February 2021 - 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. We are planning to organize the conference in presence in 2021./ ECSO - CMS 2021 is jointly organized by the Department of Economics of Ca’ Foscari University of Venice, the CMS Journal and the EURO Working Group on Stochastic Optimization. ECSO 2021 is the 3rd edition of a stream of conferences organized by the EURO Working Group on Stochastic Optimization (EWGSO). The previous editions were held in Paris (2014) and Rome (2017). The scope of the conference is to bring together researchers and professionals in Stochastic Optimization and its applications in different fields spacing from economics and finance to supply chain, logistics, etc. CMS 2021 is the 17th edition of an annual meeting associated with the journal of Computational Management Science published by Springer. The aim of the conference is to provide a forum for theoreticians and practitioners from academia and industry to exchange knowledge, ideas and results in a broad range of topics relevant to the theory and practice of computational methods in management science. This joint event will provide a forum for fruitful discussions and interactions among researchers and professionals from industry and institutional sectors on decision making under uncertainty in a complex world.The conference will be within the scopes of both CMS and EWGSO and, in particular, it will focus on models, methods and computational tools in stochastic, robust and distributionally robust optimization and on computational aspects of management science with emphasis on risk management, valuation problems, measurement applications. Traditional fields of application, such as finance, energy, water management, logistics, supply chain management, and emerging ones, such as healthcare, climate risk and sustainable development, will be included. VENUE: Department of Economics, Ca’ Foscari University of Venice San Giobbe Campus – Cannaregio 873, 30121 Venice, Italy Webpage: www.unive.it/ecsocms2021 <http://www.unive.it/ecsocms2021> Conference Secretariat: ecsocms2021(a)unive.it Conference hashtag: #ecsocms2021 IMPORTANT DATES Abstract submission: *March 31, 2021* Notification of acceptance: *April 20, 2021* Early registration: *April 30, 2021* Conference: J*uly 7-9, 2021* CONFIRMED INVITED SPEAKERS DARINKA DENTCHEVA, Stevens Institute of Technology (USA) DAVID MORTON, Northwestern University (USA) GAH-YI BAN, University of Maryland (USA) DANIEL KUHN, École polytechnique fédérale de Lausanne (CH) GIORGIO CONSIGLI, Università di Bergamo (I) A *prize for the student best paper* will be awarded. Papers should be nominated via e-mail by the students’ supervisors (ecsocms2021(a)unive.it) *Deadline for the submissions to the prize is May 15.* The program will include a devoted session for presenting the best papers to compete for the prize, such that the jury could make the final choice. The paper does not have to be published. The papers should be principally authored by the student, but co-authors are permitted as long as their contributions are clarified. Only registered participants’ papers will be considered for the prize. Jury for the Student Best Paper Prize: Stein-Erik Fleten (NTNU Norwegian University of Science and Technology), Milos Kopa (Charles University of Prague), Francesca Maggioni (University of Bergamo), Ruediger Schultz (University Duisburg-Essen). We are looking forward to seeing you in Venice. Best Regards, Diana Barro, Stein-Erik Fleten and Martina Nardon Organizing and Program Committee Chairs -------------------------------------- Dr. Martina Nardon Dipartimento di Economia Università Ca' Foscari Venezia San Giobbe - Cannaregio, 873 30121 Venezia, Italy tel. +39 041 234 7413 --------------------------------------

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LTI@Unito Webinars: March 1, Massimiliano Caporin | March 2, Roberto Renò
by Luca Regis 18 Mar '21

