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

Post-doc a Firenze: deadline approaching
by Luisa Andreis 18 Mar '22

18 Mar '22

Cari colleghi e colleghe, vi mandiamo un secondo annuncio per l'assegno di ricerca di 1 anno rinnovabile per almeno 1 anno al Dipartimento di Matematica e Informatica “Ulisse Dini” dell’Università di Firenze. Il bando ha scadenza 22 Marzo 2022. La ricerca verterà sullo studio e sull'uso di tecniche probabilistiche (limiti di scala, fluttuazioni, grandi deviazioni) nell'ambito di sistemi stocastici interagenti di vario tipo, con una particolare attenzione agli aspetti geometrici di essi. Trovate i dettagli del bando al fondo di questa email. Per ulteriori informazioni rivolgersi a luisa.andreis(a)unifi.it <mailto:luisa.andreis@unifi.it> Webpage del gruppo di probabilità: https://sites.google.com/unifi.it/florence-probability-group/home?authuser=1 <https://sites.google.com/unifi.it/florence-probability-group/home?authuser=1> Vi preghiamo di diffondere con chiunque pensiate possa essere interessata/o. Cordiali saluti, Luisa Andreis, Gianmarco Bet e Daniele Angella ENGLISH VERSION ----------------------------------------------- Dear colleagues, We send you a remainder for a call for a 1 year post-doc position (with possibility of extension to a second year) open at the Mathematics Department in Florence, with deadline March 22, 2022. The project aims to study and use probabilistic techniques (scaling limits, fluctuations, large deviations) in the framework of interacting random systems, with a particular focus on their geometrical aspects. You find the details of the call at the bottom of this email. For any further information, please feel free to contact: luisa.andreis(a)unifi.it <mailto:luisa.andreis@unifi.it> Probability group webpage: https://sites.google.com/unifi.it/florence-probability-group/home?authuser=1 <https://sites.google.com/unifi.it/florence-probability-group/home?authuser=1> Please, feel free to forward this announcement to whoever you think might be interested. Best regards, Luisa Andreis, Gianmarco Bet e Daniele Angella DETAILS OF THE CALL ------------------------------------------------------------------------------------------------ Official call (English below): https://www.google.com/url?q=https://titulus.unifi.it/albo/viewer?view%3Dfi… <https://www.google.com/url?q=https://titulus.unifi.it/albo/viewer?view%3Dfi…> Title of the project: "Probabilistic aspects and geometrical properties of interacting random systems” Principal Investigators: Luisa Andreis, Gianmarco Bet, Daniele Angella (University of Florence) Luisa Andreis ------------------------------------------------------- RTD-A Dipartimento di Matematica e Informatica “Ulisse Dini" Università degli Studi di Firenze Viale Morgagni 65, 50134, Firenze, IT Personal webpage: https://sites.google.com/view/luisaandreis/home <https://sites.google.com/view/luisaandreis/home> Email: luisa.andreis(a)unifi.it <mailto:luisa.andreis@unifi.it>

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quantitative finance at Rome-Tor Vergata
by Stefano Herzel 18 Mar '22

18 Mar '22

On March 31st and April 1st the 22nd Workshop on Quantitative Finance will be hosted (in presence!) at the University of Rome-Tor Vergata To see the program and the details please visit https://qfw2022.it <https://qfw2022.it/> Attendance is free of charge, but it is requested to be registered in andvance through the conference website Stefano Herzel Professor of Mathematical Finance University of Rome “Tor Vergata” Tel. +39-06 7259 5946

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PhD course by Antoine Jacquier (Imperial College) in Padova
by Giorgia Callegaro 17 Mar '22

17 Mar '22

Dear all, it's a pleasure to invite you to follow (in presence, room 2BC30 in Torre Archimede, Padova or online, via Zoom) the lectures given by Antoine Jacquier in Padova. He will give a 16h PhD course entitled : "*A smooth tour around rough models in finance (From data to stochastics to machine learning)*", starting the 30th March 2022 and ending the 21st April. Each lecture will last 90 minutes. More details on the program can be found here: https://www.math.unipd.it/~dottmath/corsi2022/Jacquier.pdf and the schedule is here: https://dottorato.math.unipd.it/calendar/202203 Please send me an email in case you're interested in receiving the Zoom link. I remain at your disposal for any further information. See you soon, 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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PostDoc in Rome
by Lorenzo Taggi 16 Mar '22

