Random May 2017

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50 discussions

PhD course announcement
by alessandra bianchi 23 May '17

23 May '17

Il Prof. Alexandre Gaudillière [ LATP, Université de Provence, CNRS - Marseille ] terrà un corso di dottorato su "Covering trees: alea and application" che si svolgerà presso il dipartimento di Matematica dell'Università Padova, aula 2BC30, nelle seguenti date: - 05/06/2017 h. 11.00-13.00 - 06/06/2017 h. 11.00-13.00 - 07/06/2017 h. 14.30-16.30 - 08/06/2017 h. 14.30-16.30 - 09/06/2017 h. 11.00-13.00 - 22/06/2017 h. 9.00-11.00 - 23/06/2017 h. 11.00-13.00 - 26/06/2017 h. 11.00-13.00 - 27/06/2017 h. 14.30-16.30 - 28/06/2017 h. 14.30-16.30 - 29/06/2017 h. 14.30-16.30 - 30/06/2017 h. 11.00-13.00 Ulteriori informazioni sul corso possono essere trovate all'indirizzo http://dottorato.math.unipd.it/node/127 -- Alessandra Bianchi Dip. di Matematica Università di Padova Via Trieste, 63 - 35121 Padova, Italy phone: +39 049 827 14 06 fax: +39 049 827 14 28 e-mail: bianchi(a)math.unipd.it http://www.math.unipd.it/~bianchi/

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seminario Ruodu Wang in Bicocca
by fabio.bellini 21 May '17

21 May '17

Il giorno martedì 30 maggio alle ore 16.30, presso la Aula Seminari del DISMEQ al IV piano dell'edificio U7, il prof. Ruodu Wang della Università di Waterloo terrà un seminario su A theory for measures of tail risk Abstract The notion of “tail risk” has been a crucial consideration in modern risk management. To achieve a comprehensive understanding of the tail risk, we carry out an axiomatic study for risk measures which quantify the tail risk, that is, the behavior of a risk beyond a certain quantile. Such risk measures are referred to as tail risk measures in this talk. The two popular classes of regulatory risk measures in banking and insurance, the Value-at-Risk (VaR) and the Expected Shortfall (ES), are prominent, yet elementary, examples of tail risk measures. We establish a connection between a tail risk measure and a corresponding law-invariant risk measure, called its generator, and investigate their joint properties. A tail risk measure inherits many properties from its generator, but not subadditivity or convexity; nevertheless, a tail risk measure is coherent if and only if its generator is coherent. We explore further relevant issues on tail risk measures, such as bounds, distortion risk measures, risk aggregation, elicitability, and dual representations. In particular, there is no elicitable tail convex risk measure other than the essential supremum, and under a continuity condition, the only elicitable and positively homogeneous monetary tail risk measures are the VaRs. The study on tail risk measures brings in new tools and insights for prudent risk management as highlighted in the recent Basel documents on financial regulation. This talk focuses on mathematical developments of the theory (joint work with Fangda Liu). Tutti gli interessati sono invitati a partecipare. Fabio Bellini

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4th ISNPS Conference, Salerno, Italy, 11-15 June 2018
by Brunero Liseo 19 May '17

