Cari colleghi,
vi segnalo che il Dipartimento di Matematica dell'Università di Padova
ha bandito un posto di ricercatore di tipo B nel settore MAT/06.
Il bando è disponibile alla pagina
http://www.math.unipd.it/it/news/?id=1898
La scadenza per la presentazione delle domande è il 25 agosto 2016.
Marco Ferrante
_First Call for Papers_
*Joint EUROPEAN CONFERENCE ON STOCHASTIC OPTIMIZATION and COMPUTATIONAL
MANAGEMENT SCIENCE Conference
*
*7-9 July 2021, Venice, Italy*
The organizers are delighted to invite you to ECSO – CMS 2021 that will
be held in Venice, Italy, 7-9 July 2021, at the Department of Economics
- Ca’ Foscari University of Venice, in the San Giobbe Economics Campus.
/This is the rescheduled event for the Conference ECSO – CMS 2020,
suspended due to the COVID -19 pandemic emergency. We are planning to
organize the conference in presence in 2021./
ECSO - CMS 2021 is jointly organized by the Department of Economics of
Ca’ Foscari University of Venice, the CMS Journal and the EURO Working
Group on Stochastic Optimization.
ECSO 2021 is the 3rd edition of a stream of conferences organized by the
EURO Working Group on Stochastic Optimization (EWGSO). The previous
editions were held in Paris (2014) and Rome (2017). The scope of the
conference is to bring together researchers and professionals in
Stochastic Optimization and its applications in different fields spacing
from economics and finance to supply chain, logistics, etc.
CMS 2021 is the 17th edition of an annual meeting associated with the
journal of Computational Management Science published by Springer. The
aim of the conference is to provide a forum for theoreticians and
practitioners from academia and industry to exchange knowledge, ideas
and results in a broad range of topics relevant to the theory and
practice of computational methods in management science.
This joint event will provide a forum for fruitful discussions and
interactions among researchers and professionals from industry and
institutional sectors on decision making under uncertainty in a complex
world.The conference will be within the scopes of both CMS and EWGSO
and, in particular, it will focus on models, methods and computational
tools in stochastic, robust and distributionally robust optimization and
on computational aspects of management science with emphasis on risk
management, valuation problems, measurement applications. Traditional
fields of application, such as finance, energy, water management,
logistics, supply chain management, and emerging ones, such as
healthcare, climate risk and sustainable development, will be included.
VENUE: Department of Economics, Ca’ Foscari University of Venice
San Giobbe Campus – Cannaregio 873, 30121 Venice, Italy
Webpage: www.unive.it/ecsocms2021 <http://www.unive.it/ecsocms2021>
Conference Secretariat: ecsocms2021(a)unive.it
Conference hashtag: #ecsocms2021
IMPORTANT DATES
Abstract submission: *March 31, 2021*
Notification of acceptance: *April 20, 2021*
Early registration: *April 30, 2021*
Conference: J*uly 7-9, 2021*
CONFIRMED INVITED SPEAKERS
DARINKA DENTCHEVA, Stevens Institute of Technology (USA)
DAVID MORTON, Northwestern University (USA)
GAH-YI BAN, University of Maryland (USA)
DANIEL KUHN, École polytechnique fédérale de Lausanne (CH)
GIORGIO CONSIGLI, Università di Bergamo (I)
A *prize for the student best paper* will be awarded. Papers should be
nominated via e-mail by the students’ supervisors
(ecsocms2021(a)unive.it). *Deadline for the submissions to the prize is
May 15.* The program will include a devoted session for presenting the
best papers to compete for the prize, such that the jury could make the
final choice. The paper does not have to be published. The papers should
be principally authored by the student, but co-authors are permitted as
long as their contributions are clarified. Only registered participants’
papers will be considered for the prize.
Jury for the Student Best Paper Prize: Stein-Erik Fleten (NTNU Norwegian
University of Science and Technology), Milos Kopa (Charles University of
Prague), Francesca Maggioni (University of Bergamo), Ruediger Schultz
(University Duisburg-Essen).
We are looking forward to seeing you in Venice.
Best Regards,
Diana Barro, Stein-Erik Fleten and Martina Nardon
Organizing and Program Committee Chairs
--------------------------------------
Dr. Martina Nardon
Dipartimento di Economia
Università Ca' Foscari Venezia
San Giobbe - Cannaregio, 873
30121 Venezia, Italy
tel. +39 041 234 7413
--------------------------------------
Dear all,
This is a reminder for the: STAR Online Seminars.
The seminar will be held Friday 13. November from 11:00-12:00 . You will recieve the link for the Zoom room by registering for the seminar with the link provided at the end of this mail. The lecture will last for 45 minutes + questions.
