December 2022 - Random - Mailing list — Dipartimento di Matematica, UniPI

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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Expression of interest, LUISS junior positions in Mathematics
by Sara 10 May '23

10 May '23

Dear all, Luiss University is seeking candidates for a Junior position in Mathematics Applied to Economics and Finance. We invite all interested researchers to express their interest as soon as possible, possibly by mid January 2023. On the basis of the results of the call we will decide which type of Junior position to announce officially (in particular if tenure track or not). Candidates should have a solid knowledge of advanced mathematical tools and the clear attitude to apply such tools to some of the following areas: economics, management, finance, insurance, decision theory, game theory, and social sciences in general. See the link https://www.luiss.edu/call-expression-interest-2022/assistant-professor-of-… All the best wishes for the New Year, Sara Biagini e Fausto Gozzi -- Sara Biagini, Professor of Mathematical Finance Department of Economics and Finance LUISS Guido Carli https://www.luiss.it/ Address: Viale Romania, 32 - 00197 Roma Web: http://sites.google.com/site/sarabiagini/

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Two postdoc positions at Scuola Normale Superiore, Pisa
by Fabrizio Lillo 29 Dec '22

29 Dec '22

Dear colleagues, I am currently advertising 2 two-year Postdoc positions at the Scuola Normale Superiore in Pisa. PhD is not required but applicants must have carried out at least 2 years of post-graduation research activity (see the calls). 1) The first one is about DATA SCIENCE, MACHINE LEARNING AND ARTIFICIAL INTELLIGENCE FOR ECONOMICS AND FINANCE https://amministrazionetrasparente.sns.it/bando/data-science-machine-learni… and it is funded by the European Grant SoBigData++. The deadline is January 12, 2023 2) The second one is about MATHEMATICAL FINANCE ON MARKET MICROSTRUCTURE, NETWORKS AND SYSTEMIC RISK https://amministrazionetrasparente.sns.it/bando/finanza-matematica-su-micro… and is funded by the chair in Quantitative Finance at SNS. The topic of the post-doc is Quantitative Finance and there is some flexibility depending on the candidate's interests. The deadline is January 18, 2023 Please contact me (fabrizio.lillo(a)sns.it) for any additional information concerning the project and the call, and please transfer the announcement to other potential candidates. Thanks a lot! Best wishes, Fabrizio Lillo ---------------------------------------- Fabrizio Lillo Dipartimento di Matematica, Università di Bologna Scuola Normale Superiore, Pisa ITALY Personal website: fabriziolillo.wordpress.com University website: www.unibo.it/sitoweb/fabrizio.lillo <http://fabriziolillo.wordpress.com/> phone: +39 050509159

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11th General AMaMeF Conference & Summer School on "Risk and Uncertainty in Economics, Insurance and Finance"
by Ferrari, Giorgio 29 Dec '22

29 Dec '22

Dear All, the /11th General AMaMeF Conference/ will take place from *26th to 30th June 2023* in Bielefeld (Germany). The list of plenary speakers, invited sessions, and further information can be found here: https://sites.google.com/view/amamef-2023/overview* * ** Following the conference, a summer school on "/Risk and Uncertainty in Economics, Insurance and Finance/" will take place in the week of *July 3-7, 2023* at Bielefeld University. Further details about this event will come soon. **We are looking forward to welcoming you to Bielefeld in the summer of 2023! All the best wishes for the end of 2022 and the beginning of 2023, Giorgio Ferrari and Frank Riedel

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Assegno di ricerca Università di L'Aquila
by Fabio Antonelli 29 Dec '22

29 Dec '22

Con preghiera di diffusione È stato bandito un assegno di ricerca presso il DISIM dell'Università di L'Aquila con scadenza 27/01/2023 dal titolo "Problemi di ottimizzazione in Economia e Finanza" https://www.univaq.it/include/utilities/blob.php?table=assegni_ricerca&id=7… Segreteria Amministrativa Contabile<https://www.univaq.it/include/utilities/blob.php?table=assegni_ricerca&id=7…> Segreteria Amministrativa Contabile DIPARTIMENTO DI INGEGNERIA E SCIENZE DELL’INORMAZIONE E MATEMATICA SEGRETERIA AMMINISTRATIVA CONTABILE E-mail: disim.sac(a)strutture.univaq.it PEC: disim(a)pec.univaq.it www.univaq.it L'assegno è di 12 mesi, possibilmente rinnovabile per altri 12. Fabio Antonelli

