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

Concorso da RTDb di MAT/06 a Padova - scadenza 25/8/2016
by Marco Ferrante 25 Jun '24

25 Jun '24

Cari colleghi, vi segnalo che il Dipartimento di Matematica dell'Università di Padova ha bandito un posto di ricercatore di tipo B nel settore MAT/06. Il bando è disponibile alla pagina http://www.math.unipd.it/it/news/?id=1898 La scadenza per la presentazione delle domande è il 25 agosto 2016. Marco Ferrante

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A SPRING DAY IN PROBABILITY AND STATISTICAL PHYSICS
by Francesca Romana Nardi 30 Jan '18

30 Jan '18

Carissimi, stiamo cercando di organizzare in Italia, sulla falsariga del M. Kac Seminar in Olanda, una serie di incontri di probabilita` e delle sue applicazioni alla Fisica, Biologia e Scienze sociali, per stimolare lo scambio di idee e offrire ai piu` giovani l'opportunita` di venire a contatto con un ampio panorama di temi di ricerca. E` con grande gioia che vi comunico che il primo di questi eventi si terra` venerdì 26 Maggio 2017 a Firenze, in un'aula universitaria vicino alla stazione di S. Maria Novella. Sara` un'occasione per goderci una giornata scientifica insieme e per esplorare le possibilita` e le modalita` piu` opportune per ripetere questo tipo di incontri. Di seguito trovate i dettagli della giornata del 26 Maggio, che vedra` come oratori R. Fernandez (University of Utrecht, Olanda) e R. Morris (IMPA Instituto Nacional de Matemática Pura e Aplicada Rio de Janeiro, Brazil). A SPRING DAY IN PROBABILITY AND STATISTICAL PHYSICS University of Florence Friday 26 May 2017 Lecturers: R. Fernandez (Utrecht) and R. Morris (IMPA). Location: Aula Magna di Via S. Gallo 10, Firenze Prof. Roberto Fernandez Title: Signal description: process or Gibbs? Abstract: The distribution of signals such as spike trains is naturally modeled through stochastic processes where the probability of future states depend on the pattern of past spikes. Mathematically, this corresponds to distributions *conditioned on the past*. From a signal-theoretic point of view, however, one could wonder whether a more efficient description could be obtained through the simultaneous conditioning of past *and* future. Furthermore, such a formalism could be appropriate when discussing string without a particular "time" order, such as the distribution of DNA nucleotides, or even issues related to anticipation and prediction in neuroscience. On the mathematical level this double conditioning would correspond to a Gibbsian description analogous to the one adopted in statistical mechanics. In this talk I will introduce and contrast both approaches ---process and Gibbsian based--- reviewing existing results on scope and limitations of them. Prof. Robert Morris Title: Monotone cellular automata Abstract: Cellular automata are interacting particle systems whose update rules are local and homogeneous. Since their introduction by von Neumann almost 50 years ago, many particular such systems have been investigated, but no general theory has been developed for their study, and for many simple examples surprisingly little is known. Understanding their (typical) global behaviour is an important and challenging problem in statistical physics, probability theory and combinatorics. In this talk I will outline some recent progress in understanding the behaviour of a particular (large) family of monotone cellular automata -- those which can naturally be embedded in d-dimensional space -- with random initial conditions. For example, in the case where a site updates (from inactive to active) if at least r of its neighbours are already active, these models are known as bootstrap percolation, and have been extensively studied for various specific underlying graphs. Apart from their inherent mathematical interest, the study of these processes is motivated by their close connection to models in statistical physics, and I will discuss some applications to a family of models of the liquid-glass transition known as kinetically constrained spin models. Program: 11.00-11.45 Introductory lecture: R. Fernandez 11.45-12.00 Break 12.00-12.45 Seminar: R. Fernandez 13.00-14.30 Lunch 14.30-15.15 Introductory lecture: R. Morris 15.15-15.30 Break 15.30-16.15 Seminar: R. Morris Note pratiche: 1) E` importante prenotare il biglietto del treno il piu` presto possibile per poter usufruire di sconti!!!! 2) Stiamo prenotando un ristorante con un paio di menu fissi che possa ospitarci, ma ho bisogno del numero di persone che vogliono mangiare insieme. A coloro che fossero interessati chiedo di mandare un email a francescaromana.nardi(a)unifi.it Resta fermo il fatto che saremo in pieno centro di Firenze, quindi ci sono moltissime altre possibilita` per mangiare se preferite regolarvi indipendentemente. Organizers: F. Caravenna N. Cancrini E.N.M. Cirillo P. Dai Pra A. De Masi D. Fanelli F. Flandoli C. Giardina` R. Livi F. Martinelli I.G. Minelli F.R. Nardi E. Presutti B. Scoppola E. Scoppola Vi aspettiamo, Francesca R. Nardi Dipartimento di Matematica e Informatica Università degli Studi di Firenze Viale Morgagni 67, Firenze, Italy

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International Conference on "Interest Rates, Growth and Regulation" in Venice - Programme
by Monica Billio 30 Jul '17

