February 2018 - 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

1 1

A Winter Day in Probability and Statistical Physics
by Francesca Romana Nardi 27 Apr '18

27 Apr '18

Carissimi, stiamo preparando la prossima giornata di seminari del 16 Marzo 2018 (terzo incontro della serie di giornate sulla probabilita` e le sue applicazioni alla Fisica, Biologia e Scienze sociali). 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). Per maggiori informazioni e aggiornamenti sulle giornate passate e future abbiamo istituito una pagina web che vi invitiamo a visitare periodicamente. http://web.math.unifi.it/users/fnardi/seminari/ A WINTER DAY IN PROBABILITY AND STATISTICAL PHYSICS University of Florence Friday 16 March 2018 Lecturers: Frank den Hollander (Leiden) and Giovanni Peccati (Luxenbourg) Location: Aula Magna di Via S. Gallo 10, Firenze Prof. Frank den Hollander (Leiden University) Title: Large deviations for the Wiener sausage Abstract: The Wiener sausage is the 1-environment of Brownian motion. It is an important mathematical object because it is one of the simplest non-Markovian functionals of Brownian motion. The Wiener sausage has been studied intensively since the 1970's. It plays a key role in the study of various stochastic phenomena, including heat conduction, trapping in random media, spectral properties of random Schrödinger operators, and Bose-Einstein condensation. In these lectures we look at two specific quantities: the volume and the capacity. After an introduction to the Wiener sausage, we show that both the volume and the capacity satisfy a downward large deviation principle. We identify the rate and the rate function, and analyse the properties of the rate function. We also explain how the large deviation principles are proved with the help of the skeleton approach. Joint work with Michiel van den Berg (Bristol) and Erwin Bolthausen (Zurich). Giovanni Peccati (University of Luxembourg) Title: Stein's method and stochastic geometry Abstract: The so-called 'Stein's method' for probabilistic approximations is a collection of powerful analytical techniques, allowing one to explicitly assess the distance between the distributions of two random objects, by using caracterizing differential operators. Originally developed by Ch. Stein at the end of the sixties for dealing with one-dimensional normal approximations under weak dependence assumptions, Stein's method has rapidly become a crucial tool in many areas of modern stochastic analysis, ranging from random matrix theory and random graphs, to mathematical physics, geometry, combinatorics and statistics. In the first part of my talk, I will provide a self-contained introduction to Stein's method for normal approximations, by focussing on some connection with generalised integration by parts formulae, both in a continuous and discrete setting. In the second part of my talk, I will present some recent applications of Stein's method in stochastic geometry, with specific emphasis on the geometry of random fields, and on random geometric graphs. Program: 11.00-11.45 Introductory lecture: den Hollander 11.45-12.00 Break 12.00-12.45 Seminar: den Hollander 13.00-14.30 Lunch 14.30-15.15 Introductory lecture: Peccati 15.15-15.30 Break 15.30-16.15 Seminar: Peccati Organizers: F. Caravenna, N. Cancrini, E.N.M. Cirillo, P. Dai Pra, A. De Masi, D. Fanelli, F. Flandoli C. Giardina`, R. Livi, D. Marinucci, 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 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

1 2

School ABS18: BAYESIAN STATISTICAL MODELLING AND ANALYSIS IN SPORT
by fabrizio＠mi.imati.cnr.it 28 Feb '18

28 Feb '18

Registration is open for ABS18, the 15th Applied Bayesian Statistics summer school. The daily programme is available on the website. Website: web.mi.imati.cnr.it/conferences/abs18/index.html Topic: BAYESIAN STATISTICAL MODELLING AND ANALYSIS IN SPORT Dates: 4-8, June, 2018 Location: Villa del Grumello, Como, Italy Lecturer: Kerrie MENGERSEN, Distinguished Professor of Statistics, Queensland University of Technology, Brisbane, Australia. Practical sessions: Paul WU, Research Fellow, Queensland University of Technology, Brisbane, Australia. Fees (if paid by 8/4/2018): - EUR 300 (22% VAT included) students and postdocs - EUR 450 (368.85 + 22% VAT) people from academic and non-profit organisations - EUR 900 (737.70 + 22% VAT) all the others Italian public employees are exempt from VAT. Best regards Guido Consonni and Fabrizio Ruggeri ABS18 Directors Raffaele Argiento ABS18 Executive Director -- Fabrizio Ruggeri fabrizio AT mi.imati.cnr.it CNR IMATI tel +39 0223699532 Via Bassini 15 fax +39 0223699538 I-20133 Milano (Italy) web.mi.imati.cnr.it/fabrizio

