Random June 2021

random@lists.dm.unipi.it

30 participants
43 discussions

Tenure track position/Complex Systems/Finland/DL 23.6.2021
by Juho Kanniainen (TAU) 13 Jun '21

13 Jun '21

Hi, Tampere University (Finland) has an open tenure position in Complex Systems in Tampere (Dept of Computing Sciences): https://tuni.rekrytointi.com/paikat/?o=A_RJ&jgid=1&jid=1064 We are looking for a computationally orientated candidate with expertise at least in one of the complex systems topics, especially in complex adaptive systems or complex networks. Candidate’s research can be exploratory and data-driven and/or model-based with various application areas, such as social sciences, computer science, economics, health, biology, or climate research. Applicants are encouraged to pursue an ambitious yet realistic research plan, emphasizing methodological, applied, and multidisciplinary aspects of their research. If you find this position interesting, don’t hesitate to apply for it! You may also share information on this position to potential candidates. The closing date for applications is Wednesday 23.6.2021 (at 23.59 EEST, GMT+2 / 21.59 UTC). Kind regards, Juho Kanniainen -- Juho Kanniainen Professor, PhD Tampere University Computing Sciences/Statistical Data Analytics Group for Financial Computing and Data Analytics<https://www.tuni.fi/en/research/financial-computing-and-data-analytics> Mobile: +358 40 707 4532 E-mail: juho.kanniainen(a)tuni.fi<mailto:juho.kanniainen@tuni.fi> www.sites.google.com/site/juhokanniainen<http://www.sites.google.com/site/juhokanniainen> Coordinator of BigDataFinance EU Program www.bigdatafinance.eu<http://www.bigdatafinance.eu>

1 0

Seminario G. Cipolloni a Roma Tre, 24/06/2021
by Davide Macera 11 Jun '21

11 Jun '21

Ricevo ed inoltro ricercaMatFis(a)mat.uniroma3.it > gio 10/06/2021 15:38 > A: > > - ricercaMatFis(a)mat.uniroma3.it > > SEMINARIO > Probabilita' > Giorgio Cipolloni > (IST Austria) > Titolo: Fluctuation in the spectrum of non-Hermitian i.i.d. random > matrices. > Giovedi' 24 Giugno 2021 ORE 14:30 > Dipartimento di Matematica e Fisica > Universita' degli Studi Roma Tre > Largo San Leonardo Murialdo,1 - Pal.C - Aula 211 > Abstract > We consider a large non-Hermitian i.i.d. matrix X with real or complex > entries, and we analyse its spectrum using Girko's formula. We will > then show some applications of this approach proving: (i) edge > universality (the non-Hermitian analogue of Tracy-Widom universality); > (ii) Gaussian fluctuation of linear statistics of the eigenvalues for > general test functions. The proof relies on three main ingredients: > (i) local law for product of resolvents of the Hermitisation of X, > (ii) coupling of several weakly dependent Dyson Brownian motion, (iii) > rigorous supersymmetric analysis. >

1 0

Second call: „Junior female researchers in probability“ 4-6 October 2021
by Luisa Andreis 11 Jun '21

11 Jun '21

Second call: „Junior female researchers in probability“ Dear colleagues, we would like to draw your attention to the third conference for "Junior female researchers in probability”, 4-6 October 2021 (postponed from last year due to the pandemic). The aim of this workshop is to promote young female researchers by giving them an opportunity to present their own work, and hear distinguished mathematicians who can inspire them to pursue a fulfilling career in probability. Keynote speakers: Nina Gantert (TU München) Eva Löcherbach (Paris) Invited speakers: Sigrid Källblad (Stockholm) Annika Lang (Göteborg) Elena Pulvirenti (Delft) Maite Wilke Berenguer (Berlin) The workshop will take place online and, if possible, as a hybrid event in Berlin. We warmly invite those who identify as female to submit abstracts for contributed talks, and apply for financial support for traveling to Berlin in case we can have a hybrid event. However, please be aware that being unable to travel should not restrain from submitting an abstract. There are special travel grants for female master students interested in gaining some insight into research and get in touch with researchers.. Of course everybody is very welcome to participate, but presentations and financial support are reserved for female participants. Deadline for submission of abstracts and funding requests: June 30, 2021. Please pass this information on to interested master students, PhD students and postdocs as well as your colleagues! More details can be found on our website: https://www.wias-berlin.de/workshops/JFRP21/ <https://www.wias-berlin.de/workshops/JFRP21/> Best regards, Luisa Andreis, Peter Bank, Dörte Kreher, Laura Körber, Noemi Kurt, Alexandra Quitmann and Weile Weng

