October 2017 - Random - Mailing list — Dipartimento di Matematica, UniPI

Fwd: Excellence Laboratory Milyon scholarships: call for applications 2018
by Gianfausto SALVADORI 19 Oct '17

19 Oct '17

Ricevo e inoltro, nella speranza che possa esser utile a qualche nostro studente. Cordiali saluti, G. Salvadori > Dear colleagues, > > Please forward the following announcement for Master and Bachelor level scholarships for research programs in Mathematics and Computer Science in the Lyon—Saint-Étienne area. > > Best regards, > Christophe Sabot > Responsible of the Excellence Laboratory Milyon <http://milyon.universite-lyon.fr/> > > ——————————————————————————————— > > The Excellence Laboratory Milyon is a “Future Investments Program” in the Lyon—Saint-Étienne area. Milyon federates 350 researchers from three research units in Mathematics and Fundamental Computer Science: Institut Camille Jordan, Laboratoire de l’Informatique du Parallélisme, Unité de Mathématiques Pures et Appliquées. > > Milyon fosters interdisciplinary research. It also stimulates interactions between Mathematics and Computer Science and between the researchers from the three research units in three main directions: > research > support to innovative training programs > dissemination of scientific culture. > > Milyon offers scholarships for Master and 3rd year Bachelor students. Of 1,000 euros net/month/10 months, the scholarships are intended to students with outstanding academic records willing to enroll in the research programs in Mathematics and Computer Science supported by Milyon. > > The 2018 call for applications is open > Deadline for applications: January 9th, 2018 > Results will be communicated around February 15th, 2018 > > Useful links : > > Milyon’s scholarships program <http://milyon.universite-lyon.fr/en/formation/bourses/> > Programs eligible for Milyon scholarships <http://milyon.universite-lyon.fr/en/formation/cursus-innovants/> > Milyon’s website <http://milyon.universite-lyon.fr/en/> ____________________________________________________ Gianfausto SALVADORI ____________________________________________________ Università del Salento Dipartimento di Matematica e Fisica "E. De Giorgi" Provinciale Lecce-Arnesano, P.O.Box 193 I-73100 Lecce (Italy) ____________________________________________________ PHONE: +39-0832-29 7584. FAX: +39-0832-29 7594 ____________________________________________________ E-MAIL: gianfausto.salvadori(a)unisalento.it http://www.unisalento.it/people/gianfausto.salvadori <http://www.unisalento.it/people/gianfausto.salvadori> (OPEN) "Dependence Modeling" Editorial Board member http://www.degruyter.com/view/j/demo ____________________________________________________

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Seminar by prof. Walter Schachermayer at LUISS
by Sara 18 Oct '17

18 Oct '17

Dear all, on Friday 24 November at 9:30, room A105 prof Schachermayer will give the following seminar: *Title:* The amazing power of dimensional analysis: Quantifying market impact *Abstract:* A basic problem when trading in financial markets is to analyze the prize movement caused by placing an order. Clearly we expect - ceteris paribus - that placing an order will move the price to the disadvantage of the agent. This price movement is called market impact. Following Kyle and Obizhaeva we apply dimensional analysis - a line of arguments wellknown in classical physics - to analyze to which extent the square root law applies. This universal law claims that the market impact is proportional to the square root of the size of the order. The mathematical tools of this analysis reside on elementary linear algebra. Joint work with Mathias Pohl, Alexander Ristig and Ludovic Tangpi. Regards, Sara -- Sara Biagini, Professor of Mathematical Finance Department of Economics and Finance LUISS Guido Carli Address: viale Romania, 32 - 00197 Roma Web: http://sites.google.com/site/sarabiagini/

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10th World Congress of the Bachelier Finance Society
by Paolo Guasoni 18 Oct '17

