April 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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Bando dottorato congiunto Politecnico di Torino, Università di Torino e Indam (con link)
by Enrico Bibbona 14 May '20

14 May '20

Cari colleghi, vi chiedo di far circolare la notizia che il Politecnico di Torino, congiuntamente con L'Università di Torino e l'Indam offre 8 posizioni di dottorato. La domanda deve pervenire entro il 30 Aprile. http://dottorato.polito.it/en/call_for_applications Applicazioni di studenti interessati alla probabilità e alla statistica sono naturalmente benvenute. Cordiali saluti, Enrico Enrico Bibbona Associate Professor of Statistics Probability, Statistics and Optimization group Department of Mathematical Sciences "G. L Lagrange" Politecnico di Torino

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Two years postdoc grant at Luiss
by Sara 30 Apr '20

30 Apr '20

Dear colleagues, please circulate the following information about the postdoc grant. With my best wishes, Sara ----------------------------------------------------------------------------------- Here is the link to the call: https://economiaefinanza.luiss.it/ricerca/assegni-di-ricerca/bandi-di-conco rso-2020 and the description: RESEARCH PROJECTS Name of the research project Energy and capacity Head(s) Prof.ssa Sara BIAGINI Summary description of the project The goal of this two years project is the study of the newborn capacity markets. Hereby we propose an innovative approach to the problems, in a dynamic setup and with interplay among the economics agents, namely producers and retailers. Both types of agents face an utility maximization problem, to be solved via a blend of dynamic programming and duality techniques. The study of optimal strategies will reveal information on the structure of the relation between the capacity price and the energy price. The existence of Nash equilibria will lead to an equilibrium solution for the capacity price, and also will lead to the confirmation or modification of the actual incentives/penalties system. Thus, we expect both theoretical results on the resolutions of the problems, and relevant applied results, given the nature of the project itself. Countries in which the research can be conducted (apart from Italy) All Countries of residence of the candidates All Nationality of candidates All -- Sara Biagini, Professor of Mathematical Finance Department of Economics and Finance LUISS Guido Carli Address: viale Romania, 32 - 00197 Roma Web: http://sites.google.com/site/sarabiagini/ -- Sara Biagini, Professor of Mathematical Finance Department of Economics and Finance LUISS Guido Carli Address: viale Romania, 32 - 00197 Roma Web: http://sites.google.com/site/sarabiagini/

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I: Seminario prof. Claudia Ceci
by Fabio Antonelli 27 Apr '20

27 Apr '20

________________________________ Chiunque volesse partecipare da esterno all'Università di L'Aquila è pregato di inviare una email a fabio.antonelli(a)univaq.it entro lunedì 27 aprile alle 11:30 per essere invitato come ospite nel Team Lunedì 27 aprile alle ore 14:30 sul Team Pubblico Seminari Aleatori https://teams.microsoft.com/_#/school/conversations/Generale?threadId=19:52… la prof. Claudia Ceci dell'Università di Chieti-Pescara terrà il seminario dal titolo A BSDE-BASED APPROACH FOR THE OPTIMAL REINSURANCE PROBLEM UNDER PARTIAL INFORMATION Abstract. We investigate the optimal reinsurance problem under the criterion of maximizing the expected utility of terminal wealth when the insurance company has restricted information on the loss process. We propose a risk model with claim arrival intensity and claim sizes distribution affected by an unobservable environmental stochastic factor. By filtering techniques, we reduce the original problem to an equivalent stochastic control problem under full information. Since the classical Hamilton-Jacobi-Bellman approach does not apply, due to the infinite dimensionality of the filter, we choose an alternative approach based on Backward Stochastic Differential Equations (BSDEs). Precisely, we characterize the value process and the optimal reinsurance strategy in terms of the unique solution to a BSDE driven by a marked point process. The talk is based on the paper: Brachetta M., Ceci C. (2019). A BSDE-based approach for the optimal reinsurance problem under partial information, tutti gli interessati sono benvenuti a collegarsi Fabio Antonelli ---------------------------------------------------------------- -- ------------------ Comunicazioni DISIM Universita' degli Studi dell'Aquila Dipartimento di Ingegneria Scienze dell'Informazione e Matematica L'Aquila

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proposta gruppi UMI su Intelligenza Artificiale e Machine Learning
by Ernesto De Vito 24 Apr '20

