December 2020 - Random - Mailing list — Dipartimento di Matematica, UniPI

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.… [View More] 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 -------------------------------------- [View Less]

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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 … [View More]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/… [View Less]

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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 … [View More]

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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

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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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 … [View More]

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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 … [View More]

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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: … [View More]

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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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Post-Doc and PhD positions at WIAS, Berlin
by Luisa Andreis 17 Dec '20

17 Dec '20

Dear colleagues, I’d like to draw your attention to the following open positions (one PhD and one Post-Doc) in Berlin. Please, feel free to forward this announcement to anyone who might be interested. "The Weierstrass Institute in Berlin (WIAS) invites applications for a two positions, one at post-doctoral level and one for a PhD student. Both positions are in the newly founded Leibniz Junior Research Group “Probabilistic Methods for Dynamic Communication Networks” (Head: Dr. B. Jahnel); the … [View More]

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Assistant Professor positions in the Department of Statistics, Universidad Carlos III de Madrid
by Antonio DI CRESCENZO 16 Dec '20

16 Dec '20

Diffondo su richiesta del collega Bernardo D'Auria un annuncio di posti per: Assistant Professor positions (tenure-track) in the Department of Statistics, Universidad Carlos III de Madrid scadenza: 28 febbraio 2021 per dettagli: http://halweb.uc3m.es/seminarios/conv-tenure-track.pdf Cordiali saluti ============================================= Antonio Di Crescenzo Dipartimento di Matematica Università degli Studi di Salerno Via Giovanni Paolo II, n. 132 <https://maps.google.com/?q=Via+… [View More]

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Assistant Professor (3-year contract) position at DCU
by Paolo Guasoni 16 Dec '20

16 Dec '20

Dear Colleague, Dublin City University has a Assistant Professor (3-year contract) position in Mathematics: https://www.dcu.ie/sites/default/files/inline-files/bc0610-fsh-hci-assistan… The closing date for the application is January 6, 2021. With best regards, Paolo Guasoni -- * *Séanadh Ríomhphoist/Email Disclaimer* *Tá an ríomhphost seo agus aon chomhad a sheoltar leis faoi rún agus is lena úsáid ag an seolaí agus sin amháin é. Is féidir tuilleadh a léamh anseo. <… [View More]

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Fwd: Postdoctoral position in Probability at the University of Bath
by Silvestri, Vittoria 15 Dec '20

