Random February 2020

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Summer School in Statistics @ Luxembourg University
by Giovanni Peccati 25 Feb '20

25 Feb '20

Dear Colleagues, a *Summer School in Statistics* will take place in *Luxembourg University* from *June 29 to July 3, 2020*. The speakers are - Z. Kabluchko (Münster) - K. Lounici (CMAP) - S. Robin (INRA) A dedicated website - with exact pointers to registration deadlines - has been created here: http://sandalschool.daloos.uni.lu/ Please, forward this message to any potentially interested researchers in your group. With my best regards, Giovanni Peccati -- Prof. Giovanni Peccati ------------------------------------------ Head of the Department of Mathematics Faculty of Science, Technology and Medicine ------------------------------------------ University of Luxembourg ----------------------------------------- homepage: http://sites.google.com/site/giovannipeccati/Home E-mail: giovanni.peccati(a)gmail.com

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International Conference in Venice - CALL FOR PAPERS
by Monica Billio 24 Feb '20

24 Feb '20

19^th INTERNATIONAL CONFERENCE CREDIT 2020 */Environmental, Social and Governance Risks/* Venice, Italy 24 –25 September 2020 *GRETA Associati *(Venice, Italy), *Cattolica Assicurazioni* (Verona, Italy), *CRIF*(Bologna, Italy), *European Investment Fund* (Luxembourg), *European Investment Bank* (Luxembourg) and *Intesa Sanpaolo *(Milan, Italy) are co-sponsors of a Conference to be held in Venice on September 24-25, 2020. The objective of the Conference is to bring together academics, practitioners and PhD students working in the area of risk management. The conference will provide an opportunity for participants engaged in research at the forefront of this area to discuss both the causes and implications of recent financial and climate-related events and may, in turn, suggest fruitful and policy-relevant directions for future research. The Conference, organised under the auspices of the *Department of Economics of the University Ca’ Foscari of Venice*, *ABI - Italian Banking Association, AIAF - Associazione Italiana per l'Analisi Finanziaria *and the *Joint Research Center, European Commission *(Ispra, Italy), is the *nineteenth* of a series dedicated to various aspects of credit risk. //The UN 2030 Agenda for Sustainable Development and the adoption of European Commission’s Action Plan on Sustainable Finance mark important international commitments to the objective of a more sustainable economy and society. However, their successful implementation is tightly related to the scaling up of low-carbon investments and divestment from carbon-intensive investments. This, in turn, requires an assessment of the credit risks stemming from investors’ exposure to economic activities and assets that could be stranded by climate change. For instance, regulators’ discussion about the revision of capital requirements aimed to foster green investments (i.e. a green-supporting or a brown-penalising factor) is hampered by the unclear understanding of the implications of a regulatory change on individual institutions and systemic financial risk. Thus, financing the low-carbon transition is primarily a discussion about credit risk.// //The financial sector, and in particular the banking and insurance industries need to develop new portfolios’ risk management strategies and to adjust their credit allocation practices to cope with the opportunities and challenges of the low-carbon transition in the economy and finance. All t////hese changes call for a substantial amount of research to improve the knowledge of the mechanisms at play and to design tailored and effective policy tools.//// The organizers encourage submissions of papers on any topic within the overall theme of the conference and in the following areas in particular: ·INVESTMENTS: Green Finance, Investments Principles, Real Estate Sustainability, Finance for Good; ·POLICIES: Climate Policies, Climate Financial Risk; European Green New Deal, Social Sustainability; ·INFORMATION: Non Financial Disclosure, Climate risk disclosure, ESG Ratings, ESG Taxonomies. The Scientific Committee for the Conference consists of: ·*Monica Billio *(Ca’ Foscari University of Venice & GRETA, Programme Chair)** ·*Marina Brogi *(Sapienza University of Rome)** ·*Francesca Campolongo *(Joint Research Center, European Commission)** ·*Helmut Kraemer-Eis *(European Investment Fund)** ·*Rainer Haselmann***(Goethe University, Frankfurt)** ·*Irene Monasterolo *(Vienna University of Economics and Business)** ·*Steven Ongena *(University of Zurich, Swiss Finance Institute, KU Leuven & CEPR)** ·*Roberto Rigobon *(MIT Sloan School of Management)** ·*Stephen Schaefer *(London Business School)** ** *CALL FOR PAPERS* The final program will include both submitted and invited papers. Acceptances received so far from invited speakers include *Marina Brogi* (Sapienza University of Rome) and *Andrew W. Lo *(MIT Sloan School of Management). The Conference will also feature panel discussions on researchers', practitioners' and policy makers’ views of the major issues at stake for embedding climate into credit risk. Those wishing to present a paper at the Conference should submit by *May 31, 2020 *to the address given below (preferably in electronic format). Please indicate to whom correspondence should be addressed. Decisions regarding acceptance will be made by *June 30, 2020*. The final version of accepted papers must be received by August 31, 2020. Please send papers to: GRETA Associati, San Polo, 2605 - 30125 Venice, ITALY Phone : +39 041 5238178 - e-mail: credit(a)greta.it <mailto:credit@greta.it> More detailed information available on the Conference website: http://www.greta.it/credit/credit2020/credit2020.htm * Please accept our apologies for any crossed e-mails. -- -- Monica Billio Dipartimento di Economia, Università Ca' Foscari Venezia Fondamenta San Giobbe 873, 30121 Venezia Tel +39 041 2349170, Fax +39 041 2349176 E-mailbillio(a)unive.it http://www.unive.it/persone/billio http://ideas.repec.org/e/pbi55.html http://papers.ssrn.com/sol3/cf_dev/AbsByAuth.cfm?per_id=303041 http://scholar.google.it/citations?user=ll83_twAAAAJ&hl=en CREDIT 2019http://www.greta.it/credit/credit2019/credit2019.htm

