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
_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
--------------------------------------
Cari,
scrivo per annunciare il bando per una posizione di professore associato
nel settore MAT/06 presso il Dipartimento di Matematica dell'Università
di Pisa, con scadenza il 10 settembre 2021, ore 13:00 (CEST).
Il bando è disponibile alla pagina
https://www.unipi.it/ateneo/bandi/selezioni/procedure-/associati/art18c4/6p…
La posizione è riservata a esterni.
------------------------------------------
Dear all
I would like to advertise a permanent position as associate professor in
Probability at the University of Pisa. The deadline is on September 10,
2021, 13:00 (CEST).
The official call is available at the URL
https://www.unipi.it/ateneo/bandi/selezioni/procedure-/associati/art18c4/6p…
Unfortunately, there is no English version of the call, so please all
interested persons may write to me for further help.
Best,
Dario
--
Dario Trevisan,
Università degli Studi di Pisa,
Dipartimento di Matematica,
Largo Bruno Pontecorvo 5,
56127 - Pisa (PI) Italy
telephone: (+39) 050 2213832
mobile: (+39) 331 2899761
Skype: dario-trevisan
e-mail: dario.trevisan AT unipi.it
webpage: http://people.dm.unipi.it/trevisan/
Ricevo ed inoltro
Saluti
---------- Messaggio inoltrato ----------
Da: *davide gabrielli* <dvd.gabrielli(a)gmail.com>
Data: giovedì 29 luglio 2021
Oggetto: random
A: Alessandra Faggionato <faggiona(a)mat.uniroma1.it>
Ciao Alessandra, potresti mandare questo annuncio su random?
ho delle difficolta a mandare messaggi
Bando per 6 borse di dottorato in Matematica e Modelli presso l'Università
dell'Aquila
Doctorate school: MATHEMATICS AND MODELING (univaq.it)
<http://people.disim.univaq.it/~dottorato_mate_mode/>
scadenza 26 Agosto 2021 13.00 CEST
--
*************************************************
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
*************************************************
Buongiorno,
si informa che è indetto un concorso per un assegno di ricerca di un anno
(rinnovabile) presso l'Istituto per le Applicazioni del Calcolo "Mauro
Picone" sulla tematica "reti bayesiane e machine learning per applicazioni
in medicina".
Il bando è pubblicato sul sito URP del CNR, nella sezione assegni di
ricerca:
https://bandi.urp.cnr.it/doc-assegni/documentazione/11404_DOC_IT.pdf
Cordiali saluti,
Giovanni Sebastiani
--
________________________________________________________
Le informazioni
contenute in questo messaggio di posta elettronica sono strettamente
riservate e indirizzate esclusivamente al destinatario. Si prega di non
leggere, fare copia, inoltrare a terzi o conservare tale messaggio se non
si è il legittimo destinatario dello stesso. Qualora tale messaggio sia
stato ricevuto per errore, si prega di restituirlo al mittente e di
cancellarlo permanentemente dal proprio computer.
The information contained
in this e mail message is strictly confidential and intended for the use of
the addressee only. If you are not the intended recipient, please do not
read, copy, forward or store it on your computer. If you have received the
message in error, please forward it back to the sender and delete it
permanently from your computer system.
--
Fai crescere i nostri giovani ricercatori
dona il 5 per mille alla
Sapienza
*codice fiscale 80209930587*
Please forward to whom interested
--
The Elena Moroni Foundation, Turin, Italy (https://www.fondoelenamoroni.org/en/home-english/) is pleased to announce that the contest for the Enrico Anglesio Prize 2021 Virtual is now open!
The Prize aims to award the original work of a young researcher (<35 years old) in Cancer Epidemiology, Statistics, and Biometric methodology.
Due the pandemic, since last year, the contest have been run in a complete new virtual format which consists of two steps:
- Written Dissertation (then selection)
- Video Presentation prepared by the finalists (then final selection and Award Ceremony).
And, since last year again, two Satellite Special Prize have been added to the main one: the first awards the youngest best scoring competitor; the second awards the best scoring candidate coming from a Low Middle Income Country.
Deadline for applications and dissertations is August 20, 2021. More details at https://www.fondoelenamoroni.org/en/the-prize/
--
Lidia Sacchetto, PhD
Fondo Elena Moroni Vice-President
Torino, Italy
20th INTERNATIONAL CONFERENCE
CREDIT 2021
*Compound Risk: Climate, Disaster, Finance, Pandemic *
Venice, Italy
23 –24 September 2021
*****COVID-19 update: the CREDIT 2021 Conference is both onsite and
online but we are ready to move the conference remotely, if necessary*****
*GRETA Associati* (Venice, Italy), *Cattolica Assicurazioni* (Verona,
Italy), *European Datawarehouse *(Frankfurt, Germany), *European
Investment Bank* (Luxembourg), *European Investment Fund* (Luxembourg),
and *Intesa Sanpaolo *(Milan, Italy) are co-sponsors of a Conference to
be held in Venice on September 23-24, 2021.
