September 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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Quantitative Finance Workshop 2018 - Call for Papers
by Davide Erminio Pirino 30 Sep '17

30 Sep '17

[image: Immagine incorporata 1] Dear Collegues, We take great pleasure to invite you to attend the XIX edition of the Workshop on Quantitative Finance that will be held at the Department of Business Studies - University Roma Tre on 24-25-26 January 2018. The official website is http://disa.uniroma3.it/qfw2018/ After the great success of the previous edition at the University of Milano-Bicocca, we repeat the same conference format, lasting two days and a half (from Wednesday 24 January afternoon to Friday 26 January). The deadline for submitting an Extended Abstract is 26 November 2017. Notification of acceptance will be given by 23 December 2017. The full paper for the discussant will have to be provided by 7 January 2018. Looking forward to seeing you in Rome! Best regards The organizing committee

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Call for abstracts - opening conference of the thematic semester on “Stochastic modeling” - Verona, Italy - December 18th to 21st, 2017
by Luca di persio 30 Sep '17

30 Sep '17

*Call for abstracts* *Opening conference of the thematic semester on* *“Stochastic modeling”* *December 18th to 21st, 2017* *Verona, Italy * We would like to invite both academics and practitioners to submit abstracts to the *opening conference of the thematic semester on “Stochastic modeling” taking place in Verona, Italy from December 18th to 21st, 2017. *The aim of the thematic semester, and in particular this opening conference, is to enhance existing connections and to foster new collaborations between researchers in the fields of stochastic modeling, financial mathematics, stochastic control and risk management. The scientific program will feature plenary lectures, invited and contributed talks, as well as poster sessions. *Confirmed plenary speakers are: * Paolo Baldi (Roma 2 University) Viorel Barbu (Romanian Academy) Alberto Bressan (Penn State university) Christa Cuchiero (Vienna university) Romuald Elie (Paris Est university) Damir Filipovic (EPFL and Swiss Finance Institute) Franco Flandoli (Pisa university) Marco Furhman (Milano university) Dylan Possamaï (Columbia university) Young researchers – especially PhD students and junior postdocs – are encouraged to submit their work for a contributed talk or a poster presentation. *Abstracts for contributed talks and posters must be in English and can be submitted at info(a)vpsms2018.org <info(a)vpsms2018.org> (Please indicate during submission if you are willing to do a poster presentation)* *The deadline for abstract submission is October 31st, 2017.* *Decisions on acceptance / rejection will be communicated to the authors by November 7th, 2017.Registration for Participation: November 15th, 2017 (Early registration)Registration fees: 120 euros (Early registration) - 170 euros (Regular registration)* For further information about the conference, please visit our *website:* http://vpsms2018.org/event/opening-conference/ If you have any queries, do not hesitate to *contact us at:* info(a)vpsms2018.org Warm wishes, The organizing committee Etienne Chevalier (Evry university) Luca Di Persio (Verona university) Idris Kharroubi (Paris 6 university) Sergio Pulido (ENSIIE Paris-Evry) __ Luca Di Persio - PhD assistant professor of Probability and Mathematical Finance Dept. Informatics University of Verona strada le Grazie 15 - 37134 Verona - Italy Tel : +39 045 802 7968 <+39%20045%20802%207968> Head of R&D info(a)hpa8.com | www.hpa8.com

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Fwd: Postdoc positions at Luiss - Roma. A final reminder
by Fausto Gozzi 29 Sep '17