1 0

seminario Pescara
by c.costantini＠unich.it 27 Feb '18

27 Feb '18

Il prof. T.G. KURTZ della University of Wisconsin-Madison terra' un seminario dal titolo: POPULATION MODELS AS PARTIAL OBSERVATIONS OF GENEALOGICAL MODELS L'8 MARZO 2018 alle ore 11:00 nell'AULA SEMINARI della sede di VIALE DELLA PINETA del DIPARTIMENTO DI ECONOMIA ABSTRACT Classical models of biological populations, for example, Markov branching processes, typically model population size and possibly the distribution of types and/or locations of individuals in the population. The intuition behind these models usually includes ideas about the relationships among the individuals in the population that cannot be directly recovered from the model. This loss of information is even greater if one employs large population approximations such as the diffusion approximations popular in population genetics. "Lookdown" constructions provide representations of population models in terms of countable systems of particles in which each particle has a "type" which may record both spatial location and genetic type and a "level" which incorporates the lookdown structure which in turn captures the genealogy of the population. The original population model can then be viewed as the result of partial observation of the more complex model. We will exploit ideas from filtering of Markov processes to make the idea of partial observation clear and to justify the lookdown construction. Tutti gli interessati sono cordialmente invitati a partecipare. Cristina Costantini e Claudia Ceci

1 0

Postdoctoral position at UQ focussing on multi-scale mathematics/models
by adicrescenzo＠unisa.it 27 Feb '18

27 Feb '18

Inoltro notizia di posizione postdoc in ambito probabilistico presso School of Mathematics and Physics, The University of Queensland, Australia -------- Messaggio originale -------- OGGETTO: Postdoctoral position at UQ focussing on multi-scale mathematics/models DATA: 2018-02-27 09:23 MITTENTE: Philip Pollett <pkp(a)maths.uq.edu.au> DESTINATARIO: Antonio DI CRESCENZO <adicrescenzo(a)unisa.it> Dear Antonio, We're looking to appoint a probabilist to a new postdoctoral position at UQ focussing on multi-scale mathematics/models. http://jobs.uq.edu.au/caw/en/job/503030/postdoctoral-research-fellow Please pass on to anyone you think might be interested. Applications close: 20 March 2018 Regards, Phil.

1 0

Seminario a RM1
by Faggionato, Alessandra 27 Feb '18

27 Feb '18

Seminario di Fisica Matematica e Probabilità Mercoledì 7 marzo, ore 16:15, Aula di Consiglio, Dipartimento di Matematica, Roma La Sapienza Speaker: Alessandra Occelli (Università di Bonn) *Title: On time correlations for last passage percolation models* Abstract. We study time correlations of last passage percolation (LPP), a model in the Kardar-Parisi-Zhang universality class, with three different geometries: step, flat and stationary. We prove the convergence of the covariances of the LPP at two different times to a limiting expression given in terms of Airy processes. Furthermore, we prove the behaviour of the covariances when the two times are close to each other, conjectured in a work of Ferrari and Spohn. -- ************************************************* 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 *************************************************

1 0

De Finetti Risk Seminar - February 2018
by Emanuela Rosazza 26 Feb '18

26 Feb '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 Deciding with Judgment Simone Manganelli European Central Bank Abstract: Non sample information is hidden in frequentist statistics in the choice of the hypothesis to be tested and of the confidence level. Explicit treatment of these elements provides the connection between Bayesian and frequentist statistics. A frequentist decision maker starts from a judgmental decision and moves to the closest boundary of the confidence interval of the first order conditions, for a given loss function. This statistical decision rule does not perform worse than the judgmental decision with a probability equal to the confidence level. For any given prior, there is a mapping from the sample realization to the confidence level which makes Bayesian and frequentist decision rules equivalent. Frequentist decision rules can also be interpreted as decisions under ambiguity. LOCATION: The seminar will be held on Wednesday, February 28, at 18.00 at room 3-E4-SR03, Bocconi University, Via Rontgen 1, 3rd floor, Milano. A refreshment will be offered at 17.30. Scientific Committee: Prof. Simone Cerreia-Voglio (Univ. Bocconi) Prof. Marco Frittelli (Univ. degli Studi di Milano) Prof. Fabio Maccheroni (Univ. Bocconi) Prof. Massimo Marinacci (Univ. Bocconi) Prof. Emanuela Rosazza Gianin (Univ. Milano-Bicocca) Dott. Marco Maggis (Univ. degli Studi di Milano) ******************************************************************************************* 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 *******************************************************************************************

1 0

International Summer School on Risk Measurement and Control 2018
by Roy Cerqueti 25 Feb '18

