Dear all,
I would like to announce a second talk that Jacques Franchi (I.R.M.A. Strasbourg) will hold on Thursday, May 9th 2019, at 11 AM in Aula Dal Passo of the Department of Mathematics, University of Rome Tor Vergata.
Speaker: Jacques Franchi (I.R.M.A. Strasbourg)
Title: From Euclidian to Riemannian and Relativistic Diffusions
Abstract: Brownian Motion was first defined (in physics and in mathematics) in R and then in the Euclidian space.
Then it was constructed on a generic Riemannian …
[View More]manifold, and gained a more geometrical status,
which was intensively developed.
More recently, on the unit tangent bundle of the Minkowski space and then of a generic Lorentzian manifold,
was also constructed its analogue, called "relativistic diffusion". It keeps the geometric feature
of being covariant with isometries, but is associated with strictly hypoelliptic and non-self-adjoint generators and kernels.
Examples were studied : the Schwarzschild geometry, the G"odel universe, the Robertson-Walker manifolds.
However the use of relativistic diffusions to address geometrical questions about Lorentzian geometry
or analysis is much harder than in the elliptic (Riemannian) case.
Kind regards,
Anna Vidotto
---------
Anna Vidotto
PostDoc Researcher
Dipartimento di Matematica
Università degli Studi di Roma Tor Vergata
https://sites.google.com/view/annavidotto
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Presso il Politecnico di Milano sono disponibili le seguenti borse di
Dottorato di Ricerca in area Statistica / Data Science:
Nell'ambito del dottorato in Data Analytics and Decision Sciences
- 6 borse a tema:
"Health analytics for real world data and precision medicine"
"Precision policies and impact analysis"
"Machine learning for data science in health analytics"
"Data analytics for impact evaluations in healthcare"
"Object oriented data analysis for precision medicine"
"Healthcare …
[View More]research and biostatistics based on real world data"
"Supporting precision medicine through deep knowledge extraction"
(Contatti: francesca.ieva(a)polimi.it, piercesare.secchi(a)polimi.it)
Bando: http://www.dottorato.polimi.it/
Scadenza: 21/05/2019 ore 14:00
Nell'ambito del dottorato in Metodi e Modelli Matematici per l'Ingegneria
- 4 borse libere per le quali i candidati possono proporre progetti in
area Statistica / Data Science
(Contatti: anna.paganoni(a)polimi.it, laura.sangalli(a)polimi.it)
- 1 borsa a tema: "Machine learning for personalized treatment planning
of radiotherapy”
(Contatti: francesca.ieva(a)polimi.it, anna.paganoni(a)polimi.it)
Bando: http://www.dottorato.polimi.it/
Scadenza: 21/05/2019 ore 14:00
Nell'ambito del dottorato congiunto con l'Università degli Studi di
Bologna in Data Science and Computation
- 1 borsa a tema: "Soluzioni e tecniche innovative per l'analisi
avanzata ed efficiente di grosse quantità di dati"
(contatto: alessandra.guglielmi(a)polimi.it)
Bando:
https://www.unibo.it/it/didattica/dottorati/2019-2020/data-science-and-comp…
Scadenza: 15/05/2019 ore 13:00
ENGLISH:
The following opportunities are available for a PhD in the area of
Statistics / Data Science at Politecnico di Milano, Italy:
Within the PhD program in Data Analytics and Decision Sciences
- 6 fellowships on the topics:
"Health analytics for real world data and precision medicine"
"Precision policies and impact analysis"
"Machine learning for data science in health analytics"
"Data analytics for impact evaluations in healthcare"
"Object oriented data analysis for precision medicine"
"Healthcare research and biostatistics based on real world data"
"Supporting precision medicine through deep knowledge extraction"
(Contact people: francesca.ieva(a)polimi.it, piercesare.secchi(a)polimi.it)
Call: http://www.dottorato.polimi.it/en/
Deadline for applications: 21st May 2019 at 14:00, Italian time
Within the PhD program in Mathematical Models and Methods in Engineering
- 4 fellowships in the generic field of Mathematics and Statistics that
can be targeted to Statistics / Data Science