15 Dec '20

Segnalo con piacere questa opportunità di postdoc a Bath. Vittoria ---------- Forwarded message --------- Da: Daniel Kious <dk746(a)bath.ac.uk> Date: lun 14 dic 2020 alle ore 23:11 Subject: Postdoctoral position in Probability at the University of Bath To: d.kious(a)bath.ac.uk < IMCEAEMAIL-+20d+2Ekious+40bath+2Eac+2Euk(a)gbrp265.prod.outlook.com> Dear Colleagues and Friends, I would greatly appreciate if you could bring the following announcement to the attention of the relevant … [View More]applicants. A postdoctoral position in Probability is open at the University of Bath. The position is for two years, starting 1 July 2021, and the successful applicant will work with Dr Daniel Kious, on topics related to random walks and random environments. Please, find the full announcement at the end of this email. Applications are open and the deadline is 11 January 2021, see: https://www.bath.ac.uk/jobs/CC8004 In order to have the best chances, the applicants should provide the following: -an updated CV; -a list of publications; -a short research statement; -the names of two referees who agreed to write a letter of support, and one of them must be the current employer or a past employer. Best wishes, Daniel Kious. -_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_ -_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_ - A postdoctoral research position is available in the area of probability to start 1 July 2021. The position is available for 2 years and is funded by the EPSRC grant "Random walks in dynamic random environment" of Daniel Kious. You will be associated with the probability laboratory (Prob-L@B <https://www.bath.ac.uk/research-centres/probability-laboratory-at-bath/>) of the Department of Mathematical Sciences <https://www.bath.ac.uk/departments/department-of-mathematical-sciences/> at the University of Bath. Prob-L@B is one of the largest probability group in the UK and benefits from a very active and collaborative team, with expertise covering many areas of Probability, cultivating a high-level and friendly atmosphere. The successful applicant will be expected not only to work on the project, but also to interact with the other members of Prob-L@B. The area of research will be centred on the mathematical analysis of random walks in random environment or dynamic random environment, reinforced random walks or other processes with reinforcement, percolation, spin systems. The ideal candidate is expected to have a strong background in discrete probability theory, and have (or expect to obtain shortly) a PhD in Probability, or related areas. Our campus is surrounded by beautiful countryside, and the City of Bath with its historic charm and social activity only a short distance away creates an excellent environment in which to work. We encourage all staff to learn, develop new skills and progress their careers throughout their employment with us and believe our staff <https://www.bath.ac.uk/jobs/display.aspx?id=1091&pid=221#section3> are vital in creating the University’s inclusive and innovative community. We are committed to providing a family friendly workplace <https://www.bath.ac.uk/campaigns/family-friendly-workplace/> and our staff have access to a number of services that promote wellbeing <https://www.bath.ac.uk/topics/wellbeing/> and improve work-life balance. We recognise the commitment, achievements and talents of our workforce through our offering of initiatives and benefits <https://www.bath.ac.uk/professional-services/pay-and-reward>, including (but not limited to): - Generous employer pension contributions - 39 days holiday (annual leave, discretionary days and bank holidays) - A flexible working environment - A commitment to personal and professional development - Ofsted outstanding rated onsite nursery - Salary exchange scheme (cycle to work) - Onsite private and NHS dentist, onsite medical centre - Employee discount scheme We aim to be an inclusive university, where *difference is celebrated*, respected and encouraged. We truly believe that diversity of experience, perspectives, and backgrounds leads to a better environment for our employees and students, creating a learning environment and organisational *culture that enhances **health and wellbeing* <https://www.bath.ac.uk/topics/wellbeing/> across our community. We are very proud to have recently received Ambassadors for Autism certification <https://www.bath.ac.uk/announcements/university-receives-ambassadors-for-au…> and are an accredited Disability Confident Leader; committed to building disability confidence and supporting disabled staff <http://www.bath.ac.uk/hr/working/disability-support/index.html>. -_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_ -_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_ - Dr Daniel Kious University of Bath - Prob-L@b email: d.kious(a)bath.ac.uk Office: 6 West 1.23 Phone: 01225 38 6186 ******************************** Vittoria Silvestri Assistant Professor Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome ******************************** [View Less]

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Webinar of Prof. Hinz at UNIBS, Department of Economics and Management (fwd)
by Tiziano Vargiolu 14 Dec '20

14 Dec '20

---------- Forwarded message ---------- Date: Mon, 14 Dec 2020 00:41:25 +0100 From: Pelizzari Cristian <cristian.pelizzari(a)unibs.it> To: Tiziano Vargiolu <vargiolu(a)math.unipd.it> Subject: Webinar of Prof. Hinz at UNIBS, Department of Economics and Management Ciao Tiziano, ti chiedo la cortesia di diffondere questo avviso di seminario ai tuoi canali. Ho gi? spedito questa e-mail al Segretario Generale dell'A.M.A.S.E.S.. Mi scuso per la scadenza ravvicinata. Grazie e a presto,… [View More]

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Fwd: Two-year Postdoc in Statistics for COVID-19 modelling, Oslo, Norway
by DipIMAP 14 Dec '20

14 Dec '20

Forwardo anche questo con piacere... GPST > Begin forwarded message: > > From: Arnoldo Frigessi <arnoldo.frigessi(a)medisin.uio.no> > Subject: Two-year Postdoc in Statistics for COVID-19 modelling, Oslo, Norway > Date: 13 December 2020 at 22.15 GMT+1 > To: DipIMAP <scaliato(a)axp.mat.uniroma2.it> > > Two-year Postdoctoral Position in Statistics for COVID-19 modelling, Oslo, Norway > > The postdoc will develop new statistical methodology and models … [View More]

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Announcement: STAR Online Seminar
by michele giordano 14 Dec '20