24 Apr '20

Carissimi, vi scrivo per segnalarvi che verra' presentata una proposta per la formazione di un gruppo UMI su tematiche matematiche legate all'Intelligenza Artificiale e al Machine Learning, di cui sarò il rappresentante. Si tratta di un'iniziativa interdisciplinare che coinvolge ricercatori di diverse aree matematiche. In fondo al messaggio trovate un documento che descrive brevemente le finalita' del gruppo, gli aspetti scientifici ed organizzativi. L'iniziativa si affianca a quella proposta dal Prof. Antonio Di Crescenzo, di cui siete stati informati qualche giorno fa su questa lista di distribuzione, e che trova tutto il mio sostegno. A mio parere, per le loro caratteristiche le due proposte non sono in contrapposizione, mi auguro sinceramente che entrambe abbiano successo e vi sia la possibilita' di instaurare una proficua collaborazione, poiché la probabilita' e la statistica sono sicuramente il fondamento matematico del Machine Learning. Se qualcuno di voi fosse interessato a partecipare al nostro progetto UMI, il cui termine di presentazione scade il 30 aprile ore 24, deve a) risultare iscritto all'UMI per il 2020 ed in regola con il pagamento della quota sociale come socio ordinario (e' possibile iscriversi ancora per qualche giorno); b) inviare un messaggio di posta elettronica a ernesto.devito(a)unige.it entro lunedì 27 aprile ore 24. Vi chiederei gentilmente di diffondere l'iniziativa a tutti coloro che sono potenzialmente interessati a partecipare al progetto. Resto a vostra disposizione per ogni chiarimento e suggerimento. Mi scuso per il poco anticipo con cui vi informo dell'iniziativa, ma ho aspettato di avere pronta una bozza di documento più stabile. Un caro saluto, Ernesto De Vito ---------------- Dipartimento di Matematica Universita' di Genova http://www.dima.unige.it/~devito/ ernesto.devito(a)unige.it %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% Proposta per la costituzione di un gruppo UMI “Matematica per l’Intelligenza Artificiale ed il Machine Learning” Uno dei più vecchi sogni del nostro sapere e' quello di capire il funzionamento dell'intelligenza degli esseri umani e la possibilita' di emularne i processi cognitivi da parte di sistemi automatici. L’intelligenza artificiale rappresenta quindi una delle più grandi sfide della scienza moderna coinvolgendo un ampio spettro di discipline e il suo realizzarsi probabilmente portera' ad una nuova rivoluzione “industriale”, di cui si possono gia' constatare i primi effetti. Ad esempio, negli ultimi anni sono stati sviluppati sistemi di Intelligenza Artificiale in grado di risolvere compiti complessi considerati fuori portata per decenni, quali riconoscimento di immagini o del linguaggio e apprendimento di strategie complesse. Al centro di questi successi c’e' il Machine Learning, i cui algoritmi sono addestrati ad apprendere dai dati piuttosto che essere esplicitamente programmati dall’uomo per risolvere un compito specifico. Per sua natura l’Intelligenza Artificiale e' un campo di ricerca multidisciplinare che vede la matematica fortemente coinvolta in tutti i suoi tradizionali settori (logica, algebra, geometria, analisi matematica, probabilita', fisica matematica, analisi numerica e ricerca operativa). La matematica affronta la varieta' dei problemi che si presentano in Intelligenza Artificiale con modelli, metodi e applicazioni, rispondendo quindi ad esigenze di tipo teorico, numerico ed implementativo. In questo contesto, in Italia molti ricercatori hanno indirizzato i loro interessi verso l’Intelligenza Artificiale ed il Machine Learning, ottenendo anche importanti risultati riconosciuti a livello internazionale. Tuttavia manca un quadro di riferimento nazionale per la matematica, che raccolga e sia un incubatore di iniziative e diventi punto di riferimento per le tematiche dell’Intelligenza Artificiale all’interno della nostra comunita' Lo scopo principale della creazione del gruppo UMI di “Matematica per l’Intelligenza Artificiale ed il Machine Learning” e' quello di colmare tale lacuna agendo lungo tre direzioni: ricerca, insegnamento e divulgazione. Innanzitutto il gruppo si prefigge di mettere in contatto i ricercatori che si occupano di queste tematiche al fine di mettere a sistema le risorse favorendo le collaborazioni e la diffusione dei risultati. Oltre a sostenere le interazioni tra le varie discipline e a rafforzare i contatti con i più affermati centri di ricerca internazionali, il gruppo potra' anche avvalersi delle sinergie gia' presenti per rendere accessibili le problematiche attuali e gli argomenti di ricerca alla comunita' matematica italiana. Accrescere la visibilita' delle attivita' di ricerca matematica in questo ambito sara' anche prezioso per attrarre l’interesse e promuovere collaborazioni con altri scienziati in campi sia teorici che applicativi nonché con potenziali utilizzatori dei metodi e delle tecniche di Intelligenza Artificiale. In secondo luogo il gruppo intende promuovere discussioni sul ruolo di questa nuova disciplina in relazione alla formazione, sia a livello di laurea che post-laurea, con l’obiettivo di formare matematici ben preparati che lavorino attivamente su queste tematiche portando risultati originali a più ambiti matematici. Questa esigenza e' particolarmente sentita sia nella ricerca che nelle applicazioni, dove i problemi matematici posti sono di una complessita' tale da richiedere figure ad hoc. Infine il gruppo intende favorire la disseminazione delle tematiche dell’Intelligenza Artificiale e del ruolo della matematica al loro interno presso le scuole e, più in generale, la societa' civile, anche tenuto conto delle delicate implicazioni di carattere etico, legale e filosofico che sono connesse con le moderne applicazioni dell’Intelligenza Artificiale alla vita di tutti i giorni. In conclusione il gruppo ha tra i suoi principi fondanti l’armonizzazione di ricerca, didattica e divulgazione intorno a questa disciplina emergente. Uno strumento per perseguirla e' quello di mantenere contatti stretti con altre macroaree che se ne occupano, in particolare l’informatica e la fisica, sia all’interno che oltre l’ambiente accademico. Questo perché si ritiene fondamentale l’interazione interdisciplinare sia per i contributi teorici sia per quelli implementativi ed applicativi, che richiedono un dialogo aperto con gli esperti dei settori. Aspetti organizzativi e sociali L’attivita' del gruppo si concentrera' principalmente sui seguenti aspetti: a) Organizzazione dell’assemblea annuale del gruppo b) Organizzazione di seminari periodici, anche in modalita' telematica: seminari di ricerca, di formazione e di divulgazione. c) Contribuire all’organizzazione di scuole (dottorato/post-doc) e convegni. d) Organizzazione del sito web e) Newsletter (eventualmente integrata nel Notiziario UMI). f) Indagine conoscitiva allo scopo di individuare i ricercatori italiani attivi nel settore AI e ML. g) Contributo al dibattito etico e sociale dell'intelligenza artificiale.

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ECMI webinar announcement: Mathematics of the COVID-19 crisis
by Alessandra Micheletti 24 Apr '20

24 Apr '20

ECMI Webinar announcement: Mathematics of the COVID-19 crisis – In the eye of the storm The COVID-19 pandemic is currently generating considerable activity among applied and industrial mathematicians across Europe. The mathematics of modelling, simulation, and optimisation in all its various forms has experienced an unusual level of attention from authorities and from the media. In recent weeks, separate teams of researchers in countries across Europe (and elsewhere) have been busy with the urgent task of providing a rigorous basis for difficult political decisions. To aid exchange of ideas and preliminary results, to stimulate discussion, and to foster international collaboration, the European Consortium for Mathematics in Industry (ECMI) is organising a web seminar to be held on April 29, 2020 at 2:00-4:30 pm CET (=GMT+1) The webinar will bring together experts from different countries, who will outline their approaches in short presentations. The webinar is primarily an exchange between applied mathematicians, but it is public, and will be viewable on YouTube. To attend the seminar on YouTube in real time, please connect to this link: https://www.youtube.com/channel/UC91b85JbKwOmWuGHP1mkUgg and select the live streaming window, under the “VIDEO” tab. Each talk will be 15-20 minutes long and will be followed by a session of questions. The attendees may use the YouTube live chat to address questions to the speakers. Information about speakers, times, and abstracts are at the URL: https://sites.google.com/view/math4covid/ -- ------------------------------------ Alessandra Micheletti Associate Professor - Probability and Mathematical Statistics Dept. of Environmental Science and Policy - ESP Università degli Studi di Milano via Saldini 50, 20133 Milano, Italy phone: +39-02503-16130 fax: +39-02503-16090 http://users.mat.unimi.it/users/michel <http://www.mat.unimi.it/users/michel>

