Ricevo e inoltro.
——
Dear colleagues,
The call for applications of the FSMP's international doctoral training program in Mathematical Sciences MathInParis2020, cofunded by European Commission's Marie Sklodowska-Curie Actions, is still open until Sunday February 13th 2022 at 11:59 p.m., Paris time.
The program offers 20 PhD fellowships in mathematics or fundamental computer science for academic year 2022-2023. The positions are located in Paris.
Offer description:
https://sciencesmaths-paris.fr/en/nos-programmes-en/mathinparis2020
Application form:
https://applications.sciencesmaths-paris.fr/en/2018-call-for-mathinparis-fe…
Feel free to circulate this message to your contacts.
Best regards,
---------- Forwarded message ----------
Date: Tue, 25 Jan 2022 13:44:01 +0100
From: Robert Stelzer <robert.stelzer(a)uni-ulm.de>
To: Verborgene_Empfaenger: ;
Subject: Open positions at Ulm University
Dear Colleagues and Friends,
We are currently looking for talented young researchers interested to work
in areas like data science, statistics of stochastic processes/fields,
stochastic analysis, financial mathematics or time series analysis. Please
find at
https://stellenangebote.uni-ulm.de/jobposting/18dd01d46d0971e9d8b59fb85e063…
German version:
https://stellenangebote.uni-ulm.de/jobposting/26b75306e288cff3e6326a7a8adff…
the announcement for an open position as a PhD student (academic employee)
and at
https://stellenangebote.uni-ulm.de/jobposting/69e41b1a9be1b4daa01907c5656fd…
German version:
https://stellenangebote.uni-ulm.de/jobposting/85e071ba27bd6d56510fd8ec3ca28…
the announcement for an open position as a Postdoc (academic employee) at
the Institute of Mathematical Finance at Ulm University starting April 2022
or later.
It would be very kind if you would bring it to the attention of possible
candidates. Thank you very much for your help!
Best Regards,
Robert Stelzer
For the Institute of Mathematical Finance we are looking for an
Academic employee (m/f/d)
The institute of Mathematical Finance carries out cutting edge research in
selected areas of Statistics, Data Science, Financial Mathematics and
Stochastic processes collaborating on an international level. Of particular
importance in the research projects is the combination of challenging
mathematics with relevant current questions from applications.
Within our research projects we are looking for an outstanding junior
scientist full of curiosity, enthusiasm for mathematics and its applications
and being interested in further scientific qualification in the form of a
doctoral degree. It is strongly intended to increase the extent of the
position by the acquisition of additional funding.
YOUR PROFILE:
* A very good master degree in a mathematical field of study or a
comparable degree
* Interest in research in areas like data science, statistics of
stochastic processes/fields, stochastic analysis, financial mathematics
or time series analysis and appropriate previous experiences
* Commitment, ability to work in teams and interest in interdisciplinary
cooperation
* Interest in didactics and high-quality teaching
* Willingness to pursue a PhD degree
* Very good command of English and ability to teach in English
YOUR RESPONSIBILITIES:
* Contribution to the teaching and supervision duties of the institute,
the formal teaching load is two hours per semester and week
* Participation in the research projects of the institute: Within the
project ?PAC Bayesian bounds for light cone, neighborhood, and
trajectories data? led by PD Dr. Imma Curato or within the research group
of Prof. Dr. Robert Stelzer
* Own further scientific qualification (PhD studies)
Seize the opportunity and join us in shaping the future of the University!
Ulm University with its more than 10,000 students offers varied professional
tasks in a highly innovative research, teaching and work environment, at the
same time facilitating the reconciliation of work and family in many ways.
We seek to increase the proportion of women in research and teaching and
particularly encourages qualified female scientists to apply for this
position.
Severely disabled applicants with equal aptitude will be given preferential
consideration.
> Scope:
Part-time 50%
> Temporary:
inital contract for three years
> Remuneration:
TV-L EG 13
> Start:
from 01.04.2022 or later
For the Institute of Mathematical Finance we are looking for an
Academic employee (m/f/d)
The institute of Mathematical Finance carries out cutting edge research in
selected areas of Statistics, Data Science, Financial Mathematics and
Stochastic processes collaborating on an international level. Of particular
importance in the research projects is the combination of challenging
mathematics with relevant current questions from applications.
Within our research projects we are looking for an outstanding junior
scientist with a doctoral degree (postdoc) full of curiosity, enthusiasm for
mathematics and its applications and being interested in further scientific
qualification, e.g. in the form of a habilitation.
