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

10 PhD positions at HetSys Warwick - deadline Jan 25 2023
by Massimiliano Tamborrino 14 Dec '22

14 Dec '22

Dear all, the HetSys Centre for Doctoral Training<https://warwick.ac.uk/fac/sci/hetsys> at Warwick is opening 10 fully funded PhD positions for a start in October 2023, with deadline for applying on the 25th January 2023 (more details are reported below). Among other projects, I'm supervising, together with Tim Sullivan, a project on "Probabilistic learning for time-parallel solvers of complex models", see https://warwick.ac.uk/fac/sci/hetsys/themes/continuum/hp2023-04/ The project is suitable for anyone with a background in mathematics, statistics, or computer science. It will involve both programming and theoretical analysis, although the exact balance can be tuned to the interests and skills of the successful candidate. Please get in touch if you are interested and pass the message to potentially interested candidates. Best, Massi ------ Dr. Massimiliano Tamborrino Assistant Professor Department of Statistics University of Warwick https://warwick.ac.uk/tamborrino --------- 10 Fully Funded PhD Positions within HetSys Centre for Doctoral Training at Warwick for October 2023 start HetSys<https://warwick.ac.uk/fac/sci/hetsys> is an EPSRC-supported Centre for Doctoral Training (CDT) which trains people to challenge current state-of-the-art in computational modelling of heterogeneous, real-world systems across a range of research themes spanning quantum<https://warwick.ac.uk/fac/sci/hetsys/themes/quantum/availableprojects/>, atomistic<https://warwick.ac.uk/fac/sci/hetsys/themes/atomistic/availableprojects/> and continuum<https://warwick.ac.uk/fac/sci/hetsys/themes/continuum/availableprojects/> models of materials and molecules. The HetSys team are now recruiting our fifth cohort of enthusiastic students from across the physical sciences who enjoy using their mathematical skills and thinking flexibly to solve complex problems to join our EPSRC Centre for Doctoral Training in Modelling of Heterogeneous Systems at the University of Warwick, UK. Our exciting range of new PhD projects<https://warwick.ac.uk/fac/sci/hetsys/themes/projectopportunities/> for Oct 2023 can be found on our webpage<https://warwick.ac.uk/fac/sci/hetsys/>. HetSys is built around a closely knit, highly collaborative team of academics from science departments across Warwick (this year including Physics, Engineering, Chemistry, Life Sciences, Mathematics, Statistics and the Warwick Manufacturing Group) at Warwick. With its project partners HetSys is developing talented, energetic PhD students to push boundaries in this exciting field. The students will inspire new ideas, approaches and innovation and become future leaders in developing new technologies. Full funding is available for 10 candidates, including those who meet the required UK residency criteria plus a small number of international students. We require at least a 2(i) honours degree at BSc or an integrated masters degree (e.g. MPhys, MChem, MSci, MEng etc.) in a physical sciences, mathematics or engineering discipline. The studentships pay a stipend to cover maintenance as well as paying the university fees and research training support. The stipend is at the standard UKRI rate (for 2022/23 that is £17,668 per annum) The first-round deadline for all applicants is 25 January 2023. Interviews will be held shortly after this closing date. Please pass this message on to potentially interested candidates. For more details of the HetSys training programme and our current PhD Projects see the HetSys webpage at https://warwick.ac.uk/hetsys or contact us by email at hetsys(a)warwick.ac.uk<mailto:hetsys@warwick.ac.uk>.

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Seminar by A. Awerkin in Padova (Friday 16.12.2022)
by Giorgia Callegaro 13 Dec '22