The Conference CREDIT 2021 will bring together academics, practitioners
and PhD students working in various areas of financial and credit risk
with the aim to create a unique opportunity for participants to discuss
research progress and policy and industry-relevant insights as well as
directions for future research.
CREDIT 2021 is the *twentieth *in a series of events dedicated to
various aspects of credit risk and organised under the auspices of the
*Department of Economics* and *VERA – Venice centre in Economic and Risk
Analytics for public policies - of the Ca' Foscari University of
Venice*, *ABI - Italian Banking Association*, *AIAF - Associazione
Italiana per l'Analisi Finanziaria *and the *Joint Research Center,
European Commission* (Ispra, Italy).
/The theme of this year’s conference is the relation between financial
risk on the one hand and pandemic, climate and disaster risk, on the
other hand, with particular attention to the possible compounding of
different sources of risk.
/
/The past year, 2020, has been marked by the still-ongoing COVID-19
pandemic crisis, which has shown how fragile our economic systems can be
when confronted with shocks that threaten public health and the
closeness of the connections between economic and financial risks and
public policy.
/
/Climate change is now widely recognized as a new source of financial
risk which is relevant both at the level of households and individual
institutions and the systemic level. In particular, the many central
banks and financial institutions that have joined the Network for
Greening the Financial System (NGFS) have issued recommendations on how
to integrate climate considerations into risk management strategies and
practices./
///However, risks such as pandemics and climate change do not occur in
isolation but can also compound, as has already been seen in several
countries. The compounding of risk, which is currently poorly
understood, increases the complexity of risk assessment and risk
management, and it has implications for socio-economic development, as
well as for public debt sustainability./
/In the EU, these aspects have major implications for efforts to
increase the resilience of the economy to future shocks and to “build
back better”, and requires the alignment of COVID-19 recovery policies,
such as those supported by the NextGenerationEU, and the EU Green Deal
and the Paris Agreement targets.
/
/
/
/
/
The SCIENTIFIC COMMITTEE for the Conference consists of:
• * Stefano Battiston *(Ca’ Foscari University of Venice & University of
Zurich, Programme Chair)
• * Monica Billio *(Ca’ Foscari University of Venice & GRETA)
• * Francesca Campolongo *(Joint Research Center, European Commission)
• *Vittoria Colizza* (INSERM, France)
• * Helmut Kraemer-Eis* (European Investment Fund)
• * Jan Pieter Krahnen* (Leibniz Institute for Financial Research SAFE &
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)
PROGRAMME
*Thursday, September 23 2021*
*08.30 **Registration*_*
*_
*09.00 Welcome and Opening Remarks*_*
*_*09.15 Session I: Pandemics and Macro-financial Impacts
*
• *Keynote talk*: /TBA - /*Vittoria Colizza*, French National
Institute for Health and Medical Research, Paris
• /Learning about Unprecedented Events: Agent-Based Modelling and
the Stock Market Impact of COVID-19 - /*Roberto Savona*, University
of Brescia (join with Davide Bazzana and Michele Colturato)
• /Credit Demand and Financial Constraints in Non-Financial
Recessions: Evidence from the COVID-19 Pandemic - /*Tor Jacobson*,
Sveriges Riksbank, Stockholm (join with Niklas Amberg)
*11.00 Coffee break*_*
*_*11.30 Session II: Regulatory Requirement and Long Run Risks
*
• /Credit Allocation and Macroeconomic Fluctuations - /*Karsten
Müller*, Princeton University (join with Emil Verner)
• /Climate Change Regulatory Risks and Bank Lending - /*Eleonora
Sfrappini*,IWH - Halle Institute for Economic Research (join with
Isabella Mueller)
• /Required Capital for Long Run Risks - /*Alain Monfort*, CREST
(join with Christian Gouriéroux and Jean-Paul Renne)
*13.00 Lunch**
*
*14.30 Session III: ESG (EIBURS Project ESG-Credit.eu)*
*• Keynote talk: */Silencing the Noise: ESG Confusion and Stock
Returns//- /*Roberto Rigobon*, MIT Sloan School of Management
• /The Salience of ESG Ratings: Evidence from Possible Investor
Confusion - /*Loriana Pelizzon*, Leibniz Institute for Financial
Research SAFE, Goethe University Frankfurt, Ca' Foscari University
of Venice & CEPR (join with Aleksandra Rzeznik and Kathleen Weiss
Hanley)
• /Green Sentiment, Stock Returns, and Corporate Behavior -
/*Stefano Ramelli*, University of Zurich (join with Marie Brìere)
*16.15 Coffee break and POSTER SESSION**
*
*16.45 Session IV: Compounding Risks (World Bank joint project)*
• /TBA - /*Nicola Ann Ranger*, World Bank & Oxford University
• /Assessing the Macrofinancial Impacts of Compouding COVID-19 and