19 May '17

ISNPS - International Society for Non-Parametric Statistics Dear Colleagues, Following the successful ISNPS Conferences in Chalkidiki (Greece) in 2012, Cadiz (Spain) in 2014 and Avignon (France) last year, and the successful ISNPS workshop in Graz (Austria) in 2015, we are pleased to announce that the 4th ISNPS Conference will take place in Salerno, 11 - 15 June 2018. Salerno is located in the south of Italy, 30 miles from Naples (40/55 minutes from Naples's airport by train or by direct bus), but also easily reachable from Rome (2 hours from Rome Fiumicino Airport by high-speed trains). Salerno is a UNESCO World Heritage Site. It was the seat of the oldest medical school in Europe, the Schola Medica Salernitana, the most important source of medical knowledge in Europe in the early Middle Ages, regarded by many as one of the forerunners of modern Universities. Salerno is situated in the middle of two enchanting coasts, the Amalfi and Cilento coasts. It has several touristic attractions and museums, together with a beautiful promenade, and it is well connected with many of the most famous touristic sites in Southern Italy, all easily reachable by train, bus or ferry. Within half an hour, conference participants will be able to get to small picturesque towns with splendid coastal views like Amalfi, Positano, Ravello or important archaeological sites of ancient Greek and Roman ages, such as Paestum, Pompei or Ercolano. It will take a little more to get to Naples (one of the favourite destinations for all tourists who love spending their holidays in cities of artistic interest), Capri and Ischia islands or to discover beautiful natural landscapes like the Vesuvio volcano or the Cilento National Park. Just like in past editions, the 4th ISNPS conference will put together recent advances and trends in several areas of nonparametric statistics. The conference will be a perfect place to facilitate the exchange of research ideas, promote collaboration among researchers from all over the world and contribute to the further development of the field. The scientific program (scheduled from 11 June to 15 June 2018, with a pause on the 13th) will include plenary talks, special invited talks, invited sessions as well as contributed talks and posters on all areas of nonparametric statistics. If you have any questions, please contact isnps2018(a)unisa.it. A link to the conference website will soon be available. Looking forward to seeing you at ISNPS 2018! Michele La Rocca, University of Salerno Brunero Liseo, University of Rome La Sapienza Luigi Salmaso, University of Padua (Co-chairs of 4th ISNPS conference, 2018) -- ============================================ Brunero Liseo *Dip. di metodi e modelli per il territorio, l'economia e la finanza * *Sapienza Università di Roma* *Viale Castro Laurenziano, 9 Roma I-00161 *Tel. +39 06 49766973 Fax +39 06 4957606 *http://www.memotef.uniroma1.it/users/liseo-brunero <http://www.memotef.uniroma1.it/users/liseo-brunero>* ============================================= -- ___________________________________________ *Il tuo 5 diventa 1000* Fai crescere la tua università Dona il 5 per mille alla Sapienza Codice fiscale: *80209930587*

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Positions in Mathematical Modeling in Life and Medical Sciences, University of Bonn (Germany)
by Carina Geldhauser 19 May '17

19 May '17

-------- Forwarded Message -------- Subject: [ST-NET] Positions in Mathematical Modeling in Life and Medical Sciences, University of Bonn (Germany) Date: Fri, 19 May 2017 10:02:09 +0200 From: Thorsten Schmidt <st-net(a)uni-freiburg.de> Organization: st-net To: st-net(a)zib.de ---------- Forwarded message ---------- From: Anton Bovier <bovier(a)uni-bonn.de> The University of Bonn with its two Clusters of Excellence, the Hausdorff Center for Mathematics, and ImmunoSensation, intends to significantly strengthen the existing collaborations between these two clusters and to establish an internationally visible research group in the field of mathematical modeling in life and medical sciences. In this context, it invites applications for - three temporary Professorships (W2) for 5 years to be filled as soon as possible. To some of these positions, a tenure-track option is associated, and, in exceptional cases, a position may be tenured immediately. Alternatively, the W2-positions will come with reduced teaching load (4 hours per week). Furthermore, within this newly established research group there is an opening for - three research positions (E13) for 3 years for Postdocs. The positioning of the research group at the interface of two clusters of excellence is expected to provide a unique opportunity to develop new and challenging mathematical models with a significant impact on the understanding of the immune system and immune-mediated diseases. The new research group shall engage in efficient modeling of the complex processes in medical and life sciences as well as in the mathematical analysis of the involved mathematical structures. The range of possible topics includes -- but is not limited to -- the analysis of information processing, the dynamics of the immune response, modeling and optimization of treatment protocols, or the interplay with genetics, sparse data problems in single cell approaches, modeling and integration of multi-layer genomics data, predicting and modeling cell behavior from perturbation experiments, analysis of two to three-dimensional images including dynamic images in the context of immune responses. Applicants for both kind of positions should have a strong research background in applied mathematics or theoretical life sciences, and a proven record and interest in mathematical modeling in close collaboration with experimental researchers in life sciences. Active cooperation in the excellent environment of both clusters is expected. Depending on the respective research focus, candidates become members of one of the mathematical institutes, or the Life & Medical Sciences Institute (LIMES) of the Faculty of Mathematics and Natural Sciences, or the Bonn Institutes of Immunosciences and Infection of the Faculty of Medicine at the University of Bonn. Formal requirements are regulated by §36 of the Higher Education Act of North-Rhine Westphalia (Hochschulgesetz des Landes Nordrhein-Westfalen). Applications should be sent, using our online application form https://hcm.uni-bonn.de/hcm-immunosensation/ by 1 July 2017 for the W2-professor positions and for the postdoc positions by 1 October 2017 to Prof. Dr. Anton Bovier, Institute for Applied Mathematics, Endenicher Allee 60, D-53115 Bonn, Germany. _______________________________________________ St-net mailing list St-net(a)zib.de https://listserv.zib.de/mailman/listinfo/st-net --------------------------------------------------------------------------- Dies ist das ST-NET, der (moderierte) Mail-Verteiler der DMV-Fachgruppe Stochastik e.V. Weitere Informationen finden Sie auf unserer Homepage: http://www.fg-stochastik.de This is ST-NET, the (moderated) mailing list of the DMV-Fachgruppe Stochastik e.V. For further information, please refer to our homepage: http://www.fg-stochastik.de Please note the guidelines for posting at http://www.fg-stochastik.de/beitraege-verschicken.html ---------------------------------------------------------------------------