13 Dec '22

Dear all, you're invited to the next seminar in Probability and Finance, that will take place on Friday 16th December, at 15.30, in hybrid mode at the Mathematics Department of the University of Padova. More details: * *Speaker*: *Almendra Awerkin* (Università di Brescia) * *Date and time*: 16th December 2022, 3.30 pm * *Room (Torre Archimede)*: room 702 * *Zoom link*: please find it at https://www.math.unipd.it/~bianchi/seminari/ * *Title*: *Optimal investment and fair sharing rules of the incentives for renewable energy communities * * *Abstract*: In order to face climate and energy objectives, as reduction of GHG emission and energy independency, countries start to promote sustainable energy plans. In the research for solutions to achieve such goals, Renewable Energy Communities (REC) start to play an important role. A REC is defined as a cooperative, non-profit organization of final customers, which can involve different stakeholders, such as municipalities, local societies, public and private companies, with the purpose of self-producing and self-consuming energy from renewable sources. Recently, the Italian government introduced an incentive tariff for REC. The special feature of this tariff is that it rewards the shared energy from the installation of new renewable sources. Shared energy is defined as the demand of the community which is satisfied by the self-production of energy. In this context, two relevant problems have to be solved: the optimal investment in new technologies and a fair division of the incentive among the community members. In this talk we address this problem by modeling an energy community as a static leader follower problem, where the leader, which can be understood as the administrator or coordinator of the REC, decides the percentage of the incentive that correspond to each member of the community, while the followers, represented by the members of the community, decide how much initially invest in new renewable energy production. We identified the optimal division of the incentive (leader) with a Nash bargaining solution. Additionally, we supposed a competitive game between the community members (followers) and we identified the initial optimal investment solution with a Nash equilibrium. We finish the talk by presenting some extension of our model, partial results and work in progress related to the optimal investment and management of energy communities. See you soon, thanks, 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

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Two open positions at BCAM - Bilbao
by Gianni Pagnini 13 Dec '22

13 Dec '22

Dear colleagues, I would like to remind you that we have open at BCAM in Bilbao two positions: one PostDoc and one Research technician. The Research technician is intended as a bridge contract after the Master and before to start a PhD. The deadline for both positions is the 16th of December 2022, with a possible extension of two weeks. Here are the corresponding links: Postdoc. Research program "Stochastic Modelling and Simulation of Anomalous Diffusion" http://www.bcamath.org/en/research/job/ic2022-10-postdoctoral-fellow-on-eff… <http://www.bcamath.org/en/research/job/ic2022-10-postdoctoral-fellow-on-eff…> Research technician. Research program "Data Analysis for Anomalous Diffusion in Biological Media" http://www.bcamath.org/en/research/job/ic2022-10-research-technician-on-eff… <http://www.bcamath.org/en/research/job/ic2022-10-research-technician-on-eff…> For any question, you can get in contact with me: gpagnini(a)bcamath.org <mailto:gpagnini@bcamath.org> Thank you very much. Sincerely, Gianni Ps: further open positions at BCAM can be found at http://www.bcamath.org/en/research/job <http://www.bcamath.org/en/research/job> — 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 )

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LUISS Math Seminars: Katia Colaneri, Thursday 15 December
by Alessandro Calvia 13 Dec '22

13 Dec '22

Dear all, I am pleased to announce the next seminar in the LUISS math seminars series. Speaker: Katia Colaneri, Università di Roma Tor Vergata. Title: Some Optimisation Problems in Insurance with a Terminal Distribution Constraint. Abstract: We study two optimisation settings for an insurance company, under the constraint that the terminal surplus at a deterministic and finite time T follows a certain target distribution. First, we allow the insurance company to pay dividends and seek to maximise the expected discounted dividend payments or to minimise the ruin probability under the terminal distribution constraint that the surplus is Gaussian with given mean and variance. Here, we find explicit expressions for the optimal strategies in both cases, when the dividend strategy is updated at discrete points in time and continuously in time. Second, we let the insurance company buy a reinsurance contract for a pool of insured or a branch of business. In this setting we only allow for piecewise constant reinsurance strategies producing a normally distributed terminal surplus, whose mean and variance lead, e.g. to a given Value-at-Risk at some confidence level alpha. We investigate the question which admissible reinsurance strategy produces a smaller ruin probability, if the ruin-checks are due at discrete deterministic points in time. This presentation is based on an joint work with Julia Eisenberg (TU Vienna) and Benedetta Salterini (Univ. of Firenze) The seminar will take place on Thursday, 15 December at 12:00 PM in Room A202 - viale Romania 32, Roma. You can also attend the seminar online, at the link: https://luiss.webex.com/luiss/j.php?MTID=md2a2fee18ee7ce119c87b0babc7754c2 User: w_guest(a)luiss.it<mailto:w_guest@luiss.it> Password: iXqHekc0W7Q Best regards, Alessandro Calvia Alessandro Calvia Assistant Professor Dipartimento di Economia e Finanza Luiss Libera Università Internazionale degli Studi Sociali Guido Carli Viale Romania, 32 - 00197 Roma T +39 0685225907 acalvia(a)luiss.it<mailto:acalvia@luiss.it> www.luiss.it<http://www.luiss.it/> https://luiss.webex.com/meet/acalvia

