei Taurini 19, 00185 Roma (Italy) Tel: (+39) 0649270969 Website: sportellomatematico.it

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Mercati energetici e metodi quantitativi: un ponte tra Università e Aziende - Padova, 13 ottobre 2016
by Tiziano Vargiolu 21 Jun '16

21 Jun '16

____________________________________________________________________________ Mercati energetici e metodi quantitativi: un ponte tra Universit? e Aziende 13 ottobre 2016, Palazzo Bo, Padova http://unponte2016.stat.unipd.it/ ____________________________________________________________________________ Anche quest'anno, i dipartimenti di Scienze Statistiche e di Matematica dell'Universit? di Padova, in collaborazione con Phinergy, organizzano il workshop Mercati energetici e metodi quantitativi: un ponte tra Universit? e Aziende, con l'intento di creare dei contatti, non solo tra Universit? e Aziende, ma anche tra le Aziende stesse e di tessere una rete di interconnessione che possa favorire la nascita di progetti sia a livello nazionale che internazionale. L'incontro avr? luogo presso Palazzo Bo, Universit? di Padova il 13 ottobre 2016. La partecipazione ? gratuita ma per motivi organizzativi la registrazione ? obbligatoria, inoltre l'iscrizione ? limitata alle prime 110 richieste. Per informazioni visita il sito del workshop http://unponte2016.stat.unipd.it/ Per ogni ulteriore richiesta contattare unponte2016(a)stat.unipd.it -- UnPonte2016 Gli organizzatori unponte2016.stat.unipd.it

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2-years research grant
by Tiziano Vargiolu 18 Jun '16

18 Jun '16

Please circulate among whoever is interested. ------------------------- Research grant on the topic "Capacity markets and the definition of the value of Reliability Options" to be performed at the Department of Mathematics under the supervision of Prof. Tiziano Vargiolu (as the scientific responsible). - duration: 24 month; - topic: In energy markets, it is of particular interest the problem of a fair evaluation of Reliability Options (RO), namely, physical call options derived on electricity, issued by generators and acquired by a subject to hedge adequacy risk of power generation. The aim of this grant is to define a fair pricing of RO, which requires techniques which go beyond those classically used in financial markets to price and hedge derivative assets. - call for grant: http://www.math.unipd.it/it/news/?id=1875 The English version is at the bottom (3 downloadable files) (please keep in mind that, in case of disputes, the announcement in ITALIAN is the official one). - deadline: July 11, 2016. For further information, please contact Tiziano Vargiolu (vargiolu(a)math.unipd.it). Please circulate Tiziano -------------------------------------------------------------------------- Tiziano Vargiolu Dipartimento di Matematica Phone: +39 049 8271383 Universita' di Padova Fax: +39 049 8271428 Via Trieste, 63 E-mail: vargiolu(a)math.unipd.it I-35121 Padova (Italy) WWW: http://www.math.unipd.it/~vargiolu --------------------------------------------------------------------------

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EY cerca quant
by Luca De Sanctis 17 Jun '16

17 Jun '16

Cari tutti, l'azienda di consulenza Ernst&Young mi ha chiesto un aiuto nella ricerca di due figure, una junior e una con qualche anno di esperienza, da assumere per ruoli quantitativi su Roma o Milano. Il candidato per la posizione con esperienza dovrebbe preferibilmente avere competenza e abilità algoritmica nel rischio di Credito. Chi fosse interessato o conosce candidati validi, può contattarmi. Grazie Luca

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Re: [Random] FW: FW: PhD Grant in Econometrics at RHUL (fwd)
by Tiziano Vargiolu 16 Jun '16

16 Jun '16

---------- Forwarded message ---------- Date: Thu, 16 Jun 2016 15:39:34 +0000 From: "Feri, Francesco" <Francesco.Feri(a)rhul.ac.uk> To: Tiziano Vargiolu <vargiolu(a)math.unipd.it> Subject: RE: FW: FW: Borsa di Studio per PhD in Econometria a RHUL A vacancy has arisen for a fully funded PhD scholarship at Royal Holloway University of London: https://www.royalholloway.ac.uk/economics/news/newsarticles/201516/leverhul… We shall accept new applications even though the deadline is long past. The position has to be filled urgently. Interested candidates are advised to send an email with CV to alessio.sancetta(a)rhul.ac.uk (Prof. Alessio Sancetta) as soon as possible. The scholarship will only apply to EU citizens. The ideal candidate is required to be have an interest in financial markets, be comfortable with statistical analysis/econometrics, and capable or willing to learn how to program in Matlab or Python. The natural progression from such a PhD is academia or the private sector, e.g., trading firms or data analytics. Prof. Francesco Feri Chair of Economics Department of Economics Royal Holloway University of London Francesco.Feri(a)rhul.ac.uk Phone: +44 1784 443378