29 Sep '17

Sorry there was a mistake in the email below (sent this morning) the correct text is the following. Final reminder. Applications are open for three postdoc positions at LUISS on theÂ following topics: Proff. Marco SCARSINI, Marco DALLAGLIO Efficiency of equilibria in large games. Deterministic and stochastic viewpoints Deadline: October 16th, 2017 - 14:00 p.m. - Central European Summer Time (CEST), UTC +2 Proff. Sara BIAGINI, Fausto GOZZI Stochastic control and duality methods to tackle model uncertainty in finance and insurance Deadline: September 30, 2017 - 12:00 p.m. - Central European Summer Time (CEST), UTC +2 Proff. Giuseppe RAGUSA, Francesco SOBBRIO, Giovanna VALLANTI High-Dimensional Data: Applications to Economics Deadline: September 30, 2017 - 12:00 p.m. - Central European Summer Time (CEST), UTC +2 Information can be found here: <http://economiaefinanza.luiss.it/en/node/5166>http://economiaefinanza.luiss.it/en/node/5166 >Date: Fri, 29 Sep 2017 10:17:47 +0200 >To: random(a)dm.unipi.it >From: Fausto Gozzi <faustogozziluiss(a)gmail.com> >Subject: Postdoc positions at Luiss - Roma. A final reminder > >Final reminder. > >Applications are open for three postdoc >positions at LUISS on theÂ following topics: > >Proff. Marco SCARSINI, Marco DALLAGLIO >Efficiency of equilibria in large games. >Deterministic and stochastic viewpoints > Deadline: September 30, 2017 - 12:00 p.m. - > Central European Summer Time (CEST), UTC +2 > > >Proff. Sara BIAGINI, Fausto GOZZI >Stochastic control and duality methods to tackle >model uncertainty in finance and insurance > Deadline: September 30, 2017 - 12:00 p.m. - > Central European Summer Time (CEST), UTC +2 > > >Proff. Giuseppe RAGUSA, Francesco SOBBRIO, Giovanna VALLANTI >High-Dimensional Data: Applications to Economics >Deadline: October 16th, 2017 - 14:00 p.m. - >Central European Summer Time (CEST), UTC +2 > >The application deadline is September 30. > >Information can be found here: > ><http://economiaefinanza.luiss.it/en/node/5166>http://economiaefinanza.luiss.it/en/node/5166 > >Fausto Gozzi >Dipartimento di Economia e Finanza >LUISS - Guido Carli >Viale Romania, 32 >00197 Roma >Italy >tel 06.85225723 (office) >FAX 06.86506513 >e-mail: fgozzi(a)luiss.it >webpage: http://docenti.luiss.it/gozzi/ > >old address, sometimes still used: > >Fausto Gozzi >Dipartimento di Matematica >Universita' di Pisa >Largo Bruno Pontecorvo n.5 >56127 Pisa >Italy >tel 050/2213270 >e-mail: gozzi(a)dm.unipi.it Fausto Gozzi Dipartimento di Economia e Finanza LUISS - Guido Carli Viale Romania, 32 00197 Roma Italy tel 06.85225723 (office) FAX 06.86506513 e-mail: fgozzi(a)luiss.it webpage: http://docenti.luiss.it/gozzi/ old address, sometimes still used: Fausto Gozzi Dipartimento di Matematica Universita' di Pisa Largo Bruno Pontecorvo n.5 56127 Pisa Italy tel 050/2213270 e-mail: gozzi(a)dm.unipi.it --- Questa e-mail è stata controllata per individuare virus con Avast antivirus. https://www.avast.com/antivirus

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Postdoc positions at Luiss - Roma. A final reminder
by Fausto Gozzi 29 Sep '17

29 Sep '17

Final reminder. Applications are open for three postdoc positions at LUISS on theÂ following topics: Proff. Marco SCARSINI, Marco DALLAGLIO Efficiency of equilibria in large games. Deterministic and stochastic viewpoints Deadline: September 30, 2017 - 12:00 p.m. - Central European Summer Time (CEST), UTC +2 Proff. Sara BIAGINI, Fausto GOZZI Stochastic control and duality methods to tackle model uncertainty in finance and insurance Deadline: September 30, 2017 - 12:00 p.m. - Central European Summer Time (CEST), UTC +2 Proff. Giuseppe RAGUSA, Francesco SOBBRIO, Giovanna VALLANTI High-Dimensional Data: Applications to Economics Deadline: October 16th, 2017 - 14:00 p.m. - Central European Summer Time (CEST), UTC +2 The application deadline is September 30. Information can be found here: <http://economiaefinanza.luiss.it/en/node/5166>http://economiaefinanza.luiss.it/en/node/5166 Fausto Gozzi Dipartimento di Economia e Finanza LUISS - Guido Carli Viale Romania, 32 00197 Roma Italy tel 06.85225723 (office) FAX 06.86506513 e-mail: fgozzi(a)luiss.it webpage: http://docenti.luiss.it/gozzi/ old address, sometimes still used: Fausto Gozzi Dipartimento di Matematica Universita' di Pisa Largo Bruno Pontecorvo n.5 56127 Pisa Italy tel 050/2213270 e-mail: gozzi(a)dm.unipi.it --- Questa e-mail è stata controllata per individuare virus con Avast antivirus. https://www.avast.com/antivirus

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Seminario BERESTYCKI
by Matteo Ruggiero 29 Sep '17

29 Sep '17

************************************************************************ STATISTICS SEMINARS @ COLLEGIO CARLO ALBERTO ************************************************************************ Venerdi 6 Ottobre 2017, alle ore 12:00, presso il nuovo edificio del Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terra' il seguente seminario: ------------------------------------------------ Julien BERESTYCKI (University of Oxford) BRANCHING BROWNIAN MOTION WITH ABSORPTION What does the genealogy of a population under selection look like? This question is crucial for ecology and evolutionary biology and yet it is not fully understood. Recently, Brunet and Derrida have conjectured that for a whole class of models of such populations, we can expect the genealogy to be described by a universal scaling limit: the Bollthausen-Sznitman coalescent. The purpose of this talk is to present several recent results which put this prediction on a rigorous footing. The model we chose is that of a one-dimensional branching Brownian motion in which particles are absorbed at the origin. A particle's position is interpreted as the fitness of an individual and the killing at zero correspond to the removal from the population of individuals whose fitness is too low. We assume that when a particle branches, the offspring distribution is supercritical, but the particles are given a drift μ towards the origin. Depending on the value of μ the process can be (sub/super)-critical. I will particularly focus on the critical case, for which I will present results concerning the extinction time and Yaglom-type limits for the behavior of the process conditioned to survive for an unusually long time, which both improve upon results of Kesten (1978). An important tool in the proofs of these results is the convergence of branching Brownian motion with absorption to a continuous state branching process. ------------------------------------------------ Tutti gli interessati sono invitati a partecipare. Il seminario e' organizzato dalla "de Castro" Statistics Initiative (www.carloalberto.org/stats) in collaborazione con il Collegio Carlo Alberto. Cordiali saluti, Matteo Ruggiero --- Matteo Ruggiero University of Torino and Collegio Carlo Alberto www.matteoruggiero.it