16 Mar '22

A PostDoc position in Probability and Statistical Mechanics is open at University of Rome Sapienza. Research topics include interacting random walks, random loop models, spin systems, Bose-Einstein condensation. The position is funded by the German Research Foundation (DFG). The research program will be carried on under the supervision of the principal investigator Lorenzo Taggi. The research program offers the opportunity to interact with the research partners of the DFG priority program “Random Geometric Systems” and with the probability and mathematical physics communities of the three universities in Rome. Deadline: 14th of April 2022 Net salary: approximately 2350 euro monthly Starting period: not later than 1st of September 2022 Time length: 24 months This is the second of two PostDoc positions which are funded through the same grant. How to apply <https://sites.google.com/site/lorenzotaggiswebpage2/open-positions> For questions please send an email to the principal investigator Lorenzo Taggi: lorenzo.taggi(a)uniroma1.it.

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Seminar in Pisa: Langxuan Su
by Francesco Grotto 16 Mar '22

16 Mar '22

Dear Colleagues, we would like to invite you to the following seminar by Langxuan Su (Duke University) to be held next Wednesday in Pisa and online via Google Meets. The organizers, A. Agazzi and F. Grotto ------------------------------------------------------- Location: Sala Seminari, Dipartimento di Matematica, Pisa Google Meet Link: https://meet.google.com/gji-phwo-vbg Time: March 23, 2022, 15:00 CET Speaker: Langxuan Su (Duke University) Title: A Large Deviation Approach to Posterior Consistency in Dynamical Systems Abstract: We provide asymptotic results concerning (generalized) Bayesian inference for certain dynamical systems based on a large deviation approach. Given a sequence of observations, a class of parametrized model processes and a loss function, we specify the generalized posterior distribution. We state conditions on the model family and the loss function such that the posterior distribution converges. The two conditions we require are: (1) a conditional large deviation behavior for a single model process, and (2) an exponential continuity condition over the model family for the map from the parameter to the loss incurred between a model process and the observations. The proposed framework is quite general, we apply it to two very different classes of dynamical systems: continuous time hypermixing processes and Gibbs processes on shifts of finite type. We also show that the generalized posterior distribution concentrates asymptotically on those parameters that minimize the expected loss and a divergence term, hence proving posterior consistency.

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Workshop "Taming Uncertainty and Complexity in Economics and Finance" (LUISS, May 26-28, 2022)
by Giorgio Ferrari 15 Mar '22

15 Mar '22

Dear All, it is our pleasure to announce the Workshop "/Taming Uncertainty and Complexity in Economics and Finance/", to be held at LUISS University in Rome in the period *May 26-May 28, 2022*: https://sites.google.com/view/workshop-luiss-rome/overview The workshop is thought as a forum for discussing new developments concerning stochastic methods and models arising in economics, finance, and game theory. The participation to the workshop is free. However, due to Covid-regulations in place at LUISS, the number of external participants is limited to 20. If you would like to join the workshop, please write an email to workshopbielefeldluiss(a)gmail.com by April 15 and the participation will be granted on a "first come first served" basis. We will inform you after April 15 about the state of your application. Best wishes, Giorgio Ferrari (on the behalf of the organizers) -- Questa e-mail è stata controllata per individuare virus con Avast antivirus. https://www.avast.com/antivirus

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Avviso pubblicazione bando assegno di ricerca "Modelli matematici per levoluzione spazio-temporale delle variabili economiche "
by Fausto Gozzi 14 Mar '22

