Random June 2021

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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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Seminar announcement July Thursday 8 - Metastability for the dilute Curie-Weiss model with Glauber dynamics (prof. Elena Pulvirenti)
by Gianmarco Bet 07 Jul '21

07 Jul '21

Dear colleagues, On July Thursday 8 at 14:00, prof. Elena Pulvirenti (TU Delft) will give a virtual seminar “in Florence”, to which you are all invited. You can find title and abstract below. Title: Metastability for the dilute Curie-Weiss model with Glauber dynamics Abstract: We analyse the metastable behaviour of the dilute Curie–Weiss model subject to a Glauber dynamics. The model is a random version of a mean-field Ising model, where the coupling coefficients are replaced by i.i.d. random coefficients, e.g. Bernoulli random variables with fixed parameter p. This model can be also viewed as an Ising model on the Erdos–Renyi random graph with edge probability p. The system is a Markov chain where spins flip according to a Metropolis dynamics at inverse temperature \beta. We compute the average time the system takes to reach the stable phase when it starts from a certain probability distribution on the metastable state (called the last-exit biased distribution), in the regime where the system size goes to infinity, the inverse temperature is larger than 1 and the magnetic field is positive and small enough. We obtain asymptotic bounds on the probability of the event that the mean metastable hitting time is approximated by that of the Curie–Weiss model. The proof uses the potential theoretic approach to metastability and concentration of measure inequalities. This is a joint collaboration with Anton Bovier (Bonn) and Saeda Marello (Bonn). The seminar will be on Zoom. You can find the information to join below. Time: Jul 8, 2021 02:00 PM Rome Join Zoom Meeting https://us02web.zoom.us/j/86877056843?pwd=VnRCYktqZUV2M05GTDMwdWRhQ2VBdz09 Meeting ID: 868 7705 6843 Passcode: 909528 If you know of someone who might be interested and is not subscribed to the random mailing list, please do not hesitate to forward this announcement to them. Kind regards, Gianmarco ---------------------------------------------------------------------- Gianmarco Bet (he/him) Junior researcher https://gianmarco.bet Phone: (+39) 055 2751491 Department of Mathematics and Informatics "U. Dini" University of Florence Viale Morgagni, 65 50134 Firenze, Italy Office 64 ----------------------------------------------------------------------

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no. 2 research grants for innovative and excellent research projects
by Susi Ceron 30 Jun '21

30 Jun '21

Dear All, we would like to inform you that *2 research grants (type B)* are available in the *Department of Statistical Sciences **at the **University of Padua*. *Deadline for application*: July 28th 2021 The Department will select innovative and excellent research projects proposed by young independent scholars within the framework of the Project of Excellence “Statistical methods and models for complex data” in the scientific sectors of interest to the Department of Statistical Sciences. The selection is open to PhD graduates who have completed suitable and documented academic and professional experience and that have carried out at least one year of post-doctoral research activity. Details can be found at: https://www.stat.unipd.it/bando-2-assegni-di-ricerca-tipo-b-selection-annou… Best regards, -- Ufficio Ricerca Dipartimento di Scienze Statistiche Università degli Studi di Padova Via Cesare Battisti 241 - 35121 Padova tel. +39 049 8274125 / +39 049 8274167 www.stat.unipd.it

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Padova Online Seminar by Wioletta Ruszel (University of Utrecht) [Friday, July 9 at 14.30]
by alessandra bianchi 29 Jun '21

29 Jun '21

Dear Colleagues, We would like to invite you to the following Probability seminar that will take place on July 9 at 14.30 by the zoom platform. ________________________________________________________ Speaker: Wioletta Ruszel (University of Utrecht) Title: Local central limit theorem and potential kernel estimates for a class of symmetric heavy-tailed random variables. 09 JULY (Friday) - 14:30 zoom link: TBA available on the webpage https://www.math.unipd.it/~bianchi/seminari/ ) Abstract: In this talk we will discuss stable local limit theorems and potential kernel estimates. In particular we consider a class of heavy-tailed random variables on Z in the domain of attraction of an -stable random variable of index \alpha \in (0, 2) satisfying a certain expansion of their characteristic function expansion. Our results include sharp convergence rates for the local (stable) central limit theorem, a detailed expansion of the characteristic function of a long-range random walk with transition and detailed asymptotic estimates of the discrete potential kernel. This is joint work with Leandro Chiarini (UU) and Milton Jara (IMPA) and is based on arXiv.com/2101.01609. -- 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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pst-doc in Statistics, University of Florence
by Monia Lupparelli 29 Jun '21

