Random March 2017

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35 participants
52 discussions

Seminario di Probabilità - Padova
by Paolo Dai Pra 13 Mar '17

13 Mar '17

Ho il piacere di invitarvi al seguente seminario, che si terrà Lunedì 20 Marzo, alle 14:15, in aula 1BC45 della Torre Archimede presso il Dipartimento di Matematica dell'Università degli Studi di Padova. SPEAKER: Francesca Nardi AFFILIATION: Università di Firenze TITLE: Hitting Time Asymptotics for Hard-Core Interactions on Grids ABSTRACT: We consider the hard-core model with Metropolis transition probabilities on finite grid graphs and investigate the asymptotic behavior of the first … [View More]

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Seminario DE IORIO
by Matteo Ruggiero 10 Mar '17

10 Mar '17

************************************************************************ STATISTICS SEMINARS @ COLLEGIO CARLO ALBERTO ************************************************************************ Venerdi 17 Marzo 2017 alle ore 12:00, presso l’Aula Rossa del Collegio Carlo Alberto, Moncalieri (TO), si terra' il seguente seminario: Maria DE IORIO (University College London) DEPENDENT GENERALISED DIRICHLET PROCESS PRIORS We propose a novel Bayesian nonparametric process prior for modelling a … [View More]

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seminari Bernard e Vanduffel in Bicocca
by Fabio Bellini 10 Mar '17

10 Mar '17

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(senza oggetto)
by Piccioni, Mauro 09 Mar '17

09 Mar '17

Lunedì 13 marzo Ore 16:00, Aula di Consiglio, Dipartimento di Matematica, Università Roma La Sapienza Seminario di probabilità e statistica matematica Yosi Rinott, The Hebrew University and LUISS. Title: Differential Privacy applied to common methods of dissemination of frequency tables. When official data are to be disseminated to the public, the agency that releases the data must guarantee the privacy of individuals whose data are to be released. It is not clear how to define and … [View More]

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Reminder - Seminario CARLO SGARRA @ UniTo
by Federico Polito 07 Mar '17

07 Mar '17

********************************************************************* SEMINARI DI PROBABILITA' E STATISTICA MATEMATICA DIPARTIMENTO DI MATEMATICA "G. PEANO" UNIVERSITA' DEGLI STUDI DI TORINO ********************************************************************* *::..Reminder..::* Mercoledì 15 Marzo 2017 alle ore 11:30 in Aula C presso il Dipartimento di Matematica "G. Peano" dell'Università degli Studi di Torino, Via Carlo Alberto 10, Il Prof. CARLO SGARRA (Politecnico di Milano) terrà … [View More]un seminario dal titolo A BRANCHING PROCESS-BASED APPROACH TO POWER MARKETS (The talk will be mainly based on a joint paper with Y. Jiao, C. Ma and S. Scotti). Abstract: Energy markets, and in particular, electricity markets, exhibit very peculiar features. The historical series of both futures and spot prices include seasonality, mean-reversion, spikes and small fluctuations. Very often a stochastic volatility dynamics is postulated in order to explain their high degree of variability. After the pioneering paper by Schwartz, where an Ornstein-Uhlenbeck dynamics is assumed to describe the spot price behavior, several different approaches have been investigated in order to describe the price evolution. High frequency trading, on the other hand, introduced some new features in commodity prices dynamics: in a recent paper by V. Filimonov, D. Bicchetti, N. Maystre and D. Sornette evidence is shown of endogeneity and structural regime shift, and in order to quantify this level the branching ratio is adopted as a measure of this endogenous impact and a Hawkes processes dynamics is assumed as a reasonable modelling framework taking into account the self-exciting properties. The purpose of the present investigation is to propose a new modeling framework including all the above mentioned features, still keeping a high level of tractability. The model considered allows to obtain the most common derivatives prices in closed or semi-closed form. Here with semi-closed we mean that the Laplace transform of the derivative price admits an explicit expression. The models we are going to introduce can describe the prices dynamics in two different forms, that can be proved to be equivalent: the first is a representation based on random fields, the second is based on Continuous Branching Processes with Immigration (CBI in the following). Tutti gli interessati sono invitati a partecipare. Un saluto, -- Federico Polito Department of Mathematics University of Torino Via Carlo Alberto, 10 10123, Torino, Italy Email: fpolito(a)unito.it Tel: +39 011 6702862 Web: www.federicopolito.it [View Less]

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PhD course in GeoStatistics
by Laura M. Sangalli 07 Mar '17