14 Dec '20

Dear all, This is a reminder for the: STAR Online Seminars. - The seminar will be held Friday 18. December 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 Federica Masiero - Università degli Studi di Milano-Bicocca, with the seminar: Regularizing properties and HJB equations for stochastic problems with delay Abstract: In … [View More]

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Fwd: PhD Position in Statistics at the University of Amsterdam
by fcollet＠math.unipd.it 12 Dec '20

12 Dec '20

Ricevo ed inoltro. Buon weekend, Francesca ----- Forwarded message from Eni Musta <e.musta(a)uva.nl> ----- Dear colleagues, Applications are invited for a PhD position in Statistics at the Korteweg-de Vries Institute for Mathematics, University of Amsterdam. The PhD candidate will be supervised by Eni Musta and will work on the project "Shape-constrained estimation in survival analysis". The project aims at development of statistical methodology and theory for cure models … [View More]

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Fwd: Two 3-year postdocs in statistics and mathematics for personalised breast cancer therapy, University of Oslo, Norway
by DipIMAP 11 Dec '20

11 Dec '20

Forwardo volentieri... Gianpaolo Scalia Tomba Begin forwarded message: From: Arnoldo Frigessi <arnoldo.frigessi(a)medisin.uio.no> Subject: Two 3-year postdocs in statistics and mathematics for personalised breast cancer therapy, University of Oslo, Norway Date: 4 December 2020 at 11.41 GMT+1 To: DipIMAP <scaliato(a)axp.mat.uniroma2.it> -----Original Message----- Are you interested in developing new mathematical, statistical or computational … [View More]models and methods to determine the best personalised treatment for each breast cancer patient? Applications are invited for two postdoc positions of 3 years each at the Oslo Centre for Biostatistics and Epidemiology, University of Oslo. Ideally we wish to hire one postdoc with a strong competence in mathematical modelling and numerical analysis and one postdoc with a strong competence in statistical modelling, inference and computational statistics. The two postdocs will play a key scientific role in our two cross-disciplinary international projects funded by the European Union Horizon 2020 and EraCoSysMed. The project team includes experts in statistical and mathematical modelling of cancer, in molecular biology, genomics and clinical oncology. The project has access to unique data, including clinical, imaging and high-throughput genomic data from breast cancer patients recruited in concluded clinical trials. You find more information on the project here: www.rescuer.uio.no To apply, and for more details on the positions, see here: https://www.jobbnorge.no/en/available-jobs/job/196515/two-3-year-postdoctor… Deadline: 11th January 2021 We offer * Salary up to 55.000 Euro per annum depending on qualifications. * A career development programme designed for researchers at the beginning of their career. * Possibility to make teaching and consulting experiences, if wished so * Health insurance and very attractive "Scandinavian" welfare benefits. * A generous pension agreement. * Oslo's family-friendly environment with its rich opportunities for culture and outdoor activities. ---------- Arnoldo Frigessi professor University of Oslo Oslo University Hospital Norway Oslo Centre for Biostatistics and Epidemiology University of Oslo and Oslo University Hospital Director http://www.med.uio.no/imb/english/research/centres/ocbe/ BigInsight Centre for research based Innovation Director http://www.biginsight.no contact: +4795735574 http://www.med.uio.no/imb/english/people/aca/frigessi/ <http://www.med.uio.no/imb/english/people/aca/frigessi/> [View Less]

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Webinar at Unibo: A Kolmogorov PDE with non-linear drift: analysis and applications to stochastic filtering
by Andrea Pascucci 10 Dec '20

10 Dec '20

Giovedì 10 Dicembre, ore 17:00 on-line Antonello Pesce terrà un seminario dal titolo A Kolmogorov PDE with non-linear drift: analysis and applications to stochastic filtering Le istruzioni per partecipare al link https://www.dm.unibo.it/seminari/ -- --------------------------------------------------------------- Andrea Pascucci andrea.pascucci(a)unibo.it Dipartimento di Matematica P.zza di Porta S. Donato, 5 40126 Bologna - Italy … [View More]