30 Jul '17

16^th INTERNATIONAL CONFERENCE CREDIT 2017 */INTEREST RATES, GROWTH and REGULATION /*Venice, Italy 28-29 September 2017 *GRETA Associati *(Venice, Italy), the *European Investment Fund* (Luxembourg), *European DataWarehouse* (Frankfurt am Main) and *Intesa Sanpaolo* (Milan, Italy) are co-sponsors of a Conference to be held in Venice on September 28-29, 2017. The objective of the Conference is to bring together academics, practitioners and PhD students working in the area of risk management. The conference will provide an opportunity for participants engaged in research at the forefront of this area to discuss both the causes and implications of recent events in financial markets and may, in turn, suggest fruitful directions for future research. The Conference, organised under the auspices of the *Department of Economics of the University Ca' Foscari of Venice*, *ABI - Italian Banking Association *and *European Investment Bank*, is the *sixteenth* of a series dedicated to various aspects of credit risk. The Scientific Committee for the Conference consists of: *Alain Monfort* (CREST-Paris, Programme Chair), *Monica Billio* (Ca' Foscari University of Venice & GRETA), *Francesca Campolongo* (JRC, European Commission), *Helmut Kraemer-Eis* (European Investment Fund), *Jan Peter Krahnen* (Research Center SAFE at Goethe University Frankfurt), *Steven Ongena* (University of Zurich, SFI & CEPR), *Jean-Paul Renne* (University of Lausanne), *Fulvio Pegoraro* (Bank of France) and *Bernd Schwaab* (European Central Bank) PROGRAMME *Thursday, September 28 2017 * 9.00 - 9.15 _Opening Remarks:_*Alain Monfort *(CREST-Paris, Programme Chair) 9.15 - 11.00 _Session I: LOW INTEREST RATES, CREDIT AND LIQUIDITY RISKS _*Key-note talk:* /A Macrofinance Perspective of Interest Rates and Credit Risk Modelling, /*Jean-Paul Renne *(University of Lausanne) /Bank Business Models at Zero Interest Rates, /André Lucas (Vrije Universiteit Amsterdam & Tinbergen Institute), Julia Schaumburg (Vrije Universiteit Amsterdam & Tinbergen Institute) and *Bernd Schwaab* (European Central Bank) /Feedback Between Credit and Liquidity Risk in the US Corporate Bond Market, /Rob C. Sperna Weiland (University of Amsterdam), Roger J.A. Laeven (University of Amsterdam) and *Frank de Jong* (Tilburg University) 11.30 - 13.00 _Session II: UNCONVENTIONAL MONETARY POLICIES _/Did ECB Liquidity Injections Help The Real Economy?, /Stine Louise Daetz//(Copenhagen Business School), *Marti G. Subrahmanyam*//(New York University), Dragon Yongjun Tang//(University of Hong Kong) and Sarah Qian Wang//(University of Warwick) * */Central Bank Policy Announcement and Changes in Investment Behavior: Evidence from Micro Data in Bond Futures Markets, /Koichiro Kamada (Bank of Japan), *Tetsuo Kurosaki* (Bank of Japan), Ko Miura (Bank of Japan) and Tetsuya Yamada (Bank of Japan) /Does Monetary Policy Impact Market Integration? Evidence from Developed and Emerging Markets, /Massimiliano Caporin (University of Padova), Loriana Pelizzon (SAFE-Goethe University Frankfurt) and *Alberto Plazzi* (Institute of Finance, Università della Svizzera Italiana & Swiss Finance Institute) 14.15 - 16.00 _Session III: STRESS TESTING, BANKING REGULATION AND RESOLUTION _*Key-note talk:* /Sress Testing, Design, Interpretation and Quality Control, /*Thomas Philippon* (New York University) /Bank Deposits and Liquidity Regulation: Evidence from Ethiopia, /*Nicola Limodio* (Bocconi University) and Francesco Strobbe**(World Bank) /Optimal Bank Resolution, /*Ansgar Walther* (University of Warwick) and Lucy White (Boston University) 17.00 - 18.00 _Session IV: FINANCING AND INNOVATION _/The Value of Innovation for VC Backed Startups, /*Helmut Kraemer-Eis* (European Investment Fund), Simone Signore (European Investment Fund) and Wouter Torfs (European Investment Fund) /Government Ownership of Banks and Corporate Innovation, /Bo Bian (London Business School), *Rainer Haselman* (Goethe University Frankfurt), Vikrant Vig (London Business School) and Beatrice Weder di Mauro (INSEAD Singapore) *Friday, September 29 2017 * 9.00 - 10.30 _Session V: IMPACT OF NEGATIVE INTEREST RATES _/Life Below Zero: Bank Lending Under Negative Policy Rates, /Florian Heider (European Central Bank & CEPR), Farzad Saidi (Stockholm School of Economics & CEPR) and *Glenn Schepen* (European Central Bank) /Banks Response to Negative Interest Rates: Evidence from the Swiss Exemption Threshold, /*Christoph Basten* (FINMA & ETH Zürich) and Mike Mariathasan (KU Leuven) /How Would U.S. Banks Fare in a Negative Interest Rate Environment?, /*David M. Arseneau* (Federal Reserve Board) 11.00 - 13.00 _Session VI: MACROPRUDENTIAL POLICY, BANKS AND REAL ESTATE SECTOR _/Assessing the Costs and Benefits of Capital-based Macroprudential Policy, /Markus Behn (European Systemic Risk Board), Marco Gross (European Systemic Risk Board) and *Tuomas Peltonen* (European Systemic Risk Board) /The Anatomy of the Transmission of Macroprudential Policies: Evidence from Ireland, /Viral V. Acharya (New York University & Reserve Bank of India), Katharina Bergant (Central Bank of Ireland), Matteo Crosignani (Federal Reserve Board), *Tim Eisert* (Erasmus University Rotterdam) and Fergal McCann (Central Bank of Ireland) /Helping the Middle-Class: How Interest Rates Affect the Distribution of Housing Wealth, /*Isaac Hacamo* (Indiana University, Bloomington) /Empirical evidence on the calculation of the CDR based on loan level data for RMBS, /*Ludovic Thebault *(European DataWarehouse) 14.15 - 15.30 _Session VII: BANKS DEPOSITS AND LOANS _*Key-note talk:* /Deposit Dynamics in Distressed Banks, /*Manju Puri *(Duke University) /Asymmetric Information and the Securitization of SME Loans, /Ugo Albertazzi (Bank of Italy), *Margherita Bottero* (Bank of Italy), Leonardo Gambacorta (Bank for International Settlements & CEPR) and Steven Ongena (University of Zurich, Swiss Finance Institute, KU Leuven & CEPR) 16.30 - 18.00 _PANEL Session_: BEYOND GROWTH, POSITIVE INTEREST RATES AND FINANCIAL REGULATION REGISTRATION To register for the Conference you are requested to complete the registration form that is available on our website (http://www.greta.it/credit/credit2017/credit2017.htm <http://www.greta.it/credit/credit2017/credit2017.htm>). Registration fees are: Early registrationLate registration (within August 31st)(from September 1st on) Academics: 250 Euro + VAT300 Euro + VAT Practitioners: 800 Euro + VAT1000 Euro + VAT Academics Poster Presenter:130 Euro + VAT130 Euro + VAT Practitioners Poster Presenter: 500 Euro + VAT500 Euro + VAT PhD Students*: 80 Euro + VAT130 Euro + VAT *VAT is currently 22%* For participants presenting a paper there are no fees. *Students will have to provide valid proof of their student status. The registration fees cover: - Admission to all scientific sessions - Lunches and coffee service during the Conference - Conference kit The registration fees do not fully cover the conference dinner on September 28th, 2017, for which there is an extra charge of 90.00 Euro per person (conference attendees as well as accompanying persons). IMPORTANT DATES August 31, 2017: Deadline for sending final version of accepted papers August 31, 2017: Deadline for early registration More detailed information available on the Conference website: http://www.greta.it/credit/credit2017/credit2017.htm <http://www.greta.it/credit/credit2017/credit2017.htm> * Please accept our apologies for any crossed e-mails.