25 Feb '18

Dear all, this is to inform you that the 12th Edition of the International Summer School on Risk Measurement and Control will take place in Rome on 4-9 June, 2018. Four macrothemes will be explored: * Green Economics and Finance <http://www.risksummerschool.eu/node/208> * The Fin Tech challenge <http://www.risksummerschool.eu/node/212> * Monetary Policy in a low inflation environment <http://www.risksummerschool.eu/node/214> * Banking, Financial and Insurance Regulation <http://www.risksummerschool.eu/node/213> More information can be find on the <http://www.risksummerschool.eu/> website. The outstandig level of the lecturers and the relevance of the treated subjects let this well-established school be of wide interest for both academicians and practitioners. With my warmest regards Roy Cerqueti (Organizing Committee)

1 0

seminar at LUISS
by Marco Scarsini 23 Feb '18

23 Feb '18

February 27 2018 from 12:00 to 13:00 LUISS room 104 viale Romania 32 00197 Roma Speaker: Dov Samet (Tel Aviv University) Title: Desirability Abstract: Savage's theory of decision shows the equivalence of two structures. One is the behavioral-observable preferences over acts, the other is the mental-unobservable structure of probability and utility. The latter is not only unobservable but also cannot be reported by the decision maker. We propose an alternative mental-unobservable structure of desirability preferences which can replace the pair probability-utility and can be consciously reported. ******************************************************* Marco Scarsini Dipartimento di Economia e Finanza LUISS Viale Romania 32 00197 Roma, ITALY URL: http://docenti.luiss.it/scarsini/

1 0

Seminari di Probabilità, Pavia: S. Boucheron e L. Dello Schiavo
by Federico Bassetti 22 Feb '18

22 Feb '18

Seminari di Probabilità, Pavia Mercoledì 28 Febbraio 2018 nell'aula Beltrami del Dipartimento di Matematica dell' Università di Pavia (via Ferrata 1) si svolgeranno due seminari: Ore 14.30: Stephane Boucheron, Univ. Paris Diderot "TBA" Ore 15.30: Lorenzo Dello Schiavo, Universität Bonn Characteristic functionals of Dirichlet measures and their algebraic properties Abstract: We consider Dirichlet—Ferguson (DF) measures, a family of random probabilities on a locally compact Polish space X. Introduced by T. S. Ferguson in Ann. Stat. 1(2) 209ff., 1973, these measures have ever since found applications widely ranging from Bayesian non-parametrics to population genetics and stochastic dynamics of infinite particle systems. We compute the characteristic functionals of DF measures relying on those of their finite-dimensional marginalizations, the Dirichlet (D) distributions on standard simplices. In finite dimensions, we identify the dynamical symmetry algebra L of the characteristic functional of D as a simple Lie algebra of type A. Additionally, we show that all integer semi-lattices of certain posterior D distributions have a natural structure of weight Lie algebra module for L. A probabilistic interpretation and a partial generalization of these results to the infinite-dimensional case of DF measures is at hand. If time permits, we will also address a second characterization of DF measures by means of a Georgii—Nguyen—Zessin-type formula (joint work with E. W. Lytvynov, Swansea University). Tutti gli interessati sono invitati a partecipare

1 0

[WORKSHOP] Computational Aspects of Simulation and Inference for Stochastic Processes and the YUIMA Project
by stefano iacus 22 Feb '18

22 Feb '18

Computational Aspects of Simulation and Inference for Stochastic Processes and the YUIMA Project This two-day workshop is aimed at presenting the latest results on simulation and inference for stochastic processes and their current and prospect implementation within the YUIMA R package. Dates: March 27 (Tue) 9:15-12:15, 14:45-17:45 March 28 (Wed) 9:15-12:15, 14:45-17:45 Location: Department of Economics, Business and Statistics Via Conservatorio 7, 20122 Milan (ITALY) 2 Floor, Departmental Seminar Room Invited speakers: * Alessandro De Gregorio (University of Rome) * Alexande Brouste (University of Le Mans, France) * Yuta Koike (University of Tokyo, JST CREST) * Emanuele Guidotti (University of Milan) * Stefano M. Iacus (University of Milan) * Lorenzo Mercuri (University of Milan) * Hiroki Masuda (Kyushu University) * Yuma Uehara (Institute of Statistical Mathematics) * Nakahiro Yoshida (University of Tokyo, Institute of Statistical Mathematics, JST CREST) The attendance to the workshop is open to “eveRyone" interested in the YUIMA Project. A considerable part of the workshop is dedicated to discussion on further development of the YUIMA package. This workshop is supported by: - Department of Economics, Business and Statistics, University of Milan - CREST Japan Science and Technology Agency - JSPS Grant-in-Aid for Scientific Research ----------------------------------- Prof. Stefano M. Iacus, Ph.D. Director of MEF - Master in Finance & Economics http://www.mef.unimi.it CEO/CTO/Co-Founder VOICES from the Blogs http://www.voices-int.com Department of Economics, Management and Quantitative Methods University of Milan Via Conservatorio, 7 I-20123 Milan - Italy Ph.: +39 02 50321 461 Fax: +39 02 50321 505 Twitter: @iacus http://scholar.google.com/citations?user=JBs9tJ4AAAAJ&hl=en http://orcid.org/0000-0002-4884-0047 Master in Finance & Economics http://www.mef.unimi.it Twitter: @mefunimi Facebook: http://www.facebook.com/mefunimi Email and further information at: mef(a)unimi.it ------------------------------------------------------------------------------------ Please don't send me Word or PowerPoint attachments if not absolutely necessary. See: http://www.gnu.org/philosophy/no-word-attachments.html