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Postdoctoral position at the University of Genova
by Fabio Rapallo 29 Dec '22

29 Dec '22

Buongiorno, ricevo e volentieri inoltro alla lista il seguente messaggio. Cordiali saluti e auguri di buon 2023. Fabio Rapallo --------------------------------- From: Eva Riccomagno <riccomag(a)dima.unige.it> Subject: Postdoctoral position at the University of Genova Date: 28 December 2022 at 19:34:43 CET To: Dear Colleagues, I am currently advertising a Postdoc position at the Department of Mathematics, University of Genova. Deadline for application: 23.01.2023 at 12.00 am, Italian time. The call is published at the link: https://concorsi.unige.it/home?ufficio=Assegnisti (Concorsi online - Università degli Studi di Genova) Program n. 58 Applications through: https://concorsi.unige.it/home/procedure/3751/?__language=en The PhD title is not needed at the time of application. The research is in collaboration with the Regione Liguria and is expected to design and implement a survey for rare or elusive subpopulations with particular reference to the Ligurian household spending Please contact riccomagno(a)dima.unige.it for any additional information concerning the project and the call, and please transfer the announcement to other potential candidates. Best regards, Eva Riccomagno -------------- Fabio Rapallo Dipartimento di Economia Universita’ di Genova

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Bandi RTDa PNRR c/o Dipartimento di Matematica UniBa
by Michele Gianfelice 28 Dec '22

28 Dec '22

Salve, ricevo e inoltro p.c.. Si tratta di un posto etichettato MAT/06 (Probabilità Quantistica) e 2 etichettati MAT/07. Cordialmente, m.gianfelice ---------- Forwarded message ---------- Date: Sun, 25 Dec 2022 18:46:01 +0100 From: Gennaro Infante <gennaro.infante(a)unical.it> To: Giovanni Mascali <giovanni.mascali(a)unical.it>, Michele Gianfelice <gianfelice(a)mat.unical.it> Subject: Fwd: Bandi RTDa PNRR a Bari e auguri Cari, conoscete qualcuno interessato?Cari saluti, Gennaro ============================================ Prof. Gennaro Infante, Ph.D. Dipartimento di Matematica e Informatica Universita' della Calabria 87036 Arcavacata di Rende (Cosenza) Italy office: Cubo 31B - III piano phone: +39 0984 496474 fax: +39 0984 496410 e-mail: gennaro.infante(a)unical.it home page: http://www.mat.unical.it/~infante =========================================== Begin forwarded message: From: annamaria.candela(a)uniba.it Date: 25 December 2022 at 11:29:10 CET To: Gennaro Infante <gennaro.infante(a)unical.it> Subject: Bandi RTDa PNRR a Bari e auguri Caro Gennaro, come promesso ecco i link ai bandi per i 3 posti da RTDa presso il mio Dipartimento finanziati dai progetti PNRR: un posto MAT/07 PNRR CAMPIONI NAZIONALI (PNRR_CN) https://reclutamento.ict.uniba.it/reclutamento-ricercatori/selezioni-ric/44… un posto MAT/07 e uno MAT/06 PNRR PARTENARIATO ESTESO 02 (PNRR_PE_02) https://reclutamento.ict.uniba.it/reclutamento-ricercatori/selezioni-ric/44… I bandi scadono il prossimo 4 gennaio. Di nuovo auguri di Buon Natale e un sereno Anno Nuovo a te e ai tuoi cari. Anna Maria

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Postdoctoral position at the University of Torino
by Matteo Ruggiero 28 Dec '22

28 Dec '22

Con preghiera di diffusione ai potenziali interessati ----------------------------------------------- Postdoctoral position at the University of Torino Project title: CONSTRUCTION, CHARACTERIZATION AND INFERENCE FOR DIFFUSIONS IN STOCHASTIC POPULATION DYNAMICS Project supervisor: Matteo RUGGIERO (University of Torino and Collegio Carlo Alberto) www.matteoruggiero.it <https://www.google.com/url?q=http://www.matteoruggiero.it&source=gmail-imap…> Brief description (the focus of the project can be adapted to the position holder’s background): The project aims at constructing new diffusion processes for modelling temporally evolving vectors of frequencies and to investigate appropriate inferential strategies when these are seen as hidden Markov models. These processes typically take values on multi-dimensional or infinite-dimensional simplices, and their temporal mechanisms, often related to evolutionary forces used in stochastic population dynamics, typically have commonly used prior distributions in Bayesian statistics as stationary measures. The construction of such models will be achieved by means of approximating sequences of Markov chains after appropriate rescaling, and inference will be tackled exploiting the existence of certain dual processes through particle filtering or Markov chain Monte Carlo methods. Further info: matteo.ruggiero(a)unito.it <mailto:matteo.ruggiero@unito.it> Application deadline: January 23, 2023 (PhD title possession not needed at the time of application) Call and instructions for applying available at https://www.serviziweb.unito.it/albo_ateneo/ <https://www.google.com/url?q=https://www.serviziweb.unito.it/albo_ateneo/&s…> (Numero di repertorio: 5931; selezione ESOMAS.2022.18/XXV) ----------------------------------------------- Cordiali saluti Matteo Ruggiero --- Matteo Ruggiero University of Torino and Collegio Carlo Alberto www.matteoruggiero.it

