June 2018 - Random - Mailing list — Dipartimento di Matematica, UniPI

Postdoc position in Geometric Methods for Deep and Reinforcement Learning at RIST
by Luigi Malagò 08 Jun '18

08 Jun '18

=========================================================== *Subject*: Postdoc position in Machine Learning (1 year, renewable up to 2.5 years) *Institution*: RIST - Romanian Institute of Science and Technology, Cluj-Napoca *Keywords*: Deep Learning, Reinforcement Learning, Stochastic Optimization, Optimization over Manifolds, Information Geometry, Riemannian Geometry *Application deadline*: 30 June 2018 (applicants are encouraged to apply earlier) *Salary*: around 2190 euro net *Official announcement*: http://rist.ro/en/details/news/postdoc-positio ns-in-deep-learning-and-machine-learning.html =========================================================== Dear colleagues, the Romanian Institute of Science and Technology (RIST) has an opening for a postdoc position, in the context of the DeepRiemann project “Riemannian Optimization Methods for Deep Learning”, funded by European structural funds through the Competitiveness Operational Program (POC 2014-2020). The appointments will be for 1 year, with possible extensions up to 2.5 years. The DeepRiemann project aims at the design and analysis of novel training algorithms for Neural Networks in Deep Learning, by applying notions of Riemannian optimization and differential geometry. The task of the training a Neural Network is studied by employing tools from Optimization over Manifolds and Information Geometry, by casting the learning process to an optimization problem defined over a statistical manifold, i.e., a set of probability distributions. The project is highly interdisciplinary, with competences spanning from Machine Learning to Optimization, Deep Learning, Statistics, and Differential Geometry. The objectives of the project are multiple and include both theoretical and applied research, together with industrial activities oriented to transfer knowledge, from the institute to a startup or spin-off of the research group. The positions will be part of the new Machine Learning and Optimization group http://luigimalago.it/group.html, which performs research at the intersection of Machine Learning, Stochastic Optimization, Deep Learning, and Optimization over Manifolds, from the unifying perspective of Information Geometry. The group is one of two newly-formed groups in Machine Learning at RIST, where about 20 new postdoctoral research associates and research software developers will be hired by 2018. The official job announcement can be seen here: http://rist.ro/en/details/news/postdoc-positions-in-deep-lea rning-and-machine-learning.html Informal inquiries can be sent to Dr. Luigi Malagò <malago(a)rist.ro>, principal investigator of the DeepRiemann project. Application deadline: 30 June 2018 (applicants are encouraged to apply earlier) best regards, Luigi Malagò

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Seminario di Stefano Favaro, CNR IMATI, Milano
by antonio.pievatolo＠cnr.it 07 Jun '18

07 Jun '18

Il prof Stefano Favaro terrà un seminario al CNR-IMATI, sede di Milano, mercoledì 13/6/2018 alle 14:30, via Alfonso Corti 12, aula A. Chi intendesse partecipare è pregato di comunicarlo a simona.milani(a)mi.imati.cnr.it per ragioni organizzative. Cordialmente A. Pievatolo %%%%%%%%% titolo e abstract %%%%%%%%%%% A Bayesian approach to disclosure risk assessment Protection against disclosure is a legal and ethical obligation for statistical agencies releasing microdata files for public use. Given a cross classification of sample records by categorical key variables, any decision about release is supported by measures of disclosure risk, the most common being the number $\tau_{1}$ of sample uniques cells that are also population uniques. In this paper we depart from the dominant literature that infers $\tau_{1}$ by modeling association among key variables, and we consider modeling directly sample records. We develop a novel nonparametric Bayesian approach under the minimal assumption of a generalized Dirichlet prior for the random partition induced by the cross-classified sample records. This allows to derive an explicit, and simple, expression for the posterior distribution of $\tau_{1}$, as well as a large sample Binomial approximation of it. Such a closed-form results, combined with an estimator for prior parameters designed in such a way to recognizes a primary role of small cells, make inference on $\tau_{1}$ exact, of easy implementation, computationally efficient and scalable to massive datasets. The proposed approach is tested on benchmark data from the U.S. 2000 census for the state of California, showing the same good performance of recent semiparametric Bayesian models for key variables. -- Dr Antonio Pievatolo IMATI-CNR http://www.imati.cnr.it/joomla/index.php/people?layout=edit&id=101