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postdoc positions
by Marco Scarsini 27 Jul '17

27 Jul '17

Applications are open for three postdoc positions at LUISS on the following topics: “High-Dimensional Data”: Applications to Economics Stochastic control and duality methods to tackle model uncertainty in finance and insurance Efficiency of equilibria in large games. Deterministic and stochastic viewpoints Information can be found here: http://economiaefinanza.luiss.it/en/node/5166 ******************************************************* Marco Scarsini Dipartimento di Economia e Finanza LUISS Viale Romania 32 00197 Roma, ITALY URL: http://docenti.luiss.it/scarsini/

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First announcement Workshop YEQT: Winterschool on Energy Systems, December 2017 (fwd)
by Tiziano Vargiolu 26 Jul '17

26 Jul '17

---------- Forwarded message ---------- Date: Wed, 26 Jul 2017 14:09:35 +0000 From: "Koorn, P.M." <Koorn(a)eurandom.tue.nl> To: "Koorn, P.M." <Koorn(a)eurandom.tue.nl> Cc: "Sloothaak, F." <f.sloothaak(a)tue.nl> Subject: First announcement Workshop YEQT: Winterschool on Energy Systems, December 2017 Dear All, Although it is now summer holiday for many of you, we are very busy with the organization of the next YEQT workshop at Eurandom. This YEQT will be held in Eindhoven, December 11-15, 2017. It will have a different format than previous years. We invite you to visit the workshop webpage to find out more and if you are interested to come and participate, please use the online link to register! http://www.eurandom.tue.nl/events/workshops/2017/YEQT_XI_2017/YEQT_XI_2017_ index.html On behalf of the organizers, Kind regards, Patty Koorn Eurandom P.O.Box 513 (MF 4.081) 5600 MB EINDHOVEN The Netherlands tel. +31 40 247 81 00 e-mail koorn(a)eurandom.tue.nl www.eurandom.tue.nl

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Fwd: Bando per l'ammissione al dottorato
by Gustavo Posta 21 Jul '17

21 Jul '17

Begin forwarded message: > From: Adriana Garroni <garroni(a)mat.uniroma1.it> > Date: 21 luglio 2017 08.21.58 GMT+02.00 > Subject: Bando per l'ammissione al dottorato > > Care colleghe e cari colleghi, > > vi scrivo per ricordarvi che il bando per l’ammissione al 33esimo ciclo di dottorato e’ aperto da una ventina di giorni e la sua scadenza e’ il 31 luglio. > > Vi prego di segnalarlo a tutti i possibili interessati e anche di pubblicizzarlo usando i vostri canali (nazionali e internazionali). > > Il link per l’iscrizione si trova sulla nostra pagina > > http://www.mat.uniroma1.it/en/dottorato/ammissione > > Vi ringrazio > > Saluti > > Adriana > > Prof. Adriana Garroni > Coordinatrice del dottorato di Ricerca in Matematica > Sapienza > Roma > > > > -- ___________________________________________ *Il tuo 5 diventa 1000* Fai crescere la tua università Dona il 5 per mille alla Sapienza Codice fiscale: *80209930587*