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Metrika Special Issue on Categorical Data Analysis
by Monia Lupparelli 28 Dec '22

28 Dec '22

Dear Colleagues, We are pleased to announce a Special Issue of Metrika on Categorical Data Analysis: https://www.springer.com/journal/184/updates/23839478 The submission deadline is September 1, 2023, but early submission is encouraged. We look forward to receiving your submissions. Best wishes, Wicher Bergsma and Monia Lupparelli (Guest Editors) ----------------------------------------- Monia Lupparelli, PhD Department of Statistics, Computer Science, Applications "G. Parenti" University of Florence Viale Morgagni 59, 50134 Florence, IT Phone +39 055 2751517

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4 Postdoctoral positions at the University of Granada
by Marta Leocata 28 Dec '22

28 Dec '22

Salve, Ricevo e inoltro le seguenti posizioni. Saluti, Marta Leocata -------------------------- Dear Colleagues, I would very much appreciate if you could disseminate this information among the suitable candidates: The research unit Modeling Nature (MNat) at the University of Granada requests declarations of interest in applications for 4 post-doctoral fellowships funded by an "Excelence Unit-Qualifica" grant from the Junta de Andalucía: https://www.modelingnature.org/ <https://urldefense.com/v3/__https://www.modelingnature.org/__;!!D9dNQwwGXtA…> The MNat unit emerges to make progress and educate the next generation of scientists in challenging topics at the interfaces of biology, physics, biomedicine, engineering and mathematics. These multidisciplinary collaborations are based on the construction of mathematical models with predictive capacity to address fundamental and applied problems in the following four main areas: I. Mathematical Foundation, Models, and Methods in Nature II. Modeling cell communication and tumor dynamics III. Modeling Bio-Nanotechnology. New materials and Bio-Engineering IV. Modeling complex and dynamic adaptive systems at multiple scales in Ecology and Evolution. Computational Biology The specific descriptors of these areas can be seen on the MNat website (https://www.modelingnature.org/research) We offer a stimulating, interdisciplinary, collaborative working environment with an open academic atmosphere. Positions can start from March 2023 and its duration is 1 year, with the possibility of an extension for 18 additional months. Shorter duration or different starting dates might be considered. Salary is negotiable, according to experience and cv, in a salary range of 32,000 to 42,000 euros (VAT included). Successful candidates will enjoy an allowance for travel and research expenses. Candidates should submit the following application materials CV including publications (4 pages max). Motivation letter describing your prior research experience and accomplishments and future research interests in relation to the MNat research lines (2 pages max). A minimum of two letters of recommendation or list referees to contact. to the email address mnat(a)ugr.es <mailto:mnat@ugr.es> before January 22nd, 2023. An interview will be required for short-listed candidates. Yours sincerely, Juan Soler. PI, Research Unit MNat

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Postdoc position in Torino on Bayesian community detection in networks
by Pierpaolo De Blasi 28 Dec '22

28 Dec '22

Dear colleagues, I am currently advertising a one-year Postdoc position at the ESOMAS Department, University of Torino. Deadline for application: January 23th 2023. PhD title possession not needed at the time of application. The call is published at the link: https://www.unito.it/ricerca/fare-ricerca-unito/assegni-di-ricerca (Bando assegni di ricerca - VI Tornata 2022 - numero di repertorio 5931 del 23/12/2022) Applications through: https://pica.cineca.it/unito/assegni-di-ricerca-unito-2022-vi/ The research will concern Bayesian mixture modeling for community detection in networks; in particular: - Stochastic Block Model (SBM) as the most convenient generative model for communities in networks - Finite dimensional mixtures with random number of components built on species sampling models - Gibbs sampling algorithms for posterior inference on partitions Bayesian inference and network theory are at the core of this research and candidates are expected to have some previous knowledge on these fields. Experience on programming and computation are also welcome. Please contact pierpaolo.deblasi(a)unito.it for any additional information concerning the project and the call, and please transfer the announcement to other potential candidates. Best wishes Pierpaolo De Blasi -- Pierpaolo De Blasi University of Torino & Collegio Carlo Alberto carloalberto.org/pdeblasi