29 Jun '21

* Apologise for cross-posting * Dear Colleagues, I would like to inform you that a post-doc in Statistics is available in the Department of Statistics, Computer Science, Applications at the University of Florence, under the supervision of Prof. Monia Lupparelli and Prof. Francesco C. Stingo. Deadline for application: July 12th 2021 Starting date: November 1st 2021 Research topic: Bayesian model search for profile undirected graphical models The research project aims to develop a graphical modelling approach to study the effect that a risk factor may have on a set of random variables and on their joint dependence structure. This issue could be partially addressed by using chain graph or multiple graph models: the first method ignores how the dependence structure may vary under different profiles defined by the external factor, the second does not account for the effect of the factor on single variables. The research should develop a class of profile graphical models to fill the gap between the existent graphical approaches. As far as inference is concerned, model selection represents a crucial aspect since compatibility constraints for the model identifiability need to be considered. The idea is to implement Bayesian stochastic search approaches for the selection and inference of discrete profile graphs, both for moderate and high dimensional data. The proposed methodology will be applied to biomedical data. Details can be found at https://bandi.miur.it/bandi.php/public/fellowship/id_fellow/192962 <https://bandi.miur.it/bandi.php/public/fellowship/id_fellow/192962> and https://titulus.unifi.it/albo/viewer?view=files%2F004108400-UNFICLE-701729a… <https://titulus.unifi.it/albo/viewer?view=files/004108400-UNFICLE-701729a1-…> Best Regards, Monia Lupparelli ----------------------------------------- Monia Lupparelli, PhD Department of Statistics, Computer Science, Applications University of Florence Viale Morgagni 59, 50134 Florence, IT Phone +39 055 2751579

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Annuncio: GNU TeXmacs versione 2.1
by Massimiliano Gubinelli 25 Jun '21

25 Jun '21

Cari colleghi, insieme ad altri ricercatori da molti anni sviluppiamo un editor di testi scientifici (e non) che si chiama TeXmacs (www.texmacs.org) e che permette di scrivere articoli, preparare presentazioni, etc.. rimpiazzando l'uso dei vari sistemi basati su TeX con un'interfaccia più sintetica e moderna. TeXmacs non è basato su TeX ma può esportare i documenti in vari formati, tra cui HTML, PDF o appunto (La)TeX. Il software è libero, parte del progetto GNU (per chi conosce questa iniziativa e i suoi scopi) e compatibile con Mac, Windows e i vari sistemi Linux. È un sistema che per molti di noi è diventato uno strumento di uso quotidiano, sia nella didattica (sopratutto in questo periodo di insegnamento a distanza) che nella ricerca e nella produzione di documentazione scientifica: articoli, tesi, libri. Da poco abbiamo rilasciato la versione 2.1 che rappresenta il consolidamento del nostro lavoro dell'ultimo decennio e all'occasione cerchiamo di fare un po' di pubblicità all'iniziativa per favorirne la diffusione. In particolare abbiamo prodotto un corto video di presentazione (~4 min) che riassume le caratteristiche salienti del sistema: https://www.youtube.com/watch?v=H46ON2FB30U In rete trovate anche varie risorse di informazione: un sito web dove scaricare il programma, un forum e delle liste di diffusione. Per maggiori dettagli faccio seguire il messaggio ufficiale in inglese. Sperando che questa iniziativa possa essere di interesse e utile, vi porgo cordiali saluti, Massimiliano Gubinelli -------------------------------------------------------------------- Dear colleague, We are happy to announce the release of GNU TeXmacs 2.1, a free scientific office suite that you may download from https://www.texmacs.org The core of the system is a what-you-see-is-what-you-get structured text editor with support for mathematical formulas. For a short overview, you may watch the following video (3 min 40): https://www.youtube.com/watch?v=H46ON2FB30U TeXmacs is unique in its ability to produce documents with the highest typographical quality using a user friendly interface. The software also comes with an integrated presentation tool, a picture editor, version control, a bibliography tool, interfaces to various mathematical computation systems, and much more... GNU TeXmacs is not based on TeX/LaTeX, but comes with high quality converters from and to LaTeX, as well as Html/MathML/MathJax. In order to get started with TeXmacs, we recommend that you watch one or more of our introductory videos: https://www.texmacs.org/tmweb/home/videos.en.html The software provides integrated documentation and a manual that can be downloaded from https://www.texmacs.org/tmweb/help/book.en.html A new book about TeXmacs is available here: https://www.scypress.com/book_info.html For further questions, don't hesitate to ask on one of our mailing lists or on the TeXmacs forum. With our best regards, The TeXmacs team

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Next LTI@Unito webinars: June 29, 2021 @12:00 | July 1, 2021 @12:00
by Luca Regis 23 Jun '21