1 0

expression of interest in the area of Mathematical Statistics and Data Science
by Stefano Bonaccorsi 21 Feb '18

21 Feb '18

*Opening of a Faculty Position in the area of **Mathematical Statistics and Data Science* *at the Department of Mathematics of the University of Trento* The Department of Mathematics of the University of Trento (henceforth referred to as the Department) seeks a scientist working in the field of Mathematical Statistics and Data Science to be appointed in a tenure-track position. The Department invites highly qualified scientists in the field of Data Science to send an Expression of Interest (EOI) in view of the activation of a tenure-track position. The Department currently enrolls in the field of Probability and Mathematical Statistics two Associate Professors and one Assistant Professor, tenure track (ricercatore TD – B) and has a strong interest in building up a larger research group in the area of Data Science. Candidates with a strong research background in fields related to Probability, Mathematical Statistics, Statistical Learning, Scientific Computing and Mathematical Foundation of Data Science are strongly encouraged to apply. The Department seeks a scientist working on cutting edge research topics, internationally recognized as part of a scientific network of experts in her/his own field; successful experience in the supervision of doctoral students and interdisciplinary collaborations are a plus. The Department coordinates a Master's Program in Mathematics, with a specific curriculum in Mathematics for Life and Data Sciences with an average of 20 students per year. The Department is also involved in two interdisciplinary Master's programs: (i) Quantitative and Computational Biology and (ii) Data Science. The PhD School in Mathematics enrolls in the average ten students per year. The successful candidate is expected to be one of the reference Faculty for the curriculum in Mathematics for Life and Data Sciences, and to participate in teaching activities at all levels. Moreover, candidates are expected to show a strong potential to apply to competitive research grants in particular towards EU funding schemes. APPLICATION The deadline for these expressions of interest, to be sent to the Head of the Department (current Head is professor A. Caranti) at *direttore.maths(a)unitn.it <direttore.maths(a)unitn.it>*, is *31 March 2018*. At a later date, the Department will open a formal call, according to Italians rules and regulations. ADDITIONAL INFORMATIONS 1- Teaching load Two courses per year, seminar activity and tutoring of PhD students. All activities at the Master's and doctoral level are in English. 2- Salary The amount of salary will be determined on a personal basis, according to the Italian Law. Indicative figures of the minimum gross amount per year of the starting salary are: Assistant Professor, tenure track (ricercatori TD – B) € 45.367 After 3 years candidates will be promoted to the Associate Professor level (starting level € 50.831), provided that the necessary qualification (abilitazione nazionale) have been reached. Net income may vary case by case, after income taxes, local taxes, retirement plan, health care deduction and tax exemptions depending on the family structure; individuals transferring their fiscal residence to Italy from abroad may benefit for 3 years of partial tax exemptions. It may be possible to obtain a partial recognition of past services abroad at a corresponding level depending on legal constraints to be satisfied. Organisation: Job location: Department of Mathematics - University of Trento via Sommarive 14 38123 Trento TN Italy Deadline: Saturday, March 31, 2018

1 0

EMS-IAMP Summer School in Mathematical Physics, Ischia 11-15 June 2018 (fwd)
by pietro caputo 21 Feb '18

21 Feb '18

ricevo e inoltro volentieri %%%%%% Dear all, following previous announcements of the EMS-IAMP Summer School in Mathematical Physics on 'Universality in Probability Theory and Statistical Mechanics', we would like to inform you that conference poster is now available on the school website; you can download it also from here: http://www.mat.uniroma3.it/users/giuliani/public_html/Ischia _Summer_School/contenuti_sito/locandina/Ischia_poster.pdf Furthermore, you can find title and abstract of the school main courses on "Programme" page of the website. We remind you also the DEADLINE to apply for FINANCIAL SUPPORT and send material for CONTRIBUTED TALKS is THE END OF FEBRUARY. With our best regards, Serena Cenatiempo Alessandro Giuliani Rafael Greenblatt Domenico Monaco