18 Oct '17

10th World Congress of the Bachelier Finance Society Banner BFS Congress 2018 <http://www.bachelierfinance.org/wp/wp-content/uploads/2017/10/banner_congre…> Trinity College Dublin, July 16-20, 2018 Call for Papers Every two years, the *World Congress* of the *Bachelier Finance Society* brings together academics and practitioners in the Mathematical and Quantitative Finance community to exchange ideas on the state-of-the-art, discuss the latest trends in the field, and find new collaborations and employment opportunities. The 10th World Congress of the Bachelier Finance Society will take place at *Trinity College Dublin, July 16-20, 2018*. Plenary Speakers René Aïd (Paris Dauphine), Hansjoerg Albrecher (HEC Lausanne), Bruno Bouchard (Paris Dauphine), J. Doyne Farmer (Oxford), Masaaki Fukasawa (Osaka), Xin Guo (Berkeley), Monique Jeanblanc (Evry), Charles-Albert Lehalle (Capital Market Fund), Walter Schachermayer (University of Vienna), José A. Scheinkman (Columbia), Mete Soner (ETH Zurich), Jiangfeng Zhang (USC). Scientific Committee Pauline Barrieu (LSE), Erhan Bayraktar (University of Michigan), Michel Crouhy (Natixis), Jean-Pierre Fouque (Santa Barbara), Paolo Guasoni (Dublin City University), Takaki Hayashi (Keio), Vicky Henderson (Warwick), Alexander Lipton (Stronghold Labs), Andrew Lo (MIT), Jin Ma (USC), Huyên Pham (Paris VII), Jean-Charles Rochet (University of Zurich), Mathieu Rosenbaum (Ecole Polytechnique), Alexander Schied (Waterloo), Wim Schoutens (KU Leuven). Submissions open now Submissions are open on the conference website through January 15, 2018: http://bacheliercongress2018.com/ Bachelier Finance Society Junior Scholar Award - sponsored by SIG At SIG <https://sig.com/>, Quantitative Researchers explore the latest concepts in financial mathematics to solve problems found in the markets. Sponsored by SIG, this new award will honour the most outstanding contribution by a PhD student or postdoc with EUR 5000 (conditions apply). The award has been created to recognise scholars who share SIG’s passion for cutting-edge research. Conference participants will also have the opportunity to submit their CVs and potentially interview with our sponsors. Click here <http://www.bachelierfinance.org/awards/junior-scholar-award.html> to read more about the Bachelier Finance Society Junior Scholar Award. Poster The poster of the Congress can be downloaded here <http://bacheliercongress2018.com/uploads/files/BFS-A4-flyer5.pdf>.

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Conference in Bologna
by Sabrina Mulinacci 17 Oct '17

17 Oct '17

Dear all, Like every year, the opening of the Graduate course in Quantitative Finance is celebrated with an international conference devoted to hot topics in risk management. As always, the conference takes place in the days around Halloween, and for this reason, and also for the risk topics addresses, is known among Quantitative Finance alumni's as the Halloween conference. This year, the conference will take place on October 26th and 27th, and topic covered will be: Sovereign Risk and the Euro: Lessons from the Crisis Info about the program and participation is in the website below. Participation is free of charge, but for organizational reasons we kindly ask you to notify participation to marialuigia.loiudice(a)unibo.it<mailto:marialuigia.loiudice@unibo.it> http://www2.stat.unibo.it/sovereign-risk/Home.html Looking forward to seeing you in Bologna! Umberto Cherubini and Sabrina Mulinacci

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Bruti Liberati Prize
by Daniele Marazzina 16 Oct '17

16 Oct '17

Con preghiera di diffusione XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX We are happy to announce the Bruti Liberati Prize 2017. The Bachelier Finance Society and the Department of Mathematics of the Politecnico di Milano, in cooperation with Springer, are proud to announce the Seventh Nicola Bruti Liberati Prize which is to be awarded for a doctoral thesis defended in 2016-2017 in all subjects of Mathematical Finance Application deadline is 31 January 2018. You find all the necessary information on the website https://www.mate.polimi.it/brutiliberatiprize/ Qfinlab Department of Mathematics Politecnico di Milano Bruti-Liberati Prize - Politecnico di Milano<https://www.mate.polimi.it/brutiliberatiprize/> www.mate.polimi.it The Bachelier Finance Society and the Department of Mathematics of the Politecnico di Milano, in cooperation with Springer, are proud to announce the Sixth Nicola ...