14 Mar '22

Buongiorno Giro alla lista la seguente copmunicazione riguardante un assegno di ricerca presso la Luiss di cui sono responsabile Cordiali saluti a tutti Fausto Gozzi >con la presente si avvisa che con DR n. 16 del >22 febbraio 2022 è stato emanato il bando per lassegno di ricerca in oggetto. > > > >Il bando è pubblico sul sito Luiss e sul sito >MIUR-Euraxess e verrà inoltre pubblicizzato >tramite i canali social della Luiss Guido Carli. > > > >La scadenza per la presentazione è fissata il >giorno 25 marzo 2022 alle ore 14:00 (CET) UTC+1. > > > >Il bando è stato pubblicato alle seguenti pagine del sito Luiss: > > > ><https://economiaefinanza.luiss.it/avvisi/ricerca>https://economiaefinanza.luiss.it/avvisi/ricerca > > > >https://economiaefinanza.luiss.it/ricerca/assegni-di-ricerca/bandi-di-conco… > > > ><https://economiaefinanza.luiss.it/en/research/research-grants/research-gran…>https://economiaefinanza.luiss.it/en/research/research-grants/research-gran… > > > >Il link per la presentazione delle candidature >è: ><http://jsa.luiss.it/LGCAssegni/index.zul?CDS=AS4094>http://jsa.luiss.it/LGCAssegni/index.zul?CDS=AS4094. > > > > Fausto Gozzi Dipartimento di Economia e Finanza LUISS - Guido Carli Viale Romania, 32 00197 Roma Italy tel 06.85225723 (office) FAX 06.86506513 e-mail: fgozzi(a)luiss.it webpage: http://docenti.luiss.it/gozzi/ old address, sometimes still used: Fausto Gozzi Dipartimento di Matematica Universita' di Pisa Largo Bruno Pontecorvo n.5 56127 Pisa Italy tel 050/2213270

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Workshop Deterministic and stochastic fractional diﬀerential equations and jump processes
by Enrico Scalas 13 Mar '22

13 Mar '22

Care colleghe e colleghi, nel caso foste interessat*, quasi tutte le presentazioni del workshop "Deterministic and stochastic fractional diﬀerential equations and jump processes" (tenutosi all'Isaac Newton Institute di Cambridge, UK) sono ora disponibili online: https://www.newton.ac.uk/event/fd2w01/ Approfitto per segnalare il secondo workshop della serie che comincera' il 21 marzo: Fractional kinetics, hydrodynamic limits and fractals https://www.newton.ac.uk/event/fd2w02/ Cordiali saluti, Enrico Scalas

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Padova Seminars in Probability and Finance - Benedikt Jahnel (WIAS, Berlin)
by Marco Formentin 13 Mar '22

13 Mar '22

Dear Colleagues, we would like to invite you to the following seminar that will take place on March 25 at 14.30. The seminar will be held online via the Zoom platform. The organizers, Alessandra Bianchi, Giorgia Callegaro, Marco Formentin _____________________________________________________ Speaker: Benedikt Jahnel (WIAS, Berlin)  Title: Phase transitions and large deviations for the Boolean model of continuum percolation for Cox point processes  MARCH 25 (Friday) - 14:30 Zoom link https://unipd.zoom.us/j/83753744114 (meeting ID 837 5374 4114), available also on the webpage https://www.math.unipd.it/~bianchi/seminari/ Abstract: In this talk, I consider the Boolean model with random radii based on Cox point processes, i.e., Poisson point processes in random environment. Under a condition of stabilization for the random environment, our results establish existence and non-existence of subcritical regimes for the size of the cluster at the origin in terms of volume, diameter and number of points, also including their moments. The second part of the talk will address rates of convergence of the percolation probability for the Cox--Boolean model with fixed radii in a variety of asymptotic regimes. This is based on joint work with Christian Hirsch, András Tóbiás and Élie Cali.