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Seminar in Statistics - MARTA CATALANO
by Pierpaolo De Blasi 12 Dec '22

12 Dec '22

SEMINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO <https://www.carloalberto.org/events/category/seminars/seminars-in-statistic…> Venerdi 16 Dicembre 2022, alle ore 12.00, presso il Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario: ------------------------------------------------ Speaker: *Marta Catalano* (University of Warwick) Title: *Optimal transport to measure the impact of the prior in Bayesian nonparametrics* Abstract: The Dirichlet process has been pivotal to the development of Bayesian nonparametrics, allowing one to learn the law of the observations through closed-form expressions. Still, its learning mechanism is often too simplistic and many generalizations have been proposed to increase its flexibility, a popular one being the class of normalized completely random measures. Here we investigate a simple yet fundamental matter: will a different prior actually guarantee a different learning outcome? To this end, we develop a new framework for assessing the merging rate of opinions based on three leading pillars: i) the investigation of identifiability of completely random measures; ii) the measurement of their discrepancy through a novel optimal transport distance; iii) the establishment of general techniques to conduct posterior analyses, unravelling both finite-sample and asymptotic behaviour of the distance as the number of observations grows. Our findings provide neat and interpretable insights on the impact of popular Bayesian nonparametric priors, with very mild assumptions on the data-generating process. ------------------------------------------------ Sarà possibile seguire il seminario anche in streaming: Join Zoom Meeting <https://us02web.zoom.us/j/84498069342?pwd=ZkJOcnlNalEybmlEdE1QUGFEczZmdz09> Il seminario è organizzato dalla "de Castro" Statistics Initiative www.carloalberto.org/stats -- Pierpaolo De Blasi University of Torino & Collegio Carlo Alberto carloalberto.org/pdeblasi <https://sites.google.com/a/carloalberto.org/pdeblasi/>

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PhD positions at the Maxwell Institute, Edinburgh
by Ottobre, Michela 09 Dec '22

09 Dec '22

Dear all, Heriot Watt and the Maxwell Institute, Edinburgh, are advertising a number of fully funded PhD Scholarships, of the duration of 3 and a half years. Applications are open in any area of Pure and Applied Mathematics, including (but not restricted to) Algebra, Mathematical Physics, Analysis of PDEs, Inverse Problems, Uncertainty Quantification, Calculus of Variations, Probability, Stochastic Analysis, Numerical Analysis, Mathematical Biology and Ecology, Modelling, Statistics, Computational Science, Actuarial Mathematics etc. The deadline for applications is 23rd of January 2023. We will accept applications also after this deadline, but best chances are before January 23rd. For information on our programmes, see the link below https://www.maxwell.ac.uk/graduate-school/ A description of (many of) the PhD projects offered by the HW research groups can be found here https://www.hw.ac.uk/uk/schools/mathematical-computer-sciences/research/phd… We actively promote Equality, Diversity and Inclusion and welcome applications from all qualified applicants. All the Best, Michela -------------------------------------- Michela Ottobre Associate Professor in Mathematics Heriot-Watt University ________________________________ Founded in 1821, Heriot-Watt is a leader in ideas and solutions. With campuses and students across the entire globe we span the world, delivering innovation and educational excellence in business, engineering, design and the physical, social and life sciences. This email is generated from the Heriot-Watt University Group, which includes: 1. Heriot-Watt University, a Scottish charity registered under number SC000278 2. Heriot- Watt Services Limited (Oriam), Scotland's national performance centre for sport. Heriot-Watt Services Limited is a private limited company registered is Scotland with registered number SC271030 and registered office at Research & Enterprise Services Heriot-Watt University, Riccarton, Edinburgh, EH14 4AS. The contents (including any attachments) are confidential. If you are not the intended recipient of this e-mail, any disclosure, copying, distribution or use of its contents is strictly prohibited, and you should please notify the sender immediately and then delete it (including any attachments) from your system.