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Fwd: postdoc position in Budapest
by Giacomo Scandolo 07 Jun '18

07 Jun '18

Ricevo e inoltro -------- Messaggio originale -------- Oggetto: postdoc position in Budapest Data: Martedì 29/05/2018 10:14 Mittente: rasonyi <rasonyi.miklos(a)renyi.mta.hu> PostDoc position (Rényi Institute, Budapest) There is a vacancy for a one-year PostDoc research assistant position at Rényi Institute, Budapest, in the Financial Mathematics Group led by Miklós Rásonyi. The position is funded by a grant of the Hungarian Academy of Sciences. The project is about optimal investment in financial markets where stock prices are modelled by Markov processes in random environments. A typical example is the fractional stochastic volatility model (and its discrete-time counterparts). A completed PhD is required, in any subfield of probability. Starting date is 1st October 2018. If you wish to apply, please send a CV, your papers (or links to them) and the names and email addresses of two referees to Miklós Rásonyi (rasonyi(a)renyi.hu) You may also contact him to obtain further information about this position. Deadline: 1st July 2018.

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Fwd: Departmental Lecturer in Mathematical Finance (fwd)
by Tiziano Vargiolu 06 Jun '18

06 Jun '18

---------- Forwarded message ---------- From: Mathematical Institute Vacancies <vacancies(a)maths.ox.ac.uk> Date: 2018-06-06 13:07 GMT+02:00 Subject: Departmental Lecturer in Mathematical Finance https://www.maths.ox.ac.uk/node/28781 ? The Mathematical Institute proposes to appoint a Departmental Lecturer in Mathematical Finance.? This post is funded by the Royal Society and is a two year fixed-term position, starting from 1st October 2018 or as soon as possible thereafter. ? The Departmental Lecturer will contribute to the teaching and administration associated with Mathematical Finance and will be expected to have an outstanding research record in that area. The Departmental Lecturer will be expected to engage in advanced study and academic research in mathematical and computational finance and will be responsible to lecture, teach and supervise undergraduate and postgraduate students. ? The successful candidate will be expected to have a PhD in Mathematics with an aptitude for teaching, an awareness of pedagogic methods and evidence to carry out advanced teaching in mathematical and computational finance.? Sufficient depth and breadth of knowledge in the subject to develop course materials and research proposals together with a publication record and familiarity with the existing literature and research is also essential. ? Please direct informal enquiries to the Recruitment Administrator (email: vacancies(a)maths.ox.ac.uk) quoting vacancy reference 135168. ? Applicants should read the job description before writing their application. You will be required to upload a letter setting out how you meet the selection criteria, a curriculum vitae including full list of publications, details of teaching experience, a statement of research interests and the contact details of three referees as part of your online application.? (NOTE: Applicants are responsible for contacting their referees and making sure that their letters are received by the closing date). ? Applications for this vacancy are to be made online.? To apply for this post and for further details, including the job description and selection criteria, please click on the link below ? https://www.recruit.ox.ac.uk/pls/hrisliverecruit/erq_jobspec_version_4.jobs pec?p_id=135168 ? Only applications received before 12:00 noon UK time on Monday 9th July 2018 can be considered. ? Committed to equality and valuing diversity. ? ? Miss Nims Damney Recruitment Administrator Mathematical Institute, Andrew Wiles Building Radcliffe Observatory Quarter, Woodstock Road Oxford, OX2 6GG Tel: 01865 (2) 73518 ____________________________________________________________________________ To unsubscribe from the EWM-ALL list, click the following link: https://www.jiscmail.ac.uk/cgi-bin/webadmin?SUBED1=EWM-ALL&A=1

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Position of associate professor in Probability and Statistics - University of Trieste
by Francesco Caravenna 06 Jun '18