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seminario 22 giugno 2016 - Bicocca
by Emanuela Rosazza 16 Jun '16

16 Jun '16

Si avvisa che il giorno mercoledì 22 giugno 2016 alle ore 15.30 presso l’Università di Milano- Bicocca (via degli Arcimboldi 8 - edificio U7, secondo piano- aula Demografica – stanza 2062) si terrà il seguente seminario: Speaker: Dott. Patrick Beissner (Australian National University, Canberra, Australia) Titolo: “Knight-Walras Equilibria” Abstract: Knightian uncertainty leads naturally to nonlinear expectations. We introduce a corresponding equilibrium concept with sublinear prices and establish their existence. In general, such equilibria lead to Pareto inefficiency and coincide with Arrow--Debreu equilibria only if the values of net trades are ambiguity--free in the mean. Without aggregate uncertainty, inefficiencies arise generically. We introduce a constrained efficiency concept, uncertainty--neutral efficiency and show that Knight--Walras equilibrium allocations are efficient in this constrained sense. Arrow--Debreu equilibria turn out to be non--robust with respect to the introduction of Knightian uncertainty. Tutti gli interessati sono invitati a partecipare. Un saluto e a presto, Emanuela ******************************************************************************************* Emanuela Rosazza Gianin Dipartimento di Statistica e Metodi Quantitativi Università di Milano-Bicocca Edificio U7 – 4° Piano Via Bicocca degli Arcimboldi, 8 20126 Milano Tel. 02 64483208 Fax. 02 64483105 e-mail: emanuela.rosazza1(a)unimib.it *******************************************************************************************

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PhD course Gianluca Fusai in Bicocca
by Fabio Bellini 16 Jun '16

16 Jun '16

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Scouting Internazionale presso IMT Lucca
by Irene Crimaldi 15 Jun '16

15 Jun '16

Si comunica che la Scuola IMT ha indetto una procedura di Scouting Internazionale. La scadenza è il giorno 13 luglio alle ore 23.59. Al presente link http://www.imtlucca.it/school/job-opportunities/academic/international-scou… potete trovare le informazioni sulla call e sui profili. Cordiali saluti, Irene Crimaldi IMT School for Advanced Studies Lucca

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Seminario di Probabilità - Padova
by Paolo Dai Pra 15 Jun '16

15 Jun '16

Ho il piacere di invitarvi al seguente seminario, che si terrà Giovedì 23 Giugno, alle 15:00, in aula 2AB40 della Torre Archimede presso il Dipartimento di Matematica dell'Università degli Studi di Padova. SPEAKER: Paolo Pigato AFFILIATION: INRIA Nancy-Grand Est TITLE: Statistical estimation of diffusion processes with discontinuous coefficients ABSTRACT: We consider the problem of estimating the parameters of the Oscillating Brownian Motion, a classical example of stochastic differential equation with discontinuous diffusion coefficient. We see how to construct this process as limit of Oscillating Random Walks, and consider the problem of statistical estimation of these discrete objects. We then study the convergence of some estimators for the parameters of the limiting process. Paolo Dai Pra Dipartimento di Matematica Via Trieste, 63 35121 Padova Tel. +39 0498271361 Fax +39 0498271428 daipra(a)math.unipd.it

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Seminario SCOTT
by Matteo Ruggiero 15 Jun '16