18 Mar '21

Dear colleagues, || |LTI@UniTO (www.carloalberto.org/lti <www.carloalberto.org/lti>) and Fondazione Collegio Carlo Alberto are pleased to invite you to the following webinars in Mathematical Finance: | | *March 1, 2021 | 17:00-18:00* *“Do jumps matter in Realized Volatility modeling and forecasting? Empirical evidence and a new model”* *Massimiliano Caporin, University of Padova* *Abstract*: Building on an extensive empirical analysis I investigate the relevance of jumps and signed variations in predicting Realized Volatility. I show that properly accounting for intra-day volatility patterns and staleness sensibly reduces the identified jumps. Realized Variance decompositions based on intra-day return size and sign improve the in-sample fit of the models commonly adopted in empirical studies. I also introduce a novel specification based on a more informative decomposition of Realized Volatility, which offers improvements over standard models. From a forecasting perspective, the empirical evidence I report shows that most models, irrespective of their flexibility, are statistically equivalent in many cases. This result is confirmed with different samples, liquidity levels, forecast horizons and possible transformations of the dependent and explanatory variables. *Zoom Link: https://us02web.zoom.us/j/82672618584?pwd=VWdNeWhEc1pyVjJCQ3pucEhtb1BxUT09 <https://us02web.zoom.us/j/82672618584?pwd=VWdNeWhEc1pyVjJCQ3pucEhtb1BxUT09>* Meeting ID: 826 7261 8584 Passcode: 599584 ------ *March 2, 2021 | 12:00-13:15 * *“V-shapes”* *Roberto Renò, University of Verona* *Abstract*: An insidious form of market inefficiency, by which prices lose their informativeness and wealth is distributed arbitrarily, translates into V-shapes, that is sudden changes of the sign of the price drift. We use this insight to develop a new tool for the detection of reverting drift, the V-statistic. We apply this tool to (i) quantify the extent of this kind of market inefficiency in the U.S. stock market during the Covid-19 pandemic; and (ii) show the harmful consequences of V-shapes on financial stability by estimating the huge loss suffered by Italian taxpayers (0.45B euros) in May 2018, when a transient crash hit the secondary bond market during a Treasury auction. /Joint with Maria Flora./ *Zoom link https://us02web.zoom.us/j/82590058916?pwd=VEowc2NUcm5rNmtFdWQ0MlMxUEVLQT09 <https://us02web.zoom.us/j/82590058916?pwd=VEowc2NUcm5rNmtFdWQ0MlMxUEVLQT09>* Meeting ID: 825 9005 8916 Passcode: 055411 We look forward to your participation! | -- 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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RTD-B MAT/06 - Università della Basilicata
by Antonio DI CRESCENZO 13 Mar '21

13 Mar '21

Si rende noto che nella G.U. – IV Serie Speciale – “Concorsi ed Esami” n. 20 del 12/03/2021 (con scadenza alle ore 18.00 del 27/03/2021) sarà bandito un concorso da Ricercatore a tempo determinato *RTD-B* presso l'*Università della Basilicata* (Dipartimento di Matematica, Informatica ed Economia, sede: Potenza) nel SSD *MAT/06 (Probabilità e Statistica Matematica)*. Per informazioni è possibile contattare il coordinatore del CdS in Matematica, Alberto Cialdea (alberto.cialdea(a)unibas.it)

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Statistics and Probability Seminars @University of Nottingham: Karthik Bharath (3pm Italian time)
by Fabrizio Leisen 03 Mar '21

03 Mar '21

Con preghiera di diffusione. *Italian time: 15:00* Cordiali Saluti, Fabrizio Dear All, the Statistics and Probability group at the University of Nottingham organize a series of internal seminars which will be available to anyone interested, even outside the University of Nottingham. Our next speaker is Karthik Bharath. Seminar date and time: *4**th* * of March at 2pm. * Below you can find the Abstract and Title. Furthermore, you can find the Teams link to join the seminar. Best Wishes, Fabrizio Leisen Professor of Statistics University of Nottingham School of Mathematical Sciences University Park, Nottingham, NG7 2RD, UK http://sites.google.com/site/fabrizioleisen/ You are cordially invited to the following seminar: Karthik Bharath <https://www.nottingham.ac.uk/mathematics/people/karthik.bharath> (Internal Seminar) ----> 4th of March *at 2pm* Title: Shape space and models for functional data Abstract: Statements such as “death rate curve needs to remain single peaked”; “we expect the second peak of infected cases to be smaller compared to the first”, are, unfortunately, all too familiar nowadays. They represent instances of informal descriptions of shapes of functions we can relate to readily, wherein the notion of shape relates exclusively to ‘y direction’ variation. To formalise this, in this talk, I will consider a group-theoretic description of the shape of a function as that which is left behind once ‘x direction’ variability is ignored: only the number and values of local extrema are relevant to describe its shape and not their timings. Accordingly, the shape of a function is shown to be uniquely encoded by a polynomial, and this connection allows us to study structural aspects of the shape space of functions. For statistical analysis of functional data (e.g., densely sampled multiple time series data) the upside to this perspective is that (i) a natural dimension reduction mechanism based on local extrema becomes available when analysing amplitudes that avoids the task of registering (or aligning) the data; and (ii) simple finite-dimensional generative shape models can be defined. On the other hand, geometry of the shape space is complicated, and this makes it difficult to compute descriptive statistics (e.g., average shape) and study models induced on the shape space from the original (simpler) function space. This is joint work with Ian Jermyn (Durham). __________________________________________________ Microsoft Teams meeting Join on your computer or mobile app Click here to join the meeting <https://teams.microsoft.com/l/meetup-join/19%3ameeting_YTYwODYyNDEtYThiZi00…> Learn more <https://aka.ms/JoinTeamsMeeting> | Meeting options <https://teams.microsoft.com/meetingOptions/?organizerId=ac48eccb-4345-40d8-…> -- Fabrizio Leisen Professor of Statistics University of Nottingham School of Mathematical Sciences University Park, Nottingham, NG7 2RD, UK http://sites.google.com/site/fabrizioleisen/