This week's speaker is Rama Cont - University of Oxford, with the seminar: Excursion risk
Abstract: A broad class of dynamic trading strategies may be characterized in terms of excursions of the market price of a portfolio away from a reference level. We propose a mathematical framework for the risk analysis of such strategies, based on a description in terms of price excursions, first in a pathwise setting, without probabilistic assumptions, then in a probabilistic setting, when the price is modelled as a Markov process. We introduce the notion of δ-excursion, defined as a path which deviates by δ from a reference level before returning to this level. We show that every continuous path has a unique decomposition into such δ-excursions, which turn out to be useful for the scenario analysis of dynamic trading strategies, leading to simple expressions for the number of trades, realized profit, maximum loss and drawdown. When the underlying asset follows a Markov process, we combine these results with Ito's excursion theory to obtain a tractable decomposition of the process as a concatenation of independent δ-excursions, whose distribution is described in terms of Ito's excursion measure. We provide analytical results for linear diffusions and give new examples of stochastic processes for flexible and tractable modeling of excursions. Finally, we describe a non-parametric scenario simulation method for generating paths whose excursions match those observed in a data set. This is joint work with: Anna Ananova and RenYuan Xu.
After the end of the seminar, you are invited to bring a cup of coffee/tea and have a chat in our Coffee in the Stars here you will have the chance to talk and interact with the other persons that attended the seminar, and have a digital "coffee break".
We are looking forward to see you, online!
Best regards,
We are looking forward to see you, online!
Best regards,
Michele Giordano
Doctoral research fellow
Department of Mathematics
University of Oslo, Norway
-------------------------------------------------------------------------
Register for the seminar: https://nettskjema.no/a/159180
Link for the seminar webpage: https://www.mn.uio.no/math/english/research/projects/storm/events/seminars/…
||
||
|Dear colleagues,
|
|||||||
LTI@UniTO (www.carloalberto.org/lti <www.carloalberto.org/lti>) and
Collegio Carlo Alberto are pleased to invite you to the following
webinar in Finance:
|
|
“Equilibrium Bid-Price Dispersion”
Speaker: Albert Menkveld (VU Amsterdam),
_https://albertjmenkveld.com/about/ <https://albertjmenkveld.com/about/>
_
Abstract: If bidding in a common-value auction is costly and if bidders
do not know how many others are also bidding, all equilibria are in
mixed strategies. Participation is probabilistic and bid prices are
dispersed. The symmetric equilibrium is unique and yields simple
analytic expressions. We use them to, for example, show that bid prices
exhibit negative skewness. The expressions are further used to estimate
the model based on bidding on an S&P500 security. We find that the
number of bidders declined over time, making liquidity supply fragile.
You can join the webinar via zoom at the following link:
|
https://us02web.zoom.us/j/81439851376?pwd=YUFsWXFvNldTaEMrTW55VE5kaXJiQT09
<https://us02web.zoom.us/j/81439851376?pwd=YUFsWXFvNldTaEMrTW55VE5kaXJiQT09>
Meeting ID: 814 3985 1376 Passcode: 753282
Best regards,
Luca Regis
--
Luca Regis
Associate Professor
Department of Economics and Statistics (ESOMAS)
University of Torino
sites.google.com/view/lucaregis
Office: +39 011 670 6065
www.carloalberto.org/lti
||
Dear colleagues,
This mail is to announce a new online seminar series on the “Mathematics of
Reaction Networks” (MoRN). Reaction networks are mathematical models mainly
used in biochemistry, with the scope of describing the dynamics of
particles of different kinds that interact in a homogeneous environment.
The mathematics used to study these models sits at the interface of
stochastic process theory, algebra, graph theory, analysis.
The seminar will take place twice a month over zoom (Thursday on the 2nd
and 4th week of the month, 17.00 Rome time), and consist of two 25-minute
long talks followed by longer discussions. The exciting program for the
first three sessions is available on the seminar page:
https://researchseminars.org/seminar/MoRN
The first two talks will be given on Thursday November 12 by David
Anderson from the University of Wisconsin-Madison (he will talk about
connections between neural networks and the modeling regime of reaction
networks) and Lea Popovic from Concordia University (she will introduce a
multiscale stochastic model for interacting particles in a heterogeneous
environment, and study its fluid limit). More details are given in the
seminar webpage.
New talks will appear on the seminar webpage, as well as the zoom link. If
the speaker agrees, talks will be recorded and added to youtube with a
private link, and the link will be shared on the seminar webpage.
On the webpage you can subscribe to a mailing list, and you can add the
seminar into your calendar. We will send a reminder two days before each
talk to subscribed people.
Best wishes,
Daniele Cappelletti (co-organizing the seminar series with Elisenda Feliu
and Stefan Mueller)
---------- Forwarded message ---------
Da: BERNARDO D AURIA . <bdauria(a)est-econ.uc3m.es>
Date: lun 30 nov 2020 alle ore 09:24
Subject: Annuncio seminario presso la Universitá Carlos III di Madrid
Good morning to everybody,
I would like to inform you of an online Research Seminar scheduled for this
Friday at the Department of Statistics of the Madrid University Carlos III:
*Date*: Friday, December 4
*Time*: 1:00 p.m.
*Speaker*: Tiziano de Angelis (Università di Torino)
*Title*: *An analytical study of participating policies with minimum
guaranteed and surrender option*
The link to attend through the BB Collaborate platform is:
https://eu.bbcollab.com/guest/b1b6ef4d6f734be7bc233c49ceefe5f8
For more information on this and other Department seminars please look at:
http://www.est.uc3m.es/seminarios/
Regards
Bernardo D'Auria
Associate Professor
Madrid University Carlos III de Madrid
http://www.est.uc3m.es/bdauria
📞 +34 91 624 8804
📠 +34 91 624 8749
Dear all,
we are glad to inform you that submissions for the Special Issue
"Stochastic Optimization Methods in Economics, Finance and Insurance"
on Mathematics (https://www.mdpi.com/journal/mathematics) are open.