1 0

Ca' Foscari University Seminars
by Carlo Gaetan 21 Feb '18

21 Feb '18

Seminar Annoucement *********************************************************** Speaker: Aristidis K Nikoloulopoulos, School of Computing Sciences, University of East Anglia Title: Factor copula models for item response data Date: 28/02/2018, Hour: 11:00 Place: Meeting Room A - Zeta Building Dipartimento di Scienze Ambientali, Informatica e Statistica - DAIS Università Ca' Foscari - Venezia Edificio Zeta Via Torino, 155 I-30172 Mestre (VE) ITALY Abstract: Factor or conditional independence models based on copulas are proposed for multivariate discrete data such as item response. The factor copula models have interpretations of latent maxima/minima (in comparison with latent means) and can lead to more probability in the joint upper and/or lower tail compared with factor models based on the discretized multivariate normal distribution (or multidimensional normal ogive model). Details on maximum likelihood estimation of parameters for the factor copula model are given, as well as analysis of the behavior of the log-likelihood. Our general methodology is illustrated with several item response data sets and it is shown that there is a substantial improvement on existing models from the criteria of log-likelihood and goodness-of-fit. This talk will be based on collaborative work with Harry Joe (U. of British Columbia). -- Apologies for cross posting -- Carlo Gaetan -- Dipartimento di Scienze Ambientali, Informatica e Statistica - DAIS Università Ca' Foscari - Venezia Edificio Zeta Via Torino, 155 I-30172 Mestre (VE) ITALY phone: ++39 041 234 8404 mobile phone: ++39 366 629 7899 e-mail:[gaetan"at"unive"dot"it] web:[http://www.dais.unive.it/~gaetan] Please don't print this e-mail unless you really need to. Please avoid sending me Word, Excel or PowerPoint attachments. See http://www.gnu.org/philosophy/no-word-attachments.html. Per favore non stampate questo messaggio se non è proprio necessario. Per favore non mandatemi allegati in Word, Excel o PowerPoint. Le ragioni sono spiegate qui http://www.gnu.org/philosophy/no-word-attachments.it.html

1 0

Open phd position in Rennes (fwd)
by Lucia Caramellino 21 Feb '18

21 Feb '18

Ricevo ed inoltro il seguente avviso. Cari saluti, Lucia ================================== Lucia Caramellino Dipartimento di Matematica Universita` di Roma "Tor Vergata" Via della Ricerca Scientifica I-00133, Roma, Italy www.mat.uniroma2.it/~caramell ---------- Forwarded message ---------- Date: Tue, 20 Feb 2018 11:39:31 +0100 From: gpoly <guillaume.poly(a)univ-rennes1.fr> Cc: Jürgen Angst <jurgen.angst(a)univ-rennes1.fr> Subject: open phd position in Rennes Dear all, J. Angst and myself have obtained a funding for a 3 years Phd position whose subject mainly concerns random nodal sets with some emphasis on universality properties. The phd would start in september 2018 under our joint supervision. We attach to this email a brief description of the phd subject. In case you might know some possibly interested students, feel free to forward this announcement. Interested students may contact us direclty by email. Thank you in advance, Best regards, J. Angst and G. Poly

1 0

MURF 2018: REGISTRATION OPEN + FINAL PROGRAM
by Giovanni Puccetti 21 Feb '18

21 Feb '18

REGISTRATION OPEN FOR THE WORKSHOP Model Uncertainty and Robust Finance (II edition), University of Milano, MARCH 15-16, 2018 https://sites.google.com/site/murf2018/ <https://sites.google.com/site/murf2018/> FINAL PROGRAM AVAILABLE AT https://sites.google.com/site/murf2018/program <https://sites.google.com/site/murf2018/program> CONFIRMED INVITED SPEAKERS Carole BERNARD (VUB & Grenoble EM) Roger COOKE (TU Delft) David LI (SAIF & SJTU Shangai) Massimo MARINACCI (Bocconi University) Walter SCHACHERMAYER (University of Vienna) Ludovic TANGPI (University of Vienna) DE FINETTI RISK SEMINAR on MARCH 14, 2018 (Lecture by W. SCHACHERMAYER and Welcome Reception) SPECIAL ISSUE in DEPENDENCE MODELING edited by Marco Frittelli and Emanuela Rosazza-Gianin