23 Jun '21

Dear colleagues, I am happy to forward you the following announcements of two seminars in Quantitative Finance organized by LTI@UniTO and Collegio Carlo Alberto: * Matthijs Breugem (CCA) on Tuesday, June 29th: "On the impact of Long Term Investors on Information Choice and Market Efficiency" * Carole Bernard (Grenoble Ecole de Management) on Thursday July 1st: "Option-implied dependence and correlation risk premium". Please find below the abstract and the zoom links. Best regards, Luca Regis <#> <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/SNnQ5aISnSkDsUrrKkdJ5noQSxbj4pJWMq…> <#> LTI@Unito and Fondazione Collegio Carlo Alberto are pleased to invite you to the following webinars <#> *June 29, 2021 | 12:00 - 13:00* *“On The Impact of Long Term Investors on Information Choice and Market Efficiency”* *Matthijs Breugem (Collegio Carlo Alberto)* <#> *Abstract* We analyze the impact of investor investment horizon on information acquisition and market efficiency in an REE economy with short-term and long-term investors. We find that the presence of long-term investors increases the willingness of short-term investors to acquire long-term information. Specifically, short-term investors care about long-term information to the extent that future prices—at which they liquidate their investments—reflect long-term payoffs. Long-term investors acquire long-term information and therefore increase the price-informativeness of future prices. Therefore, the larger the fraction of long-term investors, the more long-term payoffs are reflected into future prices, and the more long-term information is acquired by short-term investors. *Zoom Link:* *https://us02web.zoom.us/j/83290754621?pwd=Q3NoaWlIdXpnSkovdjlRTXE1OE5jdz09 <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/PA1lvCniowZZn-8vKUfINTd51_6qus8e1k…>* Meeting ID: 832 9075 4621 Passcode: 359187 <#> *July 1, 2021 | 12:00 - 13:00* *“Option-Implied Dependence and Correlation Risk Premium”* *Carole Bernard (Grenoble Ecole de Management)* <#> *Abstract* We propose a novel model-free approach to obtain the joint risk-neutral distribution among several assets that is consistent with market prices of options on these assets and their weighted index. In an empirical application, we use options on the S&P 500 index and its nine industry sectors. The results of our analysis reveal that the option-implied dependence for the nine sectors is highly nonnormal, asymmetric, and time-varying. We then study two conditional correlations: when the market moves down or up. The risk premium for the down correlation is strongly negative, while the opposite is true for the up correlation. These findings are consistent with the economic intuition that investors dislike the loss of diversification when markets fall, but they actually prefer high correlation when markets rally. *Zoom link: * *https://us02web.zoom.us/j/81288915014?pwd=YjEzZVpIcG9XV0dIQ0VIT3U1MlNvQT09* <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/UPvaJBcnB9yu8Re-TR7dBnNYNJyWPZXbUf…> Meeting ID: 812 8891 5014 Passcode: 967992 <#> <#> <#> <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/iyOIzzg_nVx7Bu3-NolrUvwYpV1JmU_hFp…> <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/Et9Pc4YQXTY89y_CV5p_IUhO4DxipOFuoI…> <#> FONDAZIONE COLLEGIO CARLO ALBERTO Piazza Arbarello 8 - 10122 Torino, Italy phone: +390116705000 segreteria(a)carloalberto.org - www.carloalberto.org Facebook <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/yVeI_QEUL9xx9EqhVQgfTjU0cwCU5_VhvC…> Twitter <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/0kMzTVLZsJ-Syk4mMhudyxU14AXIlPy9yW…> LinkedIn <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/QYDynuy101bf3yF94teX10r5klyqsB8YBx…> Instagram <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/qnxIbHpfFwuutvK3uttAeswc2cRYOxE0tz…> Youtube <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/_BlSIp8G775XAxS37E-KhH0lDg1opLCsE-…> <#> *INFORMATION UNDER THE NEW GENERAL DATA PROTECTION REGULATION (GDPR)* Your personal information has been gathered for the exclusive purpose of informing you about the Collegio's initiatives, considering our and your legitimate interest or your consent. If you wish to have your personal data modified please contact Fondazione Collegio Carlo Alberto, piazza Arbarello 8, 1022 Torino, Italy - phone: +390116705000 - privacy(a)carloalberto.org *Unsubscribe* <https://4z5y5.r.a.d.sendibm1.com/mk/un/aZ9kdc-nDnUx78P7s4mh2iStF7nA4UX09Z6U…> <#> © 2021 Fondazione Collegio Carlo Alberto

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(PMS)^2 online talk: Lucia Caramellino [Monday June 28 at 5:30pm]
by Maurizia Rossi 23 Jun '21