1 0

6th Berlin Workshop for Young Researchers
by Tiziano De Angelis 11 Jun '21

11 Jun '21

Dear All, I am forwarding the announcement below from Dirk Becherer. Best wishes Tiziano ----------------------------------- ----------------------------------- The 6th BERLIN WORKSHOP FOR YOUNG RESEARCHERS in Mathematical Finance and Stochastic Analysis will take place online from 23-25.Aug.2021 and offers an excellent opportunity for young researchers to present their research to an international audience - alongside to keynote speakers Christa Cuchiero, Beatrice Acciaio, Johannes Muhle-Karbe, Xunyu Zhou, Ludovic Tangpi and Julio Backhoff. Here is the *** CALL FOR CONTRIBUTED TALKS *** : https://t1p.de/YoungResearchersBerlin2021 It would be great if you could make excellent young researchers (phd, postdoc or shortly after) at your place aware of this opportunity to present their research. We are looking forward to welcoming many young talents to this workshop in Berlin, even if only virtually this time! Participation at the workshop is free but registration is required. For the organizers, Dirk Becherer

1 0

LTI@Unito webinar Lorenzo Schoenleber (CCA): “Investor Behavior under Prospect Theory: Evidence from Mutual Funds” | June 14, 2021 @12:45
by Luca Regis 10 Jun '21

10 Jun '21

Dear Colleagues, I am happy to share with you the following invitation to the Quantative Finance webinar organized by LTI@UniTO and Collegio Carlo Alberto, “Investor Behavior under Prospect Theory: Evidence from Mutual Funds” by Lorenzo Schoenleber (CCA), which will take place on Zoom on June 14th, at 12.45. Below you find the Zoom link and an abstract of the presentation. Best regards, Luca Regis <#> <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/CkeqzI9VH3wAjL0mIewldcmVdn9Kyki4A1…> <#> LTI@Unito and Fondazione Collegio Carlo Alberto are pleased to invite you to the following webinar <#> *June 14, 2021 | 12:45 - 13:45* *“Investor Behavior under Prospect Theory: Evidence from Mutual Funds”* *Lorenzo Schoenleber (Collegio Carlo Alberto)* <#> *Abstract. *This paper studies the investment behavior of investors and fund managers within the mutual funds industry. We find that investors are biased in their mutual fund purchase decisions in a way described by prospect theory: The prospect theory value predicts future mutual fund flows, despite the fact that it is not related to the mutual funds’ future performance. We show that the mutual funds’ prospect theory value contains incremental information compared to historical performance measures already discovered in the mutual fund flow literature, and subsumes the information content of variables related to the convexity in the flow-performance relationship. We find that mutual fund managers are not subject to any behavioral bias identifiable by prospect theory when selecting stocks for their mutual fund portfolio. The results are robust to various specifications. *Zoom Link:* *https://us02web.zoom.us/j/85611292343?pwd=U1dwYXZrZFQvR0RaZGwvZmplS2tFUT09 <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/79Qh76oDew-iI1lTKKd-JiGNLs42TkHRfm…>* Meeting ID: 856 1129 2343 Passcode: 401236 <#> <#> <#> <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/YmtAmHu7JhL3tEkSBLOh9PvpHnMR_PZzOe…> <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/AWpDX3iRxSwhx4MX6D5K64D_f2W6jUS_f2…> <#> 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/4RHP7RFelHmPbN3l7D0GqNF1iSMpQHHnP4…> Twitter <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/EPbbUwncGLMOBC2qw2aNITsMvBTfaFVZcL…> LinkedIn <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/DcHnPK_RQAOSwsn5P0Ykl5hEaDyjahuL3n…> Instagram <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/EUM8gEcq3q4LvNepOA15xKXC8xWWbOaKbx…> Youtube <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/9VeN44_sxivBMcSIflgJy1DuZHDI0j6YLh…> <#> *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/M20yHigHLYrRzldRVQQLRo4rkGtNRPqHqaQt…> <#> © 2021 Fondazione Collegio Carlo Alberto

1 0

Concorso RTDb in MAT/06 presso l'Università di Trento
by Stefano Bonaccorsi 10 Jun '21

10 Jun '21

Care colleghe e colleghi, vi informo che è uscito in Gazzetta Ufficiale un bando da RTDb in S.C. 01/A3 Analisi matematica, Probabilità e Statistica matematica - S.S.D. MAT/06 Probabilità e Statistica matematica presso il Dipartimento di Ingegneria Civile, Ambientale e Meccanica dell'Università di Trento. L'iscrizione al bando dovrà essere completata entro le ore 13:00 del giorno 8 luglio 2021, tramite la procedura di compilazione e presentazione della domanda per via telematica a cui si accede attraverso il collegamento sottostante https://www.unitn.it/ateneo/bando-dr-valcomp/68453/valutazione-comparativa-… Stefano Bonaccorsi