The following is the official website:
https://www.mdpi.com/journal/mathematics/sections/financial_mathematics
Research articles, reviews, communications and concept papers will be
considered.
The deadline is now postponed to 30 April 2021.
Since Mathematics is an open access journal, there is a fee (1200 CHF)
to be paid at acceptance.
Short description of the Special Issue:
Stochastic optimization finds numerous and various applications in
economics, finance and insurance. Among these, we may cite optimal
portfolio selection, optimal reinsurance and investment problems,
utility maximization and application to valuation of financial and
insurance derivatives, optimal management of pension fund and public
debt, risk measures. This Special Issue aims at collecting original
research papers or comprehensive reviews on the theory and
applications of dynamic stochastic optimization in economics, finance
and insurance. Advanced mathematical tools have been employed to
handle with these problems including viscosity solutions approach,
martingale methods, backward stochastic differential equations
(BSDEs), partial differential equations (PDEs), convex duality,
filtering techniques and various numerical methods. Applications
different from stochastic optimization will be possibly considered.
If you have any questions, please do not hesitate to contact us.
Please apologize for cross-posting.
Guest Editor: Prof. Claudia Ceci
Co-Guest Editor: Dr. Matteo Brachetta
Dear All,
please find below an advertisement for a tenure-track position at the
Assistant Professor level in Stochastics at The DEPARTMENT OF INDUSTRIAL
ENGINEERING & OPERATIONS RESEARCH (IEOR) at the University of
California, Berkeley.
All the best wishes,
Giorgio Ferrari
%%%%%%%%%%%%%%%%%%%%%%%
*Advertisement 8/31/20*
The DEPARTMENT OF INDUSTRIAL ENGINEERING & OPERATIONS RESEARCH (IEOR) at
the University of California, Berkeley, welcomes applications from
qualified researchers for a position in the broad area of stochastics,
with research interests in topics such as probability,
machine learning, stochastics modeling, financial engineering and
technology, and data science, for a *tenure-track faculty position at
the Assistant Professor level* with an expected start date of July 1,
2021. Applicants are encouraged to apply by October 15, 2020, as the
department intends to invite some applicants for initial
remote/videoconference interviews on a rolling basis before the final
deadline of December 1, 2020.
*All applications received by December 1 will receive full consideration.*
The UC Berkeley Industrial Engineering and Operations Research
Department is at the forefront of research and teaching of stochastics,
optimization, production, and applying these fundamentals to industrial
applications in areas such as healthcare, logistics, energy, security,
finance, and e- commerce. The IEOR Department has strong ties with other
departments in the UC Berkeley College of Engineering and enjoys close
relationships with the faculties of Statistics, Mathematics, and
Economics, as well as with the Haas School of Business. Our
interdisciplinary program also offers outstanding opportunities for
collaboration with technologists and companies in the greater Bay Area.
The IEOR department offers BA, BS, MS, MEng, and PhD degrees. To learn
more about our department please visit
https://ieor.berkeley.edu.
This exceptional environment for teaching and research will provide the
successful candidate with unique opportunities for intellectual and
technological leadership.
Diversity, equity, and inclusion are core values at UC Berkeley and
IEOR. Our excellence can only be fully realized by faculty, students,
and staff who share our commitment to these values. Successful
candidates for our faculty positions will demonstrate evidence of a
commitment to advancing equity and inclusion. Financial and in-kind
resources are available to pursue activities that help accelerate our
efforts to achieve our equity and inclusion goals, with the full backing
of the College. Examples of ongoing programming at the College are
available at https://engineering.berkeley.edu/diversity.
_Candidates with the following qualifications are encouraged to apply_:
- Excellent original research in relevant topics
- Clear vision for future original research in relevant topics
- Ability and enthusiasm for teaching relevant courses
- Excellent communication skills and enthusiasm for advancing diversity
and collaboration.
At the time application, applicants must have completed or, be in the
process of completing a PhD or an equivalent international degree. The
ideal candidate will have a record of excellent original research in
relevant areas and experience with state-of-the-art methods, tools, and
software. The ideal candidate will also be able to make a convincing
case for his or her vision for future innovations in research and
teaching, as well as have the enthusiasm and ability to work with
industry and colleagues to raise funds to support such research.
*Qualified candidates may apply using the following link:*
https://aprecruit.berkeley.edu/JPF02652.
All recommendation letters will be treated as confidential per
University of California policy and California state law. Please refer
potential referees, including when letters are provided via a third
party (i.e., dossier service or career
center), to the UC statement on confidentiality
(http://apo.berkeley.edu/evalltr.html) prior to submitting their letters.
*The deadline for applications is December 1, 2020. *
Candidates will be reviewed on an ongoing basis, and early application
is recommended. _For questions regarding this position, please contact
IEOR manager:_
Rebecca Pauling, rpauling(a)berkeley.edu
The University is committed to addressing the family needs of faculty
members, including dual career couples and single parents. For
information about potential relocation to Berkeley, or career needs of
accompanying partners and spouses, please visit:
http://ofew.berkeley.edu/new-faculty.