Climate Risks - /*Irene Monasterolo*, Vienna University of Economics
and Business & Boston University
*Social dinner
*
*Friday, September 24, 2021*
*
09.15 Session V: Finance and Climate Change
*
• *Keynote talk:* /Climate Financial Risk: Portfolios and Stress
Tests - /*Robert F. Engle*,New York University
• /Accounting for Finance is Key for Climate Mitigation Pathways -
/*Stefano Battiston*, Ca’ Foscari University of Venice & University
of Zurich (join with Irene Monasterolo, Keywan Riahi and Bas J. van
Ruijven)
• /When Do investors Go Green? Evidence from a Time-varying
Asset-pricing Model - /*Lucia Alessi*, European Commission, Joint
Research Centre & Università degli Studi di Milano-Bicocca (join
with Elisa Ossola and Roberto Panzica)
*11.00 Coffee break
11.30 PANEL Session
13.00 Lunch
14.30 Session VII: Disaster Risk
*
• /Impacts of Extreme Weather Events on Mortgage Risks and Their
Evolution under Climate Change: the Case of Florida - /*Luca
Zanin*,Prometeia, Bologna (join with Raffaella Calabrese, Timothy
Dombrowski, Antoine Mandel and R. Kelley Pace)
• /Housing and Mortgage Markets with Climate-Change Risk: Evidence
from Wildfires in California//- /*Richard Stanton*, Haas School of
Business, U.C. Berkeley (join with Paulo Issler, Carles
Vergara-Alert and Michela Rancan)
• /Floods and Firms: Vulnerabilities and Resilience to Natural
Disasters in Europe//- /*Gábor Kátay*, European Commission (join
with Serena Fatica and Michela Rancan)
*16.00 Coffee break and POSTER SESSION
17.00 Session VIII: Investment Funds and Sustainability
*
• /Sustainability or Performance? Ratings and Fund Managers’
Incentives//- /*Nickolay Gantchev*, University of Warwick, CEPR, &
ECGI (join with Mariassunta Giannetti and Rachel Li)
• /Measuring the Lifecycle Relative Carbon Footprint and Carbon
Intensity of European Sustainable Investment Funds by Means of
Environmentally Extended Input-Output Models//- /*Ioana-Stefania
Popescu*, Luxembourg Institute of Science and Technology &
University of Luxembourg (join with Thomas Gibon, Claudia Hitaj,
Mirco Rubin and Enrico Benetto)
*
18.00 Closing Remarks and End of the Conference***
*REGISTRATION*
To register for the Conference you are requested to complete the
registration form that is available on our website
(https://www.greta.it/index.php/it/credit-2021
<https://www.greta.it/index.php/it/credit-2021>).
Registration fees are:
PhD Students*:
75 Euro + VAT
Onsite participation**:
200 Euro + VAT
Online participation***:
200 Euro + VAT
*VAT is currently 22% *
* Students will have to provide valid proof of their student status.
** Seats are limited in compliance with the new regulations to contain
the spread of COVID-19.
The onsite registration fees cover admission to all scientific sessions,
lunches, and coffee service during the Conference.
The onsite registration fees do not fully cover the conference dinner on
*September 23**^rd , 2021*, for which there is an extra charge of 90.00
Euro per person (conference attendees as well as accompanying persons).
The online registration fees cover access to the platform on September
23^rd and 24^th , interactivity with authors and other participants.
More detailed information soon available on the Conference website:
https://www.greta.it/index.php/it/credit-2021
<https://www.greta.it/index.php/it/credit-2021>
Lund University Mathematikcentrum is looking for a postdoctoral
researcher to join the fluid dynamics group.
The group currently consists of G. Brüll
<https://gabrielebruell.wordpress.com/>, C. Geldhauser
<https://cgeldhauser.de/>, S. Pasquali
<https://sites.google.com/view/spasquali/home>, E. Wahlen
<https://www.maths.lu.se/staff/erik-wahlen/> and J. Weber, conducting
research in nonlinear dispersive equations, point vortices, and 3D water
waves with vorticity. We offer an active research environment and
opportunities for career development in our young, dynamic and diverse
group of scholars.
The researcher should contribute to the third-party funded project
"Stochastic Models of Turbulence" of C. Geldhauser and potentially other
research projects, e.g. the ERC project 3DWATERWAVES
<https://www.maths.lu.se/staff/erik-wahlen/research/mathematical-aspects-of-…>
of E. Wahlen. If the applicant wishes, some teaching may also be
included in the work duties. To contribute to above projects, it would
be desirable that the candidate has experience in *fluid dynamics /
nonlinear PDEs, fractional heat kernel estimates, statistical physics or
stochastic analysis*.
The position is primarily thought a full-time employment of 1-2 years,
but deviations and part-time employments are possible. The period of
employment depends on the preferences of the applicant and governmental
regulations, which have several parameters, such as the date of the PhD,
parental care/sick leave times.