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assegno di ricerca UNIFI - Post-doc position at UNIFI
by Maria Elvira Mancino 28 Sep '17

28 Sep '17

The call for a 12 month postdoc (assegno di ricerca) is open at University of Firenze (Dept of Economics and Management) The details of the call are at http://titulus.unifi.it/albo/viewer?view=files%2F002539689-UNFICLE-09683e1e… Deadline 20 October 2017

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Fwd: Lecturer in probability & stoch. processes @ Uni Melbourne
by pietro caputo 27 Sep '17

27 Sep '17

---------- Forwarded message ---------- From: Konstantin Borovkov <kostya.borovkov(a)gmail.com> Date: Sun, Sep 24, 2017 at 10:43 AM Subject: Lecturer in probability & stoch. processes @ Uni Melbourne To: Konstantin Borovkov <kostya.borovkov(a)gmail.com> Dear Colleagues, Our School of Maths & Stats (The University of Melbourne) has just announced a new position: Lecturer (level B, comparable to assist. prof. in the United States of North America) in probability & stochastic processes, please see http://jobs.unimelb.edu.au/caw/en/job/891641/lecturer-in-pro bability-and-stochastic-processes for more detail. We have got a pretty good (IMHO) and friendly probability group, including at the moment Aihua Xia, Nathan Ross, Mark Holmes and myself (plus, there are a few other people in the school with strong interests in probability theory & its applications). So now we are trying to attract the best candidates (as usual) and would be grateful if you could circulate the information as appropriate (and perhaps some of you might be interested in that position as well). Thanks! Best, kostya borovkov

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(senza oggetto)
by Faggionato, Alessandra 26 Sep '17

26 Sep '17

Vi segnalo, con preghieria di diffusione, il bando per un assegno di ricerca annuale, settore MAT/07, presso il Dipartimento di Matematica della Sapienza (scadenza 29 settembre 2017) https://www2.mat.uniroma1.it/sites/default/files/bando2017-3.pdf L'assegno e' nell'ambito delle progetto di ateneo "Metodi fisico-matematici per problemi di evoluzione", Scopo della ricerca e' lo sviluppo di metodi fisico-matematici per lo studio di problemi di evoluzione, tra cui: PDE stocastiche, super-diffusivita' nel trasporto di energia, deep learning nell'intelligenza artificiale, sistemi cinetici auto-interagenti e/o auto-propellenti, sequenze dati fisici/fisiologici/antropologici, e altri problemi rilevanti per la ricerca fisico-matematica. -- ************************************************* Prof. Alessandra Faggionato http://www1.mat.uniroma1.it/~faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 5, Phone (0039) 06 49913252 *************************************************

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Seminario di Probabilità - Padova - Rettifica orario
by Paolo Dai Pra 25 Sep '17

25 Sep '17

A causa di un mio errore il seguente seminario era stato annunciato ad un orario errato, quello corretto è 10:30. Ecco l’annuncio corretto: Ho il piacere di invitarvi al seguente seminario, che si terrà Martedì 26 Settembre, alle 10:30, in aula 2AB45 della Torre Archimede presso il Dipartimento di Matematica dell'Università degli Studi di Padova. SPEAKER: Paolo Pigato AFFILIATION: WIAS, Berlino TITLE: The Oscillating Brownian motion: estimation and application to volatility modeling ABSTRACT: We consider a continuous time stochastic process which exhibits a regime-switch in the dynamics accordingly to a certain threshold. This process is solution to a stochastic differential equation with piecewise constant coefficients. We introduce and analyze estimators for the diffusion coefficient, the drift coefficient, and the threshold level. We use this process as a local volatility model for financial indices, that we test on time series of daily prices of several assets, finding evidence of leverage effect (negative correlation between prices and volatilies) and of mean-reversion effects in the dynamics of the prices. Paolo Dai Pra Dipartimento di Matematica Via Trieste, 63 35121 Padova Tel. +39 0498271361 Fax +39 0498271428 daipra(a)math.unipd.it

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Annuncio seminario di probabilita', Pisa, 26.09.2017
by Carina Geldhauser 21 Sep '17

21 Sep '17

Seminar announcement of the probability seminar at the University of Pisa DATE AND TIME: Tuesday, september 26, 09:15h - 11:00h LOCATION: Aula Seminari, Dipartimento di Matematica, Universita' di Pisa SPEAKER: Nicolas Perkowski TITLE: A weak universality result for the parabolic Anderson model ABSTRACT: We consider a class of nonlinear population models on a two-dimensional lattice which are influenced by a small random potential, and we show that on large temporal and spatial scales the population density is well described by the continuous parabolic Anderson model, a linear but singular stochastic PDE. The proof is based on a discrete formulation of paracontrolled distributions on unbounded lattices which is of independent interest because it can be applied to prove the convergence of a wide range of lattice models. This is joint work with Jörg Martin. Everyone is invited to participate. For more information, please contact carina.geldhauser(a)dm.unipi.it