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Borse dottorato congiunto PoliTO - UniTo - Indam
by Enrico Bibbona 24 Apr '20

24 Apr '20

A parziale correzione degli annunci precedenti, vi prego di pubblicizzare le seguenti informazioni. Il Politecnico di Torino, congiuntamente con L'Università di Torino e l'Indam offre - 8 posizioni di dottorato con borse a tematica libera - 6 posizioni di dottorato con borse a tematica vincolata La domanda deve pervenire entro il *14 Maggio*. Applicazioni di studenti interessati alla *probabilità *e alla* statistica* sono naturalmente benvenute, e sono particolarmente coerenti col tema T4 del progetto scientifico del DISMA - Dipartimento di eccellenza T4. Approximation and statistical interface in random reaction (and interaction) networks <https://areeweb.polito.it/disma-excellence/scientificProject.html#tema-quat…> Cordiali saluti, Enrico Enrico Bibbona Associate Professor of Statistics Probability, Statistics and Optimization group Department of Mathematical Sciences "G. L Lagrange" Politecnico di Torino

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Bando dottorato congiunto Politecnico di Torino, Università di Torino e Indam
by Enrico Bibbona 23 Apr '20

23 Apr '20

Cari colleghi, vi chiedo di far circolare la notizia che il Politecnico di Torino, congiuntamente con L'Università di Torino e l'Indam offre 8 posizioni di dottorato. La domanda deve pervenire entro il 30 Aprile. Applicazioni di studenti interessati alla probabilità e alla statistica sono naturalmente benvenute. Cordiali saluti, Enrico Enrico Bibbona Associate Professor of Statistics Probability, Statistics and Optimization group Department of Mathematical Sciences "G. L Lagrange" Politecnico di Torino

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Borse di dottorato in area Statistica / Data Science presso il Politecnico di Milano
by Laura Maria Sangalli 22 Apr '20

22 Apr '20

Prego di dare la massima diffusione presso i potenziali interessati ITA E' uscito il bando di ammissione al 36esimo ciclo di dottorato presso il Politecnico di Milano, con scadenza il ** 29 Maggio, ore 14 ** http://www.dottorato.polimi.it/fileadmin/files/dottorato/concorso_linkweb/B… Sono disponibili varie borse in area Statistica / Data Science. Nell'ambito del dottorato in Metodi e Modelli Matematici per l'Ingegneria sono disponibili 8 borse libere, per le quali i candidati possono proporre progetti in area Statistica / Data Science Contatti: alessandra.guglielmi(a)polimi.it, anna.paganoni(a)polimi.it, laura.sangalli(a)polimi.it Nell'ambito del dottorato in Data Analytics and Decision Sciences sono disponibili le borse - "Patient representation methods for risk stratification in oncology" Contatto: francesca.ieva(a)polimi.it - "Impact Analysis in Real World Clinical Oncology" Contatto: anna.paganoni(a)polimi.it - "Learning analytics to support policies and managerial decision making in educational institutions" Contatto: anna.paganoni(a)polimi.it - “Cyber-Capital and impact on the urban rent” Contatti: valeria.fedeli(a)polimi.it, simone.vantini(a)polimi.it - "Neurosciences and genomics: advanced data analytic methods" Contatto: laura.sangalli(a)polimi.it ENGLISH: Several fellowships are available for a PhD in the area of Statistics / Data Science at Politecnico di Milano, Italy: Call: http://www.dottorato.polimi.it/en/ Deadline for applications: 29 May 2020 at 14:00, Italian time Within the PhD program in Mathematical Models and Methods in Engineering 8 fellowships are available in the generic field of Mathematics and Statistics, that can be targeted to Statistics / Data Science Contacts: alessandra.guglielmi(a)polimi.it, anna.paganoni(a)polimi.it, laura.sangalli(a)polimi.it Within the PhD program in Data Analytics and Decision Sciences fellowships on the following topics are available: - "Patient representation methods for risk stratification in oncology" Contact: francesca.ieva(a)polimi.it - "Impact Analysis in Real World Clinical Oncology" Contact: anna.paganoni(a)polimi.it - "Learning analytics to support policies and managerial decision making in educational institutions" Contact: anna.paganoni(a)polimi.it - “Cyber-Capital and impact on the urban rent” Contacts: valeria.fedeli(a)polimi.it, simone.vantini(a)polimi.it - "Neurosciences and genomics: advanced data analytic methods" Contact: laura.sangalli(a)polimi.it —— Laura Maria Sangalli MOX - Dipartimento di Matematica Politecnico di Milano Piazza Leonardo da Vinci 32 20133 Milano - Italy tel: +39 02 2399 4554 fax: +39 02 2399 4568 email: laura.sangalli(a)polimi.it url: http://mox.polimi.it/~sangalli

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Corso JACOB
by Matteo Ruggiero 21 Apr '20