YOUR PROFILE:
* A very good doctoral degree (PhD) in mathematics or a comparable degree
* Interest in research in areas like data science, statistics of
stochastic processes/fields, stochastic analysis, financial mathematics
or time series analysis and appropriate previous experiences
* Commitment, ability to work in teams and interest in interdisciplinary
cooperation
* Interest in didactics and high-quality teaching
* Willingness to work on one?s own scientific qualification
* Very good command of English and ability to teach in English
YOUR RESPONSIBILITIES:
* Contribution to the teaching and supervision duties of the institute,
the formal teaching load is four hours per semester and week
* Participation in the research projects of the institute: Within the
project ?PAC Bayesian bounds for light cone, neighborhood, and
trajectories data? led by PD Dr. Imma Curato or within the research group
of Prof. Dr. Robert Stelzer
* Own further scientific qualification (e.g. habilitation)
Seize the opportunity and join us in shaping the future of the University!
Ulm University with its more than 10,000 students offers varied professional
tasks in a highly innovative research, teaching and work environment, at the
same time facilitating the reconciliation of work and family in many ways.
We seek to increase the proportion of women in research and teaching and
particularly encourages qualified female scientists to apply for this
position.
As a rule, full-time positions can be split.
Severely disabled applicants with equal aptitude will be given preferential
consideration.
> Scope:
fulltime
> Temporary:
inital contract for two years
> Remuneration:
TV-L EG 13
> Start:
from 01.04.2022 or later
> Reference no.:
22015
> Application deadline:
20.02.2022
Hiring is done by the Central University Administration.
Your contact for further information:
Prof. Robert Stelzer, phone +49 731 50-23520
We look forward to your application via our online application portal.
--
+++++++++++++++++++++++++++++++++++++++++
Prof. Dr. Robert Stelzer
Institute of Mathematical Finance
Ulm University
Helmholtzstra?e 18
89081 Ulm
Germany
Phone: +49 731 50 23520
Fax: +49 731 50 31096
Email: robert.stelzer(a)uni-ulm.de
http://www.uni-ulm.de/mawi/finmath/people/stelzer.html
dear all,
The Research unit Statistics and Risk at KU Leuven in Belgium (department
of Mathematics <https://wis.kuleuven.be/>, Faculty of Science) invites
applications for an (open rank) full-time faculty position in the areas of
risk management, financial mathematics, financial statistics or
mathematical statistics. Full details are listed in the vacancy
<https://www.kuleuven.be/personeel/jobsite/jobs/60076014?hl=en&lang=en>,
which closes on Feb 28, 2022.
Best regards
--
Daniela De Canditiis, PhD
Istituto per le Applicazioni del Calcolo "M.Picone" (CNR)
via dei Taurini, 19 -- 00185 Roma, Italy
tel: +39 06 49937342
fax: +39 06 4404306
http://www.iac.rm.cnr.it/~danielad/
The Department of Statistical Sciences of the University of Padua is
advertising a *Research Grant *for PhD graduates or graduates with a
master’s degree in *Statistics*.
The purpose of this research grant, which shall last for *16 months*, is to
carry out research activity into developing statistical models for high
dimensional data following approaches both frequentist and Bayesian. Often
a large number of quantitative, qualitative or mixed variables are
available and in dealing with them in statistical models requires attention
to computational and statistical problems such as the curse of
dimensionality. In many cases objective methods are required, but in many
fields, e.g., marketing, sociological or biomedical analysis, subjective or
a priori information is available, which can be included in the modeling
and estimation procedures.
The complete call is available at
https://www.stat.unipd.it/assegno-di-ricerca-di-tipo-resp-scientifico-prof-…
The call will expire on February 14th, 2022.
The application may only be submitted by completing the online procedure
available at https://pica.cineca.it/unipd/
Best regards,
the administrative secretariat
--
Research Office - Department of Statistical Sciences
University of Padua
Via Cesare Battisti 241 - 35121 Padova
tel. +39 049 8274125 / +39 049 8274167
www.stat.unipd.it
Inoltro su richiesta del dipartimento di Matematica della KU Leuven (Belgio):
The Faculty of Science at KU Leuven (Belgium) invites applications for
a full-time faculty position in the areas of risk management,
financial mathematics, financial statistics or mathematical
statistics.
Candidates should hold a Ph.D. in mathematics or statistics, or an
equivalent degree. Applicants are expected to develop research
activities at the forefront of the international research community in
one or more of the mentioned fields, and must demonstrate excellence
in research and very good teaching skills. The rank of the appointment
will depend on the applicant's research and teaching record.
The deadline for applying is February 28, 2022.