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Research Fellow and PhD in Ethical Machine Learning at University of Sussex, UK
by Enrico Scalas 19 Jul '17

19 Jul '17

Car* Collegh*, vi invio due bandi con preghiera di diffusione a persone interessate. Cordiali saluti, Enrico Scalas *** *Research Fellow in Ethical Machine Learning at University of Sussex, UK* *** A research position funded by the EPSRC is available in the group of Dr Novi Quadrianto on a project titled “EthicalML: Injecting Ethical and Legal Constraints into Machine Learning Models”. The long-term goal of the project is to develop a probabilistic machine learning framework with plug-and-play constraints that is able to handle fairness, transparency, and confidentiality constraints, their combinations, and also new constraints that might be stipulated in the future. The successful candidate will participate in the research activities in the Predictive Analytics Lab (PAL) co-directed by Dr Quadrianto at Sussex. The successful candidate will engage in a number of exciting ongoing national and international research collaborations of PAL (e.g. with the Leverhulme Centre for the Future of Intelligence, universities in Cambridge, Sydney, Moscow, and Darmstadt) in the topics of privileged learning, Bayesian methods, and deep learning. In addition to undertaking high quality research and publishing in top machine learning conferences/journals including NIPS, ICML, JMLR, and TPAMI, the PAL group also creates significant impact by providing support, technology, and highly-trained specialists to a new generation of technology companies. It is expected that the successful candidate will take a leadership role in supporting the group activities including the supervision of Ph.D and MSc students. The successful candidate will normally be of doctoral level or equivalent qualification. Research experience in machine learning is essential. Experience with Bayesian methods and non-convex optimization is a distinct advantage. For full details and how to apply see: http://www.sussex.ac.uk/about/jobs/research-fellow-ethical-m achine-learning-2313. Applications must be received by midnight of 10th September 2017. Informal enquiries are welcome and can be made to Novi Quadrianto ( http://www.sussex.ac.uk/profiles/335583). *** PhD Studentship in Ethical Machine Learning *** Location: Falmer, Brighton "London-by-Sea", UK Funding amount: £14,553 tax free stipend plus UK/EU tuition fees waiver Start Date: 1st October 2017 A PhD position is available in the Predictive Analytics Lab (PAL) in the Department of Informatics at the University of Sussex. The PhD position is linked with an EPSRC funded project titled "EthicalML: Injecting Ethical and Legal Constraints into Machine Learning Models". The long-term goal of the project is to develop a probabilistic machine learning framework with plug-and-play constraints that is able to handle fairness, transparency, and confidentiality constraints, their combinations, and also new constraints that might be stipulated in the future. The successful candidate will engage in a number of exciting ongoing national and international research collaborations of PAL (e.g. with the Leverhulme Centre for the Future of Intelligence, universities in Cambridge, Sydney, Moscow, and Darmstadt) in the topics of privileged learning, Bayesian methods, and deep learning. In addition to undertaking high quality research and publishing in top machine learning conferences/journals including NIPS, ICML, JMLR, and TPAMI, the PAL group also creates significant impact by providing support, technology, and highly-trained specialists to a new generation of technology companies. University of Sussex is a research intensive university, in the sunniest part of UK, 50min by train to Central London, and 30min by cycle to the Brighton Beach (which has a 300m long zip wire). Requirements · Good Bachelor's or Master's degree in Computer Science, Statistics, Mathematics, Physics or related disciplines (essential) · Good programming skills in at least one of Python/R/Matlab/C++ (essential) · Ability to work independently and be self-motivated (essential) · Experience in machine learning (desirable) Timetable The studentship will be allocated as soon as a suitable candidate is found. Review of applications will commence on 10th September 2017 and will continue until the position is filled. Early application is advised. Procedure Applications must be submitted via the University of Sussex Postgraduate Admissions System at https://www.sussex.ac.uk/pgapplication/. Please select Informatics PhD as your programme of study and indicate Dr. Novi Quadrianto as your preferred supervisor. For more information Informal enquiries are welcome and can be made to Novi Quadrianto ( http://www.sussex.ac.uk/profiles/335583).

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Call for interest ricercatore in finanza matematica
by Daniele Marazzina 18 Jul '17