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postdoctoral position at Warwick
by Giuseppe Cannizzaro 09 Dec '22

09 Dec '22

Gentili colleghi, vi scrivo per comunicarvi che ho aperto una posizione di postdoc presso l'università Warwick per lavorare con me su argomenti di probabilità, analisi stocastica e meccanica statistica. https://atsv7.wcn.co.uk/search_engine/jobs.cgi?owner=5062452&ownertype=fair… Vi prego di incoraggiare buoni candidati che stanno completando o hanno completato il dottorato a fare domanda. Cari saluti, Giuseppe

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Fw: job announcement 6-year position in Econometrics/Statistics at TU Wien
by Avalos Pacheco, Alejandra 08 Dec '22

08 Dec '22

Buongiorno, ricevo ed inoltro. Alejandra Avalos-Pacheco, PhD ________________________________ From: Ulrike Schneider <ulrike.schneider(a)tuwien.ac.at> Sent: 01 December 2022 09:52 Subject: job announcement 6-year position in Econometrics/Statistics at TU Wien Dear colleagues, the Econometrics group at TU Wien is announcing a job opening for a 6-year assistant professor position (non-tenure track) in Econometrics/Statistics with earliest start date in March 2023. I would be grateful if you could forward the announcement to potentially interested candidates - thank you! Best wishes from Vienna, Ulrike

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Assistant Professor in Mathematics at Dublin City University
by Paolo Guasoni 08 Dec '22

08 Dec '22

The School of Mathematical Sciences in Dublin City University is inviting applications for the post of Assistant Professor in Mathematics. This is a permanent position, involving teaching and research. It is expected that the successful candidate will start in September 2023. Further details are at https://www.dcu.ie/sites/default/files/inline-files/BC221106%20Assistant%20… and the application form at https://www.dcu.ie/hr/vacancies-current-vacancies-external-applicants The closing date for applications being* Friday 6 January 2023*. Please bring this position to the attention of any interested candidates. -- * *Séanadh Ríomhphoist/Email Disclaimer* *Tá an ríomhphost seo agus aon chomhad a sheoltar leis faoi rún agus is lena úsáid ag an seolaí agus sin amháin é. Is féidir tuilleadh a léamh anseo. <https://sites.google.com/view/seanadh-riomhphoist>* *This e-mail and any files transmitted with it are confidential and are intended solely for use by the addressee. Read more here. <https://sites.google.com/view/dcu-email-disclaimer>* * -- <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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(PMS)^2 talk - Mario Maurelli - December 13 at 17.30
by Margherita Zanella 07 Dec '22

07 Dec '22

Dear colleagues, We are happy to announce the following online talk: Speaker: Mario Maurelli(Università di Pisa). Title: A McKean-Vlasov SDE and particle system with interaction from reflecting boundaries. Abstract: We consider a one-dimensional McKean-Vlasov SDE on a domain and the associated meanfield interacting particle system. The peculiarity of this system is the combination of the interaction, which keeps the average position prescribed, and the reflection at the boundaries; these two factors make the effect of reflection non local. We show path-wise well-posedness for the McKean-Vlasov SDE and convergence for the particle system in the limit of large particle number. Joint work with Michele Coghi, Wolfgang Dreyer, Peter K. Friz, Paul Gajewski, Clemens Guhlke. Date and time: Tuesday December 13, 17:30-18:30 (Rome time zone) Link: Entra nella riunione in Zoom https://polimi-it.zoom.us/j/92900386273?pwd=dG1xTUtsN0JpaFl2TWlzRTJ1a0lBZz09 ID riunione: 929 0038 6273 Passcode: 638099 This talk is part of the (PMS)^2: Pavia-Milano Seminar series on Probability and Mathematical Statistics organized jointly by the universities Milano-Bicocca, Pavia, Milano-Politecnico. Participation is free and welcome! Best regards The organizers (Carlo Orrieri, Maurizia Rossi, Margherita Zanella)