06 Jun '18

Ricevo e inoltro. > ---------- Forwarded message ---------- > From: Emilia Mezzetti <mezzette(a)units.it <mailto:mezzette@units.it>> > Date: 2018-06-05 20:17 GMT+02:00 > Subject: Position of associate professor in Probability and Statistics - University of Trieste > To: > > > Dear everybody, > I wish to signal the opening of a position of Associate professor in Probability and Statistics at the University of Trieste. Please distribute this announcement. > Best regards, > Emilia Mezzetti > > > > Associate Professor in Probability and Statistics > University of Trieste > Department of Mathematics and Geosciences – Excellence Department 2018-2022 > > The Department of Mathematics and Geosciences was recently selected by the Italian Ministry of Research and University as one of the Excellence Departments among all the Italian State universities. Because of this, the Department will receive a special financial support in the next five years, which will involve human resources, investments, and high quality didactical activities. > > In this framework the Department invites qualified researchers in the field of Probability and Mathematical Statistics to submit expressions of interest in view of the opening of a position of Associate Professor in the Italian recruitment sector MAT/06 - Probabilità e Statistica. > > The candidates must either have been declared eligible by the Italian Ministery of Research and University to the position of Associate Professor, or be currently employed in an equivalent position in an Italian or foreign department. Once recruited, they will be asked to teach courses at the first and second university levels, and possibly also to PhD students, for a total amount of 120 hours per year. The research activity will be such as to satisfy the guidelines of the Commission for Evaluation of Research of the University of Trieste, so to maintain a good scientific production. > > The expressions of interest must be addressed to Prof. Francesco Princivalle, Director of the Department of Mathematics and Geosciences, to the e-mail address direttoredmg(a)units.it <mailto:direttoredmg@units.it>, jointly with a curriculum vitae, possibly before June 30, 2018. Clearly enough, this initiative will have no influence on the final judgement for the recruitment. > > > > -- > Prof.ssa Emilia Mezzetti > Dipartimento di Matematica e Geoscienze > Sezione di Matematica e Informatica > Università degli Studi di Trieste > Via A.Valerio 12/1 > 34127 Trieste, Italia > > Stanza 227, II piano > e-mail: mezzette(a)units.it <mailto:mezzette@units.it> > tel. studio (++) 040 558 2650 > tel. casa: (++) 040 43655 > fax: (++) 040 558 2636 > skype: emiliamezzetti > > http://www.dmi.units.it/~mezzette/ <http://www.dmi.units.it/~mezzette/>

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mini-corso - Prof.ssa Giulia Di Nunno
by Emanuela Rosazza 05 Jun '18

05 Jun '18

Nell’ambito del Dottorato in Statistica e Finanza Matematica, la Prof.ssa Giulia Di Nunno (University of Oslo) terrà un mini-corso di dottorato su Malliavin Calculus and Applications to Finance Il calendario delle lezioni è il seguente: Mercoledì 13 giugno – ore 10-13 Giovedì 14 giugno – ore 10-13 Venerdì 15 giugno – ore 10-12 Location: Aula Seminari 2062 del DISMEQ – Università di Milano-Bicocca – aula seminari 2062 – U7 – secondo piano La partecipazione è libera ma per motivi logistici è consigliata la registrazione inviando una mail a nicoletta.alghisi(a)unimib.it. Cordiali saluti, Emanuela ******************************************************************************************* 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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[WORKSHOP Reminder] Stochastic Analysis, Geometry and Statistics at Imperial College London, June 21-22
by Brigo, Damiano 05 Jun '18

05 Jun '18

Workshop on Stochastic Analysis, Geometry and Statistics at Imperial College London, June 21-22, 2018. http://www.imperial.ac.uk/sagest-2018/ Invited speakers: Michael Betancourt (Symplectomorphic, LLC) David Elworthy (Warwick) Peter Friz (TU Berlin) Andrew Duncan (Sussex) Karen Haberman (Bonn) Martin Hairer (Imperial College London) Yves Le Jan (Université Paris-Sud) Xue-Mei Li (Imperial College London) Terry Lyons (Oxford) Nigel Newton (Essex) James Norris (Cambridge) Grigorios Pavliotis (Imperial College London) Giovanni Pistone (Turin) Amanda Turner (Lancaster) ORGANISING COMMITTEE John Armstrong (KCL) Damiano Brigo Thomas Cass CONFERENCE SECRETARIAT Claudio Bellani Emilio Rossi Ferrucci FUNDING BODIES CFM - Imperial Institute of Quantitative Finance Department of Mathematics, Imperial College London Department of Mathematics, King's College London London Mathematical Society CONTACTS AND REGISTRATION http://www.imperial.ac.uk/sagest-2018/contacts-and-registration/ ------ Prof. Damiano Brigo Chair at the Department of Mathematics Mathematical Finance and Stochastic Analysis Groups Imperial College London www3.imperial.ac.uk/people/damiano.brigo