Interested individuals are invited to fill in this form
<https://forms.gle/HY7UMTnQi2JKnSX99> and send the following documents
as 1 pdf file to carina.geldhauser(a)math.lth.se.
* CV
* a link to your professional homepage or equivalent (e.g. MathSciNet
or arxiv author link, EWM profile)
* list of publications with links to the arxiv preprints or other
openly available versions of the papers
* a brief description (max 1/2 page) of your mathematical background,
your interests and where you see yourself 3 years from now.
A first screening of applications will take place in Mid-August.
Dear Colleagues,
a parallel session within the AMASES Annual Conference (https://www.amases.org/annual-conference-2021-home/ <https://www.amases.org/annual-conference-2021-home/>) entitled "Networks, Big Data, and Artificial Intelligence in Economics, Finance, and Social Sciences" will take place on September 15, 2021 in virtual mode using the Zoom platform.
The session focuses on the emerging multidisciplinary study of the interconnections in finance and social science, which brings with it the necessity to deal with the growing amount of data available. A special emphasis is given to the latest advances in artificial intelligence and machine learning, which are expected to have a disruptive impact in economic, financial, and social data modeling. The stream intends to foster the dialogue between academics, regulators, and practitioners.
Theoretical and empirical papers are welcome. Topics include but are not limited to:
- contagion in social, economic, and financial networks
- network modeling of financial time-series
- big data approach to financial, economic, and social modeling
- artificial intelligence and machine learning in social, economic, and financial systems
It is a great pleasure to invite you to submit an extended abstract. The deadline for submission is August 31st, 2021. The abstract submission Web page for AMASES 2021 is: https://easychair.org/conferences/?conf=amases2021 <https://easychair.org/conferences/?conf=amases2021>
As specified in the guidelines for abstract submission of the AMASES conference (please see https://www.amases.org/annual-conference-2021-abstract/ <https://www.amases.org/annual-conference-2021-abstract/>), the title of the session and the name of the organizers have to be provided at the end of the abstract itself. Moreover, please also send a pdf copy of the abstract to the organizers of this parallel session (see below for the email address).
Please refer to the official web page of the conference for further details on the submission.
Important dates:
August 31, 2021: deadline for abstract submission
September 6, 2021: notification of acceptance
September 15, 2021: parallel session
For information, please contact:
Fabrizio Lillo (fabrizio.lillo(a)unibo.it <mailto:fabrizio.lillo@unibo.it>)
Michele Tumminello (michele.tumminello(a)unipa.it <mailto:michele.tumminello@unipa.it>)
Piero Mazzarisi (piero.mazzarisi(a)sns.it <mailto:piero.mazzarisi@sns.it>)
Best regards,
Fabrizio Lillo, Michele Tumminello, and Piero Mazzarisi
Dear all,
we are pleased to inform you that the web conference
The Mathematics of Subjective Probability
will be held on 1, 2 and 3 september. Here attached you can find the detailed program of the conference.
Attendance is of course free and unrestricted and the details on how to connect on-line will be published shortly on the conference website
https://www.msp2021.campus.unimib.it/home
Gianluca Cassese, Pietro Rigo, Barbara Vantaggi
Hi all,
The application period of Complex Systems tenure track positions was extended till the 2/August/2021 because of the technical break of the application system. If you have already applied the position, you can modify your application until that day.
More information below and here:
https://tuni.rekrytointi.com/paikat/?o=A_RJ&jgid=1&jid=1064
Best regards,
Juho Kanniainen
From: "Juho Kanniainen (TAU)" <juho.kanniainen(a)tuni.fi>
Date: Sunday 13. June 2021 at 20.47
To: "random(a)fields.dm.unipi.it" <random(a)fields.dm.unipi.it>
Subject: Tenure track position/Complex Systems/Finland/DL 23.6.2021
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.
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>
Cari colleghi,
dal Dipartimento di Matematica e Geoscienze dell'Università di Trieste, verrà richiesto a breve un posto di ricercatore in MAT/06 (rtdA oppure rtdB); c'è qualcuno potenzialmente interessato? Saluti.
Claudio Asci
Dear All:
- The Department of Economics of the Ca 'Foscari University of Venice has
announced a public selection for a one-year research grant entitled "*Combining
optimization metaheuristics and artificial intelligence to design
quasi-real-time trading strategies*";
- Application deadline: 23 July 2021, 12:00 (Italian time);
- Call can be downloaded from the page *https://www.unive.it/data/17967/
<https://www.unive.it/data/17967/>*;
- The main objective of the project is to develop and implement a
decision-making system for financial trading combining metaheuristics for
optimization with Machine Learning and Deep Learning techniques.
Best regards,
Marco Corazza
--
Marco Corazza, Ph.D.
