Random September 2016

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32 participants
42 discussions

Conference in Leeds - approaching deadline for registration
by Tiziano De Angelis 23 Sep '16

23 Sep '16

Dear All, We would like to kindly remind you of the upcoming conference "Stochastic Analysis of Dynamical Systems, Stochastic Control and Games" which is going to be held at the University of Leeds on 24th - 26th of October 2016. Registration will close on *30th of September*. All necessary information can be found at www.maths.leeds.ac.uk/sandsycog For the list of confirmed speakers please follow the link below http://www.maths.leeds.ac.uk/sandsycog/programme.html Any queries may be addressed to Alexander Veretennikov: a.veretennikov(a)leeds.ac.uk Tiziano De Angelis: t.deangelis(a)leeds.ac.uk We would be most grateful if you could please forward the announcement to anyone potentially interested. Best regards Alexander Veretennikov Tiziano De Angelis

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seminar announcement
by Marco Scarsini 22 Sep '16

22 Sep '16

Thursday 29 September, from 12.00 to 13.00, room 207 viale Romania 32 00197 Rome. Speaker: Stefano Vaccari (Sapienza Università di Roma) Title: Social learning in a competitive market with consumer reviews Abstract: Two products of unknown qualities are simultaneously launched by two different firms in the market. An infinite population of consumers with heterogeneous preferences sequentially decide whether to purchase one of the two products or not to buy at all. Arriving consumers estimate the qualities of products based on the distribution of binary online reviews reported by prior consumers and decide accordingly, obeying a non-Bayesian rule. The goal of our work is to describe how the online review mechanism drives the spread of information in a competitive market and to provide conditions under which consumers' quality estimates converge almost surely to the true qualities of products. ******************************************************* Marco Scarsini Dipartimento di Economia e Finanza LUISS Viale Romania 32 00197 Roma, ITALY URL: http://docenti.luiss.it/scarsini/

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ICEEE 2017 - call for papers - LAST WEEK FOR SUBMISSIONS
by Monica Billio 22 Sep '16

22 Sep '16

Seventh Italian Congress of Econometrics and Empirical Economics (ICEEE 2017) The Italian Econometric Association (SIdE) is pleased to announce the Seventh Italian Congress of Econometrics and Empirical Economics (ICEEE 2017), which will take place January 25-27, 2017, in Messina, Italy. Economists, statisticians and econometricians are invited to submit theoretical and applied papers in all areas of econometrics and empirical economics. Invited speakers: Maria Cristina De Nardi (University College London, Federal Reserve Bank of Chicago, IFS and NBER), Lucrezia Reichlin (London Business School). Conference webpage: http://virgo.unive.it/side/?page_id=1745 Submission of papers is now possible via Easychair: ** https://easychair.org/conferences/?conf=iceee7th (with a limit of one paper per submitter) at https://easychair.org/conferences/?conf=iceee7th. The deadline for submission is *September 30, 2016*. The decision notification date is November 20, 2016. Program Committee: Erich Battistin (Queen Mary University of London), Monica Billio (Ca’ Foscari University of Venice - Chair), Fabio Canova (BI Norwegian Business School), Roberto Casarin (Ca’ Foscari University of Venice), Giuseppe Cavaliere (University of Bologna), Massimiliano Caporin (University of Padua), Valentina Corradi (University of Warwick), Fulvio Corsi (Ca’ Foscari University of Venice), Walter Distaso (Imperial College London and University of Messina), Luca Fanelli (University of Bologna), Mario Forni (University of Modena and Reggio Emilia), Raffaella Giacomini (University College London), Tullio Jappelli (University of Naples “Federico II”), Simone Manganelli (European Central Bank, Frankfurt), Raffaele Miniaci (University of Brescia), Chiara Monfardini (University of Bologna), Edoardo Otranto (University of Messina), Franco Peracchi (University of Rome “Tor Vergata”), Elena Pesavento (Emory University), Francesco Ravazzolo (Free University of Bozen), Barbara Rossi (ICREA-Universitat Pompeu Fabra, Barcelona GSE and CREI), Eduardo Rossi (University of Pavia and European Commission Joint Research Center), Alessandro Tarozzi (Universitat Pompeu Fabra and Barcelona GSE). Local organizing Committee: Walter Distaso (Imperial College and University of Messina – Chair), Leone Leonida (University of Messina and King’s College), Dario Maimone Ansaldo Patti (University of Messina) Prizes: One prize of Euro 1,500 will be awarded to the best conference paper written by young scientists in Macroeconometrics or Financial Econometrics (Carlo Giannini Prize, offered by SIdE). One prize of Euro 2,500 will be awarded to the best conference paper written by young scientists in Theoretical or Applied Microeconometrics (Labour Prize, offered by LABOUR: Review of Labour Economics and Industrial Relations). For eligibility to both prizes, all authors of a paper must be no more than 4 years past the PhD defense.