1 0

Summer School on Semiparametric Learning 26-30 July 2021, Trento
by Claudio Agostinelli 10 Jun '21

10 Jun '21

The Mathematical Statistics and Data Science research group at the Department of Mathematics, University of Trento, organizes a summer school in Semiparametric Learning. The school will take place in hybrid mode, with a maximum of 30 persons in presence. The Summer School will be held in Povo, on 26-30 July 2021. The school is free and includes lunches. Support for accommodation is available for some participants. In case of impediments due to the COVID-19 pandemic, the school will run completely from remote on the same dates. Information and registration: http://datascience.maths.unitn.it/events/spl2021/ Registration deadline: 10 July 2021 Kind regards, Claudio Agostinelli -- ------------------------------------------------------------- Claudio Agostinelli Dipartimento di Matematica Universita' di Trento email: claudio.agostinelli(a)unitn.it ------------------------------------------------------------ Per favore non mandatemi documenti in Microsoft Office/Apple iWork. Spediscimi invece OpenDocument! http://fsf.org/campaigns/opendocument/ Please do not send me Microsoft Office/Apple iWork documents. Send OpenDocument instead! http://fsf.org/campaigns/opendocument/ ------------------------------------------------------------

1 0

(PMS)^2 online talk: Vincent Martinez, Monday June 14 at 17.30
by Margherita Zanella 09 Jun '21

09 Jun '21

Dear colleagues, we are happy to announce the following online talk: Speaker: Vincent Martinez (CUNY Hunter College) Title: On unique ergodicity, regularity, and mixing for the weakly-damped stochastic KdV equation. Abstract: We discuss the existence, uniqueness, and regularity of invariant measures for the damped-driven stochastic Korteweg-de Vries equation, where the noise is additive and sufficiently non-degenerate. It is shown that a simple, but versatile control strategy, typically employed to establish exponential mixing for strongly dissipative systems such as the 2D Navier-Stokes equations, can nevertheless be applied in this weakly dissipative setting to establish elementary proofs of both unique ergodicity, albeit without mixing rates, as well as regularity of the support of the invariant measure. Under the assumption of large damping, however, a one-force, one-solution principle is established, from which we are able to deduce the existence of a spectral gap with respect to a Wasserstein distance-like function. Date and time: Monday June 14, 17:30-18:30 (Rome time zone) Zoom link: https://us02web.zoom.us/j/85740643260?pwd=SzFjTXo0bWE3YjI3VWo0b3krT09kdz09 ID riunione: 857 4064 3260 Passcode: w7yJLi This talk is the fourth 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. 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)

1 0

(PMS)^2 online talk: Vincent Martinez, Monday June 14 at 17.30
by Margherita Zanella 09 Jun '21

09 Jun '21

1 0

Fwd: [owps] One World Probability Seminar Thursday June 10 2021
by Faggionato, Alessandra 09 Jun '21

09 Jun '21

Buongiorno, Inoltro l'annuncio del OWPS di domani. Grazie dell'attenzione Saluti Alessandra ---------- Messaggio inoltrato ---------- Da: *One World Probability* <ow.probability(a)gmail.com> Data: mercoledì 9 giugno 2021 Oggetto: [owps] One World Probability Seminar Thursday June 10 2021 A: owps(a)lists.bath.ac.uk Dear All, Thursday June 10 we have two talks, by Allan Sly and Nike Sun. (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: Allan Sly Phase transitions in random constraint satisfaction problems - part I (14:00-15:00 UTC) Speaker: Nike Sun Phase transitions in random constraint satisfaction problems - part II Abstract: We will survey recent progress in determination of asymptotic behavior for random constraint satisfaction problems, including phase transitions and some refined understanding of solution geometry (the condensation phenomenon), particularly in the setting of the random regular NAE-SAT problem. We will discuss two ideas that played important roles in results obtained so far: (1) combinatorial models for the solution geometry, and (2) contractivity of tree recursions as a tool for calculating expected partition functions on sparse random graphs. This lecture is based in part on joint works with Zsolt Bartha, Jian Ding, Danny Nam, Youngtak Sohn, and Yumeng Zhang. The Zoom link is on the OWPS webpage. It can also be accessed directly via https://tum-conf.zoom.us/j/63864070779 <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Ftum-conf.…> Meeting-ID: 638 6407 0779 Kenncode: 726909 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 *************************************************

1 0

2024

2023

2022

2021

2020

2019

2018

2017

2016

2015

2014

2013

Random June 2021