Random June 2020

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Isaac Meilijson's webinar @UniTO
by Bruno Toaldo 07 Jun '20

07 Jun '20

********************************************************************* WEBINAR DI PROBABILITÀ E STATISTICA MATEMATICA DIPARTIMENTO DI MATEMATICA "G. PEANO" UNIVERSITÀ DEGLI STUDI DI TORINO ********************************************************************* Martedì 23 Giugno 2020 alle ore 15:00 Il Prof. Isaac Meilijson (Tel Aviv University) terrà un seminario sulla piattaforma webex Collegamento riunione: https://unito.webex.com/unito/j.php?MTID=m28a1e666a170497b27a0d1e4d8772ff2 Password:ParolaRiunione Title: Random time transformation analysis of Covid19 2020 Speaker: Isaac Meilijson, Tel Aviv University Abstract: The SIR epidemiological equations model new affected and removed cases as roughly proportional to the current number of infected cases. The present report adopts an alternative that has been considered in the literature, in which the number of new affected cases is proportional to the α<1 power of the number of infected cases. After arguing that α=1 models exponential growth while α<1 models polynomial or linear growth, a simple method for parameter estimation in differential equations subject to noise, the random-time transformation RTT of Bassan, Meilijson, Marcus and Talpaz 1997, will be reviewed and applied to fit α and the other parameters in an attempt to settle the question as to the nature of Covid19. Joint work with Nitay Alon. Tutti gli interessati sono invitati a partecipare.

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LTI@UniTO Webinar in Finance: Sohnke Bartram (Warwick Business School) 03.06 h.15
by Luca Regis 04 Jun '20

04 Jun '20

Dear Colleagues, LTI@UniTO (www.carloalberto.org/lti) and Collegio Carlo Alberto are pleased to invite you to the following seminar in Quantitative Finance, that will take place on June 3rd at 3 pm via Zoom. Please register here https://ltiwebinar3june.eventbrite.it/ to get the Zoom link. Speaker: Sohnke Bartram (Warwick Business School) Title: "Currency Anomalies" || |*Abstract *| | This paper is the first to study the cross-section of currency anomalies to explore alternative explanations for their existence. Using real-time data, currency anomalies are profitable during in-sample and out-of-sample periods, both before and after transaction costs, but trading profits decrease substantially after the publication of the underlying academic research. The decline is greater for anomalies with larger in-sample profits and lower arbitrage costs, and signal ranks and performance decay quickly, suggesting that currency anomalies reflect mispricing rather than compensation for risk or statistical bias. Mispricing is systematically related to mistakes and changes in analysts’ currency forecasts. In particular, analysts expect anomaly payoffs that are too low compared with actual anomaly profits. However, analysts update their forecasts to incorporate lagged anomaly information. These results are consistent with a behavioral explanation for currency anomalies. | -- Luca Regis Associate Professor Department of Economics and Statistics (ESOMAS) University of Torino sites.google.com/view/lucaregis Office: +39 011 670 6065 www.carloalberto.org/lti

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Ph.D. position in Mathematical Finance at Bielefeld University: new deadline JUNE 19
by Giorgio Ferrari 03 Jun '20

03 Jun '20

Dear All, this is to inform that the deadline for applications for the following position has been prolonged. *Ph.D. position in Mathematical Finance* (in particular on the theory of stochastic optimal control and optimal stopping with financial and economic applications) at Bielefeld University within the "Bielefeld Graduate School in Economics and Management" ( http://www.bigsem.de/ ) _*NEW DEADLINE*_ for applications: *June 19* *DETAILS* about the post and the application procedure can be found at: <https://www.uni-bielefeld.de/Universitaet/Aktuelles/Stellenausschreibungen/…> https://www.uni-bielefeld.de/Universitaet/Aktuelles/Stellenausschreibungen/… The successful candidate will be based at the Center for Mathematical Economics (IMW) of Bielefeld University ( https://www.uni-bielefeld.de/imw/ ) and will work under my supervision. All the best wishes, Giorgio Ferrari -- Questa e-mail è stata controllata per individuare virus con Avast antivirus. https://www.avast.com/antivirus

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Probability Webminar: Alberto Chiarini (TU Eindhoven) [Padova 12/06, 15.00]
by alessandra bianchi 03 Jun '20

03 Jun '20

Dear Colleagues, We would like to invite you to the following Probability seminar that will take place on June 12 at 15 by the zoom platform. ________________________________________________________ Speaker: Alberto Chiarini (TU Eindhoven) Title: Entropic repulsion for the occupation-time field of random interlacements by disconnection 12 JUNE (Friday) - 15:00 - zoom link: TBA The link and password to access the seminar will be available at the following webpage https://www.math.unipd.it/~bianchi/seminari/ Abstract: The model of random interlacements was introduced in 2007 by A.-S. Sznitman, motivated by questions about the disconnection of discrete cylinders or tori by the trace of simple random walk. Since then, it has gained popularity among probabilists due to its percolative properties and also because of its connections to the free field. Random interlacements on transient graphs can be constructed as a Poisson point process of doubly infinite trajectories. After reviewing this model, we will focus on the rare event that these trajectories disconnect a macroscopic body from infinity, in the strongly percolative regime. We will ask the following question: What is the most efficient way for random interlacements to enforce such disconnection? In other words, how do the trajectories of random interlacements look like conditionally on disconnection? -- 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/

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PostDoc Position at University of Innsbruck (Austria)
by Daniela Bertacchi 01 Jun '20