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2 years postdoctoral researcher at University of Milan on Econometrics methods for the analysis of transition to clean energy
by Luca Rossini 28 Dec '22

28 Dec '22

Dears, We are hiring a 2 years postdoctoral researcher at University of Milan for working with Andrea Bastianin (https://sites.google.com/view/andrea-bastianin) and myself (https://lucarossini.wixsite.com/luca-rossini) The research title is: "*Econometrics methods for the analysis of transition to clean energy*" The *baseline net salary is about 19.000€* (gross salary 21.000€) per annum for *2 years with a possible extensions of 2 further years* and it is only *RESEARCH* devoted. Moreover, *a net mobility allowance of about 6.400€* (gross allowance 7.200€) per annum for the first two years since appointment is granted to researchers of any nationality obtained their PhD from a *non-italian institution*. The research area includes econometric and statistical methods for modelling and forecasting time series data ranging from weather and climate variables to commodity prices with a focus on aspects related to transition to clean energy technologies. The research interests are in line with those of the existing research members, including energy economics, time series analysis, econometrics, Bayesian methods and forecasting. Here is the link to the *detailed description of the procedure*: https://www.unimi.it/sites/default/files/2022-12/BANDO_tipo_A_2022BIS%20eng… The candidate must fill in the *application form* available online at https://air.unimi.it/rm/public/postDocFellowship.htm (Deadline 30 January 2023). If you have questions, feel free to email me at luca.rossini(a)unimi.it Best regards Luca Rossini -- Dr. Luca Rossini Lecturer (Assistant Professor Tenure Track) in Statistics, Department of Economics, Management and Quantitative Methods University of Milan (Statale), Italy email:luca.rossini87@gmail.com luca.rossini(a)unimi.it skype: luca.rossini14 web:https://lucarossini.wixsite.com/luca-rossini

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Fwd: A PhD and a postdoc position at TU Vienna
by Bisi, Elia 25 Dec '22

25 Dec '22

FYI ————————— Elia Bisi Assistant Professor (non-TT) Technische Universität Wien Research Unit Mathematical Stochastics https://eliabisi.com ---------- Forwarded message ---------- From: Lis, Marcin <marcin.lis(a)tuwien.ac.at> Date: 23 Dec 2022, 16:16 +0100 To: Lis, Marcin <marcin.lis(a)tuwien.ac.at> Subject: A PhD and a postdoc position at TU Vienna Dear all, I apologise for the potential spam. I would be grateful if you could forward this message to potential candidates: There is a PhD student position and a 2 year postdoc position available at TU Vienna within my FWF project ``Spins, loops and fields’’. Please contact me directly for more details. Best regards and happy holidays! Marcin Lis marcin.lis(a)tuwien.ac<mailto:marcin.lis@tuwien.ac>.at

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Open call: two 3-year post-doc (RTD-A) positions open at IMT Lucca
by Valentina MACCHIATI 23 Dec '22