15 Jun '16

******************************************************************* STATISTICS SEMINARS @ COLLEGIO CARLO ALBERTO ******************************************************************* Mercoledi 22 Giugno 2016 alle ore 12:00, presso l’Aula Rossa del Collegio Carlo Alberto, Moncalieri (TO), si terra' il seguente seminario: Steven SCOTT (Google) PREDICTING THE PRESENT WITH BAYESIAN STRUCTURAL TIME SERIES This article describes a system for short term forecasting based on an ensemble prediction that averages over different combinations of predictors. The system combines a structural time series model for the target series with regression component capturing the contributions of contemporaneous search query data. A spike-and-slab prior on the regression coefficients induces sparsity, dramatically reducing the size of the regression problem. Our system averages over potential contributions from a very large set of models and gives easily digested reports of which coefficients are likely to be important. We illustrate with applications to initial claims for unemployment benefits and to retail sales. Although our exposition focuses on using search engine data to forecast economic time series, the underlying statistical methods can be applied to more general short term forecasting with large numbers of contemporaneous predictors. Tutti gli interessati sono invitati a partecipare. Il seminario e' organizzato dalla "de Castro" Statistics Initiative (http://www.carloalberto.org/stats) in collaborazione con il Collegio Carlo Alberto. Cordiali saluti, Matteo Ruggiero --- Matteo Ruggiero University of Torino and Collegio Carlo Alberto www.matteoruggiero.it

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Fwd: [World] 4-6 July 2016 - condensation workshop at Bath (UK)
by Gustavo Posta 13 Jun '16

13 Jun '16

Begin forwarded message: > > From: Cécile Mailler <c.mailler(a)bath.ac.uk> > Date: 11 giugno 2016 20.30.16 GMT+02.00 > Subject: [World] 4-6 July 2016 - condensation workshop at Bath (UK) > Reply-To: c.mailler(a)bath.ac.uk > > Dear all, > > We are organising a workshop on > Condensation phenomena in stochastic systems > to be held at the University of Bath on the 4th-6th July 2016 (next month!). > > Our webpage with more information (including a list of speakers and program) can be found here: > http://people.bath.ac.uk/cdm37/CondensationWorkshopBath.html > > Everyone interested is welcome to attend (there are no conference fees). > To register, just reply to this email as soon as convenient. > > Best wishes, > Cécile Mailler > (on behalf of the other organisers: Stefan Grosskinsky and Peter Mörters) > _______________________________________________ > 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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Politecnico di Milano - Seminario L. Calatroni
by Laura M. Sangalli 13 Jun '16

13 Jun '16

Si avvisa che in data 11/07/2016, alle ore 11:30 precise, presso Aula Seminari "Saleri" VI Piano, Dipartimento di Matematica, Politecnico di Milano, nell'ambito delle iniziative MOX, si svolgerà il seguente seminario: Relatore: Luca Calatroni, Experienced Researcher Marie-Curie fellow, Camelot Biomedical systems, Genova and MIDA group, Università degli studi di Genova Titolo: Design and optimisation of non-smooth Imaging models via Partial Differential Equations Abstract: Variational methods and Partial Differential Equations (PDEs) have been extensively employed for the mathematical formulation of a myriad of problems describing physical phenomena such as heat propagation, thermodynamic transformations and many more. In imaging, PDEs following variational principles are often considered. In their general form these models combine a regularisation and a data fitting term, balancing one against the other appropriately. Typically, Total variation (TV) regularisation is used due to its edge-preserving and smoothing properties. In this talk, we focus on the use of PDEs for the optimal design of several Imaging models. Starting from the use of higher-order and non-smooth variants of classical heat-type diffusion models often employed to counteract well-known TV reconstruction drawbacks (such as staircasing), we focus in particular on the use of non-smooth optimisation approaches with PDE constraints in the context of optimal parameter estimation for some non-standard image denoising problems. Finally, we consider some TV-based models recently reinterpreted in the framework of graphs and applied to some image segmentation problems. Tutti gli interessati sono invitati a partecipare. Cordiali saluti, Laura Sangalli -- Laura Maria Sangalli MOX - Dipartimento di Matematica Politecnico di Milano Piazza Leonardo da Vinci 32 20133 Milano - Italy tel: +39 02 2399 4554 fax: +39 02 2399 4568 email: laura.sangalli(a)polimi.it url: http://mox.polimi.it/~sangalli

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Seminario PILLAI
by Matteo Ruggiero 13 Jun '16