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Annuncio Seminario di Probabilita, Pisa, 23 maggio, ore 11:15
by Carina Geldhauser 18 May '17

18 May '17

Annuncio Seminario di Probabilita, Pisa, Universita' di Pisa Martedi' 23 maggio, ore 11:15, Aula Seminari Seminario di Probabilita’ SPEAKER: Christian Olivera (UNICAMP), Instituto de Matemática, Estatística e Computação Científica (IMECC) TITLE: Regularization by noise in (2x 2) hyperbolic systems of conservation law. ABSTRACT: In this talk we study a non-strictly hyperbolic system of conservation law by stochastic perturbation. We show existence and uniqueness of the solution. We do not assume $BV$-regularity for the initial conditions. The proofs are based on the concept of entropy solution and on the method of charactteristics (under the influence of noise). This is the first result on the regularization by noise in hyperbolic systems of conservation law. Tutti gli interessati sono invitati a partecipare. Per informazioni consultare http://people.dm.unipi.it/spass/ o scrivere a carina.geldhauser(a)dm.unipi.it

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PANORisk : Offres d'allocations de thèses 2017 (fwd)
by Lucia Caramellino 17 May '17

17 May '17

Giro per conoscenza. Per ulteriori informazioni: http://ira.univ-lemans.fr/fr/recherche-1/offres-de-theses/candidatures-2017… Cari saluti, Lucia ================================== Lucia Caramellino Dipartimento di Matematica Universita` di Roma "Tor Vergata" Via della Ricerca Scientifica I-00133, Roma, Italy www.mat.uniroma2.it/~caramell ---------- Forwarded message ---------- From: Claude Martini <cmartini(a)zeliade.com> Subject: Fwd: PANORisk : Offres d'allocations de thèses 2017 Dear colleague, please find below (in french, with topics in english in the PDF) the announcement of a doctoral position within the PANORISK project in France (cf PDF attached). Thanks and regards Claude ---------------------------------------- Le projet de recherche PANORisk propose une allocation de thèse en 2017 pour un(e) doctorant(e). 7 sujets de thèses sont proposés, en économie ou mathématiques, les candidats peuvent postuler à un ou plusieurs sujets. Dépôt des candidatures : du 20 mai au 20 juin à these-panorisk(a)univ-lemans.fr (CV + relevé de notes Licence et Master + lettre de motivation) Auditions : début juillet. Recrutement : septembre-octobre 2017. Plus d'informations sur : http://ira.univ-lemans.fr/fr/recherche-1/offres-de-theses.html -------------------------------------------------- En vous remerciant d'avance. Je reste à votre disposition. Bien cordialement, -- Karine Fagotto Chargée de gestion administrative et d'aide au pilotage Projet PANORisk Tél : 02.43.83.31.11 Institut du Risque et de l'Assurance du Mans Université du Maine Bureau T202 UFR Droit, Sciences Economiques et Gestion Avenue Olivier Messiaen 72085 - LE MANS cedex 9 -- Claude Martini

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Probabilistic and statistical methods for networks
by Luigi Amedeo Bianchi 16 May '17