01 Jun '20

Ricevo e inoltro con preghiera di diffusione. Cordiali saluti, Daniela Bertacchi *************************************** Dear colleagues, I would like to draw your attention to an open PostDoc position at University of Innsbruck (Austria) starting on 01.08.2020 or later. Application deadline is 13.06.2020. The duration of the position is two years (Gross Salary: € 3.890 / month (14 times a year)). A PhD degree with focus on Probability and Stochastic Processes is required. German language skills are beneficial but not strictly required. The successful candidate is meant to carry out research in the field of stochastics. The position comes with 4 hours of teaching per week. The formal announcement can be found here: https://lfuonline.uibk.ac.at/public/karriereportal.details?asg_id_in=11284 Please forward this message to anyone you think might be interested and do not hesitate to contact Ecaterina Sava-Huss (Ecaterina.Sava-Huss(a)uibk.ac.at) for further details. Best wishes, Ecaterina Sava-Huss -- ----------------------------------------------------- Ecaterina Sava-Huss Department of Mathematics University of Innsbruck Technikerstrasse 13/7th floor/722b 6020 Innsbruck, Austria https://www.uibk.ac.at/mathematik/personal/sava-huss/ ----------------------------------------------------- <https://www.avast.com/sig-email?utm_medium=email&utm_source=link&utm_campai…> Mail priva di virus. www.avast.com <https://www.avast.com/sig-email?utm_medium=email&utm_source=link&utm_campai…> <#DAB4FAD8-2DD7-40BB-A1B8-4E2AA1F9FDF2>

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two 1-year (renewable to 2 years) postdoc positions at the Scuola Normale Superiore
by Stefano Marmi 01 Jun '20

01 Jun '20

Dear all, A call for two one-year research contracts (renewable up to 2 years) is open at the Scuola Normale Superiore di Pisa (Italy). The topics of the research are _"Quantitative construction and optimization of multi-factor portfolios in the equity and fixed income markets "_ and _"Portfolio construction and optimization of Multi-Asset Portfolios with a target volatility level, creation and optimization of “smart” Multi-Factor Portfolios in the Equity and Fixed Income asset classes "_ and it is part of a collaboration between Fineco and Scuola Normale. The research activity will be in tight collaboration with the Quantitative Team of Fineco Asset Management in Dublin. The details of the call are at - ITA: https://amministrazionetrasparente.sns.it/sites/default/files/bandi/assegni… - ENG: https://amministrazionetrasparente.sns.it/sites/default/files/bandi/assegni… The deadline is June 24. I would be grateful if you could forward this message to any potentially interested candidate. Thanks and all the best, Stefano Marmi

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8 PhD positions at GSSI (fwd)
by Michele Gianfelice 01 Jun '20

01 Jun '20

Salve, ricevo ed inoltro p.c.. Cordialmente, m.gianfelice ----------------------------------------------------------------------- Michele Gianfelice Dipartimento di Matematica e Informatica Università della Calabria Telephone : +39 0984 496412 Campus di Arcavacata Fax : +39 0984 496410 Ponte P. Bucci - cubo 30B email: gianfelice(a)mat.unical.it I-87036 Arcavacata di Rende (CS) www.mat.unical.it/~gianfelice/ ----------------------------------------------------------------------- ---------- Forwarded message ---------- Date: Sun, 31 May 2020 01:18:52 +0200 From: Pierangelo Marcati <pierangelo.marcati(a)gssi.it> To: Pierangelo Marcati <p.marcati(a)gmail.com> Subject: 8 PhD positions at GSSI DEADLINE June,11 Dear Colleagues, This is to announce the opening for 8 PhD Fellowships in ?Mathematics in Natural, Social and Life Sciences? at Gran Sasso Science Institute (GSSI) starting in October 2020 - deadline for application: June 11, 2020, info: https://applications.gssi.it/phd/ The 8 PhD fellowships including "4 years - ? 16.159,91 gross yearly - free accommodation - free luncheon vouchers and canteen", are awarded in the area of Mathematics of GSSI (https://www.gssi.it/people/professors/lectures-maths). Among them 2 fellowships are given within the GrowBot FET - EU project, under the direction of Professor Pierangelo Marcati. https://growbot.eu/ Interested candidates can apply to both programs by submitting two different applications. Students and researchers in Mathematics at GSSI are encouraged to interact with other scientific communities. At GSSI, we believe that the interdisciplinary endeavor is the most effective way to do science and benefit society. Mathematical models are ubiquitous in physics, engineering, information theory, social and life sciences, as they provide a formidable framework to describe the time evolution of deterministic, stochastic and complex systems, which is one of the main goals at GSSI. Within the PhD program in Mathematics in Natural, Social and Life Sciences a priority has been established on mathematical modeling, both towards the traditional areas of application, such as Physics or Engineering, and towards emerging issues in Biology and in the Social Sciences. GSSI mathematics researchers are interested in tackling many problems with complementary perspectives and methods. The area of Mathematics is characterized by four large macro-sectors: Applied Partial Differential Equations, Stochastic Analysis, Numerical methods and Continuum Mechanics modeling. Within these sectors there is a shared interest in problems related to fluid dynamics, quantum mechanics, statistical mechanics and also its applications to data science. Important ideas of classical analysis, probability theory, mathematical physics and theoretical physics are used also for less traditional applications. Numerical linear algebra and numerical optimization help to design new models and accompanying numerical algorithms for applications in data mining, machine learning and network science. Continuum mechanics models, computational methods in fluid dynamics are used not only in their traditional field at the boundary between applied mathematics and theoretical engineering, but also in nonconventional problems like modeling the full heart function.

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