Random November 2018

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Winter School on “Stochastic PDEs and Mean-Field Games” Bologna, January 14-16, 2019, Second Announcement
by Alberto Lanconelli 19 Nov '18

19 Nov '18

We are pleased to announce the Winter School on “Stochastic PDEs and Mean-Field Games” to be held at the Department of Mathematics of the University of Bologna on January 14-16, 2019. This is a three-day scientific activity consisting of the following two courses: 1) Stochastic PDEs, by Franco Flandoli (Scuola Normale Superiore, Pisa, Italy) 2) Mean-Field Games, by François Delarue (Université Nice-SophiaAntipolis, Nice, France) The two courses, having an introductory nature, are mainly addressed to PhD students and young researchers. Participants are also given the opportunity to deliver talks. There is no participation fee. However, for organizational reasons, we kindly ask you to register. For more information please visit https://events.unibo.it/spde-mfg We look forward to meeting you in Bologna. Organizing Committee Andrea Cosso, Università di Bologna Alberto Lanconelli, Università di Bologna Stefano Pagliarani, Università di Udine Andrea Pascucci, Università di Bologna Antonello Pesce, Università di Bologna

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Fwd: Conference Market Microstructure Confronting Many Viewpoints 5
by Maria Elvira Mancino 19 Nov '18

19 Nov '18

-------- Messaggio originale -------- OGGETTO: Conference Market Microstructure Confronting Many Viewpoints 5 DATA: Lunedì 19/11/2018 00:43 MITTENTE: "Rosenbaum Mathieu (M.)" <mathieu.rosenbaum(a)polytechnique.edu> Dear friends, Could you be kind enough to forward to your colleagues the website for the fifth edition of the conference "Market Microstructure Confronting Many Viewpoints", taking place on December 5-7 in Paris ? Website: market-microstructure.institutlouisbachelier.org Thank you very much ! Best regards, Mathieu

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Fwd: UVA Integrable Probability summer school
by Cristian Giardina 18 Nov '18

18 Nov '18

Ricevo ed inoltro. Cristian Giardina' ---------- Forwarded message --------- From: Ivan Corwin <ivan.corwin(a)gmail.com> Date: Fri, Nov 16, 2018 at 5:43 PM Subject: UVA Integrable Probability summer school Dear all, Could you distribute this summer school announcement to your seminar list and any one else who you think may want to apply. Best, Ivan ****************** Dear colleagues, The Focused Research Group on Integrable Probability is organizing a Summer School at University of Virginia, May 27 to June 8, 2019. The school is aimed to educate graduate students and young researchers in recent trends around Integrable Probability - a rapidly developing field at the interface of probability / mathematical physics / statistical physics on the one hand, and representation theory / integrable systems on the other. There will be 4 mini-courses: Week 1 - Dmitry Chelkak (École Normale Supérieure, Paris, France) - Ole Warnaar (University of Queensland, Brisbane, Australia) Week 2 - Tomohiro Sasamoto (Tokyo Institute of Technology, Tokyo, Japan) - Paul Zinn-Justin (University of Melbourne, Melbourne, Australia) We have some NSF support to cover accommodation at a University of Virginia residence hall, and to partially contribute towards travel expenses (the travel support amount depends on the number of interested participants). Preference will be given to graduate students, postdocs, early career researchers, and members of underrepresented groups. Deadlines: - To request residence hall accommodation: January 5, 2019 - To request financial support: March 1, 2019 - General registration: April 20, 2019 More information and registration: http://vipss.int-prob.org/ Scientific Committee: Jinho Baik, Alexei Borodin, Ivan Corwin, Vadim Gorin, Leo Petrov Organizers: Leo Petrov, Axel Saenz

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Assistant Professorship and Postdoc - University of Twente (The Netherlands)
by Gianluca Finocchio 18 Nov '18

18 Nov '18

Con preghiera di diffusione,vi inoltro l'annuncio del Prof. Johannes Schmidt-Hieber, University of Twente (Olanda). Gianluca Finocchio ============================================= Dear all, at University of Twente (the Netherlands) we will build a statistics group. At this moment we are looking for 1) an assistant professor in statistics. This is a full-time position with moderate teaching load. We offer a dynamic environment with a lot of support for the successful applicant in his/her academic development. University of Twente has a high percentage of foreign students and staff members. All teaching and internal communication is done in English and there is no need to speak Dutch. The starting salary is € 3.545 to € 5.513 gross per month, based on relevant work experience. On top of that, every staff member receives two additional monthly payments each year. Foreign applicants can apply for a 30% tax reduction for the first eight years. Application deadline is December 22nd. All details can be found in the job description https://www.utwente.nl/en/organization/careers/vacancy/!/539403/assistant-p… 2) a postdoc. The successful candidate should devote a part of the time to research and the remaining part to the statistics consulting lab that we will create at University of Twente. The lab is intended to advise researchers across the campus and to cooperate with companies/start-ups on projects related to data analysis. There is no online job description at the moment. The salary for postdocs is similar to the salary of an assistant professor. All questions and applications can be directed to a.j.schmidt-hieber(a)utwente.nl Best regards, Johannes Schmidt-Hieber