18 Jul '17

Il Dipartimento di Matematica del Politecnico di Milano è alla ricerca di manifestazioni di interesse per una posizione di ricercatore a tempo determinato o a tempo determinato in tenure track (RTDA o RTDB) nel settore scientifico disciplinare SECS-S/06 con un focus nell’ambito della finanza matematica. Gli interessati possono inviare la loro manifestazione di interesse all’indirizzo application-dmat(a)polimi.it<mailto:application-dmat@polimi.it> specificando nell’oggetto del messaggio ‘’finanza matematica’’ ed allegando: -curriculum vitae e lista delle pubblicazioni, -lettera di motivazione/interesse per la posizione e per il Politecnico di Milano, -eventuali lettere di referenze. Per essere prese in considerazioni, le manifestazioni di interesse debbono essere inviate entro il 18 settembre 2017 ore 24.00. Eventuali richieste di informazioni possono essere inviate all’indirizzo di cui sopra. Sito internet gruppo finanza quantitativa: <https://www.mate.polimi.it/qfinlab/index.php?cate=15>https://www.mate.polimi.it/qfinlab/ Disclaimer Questa è soltanto una richiesta di manifestazioni di interesse e non un annuncio di job vacancy o di una futura procedura di valutazione comparativa nel settore SECS-S/06. Il Dipartimento di Matematica si riserva di valutare se promuovere una procedura di valutazione comparativa e per quale posizione eventualmente farlo. &&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&& The Department of Mathematics, Politecnico di Milano, Italy, is seeking expressions of interest for positions of researcher (either temporary or temporary in tenure track) in financial mathematics. Notice that a solo temporary position lasts three years (renewable for two years) a temporary position (three years), in tenure track allows the candidate to become associate professor after three years provided that the candidate is habilitated at the national level before the end of the contract. Candidates are invited to apply. Successful candidates will be expected to contribute to the activities of the Department, in particular by doing: Research, by contributing/defining research projects, attracting funding, and contributing to dissemination of results through top-level publications. Teaching, by offering courses for approximately 80 (temporary)/120 (temporary in tenure track) hours per year to students at the undergraduate and graduate level. Management, by serving in committees and boards of our University. Salary is conformal to national standards, gross salary for solo temporary position is 37.000 euro, temporary in tenure track is 50.000 euro. Interested candidates are kindly requested to send at application-dmat(a)polimi.it<mailto:application-dmat@polimi.it>, specifying the reference to ‘‘mathematical finance’’ on the object of the message, the following material: - a complete CV and list of publications - a short letter explaining their interest in working in Italy and at the Department of Mathematics, Politecnico di Milano - (eventually) reference letters. Applications to be considered should reach by 18 September 24.00(local time). For requests of information please contact the above email. Quantitative finance group website: https://www.mate.polimi.it/qfinlab/<https://www.mate.polimi.it/qfinlab/index.php?cate=15> Disclaimer Please note that this is a call for interest only, and not a job vacancy advertisement, and that the Department can decide on its own whether or not to open a position and at which level. The actual selection for a position will be based on a public selection procedure pursuant art. 18, comma 1 and 4, of Italian Law 240/2010.

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Fwd: Seminario Elena Di Bernardino a ROMA 1, 20 luglio 2017
by Nappo, Giovanna 17 Jul '17

17 Jul '17

Mi scuso per l'errore del cognome nel precedente messaggio Giovanna Nappo ---------- Forwarded message ---------- From: "Nappo, Giovanna" <nappo(a)mat.uniroma1.it> Date: Mon, 17 Jul 2017 13:38:50 +0200 Subject: Seminario Elena Bernardini a ROMA 1, 20 luglio 2017 To: random <random(a)fields.dm.unipi.it> SEMINARI DI PROBABILITA' E STATISTICA MATEMATICA DIPARTIMENTO DI MATEMATICA Guido Castelnuovo Università di Roma "La Sapienza" Piazzale A. Moro 5 . 00185 ROMA ***************************************************************************** Giovedì 20 luglio 2017, Ore 11,30 Aula di Consiglio Elena Di Bernardino CNAM, Paris (FRANCE) A test of Gaussianity based on the Euler characteristic of excursion sets Abstract: We deal with a stationary isotropic random field X:R^d→R and we assume it is partially observed through some level functionals. We aim at providing a methodology for a test of Gaussianity based on this information. More precisely, the level functionals are given by the Euler characteristic of the excursion sets above a finite number of levels. On the one hand, we study the properties of these level functionals under the hypothesis that the random field X is Gaussian. In particular, we focus on the mapping that associates to any level u the expected Euler characteristic of the excursion set above level u. On the other hand, we study the same level functionals under alternative distributions of X, such as chi-square, harmonic oscillator and shot noise. In order to validate our methodology, a part of the work consists in numerical experimentations. We generate Monte-Carlo samples of Gaussian and non-Gaussian random fields and compare, from a statistical point of view, their level functionals. Goodness-of-fit p−values are displayed for both cases. Simulations are performed in one dimensional case (d=1) and in two dimensional case (d=2), using R. ***************************************************************************************** Tutti gli interessati sono invitati a partecipare Giovanna Nappo

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Seminario Elena Bernardini a ROMA 1, 20 luglio 2017
by Nappo, Giovanna 17 Jul '17

17 Jul '17

SEMINARI DI PROBABILITA' E STATISTICA MATEMATICA DIPARTIMENTO DI MATEMATICA Guido Castelnuovo Università di Roma "La Sapienza" Piazzale A. Moro 5 . 00185 ROMA ***************************************************************************** Giovedì 20 luglio 2017, Ore 11,30 Aula di Consiglio Elena Di Bernardino CNAM, Paris (FRANCE) A test of Gaussianity based on the Euler characteristic of excursion sets Abstract: We deal with a stationary isotropic random field X:R^d→R and we assume it is partially observed through some level functionals. We aim at providing a methodology for a test of Gaussianity based on this information. More precisely, the level functionals are given by the Euler characteristic of the excursion sets above a finite number of levels. On the one hand, we study the properties of these level functionals under the hypothesis that the random field X is Gaussian. In particular, we focus on the mapping that associates to any level u the expected Euler characteristic of the excursion set above level u. On the other hand, we study the same level functionals under alternative distributions of X, such as chi-square, harmonic oscillator and shot noise. In order to validate our methodology, a part of the work consists in numerical experimentations. We generate Monte-Carlo samples of Gaussian and non-Gaussian random fields and compare, from a statistical point of view, their level functionals. Goodness-of-fit p−values are displayed for both cases. Simulations are performed in one dimensional case (d=1) and in two dimensional case (d=2), using R. ***************************************************************************************** Tutti gli interessati sono invitati a partecipare Giovanna Nappo