23 Dec '22

Dear all, the NETWORKS unit at the IMT School of Advanced Studies in Lucca, Italy, just opened two 3-year post-doc (RTD-A) positions in the topics "Complexity, resilience and sustainability of physical, biological, economic and ecological systems". The deadline is January 12th, 2023 at 13:00 CET. Applicants should be in possession of a PhD degree before the deadline. Hereby, you could find more details. Happy holidays, Valentina Macchiati Ph.D. Student in Data Science Scuola Normale Superiore, Pisa ---------- Forwarded message --------- Da: Diego Garlaschelli <diego.garlaschelli(a)imtlucca.it> Date: mer 21 dic 2022 alle ore 01:02 Subject: Fwd: Open call: two 3-year post-doc (RTD-A) positions open at IMT Lucca To: Diego Garlaschelli <diego.garlaschelli(a)imtlucca.it> Dear colleagues, please circulate the announcement below and note the approaching deadline (January 12th). the *NETWORKS unit* <https://networks.imtlucca.it/> at the IMT School of Advanced Studies in Lucca, Italy, just opened *two 3-year post-doc (RTD-A) positions* in the topics *"Complexity, resilience and sustainability of physical, biological, economic and ecological systems"*. The contracts will start on April 1st, 2023 at the latest. Find the call for applications *here* <https://www.imtlucca.it/it/jobopportunity/complexity-resilience-and-sustain…>. The deadline for submitting applications, which is possible only via the online system (and requires a preliminary registration) is January 12th, 2023 at 13:00 CET. Applicants should be in possession of a PhD degree before the deadline. Excellent applicants with diverse background, from pure mathematics to physics, computer science, biology, ecology, economics and social science are welcome. We are looking for young scientists to carry out research on the complexity, resilience and sustainability of physical, biological, economic and ecological systems. Possible research topics include the complexity of real-world systems and networks, the resilience of financial and economic systems, the sustainability of cities, the stability and biodiversity of ecosytems, the efficiency and metabolism of biological and technological systems. We welcome a combination of mathematical (e.g. random graph theory, statistical physics), computational and data-driven approaches. The candidate has a multidisciplinary attitude and interest in acquiring knowledge from multiple scientific fields. For more information, please contact Prof. Diego Garlaschelli <https://networks.imtlucca.it/people/diego> (diego.garlaschelli(a)imtlucca.it ). -- Diego Garlaschelli NETWORKS Unit <https://networks.imtlucca.it/> (director) IMT School for Advanced Studies Piazza S. Francesco 19, 55100 Lucca (Italy) Econophysics and Network Theory group <https://www.universiteitleiden.nl/en/science/physics/biological-matter/dieg…> Lorentz Institute for Theoretical Physics, University of Leiden Niels Bohrweg 2, 2333 CA Leiden (The Netherlands) Maximum-Entropy Networks <https://link.springer.com/book/10.1007%2F978-3-319-69438-2>: Pattern Detection, Network Reconstruction and Graph Combinatorics

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seminar on January 11, 2023 - Giulia Di Nunno
by Emanuela Rosazza Gianin 22 Dec '22

22 Dec '22

Dear all, you are all invited to participate to the following seminar on *Wednesday 11th of January 2023 at 16:30* in Aula Seminari 4026 at University of Milano Bicocca (via degli Arcimboldi 8, Milano - building U7, 4th floor): Speaker: *Giulia Di Nunno* (University of Oslo) Titolo: *Sandwiched Volterra volatility models and hedging* Abstract: We present the Sandwiched Volterra Volatility (SVV) model and we discuss some of its characteristic properties. We then move to consider hedging and consider the explicit computation of quadratic hedging strategies. While the theoretical solution is well-known in terms of the non-anticipating derivative for all square integrable claims, the fact that these models are typically non-Markovian provides a concrete difficulty in the direct computation of conditional expectations at the core of the explicit hedging strategy. To overcome this difficulty, we propose a Markovian approximation of the model which stems from an adequate approximation of the kernel in the Volterra noise. We show some numerical simulations performed with different methods. Best wishes, Emanuela ****************************************** Emanuela Rosazza Gianin Department of Statistics and quantitative methods University of Milano-Bicocca Via Bicocca degli Arcimboldi, 8 20126 Milano - Italy Phone (0039) 02 64483208 e-mail: emanuela.rosazza1(a)unimib.it ******************************************

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Summers school and conference "Processes and heat kernel with symmetries"
by Alessandra Occelli 20 Dec '22