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Seminario del Dott. Ascari - 14 dicembre 16.00
by Enea Bongiorno 07 Dec '22

07 Dec '22

Buongiorno, con piacere segnalo il seguente seminario: -------------------------------- 14 dicembre ore 16.00 - aula 203, campus Perrone, via Perrone, 18, Novara. Università del Piemonte Orientale. - on-line: meet.google.com/yvq-ccbt-pzt Dott. Roberto Ascari Università di Milano-Bicocca Title: The flexible Latent Dirichlet Allocation Abstract: Over recent years, text modeling techniques have been employed in several applications, including the detection of latent topics in text documents. A widespread statistical tool for topic modeling is the Latent Dirichlet Allocation (LDA), which allows for a document representation in terms of topic composition. A well-known limitation of the LDA is related to the stiffness of the Dirichlet prior imposed on the topic distributions. To consider a richer dependence structure, we propose a generalization of the Dirichlet distribution as an alternative distribution, namely the flexible Dirichlet (FD). The FD is a distribution defined on the simplex space allowing for a finite mixture structure. This choice introduces additional parameters in the LDA, and ensures more flexibility, still maintaining the model interpretability, as well as conjugacy to the multinomial model. The latter property allows for a Collapsed Gibbs Sampling-based estimation procedure. The generalization of the LDA based on the FD distribution is illustrated via an application to a real dataset. ----------------------------------- Tutti gli interessati sono invitati a partecipare. Cordiali saluti, Enea -- Enea Bongiorno,PhD Associate Professor of Statistics Università degli Studi del Piemonte Orientale Via Perrone 18, 28100, Novara, Italia Phone: +390321375317 enea.bongiorno(a)uniupo.it upobook.uniupo.it/enea.bongiorno

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SPASS seminar: Milo Viviani - TUE 13.12 at 14:00
by Andrea Agazzi 07 Dec '22

07 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: *On the infinite dimension limit of invariant measures and solutions of Zeitlin's 2D Euler equations* by Milo Viviani (Centro de Giorgi, Scuola Normale Superiore di Pisa) The seminar will take place in person on *TUE, 13.12.2022 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: **On the infinite dimension limit of invariant measures and solutions of Zeitlin's 2D Euler equations* *Abstract: **In this talk we consider a finite dimensional approximation for the 2D Euler equations on the sphere, proposed by V. Zeitlin, and show their convergence towards a solution of the Euler equations with marginals distributed as the enstrophy measure. The method relies on nontrivial computations on the structure constants of the Poisson algebra of functions on S², that appear to be new. Finally, we discuss the problem of extending our results to Gibbsian measures associated with higher Casimirs, via Zeitlin’s model.*

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Seminar Wager @Bocconi - 12Dec at 12:00
by Giacomo Zanella 06 Dec '22

06 Dec '22

We are glad to announce the following hybrid seminar: Monday, 12 of December 2022 at 12:00 In person: Room 3-E4-SR03, floor 3, Bocconi University, Via Roentgen 1, Milan Zoom link: https://unibocconi-it.zoom.us/j/95882011831; Meeting ID: 958 8201 1831 Speaker: Stefan Wager (Stanford University) Title: Learning from a Biased Sample Abstract: The empirical risk minimization approach to data-driven decision making assumes that we can learn a decision rule from training data drawn under the same conditions as the ones we want to deploy it under. However, in a number of settings, we may be concerned that our training sample is biased, and that some groups (characterized by either observable or unobservable attributes) may be under- or over-represented relative to the general population; and in this setting empirical risk minimization over the training set may fail to yield rules that perform well at deployment. Building on concepts from distributionally robust optimization and sensitivity analysis, we propose a method for learning a decision rule that minimizes the worst-case risk incurred under a family of test distributions whose conditional distributions of outcomes Y given covariates X differ from the conditional training distribution by at most a constant factor, and whose covariate distributions are absolutely continuous with respect to the covariate distribution of the training data. We apply a result of Rockafellar and Uryasev to show that this problem is equivalent to an augmented convex risk minimization problem. We give statistical guarantees for learning a robust model using the method of sieves and propose a deep learning algorithm whose loss function captures our robustness target. We empirically validate our proposed method in simulations and a case study with the MIMIC-III dataset. Best regards, Giacomo Zanella