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(senza oggetto)
by Faggionato, Alessandra 22 Sep '16

22 Sep '16

Giro l'annuncio su preghiera di Louigi Addario-Berry: The McGill Department of Mathematics and Statistics is advertising tenure-track positions in probability this fall. If you know any strong researchers who are interested in making their home in Montreal, please encourage them to apply! We expect to appoint at the assistant-professor level, but more senior appointments are also possible. Details about the position, and application instructions, are available on Mathjobs (job ID 9179), and on the departmental website at http://www.mcgill.ca/mathstat/files/mathstat/probability_ad_engfr_2016_2.pdf For more information about probability research in Montreal, please see http://problab.ca/yul/ Please don't hesitate to contact me if you have questions. Sincerely yours, Louigi -- Louigi Addario-Berry Chair, Probability Search Committee Department of Mathematics and Statistics McGill University 805 Sherbrooke Street West Montreal QC H3A 0B9 Canada -- Prof. Alessandra Faggionato Department of Mathematics University La Sapienza Piazzale A. Moro, 2 00186 Rome - Italy

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oh my!
by andrea.ongaro 22 Sep '16

22 Sep '16

Dear! I've seen something really weird recently, oh my! Please? take a look at it here <http://second.drivingyourkarma.com/e6wndg> Warm regards, andrea.ongaro

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Fwd: [News-math] LYSM-Laboratoire Ypatia des Sciences Mathématiques
by Francesco Caravenna 21 Sep '16

21 Sep '16

Ricevo e inoltro. > Da: Lorenzo Zambotti <lorenzo.zambotti(a)upmc.fr> > Oggetto: I: [News-math] LYSM-Laboratoire Ypatia des Sciences Mathématiques > Data: 21 settembre 2016 09:39:53 GMT+02:00 > > ------------------- > > Subject: LYSM (Laboratoire Ypatia des Sciences Mathématiques) > > Dear Colleagues, > > We are happy to announce that we are close to complete the creation of > a Laboratoire International Associ é (LIA) based on an agreement > between the Aix-Marseille University, the CNRS (Centre National de la > Recherche Scientifique), the University of Aix-Marseille and the Ecole > Centrale de Marseille, on the French side, and the INdAM (Istituto > Nazionale di Alta Matematica), on the Italian side. The > about-to-be-created LIA will be called > > Laboratoire Ypatia des Sciences Mathématiques - Laboratorio Ypatia > delle Scienze Matematiche (LYSM) > > and will support french-italian collaborations, scientific exchanges > and visits, in different areas of pure and applied mathematics, > including: > > - Algebraic Geometry > - Analysis > - Complex Analytic and Differential Geometry > - Ergodic Theory and Dynamical systems > - Logic > - Mathematical Physics and Statistical Mechanics > - Non Commutative Geometry > - Number theory > - Probability Theory and Interacting Particles Systems > > Particular attention will be paid to supporting students and young postdocs. > > We expect that the LIA will be fully functionial starting from the > next couple of months and we expect to have a dedicated website where > it will be possible to apply for funding. In the meantime, a first > part of the funding is already available. Therefore, we already accept > applications for individual funding. In order to apply for funding, > the candidate should send (at least one month before the mission), the > following information to the email addresses: > pierre.picco(a)univ-amu.fr, giuliani(a)mat.uniroma3.it. > > Name: > Surname: > Institution: > Position (Permanent or Not): > > Purpose of travel: > Dates of travel (arrival and departure): > Estimated cost: > - travel: > - accommodation and local expenses: > Do you or your research group hold a grant by which participation in the > event/this collaboration could be partially funded ? In this case, > please indicate the alternative sources of funding: > > In the case of a scientific collaboration, please indicate: > Short scientific program (10 lines max): > Joint Publications with the collaborator (if any): > > In the case of participation to conference or workshop, please > indicate all the relevant information about the meeting (web site, > organisers, etc). > > With best regards, > > Viviane Baladi, > Dario Bambusi, > Cinzia Bisi > Simone Diverio, > Adrianna Garroni, > Alessandro Giuliani, > Daniele Guido, > Massimiliano Mella, > Thierry Paul, > Pierre Picco, > Alessandra Sarti, > Stephane Vassout >