20 Dec '22

Cari colleghi, Vi annunciamo che, nell'ambito del semestre tematico organizzato dal Centre Henri Lebesgue, una Summer School and conference dal titolo "Processes and heat kernels with symmetries" avrà luogo presso il centro congressi Bon Pasteur di Angers dal 26 al 30 giugno 2023. Il comitato scientifico è composto da Jean-Philippe Anker (Università di Orléans), Gilles Carron (Università di Nantes) e Margit Rösler (Universität Paderborn). Il comitato organizzatore è composto da Piotr Graczyk (Università di Angers), Alessandra Occelli (Università di Angers) e Patrice Sawyer (Laurentian University, Sudbury, Canada). Il programma scientifico comprende 4 mini-corsi (4 x 50 min), 8 talk (50 min) e una poster session. Si prega di consultare la pagina web https://www.lebesgue.fr/en/heat per maggiori dettagli. Il costo dell'alloggio completo (pasti inclusi) presso il residence Bon Pasteur è di 545 euro. Il comitato organizzatore potrebbe essere in grado di aiutare alcuni giovani ricercatori a coprire i costi di alloggio. Se siete interessati a partecipare alla conferenza, si prega di contattare Patrice Sawyer (psawyer(a)laurentian.ca) entro il 31 gennaio 2023. A nome del comitato organizzatore, Alessandra Occelli %%%%%%%%%%%%%%%%%%%%%%%%%%%%% Dear colleagues, We inform you that, as part of the thematic semester organized by the Center Henri Lebesgue, a Summer School and conference entitled "Processes and heat kernels with symmetries" will take place at the Bon Pasteur congress center in Angers from the 26th to the 30th of June 2023. The scientific committee is composed of Jean-Philippe Anker (University of Orléans), Gilles Carron (University of Nantes) and Margit Rösler (Universität Paderborn). The organizing committee is composed of Piotr Graczyk (University of Angers), Alessandra Occelli (University of Angers) and Patrice Sawyer (Laurentian University, Sudbury, Canada). The scientific program includes 4 mini-courses (4 x 50 min), 8 talks (50 min) and a poster session. Please consult the web page https://www.lebesgue.fr/en/heat for more details. The cost of full accommodation (meals included) at Bon Pasteur is 545 euros. The organizing committee may be able to help some young researchers with the accommodation costs. If you are interested in attending the conference, please contact Patrice Sawyer (psawyer(a)laurentian.ca) by January 31, 2023. On behalf of the organizing committee, Alessandra Occelli

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Postdoc positions
by Franco Flandoli 20 Dec '22

20 Dec '22

Dear colleagues, I am currently advertising a two-year Postdoc position under the ERC advanced grant NoisyFluid, at Scuola Normale Superiore, in Pisa. Deadline for application: January 18th 2023. The call is published at the link: https://amministrazionetrasparente.sns.it/bando/analisi-delle-grandi-scale-… Informations abount the local research group on stochastic fluids and the ERC project can be found at the page https://sites.google.com/sns.it/franco-flandoli/home-page Please contact me for any additional information concerning the project and the call, and please transfer the announcement to other potential candidates. Thanks a lot! Best wishes, Franco Flandoli

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Save the date(s): mini-course Boris Hanin in Rome
by Michele Salvi 20 Dec '22

20 Dec '22

Dear all, In order to start the year in the best possible way, RoMaDS ( https://www.mat.uniroma2.it/~rds/events.php ) will host Boris Hanin (Princeton University) at Tor Vergata from the 10th to the 13th of January 2023. Boris will give a 6 hours mini-course about Neural networks and Gaussian processes. The course will be addressed also to non-experts of the field, it will be divided in 3 slots of 2 hours each and the tentative program is as follows: Lecture 1. (Tue 10th, 14h00) Introduction to neural networks. Statement of Gaussian Process (GP) limit. Proof of GP limit. Lecture 2. (Wed 11th, 14h00) Tuning to criticality and analysis at large depth. Lecture 3. (Fri 12th, 10h00) Optimization in the GP limit using the Neural Tangent Kernel. Open problems. All the lectures will be held in Aula Dal Passo, Department of Mathematics - Tor Vergata university, and we do encourage in-person participation. Should you be unable to come, here is the link to the event on Teams: https://teams.microsoft.com/l/meetup-join/19%3arfsL73KX-fw86y1YnXq2nk5VnZFw… Best, Michele

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votazioni per il consiglio scientifico del CIME
by Marco Romito 18 Dec '22

18 Dec '22

Buonasera vi segnalo che dalle ore 9:00 di domani lunedì 19 dicembre alle ore 13:00 di Mercoledì 21 dicembre avranno luogo le elezioni per il rinnovo di cinque membri del Consiglio Scientifico della Fondazione CIME (https://sites.google.com/unifi.it/cime/) Segnalo anche che tra le candidature disponibili è presente quella del probabilista Francesco Morandin, dell'Università di Parma. Trovate la sua e le altre candidature all'indirizzo https://sites.google.com/unifi.it/cime/elezioni-2022/candidature-2022. saluti m.