21 Apr '20

Cari colleghi, nell’ambito del programma di Visiting Professors per la Laurea Magistrale in Stochastics and Data Science dell’Università di Torino, siamo riusciti a confermare almeno parte delle attività previste per il secondo semestre in modalità telematica. Con grande piacere dunque annunciamo che a breve si terrà il seguente corso: ---------------------------------------------------------------------------- Pierre JACOB (Harvard University) PROBABILITY COUPLINGS AND MONTE CARLO The course is about the method of coupling in probability and its use in Monte Carlo methods, which refer to algorithms generating samples from probability distributions of interest. The course includes an introduction to Monte Carlo methods (rejection sampling, importance sampling, MCMC), followed by an introduction to the coupling method. This includes the celebrated "coupling inequality" and various coupling interpretations of notions of distances between probability distributions, such as total variation and Wasserstein. The course then focuses on Markov chain methods and describes how couplings of Markov chains can be employed to quantify their convergence. The last part of the course covers various Monte Carlo methods that rely on explicit coupling constructions in their implementations, such as Coupling From The Past (Propp & Wilson 1996), debiasing techniques (Glynn & Rhee 2014) and some convergence diagnostics for MCMC (Johnson 1996). ---------------------------------------------------------------------------- Il corso è rivolto agli studenti del primo anno della Laurea Magistrale, e consisterà in materiale misto live e registrato, reso disponibile a partire dal 28 aprile nell’arco di 3/4 settimane. Eventuali interessati possono fare richiesta di partecipazione allo scrivente. Outline del corso e una versione preliminare delle lecture notes sono disponibili alla pagina https://sites.google.com/site/pierrejacob/cmclectures Il programma completo di Visiting Professors può essere consultato alla pagina http://www.master-sds.unito.it/do/home.pl/View?round=1&doc=visitingprofesso… Cordiali saluti, Matteo Ruggiero --- Matteo Ruggiero University of Torino and Collegio Carlo Alberto www.matteoruggiero.it

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proposta di Gruppo UMI
by Antonio DI CRESCENZO 19 Apr '20

19 Apr '20

Gent.mi, nel recente passato, nei convegni "Italian Meeting on Probability and Mathematical Statistics", tenuti a Torino (2017) e Vietri sul Mare (2019), è emersa un'esigenza sentita e condivisa da molti di creare un organismo che possa raccogliere anche in modo istituzionalizzato le energie della comunità con interessi in ambito probabilistico e statistico. Un'ottima opportunità per realizzare tale progetto è emersa di recente, in quanto l'Unione Matematica Italiana ha aperto un bando per la creazione dei *Gruppi UMI* (cf. https://umi.dm.unibo.it/gruppi-umi/) A tale scopo, seguendo le linee del bando, è stata predisposta una proposta di istituzione di un Gruppo UMI, con l'intento di promuovere in modo coordinato attività di ricerca, didattiche e di terza missione inerenti discipline legate a temi stocastici. La proposta è stata formulata con l'aiuto di membri del Comitato Scientifico della prossima edizione del convegno, che si terrà a Bologna nel 2021 (cf. https://site.unibo.it/probstat/en) ad anche con l'apporto di diverse persone interessate. Una sintesi dei punti presenti nella richiesta è riportata in fondo alla mail. Per ricevere informazioni più dettagliate potete inviare una email a prisma.umi(a)gmail.com La proposta deve pervenire all'UMI entro il *30 aprile*, corredata dall'elenco di almeno *15 proponenti* (*iscritti all'UMI*). Per dare maggiore peso alla richiesta è opportuno avere un elevato numero di proponenti. Sperando che la proposta riscuota consenso, invito con piacere gli interessati a dare la disponibilità ad essere inseriti nell'elenco dei proponenti (scrivendo a: prisma.umi(a)gmail.com) Coloro che non sono soci possono comunque effettuare l'iscrizione all'UMI (cf. https://umi.dm.unibo.it/area-soci/associarsi/) per poter poi divenire proponenti del Gruppo. Vi ringrazio molto per l'attenzione, confidando della vostra collaborazione, e vi saluto con l'augurio che si possa superare al meglio l'emergenza epidemiologica in atto, Antonio Di Crescenzo =========================== DESCRIZIONE SINTETICA: Le attività del Gruppo avranno connotazione interdisciplinare coinvolgente varie aree della matematica anche in vista di ricadute in vari ambiti culturali e scientifici. Mantenendo l’attenzione agli sviluppi della probabilità e della statistica matematica lungo le molte direzioni che dominano la scena internazionale, esse promuoveremo anche l’interazione con settori attuali ed emergenti, con particolare riferimento allo sviluppo di metodi formali e strumenti probabilistici e statistici in diversi ambiti. Le attività si suddividono in - attività di ricerca (organizzazione di un convegno scientifico biennale e di mini-workshop su temi emergenti, coordinamento di seminari e corsi di dottorato, database aggiornato delle iniziative scientifiche, ...) - attività d’insegnamento (censimento di attività didattiche universitarie su temi stocastici, promozione di attività didattiche su temi stocastici a livello universitario e per la didattica della probabilità nella scuola, anche in collaborazione col Piano Nazionale Lauree Scientifiche per la Matematica, ...) - divulgazione dei risultati (attraverso convegni, canali istituzionali, ...) - interazione con vari settori della scienza e della società (incontri scientifici su temi stocastici della matematica industriale, incontri con attori dell’economia e delle istituzioni per public engagement, ...) -- ============================================= Antonio Di Crescenzo Dipartimento di Matematica Università degli Studi di Salerno Via Giovanni Paolo II, n. 132 <https://maps.google.com/?q=Via+Giovanni+Paolo+II,+n.+132+%0D%0A84084+Fiscia…> 84084 Fisciano (SA) Italy Tel. +39-089-963349 Fax: +39-089-963303 E-mail(1): adicrescenzo(a)unisa.it E-mail(2): adicresc(a)gmail.com Web: http://www.unisa.it/docenti/antoniodicrescenzo/index Skype: antoniodicrescenzo =============================================

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International Conference in Venice - CALL FOR PAPERS
by Monica Billio 17 Apr '20