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A WINTER DAY IN PROBABILITY AND STATISTICAL PHYSICS - 6 MARCH 2020 (Gubinelli e Komjathy)
by Francesca Romana Nardi 24 Feb '20

24 Feb '20

Carissimi, Vi annunciamo che prossimamente si terrà la decima giornata di seminari (notare la location differente dal solito!) : A WINTER DAY IN PROBABILITY AND STATISTICAL PHYSICS University of Florence Friday 6 March 2020 Lecturers: Massimiliano Gubinelli (Bonn) and Julia Komjathy (Eindhoven) Location: Aula Magna 327 Viale Morgagni 40, Firenze Link alla mappa: https://goo.gl/maps/zpsC9oGMeqw695jGA Note pratiche: Stiamo prenotando un catering con cibi vegerariani e non, percio` abbiamo bisogno del numero di persone che vogliono mangiare insieme. A coloro che fossero interessati (per una migliore organizzazione) chiediamo di mandare un email a francescaromana.nardi(a)unifi.it; gianmarco.bet(a)unifi.it; angela.caporicci(a)unifi.it con l'intenzione di partecipare al seminario, al coffe break e al pranzo. PROGRAMMA Prof. Massimiliano Gubinelli (Hausdorff Center for Mathematics) Title: Universality in slow growth phenomena and singular martingale problems Abstract: In the last years there have been steady progress in understanding the large scale properties of one dimensional growing interfaces. In the regime where the growth is comparable to thermal fluctuations the interface are described via the Kardar-Parisi-Zhang equation (KPZ). This is a stochastic partial differential equation which contains a non-linearity whose precise meaning is not apriori clear. There are various analytic approaches to make sense of such an equation like regularity structures, paracontrolled distributions, rough paths. In this talk we will describe a further approach to the KPZ equation based on the probabilistic notion of martingale problem. This approach can be used to prove the scaling limit of interface fluctuations in a wide class of models. Due to the singular nature of the equation, the martingale problem has to be formulated in a non-standard way and several new ideas are needed to obtain a mathematically satisfactory theory. The aim of the first part of talk will be to give a wide perspective on the phenomenon of universality of the KPZ and related equations and in the issues involved in their definition. In the second part we will discuss more in details the well-posedness of the martingale problem, in particular the uniqueness problem. Prof. Julia Komjathy (Eindhoven University of Technology) Title: How to stop explosion by penalising transmission to hubs Abstract: In this talk we study the spread of information on infinite inhomogeneous spatial random graphs. We take a scale-free spatial random graph, where the degree of a vertex follows a power law with exponent tau >1. Examples of such graphs include: Scale free percolation, Geometric Inhomogeneous Random Graphs, and Hyperbolic Random Graphs. Then we equip each edge with a random and iid transmission delay L, and study the ball-growth of the first-passage infected cluster around the source vertex as a function of time. For a second, more realistic spreading model, the iid random transmission delay L through an edge with expected degrees W and Z is multiplied by a factor that is a polynomial of W,Z, (the penalty factor). We call the model outwards (inwards) explosive if it is possible to reach infinitely many vertices within finite time (if infinitely many vertices can reach a target vertex within finite time). We will discuss the criterion for explosion in the original model (no penalty factor) and in the penalised model. In particular, we will discuss that asymmetric penalty functions can lead to `outwards' explosion but no `inwards' explosion or the other way round. Joint work with John Lapinskas and Johannes Lengler. Program: 11.00-11.45 Introductory lecture: Gubinelli 11.45-12.00 Break 12.00-12.45 Seminar: Gubinelli 13.00-14.30 Lunch 14.30-15.15 Introductory lecture: Komjathy 15.15-15.30 Break 15.30-16.30 Seminar: Komjathy Organizers: G. Bet, F. Caravenna, N. Cancrini, E.N.M. Cirillo, F. Colomo, P. Dai Pra, A. De Masi, D. Fanelli, F. Flandoli, C. Giardina`, R. Livi, F. Martinelli, I.G. Minelli, F.R. Nardi, E. Presutti, B. Scoppola, E. Scoppola. Ricordiamo che ciascun oratore fara` una lezione introduttiva e divulgativa di 45 minuti pensata proprio per i non esperti, seguita da altri 45 minuti di tipo seminario (vedi programma). Maggiori informazioni e aggiornamenti sono reperibili alle pagine web http://web.math.unifi.it/users/fnardi/seminari/ o http://silicio.math.unifi.it/wordpress/probability/days-in-probability-and-… Vi aspettiamo numerosi Gianmarco Bet e Francesca R. Nardi Dipartimento di Matematica e Informatica Università degli Studi di Firenze Viale Morgagni 67, Firenze, Italy _______________________________________________ Dimai-news mailing list Dimai-news(a)lists.math.unifi.it https://lists.math.unifi.it/mailman/listinfo/dimai-news