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Bando RTD-A, SECS-S/06, Università di Firenze
by Giacomo Scandolo 16 Jul '17

16 Jul '17

Il Dipartimento di Scienze per l'Economia e l'Impresa (DISEI), Università degli Studi di Firenze, ha bandito un posto di Ricercatore a Tempo Determinato di tipo A nel SSD SECS-S/06 (Metodi Matematici dell’Economia e delle Scienze Attuariali e Finanziarie). Il bando si trova al link: http://www.unifi.it/cmpro-v-p-11205.html Le domande di partecipazione vanno inviate esclusivamente con la modalità telematica descritta nel bando. Il termine ultimo per l'invio è il 10 agosto 2017. Cordiali saluti Giacomo Scandolo

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Data Science and Statistical Learning Post Doc positions - Human Technopole
by Piercesare Secchi 14 Jul '17

14 Jul '17

The Center for Analysis, Decision and Society of the Human Technopole, based in Milano, Italy (https://htechnopole.it/en/), is opening a few positions for post-doc in data science and statistical learning. Details can be found here: https://htechnopole.it/en/openings ------------------------------------------------ Piercesare Secchi MOX - Dipartimento di Matematica Politecnico di Milano Via Bonardi 9 20133 Milano - Italy tel. +39 02 2399 4592 fax. +39 02 2399 4568 e.mail: piercesare.secchi(a)polimi.it<mailto:piercesare.secchi@polimi.it>

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[Fwd: [gdre-conedp] Post-doctoral position at university Blaise Pascal (France)] (fwd)
by Tiziano Vargiolu 12 Jul '17

12 Jul '17

---------- Forwarded message ---------- Date: Wed, 12 Jul 2017 07:51:42 +0200 From: Fabio Ancona <ancona(a)math.unipd.it> To: users(a)math.unipd.it Subject: [Fwd: [gdre-conedp] Post-doctoral position at university Blaise Pascal (France)]

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2 postdocs in Geometry of Deep Learning and Reinforcement Learning at RIST
by Luigi Malagò 11 Jul '17

11 Jul '17

=========================================================== 2 postdoc positions in Machine Learning (1 year, renewable up to 3 years) Institution: RIST - Romanian Institute of Science and Technology, Cluj-Napoca Keywords: Deep Learning, Reinforcement Learning, Stochastic Optimization, Optimization over Manifolds, Information Geometry, Riemannian Geometry Application deadline: 30 July 2017 (applicants are encouraged to apply earlier) Salary: around 2190 euro net Official announcement: http://rist.ro/en/details/news/postdoc-positions-in-deep-learning-and-machi… =========================================================== Dear colleagues, the Romanian Institute of Science and Technology (RIST) has an opening for 2 postdoc positions, in the context of the DeepRiemann project “Riemannian Optimization Methods for Deep Learning”, funded by European structural funds through the Competitiveness Operational Program (POC 2014-2020). The appointments will be for 1 year, with possible extensions up to 3 years. The DeepRiemann project aims at the design and analysis of novel training algorithms for Neural Networks in Deep Learning, by applying notions of Riemannian optimization and differential geometry. The task of the training a Neural Network is studied by employing tools from Optimization over Manifolds and Information Geometry, by casting the learning process to an optimization problem defined over a statistical manifold, i.e., a set of probability distributions. The project is highly interdisciplinary, with competences spanning from Machine Learning to Optimization, Deep Learning, Statistics, and Differential Geometry. The objectives of the project are multiple and include both theoretical and applied research, together with industrial activities oriented to transfer knowledge, from the institute to a startup or spin-off of the research group. The positions will be part of the new Machine Learning and Optimization group http://luigimalago.it/group.html, which performs research at the intersection of Machine Learning, Stochastic Optimization, Deep Learning, and Optimization over Manifolds, from the unifying perspective of Information Geometry. The group is one of two newly-formed groups in Machine Learning at RIST, where about 20 new postdoctoral research associates and research software developers will be hired by 2018. The official job announcement can be seen here: http://rist.ro/en/details/news/postdoc-positions-in-deep-learning-and-machi… Informal inquiries can be sent to Dr. Luigi Malagò <malago(a)rist.ro>, principal investigator of the DeepRiemann project. Application deadline: 30 July 2017 (applicants are encouraged to apply earlier)

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Position of Lecturer/Senior Lecturer/Reader in Mathematics, University of Sussex
by Enrico Scalas 10 Jul '17