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Seminario di Probabilità - Padova
by Paolo Dai Pra 20 Sep '17

20 Sep '17

Ho il piacere di invitarvi al seguente seminario, che si terrà Martedì 26 Settembre, alle 14:15, in aula 2AB45 della Torre Archimede presso il Dipartimento di Matematica dell'Università degli Studi di Padova. SPEAKER: Paolo Pigato AFFILIATION: WIAS, Berlino TITLE: The Oscillating Brownian motion: estimation and application to volatility modeling ABSTRACT: We consider a continuous time stochastic process which exhibits a regime-switch in the dynamics accordingly to a certain threshold. This process is solution to a stochastic differential equation with piecewise constant coefficients. We introduce and analyze estimators for the diffusion coefficient, the drift coefficient, and the threshold level. We use this process as a local volatility model for financial indices, that we test on time series of daily prices of several assets, finding evidence of leverage effect (negative correlation between prices and volatilies) and of mean-reversion effects in the dynamics of the prices. Paolo Dai Pra Dipartimento di Matematica Via Trieste, 63 35121 Padova Tel. +39 0498271361 Fax +39 0498271428 daipra(a)math.unipd.it

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Avviso seminario
by Stefano Bonaccorsi 18 Sep '17

18 Sep '17

Scusandomi per il breve preavviso, inoltro il seguente avviso di seminario. The Enskog Process *September 21, 2017* *Venue:* Seminar Room “-1” – Department of Mathematics - Via Sommarive 14 - Povo -Trento at *11:00 a.m.* - *Barbara Rüdiger-Mastandrea (*Bergische Universität Wuppertal) *Abstract: * (Joint article with S. Albeverio, P. Sundar, appeared on Journal Stat. Physics, January 2017 (No1)) The existence of a weak solution to a McKean-Vlasov type stochastic differential system corresponding to the Enskog equation of the kinetic theory of gases is established under suitable hypotheses. The distribution of any solution to the system at each fixed time is shown to be unique. The existence of a probability density for the time-marginals of the velocity is verified in the case where the initial condition is Gaussian, and is shown to be the density of an invariant measure. *Contact person: *Stefano Bonaccorsi *Staff Dipartimento di Matematica* *Università degli Studi Trento*Via Sommarive, 14 38123 Povo (TN) Tel +39 0461/281625-1701-3786

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Postdoc position in Probability at Universidade de São Paulo
by Fabio Zucca 16 Sep '17

16 Sep '17

Ricevo e volentieri inoltro. Segnalate pure questa opportunità a chiunque pensiate possa essere interessato. Fabio Zucca %%%%%%%%%%%% The Institute of Mathematics and Statistics at the *University of Sao Paulo*, seeks candidates for one post-doctoral position through the National Programme for Post- Doctoral Scholarships (CAPES, Brazil). The scholarship is allocated to the *S**tatistics **and Probability *Program ( https://www.ime.usp.br/en/statistics/graduate ). We look for candidates with strong and proven research record and potential. Possible interaction with the research groups of the Institute may be an advantage. Please see the research areas link https://www.ime.usp.br/en/research/lines/statistics. The scholarship consists of a monthly payment of 4100 Brazilian reals per month (tax-free money). The positions are initially for one year and may be renewed depending on progress. The candidates are expected to send via e-mail the following documents: •Curriculum Vitae with a list of publications. •Research project. •Letter from an advisor of the Graduate Program in Statistics of the Institute of Mathematics and Statistics - USP qualifying the relevance of the project and demonstrating interest in collaborating with the candidate in its execution. •Names and e-mail addresses of up to three researchers who can be contacted by the Graduate Program to send reference on the candidate. **These documents should be sent to cpg(a)ime.usp.br with the subject “PNPD/CAPES Statistics” ***Closing date: September 29, 2017.* More information about the Statistics Department: https://www.ime.usp.br/en/statistics

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Conference in Valpolicella (Verona)
by Stefania Ugolini 16 Sep '17

16 Sep '17

Symmetry and Invariance in Stochastic Dynamics, Sala Capitolare, San Giorgio di Valpolicella, September 18, 2017 http://www.mat.unimi.it/users/ugolini/workshop2017/WorkshopValpolicella2017…

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Call for papers in a special issue on "Financial Mathematics"- Mathematics
by Antonella Basso 14 Sep '17