More info on https://www.kuleuven.be/personeel/jobsite/jobs/60076014?hl=en&lang=en.
Annuncio di seminario online
Stefano Favaro, Università di Torino e CNR-IMATI
Learning-augmented count-min sketches via Bayesian nonparametrics
ven 28 gen 2022 11:30 - 12:30 (CET)
The count-min sketch (CMS) is a time and memory efficient randomized data structure that provides estimates of tokens’ frequencies in a data stream, i.e. point queries, based on randomly hashed data. Learning-augmented CMSs aim at improving the CMS by means of learning models that allow to better exploit data properties. We focus on the learning-augmented CMS of Cai, Mitzenmacher and Adams (NeurIPS, 2018), which relies on Bayesian nonparametric (BNP) modeling of a data stream via Dirichlet process (DP) priors; this is refereed to as the CMS-DP. We present a novel and rigorous approach of the CMS-DP, and we show that it allows to consider more general classes of nonparametric priors than the DP prior. We apply our approach to develop a novel learning-augmented CMS under power-law data streams, which relies on BNP modeling of the stream via Pitman-Yor process (PYP) priors; this is referred to as the CMS-PYP. Applications to synthetic data and real data show that the CMS-PYP outperforms both the CMS and CMS-DP in the estimation of low-frequency tokens; this is known to be a critical feature in natural language processing, where it is indeed common to encounter power-law data.
Partecipa alla mia riunione da computer, tablet o smartphone.
https://global.gotomeeting.com/join/148172789
Puoi accedere anche tramite telefono.
(Per i dispositivi supportati, tocca un numero one-touch sotto per accedere immediatamente.)
Italia: +39 0 230 57 81 80
- One-touch: tel:+390230578180,,148172789#
Codice accesso: 148-172-789
È la prima volta che usi GoToMeeting? Scarica subito l'app e preparati all'inizio della tua prima riunione: https://global.gotomeeting.com/install/148172789
--
Dr Antonio Pievatolo
CNR IMATI
Phone: +39 02 23699 520
https://www.imati.cnr.it/mypage/people/PievatoloAntonio.htm
Care/i tutte/i,
ricordo l'imminente scadenza dell'1 febbraio per la presentazione delle domande di ammissione al dottorato di ricerca in Statistics and Computer Science presso l'Università Bocconi (a.a. 2022-2023).
Vi sarei grato se voleste portare all'attenzione di vostri studenti interessati l'annuncio riportato di seguito.
Saluti,
AL
*******************
PhD in Statistics and Computer Science - a.y. 2022-2023
Call for applications for PhD student positions
*******************
The Bocconi PhD School provides 7 scholarships for the PhD in Statistics and Computer Science, and a position with tuition waiver.
* Scholarship amount *
20,000 euros per annum
Further funding may be available through teaching and research assistantship.
Visit www.unibocconi.eu/admissionphd for detailed information.
** Applications are due by February 1, 2022 **
Within the PhD School at Bocconi University, the four-year PhD program in Statistics and Computer Science is a high profile and rigorous doctoral program that develops strong mathematical, statistical, computational and programming backgrounds.
The curriculum is structured into two tracks: Statistics and Computer Science. The first year includes courses that are compulsory for all enrolled PhD students. The second-year features track-specific and elective courses that provide students with a more specialized competence and focus on topics that may be the object of the doctoral dissertation.
Dedicated mentorship is offered to students throughout their time at Bocconi. Multidisciplinary interchange with other graduate programs in Bocconi’s PhD School, as well as research experience abroad, are also encouraged.
The Faculty includes internationally acknowledged top researchers in Statistics, Computer Science, Mathematical Analysis, Decision Theory, Statistical Physics and Machine Learning. The program also benefits from contributions of authoritative visiting professors who deliver short monographic courses.
Highly qualified and motivated students with M.Sc. degrees in Statistics, Mathematics, Computer Science, Economics, Physics, Engineering and related areas, as well as other quantitatively-oriented fields, are encouraged to apply for admission.
Applicants should hold, or be on their way to hold, a graduate degree or equivalent.
For further information about the PhD program in Statistics and Computer Science at Bocconi, visit www.unibocconi.eu/phdstatscompscience and feel free to contact:
Antonio Lijoi (antonio.lijoi(a)unibocconi.it)
Angela Baldassarre, PhD administrative assistant (angela.baldassarre(a)unibocconi.it)
Dear colleagues,
The Vrije Universiteit Amsterdam is advertising two fixed-term positions for candidates who hold (or are about to complete) an MSc.