The University of California is an Equal Opportunity/Affirmative Action
Employer. All qualified applicants will receive consideration for
employment without regard to race, color, religion, sex, sexual
orientation, gender identity, national origin, disability, age or
protected veteran status. For the complete University of California
nondiscrimination and affirmative action policy see:
http://policy.ucop.edu/doc/4000376/NondiscrimAffirmAct (link is external).
---------- Forwarded message ---------
Da: Martin Lopez Garcia <M.LopezGarcia(a)leeds.ac.uk>
Subject: 1-year postdoc positions at Leeds
Dear colleagues,
Hope you are all well.
We are looking for two postdoctoral fellows at Leeds to do some modelling
of COVID-19 infection transmission, using Quantitative Microbial Risk
Assessment approaches. More information about these projects/positions can
be found at
https://jobs.leeds.ac.uk/vacancy.aspx?ref=EPSCV1024
I would appreciate if you could circulate this around, or share with
potential candidates you may think of.
Thanks very much,
Best wishes,
Martin
-----------------------------------------------------------------------------------------------------
Dr Martin Lopez-Garcia
Lecturer & School Academic Lead for Inclusive Practice
Department of Applied Mathematics (Office 10.18d),
School of Mathematics, University of Leeds
Leeds LS2 9JT, U.K.
Phone: +44 (0)113-343-8951
Email: M.LopezGarcia(a)leeds.ac.uk
Web: https://matml.github.io/
Google Scholar: https://scholar.google.com/citations?user=U4VkcxYAAAAJ&hl=es
Research Gate: https://www.researchgate.net/profile/Martin_Lopez-Garcia2
Have a look at the video games "Hospital Infections"
https://matml.github.io/#videogames
---------- Forwarded message ----------
Date: Tue, 24 Nov 2020 21:39:58 +0100
From: Paolo Falbo <paolo.falbo(a)unibs.it>
Dear All,
we are glad to announce the sixth edition of Energy Finance Italia. The
conference will be organized by the Department of Economics and Management
of the University of Brescia and will take place on February 22-23, 2021.
Due to the COVID-19 pandemic, at the moment we still cannot decide the
format of the conference, whether fully online or hybrid. In any case, we
will ta ke that decision in due time, and we will communicate it by means
of our web site and our newsletter.
The deadline for the submission of a long abstract (max two pages) is
January 18, 2021.
Notification of acceptance: January 28, 2021.
Registration and payment of fees: February 8, 2021.
All the information at the link
http://energyfinanceitalia.unicam.it/index.php/energy-finance-italia-6-work…
Best regards,
Paolo Falbo
on behalf of the Organizing Committee
Dear all,
please, circulate this call for papers, that can be of interest for some
colleagues. Sorry for cross-posting.
Thanks,
yours sincerely
Roy
%%%
Dear Colleagues,
We are glad to announce a “Stats” Special Issue on “Benford's Law(s) and
Applications”. We are
inviting manuscripts on Benford's Law(s) theory, testing, and applications
in widely different
scientific contexts. Suitable manuscripts may include but are not limited
to the Benford's Law(s) for
fraud detection and assessment of data quality and reliability; conformance
tests; applications in
and outside accounting; theoretical foundations. The purpose of this
Special Issue is to collect in a
single source, for better visibility, recent theoretical and applied
advancements in a still progressing
field.
Keywords
• Benford's Law(s)
• Theoretical foundations of Benford's Law(s)
• Fraud detection
• Data quality and reliability
• Conformance tests
• Forensic accounting
The deadline is October 30th, 2021.
For details, see
https://www.mdpi.com/journal/stats/special_issues/benford_law
We look forward to receiving your submissions.
Prof. Dr. Claudio Lupi
Prof. Dr. Roy Cerqueti
Prof. Dr. Marcel Ausloos
Guest Editors
--
________________________________________________________
Le informazioni
contenute in questo messaggio di posta elettronica sono strettamente
riservate e indirizzate esclusivamente al destinatario. Si prega di non
leggere, fare copia, inoltrare a terzi o conservare tale messaggio se non
si è il legittimo destinatario dello stesso. Qualora tale messaggio sia
stato ricevuto per errore, si prega di restituirlo al mittente e di
cancellarlo permanentemente dal proprio computer.
The information contained
in this e mail message is strictly confidential and intended for the use of
the addressee only. If you are not the intended recipient, please do not
read, copy, forward or store it on your computer. If you have received the
message in error, please forward it back to the sender and delete it
permanently from your computer system.
--
I mistakenly sent you twice the same abstract yesterday.
Please find below the correct version.
Best,
Giacomo
****************
Dear colleagues,
I would like to announce the following online seminar organized by the Probability group of the University of Pisa. The talks will be accessible under the link
Click here to join the meeting<https://teams.microsoft.com/l/meetup-join/19%3a17115d7f6ef44c5e91974362906c…>
Tuesday, Nov. 24, 14:00
Speaker: Alessandra Cipriani (TU Delft)
Title: Some properties of the discrete membrane model
Abstract: The discrete membrane model (MM) is a random interface model for separating surfaces that tend to preserve curvature. It is a very close relative of the discrete Gaussian free field (DGFF), for which instead the most likely interfaces are those preserving the mean height. However working with the two models presents some key differences, in that in the MM the shape is driven by the biharmonic operator, while the DGFF is essentially a Gaussian perturbation of harmonic functions. In particular, a lot of tools (electrical networks, random walk representation of the covariance) are available for the DGFF and lack in the MM. In this talk we will review some basic properties of the MM, and we will investigate a random walk representation for the covariances of the MM and what it can bring forth in terms of scaling limits of its extremes.