10 Jul '17

Car* Collegh*, al Dipartimento di Matematica dell'Universita' del Sussex stiamo reclutando in probabilita' e statistica. Vi prego di diffondere l'annuncio se conoscete persone interessate. I link sono: http://www.sussex.ac.uk/about/jobs/lecturer-senior-lecturer-in-mathematics-… http://www.jobs.ac.uk/job/BCQ418/lecturer-senior-lecturer-or-reader-in-math… Il profilo e': Applications are invited from all areas of mathematics strengthening and complementing the Department's research portfolio. Applications are particularly welcome from probability and statistics including, for example, mathematical statistics, rigorous data science, stochastic analysis, processes in random environments, and probabilistic modelling. Il bando contiene poi i link a "job description" e "person specification". Grazie per l'attenzione e cordiali saluti, Enrico Scalas Professor of Statistics and Probability Head of Department, Mathematics University of Sussex, UK

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deadline early-bird registration to the 11th ClaDAG Conference
by Francesca Greselin 10 Jul '17

10 Jul '17

---- We apologize for cross posting ---- Dear all, this is just a friendly reminder that *today* is the deadline for early-bird registration to the *11th Scientific Meeting of the CLAssification and Data Analysis Group of the Italian Statistical Society * http://www.cladag2017.unimib.it/ For the 2017 edition of the Conference, the University of Milano-Bicocca, Bocconi University, Politecnico di Milano, University of Milano and Università Cattolica del Sacro Cuore are cooperating and supporting the event, that will be hosted at University of Milano-Bicocca. *Papers* Around 150 papers have been submitted for the Conference, for which the usual blind referee process has been carried out by the Scientific Program Committee, chaired by Francesco Mola. *Keynote speakers:* - J. Sunil Rao, <http://www.biostat.med.miami.edu/people/primary-faculty/sunil-rao> Division of Biostatistics, Department of Public Health Sciences University of Miami, Florida, USA, - *Classified Mixed Model Prediction*- Antony Davison, <http://statwww.epfl.ch/davison/davison.html> Institute of Mathematics, Ecole Poytechnique Federale de Lausanne, Switzerland - *Statistical models for complex extremes*- Roberto Rocci <http://economia.uniroma2.it/faculty/145/rocci-roberto>, Dipartimento di Economia e Finanza, Università degli studi di Tor Vergata, Rome, Italy - *An URV approach to cluster ordinal data* *Young researchers data challenge*Young researchers are invited to a data challenge, at Politecnico di Milano the day before the Conference, say on September 12, and sponsored by Oracle and Data Reply. Amazing prices are announced for the winners! *Statistical Challenges in Big Data & Complex Systems* A satellite Conference will take place on Tuesday September 12, at the University of Milano. More information will be available soon at http://www.cladag2017.unimib.it/ *Social dinner*The social dinner will take place on September 14th, in the *San Nazaro Porch* of the ancient “*Cà Granda*” complex, entrusted to the Tuscan architect Antonio Averlino, known as Filarete. Founded on 12 April, 1456 by the Duke of Milan Francesco Sforza and his wife Bianca Maria, the gigantic complex was built to provide medical care for the city’s poorest people. *Conference Proceedings* The Conference Proceedings will be published in digital edition with ISBN and distributed for free to all the Cladag2017 Participants. *Post conference publications* After the Conference, the Program Committee encourages authors of the best papers to submit an extended version for possible publication in the *Springer Series:* "Studies in Classification, Data Analysis, and Knowledge Organization", or alternatively to submit to a *special issue* of the following journals: Statistical Analysis and Data Mining <http://www.statisticsviews.com/details/journal/2285261/Statistical-Analysis…>, published on behalf of the American Statistical Association <http://www.amstat.org/>, and Statistics and Applications <http://statisticaeapplicazioni.vitaepensiero.it/> Both journals will offer the possibility to publish a selection of the best 10-15 papers presented at CLADAG 2017. Topics covered in these papers should be in line with the aims and scope of the journal and will undergo a regular review process. We look forward to see you in Milan on 12-15 September for CLADAG 2017! The organizing Committee

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Fwd: Ph.D. position at Imperial college
by Marco Romito 07 Jul '17

07 Jul '17

Roth Studentship in Stochastic Analysis (for EU student) Imperial college, London The studentship is for a project in stochastic analysis, to work with Professor Xue-Mei Li starting 1st October 2017 or as soon as possible. The candidate should have a strong background in two of the following topics: stochastic analysis and probability; real analysis; pdes; and differential geometry. For some idea about stochastic analysis on manifolds, please see http://www.xuemei.org/Homepage/Research.html, See also http://www2.warwick.ac.uk/fac/sci/maths/people/staff/xue_mei_li/. The interested students should apply directly to Imperial college, mention this particulars. Applicants are directed to this page: http://www.imperial.ac.uk/mathematics/postgraduate/phd/how-to-apply <http://www.imperial.ac.uk/mathematics/postgraduate/phd/how-to-apply/> ------------------------------------------------------------------------------------------------------- Xue-Mei Li Professor Mathematics Institute The University of Warwick Coventry CV4 7AL U.K. Tel 44 (0) 2476 528 319 --------------------------

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Avviso di seminario: Cardinali@DISMEQ (Dipartimento di Statististica e Metodi Quantitativi, Milano-Bicocca)
by Fulvia Pennoni 06 Jul '17