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Fwd: The 9th International Conference on Stochastic Analysis and Its Applications - Save the date
by Michele Coghi 16 Oct '17

16 Oct '17

Dear all, this is the first announcement for "The 9th International Conference on Stochastic Analysis and Its Applications" (ICSAA) to be held at Bielefeld University, Germany, from 3th - 7th September 2018. The main topics of the conference series include but are not limited to: * Stochastic analysis and its applications * Stochastic differential and partial differential equations * Markov processes including jump type processes and measure-valued processes * Dirichlet forms * Analysis on fractals and percolation clusters * Random walk in random media and on random graphs More information and (soon) the registration form are available on the website https://www.math.uni-bielefeld.de/icsaa/ We are looking forward to seeing you in Bielefeld, Michele Coghi Local organizer

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Fwd: Stimulate
by Marco Romito 15 Oct '17

15 Oct '17

ricevo e giro la segnalazione di borse PhD nell'ambito del progetto Stimulate (Simulation in multiscale physical and biological systems). Il flyer dell'annuncio: http://www.stimulate-ejd.eu/sites/default/files/stimulate_poster.png Per maggiori informazioni: http://www.stimulate-ejd.eu

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Position at the UK Office for National Statistics
by Enrico Scalas 13 Oct '17

13 Oct '17

Dear Colleagues, The Office for National Statistics in the UK is recruiting statisticians. You might wish to circulate the ads to interested persons (deadline 22 Oct): https://www.civilservicejobs.service.gov.uk/csr/index.cgi?SID= c2VhcmNoX3NsaWNlX2N1cnJlbnQ9MiZjc291cmNlPWNzcXNlYXJjaCZwYWdl YWN0aW9uPXZpZXd2YWNieWpvYmxpc3QmcGFnZWNsYXNzPUpvYnMmb3duZXJ0 eXBlPWZhaXImdXNlcnNlYXJjaGNvbnRleHQ9NDUyMjYyOTUmb3duZXI9NTA3 MDAwMCZqb2JsaXN0X3ZpZXdfdmFjPTE1NTgyODYmcmVxc2lnPTE1MDcxMTg3 ODUtZjA0NTBmNjVhOWM2NDc4ZjFiZTZiNWVkNmYxMjk3NTQwZTcyMTEwOQ== https://www.civilservicejobs.service.gov.uk/csr/index.cgi?SID= Y3NvdXJjZT1jc3FzZWFyY2gmb3duZXJ0eXBlPWZhaXImdXNlcnNlYXJjaGNv bnRleHQ9NDUyMjYyOTUmam9ibGlzdF92aWV3X3ZhYz0xNTU4MjgzJnNlYXJj aF9zbGljZV9jdXJyZW50PTEmb3duZXI9NTA3MDAwMCZwYWdlY2xhc3M9Sm9i cyZwYWdlYWN0aW9uPXZpZXd2YWNieWpvYmxpc3QmcmVxc2lnPTE1MDcxMTg2 NTQtYmRmN2M0MWQ1MDhmYzEwNGQ0ZGY5NzkxMmVkMGU3ZmEzM2EyODZjMA== I hope the links above do work. If not, please feel free to contact me personally in case you are interested. Best regards, Enrico Scalas Professor of Statistics and Probability Head of Department, Mathematics University of Sussex, UK

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Assegno di Ricerca SECS-S/06 a Roma Tre
by Pietro Caputo 12 Oct '17

12 Oct '17

Segnalo il seguente assegno di ricerca bandito presso il Dipartimento di Studi Aziendali, SSD SECS-S/06 "Metodi matematici per l'analisi di problemi relativi alla gestione aziendale, alla finanza, alle scelte individuali, strategiche e collettive". Il bando e' reperibile qui: http://europa.uniroma3.it/dottorati2010/assegni/6ef6e164-5bf6-48de-ab04- d5f9d4f62994.pdf Scadenza: 20 ottobre 2017

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Model Uncertainty and Robust Finance (II edition)
by Giovanni Puccetti 12 Oct '17

12 Oct '17

FIRST ANNOUNCEMENT for the Workshop Model Uncertainty and Robust Finance (II edition), University of Milano, MARCH 15-16, 2018 https://sites.google.com/site/murf2018/ CONFIRMED INVITED SPEAKERS Carole BERNARD (VUB & Grenoble EM) Roger COOKE (TU Delft) David LI (SAIF & SJTU Shangai) Massimo MARINACCI (Bocconi University) Walter SCHACHERMAYER (University of Vienna) Ludovic TANGPI (University of Vienna) FREE REGISTRATION FOR ACCEPTED CONTRIBUTED SPEAKERS (Deadline for abstract submission: JANUARY 31, 2018) DE FINETTI RISK SEMINAR on MARCH 14, 2018 (Lecture by W. SCHACHERMAYER and Welcome Reception) SPECIAL ISSUE in DEPENDENCE MODELING edited by Marco Frittelli and Emanuela Rosazza-Gianin Hope to see you soon in Milan!

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