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A Summer Day in Probability and Statistical Physics
by Francesca Romana Nardi 16 Nov '18

16 Nov '18

Carissimi, la prossima giornata di seminari sara` il 14 Settembre 2018. Ricordo che ciascuno oratore fara` una lezione introduttiva e divulgativa di 45 minuti pensata proprio per i non esperti, seguita da altri 45 minuti di tipo seminario (vedi programma). Maggiori informazioni e aggiornamenti sulle giornate passate e future sono reperibili alla pagina web che vi invitiamo a visitare periodicamente. http://web.math.unifi.it/users/fnardi/seminari/ A SUMMER DAY IN PROBABILITY AND STATISTICAL PHYSICS University of Florence Friday 14 September 2018 Lecturers: Stefano Olla (Paris) and Raúl Rechtman (Mexico) Location: Aula Magna di Via S. Gallo 10, Firenze Prof. Stefano Olla (Universite` Paris Dauphine) Title: Hyperbolic Hydrodynamic Limits Abstract: I will present a review of old and new results (and open problems) concerning scaling limits for conservation laws in the hyperbolic space-time scale, for a system of anharmonic oscillators with external boundary tension. The macroscopic equation is given by the compressible Euler system, with corresponding boundary conditions. The problem is particularly challenging when shockwaves are present. Some results exists when the microscopic dynamics is perturbed by a conservative stochastic viscosity. Works in Collaboration with Stefano Marchesani (GSSI) and Lu Xu (CEREMADE). Prof. Raúl Rechtman, (Universidad Nacional Autónoma de México) Title: Chaos and damage spreading in a probabilistic cellular automaton Abstract: Deterministic Boolean cellular automata (CA) are discrete maps F:BN → BN, B={0,1}, x(t+1)=F(x(t)) with x ϵ BN, N large and t=0,1,… . The vector x is the state of the cellular automaton with components xi,, i=0,…,N-1 the state of cell I. Each cell is connected to others, generally in a uniform and local way, and one can define an adjacency matrix aij=1 is cell j is connected to cell i and zero otherwise. The global map F is determined by the parallel application of a local function f, such that xi(t+1) = f(vi(t)), where vi denotes the state of cells connected to cell i. Deterministic CA are thus the discrete equivalent of dynamical systems, and many concepts like trajectory (the sequence of configurations x(t)), fixed points and limit cycles can be used. There are cellular automata for which a small modification in an initial configuration propagates to the whole system, a situation similar to chaos in continuous systems, and indeed one can extend the concept of the largest Lyapunov exponent to deterministic CA using Boolean derivatives. One of the main inconvenient is that these systems do not have continuous parameters to be tuned, in order to study bifurcations. In probabilistic cellular automata, the function f (and thus F) is defined in terms of transition probabilities so that deterministic CA can be seen as the extreme cases of probabilistic ones, when the transition probabilities are either zero or one. Probabilistic CA can be seen also as Markov chains, and one can observe interesting phase transitions after changing the transition probabilities that are therefore continuous control parameters. A realization of a specific trajectory is determined by the extraction of one or more of random numbers for each cell. By extracting these numbers at the beginning of the simulation, for all cells and all times, one converts a probabilistic CA into a deterministic one, running over a quenched random field. One can therefore use the concepts of deterministic CA, like damage spreading and maximum Lyapunov exponent also for probabilistic CA, with the advantage of having the possibility of fine-tuning the control parameters. In particular, we investigate a probabilistic cellular automaton which can be considered an extension of a model in the universality class of directed percolation models, but with two absorbing states. In the first part of the talk all the concepts mentioned above are defined and in the second part, the probabilistic cellular automaton is studied numerically. We show that the phase transitions when the order parameter is the average damage do not coincide with those found for the Lyapunov exponent and the reason of this is the presence of absorbing states. Program: 11.00-11.45 Introductory lecture: Olla 11.45-12.00 Break 12.00-13.00 Seminar: Olla 13.00-14.30 Lunch 14.30-15.15 Introductory lecture: Rechtman 15.15-15.30 Break 15.30-16.30 Seminar: Rechtman 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 Note pratiche: 1) E` importante prenotare il biglietto del treno il piu` presto possibile per poter usufruire di sconti!!!! 2) Stiamo prenotando un ristorante (diverso dal precedente) con un paio di menu fissi (di cui uno vegerariano) 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. Vi aspettiamo numerosi Francesca R. Nardi Dipartimento di Matematica e Informatica Università degli Studi di Firenze Viale Morgagni 67, Firenze, Italy

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Re: [Random] Random mail list
by Tiziano Vargiolu 16 Nov '18

