Random May 2019

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39 participants
57 discussions

Another talk by Jacques Franchi at Tor Vergata
by Anna Vidotto 07 May '19

07 May '19

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]

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Borse di dottorato in area Statistica / Data Science presso il Politecnico di Milano
by Laura Maria Sangalli 07 May '19

07 May '19

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 [View Less]

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Assegno di Ricerca a Verona
by Alessandro Gnoatto 06 May '19

06 May '19

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]

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Summer school and workshop on Quantum Transport and Universality - Roma, Sept 2019 - 2nd announcement
by A. Giuliani 06 May '19

06 May '19

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]

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Bando dottorato Methods and Models for Economic Decisions 2019 - Uninsubria (sede di Varese)
by Moretto Enrico 05 May '19

05 May '19

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]

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Seminario di Massimo Franchi a Tor Vergata
by Anna Vidotto 04 May '19

04 May '19

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]

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Seminario STINGO
by Matteo Ruggiero 03 May '19

03 May '19

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]

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Seminario M. Mariani a Pavia - 7 maggio
by Carbone Raffaella 03 May '19

03 May '19

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]

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Admission to the PhD Programs: deadline May 14th. (fwd)
by Tiziano Vargiolu 03 May '19

03 May '19

---------- 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]

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Seminario L. Torricelli - DSE Verona
by Alessandro Gnoatto 03 May '19

03 May '19

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> -------------------------------------------------- View my research on my SSRN Author page: http://ssrn.com/author=1615989 -------------------------------------------------- [View Less]

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Random May 2019