1 0

International Conference in Venice - CALL FOR PAPERS
by Monica Billio 20 Feb '18

20 Feb '18

17^th INTERNATIONAL CONFERENCE CREDIT 2018 */Small Business Risk, Financial Regulation/* */and Big Data Analytics/* ** Venice, Italy 27 –28 September 2018 *GRETA Associati *(Venice, Italy), the *European Investment Fund *(EIF, Luxembourg), *European DataWarehouse*(Frankfurt am Main, Germany) and *Intesa Sanpaolo *(Milan, Italy) are co-sponsors of a Conference to be held in Venice on September 27-28, 2018. 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 *seventeenth* of a series dedicated to various aspects of credit risk. /Since 2007, the financial crisis has triggered deep changes of various kinds. Central banks have experimented with new monetary policies (low interest rates, quantitative easing, forward guidance...). In the meantime, the first steps towards a more neutral monetary policy are taken. The banking industry has had to develop new asset management strategies and to adjust its credit allocation practices in order to cope with a new environment characterized, in particular, by a prolonged period of very low risk-free returns. Meanwhile, regulatory frameworks have been reshaped all around the world, with the introduction of new requirements or guidelines including regulation on credit impairment provisioning. All t//hese changes have called for a substantial amount of research to improve the knowledge of the mechanisms at play during the crisis, to design adapted policy tools and to provide a better description of the new economic and financial environment./// The organizers encourage submissions of papers on any topic within the overall theme of the conference and in the following areas in particular: * Loan level data and credit risk analysis: credit registries; big data analytics; credit risk measurement; credit risk modelling; * Financial regulation and credit cycles: macro-prudential regulation; banking cycles; bank business models; rational inattention; * Macro-economic determinants of SMEs’ credit risk and SME loan portfolios: ECB policy; macro-parameters for SMEs’ credit risk; industry sector specialization; loan portfolio allocation; * IFRS9, credit impairments and SME financing: expected credit loss; internal models versus standardized approach; procyclicality; * The economic impact of government support measures (i.e. Credit Guarantee Schemes, Venture Capital): availability; real effects; inequality; * Monetary policy, financial regulation and credit cycles: unconventional monetary policy; monetary policy normalization; macro-prudential tools; banking cycles; * Macro-prudential regulation and real estate valuation: macro-prudential tools; loan-to-value; loan-to-income; collateral value; real estate prices. The Scientific Committee for the Conference consists of: *Hans Degryse *(KU Leuven, Halle Institute for Economic Research & CEPR, Programme Chair)*; Monica Billio *(Ca’ Foscari University of Venice & GRETA); *Vasso Ioannidou *(Lancaster University & CEPR); *Helmut Kraemer-Eis *(Head of Research & Market Analysis, Chief Economist, EIF); *Jan Pieter Krahnen *(SAFE - Goethe University); *Steven Ongena *(University of Zurich, Swiss Finance Institute, KU Leuven & CEPR);*Guillaume Plantin*(Sciences Po & CEPR); *Stephen Schaefer *(London Business School); *Enrico Sette *(Bank of Italy); *Ludovic Thebault *(European DataWarehouse).** CALL FOR PAPERS The final program will include both submitted and invited papers. Acceptances received so far from invited speakers include *Tor Jacobson *(Sveriges Riksbank), *Robert C. Merton*(MIT Sloan School of Management), and *Guillaume Plantin *(Sciences Po & CEPR). The Conference will also feature a panel discussion on researchers' and practitioners' views of the major outstanding problems. Those wishing to present a paper at the Conference should submit by *May 25, 2018 *to the address given below (preferably in electronic format). Please indicate to whom correspondence should be addressed. Decisions regarding acceptance will be made by *June 25, 2018*. The final version of accepted papers must be received by August 31, 2018. *European DataWarehouse*(Frankfurt am Main, Germany) will offer access to its ABS loan level database <http://www.eurodw.eu/> to the authors of the selected papers on the following topics: loan level data, credit risk analysis, loan level data analytics, credit risk measurement, credit risk modelling, loan-to-value, loan-to-income, collateral value, real estate valuations. The access to the database will be given for a period of 1 year. Please send papers to: GRETA Associati San Polo, 2605 - 30125 Venice, ITALY Phone : +39 041 5238178 e-mail: credit(a)greta.it <mailto:credit@greta.it> More detailed information available on the Conference website: http://www.greta.it/credit/credit2018/credit2018.htm * Please accept our apologies for any crossed e-mails. -- Nota automatica aggiunta dal sistema di posta.

1 0

Posizione RTD-B in SECS-S/06 a Venezia
by Marco LI CALZI 20 Feb '18

20 Feb '18

Con preghiera di diffusione: L'Università Ca' Foscari Venezia ha pubblicato un avviso di concorso per un posto di RTD-B nel settore SECS-S/06 presso il Dipartimento di Management, per attività di ricerca nell'area delle Decision Sciences, con particolare riferimento ai seguenti campi: Game Theory, Organizational Economics, Network Science, Strategy Science, Management Science. Il Dipartimento di Management ha ottenuto il riconoscimento di eccellenza dal MIUR con un progetto che prevede l'assunzione di un PO e altri due RTD-B per costruire una linea di ricerca e didattica in "Analytical Intelligence for Management." Il bando scade il 19 marzo 2018 ed è disponibile al link http://intra.unive.it/plapps/bandi/common/showbando?id=28531 La posizione è aperta. Per informazioni di natura accademica, scrivere a Marco LiCalzi <licalzi(a)unive.it>. Per informazioni sulla compilazione della domanda, scrivere a Ufficio Personale Docente e CEL - Settore Concorsi <pdoc.concorsi(a)unive.it>. __________________________________ Marco Li Calzi Department of Management Università Ca' Foscari Venezia San Giobbe, Cannaregio 873 30121 Venezia, Italy Tel.: (+39) 041 234-6925 Fax: (+39) 041 234-7444 E-mail: licalzi(a)unive.it WWW: http://virgo.unive.it/licalzi