16 Nov '18

> Buongiorno Prof. Vargiolu,le scrivo la presente in quanto vorrei essere > inserito nella random mail list se possibile. > Resto a disposizione per qualunque informazione a tal fine a lei utile. Carissimo, quella che gestisco io non e' RANDOM, ma una mailing list di finanza matematica/finanza quantitativa, in cui ti ho inserito. Se vuoi farti inserire anche su RANDOM (che non gestisco io), allora l'indirizzo giusto e' questo: Mailing list RANDOM <random(a)mail.dm.unipi.it> Cordiali saluti Tiziano -------------------------------------------------------------------------- Tiziano Vargiolu Dipartimento di Matematica Phone: +39 049 8271383 Universita' di Padova Fax: +39 049 8271428 Via Trieste, 63 E-mail: vargiolu(a)math.unipd.it I-35121 Padova (Italy) WWW: http://www.math.unipd.it/~vargiolu --------------------------------------------------------------------------

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Seminario MATECHOU
by Matteo Ruggiero 16 Nov '18

16 Nov '18

STATISTICS SEMINARS @ COLLEGIO CARLO ALBERTO Venerdì 23 Novembre 2018, alle ore 12:00, presso il nuovo edificio del Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario: ------------------------------------------------ Eleni MATECHOU (University of Kent) BAYESIAN NONPARAMETRIC MODELLING OF PHENOLOGY USING CAPTURE-RECAPTURE DATA. Phenological shifts, that is changes in the timing of cyclic and seasonal phenomena, have been observed for a number of wildlife species in recent years. These shifts are often attributed to the warming climate and their effect on population sizes is a matter of great concern. In this talk, I show how Bayesian nonparametrics can be employed when modelling capture-recapture data to obtain smooth and ecologically meaningful estimates of arrival and departure densities at one or more sites and as functions of environmental covariates or to account for individual phenological heterogeneity. ------------------------------------------------ Tutti gli interessati sono invitati a partecipare. Il seminario è 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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Kolmogorov meets Turing
by Marco Scarsini 16 Nov '18

16 Nov '18

The 5th *Kolmogorov meets Turing (KmT)* Workshop on Stochastics, Optimization, Algorithms, and Games will take place on November 23, 2018 at LUISS Business School, Villa Blanc, Via Nomentana, 216, 00162 Roma. https://sites.google.com/view/kmt2018/home The purpose of KmT is to bring together researchers from Computer Science, Economics, Mathematics and various other fields to present and discuss research on probabilistic methods for the analysis of games, stochastic processes, and randomized algorithms. *The workshop is free but we kindly ask you to register, for logistic purposes.* https://sites.google.com/view/kmt2018/registration ********************************************************Marco ScarsiniDipartimento di Economia e FinanzaLUISSViale Romania 3200197 Roma, ITALYURL: http://docenti.luiss.it/scarsini/ <http://docenti.luiss.it/scarsini/>*

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Seminar announcement
by Marco Scarsini 16 Nov '18

16 Nov '18

*Department of Economics and Finance* *LUISS* Viale Romania 32 Room 207 November 22th, 2018, 12:00 noon *Speaker: *Georgios Piliouras, Singapore University of Technology and Design *Title: * *“Multiplicative Weights Updates in Zero-Sum and Potential Games”* *Abstract: **We revisit some classic questions in game theory, such the behavior of multiplicative weights updates (and other learning dynamics) in zero-sum and potential games. We establish new and exciting connections with the work of Poincaré on celestial mechanics, the latest developments in artificial intelligence (such as understanding Generative Adversarial Networks) as well as with chaos theory. A host of new open questions emerges.* The calendar of the future seminars can be found at http://economiaefinanza.luiss.it/en/seminari/prossimi-seminari ******************************************************* Marco Scarsini Dipartimento di Economia e Finanza LUISS Viale Romania 32 00197 Roma, ITALY URL: http://docenti.luiss.it/scarsini/

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de Finetti risk seminar - November 2018
by Emanuela Rosazza 15 Nov '18

15 Nov '18

On behalf of the Scientific Committee of the de Finetti Risk Seminars, we are glad to invite you to participate at the following Lecture Mathias Beiglboeck University of Vienna Title: Adapted transport and mathematical finance Abstract: Adapted transport plans generalize adapted processes in the same way as usual transport plans are a relaxed form of Monge-mappings. Correspondingly, one obtains an adapted / causal variant of the usual Wasserstein distance. We will review these concepts and explain why they are relevant for mathematical finance and in particular the problems involving model-uncertainty. LOCATION: The seminar will be held on Wednesday, November 21, at 18.00, Aula di rappresentanza, Dept. of Mathematics, Milano University, Via C. Saldini 50, Milano. Scientific Committee Prof. Simone Cerreia-Voglio (Univ. Bocconi) Prof. Marco Frittelli (Univ. degli Studi di Milano) Prof. Fabio Maccheroni (Univ. Bocconi) Prof. Massimo Marinacci (Univ. Bocconi) Prof. Emanuela Rosazza Gianin (Univ. Milano-Bicocca) Dott. Marco Maggis (Univ. degli Studi di Milano) ****************************************************************************************** Emanuela Rosazza Gianin Dipartimento di Statistica e Metodi Quantitativi Università di Milano-Bicocca Edificio U7 – 4° Piano Via Bicocca degli Arcimboldi, 8 20126 Milano Tel. 02 64483208 Fax. 02 64483105 e-mail: emanuela.rosazza1(a)unimib.it *******************************************************************************************

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Random November 2018