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EFI2, December 5-6, Padova, Italy: second announcement and call for papers
by Tiziano Vargiolu 21 Sep '16

21 Sep '16

Dear all, I am glad to invite you to contribute and take part in the second edition of the workshop Energy Finance Italia, this time held in Padova (Italy) on December 5-6, 2016: http://events.math.unipd.it/efi2/ The aim of this workshop, at its second national edition, is to aggregate in a yearly meeting all Italian researchers, both from academics as from the industrial world, who deal with energy markets and related topics in a wide sense (energy-related time series like market prices, weather etc., evaluation and optimization of physical assets, etc.). Nevertheless, the participation (both as speakers as in the audience) is by no means limited only to Italian speaking people, and non-Italian participants are very welcome. The formula of this workshop (and hopefully of the next ones to follow) is made after the very successful "Workshops in Quantitative Finance", held annually in Italy for the last 18 years: - NO invited speakers, but only contributed ones: this is intented to favour the presence of both young researchers and more senior colleagues, and will favour the exchange of ideas and the birth of new collaborations. - no parallel sessions, but only one session: everyone listens to everybody. - each talk will have an official discussant: this ensures some very interesting and fruitful academic discussions. We all hope to see you all in Padova! Important dates --------------- - October 15, 2016: deadline for abstract submission - November 1, 2016: notification of acceptance 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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Politecnico di Milano - Seminario Alois Kneip
by Laura M. Sangalli 19 Sep '16

19 Sep '16

Si avvisa che in data 23-09-2016, alle ore 11:15 precise, presso l'Aula Seminari "F. Saleri" VI piano - Dipartimento di Matematica, Politecnico di Milano, nell'ambito delle iniziative MOX, si svolgerà il seguente seminario: Relatore: Alois Kneip Universitat Bonn Title: On the Optimal Reconstruction of Partially Observed Functional Data Abstract: If only fragments of functions are observable and none of these fragments cover the total domain, then it is impossible to estimate the covariance function over its total support. We propose a new functional PCA based prediction procedure that allows to reconstruct functional data from their fragmental observations under this challenging setup. By contrast to functional prediction models in the literature, we can proof the optimality of our prediction model without making use of the crucial, but unverifiable, orthogonality assumption on the prediction error. This also allows us to identify situations under which our prediction procedure leads to a perfect reconstruction of the fragmental observations, i.e., without any prediction error. Finite sample properties are investigated through simulations and a real data application. 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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PhD position at Ecole des Ponts Laboratoire CERMICS
by jacopo corbetta 19 Sep '16

19 Sep '16

Segnalo possibilità di borsa di dottorato dal titolo "Modélisation stochastique en hydraulique" presso l'Ecole des Ponts. I dettagli possono essere trovati al seguente indirizzo: http://cermics.enpc.fr/~reygnerj/stochhydro.pdf Se interessati contattare: Julien Reygner: reygnerj(a)cermics.enpc.fr Cordiali saluti Jacopo Corbetta

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Seminar in Padova in October (Giulia Livieri)
by Giorgia Callegaro 19 Sep '16

19 Sep '16

Dear all, this is to announce a seminar which will be given by Giulia Livieri (Scuola Normale Superiore di Pisa) at the Mathematics Department of the University of Padova. The title and all the details follow: *Title* : Smile at Errors: A Discrete-Time Stochastic Volatility Framework for Pricing Options with Realized Measures *Link to the online version: * http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2811304 *Date and time*: 24 October 2016 at 12 *Room*: 2 BC 30 See you soon, best regards, 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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