Department of Economics - Ca' Foscari University of Venice
San Giobbe, Cannaregio 873 - 30121 Venezia, Italy
Mobile: (+39) 366 602-9134
Phone: (+39) 041 234-6921
Fax: (+39) 041 234-7444
E-mail: corazza(a)unive.it
Editor-in-Chief: Mathematical Methods in Economics and Finance -
www.unive.it/m2ef
--
<<[S]e siamo in grado di replicare un derivato, siamo anche in grado di
determinare il suo valore relativo.>> M. Rubinstein (1999): "Derivati.
Futures, opzioni e strategie dinamiche". Il Sole 24 Ore [pag. 72].
A tutti gli interessati
ricordiamo che il *23 Luglio 2021* scadono i termini per presentare le
domande di partecipazione alla terza edizione del corso in "Trasferimento
delle Tecnologie Matematiche per l’Innovazione" organizzato dallo Sportello
Matematico per l'Innovazione e le Imprese
<http://www.sportellomatematico.it/>.
Il corso si svolgerà in modalità online durante il periodo *da lunedì 6
Settembre a venerdì 17 Settembre 2021*.
Il corso è rivolto principalmente a neolaureati in *Scienze Matematiche* e
*F**isiche*,* Ingegneria*,* Economia*,* Informatica* e *Statistica*, con l’
*obiettivo* di formare la figura professionale dell’*Esperto in
Trasferimento delle Scienze e Tecnologie Matematiche per l’Innovazione* (in
breve: Traduttore Tecnologico).
Tale figura nasce per facilitare la comunicazione e promuovere
collaborazioni tra imprese e centri di ricerca. Grazie alla sua formazione
interdisciplinare, il *Traduttore Tecnologico* può dialogare sia con
imprese che con Centri di Ricerca specializzati in Tecnologie Matematiche.
Facilita l'incontro tra i bisogni tecnologici delle PMI e le competenze
nelle Scienze e Tecnologie Matematiche disponibili nel sistema della
ricerca pubblica e privata. Promuove un numero crescente di collaborazioni
per apportare benefici tangibili alle imprese.
*Modalità di presentazione** delle domande*
Per procedere con la domanda di partecipazione, è sufficiente compilare il
form online a questo link
<https://www.sportellomatematico.it/SMII/limesurvey/index.php/729819?lang=it>
entro
il *23 Luglio 2021*, allegando un proprio CV aggiornato ed una lettera
motivazionale di autopresentazione.
Per informazioni: www.corsotraduttoretecnologico.it
Grazie in anticipo per la collaborazione,
Il Team dello Sportello Matematico
*CONTENUTI DEL CORSO*
*Tecnologie Matematiche:* cosa sono, come vengono applicate nelle imprese,
tendenze del mercato della Ricerca e Innovazione, Prototipazione Virtuale e
Digital Twinning.
*Trasferimento Tecnologico:* contesto italiano ed internazionale, settori
industriali, esperienze di successo e strategie di comunicazione.
*Gestione dell'Innovazione:* concetti, fonti, forme, modelli ed ecosistemi
dell'innovazione, Open Innovation e rapporto con la Proprietà Intellettuale
*Sistemi di Supporto alle Decisioni e Ricerca Operativa:* abilitare il
potenziale delle Tecnologie Matematiche nel Management.
*Attori e Strutture Organizzative:* Best practices, il ruolo dello
Sportello Matematico in Italia ed in Europa.
*SBOCCHI E OPPORTUNITÀ PROFESSIONALI*
Area *Ricerca e Innovazione* presso imprese manifatturiere e di servizi
*Trasferimento Tecnologico* e *Valorizzazione della Ricerca* presso
Università e Centri di Ricerca
Partecipazione a *Progetti Europei* su Tecnologie Matematiche per
l’Innovazione
Maurizio Ceseri
Sportello Matematico per l'Industria Italiana
Istituto per le Applicazioni del Calcolo (IAC-CNR)
via dei Taurini 19, 00185 Roma (Italy)
Tel: (+39) 0649937369
Website: sportellomatematico.it
ricevo e inoltro
m.
-------- Forwarded Message --------
Subject: Postdoc Position
Date: Mon, 12 Jul 2021 12:04:38 +0100
From: Xue-Mei Li <xuemei.hairer(a)googlemail.com>
To: Xue-Mei Li <xuemei.hairer(a)googlemail.com>
Dear friends and colleagues,
We will soon advertise at jobs.ac.uk <http://jobs.ac.uk> a three year
postdoctoral position,
in the department of mathematics, at Imperial college London,
to work with me on a project on
`Multi-Scale Stochastic Dynamics with Fractional Noise'.
The earliest starting date is September and no later than
first of January 2022, details to follow.
Potential candidates are welcome to contact me directly.
For articles related to the project please check my homepage:
https://www.imperial.ac.uk/people/xue-mei.lihttp://www.xuemei.org
With best wishes and many thanks.