13 Jun '16

******************************************************************* STATISTICS SEMINARS @ COLLEGIO CARLO ALBERTO ******************************************************************* Lunedi 20 Giugno 2016 alle ore 12:00, presso l’Aula Rossa del Collegio Carlo Alberto, Moncalieri (TO), si terra' il seguente seminario: Natesh PILLAI (Harvard University) BAYESIAN FACTOR MODELS IN HIGH DIMENSIONS Sparse Bayesian factor models are routinely implemented for parsimonious dependence modeling and dimensionality reduction in high-dimensional applications. We provide theoretical understanding of such Bayesian procedures in terms of posterior convergence rates in inferring high-dimensional covariance matrices where the dimension can be larger than the sample size. We will also discuss other high dimensional shrinkage priors and discuss them in the context of factor models. Tutti gli interessati sono invitati a partecipare. Il seminario e' organizzato dalla "de Castro" Statistics Initiative (http://www.carloalberto.org/stats) in collaborazione con il Collegio Carlo Alberto. Cordiali saluti, Matteo Ruggiero --- Matteo Ruggiero University of Torino and Collegio Carlo Alberto www.matteoruggiero.it

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Session on Networks and Big Data at next AMASES Conference, Catania, Sep 15-17, 2016
by Fabrizio Lillo 10 Jun '16

10 Jun '16

Dear Colleagues, a session entitled “Networks and Big Data Analysis in Economics, Finance, and Social Systems" will take place during the AMASES Annual Conference, which will be held in Catania in the period September 15-17, 2016. It is a great pleasure to invite you to submit an extended abstract to http://www.amases2016.unict.it by specifying the session title. For information, please contact: Fabrizio Lillo (fabrizio.lillo(a)sns.it) Michele Tumminello (michele.tumminello(a)gmail.com) I am looking forward to meeting you in Catania. Best regards Fabrizio Lillo and Michele Tumminello ---------------------------------------- Fabrizio Lillo Scuola Normale Superiore Piazza dei Cavalieri 7 56126 Pisa ITALY New website: fabriziolillo.wordpress.com phone: +39 050509159

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Re: [Random] New graduate college Bielefeld-Seoul, fellowships available
by Enrico Priola 09 Jun '16

09 Jun '16

2016-06-09 14:45 GMT+02:00 International Research Training Group 2235 < irtg(a)math.uni-bielefeld.de>: > > > It is my pleasure to inform you that we have recently established an > international research training group in the area of real and stochastic > analysis and neighboring fields at Bielefeld University. This graduate > college is run together with the math department at Seoul National > University. It currently offers new positions for future PhD students. > Please find the announcement here: > > https://irtg.math.uni-bielefeld.de/IRTG2235_open_positions.pdf > > I would like to ask you to forward this information to students who > might be interested in joining our college. Please note the very short > deadline, so fast action would be very welcome. If you have the > possibility to send the above link to some appropriate mailing group, > then please do so. You may find more information about the college at > our webpage > > https://irtg.math.uni-bielefeld.de/ > > Thank you very much for your kind support. > > With best regards, > > Moritz Kassmann > > ------------------------------------- > > > -- > Prof. Dr. Moritz Kassmann > International Research Training Group (IRTG) 2235 > Bielefeld University > Post Box 10 01 31 > 33501 Bielefeld > Germany > > Email: irtg(a)math.uni-bielefeld.de > https://irtg.math.uni-bielefeld.de/ > >

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PhD at University of Warwick
by Pietro Caputo 09 Jun '16

09 Jun '16

Ricevo e inoltro: -------------------------------- Dear Colleagues, we have got recently more funding for our doctoral training centre MASDOC which we can use for EU-students. In case you happen to know a candidate interested to do his PhD at Warwick either in analysis or probability please let us know. Further information on the web site ( http://www2.warwick.ac.uk/fac/sci/masdoc/ ). Any question - just let me know. Thanks Best wishes Stefan Dr. Stefan Adams Associate Professor (Reader) Mathematics Institute University of Warwick Coventry CV4 7AL United Kingdom Phone: +44 (0) 24 7652 3571 Mobile: +44(0)7852314861 Email: S.Adams(a)warwick.ac.uk

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Seminario Marina Santacroce
by Marco Maggis 08 Jun '16

08 Jun '16

Con preghiera di diffusione ai possibili interessati. Annuncio di Seminario, Martedì 21 Giugno, ore 12:30, Sala di Rappresentanza Dipartimento di Matematica (UniMi) Via C. Saldini 50 Milano Professoressa Marina Santacroce, Dipartimento di Matematica, Politecnico di Torino Title: From classical to general utilities maximization: control techniques versus other approaches. Abstract: In this talk we discuss methods which give constructive characterizations of the optimal strategies for expected utility maximization problems in a continuous semimartingale setting. In particular, we focus on a method which seems to provide a valid alternative to dynamic programming and works for general utilities and, besides, displays a clear link with convex duality.

