Random July 2019

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22 participants
30 discussions

Seminario Margherita Zanella a Milano-Bicocca
by Federica Masiero 17 Jul '19

17 Jul '19

Si comunica che il giorno 22 luglio 2019 alle ore 14.30 presso l’aula 3014 del Dipartimento di Matematica e Applicazioni, Università di Milano-Bicoca, la Dott.ssa Margherita Zanella dell’Università LUISS Guido Carli di Roma, terrà un seminario dal titolo. "A Pricing Formula for Delayed Claims:Appreciating the Past to Value the Future” Abstract: We consider the valuation of contingent claims with delayed dynamics in a Black \& Scholes complete market model. We find a pricing formula that can be decomposed into terms reflecting the market values of the past and the present, showing how the valuation of future cashflows cannot abstract away from the contribution of the past. As a practical application, we provide an explicit expression for the market value of human capital in a setting with wage rigidity. The talk is based on a joint work with E. Biffis, B. Goldys and C. Prosdocimi. Tutti gli interessati sono invitati a partecipare.

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Position in game theory
by Marco Scarsini 16 Jul '19

16 Jul '19

LUISS has a call for several positions in various fields https://www.luiss.it/news/2019/07/05/call-expression-interest-23-tenure-tra… including one in game theory https://www.luiss.edu/expression-interest-tenure-track-and-tenured-position… The deadline is August 7, 2019 – 2:00 p.m. (Central European Summer Time CEST, UTC+2) ******************************************************* Marco Scarsini Dipartimento di Economia e Finanza Luiss Viale Romania 32 00197 Roma, ITALY URL: http://docenti.luiss.it/scarsini/

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2 Ph.D. level positions in Stochastics and Mathematical Finance at TU Berlin starting in October 2019
by Giorgio Ferrari 14 Jul '19

14 Jul '19

Buongiorno, inoltro il seguente annuncio del Professor Peter Bank (TU-Berlin). Saluti, Giorgio Ferrari * * *%%%%%%%%%%%%%%%%%%%* _*2 Ph.D. level positions in Stochastics and Mathematical Finance at TU Berlin starting in October 2019*_ We are filling two PhD. level positions for 5 years (100% TV-L E13 Berlin) with starting date in or after October 2019. As part of the large Berlin group in Stochastics and Mathematical Finance with its numerous research seminar, colloquia, workshops and international conferences, the successful candidates will carry out research on current problems in Mathematical Finance and Stochastic Optimal Control. We thus expect a solid command of Stochastic Analysis and Mathematical Finance and consider knowledge in Stochastic Optimal Control an advantage. The teaching load is 4h/w, that also have to be conducted in German. The official job ads are to be found at https://tub.stellenticket.de/de/offers/66052/ and https://tub.stellenticket.de/de/offers/66054/, respectively. Interested candidates are requested to apply for both positions. For formal reasons, this requires separate cover letters for each position mentioning the reference numbers II-362/19 and II-363-19, but only one copy of all the remaining documents, most notably the reference letters. The *deadline* for applications is *July 26, 2019.* For futher information please get in touch with Prof. Peter Bank (Tel.: +49 (0)30 314 22816, E-Mail: bank(a)math.tu-berlin.de <mailto:bank@math.tu-berlin.de>, Internet: http://www.math.tu-berlin.de/~bank) and Prof. Christoph Belak (Tel.: +49 (0)30 314 21730, E-Mail: belak(a)math.tu-berlin.de <mailto:belak@math.tu-berlin.de>, Internet: http://www.math.tu-berlin.de/?belak) --- Questa e-mail è stata controllata per individuare virus con Avast antivirus. https://www.avast.com/antivirus

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Dottorato di ricerca all'Università dell'Aquila
by davide gabrielli 12 Jul '19

12 Jul '19

Vi informiamo che in data odierna è stato pubblicato all'Albo Ufficiale e sul sito web dell'Ateneo (Università dell'Aquila) il bando di concorso per l'ammissione ai corsi di Dottorato di Ricerca - XXXVciclo - A.A. 2019/2020. Il bando di concorso è disponibile sul sito dell'Ateneo al link https://www.univaq.it/section.php?id=1957 (la versione in inglese è disponibile al seguente link https://www.univaq.it/en/section.php?id=1957&lang_s=en). I candidati dovranno presentare la domanda utilizzando esclusivamente l'apposita procedura online disponibile all'indirizzo https://pica.cineca.it/univaq/univaq-dott35/ e dovranno attenersi alle previsioni contenute nell'art. 5 del bando. La scadenza per la presentazione online delle domande è fissata alle ore 13.00 (ora italiana) del 26 agosto 2019. Si prega dare la massima diffusione. cordiali saluti Davide Gabrielli

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Avviso di seminario Prof Enrico Scalas
by Enrica Pirozzi 09 Jul '19