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Corso Marta CATALANO (University of Warwick)
by Matteo Ruggiero 05 Dec '22

05 Dec '22

Cari colleghi, nell’ambito del programma di Visiting Professors della Laurea Magistrale in Stochastics and Data Science dell’Università di Torino (il programma completo è consultabile alla pagina https://www.master-sds.unito.it/go/visiting) con piacere annunciamo il seguente corso: -------------------------------------- MARTA CATALANO (University of Warwick) DEPENDENT NONPARAMETRIC PRIORS VIA COMPLETELY RANDOM MEASURES Bayesian nonparametrics provides a natural framework for performing flexible inference with principled quantification of uncertainty. The main ingredients are discrete random measures, whose laws act as prior distribution for infinite-dimensional parameters and, combined with the data, provide their posterior distribution. Recent works use dependent random measures to perform simultaneous inference across multiple samples. The borrowing of strength across different samples is regulated by the dependence structure of the random measures, with complete dependence corresponding to maximal sharing of information and fully exchangeable observations. In these lectures we start from the notion of completely random measure and describe several ways of introducing dependence between them. Different models may still induce the same amount of borrowing of information, measured by an index of dependence. In the two sample case, this is often achieved by second order summaries of the joint distribution through linear correlation. In the multivariate scenario, we characterise dependence in terms of distance from exchangeability by relying on optimal transport. This allows for informed prior elicitations and provides a fair ground for model comparison. -------------------------------------- Il corso si svolgerà solo in presenza secondo il seguente calendario Lez 1: mar 13/12: 14-16 - Aula 4 Lez 2: mer 14/12: 9.15-11.15 - Aula 4 Lez 3: mer 14/12: 14-16 - Aula 30 Lez 4: gio 15/12: 14-16 - Aula 11 Sede dei corsi: Corso Unione Sovietica 218/bis, 10134, Torino Il corso è rivolto agli studenti della Laurea Magistrale ma la partecipazione è aperta a tutti gli interessati. Cordiali saluti, Matteo Ruggiero --- Matteo Ruggiero University of Torino and Collegio Carlo Alberto www.matteoruggiero.it

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Fwd: Postdoc jobs
by Matteo Ruggiero 05 Dec '22

05 Dec '22

ricevo e inoltro --- Matteo Ruggiero University of Torino and Collegio Carlo Alberto www.matteoruggiero.it > Inizio messaggio inoltrato: > > Da: Andreas Kyprianou <ak257(a)bath.ac.uk> > Oggetto: Postdoc jobs > Data: 5 dicembre 2022 08:42:23 CET > > A number of postdoc openings, please distribute to any potential candidates: > > https://atsv7.wcn.co.uk/search_engine/jobs.cgi?owner=5062452&ownertype=fair… <https://www.google.com/url?q=https://atsv7.wcn.co.uk/search_engine/jobs.cgi…> > > (To help explain the context: I am moving to Warwick from 1st Jan). > > Queries to Andreas Kyprianou (a.e.kyprianou(a)gmail.com <mailto:a.e.kyprianou@gmail.com>)

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post-doc grant at UNIFI
by Maria Elvira Mancino 03 Dec '22

03 Dec '22

Title: Non Gaussian multivariate time series models with applications to economics and finance. Deadline: 9/1/2023 link: https://bandi.miur.it/bandi.php/public/fellowship/id_fellow/224520 -- Maria Elvira Mancino, PhD Professor of Mathematical Finance Head of the Department of Economics and Management University of Firenze Via delle Pandette, 9 50127 Firenze https://www.unifi.it/p-doc2-2014-0-A-2b333931392b-1.html

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Thematic semester 2023 at Centre Henri Lebesgue
by Alessandra OCCELLI 01 Dec '22