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(PMS)^2 online talk: Valentina Cammarota
by Maurizia Rossi 13 Mar '22

13 Mar '22

Dear colleagues, we are happy to announce the following online talk: Speaker: *Valentina Cammarota* (Università di Roma La Sapienza) Title: *No repulsion between critical points for random plane wave and planar Gaussian random fields.* Abstract: Random plane wave is conjectured to be a universal model for high-energy eigenfunctions of the Laplace operator on generic compact Riemannian manifolds. This is known to be true on average. We discuss one of important geometric observable: critical points. We first compute one-point function for the critical point process, in particular we compute the expected number of critical points inside any open set. After that we compute the short-range asymptotic behaviour of the two-point function. This gives an unexpected result that the second factorial moment of the number of critical points in a small disc scales as the fourth power of the radius. Joint work with Dmitry Beliaev and Igor Wigman. Date and time: *Monday March 14, 17:30-18:30 (Rome time zone)*. Zoom link: https://us02web.zoom.us/j/84185018822?pwd=UE80NXJ2Z01GaWN3aTduMGVpeG9EQT09 ID riunione: *841 8501 8822* Passcode: *713253* This is a talk of the *(PMS)^2: Pavia-Milano Seminar series on Probability and Mathematical Statistics* organized jointly by the universities Milano-Bicocca, Pavia, Milano-Politecnico and Milano-Statale. For more information see the dedicated webpage: https://paviamilanoseminars.wordpress.com/ Participation is free and welcome! Best regards, The organizers (Mario Maurelli, Carlo Orrieri, Maurizia Rossi, Margherita Zanella) -- Maurizia Rossi Dipartimento di Matematica e Applicazioni Università degli Studi di Milano-Bicocca https://mauriziarossi.wordpress.com

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(Update) Seminario ERNESTO DE VITO @ UniTo
by Elvira Di Nardo 12 Mar '22

12 Mar '22

********************************************************************* SEMINARI DI PROBABILITA' E STATISTICA MATEMATICA DIPARTIMENTO DI MATEMATICA "G. PEANO" UNIVERSITA' DEGLI STUDI DI TORINO *con il supporto della fondazione CRT* ********************************************************************* https://sites.google.com/view/torinostochastics/seminar-series-on-data-scie… Nell'ambito delle attività seminariali del Dottorato in Modeling and Data Science, *Giovedì 17 Marzo 2022 alle ore 17:00* in Aula Magna presso il Dipartimento di Matematica "G. Peano" dell'Università degli Studi di Torino, Via Carlo Alberto 10, il Prof. *Ernesto De Vito* (Dipartimento di Matematica, Università di Genova) terrà un seminario dal titolo *Machine Learning from a mathematical view point: a gentle introduction.* Abstract: The talk is devoted to a mathematical introduction to Machine Learning. We focus on supervised learning setting and kernel methods with square loss by using classical tools from the theory of inverse problems. Tutti gli interessati sono invitati a partecipare. E' possibile seguire il seminario on line su piattaforma WebEx. Chi fosse interessato, può scrivermi e provvederò a inviare l'invito. -- %------------------------------------------------------- Elvira Di Nardo Dept. Mathematics "G. Peano" University of Torino Via Carlo Alberto 10 10123 Torino, Italia tel. +39 0116702862 fax +39 0116702878 http://www.elviradinardo.it %-------------------------------------------------------

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Webinar Marc Henrard 17 March 2022, 16:30: "Benchmark transition: why mathematicians/statisticians are required"
by Marco Bianchetti 12 Mar '22

12 Mar '22

Statistics Seminars 2022 Dipartimento di Scienze Statistiche “Paolo Fortunati”, Università di Bologna *Marc Henrard *(muRisQ Advisory) * “Benchmark transition: why mathematicians/statisticians are required” * *Giovedì 17 marzo 2022 alle ore 16.00 * _____________________________________________________________________________ Riunione di Microsoft Teams *Partecipa da computer o app per dispositivi mobili* Fai clic qui per partecipare alla riunione <https://teams.microsoft.com/l/meetup-join/19%3ameeting_ZTYyNzU0ZTgtNmNjMy00…> Altre informazioni <https://aka.ms/JoinTeamsMeeting> | Opzioni riunione <https://teams.microsoft.com/meetingOptions/?organizerId=7e2f9ad3-2ed9-4de5-…> ____________________________________________________________________________

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Seminario ERNESTO DE VIVO @ UniTo
by Elvira Di Nardo 12 Mar '22