17 Apr '20

CREDIT2020 <http://www.greta.it/credit/credit2020/credit2020.htm> *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 these 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 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. The Scientific Committee 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)* * Sponsors** *GRETA* <http://www.greta.it/> Cattolica Assicurazioni <https://www.cattolica.it/home-corporate/> CRIF <https://www.crif.it/> European Investment Fund <https://www.eif.org/> European Investment Bank <https://www.eib.org/en/> *IntesaSanpaolo* <http://www.group.intesasanpaolo.com/scriptIsir0/si09/eng_index.jsp> Auspices** ** <http://www.abi.it/Pagine/default.aspx> *Ca' Foscari - Economics Department* <http://www.unive.it/pag/16892> *ABI* <http://www.abi.it/Pagine/default.aspx> ** <http://www.abi.it/Pagine/default.aspx> AIAF <https://www.aiaf.it/> *JCR - European Commission <https://ec.europa.eu/jrc/en> * ** *CALL FOR PAPERS* **COVID-19 update: As of the time of this writing (Mid April 2020), the CREDIT 2020 Conference is still planned for September 24-25, 2020 in Venice, Italy. With the event still five months away, it is difficult to anticipate what meeting and travel restrictions will exist in the fall. However, as the global fight against COVID-19 continues, we are exploring and planning alternatives to an in-person event but we hope to continue in Venice as planned. Thus, the paper submission and selection process will run just as expected and we warmly invite you all again to submit your papers to CREDIT 2020.** 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> *IMPORTANT DATES* *May 31, 2020*: Papers submission deadline *June 30, 2020*: Paper acceptance notification *August 31, 2020*: Deadline for sending final version of accepted papers More detailed information on the Conference website: http://www.greta.it/credit/credit2020/credit2020.htm *** Please accept our apologies for any crossed e-mails. ** Probably you are in our mailing list from very long time because you collaborated with us or with our associates, you asked to be informed about our activities, you attended our conferences or you submitted papers to our call for papers. If you would like to continue enjoying the benefits of keeping up to date with our future events, invitations, and developments, you do not need to do anything. If you would prefer to no longer receive communications from us, please send an email with Subject "Cancel from Mailing List" to credit(a)greta.it <mailto:credid@greta.it>

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bando assegno di ricerca - Luiss, scadenza 10 Maggio 2020
by Fausto Gozzi 17 Apr '20

17 Apr '20

Cari colleghi, segnalo l'assegno di ricerca, SSD SECS-S/06 (Metodi matematici dell'economia e delle scienze attuariali e finanziarie ), della durata di TRE anni, dal titolo: "The Time-Space Evolution of Economic Activities: Mathematical Models and Empirical Applications ' (scadenza 10/05/2020) https://economiaefinanza.luiss.it/ricerca/assegni-di-ricerca/bandi-di-conco… https://economiaefinanza.luiss.it/sites/economiaefinanza.luiss.it/files/Ban… L'assegno è bandito all'interno di un progetto di cofinanziato PRIN 2017 presso la Luiss - Guido Carli. Grazie per l'attenzione. Fausto Gozzi -- Fausto Gozzi Dipartimento di Economia e Finanza LUISS - Guido Carli Viale Romania, 32 00197 Roma Italy tel 06.85225723 (office) FAX 06.86506513 e-mail: fgozzi(a)luiss.it webpage: http://docenti.luiss.it/gozzi/ old address, sometimes still used: Fausto Gozzi Dipartimento di Matematica Universita' di Pisa Largo Bruno Pontecorvo n.5 56127 Pisa Italy tel 050/2213270 e-mail: gozzi(a)dm.unipi.it

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Junior Professorship (W1) in Mathematical Economics at Bielefeld University
by Giorgio Ferrari 16 Apr '20

16 Apr '20

Dear All, please find below the annoucement of a *Junior Professorship (W1) in Mathematical Economics *at Bielefeld University. Deadline for applications is May 15. All the best wishes, Giorgio Ferrari %%%%%%%%%%%%%%%%%%%% The *Center for Mathematical Economics *(Institut für Mathematische Wirtschaftsforschung, IMW) and the *Faculty of Business Administration and Economics* at Bielefeld University are seeking to fill the following position as soon as possible: *Junior Professorship (W1) in Mathematical Economics* We are looking for outstanding, internationally visible candidates in research and teaching who are qualified by excellent publications in one of the research areas of the Center for Mathematical Economics. Interdisciplinary research and teaching across faculties traditionally plays an important role at the Center for Mathematical Economics. We expect participation in the existing and planned joint third-party funded projects of the Center, the Faculty of Economics and Business Administration, and other faculties, especially in the interdisciplinary context. The connection to the Collaborative Research Center 1283 `` Taming Uncertainty and Profiting from Randomness ... ’’ plays an important role for this professorship. We are looking for young researchers who can make a significant contribution to the economic sub-projects of the Collaborative Research Center; potential topics include dynamic game theory (differential games, mean-field games) as well as the analysis of financial markets (equilibrium models in continuous time), industrial dynamics (dynamic I.O.) or complex decisions under uncertainty (e.g. recursive dynamic utility). Teaching is to be provided in the research-oriented Master and Bachelor programs of the Faculty of Economics and Business Administration, especially in Mathematical Economics. The prerequisites for the position are a university degree, pedagogical aptitude and the special ability for scientific work, which is usually demonstrated by the outstanding quality of a doctorate. The position is initially for three years, and can be extended to six years after a positive evaluation. Applications from suitably qualified handicapped and severely handicapped persons are explicitly encouraged. Bielefeld University has received a number of awards for its achievements in the provision of equal opportunity and has been recognized as a family-friendly university. The university welcomes applications from women. Applications are handled according to the state's equal opportunity statutes. Applications with the usual documents (curriculum vitae, copies of certificates, list of publications with identification of up to 10 most important publications, a 2-page research and teaching concept) should preferably be submitted till *May 15, 2020* to: Bielefeld University Center for Mathematical Economics (IMW) Frau Buiwitt-Robson Postfach 10 01 31 33501 Bielefeld or by e-mail as a single PDF file to: IMW(a)uni-bielefeld.de Please refrain from submitting application folders and submit photocopies only, as the application documents will be destroyed at the end of the selection procedure. Please note that risks to confidentiality and unauthorized access by third parties cannot be ruled out when communicating via unencrypted e-mail. Information on the processing of personal data can be found at: https://www.uni-bielefeld.de/Universitaet/Aktuelles/Stellenausschreibungen/… -- Questa e-mail è stata controllata per individuare virus con Avast antivirus. https://www.avast.com/antivirus

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3-years post-doc position in Munich
by Faggionato, Alessandra 16 Apr '20