14 Sep '17

The journal Mathematics (ISSN 2227-7390) is currently running a Special Issue entitled "Financial Mathematics". Prof. Dr. Antonella Basso, of the Department of Economics, Ca’ Foscari University of Venice, (Venice, Italy), is serving as Guest Editor for this issue. The purpose of this Special Issue is to establish a collection of articles that reflect the latest mathematical methods and models in the field of financial mathematics, a bridge between mathematical theory and its applications to finance. [...] For further reading, please follow the link to the Special Issue Website at: http://www.mdpi.com/si/mathematics/Financial_Mathematics_2017 The submission deadline is 31 March 2018. You may send your manuscript now or up until the deadline. Submitted papers should not be under consideration for publication elsewhere. We also encourage authors to send a short abstract or tentative title to the Editorial Office in advance (mathematics(a)mdpi.com) Mathematics is fully open access. Open access (unlimited and free access by readers) increases publicity and promotes more frequent citations, as indicated by several studies. Open access is supported by the authors and their institutes. An Article Processing Charge (APC) of CHF 350 currently applies to all accepted papers. You may be entitled to a discount if you have previously received a discount code or if your institute is participating in the MDPI Institutional Open Access Program (IOAP), for more information see: http://www.mdpi.com/about/ioap. For further details on the submission process, please see the instructions for authors at the journal website (http://www.mdpi.com/journal/mathematics/instructions) We look forward to hearing from you. Kind regards, Ms. Sheryl Yin Assistant Editor Mathematics (ISSN 2227-7390; http://www.mdpi.com/journal/mathematics) is a journal published by MDPI AG, Basel, Switzerland. Mathematics maintains rigorous peer-review and a rapid publication process. All articles are published with a CC BY 4.0 license. For more information on the CC BY license, please see: http://creativecommons.org -- Antonella Basso Prorettore alla Programmazione e Valutazione - Prorector at Planning and Valuation Dipartimento di Economia Università Ca' Foscari Venezia Fondamenta S. Giobbe - Cannaregio 873 30121 Venezia - Italy Tel. +39-041-2346914 - Fax +39-041-2347444 E-mail address: basso(a)unive.it Web page: http://www.unive.it/data/persone/5591751

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Fwd: Open PostDoc Position
by Marco Romito 14 Sep '17

14 Sep '17

Ricevo da M. von Renesse e inoltro. ------------------------------------------------------------------------- Dear Friends, I have a PostDoc position available in my group in Leipzig. Starting date is any time from now, I can offer two years plus possible extension for longer. Any interesting subject of expertise is ok, from geometry to SPDE to interacting particle systems to mass concentration to optimal transport etc. Job includes possibility for joint cooperation with other Leipzig colleagues like such as Gess, Jost, Kircheim, Otto, Sapozhnikov, Szekelyhidi etc. I would be happy if you could forward this to anyone who might be suitable and looking for a job. Cordially, yours Max

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Fwd: StochMod 2018 at Lancaster University
by Antonio Di Crescenzo 14 Sep '17

14 Sep '17

ricevo e inoltro > > >---------- Forwarded message ---------- > >(First announcement) > >Dear Colleagues, > >We would like to invite you to attend the 7th >Stochastic Modelling meeting (StochMod 2018), >which will take place on 13-15 June 2018 at >Lancaster University, UK. > >The StochMod meeting has been organized by the >EURO Working Group on Stochastic Modelling >biennially since 2006, and its scope covers both >the theory and applications of stochastic models. > >StochMod 2018 will include keynote talks from >- Margaret Brandeau (Stanford University) >- Kevin Glazebrook (Lancaster University) >- Warren B. Powell (Princeton University) >- Kalyan Talluri (Imperial College London) > >For additional information about StochMod 2018, >please visit the meeting's webpage: > ><http://www.lancaster.ac.uk/staff/jacko/stochmod2018/>http://www.lancaster.ac.uk/staff/jacko/stochmod2018/ > >We look forward to welcoming you in Lancaster! > >Best regards, > >Peter Jacko and Rouba Ibrahim (StochMod 2018 co-chairs). > > >-------------------------------------------------------- >Additional information about EURO and the working group: > >EURO is the "Association of European Operational >Research Societies". It has sections which are >called "Working Groups", one of which is on >"Stochastic Modelling". > >Currently, the Stochastic Modelling working >group has around 350 members and anyone >interested in presenting their research, >participating in the discussions, or simply >learning about stochastic modelling is welcome >to join the working group and its meetings. >Membership is also free, so please join >at <http://stochmod.eu/Members/>http://stochmod.eu/Members/ if >interested. > > > >-- > >------------------------------------- >Peter Jacko >------------------------------------- > >Lecturer in Management Science >Department of Management Science >Lancaster University Management School >Lancaster, LA1 4YX, UK ><mailto:p.jacko@lancaster.ac.uk>p.jacko(a)lancaster.ac.uk | >+44-15245 94035 | Office B57 ><http://scholar.google.com/citations?user=Ym1nWHEAAAAJ>scholar.google.com/citations?user=Ym1nWHEAAAAJ > ><http://www.lancaster.ac.uk/lums/people/peter-jacko>http://www.lancaster.ac.uk/lums/people/peter-jacko > ><http://www.lancaster.ac.uk/staff/jacko/>http://www.lancaster.ac.uk/staff/jacko/ > >------------------------------------- > > > > --

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Postdoc positions. A reminder
by Marco Scarsini 12 Sep '17

