Random January 2020

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2020 Bocconi Summer School in Advanced Statistics and Probability
by Giacomo Zanella 23 Jan '20

23 Jan '20

Dear all, we are happy to announce the 2020 edition of the Bocconi Summer School in Advanced Statistics and Probability on the topic of "Reproducibility in Data Science". The main instructor of the course will be Chiara Sabatti, more information below. Please feel free to forward to any potentially interested student. Best regards, Giacomo Zanella ------------------------------------------- The Bocconi Summer School in Advanced Statistics and Probability, on "Reproducibility in Data Science", will take place on July 6-17, 2020, at Villa del Grumello, Lake of Como, Italy. The 2020 Edition of the school is organized by Bocconi University, Milan, in collaboration with the University of Oxford and Imperial College London. Instructors: Chiara Sabatti (Stanford University, USA) Tutorials Stephen Bates (Stanford University, USA) Matteo Sesia (Stanford University, USA) The 2-weeks summer school is open to all interested researchers, but is especially designed for PhD students and possibly briliant master graduates/final year students interested in doctoral studies. The deadline for applications is April 7, 2020. For more information: http://bocconi2020.lakecomoschool.org or contact BBS.statistics(a)unibocconi.it, or sonia.petrone(a)unibocconi.it --------------

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Topics in Game Theory_Prof. Renault (TSE) at PhD EF Tor Vergata
by Davide Erminio Pirino 23 Jan '20

23 Jan '20

Dear all, on behalf of Professor Attar I am pleased to inform you that the PhD program in Economics and Finance <https://economia.uniroma2.it/phd/ef/> of the University of Rome Tor Vergata will host a course in “Topics in Game Theory”, taught by Professor Jérôme <https://www.tse-fr.eu/people/jerome-renault> <https://www.tse-fr.eu/people/jerome-renault>Renault <https://www.tse-fr.eu/people/jerome-renault> (Toulouse School of Economics). The course will be held next February. Professor Jérôme Renault is one of the best renowned mathematician of Game Theory of his generation. Lectures are scheduled in room A (1st floor, Bldg B) of the School of Economics <http://en.uniroma2.it/academics/schools-and-departments/school-of-economics/> as follows: - Mon. February 3, at 2.00 – 5.00 pm; - Tue. February 4, 2.00 – 4.00 pm; - Wed. February 5, 2.00-4.00pm; - Thu. February 6, 10.00 am – 1.00 pm; - Fri. February 7, 9.00 -11.00 am. Please find the Syllabus enclosed. Everybody is welcome to attend. Feel free to spread this information to potentially interested students and researchers. Best regards DP

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Workshop on Stochastic Analysis
by Stefania Ugolini 23 Jan '20

23 Jan '20

Geometry and Algebra in Stochastic Dynamics Department of Mathematics, Milano, 27-29 January 2020 http://users.mat.unimi.it/users/ugolini/workshop2020/ <signaturebeforequotedtext></signaturebeforequotedtext><signatureafterquotedtext></signatureafterquotedtext>

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Probability Seminar: Alessandra Cipriani (TU Delft) [Padova 31/01, 11.30]
by alessandra bianchi 21 Jan '20

21 Jan '20

Dear Colleagues, we would like to invite you to the following Probability seminar that will take place at the Department of Mathematics of Padova, on January 31. ________________________________________________________ Speaker: Alessandra Cipriani (TU Delft) Title: Dynamical fitness models: evidence of universality classes for preferential attachment 31 JANUARY (Friday), 11:30; ROOM 1BC45, Dipartimento di Matematica “Tullio Levi-Civita”, Via Trieste 63, Padova Abstract: In this talk we study different variations of a particular class of random graphs called preferential attachment models with fitness. These are dynamic graphs in which, at every time step, a new node attaches itself to an older one with probability proportional to the degree and a random factor associated to the node, called the fitness. Motivated by learning mechanisms of real-life networks, we assume the fitness to be a Moving Average process MA(q) with positive increments. We study different properties of such models, for example the degree distribution, the attachment probability and the phenomenon of Bose-Einstein condensation. Finally we provide evidence that, tuning the parameters of the fitness process, we fall into two universality classes represented by the well-known Albert-Barabàsi model and Bianconi-Barabàsi model. This implies the robustness of heavy tails in the degree distribution under random perturbations of the attachment rule. All of you are very welcome. Best regards, Alessandra Bianchi -- Alessandra Bianchi Dip. di Matematica Università di Padova Via Trieste, 63 - 35121 Padova, Italy phone: +39 049 827 14 06 fax: +39 049 827 14 28 e-mail: bianchi(a)math.unipd.it http://www.math.unipd.it/~bianchi/