1 0

IST Austria Summer School in Probability and Mathematical Physics
by Giovanni Alessandro ZANCO 19 Feb '18

19 Feb '18

Dear all, IST Austria organizes a summer school in Probability and Mathematical Physics on June 4-8, 2018 in Klosterneuburg, Austria, with courses by Martin Hairer Hugo Dominil-Copin Jason Miller All information can be found on the website http://ist.ac.at/pmp2018 This message is intended as a reminder to those who intend to apply for financial support: the deadline for registration is on February, the 28th. Registration (without financial support) will be open until May, the 15th. Best regards -- Giovanni Zanco IST Austria Am Campus 1 3400 Klosterneuburg Austria

1 0

RUTDB - MAT/06
by Federico Polito 19 Feb '18

19 Feb '18

Gentili colleghi, con l'invito a volerne dare la massima diffusione vi segnalo il bando per una posizione da Ricercatore a tempo Determinato tipo B nel settore MAT/06 (Probabilità e Statistica Matematica) presso il Dipartimento di Matematica "G. Peano" dell'Università degli Studi di Torino: http://iisced04.rettorato.unito.it/concorsi/rtd_scheda.pl?XY=B&codice=137_R… La scadenza è fissata al 19 marzo 2018. Un saluto. Federico Polito -- Federico Polito Department of Mathematics University of Torino Via Carlo Alberto, 10 10123, Torino, Italy Email: federico.polito(a)unito.it Tel: +39 011 6702862 Web: www.federicopolito.it

1 0

LUISS Riapertura termini per idoneità art. 23 L. 240
by Marco Scarsini 19 Feb '18

19 Feb '18

Si comunica che da oggi e fino alle ore 14 del 02/03/2018, si sono riaperti i termini per aggiornare le liste di idonei al conferimento di incarichi di insegnamento *INTEGRATIVO *a contratto nei corsi di laurea, ai sensi dell’art. 23 della L. 240/2010. I candidati potranno presentare domanda on-line cliccando sul seguente link: http://www.luiss.it/ateneo/opportunita-di-lavoro/reclutamento-docenti- contratto/aperti/785/integrativi. *Bandi aperti* - INF/01 - Informatica - IUS/01 - Diritto privato - IUS/05 - Diritto dell'economia - MAT/06 - Probabilità e statistica matematica - SECS-P/01 - Economia politica - SECS-P/02 - Politica economica - SECS-P/04 - Storia del pensiero economico - SECS-P/05 - Econometria - SECS-P/06 - Economia applicata - SECS-P/07 - Economia aziendale - SECS-P/08 - Economia e gestione delle imprese - SECS-P/09 - Finanza aziendale - SECS-P/10 - Organizzazione aziendale - SECS-P/11 - Economia degli intermediari finanziari - SECS-P/12 - Storia economica - SECS-S/01 - Statistica - SECS-S/06 - Metodi matematici dell'economia e delle scienze attuariali e finanziarie Insieme ai colleghi dell’Ufficio del Personale, siamo a completa disposizione per eventuali chiarimenti o integrazioni. Cordialmente, *La Segreteria di Dipartimento* *Dipartimento di Economia e Finanza* Viale Romania, 32 - 00197 Roma <https://maps.google.com/?q=Viale+Romania,+32+-+00197+Roma&entry=gmail&sourc…> def(a)luiss.it t +39 06 85225550 <06%208522%205550> *www.luiss.it* <http://www.luiss.it/> [image: http://static.luiss.it/images_10/loghi/LS_BLU_RIDUZIONE_WEB.png] Il tuo 5x1000 alla LUISS: C.F. 02508710585 <02%205087%2010585> [image: http://www.luiss.it/images_10/icons/environment-icon.png] *Please consider the environment... do you really need to print this email?* ******************************************************* Marco Scarsini Dipartimento di Economia e Finanza LUISS Viale Romania 32 00197 Roma, ITALY URL: http://docenti.luiss.it/scarsini/

1 0

Workshop on High-dimensional statistics and random structures, Barcelona, June 18-19, 2018
by Elvira Di Nardo 17 Feb '18