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I: Assegno di ricerca nel settore MAT/06 - Ancona
by Alberto Lanconelli 26 Feb '21

26 Feb '21

Ricevo e inoltro. Alberto ________________________________ Da: CRISTINA MARCELLI <c.marcelli(a)staff.univpm.it> Inviato: venerdì 26 febbraio 2021 18:18 A: Alberto Lanconelli <alberto.lanconelli2(a)unibo.it> Oggetto: Assegno di ricerca nel settore MAT/06 - Ancona Cari colleghi, sono docente di Analisi Matematica presso l’Università Politecnica delle Marche (Ancona). Vi scrivo per informarvi di un prossimo bando per un assegno di ricerca nel settore MAT/06 presso la Facoltà di Ingegneria del nostro Ateneo. L'assegno sarà annuale, ma rinnovabile fino a 3 anni. Se conoscete qualche giovane potenzialmente interessato (purché abbia già conseguito il titolo di dottore di ricerca) e desiderate avere maggiori informazioni, potete contattarmi scrivendomi a c.marcelli(a)univpm.it<mailto:c.marcelli@univpm.it> . Grazie per l’attenzione, Cristina Marcelli

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Seminar announcement
by Marco Scarsini 26 Feb '21

26 Feb '21

*Thursday, 4 March, 17:00 CET* *Katya Scheinberg**, *Cornell University A Theoretical and Empirical Comparison of Gradient Approximations in Derivative-Free Optimization <http://mailsender.luiss.it/lists/lt.php?id=cRpQAQUDSAUFBgdOVgFdBQs> Discussants: Pavel Dvurechensky and Giuseppe Ughi The paper can be found here <https://arxiv.org/abs/1905.01332>. This is the link to the Virtual Room <http://mailsender.luiss.it/lists/lt.php?id=cRpQAAYBSAUFBQBOVgFdBQs> The schedule of the upcoming seminars can be found here <https://economiaefinanza.luiss.it/en/seminari/prossimi-seminari>. If you want to receive announcements of future seminars, please fill out this form <https://docs.google.com/forms/d/e/1FAIpQLSeDxM-M5ogG43elgjC-lNCp0BDhISiZHG0…> . ******************************************************* Marco Scarsini Dipartimento di Economia e Finanza Luiss Viale Romania 32 00197 Roma, ITALY URL: http://docenti.luiss.it/scarsini/

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Concorsi per ricercatori e tempo determinato...
by Marco Minozzo 25 Feb '21

25 Feb '21

Carissime e carissimi, nella Gazzetta Ufficiale - IV Serie Speciale n. 14 del 19/02/2021 è stato pubblicato l'avviso relativo all'indizione di procedure selettive per posti di Ricercatore a tempo determinato ai sensi dell'art. 24, comma 3, lettera b) della L. 240/2010 presso l'Università degli Studi di Verona. Si segnalano in particolare i seguenti settori: Dipartimento di Scienze economiche 1 posto SECS-S/01 Statistica - Cod. 2021rtdb034 1 posto SECS-S/06 Metodi Matematici dell'Economia e delle Scienze Attuariali e Finanziarie - Cod. 2021rtdb035 I bandi sono disponibili all'Albo ufficiale e alla pagina concorsi del sito web di Ateneo all'indirizzo: https://www.univr.it/it/concorsi/personale-docente/ricercatore/ricercatore-… La scadenza per la presentazione delle domande è il 22 marzo 2021 alle ore 20.00. Un caro saluto, Marco Minozzo ------------------------------------------------------------------- Prof. Marco Minozzo, PhD Presidente Laurea in Economia e Commercio Dipartimento di Scienze Economiche Università degli Studi di Verona Via Cantarane 24 37129 Verona (Italy) Tel: +39045 8028234 Fax: +39045 8028177 E-mail: marco.minozzo(a)univr.it<mailto:marco.minozzo@univr.it> -------------------------------------------------------------------