12 Sep '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 The application deadline is September 30. 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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Seminar at Luiss - Marcel Nutz
by Sara 12 Sep '17

12 Sep '17

Dear all, On Tuesday 26, at 2pm in room 106 - Luiss viale Romania 32, Roma, prof Nutz will give the following seminar: Supply and Shorting in Speculative Markets Abstract: We propose a continuous-time model of trading among risk-neutral agents with heterogeneous beliefs. Agents face quadratic costs-of-carry on their positions and as a consequence, their marginal valuation of the asset decreases when the magnitude of their position increases, as it would be the case for risk-averse agents. In the equilibrium models of investors with heterogeneous beliefs that followed the original work by Harrison and Kreps, investors are risk-neutral, short-selling is prohibited and agents face a constant marginal cost of carrying positions. The resulting resale option guarantees that the equilibrium price exceeds the price of the asset in a static buy-and-hold model where speculation is ruled out. Our model features three main novelties. First, increasing marginal costs entail that the price depends on the exogenous supply. Second, in addition to the resale option, agents may also value an option to delay, and this may cause the market to equilibrate below the static buy-and-hold price. Third, we introduce the possibility of short-selling; then the resale option for agents with short positions partly compensates the resale option for long agents. (Joint work with Jose Scheinkman) Best, 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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Call for PhD position at University of Oslo
by Giulia Di Nunno 12 Sep '17

12 Sep '17

Dear Colleagues, this is to draw your attention to the call for a PhD position at the University of Oslo in stochastic analysis and its applications in the scopes of STORE "Stochastics of Renewable Energy Markets". You find the description and the call here: https://www.jobbnorge.no/en/available-jobs/job/141687/phd-research-fellowsh… Deadline for application is: September 20, 2017 Please help to advertise this call to all interested people and possible candidates. Thank you in advance! Best wishes Giulia --- Giulia di Nunno Professor Department of Mathematics University of Oslo http://folk.uio.no/giulian/

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Workshop Optimization & Big Data in Bicocca
by Fabio Bellini 12 Sep '17

12 Sep '17

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workshop 25 settembre
by Stefano Bonaccorsi 12 Sep '17

12 Sep '17

A tutti gli interessati. Stiamo organizzando un incontro per salutare il prof. Tubaro che andrà in pensione il 30 settembre. Questo incontro si terrà lunedì 25 settembre, dalle ore 9 alle 13, presso il Dipartimento di Matematica dell'Università di Trento. Al termine della parte scientifica si terrà un breve rinfresco. Troverete tutte le informazioni e il programma nella locandina allegata. La partecipazione è gratuita ma, per ragioni di organizzazione, vi chiediamo cortesemente di confermare la vostra partecipazione con una mail a stefano.bonaccorsi(a)unitn.it, possibilmente entro il 20 settembre. Gli organizzatori Stefano Bonaccorsi, Giuseppina Guatteri, Sonia Mazzucchi

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Slow Monday in Algebraic Statistics, Genova 18 settembre 2017
by Fabio Rapallo 11 Sep '17

11 Sep '17

Car* collegh*, vi segnalo che il prossimo lunedì 18 settembre, a partire dalle ore 10, si terrà presso il Dipartimento di Matematica dell'Università di Genova l'incontro Slow Monday in Algebraic Statistics con talk di Christiane Gorgen, Luigi Malagò, Giovanni Pistone, Jim Smith, Gherardo Varando e Henry Wynn. Maggiori dettagli nel documento qui disponibile: http://www.dima.unige.it/~riccomag/SeminarsGenova/18sept2017_details.pdf Cordiali saluti, Fabio Rapallo -- Fabio Rapallo Dipartimento di Scienze e Innovazione Tecnologica Universita' del Piemonte Orientale viale Teresa Michel, 11 15121 ALESSANDRIA - ITALY Tel: +39 0131 360223 web: http://people.unipmn.it/rapallo/

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Fwd: Postdoc position
by Marco Romito 08 Sep '17

08 Sep '17

ricevo e inoltro da Ismael Bailleul ----------------------------------- I have some funding for an *18 months postdoc position* in Rennes, for a project on the /paracontrolled approach to Singular PDEs/. Applications are welcome from PhD students that have defended their PhD after Sept. 2014 (or shortly before that date) and next December. /The successful applicant should however take the position between Jan. and March 2018/; the window is short, but this is imposed by the funding Agency. Applicants should email me for discussion before applying officially (ismael.bailleul(a)univ-rennes1.fr) Ismaël Bailleul

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Postdoc position in Statistics at Inria Grenoble, France
by Julyan Arbel 08 Sep '17

08 Sep '17

We are seeking a postdoc candidate interested in applying Bayesian inference to extreme value theory. Applications will be accepted until the position is filled. The starting date is flexible, from October 1st, 2017 onward. For more info see: https://doctorat.campusfrance.org/en/CF20172480 <https://doctorat.campusfrance.org/en/CF20172480> or contact me (Julyan Arbel, julyan.arbel(a)inria.fr) or Prof. Stéphane Girard (stephane.girard(a)inria.fr) A general overview of the stats group at Inria can be found at https://team.inria.fr/mistis/members/ <https://team.inria.fr/mistis/members/> Julyan Arbel Researcher, Mistis team Inria Grenoble Rhône-Alpes http://www.julyanarbel.com/ <http://www.julyanarbel.com/>