17 Feb '18

2018-02-17 6:30 GMT+01:00 Piotr Zwiernik <piotr.zwiernik(a)gmail.com>: > Dear all, > > Together with Caroline Uhler and Christian Brownlees we are organising a > workshop on High-Dimensional Statistics and Random Structures. The workshop > will take place 18-19 June 2018 in Barcelona and it will be organised > within the Barcelona GSE Summer Forum. > > The main theme of the meeting will be centred around covariance matrix > estimation, networks and graphical models. The aim of the workshop is to > provide an overview of the recent theoretical advances in this topic. There > is no fee for attending the meeting. For more information (including some > of the confirmed speakers) see: > https://www.barcelonagse.eu/summer-forum/workshop-high- > dimensional-statistics > > Best regards, > Piotr Zwiernik -- %------------------------------------------------------- Elvira Di Nardo Dept. Mathematics "G. Peano" University of Torino Via Carlo Alberto 10 10123 Torino, Italia tel. +39 0116702862 fax +39 0116702878 http://www.elviradinardo.it %-------------------------------------------------------

1 0

RtdA Settore concorsuale 13/D4 @Polimi
by Daniele Marazzina 17 Feb '18

17 Feb '18

Con preghiera di diffusione Segnaliamo il bando per una posizione RtDA presso il Politecnico di Milano, Dipartimento di Matematica, per il settore concorsuale 13/D4. Scadenza 15 Marzo 2018. Dettagli qui di seguito. Daniele Marazzina Professore Associato Dipartimento di Matematica - Politecnico di Milano Selezione pubblica per l'assunzione di 1 Ricercatore a tempo determinato (Junior) ai sensi dell'art. 24, comma 3, lettera a) Legge 30.12.2010, n. 240, Tempo pieno - Settore Concorsuale 13/D4 - METODI MATEMATICI DELL’ECONOMIA E DELLE SCIENZE ATTUARIALI E FINANZIARIE, bandita con Decreto Direttoriale n. 355 del 18/01/2018, pubblicato sulla G.U. del 13/02/2018, n.13 (Codice procedura: 2018/RTDA_MAT27). https://www.polimi.it/index.php?id=6196&tx_wfqbe_pi1[ID]=364

1 0

Funded PhD opportunity
by Tiziano De Angelis 16 Feb '18

16 Feb '18

Dear all, I would like to draw your attention to an opportunity for a fully funded 3.5-year PhD position in the School of Mathematics at the University of Leeds. The project's title is "Probabilistic methods for free boundary problems in stochastic control" and the position is funded by the School of Mathematics. The successful candidate will be working under my supervision as part of the EPSRC funded project EP/R021201/1 ( http://gow.epsrc.ac.uk/NGBOViewGrant.aspx?GrantRef=EP/R021201/1). Notice that the PhD extends beyond EPSRC funding period. The full advert is available at https://physicalsciences.leeds.ac.uk/research-opportunity/19/research-degre… <https://physicalsciences.leeds.ac.uk/research-opportunity/19/research-degre…> I would be most grateful if you could please advertise this opportunity to your best students and to other suitable mailing-lists. For any enquiry please contact me directly at t.deangelis(a)leeds.ac.uk. Thanks and best wishes. Tiziano

1 0

(senza oggetto)
by federica masiero 16 Feb '18

16 Feb '18

Venerdì 23 Febbraio alle ore 14:00, in aula 3014 del Dipartimento di Matematica e Applicazioni (edificio U5, via Cozzi 55, Milano), Università di Milano-Bicocca, il Prof. Francesco Russo (ENSTA ParisTech) terrà un seminario dal titolo "BSDEs, martingale problems, associated deterministic equations and applications to finance" *Abstract:* The aim of this talk consists in introducing a new formalism for the deterministic analysis associated with backward stochastic differential equations driven by general càdlàg martingales, coupled with a forward Markov process. When the martingale is a standard Brownian motion, the natural deterministic analysis is provided by the solution u of a semilinear PDE of parabolic type coupled with a function v which is associated with the ∇u, when u is of class C^1 in space. When u is only a viscosity solution of the PDE, the link associating v to u is not completely clear: sometimes in the literature it is called the identification problem. The idea is to introduce a suitable analysis to investigate the equivalent of the identification problem in a general Markovian setting with a class of examples. An interesting application concerns the hedging problem under basis risk of a contingent claim g(X(T),S(T) ), where S (resp. X) is an underlying price of a traded (resp. non-traded but observable) asset, via the celebrated Föllmer-Schweizer decomposition. We revisit the case when the couple of price processes (X, S) is a diffusion and we provide explicit expressions when (X, S) is an exponential of additive processes. Tutti gli interessati sono invitati a partecipare. Cordialmente, Federica Masiero

1 0

2024

2023

2022

2021

2020

2019

2018

2017

2016

2015

2014

2013

Random February 2018