09 Jul '19

AVVISO di SEMINARIO The Mathematics of Human Contact Prof. Enrico Scalas University of Sussex We present a statistical analysis of high-resolution contact pattern data within primary and secondary schools as collected by the SocioPatterns collaboration. Students are graphically represented as nodes in a temporally evolving network, in which links represent proximity or interaction between students. We focused on link- and node-level statistics, such as the on- and off-durations of links as well as the activity potential of nodes and links. Parametric models are fitted to the on- and off-durations of links, inter-event times and node activity potentials and, based on these, we propose a number of theoretical models that are able to reproduce the collected data within varying levels of accuracy. By doing so, we aim to identify the minimal network-level properties that are needed to closely match the real-world data, with the aim of combining this contact pattern model with epidemic models in future work. This is joint work with Stephen Ashton, Nicos Georgiou and Istvan Zoltan Kiss. Relevant preprints: https://arxiv.org/abs/1502.04072 https://arxiv.org/abs/1802.07261 Published papers: [1] Georgiou, Nicos, Kiss, Istvan Z and Scalas, Enrico (2015) Solvable non-Markovian dynamic network. Physical Review E, 92 (4). 042801. ISSN 1539-3755. [2] Ashton, Stephen, Scalas, Enrico, Georgiou, Nicos and Kiss, István Zoltán (2018) The mathematics of human contact: developing a model for social interaction in school children. Acta Physica Polonica A, 133 (6). pp. 1421-1432. ISSN 0587-4246. Il seminario si terrà il giorno 10 Luglio 2019 ore 11:00 nella Aula G terzo livello del Dipartimento Matematica e Applicazioni, Università di Napoli FEDERICO II, Complesso di Monte Sant'Angelo, Via Cintia, Napoli. Enrica Pirozzi -- Enrica Pirozzi Dipartimento di Matematica e Applicazioni Universita' di Napoli FEDERICO II Via Cintia, Monte S.Angelo, 80126, NAPOLI, ITALY Tel. 081 675634 https://www.docenti.unina.it/ENRICA.PIROZZI

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RTD-B in SECS-S/06 @UNIMI
by Giovanni Puccetti 09 Jul '19

09 Jul '19

Alla pagina web https://www.unimi.it/it/ateneo-lavora-con-noi-reclutamento-ricercatori-sele… è consultabile il bando per la selezione pubblica per un posto di ricercatore a tempo determinato ai sensi dell’art. 24, comma 3, lett. b), nel settore 13/D4 (SECS-S/06), presso il Dipartimento di Economia, Management e Metodi Quantitativi dell’Università degli Studi di Milano. -- Il tuo 5 x mille progetti Sostieni la ricerca, investi sul futuro dei giovani Universita` degli Studi di Milano - codice fiscale 80012650158

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Posto P.O. MAT/06 @UNIMI
by Giacomo Aletti 08 Jul '19

08 Jul '19

Alla pagina Web https://www.unimi.it/it/ateneo-lavora-con-noi-reclutamento-professori-proce… è consultabile la circolare del 8.07.2019, riguardante - procedura di selezione per la copertura di 1 posto di professore universitario di I fascia, da coprire mediante chiamata ai sensi dell’art. 18 - comma 1 - Legge 240/2010, ssd MAT/06 - termine presentazione domande: 5 agosto 2019, ore 12:00, pubblicato sulla G.U. 53 del 05/07/2019. Cordialmente, Giacomo Aletti -- ------------------------------- Giacomo Aletti, Full Professor (Probability Theory and Mathematical Statistics) Department of Environmental Science and Policy (ESP) ADAMSS Centre (ex MIRIAM) Advanced Applied Mathematical and Statistical Sciences Università degli Studi di Milano Via Saldini, 50 20133 Milano, Italy Tel: +39-02-503.16158 Fax:+39-02-503.16090 Cell: +39-340-9739142 -- Il tuo 5 x mille progetti Sostieni la ricerca, investi sul futuro dei giovani Universita` degli Studi di Milano - codice fiscale 80012650158

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Fwd: two mathematics positions at TU Delft
by Marco Romito 08 Jul '19

08 Jul '19

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Seminario Yen-Chi Chen a Roma Tor Vergata
by Anna Vidotto 08 Jul '19

08 Jul '19

I would like to announce the following talk that will be held on Tuesday July 16th 2019, at 4:30 PM, in Aula D’Antoni (1101) of the Department of Mathematics, University of Rome Tor Vergata. Speaker: Yen-Chi Chen (University of Washington) Title: Analyzing GPS data using density ranking Abstract: A common approach for analyzing a point cloud is based on estimating the underlying probability density function. However, in complex datasets such as GPS data, the underlying distribution function is singular so the usual density function no longer exist. To analyze this type of data, we introduce a statistical model for GPS data in the form of a mixture model with different dimensions. To derive a meaningful surrogate of the probability density, we propose a quantity called density ranking. Density ranking is a quantity representing the intensity of observations around a given point that can be defined in a singular measure. We then show that one can consistently estimate the density ranking using a kernel density estimator even in a singular distribution such as the GPS data. We apply density ranking to GPS datasets to analyze activity spaces of individuals. For the Probability and Mathematical Statistics talks held at the Department of Mathematics of the University of Rome Tor Vergata, see also the dedicated webpage http://www.mat.uniroma2.it/~ricerca/probab/talks.php <http://www.mat.uniroma2.it/~ricerca/probab/talks.php>. 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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“Recents Trends in Stochastic Analysis and SPDEs” in Pisa
by Marco Romito 06 Jul '19

06 Jul '19

I am writing to recall that the conference “Recents Trends in Stochastic Analysis and SPDEs” is approaching. All details can be found at https://sites.google.com/view/spdespisa/ The program will be published shortly. The conference will be also the occasion to celebrate the 60th birthday of Franco Flandoli. The organisers.

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