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corso di dottorato M. Maurelli
by Marco Alessandro Fuhrman 24 Feb '20

24 Feb '20

Buongiorno a tutti. Il seguente corso di dottorato verrà tenuto prossimamente dal dott. Mario Maurelli (Università di Milano). Cordiali saluti. Marco Fuhrman ----------------- Title: Regularization by noise Abstract: We say that a regularization by noise occurs if a possibly ill-posed ODE or PDE becomes well-posed with the addition of a suitable noise term. The aim of the course is to introduce regularization by noise and show this phenomenon in some instructive examples, mostly for ODEs and linear transport-type PDEs. In particular, we will show the intuition behind and the techniques used for regularization by noise. During the course, we will also introduce some needed tools from analysis (like PDE estimates, Young integration) and stochastic analysis (like Ito formula). Luogo e orario delle lezioni: aula Dottorato (primo piano) del Dipartimento di Matematica dell'Università degli Studi di Milano, via Saldini 50, 20133 Milano lunedì 9 marzo, lunedì 16 marzo, lunedì 23 marzo, lunedì 30 marzo, lunedì 6 aprile dalle 10:00 alle 13:00 ------------------------------- <signaturebeforequotedtext></signaturebeforequotedtext><signatureafterquotedtext></signatureafterquotedtext>

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Rinvio seminario di Dario Trevisan al Collegio Carlo Alberto
by Stefano Favaro 24 Feb '20

24 Feb '20

Nell’ambito delle misure di massima precauzione per contrastare la diffusione del coronavirus, comunico che Il seminario di Dario Trevisan al Collegio Carlo Alberto, previsto per venerdì 28 febbraio alle ore 12.00, è rinviato a data da destinarsi. Cordial saluti, Stefano Favaro

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workshop (fwd)
by Tiziano Vargiolu 24 Feb '20

24 Feb '20

---------- Forwarded message ---------- Date: Sun, 23 Feb 2020 22:58:01 +0000 From: Beatrice Acciaio <dre(a)math.beatrice-acciaio.net> To: vargiolu(a)math.unipd.it Subject: workshop Workshop announcement: "Advances in Mathematical Finance and Optimal Transport" June 22-26, 2020 at Centro di Giorgi, Pisa, Italy This conference brings together an interdisciplinary group of leading researches with interest in Mathematical Finance and related fields. Particular emphasis will be given to Robust Finance, the pathwise approach to Wasserstein geometry and Otto calculus, non-classical approaches to Portfolio Optimization, and Mathematical Economics. Additionally, Professor Walter Schachermayer's work will be honored as we also come together to celebrate his 70th birthday. Scientific Committee: Beatrice Acciaio (LSE), Mathias Beiglboeck (Vienna University), Christa Cuchiero (Vienna University), Irene Klein (Vienna University), Josef Teichmann (ETH Zurich) http://www.crm.sns.it/event/448/ Registration is free but required online in advance (http://www.crm.sns.it/event/448/registration.html)

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Rinvio seminario di Maurizia Rossi a Milano-Bicocca
by Francesco Caravenna 24 Feb '20