This talk is based on joint works, partly ongoing, with Biltu Dan, Rajat Subhra Hazra (ISI Kolkata) and Rounak Ray (TU/e).
Tuesday, Nov. 24, 15:00
Speaker: Trishen Gunaratnam (Université de Genève)
Title: Phase transitions for $\phi^4_3$
Abstract: In this talk I will discuss recent results obtained in joint work with Ajay Chandra (Imperial) and Hendrik Weber (Bath) about the large-scale behaviour of the $\phi^4_3$ Euclidean field theory. In particular, I will discuss a surface order large deviations estimate for the average magnetisation at sufficiently low temperatures in large but finite volumes. This is a manifestation of phase transition, which is well-known for this model. As a byproduct of this, one can quantify a breakdown of ergodicity for the Glauber dynamics of this model - given by the dynamical $\phi^4_3$ singular SPDE - for sufficiently low temperatures in the infinite volume limit.
Dear colleagues,
I would like to announce the following online seminar organized by the Probability group of the University of Pisa. The talks will be accessible under the link
Click here to join the meeting<https://teams.microsoft.com/l/meetup-join/19%3a17115d7f6ef44c5e91974362906c…>
Best regards,
Giacomo
Tuesday, Nov. 24, 14:00
Speaker: Alessandra Cipriani (TU Delft)
Title: Some properties of the discrete membrane model
Abstract: In this talk I will discuss recent results obtained in joint work with Ajay Chandra (Imperial) and Hendrik Weber (Bath) about the large-scale behaviour of the $\phi^4_3$ Euclidean field theory. In particular, I will discuss a surface order large deviations estimate for the average magnetisation at sufficiently low temperatures in large but finite volumes. This is a manifestation of phase transition, which is well-known for this model. As a byproduct of this, one can quantify a breakdown of ergodicity for the Glauber dynamics of this model - given by the dynamical $\phi^4_3$ singular SPDE - for sufficiently low temperatures in the infinite volume limit.
Tuesday, Nov. 24, 15:00
Speaker: Trishen Gunaratnam (Université de Genève)
Title: Phase transitions for $\phi^4_3$
Abstract: In this talk I will discuss recent results obtained in joint work with Ajay Chandra (Imperial) and Hendrik Weber (Bath) about the large-scale behaviour of the $\phi^4_3$ Euclidean field theory. In particular, I will discuss a surface order large deviations estimate for the average magnetisation at sufficiently low temperatures in large but finite volumes. This is a manifestation of phase transition, which is well-known for this model. As a byproduct of this, one can quantify a breakdown of ergodicity for the Glauber dynamics of this model - given by the dynamical $\phi^4_3$ singular SPDE - for sufficiently low temperatures in the infinite volume limit.
Ricevo e inoltro
Cordiali saluti. Luisa Beghin
We would like to announce the International Workshop
"Modern Trends in Probability Theory and Mathematical Statistics III"
dedicated to the memory of Professor Yuriy Kozachenko (1.12.1940–5.05.2020).
The Workshop will be held on 1 December 2020
from 14:00 to 19:00 Kyiv time (UTC/GMT + 2).
The Workshop is organized by the Department of Probability, Statistics
and Actuarial Mathematics of Taras Shevchenko National University of
Kyiv.
Invited Speakers:
Giulia Di Nunno (Norway), Rita Giuliano-Antonini (Italy), Alexander
Ivanov (Ukraine), Nikolai Leonenko (UK), Andriy Olenko (Australia),
Enzo Orsingher (Italy), Vladimir Piterbarg (Russian Federation),
Lyudmyla Sakhno (Ukraine), Tommi Sottinen (Finland), Andrei Volodin
(Canada).
The Workshop will be conducted virtually via Zoom meeting.
We invite you to join the Workshop.
Please find the program and connection details on the website
http://probability.univ.kiev.ua/moderntrends3/
We kindly ask you to share this information among your colleagues, if
you find this appropriate.
Thank you.
Best regards,
organizers of the Workshop
Prof. Yuliya Mishura
Dr. Lyudmyla Sakhno
--
Taras Shevchenko National University of Kyiv
Department of Probability Theory, Statistics and Actuarial Mathematics
64/13, Volodymyrska St.,
01601 Kyiv, Ukraine
Tel/fax: (+380-44) 259-03-92
***************************************************************
Luisa Beghin
Dipartimento di Scienze Statistiche
Fac. Ingegneria dell'Informazione, Informatica e Statistica
"SAPIENZA" Università di Roma
Piazzale Aldo Moro 5, 00185 Roma
T (+39) 06 49910543 F (+39) 06 4959241
https://sites.google.com/site/luisabeghin/
*****************************************************************
--
________________________________________________________
Le informazioni
contenute in questo messaggio di posta elettronica sono strettamente
riservate e indirizzate esclusivamente al destinatario. Si prega di non
leggere, fare copia, inoltrare a terzi o conservare tale messaggio se non
si è il legittimo destinatario dello stesso. Qualora tale messaggio sia
stato ricevuto per errore, si prega di restituirlo al mittente e di
cancellarlo permanentemente dal proprio computer.