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Pisa Online Seminars - Jie-Xiang Zhu (Tuesday, Dec. 15 at 14:00)
by Giacomo Filippo Di Gesu 09 Dec '20

09 Dec '20

Dear colleagues, I would like to announce the following online seminar organized by the Probability group of the University of Pisa. The talk 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, Dec. 15, 14:00 Speaker: Jie-Xiang Zhu (Fudan University / Université de Toulouse) Title: On optimal matching problem for Gaussian samples with dimension d ≥ 3 … [View More]

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LTI@UniTO seminar Wednesday November 25, 3pm, Albert Menkveld (VU Amsterdam)
by Luca Regis 09 Dec '20

09 Dec '20

|| || |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 … [View More]

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Post-doc position at University of Milano on "Extension of Martingale Optimal Transport"
by Luciano Campi 09 Dec '20

09 Dec '20

Dear colleagues, I would be grateful if you could bring to the attention of your best graduate students and PhD holders that a two-year long post-doc research positions is available at the Department of Mathematics at the University of Milano. The research line of the post doc position concerns "Extension of Martingale Optimal Transport Theory" and will be coordinated by Prof. Luciano Campi and Prof. Marco Frittelli. All interested candidates are encouraged to participate to the selection … [View More]

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Avviso di Seminario
by Domenico Marinucci 09 Dec '20

09 Dec '20

Avviso di Seminario Speaker: Michele Salvi (Università di Roma Tor Vergata) Orario: Lunedì 14 dicembre, ore 13 Titolo: Scale-free percolation in continuous space Link al collegamento su Teams: https://teams.microsoft.com/l/meetup-join/19%3ameeting_MWI2ZWY1N2QtMTQ3Zi00… Abstract: The scale-free percolation random graph features three fundamental properties that are often present in large real-world structures (social networks, communication networks, inter-banking systems and so on), … [View More]

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Padova Online Seminar by Gianmarco Bet (Università di Firenze) [Friday, Dec. 18 at 11.30]
by alessandra bianchi 09 Dec '20

09 Dec '20

Dear Colleagues, We would like to invite you to the following Probability seminar that will take place on December 18 at 11.30 by the zoom platform. ________________________________________________________ Speaker: Gianmarco Bet (Università di Firenze) Title: Detecting anomalies in complex networks 18 DECEMBER (Friday) - 11:30 zoom link: TBA (available on the webpage https://www.math.unipd.it/~bianchi/seminari/ ) Abstract: Recently there has been an increasing interest in the … [View More]development of statistical techniques and algorithms that exploit the structure of large complex-network data to analyze networks more efficiently. For this talk, I will focus on detection problems. In this context, the goal is to detect the presence of some sort of anomaly in the network, and possibly even identify the nodes/edges responsible. Our work is inspired by the problem of detecting so-called botnets. Examples are fake user profiles in a social network or servers infected by a computer virus on the internet. Typically a botnet represents a potentially malicious anomaly in the network, and thus it is of great practical interest to detect its presence and, when detected, to identify the corresponding vertices. Accordingly, numerous empirical studies have analyzed botnet detection problems and techniques. However, theoretical models and algorithmic guarantees are missing so far. We introduce a simplified model for a botnet, and approach the detection problem from a statistical perspective. More precisely, under the null hypothesis we model the network as a sample from a geometric random graph, whereas under the alternative hypothesis there are a few botnet vertices that ignore the underlying geometry and simply connect to other vertices in an independent fashion. We present two statistical tests to detect the presence of these botnets, and we show that they are asymptotically powerful, i.e., they correctly distinguish the null and the alternative with probability tending to one as the number of vertices increases. We also propose a method to identify the botnet vertices. We will argue, using numerical simulations, that our tests perform well for finite networks, even when the underlying graph model is slightly perturbed. Our work is not limited in scope to botnet detection, and in fact is relevant whenever the nature of the anomaly to be detected is a change in the underlying connection criteria. Based on joint work with Kay Bogerd (TU/e), Rui Pires da Silva Castro (TU/e) and Remco van der Hofstad (TU/e). -- 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/ [View Less]

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