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RTD B SECS-S06 in Bicocca (fwd)
by Tiziano Vargiolu 07 Jun '16

07 Jun '16

---------- Forwarded message ---------- Date: Tue, 07 Jun 2016 09:21:10 +0200 From: Fabio Bellini <fabio.bellini(a)unimib.it> To: vargiolu(a)math.unipd.it Subject: RTD B SECS-S06 in Bicocca Ciao Tiziano, potresti inoltrare alla tua lista? Grazie mille! Cari colleghi, vi segnalo che al DISMEQ della Universit? di Milano-Bicocca ? stato bandito un posto per un ricercatore di tipo B nel settore SECS-S06. Il bando ? disponibile sulla pagina http://www.unimib.it/go/48876/Home/Italiano/Bandi-e-concorsi/Bandi-per-pers onale-docente/Reclutamento-professori-e-ricercatori/Bandi-2016/2016-Ricerca tori-a-tempo-determinato la scadenza ? il 13 giugno 2016 (luned? prossimo). Saluti Fabio Bellini

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Bando Dottorato Modena, Parma, Ferrara
by Cristian Giardina 07 Jun '16

07 Jun '16

Cari Colleghi, Vi informo che è stato pubblicato il bando per l'attribuzione dei 10 posti del Dottorato in Matematica in convenzione tra l' Universita' di Modena/Reggio Emilia, l'Universita' di Parma e l'Universita' di Ferrara. Il bando scade il giorno *30 Giugno 2016 alle ore 13*. Possono partecipare coloro che conseguiranno la Laurea Magistrale entro il 31 Ottobre 2016. Tutte le informazioni si trovano ai siti ITALIANO: http://www.unimore.it/didattica/dottorato.html?ID=36 ENGLISH: http://www.unimore.it/didattica/doctorate.html?ID=36 Cordiali saluti, Cristian Giardina'

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Seminario GOLDIN (RGS, ADAMSS, CIMAB & Matematica Applicata)
by Giacomo Aletti 07 Jun '16

07 Jun '16

Con preghiera di diffusione tra tutti i possibili interessati, scusandomi per invii multipli. 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 venerdì 24 Giugno 2016, alle ore 17.00, nell'Aula C (secondo piano) del Dipartimento di Matematica dell'Universita' degli Studi di Milano, Via C. Saldini, 50, Milano, "Neuronal Classification from Network Connectivity " Rebecca GOLDIN George Mason University Abstract The mammalian brain is a large network of neurons (~10^8 in rodents up to 10^11 in humans) sparsely interconnected by synapses (~10^4 per neuron). Most synapses are directional contacts between extensive tree-like structures, namely the axon of the output neuron and the dendrite of the input neuron. The ongoing assembly of complete maps of such circuits (“connectomes”) is crucial to understanding the brain structure-function relationship. Although the exact connectivity pattern of each neuron is unique, the common working assumption posits the existence of distinct “neuronal classes”, such that neurons in the same class share more similar connectivity patterns than neurons in different classes. A rigorous definition of this concept is still lacking, and even the order of magnitude of the number of neuronal classes is source of wide disagreement in neuroscience. Connectomic data may become available within the next decade for at least parts of nervous system in animal models, yet the mathematics to analyze these data is still underdeveloped. Indeed, that same mathematics should inform the data collection itself: Should we collect as much data from one animal as possible, or from as many animals as possible? Are more data with less precision better or worse than more precision with less data? We developed a class of probabilistic models that formalizes the concept of neuronal class based on network connectivity. Given a complete list of all neurons and their connections in a network, the model derives the number of neuronal classes, and an assignment of each neuron to a class. We fit the model using sparse singular value decomposition, and cluster the latent vectors into groups, and infer the neuronal classes. We tested the models on neurobiologically realistic simulated data, and found that our approach is robust and computationally tractable. We generated 50 graphs with 32,768 vertices each by stochastically assigning (secret) groups. One model consistently returned 100% correct class assignment, with 2% error in individual neural assignment, and reconstructed probability matrices well within the precision specified in the original probability matrix. This method provides a practical and theoretical foundation to bridge neuronal- and system-level neuroanatomy. Joint work with: Giorgio Ascoli, Carey Priebe, David Marchette, Paul Salomonsky, and Joshua Vogelstein t. ================= 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/.(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