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2 assistant professorships (RTD-A) mathematical physics Bologna
by giacomo.depalma＠sns.it 17 Dec '22

17 Dec '22

Dear all, The Department of Mathematics of the University of Bologna has opened two 3-year RTD-A (Assistant Professor) positions in Mathematical Physics. Within the next three years the Mathematical Physics group plans to open two tenured positions. The application procedure can be found at https://bandi.unibo.it/s/apos5/rif-7960-bando-66-posti-rtd-a-pnrr-1 English version of the call: https://bandi.unibo.it/s/apos5/rif-7960-bando-66-posti-rtd-a-pnrr-1/call-for -application/rif-7960-call-66-positions-rtd-a-pnrr-4.pdf/@@download/file/Rif .%207960%20-%20CALL%2066%20POSITIONS%20RTD%20A)%20PNRR%204.pdf The application deadline is sharp at 12:00 of 30-12-2022. We are looking for top early-career researchers in the fields of Statistical Mechanics, Quantum Information Theory or Quantum Computing. These include but are not limited to areas of complex and disordered systems, spin glasses, classical and quantum neural networks and statistical inference, both from a theoretical perspective and by looking at applications, especially to machine learning and complex networks. The two successful candidates are expected to be appointed by February 1, 2023. The teaching load is 60 hours per year. The University of Bologna is the oldest University in continuous operation in the world and renowned to be one of the best in Italy. The city of Bologna offers a broad number of cultural activities and a high quality of life. The Mathematical Physics Group is active in Statistical Mechanics and Applications (https://math.unibo.it/en/research/research-groups/statistical-mechanics-and -applications), Quantum Information Theory (https://math.unibo.it/en/research/research-groups/quantum-information-theor y), Data Science and Artificial Intelligence (https://math.unibo.it/en/research/research-groups/data-science-and-ai) and many other areas. The Department has a wide spectrum of research interests in all the fields of mathematics: https://math.unibo.it/en/research/research-areas and has close collaborations with the Departments of Physics, Computer Science, Engineering, Economics etc. Please feel free to forward this email to potential candidates. For further information you can contact me or Prof. Pierluigi Contucci (pierluigi.contucci(a)unibo.it <mailto:pierluigi.contucci@unibo.it> ) or Prof. Daniele Tantari (daniele.tantari(a)unibo.it <mailto:daniele.tantari@unibo.it> ). Best wishes, Giacomo

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Padova Seminars in Probability and Finance - Simone Floreani (University of Oxford)
by Alberto Chiarini 16 Dec '22

16 Dec '22

Dear Colleagues, We would like to invite you to the "Padova Seminars in Probability and Finance seminar" that will take place on December 21st at 11.00 in Padova in room 2AB45 at the department of Mathematics “Tullio Levi-Civita". The seminar will be held in person and online via the Zoom platform. _____________________________________________________ Speaker: Simone Floreani (University of Oxford) Title: Hydrodynamics for the partial exclusion process in random environment via stochastic duality Date and time: Wednesday, DECEMBER 21st at 11.00 Place: room 2AB45 at the Department of Mathematics, University of Padova Zoom link: https://unipd.zoom.us/j/88295505400 available also on the webpage https://www.math.unipd.it/~bianchi/seminari/ Abstract: In this talk, I present a partial exclusion process in random environment, a system of random walks where the random environment is obtained by assigning a maximal occupancy to each site of the Euclidean lattice. This maximal occupancy is allowed to randomly vary among sites, and partial exclusion occurs. After recalling some results on the Bouchaud's trap model, I will show that, when assuming that the maximal occupancies are heavy tailed and i.i.d., the hydrodynamic limit of the particle system is the fractional-kinetics equation. The strategy of the proof is based on stochastic duality, a useful tool in probability theory which allows to study a Markov process (the one that interests you) via another one, called dual process, which is hopefully simpler. In the final part of the talk, I will focus on how some duality relations can be obtained in a more general framework. With best regards, Alberto Chiarini Department of Mathematics Tullio Levi-Civita Via Trieste 63 35121 Padova Italy Alberto Chiarini

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Postdoc in Financial Mathematics at Dublin City University
by Paolo Guasoni 16 Dec '22

16 Dec '22

Dear Colleague, Dublin City University has a Postdoctoral position (Two-year) in Financial Mathematics https://www.dcu.ie/sites/default/files/inline-files/RF1781%20Postdoctoral%2… The closing date for the application is January 22nd, 2022. With best wishes of Merry Christmas and Happy New Year, Paolo Guasoni -- <https://www.facebook.com/DCU/> <https://twitter.com/DCU> <https://www.linkedin.com/company/dublin-city-university> <https://www.instagram.com/dublincityuniversity/?hl=en> <https://www.youtube.com/user/DublinCityUniversity>

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SPASS seminar: Andrea Papini - TUE 20.12 at 14:00
by Andrea Agazzi 16 Dec '22

