Random June 2016

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24 participants
33 discussions

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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