06 Jul '17

----------------------------------------------------------------------------- Dipartimento di Statistica e Metodi Quantitativi Via Bicocca degli Arcimboldi, 8 - 20126 Milano ----------------------------------------------------------------------------- “COSTATIONARY INFERENCE FOR LOCALLY STATIONARY TIME SERIES” Alessandro Cardinali School of Computing and Mathematics, Plymouth University University of Plymouth Lunedì 10 Luglio ore 14.00 Ed. U7, 2° piano, aula 2061 __________________________________________________________ Abstract: In this presentation we illustrate a novel inferential approach to estimate time-varying parameters of locally stationary time series. This approach is based on costationary combinations, that is, time-varying deterministic linear combinations of locally stationary time series that are second-order stationary. We first review the theory of costationarity and formalize a Generalised Method of Moments estimator for the coefficient vectors. We then use this new framework to derive an estimator for the (time-varying) covariance of locally stationary time series and we show that the new covariance estimator is more efficient than classical estimators exclusively based on the evolutionary cross-periodogram. We confirm our theoretical findings through a simulation experiment. We then present a new analysis of financial log-returns showing that our new estimator is capable to highlight well known economic shocks. As a second example of our approach we finally discuss forecasting of locally stationary time series based on costationary combinations. __________________________________________________________ Cordiali saluti Fulvia Pennoni -- Fulvia Pennoni Department of Statistics and Quantitative Methods University of Milano-Bicocca http://www.statistica.unimib.it/utenti/pennoni/

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Avviso di seminario: Cardinali@DISMEQ (Dipartimento di Statististica e Metodi Quantitativi, Milano-Bicocca)
by Fulvia Pennoni 06 Jul '17

06 Jul '17

----------------------------------------------------------------------------- Dipartimento di Statistica e Metodi Quantitativi Via Bicocca degli Arcimboldi, 8 - 20126 Milano ----------------------------------------------------------------------------- “COSTATIONARY INFERENCE FOR LOCALLY STATIONARY TIME SERIES” Alessandro Cardinali School of Computing and Mathematics, Plymouth University University of Plymouth Lunedì 10 Luglio ore 14.00 Ed. U7, 2° piano, aula 2061 __________________________________________________________ Abstract: In this presentation we illustrate a novel inferential approach to estimate time-varying parameters of locally stationary time series. This approach is based on costationary combinations, that is, time-varying deterministic linear combinations of locally stationary time series that are second-order stationary. We first review the theory of costationarity and formalize a Generalised Method of Moments estimator for the coefficient vectors. We then use this new framework to derive an estimator for the (time-varying) covariance of locally stationary time series and we show that the new covariance estimator is more efficient than classical estimators exclusively based on the evolutionary cross-periodogram. We confirm our theoretical findings through a simulation experiment. We then present a new analysis of financial log-returns showing that our new estimator is capable to highlight well known economic shocks. As a second example of our approach we finally discuss forecasting of locally stationary time series based on costationary combinations. __________________________________________________________ Cordiali saluti Fulvia Pennoni -- Fulvia Pennoni Department of Statistics and Quantitative Methods University of Milano-Bicocca http://www.statistica.unimib.it/utenti/pennoni/

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3-year Ph.D. position at Bielefeld University
by Giorgio Ferrari 06 Jul '17

06 Jul '17

Dear Colleagues, this is to announce a *3-year Ph.D. position at Bielefeld University* starting on *October 1, 2017*. The successful candidate will participate in the Collaborative Research Centre (CRC) 1283 "Taming uncertainty and profiting from randomness and low regularity in analysis, stochastics and their applications" https://www.sfb1283.uni-bielefeld.de/Pages/home within the project C4 “Stochastic games of singular control and games of stopping”. More information on the post and on the application procedures can be found here http://www.uni-bielefeld.de/Universitaet/Aktuelles/Stellenausschreibungen/A… *DEADLINE FOR APPLICATION:* August 2, 2017 All the best, Giorgio Ferrari

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Postgraduate programmes at the University of Kent
by Fabrizio Leisen 03 Jul '17

03 Jul '17

Con preghiera di diffusione, Cordiali saluti, Fabrizio Leisen A postgraduate degree in Statistics from the University of Kent can open many doors both in industry and research. The taught programmes in Statistics and Statistics with Finance provide exemption from the professional examinations of the Royal Statistical Society and qualification for Graduate Statistician status. The School of Mathematics, Statistics and Actuarial Science has a strong reputation for world-class research and a well-established system of support and training, with a high level of contact between staff and research students. Postgraduate students develop analytical, communication and research skills. Developing computational skills and applying them to mathematical problems forms a significant part of the postgraduate training in the School. The School encourages all postgraduate statistics students to take part in statistics seminars and to help in tutorial classes. The Statistics Group is forward-thinking, with varied research, and received high rankings in the Research Excellence Framework (REF) 2014 for research power and quality. For more information about postgraduate statistics programmes at Kent visit www.kent.ac.uk/smsas or contact the Admissions Officer: E: smsaspgadmissions(a)kent.ac.uk T: +44 (0) 1227 816050 -- Fabrizio Leisen Reader in Statistics School of Mathematics, Statistics and Actuarial Sciences Sibson Building, University of Kent, Canterbury, CT2 7FS http://www.kent.ac.uk/smsas/statistics/our-people/profiles/leisen_fabrizio.… http://sites.google.com/site/fabrizioleisen/

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