16 Dec '22

Dear Colleagues, We would like to invite you to the following SPASS <https://sites.google.com/unipi.it/spass> seminar, jointly organized by UniPi, SNS, UniFi and UniSi: *Turbulence Enhancement in Kinetic Coagulation Equations* by Andrea Papini (Scuola Normale Superiore di Pisa) The seminar will take place in person on *TUE, 20.12.2022 at 14:00 CET* in Aula Seminari, Department of Mathematics, University of Pisa and streamed online here <https://meet.google.com/gji-phwo-vbg>. The organizers, A. Agazzi, G. Bet, A. Caraceni, F. Grotto, G. Zanco https://sites.google.com/unipi.it/spass -------------------------------------------- *Title: Turbulence Enhancement in Kinetic Coagulation Equations* *Abstract: A Smoluchowski type model of coagulation in a turbulent fluid is given, heuristically expressed by means of a stochastic model of a system of second-order (microscopic) coagulating particles, then in a suitable scaling limit as a deterministic model with enhanced diffusion in the velocity component. Existence, uniqueness and regularity is proven under different initial conditions in suitable weighted spaces for the spatially-homogeneous PDE. A precise link between mean intensity of the turbulent velocity field and coagulation enhancement is obtained by numerical simulations.* *Based on joint works with Franco Flandoli and Ruojun Huang.*

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Seminar by Salvatore Scognamiglio in Milano (21.12.22)
by Valeria Bignozzi 15 Dec '22

15 Dec '22

Dear all, you're invited to the seminar that will take place, in hybrid mode, at the Department of Statistics and Quantitative Methods, University of Milano-Bicocca. More details: 21st of December 2022, h 16:30, Aula seminari 4026, Building U7, 4th floor Department of Statistics and Quantitative Methods, University of Milano-Bicocca Webex Link: https://unimib.webex.com/unimib/j.php?MTID=mcd5a40a675fd6136e8c3be8a8ead4143 Join by meeting number Meeting number (access code): 2742 148 3807 Meeting password: x3765HJJdRf (93765455 from phones) Speaker: Salvatore Scognamiglio Title: ''Deep learning models for longevity risk'' Abstract: In recent decades, the mortality rates of most developed countries have been gradually declining due to improvements in public health, medical advances, lifestyle changes and government regulation. Although longevity improvement is an obvious benefit for society, it could also represent a risk for governments and insurance companies. Indeed, they could get in financial trouble if they do not adequately consider these longevity improvements for retirement planning and life insurance product pricing. The risk that future mortality and life expectancy outcomes turn out differently than expected is typically called longevity risk, and its management requires stochastic mortality projection models. We introduce a neural network (NN) to fit the Lee-Carter models and some of its extensions on multiple populations. The NN architecture is specifically designed to calibrate each individual model using all available information instead of using a population-specific subset of data as in the traditional estimation schemes. An extensive set of numerical experiments performed on all the countries of the Human Mortality Database shows the effectiveness of our approach. In particular, the resulting parameter estimates appear smooth and less sensitive to the random fluctuations often present in the mortality rates’ data, especially for low-population countries. In addition, the forecasting performance results significantly improved as well. Best regards, Valeria ********************************************** Valeria Bignozzi Professore associato di Metodi Matematici dell’Economia e delle Scienze Attuariali e Finanziarie Dipartimento di Statistica e Metodi Quantitativi (DiSMeQ), Università degli Studi di Milano-Bicocca, Edificio U7

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Annuncio Seminario Sapienza - Giacomo Greco
by Lorenzo Taggi 14 Dec '22

14 Dec '22

Martedì 20 Dicembre, ore 14:00, Sapienza Università di Roma, Dipartimento di Matematica, Sala di Consiglio *Speaker: *Giacomo Greco (Eindhoven University of Technology TU/e) *Titolo:* Travelling through turnpikes in the Kinetic Schrödinger Problem *Abstract:* The Schrödinger problem consists in finding the most likely evolution of a system of i.i.d. particles, conditionally on their initial and final configurations. In the last decade this problem has become more and more popular, thanks to its connections with stochastic optimal control theory and optimal transport. In this talk we are going to introduce a Schrödinger problem where the particles follow an (underdamped) Langevin dynamics (i.e. their density satisfies the kinetic Fokker-Planck equation) and where we are given only a partial observation of the initial and final configurations. Then, we will investigate the long-time behaviour of this kinetic system, proving that its most likely evolution is exactly the one that spends most of the time exponentially close to the equilibrium configuration (this property is commonly known in stochastic control theory as the turnpike property). Based on the paper Electron. J. Probab. 27: 1-32 (2022). DOI: 10.1214/22-EJP850

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