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Seminario di Probabilità - Padova
by Paolo Dai Pra 06 Jun '16

06 Jun '16

Ho il piacere di invitarvi al seguente seminario, che si terrà Giovedì 9 Giugno, alle 14:30, in Sala Riunioni del VII piano (accesso scale A e B) della Torre Archimede presso il Dipartimento di Matematica dell'Università degli Studi di Padova. SPEAKER: Giuseppe Cannizzaro AFFILIATION: TU Berlin TITLE: Malliavin Calculus for Regularity Structures: the case of gPAM ABSTRACT: The theory of Regularity Structures allowed to solve a number of ill-posed stochastic partial differential equations. In this presentation, after recalling the main aspects of Hairer's work, we will show how it is possible to introduce Malliavin Calculus tools in this context in order to investigate probabilistic properties of the solutions to such equations. We will focus on one standard example of the theory, namely the generalized Parabolic Anderson Model (gPAM), and prove that its solution, when evaluated at a space-time point, admits a density with respect to the Lebesgue measure. Paolo Dai Pra Dipartimento di Matematica Via Trieste, 63 35121 Padova Tel. +39 0498271361 Fax +39 0498271428 daipra(a)math.unipd.it

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Seminari del prof. Aldo Procacci
by Massimo Campanino 03 Jun '16

03 Jun '16

I giorni venerdì 10 e lunedì 13 giugno il prof. Aldo Procacci del Dipartimento di Matematica, Universidade Federal de Minas Gerais (Brasile) terrà due seminari presso il Dipartimento di Matematica dell'Università di Bologna, pazza Porta S. Donato 5, 40126 Bologna. Ven. 10 Giu, ore 17:00 aula Seminari VIII Piano The Mayer series: two explicit expressions for its coefficients and the combinatorial problem. We derive the (formal) Mayer series of the pressure of a system of classical particles interacting via a pair potential from the standard grand canonical partition function. We give two alternative representations of its coefficients e we discuss the combinatorial problem involved towards the question of its convergence. We conclude the talk by giving a brief review on results obtained and methods proposed , since 1963, to face this combinatorial problem Lun 13 Giu, ore 15:00 aula Enriques Convergence of the Mayer and Virial expansions and the Penrose tree-graph identity We establish new lower bounds for the convergence radius of the Mayer series and the Virial series of a continuous particle system interacting via a stable and tempered pair potential. Our bounds considerably improve those given by Penrose and Ruelle in 1963 for the Mayer series and by Lebowitz and Penrose in 1964 for the Virial series. To get our results we exploit the tree-graph identity given by Penrose in 1967 using a new partition scheme based on minumum spanning trees. 5x1000 AI GIOVANI RICERCATORI DELL'UNIVERSITÀ DI BOLOGNA Codice Fiscale: 80007010376

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winterschool Numerics for SPDEs
by Erika Hausenblas 02 Jun '16

02 Jun '16

Winterschool announcment We organize a winterschool in Linz, Austria about Numerics for Stochastic Partial Differential Equations and their Applications December, 5-9. Young researcher can also apply for lodging and/or traveling grants. You will find more information at http://www.ricam.oeaw.ac.at/specsem/specsem2016/school2/ If there are any questions, please do not hesistate to contact me. Erika -- ---------------------------------------------------------------------------------------------- Professor Erika Hausenblas Lehrstuhl Angewandte Mathematik Montanuniversität Leoben Franz-Josef-Straße 18 8700 Leoben Phone.: +43 (0) 3842 402-1700 Fax: +43 (0) 3842 402-1702 http://institute.unileoben.ac.at/amat/personal.html

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Mini course in Verona: Lévy processes with applications in financial modelling, by Giulia Di Nunno
by Luca di persio 02 Jun '16