16 Apr '20

Buongiorno, vi inoltro l'annuncio per una posizione post-doc di 3 anni a Monaco. La scadenza e' prossima ma Markus Heydenreich mi ha scritto che anche le applications inviate la prossima settimana saranno prese in considerazione. Saluti Alessandra Faggionato ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~ VACANCY FOR A POSTDOCTORAL RESEARCHER IN PROBABILITY THEORY AT LMU MUNICH Subject to final confirmation from DFG, we have a vacancy for a scientific employee (fixed term) at the Mathematics Department at the University of Munich to join our research group in Probability Theory. The project is part of the newly established Priority Programme “Random Geometric Systems” (SPP 2265) funded by DFG. We are looking for a talented and motivated postdoctoral researcher to carry out a research project on the weight-dependent random connection model. The project is on the intersection of complex networks and (continuum) percolation theory in high dimensions. Prior research experience in percolation theory, spatial random networks, or random walks with dependencies (e.g. Mott's variable-range hopping) is appreciated. The position is fixed term for 36 months. Intended starting date is autumn 2020. The LMU Munich is one of the largest and most renowned universities in Germany. The Mathematics Department is located in the city center of Munich. Interested candidates are invited to submit applications (in German or English) containing full curriculum vitae, copies of relevant certificates, as well as name and contact details of three academic referees preferably by email to <m.heydenreich(a)lmu.de>. Applications received until April 17, 2020 will be fully considered; the hiring procedure continues until the position is filled. The university is an equal opportunity employer. Handicapped applicants will be given preference in the case of approximately equal qualifications. The university of Munich is interested in increasing the number of female faculty members and encourages women to apply. Please contact me directly for further questions about the project or the position. ~~~~~~~~~~~~~~~~~~~~~~~~~ Markus Heydenreich Mathematisches Institut Ludwig-Maximilans-Universität München http://www.math.lmu.de/~heyden/ -- ************************************************* 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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colloquium of A. Montanari - correction
by Marco Romito 14 Apr '20

14 Apr '20

dear all I am writing to update the broadcasting information about Andrea's talk on next Wednesday. In order to attend the online seminar, you can connect to https://meet.google.com/iwa-aetx-bky (needs authorization if you do not have a UniPi account and it is limited to 250 participants). The seminar will be also streamed live on the official YouTube channel <https://www.youtube.com/channel/UCfMLkaFzJYx6JoMxtGvvqJw> of the Department, at the URL: https://www.youtube.com/channel/UCfMLkaFzJYx6JoMxtGvvqJw * MATHEMATICAL PROBLEMS IN MODERN MACHINE LEARNING* /Andrea Montanari (Stanford University)/ April 15, 2020, 4pm (CEST) _Abstract_: The last fifteen years have witnessed dramatic advances in machine learning. This progress was mainly driven by engineering advances: greater computing power, and larger availability of training data. Not only the collection of methods that emerged from this revolution are not well understood mathematically, but they actually appear to defy traditional mathematical theories of machine learning. I will argue that future developments and applications will require to understand better the underlying mathematical principles. I will describe two recent examples of mathematical progress in this area that are connected to areas of modern mathematics: 1. Gradient flows in Wasserstein spaces; 2. Random matrix theory. [Based on joint work with: Song Mei, Phan-Minh Nguyen, Behrooz Ghorbani, Theodor Misiakiewicz]

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Call for papers: special issue of the J. Math. Ind. on COVID19
by Alessandra Micheletti 14 Apr '20

14 Apr '20

Sorry for multiple posting. I would like to announce that the Journal of Mathematics in Industry <https://mathematicsinindustry.springeropen.com/>, with the support of the European Consortium for Mathematics in Industry – ECMI <https://ecmiindmath.org/> , has decided to publish a special issue entitled: *Mathematical models of the spread and consequences of the SARS-CoV-2 pandemics. Effects on health, society, industry, economics and technology*. This is a call for papers. The *Journal of Mathematics in Industry* is a high-quality *open-access* journal that brings together research on developments in mathematics for industrial applications, where industry is understood as *any activity of economic and/or social value. * In the disruptive period we are living in, in the middle of the spread of the SARS-CoV-2 pandemics, scientists, and in particular mathematicians and statisticians, are investing an unprecedented effort to forecast the course of the pandemic and to suggest measures to mitigate its unfortunate effects. We are conscious that this pandemic will very likely deeply affect our societies, production, health management, and many other aspects of human life. That is why there is an urgency to provide scientifically reliable studies of the many aspects of the problem to policy makers. This special issue will be devoted to articles that propose data-driven mathematical and statistical models of the spread of the SARS-CoV-2 virus, and/or of its foreseeable consequences on public health, society, industry, economics and technology. The editors of this special issue and the scientists of the ECMI Consortium will guarantee a *fast and fair peer-to-peer review procedure*, in order to provide society with a timely and reliable injection of scientific insights. Given the importance of the subject, *the APCs of all the articles accepted for this special issue will be waived.* Interested authors, during the submission procedure, will be asked to note whether their paper is tied to a Thematic Series or not, under the Additional Information section. Please select the MATHCOVID19 option, and apply for the waive of the APCs. Corresponding authors coming from an ECMI center may enter the ECMI code for APCs waive procedure (please refer to your national representative in the ECMI council to have this code). *Guest editors:* · Alessandra Micheletti, Università degli Studi di Milano (Lead guest editor) · Adérito Araújo, University of Coimbra · Neil Budko, Delft University of Technology · Ana Carpio, Universidad Complutense de Madrid · Matthias Ehrhardt, Bergische Universität Wuppertal *Topics of interest:* Scenarios of containment and mitigation; Socio-economic costs of the SARS-CoV-2 pandemic; Spatio-temporal spread of SARS-CoV-2; Estimating the unreported number of virus cases; Bats-Hosts-Reservoir-People (BHRP) virus transmission; *Methods of interest and keywords:* mathematical epidemiology, mathematical modelling, SIR-type models, delay differential equations, waning immunity models, quarantine models, θ-SEIHRD model, parameter estimation, numerical simulation, incidence forecast methods, econometric models, contagion models, Poisson autoregressive models, basic reproduction number, optimal control, dynamical system, time delay process, parameter identification, outbreak, prediction, isolation, transmission risk, data-driven time-dependent transmission rate, risk assessment of virus outbreaks, fitting dynamic models to epidemic outbreaks with quantified uncertainty, short-term forecasting epidemic waves, big data analysis and prediction, data mining, risk modelling and simulation, Epidemic prevention and control, outbreak emergency management, Impact of the epidemic on the economy, finance, society, companies -- ------------------------------------ Alessandra Micheletti Associate Professor - Probability and Mathematical Statistics Dept. of Environmental Science and Policy - ESP Università degli Studi di Milano via Saldini 50, 20133 Milano, Italy phone: +39-02503-16130 fax: +39-02503-16090 http://users.mat.unimi.it/users/michel <http://www.mat.unimi.it/users/michel>