Xue-Mei
Professor Xue-Mei Li
Imperial College London
Dear All,
I forward the following announcement regarding a PhD position in
Mathematical Finance and Actuarial Mathematics at Bielefeld University.
Best wishes,
Giorgio Ferrari
%%%%%%%%%%%%%%%%%%
The Faculty of Business Administration and Economics / Center for
Mathematical Economics (IMW) is looking for a Ph.D. candidate in the
areas Mathematical Finance and Actuarial Mathematics.
The successful applicant is expected to participate in teaching
activities and in the Collaborative Research Center 1283 "Taming
Uncertainty".
The employment is designed to encourage further academic qualification
(enrollment and active participation in the Bielefeld Graduate School of
Economics and Management is required for this position).
Further information can be found at
https://uni-bielefeld.hr4you.org/job/view/645/research-position-doctoral?pa…
We are looking forward to receiving your application. For full
consideration, your application should be received via either email (a
single PDF document is required) sent to imw(a)uni-bielefeld.de or post
(see postal address). Please mark your application with the
identification code: Wiss21735. Please note that the possibility of
privacy breaches and unauthorized access by third parties cannot be
excluded when communicating via unencrypted e-mail.
*application deadline: 29.07.2021*
Contact:
Juniorprof. Dr. Max Nendel
+49 521 106-4917
max.nendel(a)uni-bielefeld.de
Postal Address:
Universität Bielefeld
IMW
Bettina Buiwitt-Robson
Postfach 10 01 31
Bielefeld University has received a number of awards for its
achievements as an equal-opportunity employer and has been recognized as
a family-friendly university. The university welcomes applications from
women. This is particularly true with regard both to academic and
technical posts as well as positions in information technology as well
as the skilled crafts and trades. Applications are handled according to
the provisions of the state statutes on equal opportunity. Applications
from suitably qualified handicapped and severely handicapped persons are
explicitly encouraged. At Bielefeld University on request positions can
be carried out with reduced working hours as long as this does not
conflict with official needs.
Dear colleagues,
we are happy to announce the following online talk:
Speaker: *Dario Trevisan* (Università di Pisa)
Title: *On Minimal Spanning Trees for Random Euclidean Bipartite Graphs*
Abstract: The minimum spanning tree (MST) problem is a combinatorial
optimization problem with many applications, well beyond its historical
introduction for network design. The study of its random instances on
Euclidean models, e.g., on complete graphs obtained by sampling i.i.d.
uniform points on a d-dimensional cube, is classical, with many limit
results as the number of the points grows. In this talk, I will present two
new results for its bipartite counterpart, i.e., with an additional
colouring (red/blue) of the points and allowing connections only between
different colours. First, we prove that the maximum vertex degree of the
MST grows logarithmically, in contrast with the non-bipartite case, where a
uniform bound holds, depending on d only -- a fact crucially used in many
classical results. Despite this difference, we then argue that the cost of
the MST, suitably normalized, converge a.s. to a limiting constant that can
be represented as a series of integrals, thus extending a result of Avram
and Bertsimas to the bipartite case and confirming a conjecture by Riva,
Malatesta and Caracciolo. Joint work with M. Correddu, Università di Pisa.
Date and time: *Monday July 12, 17:30-18:30 (Rome time zone)*
*Zoom link:*
https://us02web.zoom.us/j/5772228296
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/
Participation is free and welcome!
Best regards
The organizers (Mario Maurelli, Carlo Orrieri, Maurizia Rossi, Margherita
Zanella)
Ricevo ed inoltro
__________________________________________________
Open Assistant position (PostDoc) for 1 year
Graz University of Technology, Austria
Institute of Discrete Mathematics
Working Groups Structure Theory and Stochastics
& Noncommutative Structures
(Wolfgang Woess & Franz Lehner)
Scheduled to start on September 15, 2021.
Requirements: PhD in Mathematics or Technical Mathematics,
awarded before the beginning of the engagement.
Desired qualifications: scientific interest in the fields
of Stochastic Processes (random walks), Graph Theory,
Geometric Group Theory and Noncommutative Probability,
possibly combining those topics. Readiness to collaborate
in research projects in these areas.
Workload 40 hours/week.
Collaboration in the teaching and examination activities
of the institute is required, in particular for
Mathematics in the Engineering sciences, in German (!).
Application deadline: August 4, 2021.
For details + how to apply, see
https://www.math.tugraz.at/~woess/position
Wolfgang Woess
Institut fuer Diskrete Mathematik,
Technische Universitaet Graz,
Steyrergasse 30, A-8010 Graz, Austria
email: woess(a)TUGraz.at
http://www.math.TUGraz.at/~woess
<http://www.math.tugraz.at/~woess>
Dear colleagues,
I would like to inform you about a 1-year position as Research Technician at BCAM, Bilbao. The position is intended as research training period for graduated student before to start a PhD program. The research is focused on physical and mathematical modelling of wildfire propagation.