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SUBMISSION DEADLINE EXTENDED TO JUNE 18 FOR HFFE 2018 Pisa
by Daniele Tantari 05 Jun '18

05 Jun '18

Dear colleagues, we hope this email finds you well. We are organizing a workshop on "Frontiers in High-Frequency Financial Econometrics" at Scuola Normale Superiore in Pisa (Italy) on 28-29 September 2018. The purpose of the workshop is to bring together scholars from the financial econometrics and mathematical finance fields to present latest results on high-frequency financial econometrics. *The deadline for submission is now June 18, 2018.* For more information, see the conference website: https://www.hffe2018sns.com/ We kindly ask you to cascade this information to your respective teams as appropriate, and please forward this email to whom it may concern. The scientific committee of the workshop consists of Giacomo Bormetti (University of Bologna), Fulvio Corsi (University of Pisa), Fabrizio Lillo (University of Bologna), Maria Elvira Mancino (University of Florence), Stefano Marmi (Scuola Normale Superiore), Davide Pirino (University of Rome "Tor Vergata"), Roberto Renò (University of Verona) The final program of the workshop will include both submitted and invited papers. Our guest speakers are Yacine Ait-Sahalia (Princeton University) Nikolaus Hautsch (University of Vienna) André Lucas (VU University Amsterdam) Mathieu Rosenbaum (Ecole Polytechnique) On behalf of the organizing committee, Best Regards, Daniele Tantari

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assegno di ricerca
by Franco Flandoli 05 Jun '18

05 Jun '18

E' bandito un assegno di ricerca annuale presso la Scuola Normale Superiore di Pisa, nell'ambito della Probabilità. Il bando si può consultare seguendo i link: IT: https://www.sns.it/scuola/opportunit%C3%A0-offerte-dalla- normale/bandi-di-concorso/assegni-di-ricerca ENG: https://en.sns.it/international/job-opportunities/research-grants Scadenza 4 luglio. Franco Flandoli

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Fwd: vacancy
by Cristian Giardina 05 Jun '18

05 Jun '18

Con preghiera di diffusione. Saluti cordiali, C. Giardina' %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% *In the Probability group at Leiden University and the Applied Probability group at Delft Institute for Applied Mathematics * *there are vacancies for two PhD students, one in each group.* *Project Description* The aim of the project is to advance the theory of duality for Markov processes in the context of population dynamics and interacting particle systems in random environment. In Leiden the focus will be on genetic models with seed-bank and the effect of migration on the evolution of the population. In Delft the focus will be on condensation phenomena for models of heat conduction in inhomogeneous media. The project is funded through the TOP 1 NWO grant "Duality for Interacting Particle Systems" of Frank den Hollander (Leiden University), Frank Redig and Cristian Giardinà (Delft University of Technology). The two PhD students are expected to work in close collaboration with each other and with the three supervisors, as a team. *Starting Date* January 1, 2019. *Job requirements* We are looking for a candidate that meets the following requirements: · a solid background in Applied Mathematics, with an interest in probability theory, interacting particle systems, Markov processes; · detailed knowledge of analysis, probability theory and stochastic processes, as demonstrated by a relevant Master; · an interest in cross-topic collaboration between different fields of mathematics with applications to physics and/or biology; · candidates from non-Dutch or non-English speaking countries should be prepared to prove their English language skills; · good communicative skills in English, both in speaking and in writing. *We offer* · a challenging job in a dynamic and highly ranked University; · collaboration in an excellent research environment, with many young PhD candidates, postdocs, and young staff members; · full-time employment as a PhD-candidate for a period of 4 years; · a gross salary of € 2222 per month in the first year increasing up to € 2844 in the fourth year; · annually 8% holiday allowance and 8.3% end of year allowance; · support with your personal development and career planning including courses, summer schools, conference visits etc.; · a broad package of fringe benefits (including an excellent technical infrastructure, child care, moving expenses, savings schemes, coverage of costs of publishing the dissertation and excellent sports facilities). As part of an equal opportunity scheme, women are encouraged to apply. Attaining a PhD at Leiden University or Delft University of Technology provides you with excellent career opportunities.

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