The information contained
in this e mail message is strictly confidential and intended for the use of
the addressee only. If you are not the intended recipient, please do not
read, copy, forward or store it on your computer. If you have received the
message in error, please forward it back to the sender and delete it
permanently from your computer system.
--
Ricevo e inoltro:
-------------------
*Tenure-Track Assistant Professor in Probability*
The Statistics, Probability and Operations Research (SPOR) cluster of the
Department of Mathematics and Computer Science at Eindhoven University of
Technology (TU/e) invites applications for a full-time tenure-track
position in the area of Probability. For details, see
https://jobs.tue.nl/en/vacancy/tenuretrack-assistant-professor-in-probabili…
Dear Colleagues,
We would like to invite you to the following Probability seminar
that will take place on November 27 at 11.30 by the zoom platform.
________________________________________________________
Speaker: Alessandro Zocca (Vrije Universiteit Amsterdam)
Title: Power grids as stochastic networks: emergent failures and
mitigation strategies
27 NOVEMBER (Friday) - 11:30 zoom link: TBA
(available on the webpage https://www.math.unipd.it/~bianchi/seminari/ )
Abstract: Power grids are one of the most complex and critical networks in
modern-day society, which we expect to function reliably at all times. The
increasing adoption of renewable energy sources such as solar panels and
wind turbines, introduces a massive amount of uncertainty into power grids,
due to their intrinsically intermittent and highly variable nature. In this
talk I will give an overview of my current research, which aims to develop
new mathematical tools to analyze power grids and their performance in the
presence of uncertainty.
Stochastic fluctuations of the power injections affect line flows and phase
angle frequencies, and, when amplified by correlations and network effects,
they can cause failures and possibly blackouts. Large deviations techniques
and ad-hoc MCMC methods allow us to better understand how these emergent
failures occur and to estimate their likelihood. A peculiar feature of
cascading failures in power grids is that they propagate nonlocally, making
the control and mitigation of these failures extremely hard. I will
illustrate a novel strategy we devise using tools from graph theory,
spectral clustering, and optimization to mitigate the impact of line
failures and their non-local propagation.
--
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/
Dear all,
the Institute of Applied Mathematics at *TU Delft* invites applications for
a
*Six-year PhD position in Applied Probability and Mathematical Physics*.
We are looking for a highly motivated candidate to work on the project
*“Statistical
mechanics problems on random graphs”* in a joint collaboration under the
supervision of Dr. J.L.A. Dubbeldam, Associate professor in the *Mathematical
Physics* group and Dr. E. Pulvirenti, Assistant professor in the *Applied
Probability* group of Delft Institute of Applied Mathematics (DIAM).
The research work for the future PhD candidate focuses on metastability for
spins models on random graphs, both from the perspective of theoretical
probability and numerical simulations.
In addition to the research work, the student is expected to teach (40% of
the work load). This position is meant for a candidate who also wants to
acquire teaching skills and contribute to the educational program of TU
Delft. Therefore the position is for 6 years.
See
https://www.tudelft.nl/over-tu-delft/werken-bij-tu-delft/vacatures/details/…
for more details.
For information about this vacancy, you can contact both J.L.A. Dubbeldam,
email: JLADubbeldam(a)tudelft.nl, and E. Pulvirenti, email:
E.Pulvirenti(a)tudelft.nl.
To apply for this vacancy, please provide *before 12/12/2020*:
- a detailed CV (optional: including papers you have submitted /
published)
- a list of courses taken and grades obtained
- a copy of your Master's thesis (or a draft if not yet submitted)
- contact information for 2-3 references
- motivation letter (explaining why you would make an excellent
candidate for this position)
Best regards,
Elena Pulvirenti
________________________________
Da: Giovanni Dore <giovanni.dore(a)unibo.it>
Inviato: lunedì 16 novembre 2020 12:54
A: Dipartimento di Matematica — docenti di struttura e sottostrutture <mat.docenti.all(a)unibo.it>
Oggetto: Assegni di ricerca SNS
Cari colleghi,
comunico che la Scuola Normale Superiore ha bandito 5 assegni di ricerca in ambito matematico.
Il bando è disponibile all’indirizzo
https://amministrazionetrasparente.sns.it/bando/assegni-di-ricerca-denomina…
Cordiali saluti
Giovanni Dore
*******************
PhD in Statistics and Computer Science - a.y. 2021-2022
Call for applications for PhD student positions
*******************
The Bocconi PhD School provides 7 scholarships for the PhD in Statistics and Computer Science, and a position with tuition waiver.
* Scholarship amount *
20.280 euro per annum in the 1st and 2nd year
15.343 euro per annum in the 3rd and 4th year
Further funding is available through teaching and research assistantship. Visit www.unibocconi.eu/admissionphd for detailed information.
** Applications are due by February 1, 2021 **
Within the PhD School at Bocconi University, the four-year PhD program in Statistics and Computer Science is a high profile and rigorous doctoral program that develops strong mathematical, statistical, computational and programming backgrounds.