The application form and details on the requested profile are available at the link:
http://www.bcamath.org/en/research/job/ic2021-07-research-technician-in-sta… <http://www.bcamath.org/en/research/job/ic2021-07-research-technician-in-sta…>
Unfortunately, because of administrative issues, the deadline is very close on the 21st of July 2021 at 14:00 CET.
For any questions, please get in contact with me at: gpagnini(a)bcamath.org <mailto:gpagnini@bcamath.org>
Feel free to share the announcement with any possible candidate.
Thank you very much.
Regards,
Gianni
—
Gianni Pagnini
Ikerbasque Research Associate
BCAM - Basque Center for Applied Mathematics
Alameda de Mazarredo, 14
E-48009 Bilbao, Basque Country - Spain
Tel. +34 946 567 842
gpagnini(a)bcamath.org | www.bcamath.org/gpagnini
( matematika mugaz bestalde )
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
----------------------------------------------------------------------
Dear Colleagues,
please forward this job announcement to potential candidates.
We are looking for a data scientist and forecasting expert to join our team on "data innovation for migration and demography".
This is a 3+3 contract at the European Commission - Joint Research Centre, Ispra (IT), with highly competitive salary.
If you want to make the difference and impact the policy making cycle, apply by 28-Jul-2021 (Job# 2021-IPR-E6-FGIV-017868) here: https://lnkd.in/dWu5hBE
The successful candidate, as a member of a team of researchers and analysts, will be requested to:
* Contribute to early warning, situational awareness and forecast of migration patterns using traditional and innovative data sources as well as big data
* Contribute to the research activity on innovative data for migration, by collecting and analysing these data but also working on the related methodological challenges of integrating these data with official statistics;
* Collaborate with academic institutions and networks, Eurostat and other statistical offices, international organisations and data producers.
The ideal candidate shall have:
* A Ph.D. (doctoral degree) in data science, computer science, statistics or a related quantitative analysis discipline, or a minimum of five years professional experience after university studies, with a focus on data for policy;
* Experience in the domain of migration and/or mobility;
* Hands-on experience with data analytics, scientific programming tools (R and Python), large volumes of unstructured data, modelling and capability to transform data into information by extracting relevant insights, trends and patterns;
* Experience in machine learning and forecasting methods.
* Demonstrated experience in working with policy makers will be an asset;
* Flexibility, openness and collaborative attitude is required;
* Ability to work both autonomously and in team, result orientation, resilience to work under pressure;
* Capacity to communicate well and represent the Unit in EU policy-related events.
Looking forward to receive your application !
Stefano M. Iacus
Project Officer
[1571651612864]
European Commission
Joint Research Centre
Demography, Migration and Governance
Office: 26B 00/40
Via Enrico Fermi 2749
I-21027 Ispra / Italy
Tel +39 0332 78.6088
Fax +39 0332 78.9045
[1571651625394]
DISCLAIMER: The views expressed are purely those of the writer and may not in any circumstances be regarded as stating an official position of the European Commission.
Ricevo ed inoltro con piacere.
Saluti
Alessandra
---------- Forwarded message ---------
Da: Stefan Grosskinsky <s.w.grosskinsky(a)tudelft.nl>
Date: lun 5 lug 2021 alle ore 11:35
Subject: PhD/Postdoc position in Interacting Particle Systems, Augsburg
To: <Stefan.Grosskinsky(a)math.uni-augsburg.de>
Dear colleagues,
I am advertising a PhD or PostDoc position at Augsburg, Germany, to start
in October this year. It would be great if you can forward the announcement
below to suitable candidates. Please excuse if you have already received
this via another channel.
Thanks a lot and best wishes
Stefan Grosskinsky
We are inviting applications for a research associate position from October
1st, to support the new research group on Interacting Particle Systems of
Stefan Grosskinsky at the University of Augsburg, Germany. For technical
reasons the position is initially fixed for one year, but can be extended
to 3 years. The position is suitable for PhD or Postdoc, and includes a
modest amount of teaching. The official announcement in German can be found
here:
https://www.uni-augsburg.de/de/jobs-und-karriere/stellenangebote/2021/06/22…
Possible research topics include: Phase transitions and large-scale
dynamics in stochastic particle systems, condensation and aggregation
phenomena, hydrodynamic scaling limits, metastability, rare event
simulation; stochastic modelling of complex systems in economy, biology or
physics; for more details see
https://stefangrosskinsky.wordpress.com/
I am very happy to answer any questions, please get in touch preferably
before the end of July.
Stefan.Grosskinsky(a)math.uni-augsburg.de
Please send applications as PDF, which should include a CV, relevant
qualifications, research interests and contact details of two references.
Best wishes
Stefan Grosskinsky
--
Dr Stefan Grosskinsky
Associate Professor
DIAM, TU Delftstefangrosskinsky.wordpress.com
--
*************************************************
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
*************************************************
Dear all,
it's a pleasure to announce the forthcoming seminar by Giorgio Ferrari,
which will be held in room 2BC30 of the Mathematics Department (Torre
Archimede) of the University of Padova and online, via Zoom, next week.