One call is open for candidates interested in pursuing a PhD in Mathematics, and at the same time contributing to the educational program of the department. This fully-funded position is for 6 years (50% research, 40% teaching, 10% organisational activities)
https://workingat.vu.nl/ad/phd-junior-lecturer-in-mathematics/m2mavn
Note that this open position is not attached to any specific project, but candidates must discuss in advance topics with a perspective supervisor. I would be pleased to supervise students on a topic at the intersection of applied probability, stochastic optimization, and applications to complex networks (email me at a.zocca(a)vu.nl for further information).
A second call is open for a junior lecturer position without a research component (100% teaching and organisational activities). This fully-funded position is for 4 years.
https://workingat.vu.nl/ad/junior-lecturer-in-mathematics/7jq030
Both calls close on March 1st, 2022.
Applications received by e-mail will not be processed. General enquiries on the calls can be sent to Daniele Avitabile: d.avitabile(a)vu.nl
Best,
Alessandro
=================================
Alessandro Zocca (he/his)
Assistant Professor
Vrije Universiteit Amsterdam
Department of Mathematics
https://alessandrozocca.github.io/
Dear All,
we are happy to invite you to the seminar of Dr. Moises Rodriguez Madrena (Universidad de Sevilla - Facultad de Matemáticas) that will take place on Thursday, January 27, 15:00-16:00.
The seminar will be held in-person room 18 (Aula 18) of the Department of Business Studies of Roma Tre University (Via Silvio D'Amico, 77 00145 - Roma, Italy), and online via Teams.
For security reasons, please send an email to francesco.cesarone(a)uniroma3.it<mailto:francesco.cesarone@uniroma3.it> if you want to attend the seminar in person.
We are looking forward to seeing you!
Francesco Cesarone
================================================================
Date and time: January 27 (Thursday), 15:00 pm
Speaker: Dr. Moises Rodriguez Madrena (Universidad de Sevilla - Facultad de Matemáticas)
Title: Location Problems: New Advances and Applications
Abstract: Location problems are among the most important problems in the area of Operation Research. In general, a location problem consists of determining the position of one or more facilities to satisfy the demand of a set of demand points, such that some criteria (represented by objective functions) are optimized (minimize or maximize). In this seminar, we present two new location problems that arise from two different applied scopes.
(1) In the literature of transportation research field, it is frequent to address routing or distribution problems where the movement between points is given by the combination of different transportation modes. For instance, movements within or outside an urban area could be different: within the city boundary the movement is slow due to the layout of the streets and traffic, while outside this boundary in the rural area the movement is fast. This situation can be modeled as regions endowed with different norms, where distances within the regions are the ones induced by the corresponding norm. In this framework, we address the single-facility Weber location problem considering different Lp-norms at different polyhedral regions.
(2) Given a set of tradable assets, the classical portfolio selection problem consists in determining the amount of capital to be invested in each asset to build the most performing portfolio. A relatively recent promising strand of research is to exploit clustering information of an asset network to develop new portfolio optimization paradigms. Following this idea, we endow the asset network with a metric based on correlation coefficients between assets’ returns and show how classical location problems on networks can be used for clustering assets. More precisely, in the bi-objective (gain-risk) portfolio selection model, we add a third criterion which is represented by the objective function of the standard p-median location problem. In this way, we are able to evaluate the effect of different degrees of clustering on the selected portfolios.
We tackle the above problems using Mathematical Programming tools (MISOCP and MILP formulations for the first and the second problems, respectively). The usefulness of our approach is validated by reporting some computational experiments.
Venue: Room 18 (Aula 18) - Department of Business Studies - Roma Tre University - Via Silvio D'Amico, 77 00145 - Roma, Italy.
Teams link: virtual room<https://teams.microsoft.com/l/meetup-join/19%3ameeting_Y2RlZjEzMmYtZGJmNi00…>
================================================================
F Cesarone (2020), Computational Finance. MATLAB oriented modeling, Routledge-Giappichelli Studies in Business and Management, ISBN 978-0-367-49303-5<https://www.giappichelli.it/computational-finance>
For more info: http://host.uniroma3.it/docenti/cesarone/Books.htm
--
Francesco Cesarone - Ph.D.<http:>
Associate Professor
Department of Business Studies
Roma Tre University
Via Silvio D'Amico, 77
00145 - Roma, Italy
tel: +39 06 57335744
Skype: francesco.cesarone
email: francesco.cesarone(a)uniroma3.it<mailto:francesco.cesarone@uniroma3.it>
Studio n. 20 piano V
WWW: http://host.uniroma3.it/docenti/cesarone/