07 Mar '17

The following PhD course in Geostatistics will be held at the Department of Mathematics, Politecnico di Milano The course covers classical and advanced models and methods for the statistical analysis of data with spatial dependence. Lectures include tutorial sessions with the software R. Many case studies will be presented, with applications in the earth-sciences, in the neurosciences and more generally in the life-sciences (including medical imaging), and in the engineering. Lessons: 1 … [View More]& 2) Kriging: stationary and isotropic random fields; structural properties of the variogram; valid variogram models; variogram estimation; kriging prediction for georeferenced data; drift estimation; kriging for data in Hilbert spaces. Lecturer: A. Menafoglio. 3) Non-parametric techniques. Lecturer: Simone Vantini. 4) Bayesian models for georeferenced data and areal data. Lecturer: A. Guglielmi. 5) Numerical methods for the analysis of spatially distributed data: thin-plate splines; tensor product splines. Lecturer: L. Sangalli. 6) Spatial regression with differential regularization. Lecturer: L. Sangalli. Essential bibliography: - N. Cressie. Statistics for Spatial data. John Wiley & Sons, New York, 1993. - S. Banerjee, B. P. Carlin, and A. E. Gelfand. Hierarchical Modeling and Analysis for Spatial Data. Chapman & Hall / CRC, 2004. - R. Bivand, E. Pebesma, V. Gomez-Rubio. Applied Spatial Data Analysis with R. Springer, 2008 Calendar: Tuesday 7/3, 14:30-17:30, aula del Consiglio, seventh floor; Kriging; Lecturer: Alessandra Menafoglio Thursday 9/3, 10:00-13:00, aula Seminari, sixth floor; Kriging; Lecturer: Alessandra Menafoglio Tuesday 21/3, 14:30-17:30, aula Seminari, sixth floor; Non-parametric techniques; Lecturer: Simone Vantini Thursday 23/3, 14:30-17:30, aula Seminari, sixth floor; Bayesian models for georeferenced data and areal data; Lecturer: Alessandra Guglielmi Tuesday 28/3, 14:30-17:30, aula Seminari, sixth floor; Numerical methods for the analysis of spatially distributed data; Lecturer: Laura Sangalli Thursday 30/3, 14:30-17:30, aula Seminari, sixth floor; Spatial regression with differential regularization; Lecturer: Laura Sangalli People interested to attend are kindly requested to write an email to laura.sangalli(a)polimi.it -- 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 [View Less]

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de Finetti risk seminar - March 2017
by Emanuela Rosazza 06 Mar '17

06 Mar '17

On behalf of the Scientific Committee of the de Finetti Risk Seminars, we are glad to invite you to participate at the following Lecture TITLE: Duality formulas for robust pricing and hedging in discrete time Patrick Cheridito ETH Zurich ABSTRACT: In this paper we derive robust super- and subhedging dualities for contingent claims that can depend on several underlying assets. In addition to strict super- and subhedging, we also consider relaxed versions which, instead of eliminating … [View More]

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Fwd: Bocconi Summer School in Statistics & Probability, 10-22 July 2017
by Pietro Muliere 06 Mar '17

06 Mar '17

Oggetto: [Forum SIS] Bocconi Summer School in Statistics & Probability, 10-22 July 2017 --> CALL FOR APPLICATIONS Bocconi Summer School in Advanced Statistics and Probability: "Statistical Causal Learning", July 10-22, 2017 http://spas.lakecomoschool.org We are pleased to announce the "Bocconi Summer School in Advanced Statistics and Probability", organized and sponsored by Bocconi University, Milano, in collaboration with the Lake Como School of Advanced Studies. The aim of the … [View More]

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seminario Università Bicocca
by daniela.bertacchi 06 Mar '17

06 Mar '17

ANNUNCIO DI SEMINARIO Il giorno 13/3/2017 alle ore 15 esatte, in aula 3014 presso il Dipartimento di Matematica e Applicazioni dell'Università di Milano-Bicocca, il professor Rafael De Mattos Grisi (Universidade Federal do ABC -Brasile) terrà un seminario dal titolo A view on maximal spacings in several dimensions tutti gli interessati sono invitati a partecipare. Abstract: Let K be a compact subset of R^d and N a Poisson process on K. The maximal spacing of N on K is defined as the radius … [View More]

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Seminario di Probabilita, Pisa, Mercoledi 8 marzo, ore 11:00
by Carina Geldhauser 06 Mar '17

06 Mar '17

Annuncio Seminario di Probabilita, Pisa, Dipartmento di Matematica, Universita di Pisa Mercoledi, 8 marzo, ore 11:00, Aula Seminari Seminario di Probabilita SPEAKER 1 (ore 11:00): Francesca R. Nardi, University of Florence TITLE: Metastability for General Dynamics with Rare Transitions: Escape Time and Critical Configurations ABSTRACT: Metastability is an ubiquitous physical phenomenon in first order phase transitions. A fruitful mathematical way to approach this phenomenon is the study … [View More]

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