02 Jun '16

*Mini course announcement* Prof. Giulia Di Nunno [ UiO - Department of Mathematics - Oslo ] will give a mini course on *Lévy processes with applications in financial modelling*, at the Department of Computer Science, University of Verona, according with the following calendar Monday, 6th of June 14.30 -17.30 Tuesday, 7th of June 13.30 -16.30 Wednesday, 8th of June 14.30 -17.30 All the lessons will take place at the Dept. of Computer Science, Strada le Grazie, 15 - Verona Ca' Vignal 2, first floor , Room M. located here https://goo.gl/maps/Yx2JU The* tentative programme* is the following: 1. Lévy processes an introduction – infinitely divisible distributions, characteristic function and Lévy-Khinchine formula – Lévy-Ito decomposition – Lévy measure, path and moment properties. – Some classes of Lévy processes of particular interest 2. Lévy processes and stochastic calculus – Ito formula for Lévy processes – Girsanov theorem, Esscher transform 3. Asset price modelling – price models based on exponential Lévy process – real-world measure and risk-neutral measure, market incompleteness – examples of models 4. Pricing of financial derivatives in the models introduced 5. (if time permits) Introduction to hedging and portfolio representations Do not hesitate to contact me for further details: luca.dipersio(a)univr.it LuCa __ Luca Di Persio - PhD assistant professor of Probability and Mathematical Finance Dept. Informatics University of Verona strada le Grazie 15 - 37134 Verona - Italy Tel : +39 045 802 7968 Dept. Math University of Trento V. Sommarive, 14 - 38123 Povo - Italy Tel : +39 0461 281686

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Annual European Seminar on Bayesian Econometrics - Venice October 2016 - Call for papers
by Monica Billio 02 Jun '16

02 Jun '16

7^th ANNUAL EUROPEAN SEMINAR ON BAYESIAN ECONOMETRICS *ESOBE 2016* * *Venice, Italy 27 - 28 October 2016 The workshop is organised by the *Department of Economics of the University Ca’ Foscari of Venice *(Venice, Italy), and is co-sponsored by the *European Central Bank *(Frankfurt) and *GRETA Associati *(Venice, Italy). The ESOBE meetings aim at bringing together researchers and professionals interested in the application of Bayesian inference. Ever since the pioneering work of Arnold Zellner, Bayesian econometrics has expanded enormously in areas such as economics, finance, business, and marketing. Empirical applications of Bayesian econometrics deal with issues such as financial time series analysis, risk management, economic growth analysis, measurement of policy effectiveness, individual decision making in marketing, labour market analysis, forecasting in monetary policy, just to name a few. The computational revolution in simulation techniques is a key ingredient in this expansion and allows the application of Bayesian methods to increasingly complex models and high-dimensional data environments. The ESOBE meetings are intended as a discussion forum for new and recent research methods that are capable to face these challenges. These techniques include, among others, semi-parametric modelling based on mixtures, shrinkage estimators, and variable selection methods. The organizers encourage submissions of papers on any topic within the overall theme of the conference and in the following areas in particular: ·Bayesian financial econometrics ·Bayesian microeconometrics and program evaluation ·Bayesian nonparametric and semi-parametric methods based on countably infinite mixtures ·Shrinkage estimation and variable selection in high-dimensional data environments ·Computational methods for large datasets ·Efficient MCMC and SMC methods for complex models The keynote speakers of ESOBE 2016 are: ** *Christian P. Robert*(University Paris Dauphine and University of Warwick) *Thomas J. Sargent*(New York University) The Scientific Committee for the Conference consists of: *Monica Billio *(Ca’ Foscari University of Venice) *Fabio Canova*(BI Norwegian Business School) *Roberto Casarin *(Ca’ Foscari University of Venice) *Sylvia Frühwirth-Schnatter *(Wirtschaftsuniversität Wien) *Sylvia Kaufmann *(Study Center Gerzensee) *Gary Koop *(Strathclyde Business School) *Francesco Ravazzolo *(Free University of Bozen/Bolzano) *Herman K. van Dijk *(Erasmus University Rotterdam and VU University Amsterdam) CALL FOR PAPERS The final program will include both submitted and invited papers. In addition to invited presentations, the workshop will have: * contributed sessions; * a special session by junior scientist presentations; * a poster presentations. We would welcome submissions for these sessions. Submissions for the contributed sessions should be sent to ** <mailto:esobe2016@unive.it>*esobe2016(a)unive.it <mailto:esobe2016@unive.it>*by*July 15, 2016*. Researchers who received their Ph.D. after *October 2013 *or *expect to graduate by November 2016*, may register as "junior scientist" (a detailed CV has to be submitted during registration). Junior scientists may apply for a travel award (more detailed information will be soon available). Papers submitted by junior scientists will be eligible for the Special Session of Junior Scientist Presentations. IMPORTANT DATES July 15, 2016: Papers submission deadline August 20, 2016: Paper acceptance notification September 30, 2016: Deadline for registration More detailed information available on the Conference website: <http://virgo.unive.it/esobe2016/index.htm>http://virgo.unive.it/esobe2016/index.htm <http://www.greta.it/credit/credit2015/credit2015.htm> * Apologies for post-crossing.