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PhD Studentship at Sussex on PDMP-based Monte Carlo Methods (2018)
by Enrico Scalas 06 Sep '17

06 Sep '17

Car* collegh*, all'Universita' del Sussex abbiamo una posizione di dottorato sull'analisi rigorosa di metodi di Monte Carlo: http://www.sussex.ac.uk/study/phd/fees-and-scholarships/scholarships/view/7… Per maggiori informazioni si puo' contattare il Dr Andrew Duncan ( Andrew.Duncan(a)sussex.ac.uk) Se conoscete persone potenzialmente interessate, per favore, passate l'annuncio. Grazie mille e cordiali saluti, Enrico Scalas

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Statistical Challenges in Big Data & Complex Systems, CLADAG 2017 SATELLITE MEETING September 12th, 2017
by stefano iacus 06 Sep '17

06 Sep '17

Dear all, this is a gentle reminder in case you missed the original announcement. We are glad to announce that on the day before the CLADAG conference <http://www.cladag2017.unimib.it/>, which is held in Milan 13-15 September 2017, a satellite event is proposed by Data Science Lab <http://datasciencelab.unimi.it/> of the University of Milan. The event title is STATISTICAL CHALLENGES IN BIG DATA & COMPLEX SYSTEMS <http://datasciencelab.unimi.it/index.php/2017/07/05/statistical-challenges-…>, is held on the 12th of September 2017 from 14 in Aula Crociera Alta di Giurisprudenza, Via Festa del Perdono 7. After the meeting an Aperitif in the suggestive Porticato San Nazaro will be offered to the participants. The event is free, but for organizational matters, please send an email to datasciencelab(a)unimi.it. <mailto:datasciencelab@unimi.it> The purpose of this scientific event is to take advantage of the presence in Milan of the international community of statisticians attending CLADAG 2017 Conference and to stimulate cross-discussion between the various researchers at the University of Milan who work on diversified topics related to Big Data & Complex Systems. The Flash Talk are meant for a wider audience, including the Press and colleagues from other disciplines. Problems, solutions and challenges for Big Data & Complex Systems vary upon the scientific field of study. This event is an attempt to out statisticians in connection with scientists of the many different disciplines. Download the leaflet <http://datasciencelab.unimi.it/wp-content/uploads/2017/07/Volantino-evento-…> Best wishes Stefano Iacus and Silvia Salini

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unibz - Free University of Bozen-Bolzano - Job Call - Associate Professor in Statistics (direct call from abroad)
by Bauer Monika 06 Sep '17

