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: *20 September 2021*, *12:00* (Italian time);
- Webpage: *https://www.unive.it/data/28825/
<https://www.unive.it/data/28825/>*;
- Call: *https://apps.unive.it/common2/file/download/assegni_ricerca/6131f297d27a7
<https://apps.unive.it/common2/file/download/assegni_ricerca/6131f297d27a7>*
.
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
On September 13, 14, 15, 22 with schedule 10:00-12:00, Cagin Ararat (Bilkent University) will give a virtual short PhD-course for the PhD program in Methods and Models for Economic Decisions (Insubria University). You can find title and abstract below, as well as instructions to attend the course.
You are all invited!
Short Online Course, Università degli Studi dell'Insubria
September 2021, Varese
Set-Valued Stochastic Finance
Lecturer: Çağın Ararat, Bilkent University, Ankara, Turkey
Email: cararat(a)bilkent.edu.tr<mailto:cararat@bilkent.edu.tr>
Meeting Times: 10:00-12:00 on September 13, 14, 15, 22
Zoom: https://zoom.us/j/98597190889?pwd=cm1vOVdIeWdMdVZ4UTNkY1Vkb0lvZz09
Meeting ID: 985 9719 0889
Passcode: 341415
Abstract: This short online course is concerned with the fundamentals and some recent developments in the theory of set-valued risk measures. These set-valued functionals are particularly useful in quantifying risk in interconnected financial networks where the entities are subject to correlated sources of randomness, in which case the functionals are called systemic risk measures. After studying set-valued risk measures in static and discrete-time settings, we will observe that the continuous-time case is very much undiscovered, largely due to the challenges in set-valued stochastic analysis. We will conclude the course with a simple form of a set-valued backward stochastic differential equation, which has the potential to be linked to set-valued risk measures in continuous time.
***
Please forward to anyone interested.
Kind regards,
Elisa Mastrogiacomo
-----------------------------------------
Professore Associato di
Metodi matematici dell'economia e delle scienze attuariali e finanziarie
Università degli Studi dell'Insubria
Dipartimento di Economia
Via Monte Generoso, 71 – 21100 Varese
tel. +39 0332/395528
web: https://www.uninsubria.it/hpp/elisa.mastrogiacomo
mail: elisa.mastrogiacomo(a)uninsubria.it<mailto:mario.rossi@uninsubria.it>
Buongiorno,
il Dipartimento di Metodi e Modelli per l'Economia, il Territorio e la
Finanza (MEMOTEF), Facoltà di Economia, Università La Sapienza di Roma,
ha aperto un bando per una posizione di ricercatore a tempo
determinato di tipo B,
per il SSD SECS-S/06
Il bando è reperibile all'indirizzo internet
https://web.uniroma1.it/trasparenza/sites/default/files/DR%202267_2021%20de…
pag.123)
La scadenza per la presentazione della domanda è il 30 settembre 2021.
Gabriele Stabile
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--
Fai crescere i nostri giovani ricercatori
dona il 5 per mille alla
Sapienza
*codice fiscale 80209930587*