24 Feb '20

Nell'ambito delle misure precauzionali per contrastare la diffusione del coronavirus, comunico che il seminario di Maurizia Rossi a Milano-Bicocca, previsto per mercoledì 26 febbraio 2020, è rinviato a data da destinarsi. Cordiali saluti, Francesco Caravenna -- _________________________________________ Francesco Caravenna Dipartimento di Matematica e Applicazioni Università degli Studi di Milano-Bicocca Via Cozzi 55, 20125 Milano, Italy http://www.matapp.unimib.it/~fcaraven/ _________________________________________

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Fwd: Workshop on Randomness and PDEs
by Giuseppe Cannizzaro 22 Feb '20

22 Feb '20

Ricevo e inoltro. ---------- Forwarded message --------- Da: Weijun Xu <weijunx(a)gmail.com> Date: sab 22 feb 2020 alle ore 17:11 Subject: Workshop on Randomness and PDEs To: Giuseppe Cannizzaro <giuse.cannizzaro(a)gmail.com> Hi Giuseppe, As you know, we are organising the workshop *Randomness and PDEs* at Oxford from 29 June to 3 July. It includes three mini-courses by Nicolas Perkowski, Nikolay Tzvetkov and Hendrik Weber, and a few invited talks by experts in the field. More information can be found at: https://sites.google.com/view/randomness-pdes-2020 We have reserved a few accommodations for junior participants. I would be grateful if you could forward the information to the relevant mailing list. Best wishes, Weijun

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Seminario TREVISAN
by Stefano Favaro 21 Feb '20

21 Feb '20

STATISTICS SEMINARS @ COLLEGIO CARLO ALBERTO Venerdì 28 Febbraio 2020, alle ore 12:00, presso il nuovo edificio del Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario: ------------------------------------------------ Dario TREVISAN (Università di Pisa) THE LAW OF THE OPTIMAL MAP IN RANDOM EUCLIDEAN MATCHING PROBLEMS Random bipartite Euclidean matching problems can be seen as specific instances of optimal transport problems involving two random empirical measures, with a cost given by the Euclidean distance between pairs of sampled points. A heuristic approach, exploiting this connection and using a non-rigorous ``linearization'' of the problem, has been proposed in the physics literature (by Caracciolo et al. in 2014) strongly supported by numerical simulations. From a mathematical point of view, despite some partial success in the two dimensional case, many conjectures concerning asymptotics of matching/transportation costs and laws of optimal matchings/couplings remain open for a wide range of costs and geometries, especially in higher dimensional domains. Aim of this talk will be to review their current status, focusing on some recent results providing, in the two dimensional case, precise estimates on the distance between the optimal matching map and its ``linearized'' approximation (based on joint work with L. Ambrosio and F. Glaudo). ------------------------------------------------ Tutti gli interessati sono invitati a partecipare. Il seminario è organizzato dalla "de Castro" Statistics Initiative (www.carloalberto.org/stats <http://www.carloalberto.org/stats>) in collaborazione con il Collegio Carlo Alberto. Cordiali saluti, Stefano Favaro

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Seminario di Maurizia Rossi a Milano-Bicocca (26 feb 2020)
by Francesco Caravenna 21 Feb '20

21 Feb '20

Ho il piacere di annunciare il seguente seminario di Maurizia Rossi (Università di Milano-Bicocca): "Random waves: a probabilistic overview with an accent on Geometry" che si terrà mercoledì 26 febbraio 2020 alle ore 14:00 in aula U5-3014 (Dipartimento di Matematica e Applicazioni, Università di Milano-Bicocca). Trovate l'abstract di seguito. Il seminario è rivolto a un pubblico matematico ampio. Tutti gli interessati, a partire dai dottorandi, sono invitati a partecipare. %%%%%%%%%%%%%%%% Abstract. The geometry of (deterministic) Laplace eigenfunctions on manifolds is a challenging research topic, several natural questions are still open in their full generality, for instance Yau's conjecture on nodal volumes. A probabilistic counterpart of these questions aroused great interest recently, in particular for the universal behavior of high-energy eigenfunctions (the so-called Berry's ansatz). In this talk we investigate the geometry of random waves on manifolds, i.e. geometrical properties of their excursion sets. The aim is to give an introduction to this theory and, if time permits, to present some of the most recent results in this area. %%%%%%%%%%%%%%%% _________________________________________ Francesco Caravenna Dipartimento di Matematica e Applicazioni Università degli Studi di Milano-Bicocca Via Cozzi 55, 20125 Milano, Italy http://www.matapp.unimib.it/~fcaraven/ _________________________________________

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