Here are the details:
* Date and time: 7 July, 14.30 pm
* Title: Multidimensional singular control and related Skorokhod problem:
sufficient conditions for the characterization of optimal controls
* Abstract: Singular stochastic control problems naturally arise in
applications and are intimately related to variational inequalities and
free-boundary problems. A key difficulty in the analysis of singular
stochastic control problems in multiple dimensions concerns the
characterization of an optimal policy, being the latter typically related
to the construction of a stochastic process with reflecting boundary
conditions. In this talk we show how to construct the optimal control for a
class of singular stochastic control problems as the unique solution to a
related Skorokhod reflection problem. The considered optimization problems
concern the minimization of a discounted cost functional over an infinite
time-horizon through a process of bounded variation affecting an
Itô-diffusion. The setting is multidimensional, the dynamics of the state
and the costs are convex, the volatility matrix can be constant or linear
in the state. We prove that the optimal control acts only when the
underlying diffusion attempts to exit the so-called waiting region, and
that the direction of this action is prescribed by the derivative of the
value function. Our approach is based on the study of a suitable
monotonicity property of the derivative of the value function through its
interpretation as the value of an optimal stopping game. Such a
monotonicity allows to construct nearly optimal policies which reflect the
underlying diffusion at the boundary of approximating waiting regions. The
limit of this approximation scheme then provides the desired
characterization. Our result applies to a relevant class of
linear-quadratic models, among others. Furthermore, it allows to construct
the optimal control in degenerate and non degenerate settings considered in
the literature, where this important aspect was only partially addressed.
The talk is based on a joint work with Jodi Dianetti.
* Zoom link: please visit the webpage
https://www.math.unipd.it/news/multidimensional-singular-control-and-relate…
Thanks for your attention and see you soon in Padova,
Giorgia Callegaro
--
Giorgia Callegaro
Associate Professor
Department of Mathematics - University of Padova
Via Trieste 63 , I-35121 Padova - ITALY
Tel: +39-0498271481 Fax: +39-0498271499
E-Mail: gcallega(a)math.unipd.it
<https://webmail.math.unipd.it/horde3/imp/message.php?mailbox=Sent&index=598#>
Personal web-page: https://sites.google.com/site/giogiocallegaro/Home
Dear All,
I am forwarding the announcement below, which may be of interest to young
researchers in the applied probability community.
Best wishes
Tiziano
*-------------------------3 POSTDOCTORAL FELLOWSHIPS IN MODELING AND
ENGINEERING RISK AND COMPLEXITY (MERC) AVAILABLE AT THE SSM-SCHOOL FOR
ADVANCED STUDIES OF THE UNIVERSITY OF NAPLES (Call no. MERC_021_01)*
The call for applications for three postdoctoral fellowships in Modeling
and Engineering Risk and Complexity iat the SSM-School for Advanced Studies
of the University of Naples is now available at:
http://www.ssm.unina.it/en/postdoctoral-fellowships-calls-and-procedures/
The research programme will focus on the development of new methodological
approaches for the study, management and control of complex systems, the
design and engineering of resilient systems and the analysis and management
of risks (natural, anthropogenic, industrial and na-tech) and cascading
effects. The programme focuses on the integrated description and
management of phenomena affecting complex systems and the risks to which
they are exposed, in different application domains, through the use of
methods for mathematical, stochastic, computational and data-driven
modelling.
The programme should be characterised by a strongly multi- and
inter-disciplinary approach, based on the theory of dynamical systems and
control, the study of complex systems, infrastructures and networks, the
theory of reliability for the modelling of uncertainty, the analysis and
management of risks deriving from natural and anthropic phenomena on
complex and interdependent systems and the study of their emerging
properties and domino and cascade effects.
The candidate's activity should lie in at least one of the following three
multidisciplinary research areas
(i) modelling, analysis and control of non-linear, uncertain, complex and
multi-agent systems
(ii) stochastic modelling and reliability theory
(iii) Modelling and analysis of natural, Na-Tech, man-made and industrial
hazards.
The winners will carry out their research at the Scuola Superiore
Meridionale of the Università degli Studi di Napoli Federico II in close
collaboration with the research groups already involved in the activities
of the PhD students active there. They will also be required to engage in
the teaching and tutoring activities of the School, by either giving
courses at PhD level or undergraduate level for the students of the School.
Each fellowship is 1 year long (renewable up to 3 years) with a yearly
gross salary of EUR 35,000.
*Deadline for applications: 31st July 2021 at 2pm CET.*
For any further information you can check the related PhD program website
at
http://www.ssm.unina.it/en/modeling-and-engineering-risk-eng-and-complexity…
or contact us via email at merc(a)unina.it <https://mailto:merc@unina.it>