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Fwd: [owps] One World Probability Seminar Thursday February 25, 2021
by Faggionato, Alessandra 24 Feb '21

24 Feb '21

Buongiorno, vi inoltro l'annuncio del OWPS di domani. Saluti Alessandra ---------- Forwarded message --------- Da: One World Probability <ow.probability(a)gmail.com> Date: mer 24 feb 2021 alle ore 12:25 Subject: [owps] One World Probability Seminar Thursday February 25, 2021 To: <owps(a)lists.bath.ac.uk> Tomorrow's speakers in the One World Probability Seminar are (Note: all times are in UTC. *Due to time changes, you should check what that translates to in your location*) ------------------------------------------------ (14:00-15:00 UTC) Speaker: Fredrik Viklund (KTH) Title: Interplay between Dirichlet and Loewner energies: cutting-welding operations and foliations by Weil-Petersson quasicircles - Part 1 Abstract: The Loewner energy is a Mobius invariant deterministic quantity attached to Jordan curves in the plane. One way in which it arises is as a large deviations rate function for the Schramm-Loewner evolution with small parameter. A curve has finite Loewner Energy if and only if it is a Weil-Petersson quasicircle, a class of curves that in the last decades has received significant attention by both physicists and mathematicians, but only very recently by probabilists. The Loewner-Kufarev energy is a dual quantity attached to certain continuous families of Jordan curves, which arises in the context of large deviations of SLEs with large parameter. We will survey recent joint works (and beyond) that describe the interplay between these energies (and the Weil-Petersson quasicircles) with the usual Dirichlet energy on the plane. The results are closely related to recent ideas and developments in Random Conformal Geometry but proofs are purely analytic. In the first talk, we begin by presenting background material and a survey of properties and characterisations of Weil-Petersson quasicircles. We then discuss interactions between Weil-Petersson quasicircles with ambient Dirichlet class functions via cutting and conformal welding operations as well as interpretations in terms of "flow-lines". At the end we will present a "dictionary" that relates these statements with ideas in Random Conformal Geometry. (15:00-16:00 UTC) Speaker: Yilin Wang (MIT) Title: Interplay between Dirichlet and Loewner energies: cutting-welding operations and foliations by Weil-Petersson quasicircles - Part 2 Abstract: The main topic of the second talk is the Loewner-Kufarev energy and corresponding families of Weil-Petersson quasicircles. We will indicate how to associate to such a foliation a (geometric) "winding function" on the plane whose Dirichlet energy equals the (analytic) Loewner-Kufarev energy. This duality entails several interesting results: for example, the Loewner-Kufarev Energy is in fact reversible and we obtain a new characterisation of Weil-Petersson quasicircles. We will end by discussing further implications and open problems. *Main references:*F. Viklund, Y. Wang: Interplay between Loewner and Dirichlet energies via conformal welding and flow-lines, Geom. Funct. Anal. (GAFA) 30 289–321 (2020) F. Viklund, Y. Wang: The Loewner-Kufarev Energy and Foliations by Weil-Petersson Quasicircles, arXiv:2012.05771 (2020) ------------------------------------------------ The zoom link will appear the day before on the OWPS website: https://www.owprobability.org/one-world-probability-seminar <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwww.owpro…> It can also be directly accessed through the link below: https://uniroma1.zoom.us/j/89460596402?pwd=QmZ5N25waCs5NVl5QkJGdWxQTFpDdz09 <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Funiroma1.…> Meeting-ID: 894 6059 6402 Passcode: 307302 Please feel free to circulate this email. We hope to see you all tomorrow! One World Probability Team -- ************************************************* 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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RTDB MAT/06 Università di Verona
by Paolo Dai Pra 23 Feb '21

23 Feb '21

Vi informo dell’uscita del bando RTDB S.C. 01/A3 Analisi matematica, Probabilità e Statistica matematica - S.S.D. MAT/06 Probabilità e Statistica matematica Presso in Dipartimento di Informatica dell’Università di Verona. https://www.univr.it/it/concorsi/personale-docente/ricercatore/ricercatore-… <https://www.univr.it/it/concorsi/personale-docente/ricercatore/ricercatore-…> Paolo Dai Pra Dipartimento di Informatica Università degli Studi di Verona Strada Le Grazie 15, 37134 Verona, Italy Tel. +390458027093

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