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BFS World Congress in Hong Kong 2020: Special Issue of Mathematical Finance and Reconfirmation of Lectures (fwd)
by Tiziano Vargiolu 21 Jan '20

21 Jan '20

---------- Forwarded message ---------- Date: Tue, 21 Jan 2020 12:27:19 +0000 From: Office Bachelier Finance Society <office(a)bachelierfinance.org> Subject: BFS World Congress in Hong Kong 2020: Special Issue of Mathematical Finance and Reconfirmation of Lectures 12th World Congress of the Bachelier Finance Society SPECIAL ISSUE OF MATHEMATICAL FINANCE AND RECONFIRMATION OF LECTURES Dear Tiziano Vargiolu We are pleased to announce that a special issue of Mathematical Finance has been arranged for papers presented at the BFS World Congress in Hong Kong. Details will be available through the website soon. We are also delighted to report that Robert Merton has reconfirmed his delivery of the Louis Bachelier Lecture and all the 9 plenary speakers have reconfirmed their participation at the Congress. The deadline, January 31, 2020, for submitting abstracts to the 2020 Bachelier World Congress is approaching fast (http://www1.se.cuhk.edu.hk/~bfs2020/). Finally, the reservation of the Conference Hotel at discounted rates is open (http://www1.se.cuhk.edu.hk/~bfs2020/accommodation/accommodation.html). We are looking forward to seeing you at this unique event in Hong Kong. Nan Chen, Duan Li, Xunyu Zhou Organizers of the 2020 BFS World Congress Hong Kong Copyright ? 2020 Bachelier Finance Society, All rights reserved. You are receiving this email because you opted in via our website. Our mailing address is: Bachelier Finance SocietyRaemistrasse 101 Z?rich 8092 Switzerland Add us to your address book Want to change how you receive these emails? You can update your preferences or unsubscribe from this list.

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Seminario all'IAC
by torrisi＠iac.rm.cnr.it 21 Jan '20

21 Jan '20

Si comunica che il 30 gennaio 2020 alle ore 14.00 presso l'Aula Riunioni dell'Istituto per le Applicazioni del Calcolo (sede di Roma) si terrà il seguente seminario: Relatore: Professor Alberto Lanconelli (Universita' di Bologna) Titolo: Absolute continuity and Fokker-Planck equation for the law of Wong-Zakai approximations of Ito SDEs Abstract: We investigate the regularity of the law of Wong-Zakai-type approximations for Ito stochastic differential equations. These approximations solve random differential equations where the diffusion coefficient is Wick-multiplied by the smoothed white noise. Using a criterion based on the Malliavin calculus we establish absolute continuity and a Fokker-Planck-type equation solved in the distributional sense by the density. The parabolic smoothing effect typical of the solutions of Ito equations is lacking in this approximated framework; therefore, in order to prove absolute continuity, the initial condition of the random differential equation needs to possess a density itself. -- *Giovanni Luca Torrisi Consiglio Nazionale delle Ricerche, Rome, Italy Homepage: http://www.iac.rm.cnr.it/~torrisi/* * *

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Seminario di Francesco Caravenna a Roma 1
by Faggionato, Alessandra 21 Jan '20

21 Jan '20

Buongiorno Lunedì 27.01 alle 16:00 Francesco Caravenna (Università di Milano-Bicocca) terrà il seguente seminario in Sala di Consiglio del Dipartimento di Matematica La Sapienza. Title: On the two-dimensional KPZ and Stochastic Heat Equation Abstract: We consider the Kardar-Parisi-Zhang equation (KPZ) and the multiplicative Stochastic Heat Equation (SHE) in two space dimensions, driven by with space-time white noise. These singular PDEs are "critical" and lack a solution theory, so it is standard to consider regularized versions of these equations - e.g. convolving the noise with a smooth mollifier - and to investigate the behavior of the regularized solutions when the regularization is removed. Based on joint works with Rongfeng Sun and Nikos Zygouras, we show that these regularized solutions undergo a phase transition as the noise strength is varied on a logarithmic scale, with an explicit critical point. In the sub-critical regime, the regularized solutions of both KPZ and SHE exhibit so-called Edwards-Wilkinson fluctuations, i.e. they converge to the solution of the *additive* Stochastic Heat Equation (after centering and rescaling), with a non-trivial constant on the noise. We finally discuss the critical regime, where many questions are open. Grazie Saluti Alessandra -- ************************************************* 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 *************************************************

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Complexity72h Call for Tutors
by Mateusz Wilinski 19 Jan '20

