Random December 2020

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Concorso da RTDb di MAT/06 a Padova - scadenza 25/8/2016
by Marco Ferrante 25 Jun '24

25 Jun '24

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

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ECSO-CMS 2021 First Call for Papers
by Martina Nardon 01 Dec '21

01 Dec '21

_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 --------------------------------------

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Announcement: STAR Online seminar - Speaker: Rama Cont
by michele giordano 25 Jan '21

25 Jan '21

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/…

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Fwd: Borse di studio per Master Data Science and Statistical Learning (MD2SL)
by Giacomo Scandolo 28 Dec '20

28 Dec '20

(aggiungo che il sito del master è https://md2sl.imtlucca.it/) -------- Messaggio Inoltrato -------- Oggetto: Borse di studio per Master Data Science and Statistical Learning (MD2SL) Data: Thu, 24 Dec 2020 10:03:30 +0100 Mittente: datascience(a)unifi.it Organizzazione: Universita' degli Studi di Firenze A: datascience(a)unifi.it Cari tutti, vi segnaliamo che è stato pubblicato il bando di selezione per il conferimento di *due Borse di Studio* finalizzate all'iscrizione al *Master di II livello in Data Science and Statistical Learning (MD2SL)*, promosso dal Florence Center for Data Science, attraverso il Dipartimento di Statistica, Informatica, Applicazioni (DISIA) "G. Parenti" dell'Università degli Studi di Firenze, e dalla Scuola IMT Alti Studi Lucca. Il bando e ulteriori dettagli sono disponibili al seguente link: https://www.disia.unifi.it/upload/sub/didattica/master/disia_Bando_Borse_Ma… <https://www.disia.unifi.it/upload/sub/didattica/master/disia_Bando_Borse_Ma…>, e sul sito del Florence Center for Data Science, tra le News: https://datascience.unifi.it/index.php/news/ <https://datascience.unifi.it/index.php/news/>. Scadenza per la presentazione delle domande: 14/01/2021 ore 13.00. Vi chiediamo gentilmente di diffondere l'annuncio tra i potenziali interessati. Grazie, Cordiali Saluti, Florence Center for Data Science

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assegno di ricerca
by benedetta.ferrario 28 Dec '20

28 Dec '20

Buongiorno. Segnalo un bando per assegno di ricerca (annuale ma rinnovabile un secondo anno) presso il DIPARTIMENTO DI SCIENZE ECONOMICHE E AZIENDALI dell'Università di Pavia sul tema MATHEMATICAL METHODS FOR THE ANALYSIS OF FINANCIAL MARKETS Trovate qui il bando in inglese http://www-assegni.unipv.it/wp-content/uploads/2020/12/BANDO-PICA-A-FRG2020… e qui in italiano http://www-assegni.unipv.it/wp-content/uploads/2020/12/BANDO-PICA-A-FRG2020… Grazie. Auguri di buone feste Benedetta

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assegno di ricerca
by benedetta.ferrario 28 Dec '20

28 Dec '20

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Assegni di ricerca biennali e annuali
by Faggionato, Alessandra 22 Dec '20

22 Dec '20

Buongiorno segnalo i seguenti bandi per assegni di ricerca annuali e biennali al Dipartimento di Matematica della Sapienza: https://web.uniroma1.it/trasparenza/dettaglio_bando_albo/168015 https://web.uniroma1.it/trasparenza/dettaglio_bando_albo/168016 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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TU Graz, open position in Discrete Mathematics and Probability
by Daniela Bertacchi 22 Dec '20

22 Dec '20

Inoltro a tutti gli interessati il seguente annuncio (la posizione è quella attualmente occupata da Wolfgang Woess). ******************************************************************************** Full professor "Discrete Mathematics and Probability", TU Graz TU Graz is looking to appoint a tenured full professor of Discrete Mathematics and Probability, starting October 2022. We are looking for a highly qualified individual of international standing who has an excellent research profile and is committed to represent the intersection of Discrete Mathematics and Probability in both teaching and research. For more information please see the web apge https://www.tugraz.at/go/professorships-vacancies. Applications must be sent to the email address bewerbungen.mpug(a)tugraz.at no later than March 31, 2021. --------------------------------------------------------------------- Johannes Wallner Tel (+43) 316 873 8440 Institut fuer Geometrie der TU Graz, Kopernikusgasse 24, 8010 Graz. j.wallner(a)tugraz.at http://www.geometrie.tugraz.at/wallner --------------------------------- ------------------------------------

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Webinar DAVID ROSSELL
by Pierpaolo De Blasi 17 Dec '20

17 Dec '20

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> Giovedi 17 Dicembre 2020, alle ore 17:00, si terrà il seguente webinar: ------------------------------------------------ Speaker: *David Rossell *(Universitat Pompeu Fabra, Barcelona, Spain) Title: *Approximate Laplace approximation* Zoom link: https://us02web.zoom.us/j/84312531120?pwd=VVJraStLVkR2M0w0ZXZnU3M0MFp2UT09 <https://us02web.zoom.us/j/88252069649?pwd=V2Z3b1UrZVVWNWZ4OXhydUtIakxpUT09> Meeting ID: 843 1253 1120 Passcode: 105560 Abstract: Bayesian model selection requires an integration exercise in order to assign posterior model probabilities to each candidate model. The computation becomes cumbersome when the integral has no closed-form, particularly when the sample size is large, or the number of models is large. We present a simple yet powerful idea based on the Laplace approximation (LA) to an integral. LA uses a quadratic Taylor expansion at the mode of the integrand and is typically quite accurate, but requires cumbersome likelihood evaluations (for large n) an optimization (for large p). We propose the approximate Laplace approximation (ALA), which uses an Taylor expansion at the null parameter value. ALA brings very significant speed-ups by avoiding optimizations altogether, and evaluating likelihoods via sufficient statistics. ALA is an approximate inference method equipped with strong model selection properties in the family of non-linear GLMs, attaining comparable rates to exact computation. When (inevitably) the model is misspecified the ALA rates can actually be faster than for exact computation, depending on the type of misspecification. We show examples in non-linear Gaussian regression with non-local priors, for which no closed-form integral exists, as well as non-linear logistic, Poisson and survival regression. ------------------------------------------------ Il webinar è organizzato dalla "de Castro" Statistics Initiative www.carloalberto.org/stats in collaborazione con il Collegio Carlo Alberto e rientra nel Complex Data Modeling Research Network midas.mat.uc.cl/network Cordiali saluti, Pierpaolo De Blasi --- University of Torino & Collegio Carlo Alberto carloalberto.org/pdeblasi <https://sites.google.com/a/carloalberto.org/pdeblasi/>

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Conferenza online "Giovani probabilisti" a S. Pietroburgo 21-23 dicembre
by Massimo Campanino 17 Dec '20

17 Dec '20

Conferenza online "Giovani probabilisti" a S. Pietroburgo 21-23 dicembre https://site.unibo.it/current-trends-in-mathematics/en/events/st-petersburg…

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