(Contacts: anna.paganoni(a)polimi.it, laura.sangalli(a)polimi.it)
- 1 fellowship on the topic: "Machine learning for personalized
treatment planning of radiotherapy”
(Contact people: francesca.ieva(a)polimi.it, anna.paganoni(a)polimi.it)
Bando: http://www.dottorato.polimi.it/en/
Deadline for applications: 21st May 2019 at 14:00, Italian time
Within the PhD program, joint with Università degli Studi di Bologna, in
Data Science and Computation
- 1 fellowship on the topic: "Soluzioni e tecniche innovative per
l'analisi avanzata ed efficiente di grosse quantità di dati"
(Contact person: alessandra.guglielmi(a)polimi.it)
Call:
https://www.unibo.it/it/didattica/dottorati/2019-2020/data-science-and-comp…
Deadline for applications: 15th May 2019 at 14:00, Italian time
--
Laura Maria Sangalli
MOX - Dipartimento di Matematica
Politecnico di Milano
Piazza Leonardo da Vinci 32
20133 Milano - Italy
tel: +39 02 2399 4554
fax: +39 02 2399 4568
email: laura.sangalli(a)polimi.it
url: http://mox.polimi.it/~sangalli
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Gent.mi tutti,
vi segnalo il seguente bando:
Selezione AdR3266/19 per la formulazione di una graduatoria per il conferimento di n. 1 assegno di ricerca relativo ad un progetto di ricerca riconducibile all’ambito dei macrosettori 13/A ECONOMIA e 13/D STATISTICA E METODI MATEMATICI PER LE DECISIONI; la selezione si baserà sulla valutazione dei progetti di ricerca presentati dai singoli candidati, dei rispettivi titoli e sulla discussione dei progetti stessi.
La scadenza per la presentazione …
[View More]della domanda è il 9 maggio.
https://docs.univr.it/documenti/Concorso/bando/bando375916.pdf
Cordialmente,
Alessandro Gnoatto
--
Prof Alessandro Gnoatto, PhD
Dipartimento di Scienze Economiche
Università degli Studi di Verona
Via Cantarane 24
37129, Verona, Italy
Room 1.05
Tel: +39 045 802 8537
Homepage: www.alessandrognoatto.com<http://www.alessandrognoatto.com>
E-mail: alessandro.gnoatto(a)univr.it<mailto:alessandro.gnoatto@univr.it>
--------------------------------------------------
View my research on my SSRN Author page:
http://ssrn.com/author=1615989
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Dear colleague,
this is the second announcement of the summer school and workshop on "Quantum
Transport and Universality - From Topological Materials to Quantum
Hydrodynamics", to be held at the Univ. Roma Tre on September 16-20, 2019
(school) and at the Accademia Nazionale dei Lincei, Roma, on September 23-25,
2019 (workshop).
For the list of confirmed speakers, see below.
Further details, including the poster and the registration form, can be found
on the webpage:
http://www.mat.uniroma3.…
[View More]it/users/giuliani/public_html/QTU2019/pagine_sito/i…
FINANCIAL SUPPORT: Limited financial support is available for selected PhD
students and young researchers attending the school. Those interested are
required to fill in the form available on the webpage under the link
`Registration' before
**MAY 12, 2019**
submitting in particular their CV.
REGISTRATION is free but mandatory. All participants are kindly asked to
register before
**JUNE 9, 2019**
CONTRIBUTED TALKS: During the summer school, we plan to have a session of
contributed talks. Interested contributors are invited to register and send via
email at tlongo(a)mat.uniroma3.it the title and abstract of their proposed talk,
together with their CV, by
**JUNE 9, 2019**
ACCOMMODATION: September is high season in Rome. We invite all the interested
participants to reserve an accommodation well in advance. A list of a few
solutions with special rates that have been negotiated for the
school and conference can be found on the website, under the link
`Accommodation'.
If you need additional information, please contact us via email at
tlongo(a)mat.uniroma3.it.
We would be grateful if you could circulate this announcement among your
students, postdocs and collegues.
With my best regards,
Alessandro Giuliani
for the organizing committe (C. Di Castro, G. Gallavotti, A. Giuliani, R.