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colloquium of A. Montanari
by Marco Romito 08 Apr '20

08 Apr '20

dear all I am writing to announce the following Colloquium at the Mathematics department, Pisa University. *MATHEMATICAL PROBLEMS IN MODERN MACHINE LEARNING** */Andrea Montanari (Stanford University)/ April 15, 2020, 4pm Abstract: The last fifteen years have witnessed dramatic advances in machine learning. This progress was mainly driven by engineering advances: greater computing power, and larger availability of training data. Not only the collection of methods that emerged from this revolution are not well understood mathematically, but they actually appear to defy traditional mathematical theories of machine learning. I will argue that future developments and applications will require to understand better the underlying mathematical principles. I will describe two recent examples of mathematical progress in this area that are connected to areas of modern mathematics: 1. Gradient flows in Wasserstein spaces; 2. Random matrix theory. [Based on joint work with: Song Mei, Phan-Minh Nguyen, Behrooz Ghorbani, Theodor Misiakiewicz] In order to follow the exposition the audience can join the live streaming at the URL: https://stream.meet.google.com/stream/ea5a4a6c-6b34-428a-b45c-b0d625ee5610

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Bando PhD in Economics 2020-21 -Ca' Foscari University
by Antonella Basso 04 Apr '20

04 Apr '20

Dear Colleague, I would be grateful if you could bring to the attention of your best students the new edition 2020-2021 of the PhD Program in Economics offered by the Ca' Foscari University of Venice. The PhD Program in Economics aims at training selected students for a career as economists in academic institutions or in research departments of national and international organizations, public institutions, private corporations, central banks, financial institutions. Our recent PhDs first placement include positions both in Italian and foreign Universities such as Università Libera di Bolzano, Università degli Studi di Modena e Reggio Emilia, Luiss Guido Carli, Università degli studi di Padova, King’s College London, Boston University, Aberdeen Univeristy, University of Addis Abeba and Zhongnan University of Economics and Law. Some PhDs were employed by private companies such as Morgan Stanley-London, Microsoft and public and private research centers: Banca d’Italia, Bundesbank, Banque Centrale du Luxembourg, European Central Bank, Ecuador Ministry of Education. The considerable diversification of research areas covered by the members of Department of Economics and their international reputation provide an excellent environment where students of most fields in economics can find research ideas and tight guidance for their doctoral studies. The PhD program has a duration of four years. For the academic year 2020-2021, 6 positions are available. Five of them come with a scholarship (around 15,300 € per year), one is reserved for non-Italian applicants who can prove to have their own scholarship covering four years. Deadline for application is *April 21st 2020*, 13h00 (Italian time). Information and application procedure can be found at http://www.unive.it/phdapplication Information on the PhD in Economics can be found at http://www.unive.it/phdeconomics Any questions on the program may be addressed to the PhD Secretariat at: sse(a)unive.it <mailto:sse@unive.it> Thank you for your cooperation Best regards Antonella Basso ********************************************************************************************** Caro Collega, Ti scrivo per segnalarti l’apertura del bando per il programma di dottorato in Economics offerto dal dipartimento di Economia dell’Università Ca’ Foscari di Venezia. Quest’anno sono disponibili 5 posti con borsa quadriennale (circa 15.300€ annui per l’intera durata del dottorato), più un posto per studenti stranieri in possesso di borsa di studio propria. Il bando si chiude il *21 aprile 2020 alle 13.00,* ora italiana. Il dottorato ambisce a preparare un gruppo selezionato di studenti per la carriera accademica, ma anche per ricoprire posizioni in research departments di organizzazioni internazionali, istituzioni pubbliche, imprese private banche centrali e istituzioni finanziarie. I primi placement dei nostri più recenti dottori di ricerca includono contratti o assegni di ricerca presso atenei, italiani o stranieri, (Università Libera di Bolzano, Università degli Studi di Modena e Reggio Emilia, Luiss Guido Carli, Università Ca’ Foscari e Università degli studi di Padova). Alcuni dottori hanno invece intrapreso la carriera universitaria come ricercatori presso atenei stranieri: King’s College London, Boston University, Univeristy of Aberdeen, University of Addis Ababa, Zhongnan University of Economics and Law. Altri invece hanno trovato la loro prima occupazione presso enti o aziende privati (Euromonitor International a Vilnius, Morgan Stanley-London, Microsoft) e enti di ricerca pubblici o istituzioni pubbliche (Banca d'Italia, Bundesbank, Banque Centrale du Luxembourg, Banca Centrale Europea, Tertiary Education Commission e Ecuador Ministry of Education). Il programma di dottorato ha una durata quadriennale. Il primo anno i dottorandi seguono un intenso programma di corsi avanzati. Gli studenti ammessi al secondo anno si concentrano sul lavoro di tesi e partecipano attivamente alla vita del dipartimento. L'ampio spettro di interessi di ricerca e la reputazione internazionale della faculty di area economica e quantitativa di Ca’ Foscari, così come il ricco programma di seminari e workshop di livello internazionale organizzati in dipartimento permettono agli studenti di lavorare in un ambiente stimolante per tutta la durata del corso di dottorato. Gli studenti più meritevoli ricevono l’adeguato supporto, anche economico, per partecipare a conferenze e workshop internazionali e per poter competere sul job market internazionale. Puoi trovare maggiori dettagli riguardo il bando a questo link: http://www.unive.it/phdapplication Informazioni dettagliate sul PhD in Economics a Ca’ Foscari: http://www.unive.it/phdeconomics Qualsiasi richiesta di informazioni riguardo il programma può essere rivolta alla Segreteria del dottorato all'indirizzo: sse(a)unive.it <mailto:sse@unive.it> Cordiali saluti Antonella Basso -- Antonella Basso Prorettore alla Programmazione e Valutazione - Prorector at Planning and Valuation Dipartimento di Economia Università Ca' Foscari Venezia Fondamenta S. Giobbe - Cannaregio 873 30121 Venezia - Italy Tel. +39-041-2346914 E-mail address:basso@unive.it Web page:http://www.unive.it/data/persone/5591751