23 Jun '21

Dear colleagues, we are happy to announce the following online talk: Speaker: *Lucia Caramellino* (Università di Roma "Tor Vergata") Title: *Regularization lemmas and convergence in total variation.* Abstract: We provide a simple abstract formalism of integration by parts under which we obtain some regularization lemmas. These lemmas apply to any sequence of random variables which are smooth and non-degenerated in some sense and enable one to upgrade the distance of convergence from a smooth (Wasserstein e.g.) distance to the total variation in a quantitative way. We provide a result removing the costly assumption that some non-degeneracy is required along the whole sequence, as we require only non-degeneracy at the limit. The price to pay is to control the smooth distance between the Malliavin matrix of the sequence and the Malliavin matrix of the limit which is particularly easy in the context of Gaussian limits as their Malliavin matrix is deterministic. We show some applications of this result. >From joint papers with Vlad Bally and Guillaume Poly. Date and time: * Monday June 28, 17:30-18:30 (Rome time zone)* *Zoom link: * https://us02web.zoom.us/j/82036797456?pwd=bFpXZndKOHFxOTNrUkd0OVhub09qZz09 ID riunione: 820 3679 7456 Passcode: t0Db9B This is a talk of the *(PMS)^2: Pavia-Milano Seminar series on Probability and Mathematical Statistics *organized jointly by the universities Milano-Bicocca, Pavia, Milano-Politecnico and Milano-Statale. For more information see the dedicated *webpage:* https://paviamilanoseminars.wordpress.com/ <http://paviamilanoseminars.wordpress.com> Participation is free and welcome! (though limited to 100 participants for technical reasons). Best regards *The organizers* (Mario Maurelli, Carlo Orrieri, Maurizia Rossi, Margherita Zanella) - - - Maurizia Rossi Dipartimento di Matematica e Applicazioni Università di Milano-Bicocca

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Fwd: [owps] OWPS Talks June 24
by Faggionato, Alessandra 23 Jun '21

23 Jun '21

Buongiorno vi giro l'annuncio del OWPS di domani (notate che nella mail scrivono June 25 ma poi hanno mandato una seconda mail di rettifica). Buona giornata Alessandra ---------- Forwarded message --------- Da: One World Probability <ow.probability(a)gmail.com> Date: mer 23 giu 2021 alle ore 08:14 Subject: [owps] OWPS Talks June 25 To: <owps(a)lists.bath.ac.uk> Dear All, Thursday June 25 we have a session on Probability Theory and Population Genetics, Speakers: Cornelia Pokalyuk and Anton Wakolbinger. This is the last session before the summer break! (Note: the time is in UTC. Due to time changes, you should check what that translates to in your location) ------------------------------------------------ (14:00-16:00 UTC) Speakers: Cornelia Pokalyuk and Anton Wakolbinger Fixation of slightly beneficial alleles from a backward and a forward perspective Cornelia Pokalyuk and Anton Wakolbinger (Goethe Universität Frankfurt) For a slightly beneficial mutant whose mean offspring number is by a factor 1+s larger than that of the wild types, the probability of being established in a large population is \approx 2s/v^2, where v^2 is the offspring variance. This approximation has been derived (for v^2=1) by Haldane (1927). In our tandem talk we will present some mathematics behind and beyond Haldane's formula within the class of Cannings models (which in the neutral case generalize the prototypic Wright-Fisher model from multinomial to exchangeable offspring numbers). It turns out that for ``moderately strong'' selection the {\em forward perspective} of the Galton-Watson approximation helps to prove the Haldane asymptotics in the large population limit, whereas for ``moderately weak'' selection a {\em backward perspective} is appropriate, which relies on an ancestral selection graph in discrete time. These parts of the presentation are based on F. Boenkost, A. Gonz\’alez Casanova, C.P., A.W., Haldane's formula in Cannings models: - The case of moderately weak selection, Electron. J. Probab. 26(4) (2021) - The case of moderately strong selection, arXiv:2008.02225 [1] [math.PR], submitted. In the last part of the talk we will give an outlook on work in progress on analoga of Haldane's formula for a class of Cannings models with asymptotically infinite offspring variance. A. Introduction Anton Wakolbinger B. Forwards perspective Cornelia Pokalyuk C. Backwards perspective Anton Wakolbinger D. Outlook Cornelia Pokalyuk The Zoom link is on the OWPS webpage. It can also be accessed directly via https://tum-conf.zoom.us/j/67179046628 <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Ftum-conf.…> Meeting ID:671 7904 6628 Passcode: 160041 Best wishes, Julien and Nina -- ************************************************* 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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