Greenblatt, G. Jona-Lasinio, V. Mastropietro, D. Monaco, R. Raimondi)
%%% LIST OF CONFIRMED SPEAKERS %%%
SCHOOL: B. Doyon, G. M. Graf, T. Prosen, M. Porta;
WORKSHOP: A. Burkov, P. Calabrese, H. Cornean, W. De Roeck, M. Fagotti, J.
Frohlich, J. Garrahan, K. Gawedzki, I. Herbut, J. Imbrie, J. Lebowitz, A. H.
MacDonald, V. Mastropietro, G. Panati, A. Scardicchio, H. Spohn, M. A. H.
Vozmediano, X. Zotos.
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Ai gestori della lista Random:
con la presente si chiede di far circolare ai partecipanti della mailing
list l'annuncio inivato dal direttore del dottorato prof. Ivan Moscati
relativo al bando per l'ammissione al dottorato di ricerca in oggetto.
Grazie mille
cordiali saluti
enrico moretto
***
Cari colleghi,
oggi è stato pubblicato il bando per il XXXV ciclo del dottorato in
Methods and Models for Economic Decisions dell’Università dell’Insubria.
Deadline_per le application: 10 giugno 2019.
…
[View More]Le versioni italiana e inglese del bando sono allegate, e possono essere
trovate anche ai seguenti link:
https://www.uninsubria.it/la-didattica/dottorati-di-ricercahttps://www.uninsubria.eu/programs/phd-doctoral-research
La pagina web del dottorato è consultabile al seguente indirizzo web
https://www.eco.uninsubria.it/PhDMMED
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Dear all,
I would like to announce the following talk that will be held on Friday May 10th 2019, at 4:30 PM, in Aula D’Antoni (1101) of the Department of Mathematics, University of Rome Tor Vergata.
Speaker: Massimo Franchi (Dipartimento di Scienze Statistiche, Sapienza Università di Roma)
Title: Cointegration in Functional Autoregressive Processes
Abstract: In this talk we define the class of H-valued autoregressive (AR) processes with a unit root of finite type, where H is an infinite …
[View More]dimensional separable Hilbert space, and derive a generalization of the Granger-Johansen Representation Theorem valid for any integration order d = 1, 2, . . . .
An existence theorem shows that the solution of an AR with a unit root of finite type is necessarily integrated of some finite integer d and displays a common trends representation with a finite number of common stochastic trends of the type of (cumulated) bilateral random walks and an infinite dimensional cointegrating space. A characterization theorem clarifies the connections between the structure of the AR operators and (i) the order of integration, (ii) the structure of the attractor space and the cointegrating space, (iii) the expression of the cointegrating relations, and (iv) the triangular representation of the process.
Kind regards,
Anna Vidotto
---------
Anna Vidotto
PostDoc Researcher
Dipartimento di Matematica
Università degli Studi di Roma Tor Vergata
https://sites.google.com/view/annavidotto <https://sites.google.com/view/annavidotto>
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STATISTICS SEMINARS @ COLLEGIO CARLO ALBERTO
Venerdì 10 Maggio 2019, alle ore 12:00, presso il nuovo edificio del Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario:
------------------------------------------------
Francesco STINGO (Università di Firenze)
STATISTICAL METHODS FOR PRECISION MEDICINE: PROGNOSTIC AND PREDICTIVE MODELING
Cancer is a heterogeneous disease at different molecular, genomic and clinical levels. Identification of prognostic and …
[View More]predictive biomarkers is of critical importance in developing personalized treatment for clinically and molecularly heterogeneous diseases such as cancer. I will first present a prognostic model for the identification of patient-specific biomarkers based on protogenomics data; this novel Bayesian hierarchical varying-sparsity regression (BEHAVIOR) model selects clinically relevant disease markers by integrating proteogenomic (proteomic+genomic) and clinical data. In the second part of the talk I will present a Bayesian predictive method for personalized treatment selection that is devised to integrate both the (previously identified) treatment predictive and disease prognostic characteristics of a particular patient’s disease. The method appropriately characterizes the structural constraints inherent to prognostic and predictive biomarkers, and hence properly utilizes these complementary sources of information for treatment selection.