19 Jan '20

Dear colleagues, We are glad to announce the *third edition of the Complexity72h workshop*, which will take place at LUISS, Rome, Italy, on *July 1-4 2020*, as pre-event of the *NetSci 2020* Conference. Complexity72h is an interdisciplinary workshop whose aim is to bring together young researchers from different fields of complex systems and complex networks. Participants form teams and carry out projects in a three days' time, i.e. 72 hours. The goal of each team is to upload on the arXiv a report of their work by the end of the event. The previous two editions have been a success: 11 out of 11 projects have become arXiv preprints and new collaborations have been born. Each team will have a tutor that: 1. designs and proposes the project; 2. supervises its execution; 3. provides the necessary knowledge and data. *Do you want to become a Complexity72h tutor?* We are opening a *call for tutors* targeting researchers in complex systems and networks. We are looking for people who wish to propose a stimulating project to a team of highly motivated students and postdocs, and have the stamina to carry it out in 72 hours. But is it really possible to do it in just 72 hours? To succeed, we need: 1. A motivated and multidisciplinary team of resilient researchers; 2. A comfortable research environment and supportive staff; 3. A solid and feasible research project and a tutor who can make it happen. We provide the first two. It is up to you to provide the last point. *Send your project proposal (title and abstract) and short CV to: complexity72h [at] gmail [dot] com* , or get in touch with us as soon as possible if you have any questions. *The call for tutors deadline is February 7th, 2020.* Looking forward to your ideas. Complexity72h Organizers

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7th Workshop on Stochastic Methods in Game Theory
by Marco Scarsini 17 Jan '20

17 Jan '20

The 7th Workshop on Stochastic Methods in Game Theory will take place in Erice July 1-8, 2020. https://sites.google.com/view/erice-smgt2020/the-workshop The workshop will include some tutorials that could be particularly useful to graduate students and young researchers. Some slots are still available for contributors who want to present a poster. ******************************************************* Marco Scarsini Dipartimento di Economia e Finanza Luiss Viale Romania 32 00197 Roma, ITALY URL: http://docenti.luiss.it/scarsini/

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avviso di due seminari a Napoli
by Enrica Pirozzi 17 Jan '20

17 Jan '20

-- AVVISO DI SEMINARI DI PROBABILITÀ E STATISTICA MATEMATICA Title: The risk model with stochastic premiums and a multi-layer dividend strategy by Olena Ragulina Faculty of Mechanics and Mathematics, Taras Shevchenko National University of Kyiv Abstract: The lecture is devoted to a generalization of the risk model with stochastic premiums where dividends are paid according to a multi-layer dividend strategy. First of all, we derive piecewise integro-differential equations for the Gerber-Shiu function and the expected discounted dividend payments until ruin. Next, we concentrate on the detailed investigation of the model in the case of exponentially distributed claim and premium sizes and find explicit formulas for the ruin probability as well as for the expected discounted dividend payments. Moreover, we obtain an exponential bound for the ruin probability under certain conditions and study these conditions for some special distributions of claim and premium sizes. Lastly, numerical illustrations for some multi-layer dividend strategies are presented. -- Title: The first-passage time properties of the Jacobi process and applications to neuronal modeling by Giuseppe D'Onofrio Dipartimento di Matematica "Giuseppe Peano", Università di Torino Abstract: Nonlinear dynamical systems are often affected by different sources of noise and the usual belief is that the presence of noise can hinder or deteriorate the signal transmission in the system. However it has been observed, both in theoretical models and experiments, that random fluctuations can sometimes improve information processing. Mathematical models in neuroscience are one of the most prominent examples of phenomena for which the noise is of primary importance or even a part of the signal itself rather than a source of inefficiency and unpredictability. Our aim is to contribute to the discussion on the role of noise, studying the effects of a multiplicative noise on the performance of single neuron models using an analytical approach on the related first-passage-time problem. We consider a model where the evolution of the neuronal membrane depolarization between two consecutive spikes is described by a Jacobi process. We analyze the spiking activity of the neuron under study through the firing rate and the variability of the output related to the first two moments of the random variable first-passage time and we describe the occurrence of a phenomenon of coherence resonance. In particular we present counterintuitive effects due to the presence of the multiplicative noise and its dependence on the input parameters. Based on joint work with Petr Lansky (Czech Academy of Sciences) and Massimiliano Tamborrino (University of Warwick). I seminari si terranno il 23 Gennaio 2020 ore 15:00 e ore 15:45, rispettivamente, in Aula G terzo livello del Dipartimento di Matematica e Applicazioni, Università di Napoli FEDERICO II, Complesso di Monte Sant'Angelo, Via Cintia, Napoli. -- 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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