The curriculum is structured into two tracks: Statistics and Computer science. The first year includes courses that are compulsory for all enrolled PhD students. The second-year features track-specific and elective courses that provide students with a more specialized competence and focus on topics that may be the object of the doctoral dissertation.
Dedicated mentorship is offered to students throughout their time at Bocconi. Multidisciplinary interchange with other graduate programs in Bocconi’s PhD School, as well as research experience abroad, are also encouraged.
The Faculty includes internationally acknowledged top researchers in Statistics, Computer Science, Decision Theory, Statistical Physics and Machine Learning. The program also benefits from contributions of authoritative visiting professors who deliver short monographic courses.
Highly qualified and motivated students with M.Sc. degrees in in Statistics, Mathematics, Computer Science, Economics, Physics, Engineering and related areas, as well as other quantitatively-oriented fields, are encouraged to apply for admission.
Applicants should hold, or be on their way to hold, a graduate degree or equivalent.
For further information about the PhD program in Statistics and Computer Science at Bocconi, visit www.unibocconi.eu/phdstatscompscience and feel free to contact:
Antonio Lijoi (antonio.lijoi(a)unibocconi.it)
Angela Baldassarre, PhD administrative assistant (angela.baldassarre(a)unibocconi.it)
------
Antonio Lijoi
Bocconi University
http://mypage.unibocconi.eu/antoniolijoi/
Ricevo e inoltro:
---------- Forwarded message ---------
From: sabot(a)math.univ-lyon1.fr <sabot(a)math.univ-lyon1.fr>
Date: Fri, Nov 13, 2020, 20:02
Subject: 3 postdoctoral positions in Mathematics, Computer Science and
interactions in Lyon & Saint-Étienne: 2021 campaign Labex Milyon
Dear Colleagues,
Could you please forward this message to interested colleagues and
potential candidates (sorry for the inconvenience if you already received
it)
Best regards,
Christophe Sabot
Responsible of the Labex Milyon
-----------------------------------------------------------------------------------------------------------------------------
The Excellence Laboratory Milyon
<https://milyon.universite-lyon.fr/labex-milyon-mathematics-and-theoretical-…>
(Labex Milyon) opens the 2021 campaign of postdoctoral researchers in
Lyon--Saint-Etienne in Mathematics, Computer Science and their interactions
(including some aspects of theoretical physics).
*Milyon offers three postdoctoral positions of two years* with no teaching
load for the period 2021–2023. The application is open to all research
areas of the labex Milyon (see here
<https://milyon.universite-lyon.fr/about-research-126697.kjsp?RH=EN-MILYON-9…>
).
More information on the link below:
https://milyon.universite-lyon.fr/postdoctoral-positions-2021-2023--130160.…
Deadline for applications: January 6th 2021
Dear all,
We are glad to announce the next DEMS webinar: Wednesday, 18th November
2020, time 13.00 (CET).
link to attend:
https://unimib.webex.com/unimib/onstage/g.php?MTID=eadc0aefcf2b20a4d5b65dfc…
The speaker is *François Caron*, Department of Statistics, University of
Oxford (UK).
*******************************************************
*TITLE*. *A unified construction for series representations and finite
approximations of completely random measures*
*ABSTRACT*. Infinite-activity completely random measures (CRMs) have become
important building blocks of complex Bayesian nonparametric models. They
have been successfully used in various applications such as clustering,
density estimation, latent feature models, survival analysis or network
science. Popular infinite-activity CRMs include the (generalized) gamma
process and the (stable) beta process. However, except in some specific
cases, exact simulation or scalable inference with these models is
challenging and finite-dimensional approximations are often considered. In
this work, we propose a general and unified framework to derive both series
representations and finite-dimensional approximations of CRMs. Our
framework can be seen as a generalization of constructions based on
size-biased sampling of Poisson point process [Perman et al., 1992]. It
includes as special cases several known series representations and finite
approximations as well as novel ones. In particular, we show that one can
get novel series representations for the generalized gamma process and the
stable beta process. We show how these constructions can be used to derive
novel algorithms for posterior inference, including a generalization of the
slice sampler for normalized CRMs mixture models introduced by Griffin and
Walker [2011]. We also provide some analysis of the truncation error.
Joint work with Juho Lee and Xenia Miscouridou
https://arxiv.org/abs/1905.10733
*Details to attend the webinar.*
Event number (access code): 174 366 0917
Event password: 18112020
Wednesday, November 18, 2020 1:00 pm, Europe Time (Rome, GMT+01:00)
Event address for attendees:
https://unimib.webex.com/unimib/onstage/g.php?MTID=eadc0aefcf2b20a4d5b65dfc…
*******************************************************
The webinar is organized by the Department of Economics, Management and
Statistics (DEMS)
of the University of Milano - Bicocca.
--
Federico Camerlenghi
Assistant Professor RTDb
Department of Economics, Management and Statistics
University of Milano Bicocca, Milano, Italy.
web-page: https://www.unimib.it/federico-camerlenghi
Cari tutti,
è stato pubblicato il bando relativo ad una posizione di ricercatore a
tempo determinato di tipo A, presso il Dipartimento di Scienze Statistiche
della Sapienza di Roma (con scadenza 3-12-2020).