------------------------------------------------
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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Cari colleghi,
vi annuncio che
Martedì 7 maggio 2019 alle ore 14 precise,
in Aula Beltrami del dipartimento di Matematica "F. Casorati" (Università
di Pavia)
il Prof. Mauro Mariani (HSE Mosca)
terrà un seminario dal titolo:
METASTABLE REGIMES OF DIFFUSION PROCESSES
nell'ambito del Seminario di matematica applicata.
Abstract.
I will discuss a classical example featuring a metastable behavior:
finite-dimensional diffusion processes in the vanishing noise limit.
Exponential estimates have …
[View More]been introduced fifty years ago by Freidlin
and Wentzell. Recent developments in potential theory and variational
convergence allowed a refinement of those results. I will focus on the
non-reversible case, with motivations coming from MonteCarlo methods.
Cordiali saluti,
Raffaella Carbone, PhD
Ricercatore di Probabilità e Statistica Matematica
Dipartimento di Matematica dell'Università degli Studi di Pavia
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---------- Forwarded message ----------
Date: Fri, 3 May 2019 10:02:20 +0200
From: Martino Bardi <bardi(a)math.unipd.it>
I wish to remind everybody that the call for the admission to the PhD
Programs of the University of Padova is open and the deadline for applying
is May 14th at 1 pm.
There are 9 available positions with fellowship for the Program in Mathematical
Sciences.
For the instructions in English see
https://www.unipd.it/en/teaching-and-research/doctoral-degrees-phd-…
[View More]programm…
in Italian see
https://www.unipd.it/dottorato/bandi-graduatorie
and for information on our Program in Math see
https://dottorato.math.unipd.it/
Please advertise the call!
Best wishes Martino Bardi
--
Prof. Martino Bardi
Coordinator of the Ph.D. Program in Mathematical Sciences
Dipartimento di Matematica "T. Levi-Civita" - Universit? di Padova
via Trieste, 63 - 35121 Padova - Italy
phone: (39)0498271468
web page: http://www.math.unipd.it/~bardi/
--
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AVVISO di SEMINARIO
7 May 2019 - Polo Santa Marta, Via Cantarane 24, Sala Vaona (Room 1.59)
Speaker: Lorenzo Torricelli
Title: Stochastic clock methods for trade duration in option pricing
Abstract: Stochastic clock and in-business-time return models are useful in finance to recover Gaussianity of asset returns by means of re-normalisation with an increasing process (a time change) capturing the market activity (number of trades and their sizes) through time. When applied to a Brownian …
[View More]motion parent process, absolutely continuous time changes give raise to stochastic volatility return models, whereas if the stochastic clock is an independent Lévy subordinator, a new pure jump Lévy model is attained.
In this talk I introduce a third way of using stochastic clock techniques, specifically geared towards modelling stochasticity in the times of price revisions, i.e. trade duration, within a Lévy-based, continuous-time finance framework. By using as a time change the first hitting time process of a Lévy subordinator we turn a jump process into a continuous but locally constant one, thus obtaining a stochastic clock which can be interpreted as a calendar time where the price evolution is halted at random instants.
I illustrate some of the many applications such a technique may have, with a specific view to option pricing. I discuss three main topics: (i) modelling of regulatory and automated trading halts in equity markets; (ii); explicit identification of a market price of risk connected to liquidity factors; (iii) impact of dependence between duration and returns in the large maturity decay of the implied volatility skew. Explicit analytic pricing formulae can indeed be exhibited, making use of the fact that an analytic transform theory of appropriate inverse Lévy subordinators is fully developed.
I finally suggest that the statistical fitting of such models poses delicate questions. For example, for a principled option prices calibration, it is critical to understand which of the trade duration parameters can be derived from the market implied risk-neutral distributions, and which are instead inherent to the market microstructure, and must therefore appear in the minimisation problem as a constraining factor.
--
Prof Alessandro Gnoatto, PhD
Dipartimento di Scienze Economiche
Università degli Studi di Verona
Via Cantarane 24
37129, Verona, Italy
Room 1.05
Tel: +39 045 802 8537
Homepage: www.alessandrognoatto.com<http://www.alessandrognoatto.com>
E-mail: alessandro.gnoatto(a)univr.it<mailto:alessandro.gnoatto@univr.it>
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View my research on my SSRN Author page:
http://ssrn.com/author=1615989
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