16 May '17

Volevo segnalare a tutti i potenziali interessati la scuola estiva "Probabilistic and statistical methods for networks” che si terrà alla Technische Universität Berlin dal 21 agosto al primo settembre 2017. La scuola è organizzata dalla University of Bath e dalla Berlin Mathematical School. Maggiori informazioni sono disponibili sulla pagina web: http://www.math-berlin.de/academics/summer-schools/2017/randgraph <http://www.math-berlin.de/academics/summer-schools/2017/randgraph> Luigi Amedeo Bianchi

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3-year postdoc position (RTDA) at Roma Tre
by Pietro Caputo 15 May '17

15 May '17

Dear Colleagues, we would like to advertise a 3-year postdoc position (Ricercatore RTDA, tempo definito) in Probability based at the Department of Mathematics and Physics of the University of Roma Tre, partially funded by the PRIN project "Probability in Large Scale Structures" (PI: Fabio Martinelli) of the Italian Ministry of Education. Interested candidates should have a strong background in mathematics in general and in probability theory in particular. The successful applicant will be expected to work within the group of Fabio Martinelli, Pietro Caputo and collaborators on topics related to the project. These include: Markov chain mixing, Interacting Particle Systems, Random graphs, and Random matrices. The candidate is also required to provide a small amount of teaching, most likely confined to elementary courses. Gross salary for this position is approximately 35,000 EUR per year. The 3-year appointment could start as early as next Fall (Sept. 2017-Dec. 2017, with some flexibility). Interested candidates should contact us directly via email at their earliest convenience. A full description of the PRIN project "Probability in Large Scale Structures" can be found at the web page: http://ricerca.mat.uniroma3.it/LSRS/ We would be grateful if you could bring this advertisement to the attention of any potential candidate. Thank you. With best regards, Pietro Caputo, Fabio Martinelli

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de Finetti seminar, 17 Maggio, Bayraktar
by Marco Maggis 15 May '17

15 May '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 Erhan Bayraktar University of Michigan TITLE: MINI-FLASH CRASHES AND MODEL MISSPECIFICATION ABSTRACT: Why do mini-flash crashes occur? Human errors, endogenous feedback loops, the nature of modern liquidity provision, fundamental value shocks, and market fragmentation are often implicated. We develop a model which unifies aspects of the first three explanations. Our setup seems to reproduce a number of features of recent mini-flash crashes. For example, there are circumstances in which mini-flash crashes will not occur. When they do, even just before their onset, market participants may not know with certainty whether there will be a crash or spike or that such an event is imminent at all. We appear to observe mini-flash crashes can happen in both low and high trading volume regimes as well. To the best of our knowledge, we also introduce a new paradigm for studying model misspecification risks in an optimal trading context. Our approach is based on making an explicit distinction between reality and our agents’ models for reality. More precisely, each agent’s model for how a certain risky asset’s price will evolve is wrong in two ways: His understanding of how the price would move in his absence and how his actions affect prices are both imperfect. In fact, aside from a single trivial case, none of our agents ever know the correct price dynamics. We highlight how this framework differs from other common methods for addressing trading model misspecification risks including position limits, sensitivity analysis, Bayesian model averaging, the worst-case framework, and interpolations between the worst-case and classical setups. LOCATION: The seminar will be held on Wednesday, May 17, at 18.00, Aula di rappresentanza, Dept. of Mathematics, Milano University, Via C. Saldini 50, Milano. A refreshment will be offered at 17.30. Scientific Committee Prof. Simone Cerreia-Voglio (Univ. Bocconi) Prof. Marco Frittelli (Univ. degli Studi di Milano) Prof. Fabio Maccheroni (Univ. Bocconi) Prof. Massimo Marinacci (Univ. Bocconi) Prof. Emanuela Rosazza Gianin (Univ. Milano-Bicocca) Dott. Marco Maggis (Univ. degli Studi di Milano)

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Summer school in Acre on Stochastic Processes with Application to Physics and Biophysics
by Enrico Scalas 12 May '17

12 May '17

Car* collegh*, vi invio l'annuncio di una scuola che si terra' ad Acri tra il 25 e il 28 settembre quest'anno: Summer School 2017 Stochastic Processes with Application to Physics and Biophysics http://binaschools.ph.biu.ac.il/ Cordiali saluti, Enrico Scalas

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