Bando RTDA/03/2020 Prot. n. 1240/2020 del 3.11.2020 - G.U. n. 86 del
3.11.2020 al seguente link:
https://web.uniroma1.it/trasparenza/dettaglio_bando/165882
Cordiali saluti.
Luisa Beghin
***************************************************************
Luisa Beghin
Dipartimento di Scienze Statistiche
Fac. Ingegneria dell'Informazione, Informatica e Statistica
"SAPIENZA" Università di Roma
Piazzale Aldo Moro 5, 00185 Roma
T (+39) 06 49910543 F (+39) 06 4959241
https://sites.google.com/site/luisabeghin/
*****************************************************************
--
________________________________________________________
Le informazioni
contenute in questo messaggio di posta elettronica sono strettamente
riservate e indirizzate esclusivamente al destinatario. Si prega di non
leggere, fare copia, inoltrare a terzi o conservare tale messaggio se non
si è il legittimo destinatario dello stesso. Qualora tale messaggio sia
stato ricevuto per errore, si prega di restituirlo al mittente e di
cancellarlo permanentemente dal proprio computer.
The information contained
in this e mail message is strictly confidential and intended for the use of
the addressee only. If you are not the intended recipient, please do not
read, copy, forward or store it on your computer. If you have received the
message in error, please forward it back to the sender and delete it
permanently from your computer system.
--
WEBINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO <https://www.carloalberto.org/events/category/seminars/seminars-in-statistic…>
Joint initiative with
MIDAS COMPLEX MODELING RESEARCH NETWORK <http://midas.mat.uc.cl/network>
Venerdi 20 Novembre 2020, alle ore 17:00, si terrà il seguente webinar:
------------------------------------------------
Speaker: Didong Li (Princeton and UCLA)
Title: Learning & Exploiting Low-Dimensional Structure in High-Dimensional Data
Abstract:
Data lying in a high-dimensional ambient space are commonly thought to have a much lower intrinsic dimension. In particular, the data may be concentrated near a lower dimensional subspace or manifold. There is an immense literature focused on approximating the unknown subspace and the unknown density, and exploiting such approximations in clustering, data compression, and building of predictive models. Most of the literature relies on approximating subspaces and densities using a locally linear, and potentially multi-scale, dictionary with Gaussian kernels. In this talk, we propose a simple and general alternative, which instead uses pieces of spheres, or spherelets, to locally approximate the unknown subspace. I will also introduce a curved kernel called the the Fisher–Gaussian (FG) kernel which outperforms multivariate Gaussians in many cases. Theory is developed showing that spherelets can produce lower covering numbers and mean square errors for many manifolds, as well as the posterior consistency of the Dirichlet process mixture of FG kernels. Results relative to state-of-the-art competitors show gains in ability to accurately approximate the subspace and the density with fewer components and parameters. Time permitting, I will also present some applications of spherelets, including classification, geodesic distance estimation and clustering.
------------------------------------------------
Join Zoom Meeting
https://us02web.zoom.us/j/81832398725?pwd=QUl5eXNIM0xFSXNjTG9IaFZkL0lCQT09 <https://www.google.com/url?q=https%3A%2F%2Fus02web.zoom.us%2Fj%2F8183239872…>
Meeting ID: 818 3239 8725
Passcode: 768768
Il webinar è organizzato dalla "de Castro" Statistics Initiative
www.carloalberto.org/stats <http://www.carloalberto.org/stats>
nell’ambito del Complex Data Modeling Research Network
midas.mat.uc.cl/network <http://midas.mat.uc.cl/network>
in collaborazione con il Collegio Carlo Alberto.
Cordiali saluti
Matteo Ruggiero
---
Matteo Ruggiero
University of Torino and Collegio Carlo Alberto
www.matteoruggiero.it
Dear All,
As part of the activities of the Applied Probability Section of the Royal
Statistical Society, we are pleased to announce an (online) afternoon on
the topic:
"Data analysis and stochastic control: where do statistics and applied
probability come together?"
on Wednesday 9 December from 1.30pm to 4.30pm (GMT, London time). Registration
via the website
https://rss.org.uk/training-events/events/events-2020/sections/data-analysi…
is mandatory and it is free for those (non-RSS-members) registering *before
30 November*. After that a £10 registration fee will be charged to
non-members for participation.
The meeting will include four talks and a panel discussion. Our speakers
and panellists are:
Beatrice Acciaio (ETH Zurich)
Sam Cohen (University of Oxford)
Blanka Horvath (King's College, London)
John Moriarty (Queen Mary University, London)
who will present their recent work in the field of data-driven stochastic
control and will share their views on what applied probability can bring to
the analysis of data. We encourage the participation of a heterogeneous
audience of mathematicians and statisticians to contribute to a lively
interdisciplinary discussion.
Schedule:
Meeting starts 1.30pm, first session: talks by Sam Cohen and Beatrice
Acciaio
Second session starts 2.45: talks by Blanka Horvath and John Moriarty
Panel discussion starts 3.30pm
For further information please check the dedicated webpage:
https://rss.org.uk/training-events/events/events-2020/sections/data-analysi…
Best wishes
Alexander Cox (University of Bath)
Tiziano De Angelis (University of Turin)
Kathrin Glau (Queen Mary University, London)
Nic Freeman (University of Sheffield)