01 Dec '22

Dear Colleagues, The Centre Henri Lebesgue is organising a thematic semester in probability that will take place in the summer semester 2023 between Angers, Nantes, Rennes and Roscoff. The semester consists in a series of conferences and summer schools on various topics, such as * Reflected Brownian motion: [ https://www.lebesgue.fr/en/40yearsRBM | https://www.lebesgue.fr/en/40yearsRBM ] * Probability and dynamics: [ https://www.lebesgue.fr/en/prody | https://www.lebesgue.fr/en/prody ] * Branching processes: [ https://www.lebesgue.fr/en/BPAA | https://www.lebesgue.fr/en/BPAA ] * Polymers and self-avoiding walks: [ https://www.lebesgue.fr/en/polywalks | https://www.lebesgue.fr/en/polywalks ] * Random nodal domains: [ https://www.lebesgue.fr/en/nodaldomain | https://www.lebesgue.fr/en/nodaldomain ] * Mean field models: [ https://www.lebesgue.fr/en/meanfield | https://www.lebesgue.fr/en/meanfield ] * Processes and heat kernels with symmetries: [ https://www.lebesgue.fr/en/heat | https://www.lebesgue.fr/en/heat ] The complete list of events can be found on the website [ https://www.lebesgue.fr/fr/ST2023 | https://www.lebesgue.fr/en/ST2023 ] . I would appreciate if you could circulate this announcement to those who may be interested. In particular, the CHL has allocated funds to cover accommodation and participation costs of some PhD students and young researchers. I hope many of you will join the West of France next year! Best regards, Alessandra Occelli

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Families in times of accelerated societal and demographic changes workshop - 11-14 January
by Sara Pillan 01 Dec '22

01 Dec '22

Buongiorno, segnaliamo, con preghiera di diffusione, l'opportunità di partecipare al workshop "*Families in times of accelerated societal and demographic changes*" dall'11 al 14 gennaio 2023. Il workshop si terrà nel complesso dell'antico monastero Terme San Marco a Monteortone, Abano Terme (Pd, Italy). News: https://www.unipd.it/news/families-times-accelerated-societal-and-demograph… ******** Organised jointly by the University of Lausanne and Padova, the workshop “Families in times of accelerated societal and demographic changes” will take place on January 11-14 2023 in Monteortone, Abano Terme (Italy). This workshop aims to allow early career scholars and senior researchers to discuss in both formal and informal ways cutting-edge papers, suggesting new hypothesis, specific case studies and comparative studies around the themes of family changes in challenging times. *CALLS FOR PARTICIPATION:* Open to: • Up to 28 PhD students, postdocs and early career scholars • coming from either European and not European University • having an interest in family studies • willing to present a paper in this field • the call is open to researchers with different backgrounds: e.g. Sociologists, Demographers, Psychologists, Statisticians, Economists… • a good command of English as a working language is also required.

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8 PhD positions in Berlin-Oxford IRTG
by Tiziano De Angelis 01 Dec '22

01 Dec '22

The Berlin-Oxford International Research Training Group (IRTG) 2544 “Stochastic Analysis in Interaction” offers 8 PhD positions (75% TVL E 13, about 1900 EUR p.m. after taxes, social security...) for 3 years starting April 1st, 2023, or soon thereafter. Funded by the Deutsche Forschungsgemeinschaft (DFG), the IRTG is a joint research initiative of the stochastic analysis group of FU, HU, TU and WIAS Berlin with its counterpart at the University of Oxford. The advertised positions will be based in Berlin and will offer ample opportunities to interact also with members of the Oxford team, most notably in a 6-months exchange. Embedded in a truly international environment, the IRTG students will get excellent research training in a structured programme focussing on challenges at the mathematical foundations of Stochastic Analysis as well as on challenges arising from its various applications, e.g., in physics, biology, finance or data science. The combined expertise from the Berlin and Oxford groups will provide a significant breadth in depth and fertile ground for our students' ambitious research ideas. Successful candidates will have an MSc degree (or equivalent) in Mathematics (or a closely related field), strong knowledge of stochastic analysis, and feel eager to engage in the exchange of ideas with the teams in both Berlin and Oxford. Deadline for applications is December 9, 2022. Please see https://stellenticket.de/157323/TUB/?lang=en for the official job ad and for instructions on how to apply. Our IRTG webpage www.math.tu-berlin.de/irtg offers more information on the Berlin-Oxford IRTG 2544.

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