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CALL FOR PAPERS "5th International Conference in Memory of Carlo Giannini, 25 – 26 Novembre 2016" (fwd)
by Tiziano Vargiolu 01 Jun '16

01 Jun '16

---------- Forwarded message ---------- Date: Wed, 25 May 2016 09:38:13 +0000 From: "Urga, Giovanni" <G.Urga(a)city.ac.uk> To: Tiziano Vargiolu <vargiolu(a)math.unipd.it> Cc: "Urga, Giovanni" <G.Urga(a)city.ac.uk> Subject: CALL FOR PAPERS "5th International Conference in Memory of Carlo Giannini, 25 ? 26 Novembre 2016" Caro Tiziano TI chiedo cortesemente di far circolare la locandina in allegato contenente il Call for Papers della conferenza 2016 in memoria di Carlo Giannini. Grazie in anticipo. Saluti Giovanni **************************************************************** Please use both addresses: giovanni.urga(a)unibg.it and g.urga(a)city.ac.uk **************************************************************** Giovanni Urga Professor of Finance and Econometrics Faculty of Finance Cass Business School 106 Bunhill Row London EC1Y 8TZ (U.K.) Tel.+/44/(0)20/70408698 Fax.+/44/(0)20/70408881 www.cass.city.ac.uk/experts/G.Urga https://sites.google.com/site/urgagiovanni/ Director, Centre for Econometric Analysis (CEA@Cass) http://www.cass.city.ac.uk/cea/index.html Professore di Econometria, Department of Management, Economics and Quantitative Methods, Bergamo University (Italy) http://www00.unibg.it/struttura/strutturasmst.asp?rubrica=1&persona=689&nom e=Giovanni&cognome=Urga&titolo=Prof.

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Fwd: I: Selezione per un RTD tipo B in Statistica Economica a Tor Vergata (fwd)
by Tiziano Vargiolu 01 Jun '16

01 Jun '16

---------- Forwarded message ---------- From: Gianluca Cubadda <gianluca.cubadda(a)uniroma2.it> Date: 2016-05-30 8:23 GMT+02:00 Subject: I: Selezione per un RTD tipo B in Statistica Economica a Tor Vergata Con preghiera di massima diffusione: Si informa che ? stato indetta una selezione per il reclutamento di un ricercatore a tempo determinato di tipo B nel Settore concorsuale 13/D2, Settore scientifico-disciplinare SECS-S/03 - Statistica Economica - presso il Dipartimento di Economia e Finanza dell'Universit? degli Studi di Roma "Tor Vergata" L?attivit? di ricerca prevista dovr? riguardare lo sviluppo e l?impiego di appropriati metodi statistici per la misurazione e l'analisi dei fenomeni in ambito economico e finanziario. I principali campi di ricerca del candidato ideale saranno: la metodologia statistica per dati di grandi dimensioni, l'analisi e la previsione delle serie storiche economiche e finanziarie. Il bando, che scade il 13/06/2016, ? disponibile all'indirizzo: http://concorsi.uniroma2.it/php/viewbando.php?id=2167 Cordiali saluti, Gianluca Cubadda --- Gianluca Cubadda Department of Economics and Finance University of Rome "Tor Vergata" Via Columbia 2, 00133 Rome - Italy Tel. +39 06 7259 5847 Fax. +39 06 2040219 WEB page: http://directory.uniroma2.it/index.php/chart/dettagliDocente/3916

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