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Fwd: Call for abstracts OICA online conference, deadline April 13th, 2020
by Elena Vigna 03 Apr '20

03 Apr '20

-------- Messaggio Inoltrato -------- Oggetto: Call for abstracts OICA online conference, deadline April 13th, 2020 Data: Thu, 2 Apr 2020 22:11:30 +0000 Mittente: LOISEL STEPHANE <stephane.loisel(a)univ-lyon1.fr> A: LOISEL STEPHANE <stephane.loisel(a)univ-lyon1.fr> Dear RIANA colleagues and friends, Can you please forward this announcement to your network and encourage your colleagues and PhD students to submit abstracts and/or attend ? Thanks, Best, Stephane Dear Colleagues and Friends, We organise at the end of the month (April 28-29, 2020) an _online_ conference in actuarial science, data science and finance. Abstract submission deadline : April 13th, 2020. Scientific committee : Hansjoerg Albrecher (Lausanne), Katrien Antonio (Leuven), Benjamin Avanzi (Melbourne), Pauline Barrieu (LSE), Mercè Claramunt (Barcelona), Nicole El Karoui (Paris), Romuald Elie (Berkeley), Stéphane Loisel (ISFA, chair), Mogens Steffensen (Copenhagen), Ruodu Wang (Waterloo), Hailiang Yang (Hong-Kong U.) We hope that’ll be able to submit an abstract : http://oica.univ-lyon1.fr <http://oica.univ-lyon1.fr> Details about the purpose of the conference are below. Parallel session talks are 15mins long. Take care and stay safe, Stéphane Loisel PS Registration is free but compulsory. ** *About OICA Conference* /(Online International Conference in Actuarial science, data science and finance)/ Covid19 is going to change the financial markets and the insurance-reinsurance network. As actuarial science, data science and finance researchers, we cannot easily help for the current phase as we are not medical doctors or epidemiologists. But we can help to mitigate/manage the financial/risk management consequences by carrying out relevant research in 2020-2021. For this we need to learn NOW from experts and decision makers what the research challenges are. Therefore we are organising an online conference on April 28-29, 2020 with two goals : * Enabling researchers and young researchers to present actuarial / data science / financial research that was done before covid19 (therefore NOT related to covid19) * Having 1 or 2 roundtables that describe covid19 implications on the economy, and which help us to know which research topics we could investigate in the future if we want to help (WACA roundtables : What Actuaries Could Accomplish researchwise in 2020-21). We also planned (classical) plenary talks on topics that could be useful for post-covid research, as well as a quite different talk by José Blanchet about a social platform startup that he created in response to covid19 in US and Mexico and the associated data science future challenges. INVITED PLENARY SPEAKERS *Beatrice ACCIAIO */(LSE, London, United Kingdom)/** *José BLANCHET */(Stanford University, CA, USA)/ *Caroline HILLAIRET */(ENSAE, Paris, France)/ *Nora PANKRATZ */(UCLA, CA, USA)/ *Jae Kyung WOO */(UNSW, Sydney, Australia)/ ** To be clear, this event is NOT about presenting super-fast, opportunistic research on epidemiology produced by actuaries. It is about presenting classical actuarial/data science/finance research works that have been done before, and reflecting about how we can contribute researchwise for the future. As almost everyone is at home at that time, we think that the timing is possible. We’ll have sessions in the morning, lunch time and up to evening to accomodate participants in different locations. The roundtables will be held between 11am and 4pm French time to maximize audience (including Asia-Pacific and America). We hope that you’ll join us to this OICA-WACA conference and roundtable (please use French accent to sound like Shakira’s song) !

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ABC World Seminar
by Massimiliano ... 03 Apr '20

03 Apr '20

Dear all, I hope you are keeping safe and well. Inspired by the One World Probability Seminar, we decided to run The ABC World Seminar, a weekly/fortnightly series of seminars that will take place on Blackboard collaborate on Thursdays at 9am [UK time]. The idea is to gather members and disseminate results and innovation during these weeks and months under lockdown. The first speaker will be Dennis Prangle on "Distilling importance sampling" on 9th April. Please sign up to the mailing list https://listserv.csv.warwick.ac.uk/mailman/listinfo/abc_world_seminar to be able to join the talk. Full details are available on the webpage https://warwick.ac.uk/fac/sci/statistics/news/upcoming-seminars/abcworldsem… Please share this email to anyone who may be interested. Best wishes, Massimiliano Tamborrino, on behalf of the ABC World Seminar Organisers. ------ Dr. Massimiliano Tamborrino Assistant Professor Department of Statistics University of Warwick https://warwick.ac.uk/fac/sci/statistics/staff/academic-research/tamborrino

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Vacancy for Lecturer, Financial Computing Group, University College London, deadline 27 April 2020
by Guido Germano 01 Apr '20

01 Apr '20

Dear Colleague, our Financial Computing and Analytics Group has advertised a lecturer position with application deadline on 27 April 2020: https://www.jobs.ac.uk/job/BZQ100/lecturer-in-financial-computing The job description is attached. This position has been held by Simone Righi, who at the end of June 2020 will leave for the Department of Economics, Ca’ Foscari University of Venice. Kind regards Guido Germano Dr Guido Germano, Associate Professor, UCL Department of Computer Science Programme Director and Admissions Tutor, UCL MSc Computational Finance Research Associate, Systemic Risk Centre, London School of Economics Associate Editor, Advances in Complex Systems www.cs.ucl.ac.uk/staff/g.germano

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