06 Sep '17

To the members of the RANDOM-list. The Faculty of Economics and Management of the Free University of Bozen-Bolzano is seeking excellent candidates to fill the following academic position Associate Professor in Statistics (13/D1 - SECS-S/01) Bozen-Bolzano Campus Profile The candidate should have a PhD in Statistics or related fields, obtained in Italy or abroad, and an excellent record of international scientific publications, preferably with an applied focus. Position The position offered is at the Associate Professor level in Statistics (Professore Associato SECS-S/01 in the Italian system). This is a tenured full-time position with a teaching load of 120 hours/year. The salary is competitive with that of top European universities. Approximate starting date: January 2018 For more information, please contact Prof. Mirco Tonin - mirco.tonin(a)unibz.it<mailto:mirco.tonin@unibz.it>. For general information about the position, terms and conditions of working at the Faculty of Economics and Management please contact the Dean Prof. Oswin Maurer - oswin.maurer(a)unibz.it<mailto:oswin.maurer@unibz.it>. Requirements According to Italian legislation, only candidates already holding an equivalent academic position (Associate Professor) at their current foreign university are qualifying for a "direct call from abroad". The Faculty is particularly interested in applicants who will substantially contribute to its strong cross-disciplinary international research, as well as to its multilingual teaching culture. All else equal, preference will be given to candidates with an interest in applied economics or econometrics. Furthermore, applicants need to meet the following conditions: a) record of excellence in scholarship at the international level, demonstrated by an appropriate publication record in leading international journals; b) evidence of high-quality teaching and mentoring; c) significant level of service to the department, the university, and the profession; d) knowledge of at least two of the three official teaching languages at the Faculty of Economics and Management (German, Italian, English). The Free University of Bozen-Bolzano aims to increase the proportion of women in research and teaching and therefore specifically encourages female scientists to submit their expression of interest. About the Faculty The Faculty of Economics and Management was founded in 1998 and now counts over 1000 students and more than 50 faculty members who study and work in three languages: German, Italian and English. Through academic excellence in research and teaching, the Faculty contributes to the development of the South-Tyrolean economy while being solidly connected to international scientific networks. Research carried out in our faculty has been ranked no 2 in the Research Quality Evaluation in Italy in 2017 and the university is among the Top-10 small universities worldwide by THE (Times Higher Education). The working language of the Faculty of Economics and Management is English but teaching is done also in German and Italian. More information is available on the Faculty's website: https://www.unibz.it/en/faculties/economics-management/ Application procedure Please send your expression of interest, together with a detailed curriculum vitae, a list of publications, an indication of your research focus, a short description of courses taught, your teaching evaluations, as well as a statement of your current academic position. We recommend the use of the form "Attachment A - University Academic CV" available on the following website: https://www.unibz.it/en/home/position-calls/positions-for-academic-staff/?g… Your application, duly signed and dated on the last page, must be sent to Free University of Bozen-Bolzano, Faculty of Economics and Management, attn. Mrs. Monika Bauer, Universitätsplatz 1, 39100 Bozen, or by e-mail: recruitment_economics(a)unibz.it<mailto:recruitment_economics@unibz.it> Expressions of interest will be accepted until September 13, 2017. Short-listed candidates will be invited to a skype interview on Wednesday, September 27, 2017 and afterwards to a personal interview provisionally scheduled for Wednesday, October 11, 2017. Faculty of Economics and Management Freie Universität Bozen - Libera Università di Bolzano Universitätsplatz 1 Piazza Università I-39100 Bozen - Bolzano Tel.: +39 0471 013 015 Fax: +39 0471 013 009 E-mail: monika.bauer(a)unibz.it<mailto:monika.bauer@unibz.it> www.unibz.it<http://www.unibz.it/> www.unibz.it/en/economics<http://www.unibz.it/en/economics> www.facebook.com/unibz<http://www.facebook.com/unibz> www.twitter.com/unibz_news<http://www.twitter.com/unibz_news> www.instagram.com/unibz<http://www.instagram.com/unibz> __________________________________________________________________ Im Sinne des Legislativdekrets 196/2003 informieren wir Sie, dass die in dieser E-Mail enthaltenen Informationen vertraulich und ausschließlich für den Adressaten bestimmt sind. Sollten Sie diese Nachricht irrtümlich erhalten haben, bitten wir Sie, diese zu vernichten, ohne sie zu kopieren oder an Dritte weiterzuleiten. Auch bitten wir Sie, uns darüber unverzüglich in Kenntnis zu setzen. Danke. Ai sensi del D.Lgs. 196/2003 si precisa che le informazioni contenute in questo messaggio sono riservate ed a uso esclusivo del destinatario. Qualora il messaggio in parola Le fosse pervenuto per errore, La invitiamo ad eliminarlo senza copiarlo e a non inoltrarlo a terzi, dandocene gentilmente comunicazione. Grazie.

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YoungCLADAG events coming soon
by Riccardo Pascuzzo 04 Sep '17

04 Sep '17

Dear all, we remind you that on the day before the CLADAG conference<http://www.cladag2017.unimib.it/> (classification and data analysis group), which is held in Milan 13-15 September 2017, two satellites events are proposed to young data scientists: an exciting data contest and a generous aperitivo milanese! DATA CONTEST The main activity will be the data contest<http://www.cladag2017.unimib.it/youngcladagcontest/>, that is held on the 12th of September 2017 from 9.00 am to 4.30 pm at Politecnico di Milano. The event is sponsored by Data Reply, Oracle and Fondazione Cariplo. During the contest, teams challenge themselves by analyzing the same dataset and proposing a solution to the related statistical problem. Lunch is provided for free for all the participants! PRIZES The best teams are awarded with amazing prizes kindly offered by our sponsors. In particular, we mention here the four scholarships for attending ‘The Data Incubator<http://www.reply.com/en/topics/big-data-and-analytics/the-data-incubator>’ course, about advanced techniques for machine learning and applied statistics, offered by Data Reply. Moreover, the winners have the opportunity to show their solutions during a dedicated moment within the CLADAG2017 conference. APERITIVO After the competition, in the evening of the 12th of September, an aperitivo milanese<http://www.cladag2017.unimib.it/aperitivo/> is provided for free for all the people attending the contest. Music, drink and food are the keywords of this event! For further information and free registrations to both the events, please visit the website of the youngCLADAG 2017<http://www.cladag2017.unimib.it/youngcladag-2/> or write an email to: youngcladag(a)unimib.it<mailto:youngcladag@unimib.it> Hurry up, the number of places is limited and the time is running out! Best wishes, the youngCLADAG organizing committee: Jacopo Di Iorio, Francesca Gasperoni, Andrea Martino, Chiara Masci, Riccardo Pascuzzo -- Riccardo Pascuzzo MOX Laboratory for Modeling and Scientific Computing Dept. of Mathematics - Politecnico di Milano Address: Piazza Leonardo da Vinci 32, 20133, Milan, Italy Phone: (+39) 02 2399 4604 Email: riccardo.pascuzzo(a)polimi.it Website: https://statistics.mox.polimi.it

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Call for interest - Financial Mathematics Researcher @ Polimi
by Daniele Marazzina 01 Sep '17

01 Sep '17

Con preghiera di diffusione >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> 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<https://www.mate.polimi.it/qfinlab/index.php?cate=15> 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 - reference letters (if any). 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/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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