12 Mar '22

********************************************************************* SEMINARI DI PROBABILITA' E STATISTICA MATEMATICA DIPARTIMENTO DI MATEMATICA "G. PEANO" UNIVERSITA' DEGLI STUDI DI TORINO ********************************************************************* https://sites.google.com/view/torinostochastics/seminar-series-on-data-scie… Giovedì 17 Marzo 2022 alle ore 17:00 in Aula Magna presso il Dipartimento di Matematica "G. Peano" dell'Università degli Studi di Torino, Via Carlo Alberto 10, il Prof. *Ernesto De Vivo* (Dipartimento di Matematica, Università di Genova) terrà un seminario dal titolo *Machine Learning from a mathematical view point: a gentle introduction.* Abstract: The talk is devoted to a mathematical introduction to Machine Learning. We focus on supervised learning setting and kernel methods with square loss by using classical tools from the theory of inverse problems. Tutti gli interessati sono invitati a partecipare. -- %------------------------------------------------------- Elvira Di Nardo Dept. Mathematics "G. Peano" University of Torino Via Carlo Alberto 10 10123 Torino, Italia tel. +39 0116702862 fax +39 0116702878 http://www.elviradinardo.it %-------------------------------------------------------

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Seminar in Statistics - CRISTINA BUTUCEA
by Pierpaolo De Blasi 12 Mar '22

12 Mar '22

SEMINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO <https://www.carloalberto.org/events/category/seminars/seminars-in-statistic…> Venerdi 18 Marzo 2022, alle ore 12.00, presso il Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario: ------------------------------------------------ Speaker: *Cristina Butucea* (CREST, ENSAE IP Paris) Title: *Nonlinear functionals estimation under local differential privacy* Abstract: The concept of differential privacy provides a rigorous formalism to randomize data and quantify the amount of privacy. We consider i.i.d. individuals with outcomes distributed according to the common probability distribution P. This original data is further randomized using a privacy mechanism into observations that the statistician is allowed to use in order to recover information about the distribution P. We will consider local differential privacy where each sample from the original data is privatized on the user’s local machine before its release. We build privatized samples and nonparametric estimation methods of nonlinear functionals of the probability density and prove their optimality. We show that for the estimation of a quadratic functional, interactive procedures that use previously released private data are faster than the non interactive ones. In both cases we show how to produce privacy mechanisms and estimators adaptive to (free of) the smoothness of the underlying density. We extend these results to non smooth functionals of the density. This is based on joint work with A. Rohde, L. Steinberger and Y. Issartel. ------------------------------------------------ In ottemperanza alle norme anti Covid, per partecipare in presenza è necessario prenotarsi tramite il seguente form online: https://forms.gle/s6n5Z8QwNYp7fypw7 Sarà possibile seguire il seminario anche in streaming: Join Zoom Meeting <https://us02web.zoom.us/j/88303761211?pwd=MzFhOThna1B5WWFqWVNySEVMcEVMdz09> Meeting ID: 883 0376 1211 Passcode: 493770 Il seminario è organizzato dalla "de Castro" Statistics Initiative www.carloalberto.org/stats Cordiali saluti, Pierpaolo De Blasi -- Pierpaolo De Blasi University of Torino & Collegio Carlo Alberto carloalberto.org/pdeblasi <https://sites.google.com/a/carloalberto.org/pdeblasi/> -- Pierpaolo De Blasi University of Torino & Collegio Carlo Alberto carloalberto.org/pdeblasi <https://sites.google.com/a/carloalberto.org/pdeblasi/>

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Seminar in Statistics - PETER TANKOV
by Pierpaolo De Blasi 12 Mar '22

12 Mar '22

SEMINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO <https://www.carloalberto.org/events/category/seminars/seminars-in-statistic…> Venerdi 18 Marzo 2022, alle ore 11.00, presso il Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario: ------------------------------------------------ Speaker: *Peter Tankov* (CREST, ENSAE IP Paris) Title: *Mean-field games: the linear programming approach* Abstract: We will review the linear programming approach to mean-field games, developed by the author in a series of papers. Mean-field games are games with a large number of identical small agents and symmetric interactions, which have found many applications in finance and economics. The linear programming approach is a relaxation technique, which allows to prove existence results under weak assumptions, and lends itself well to numerical implementation. We will present an application of the approach to a model of energy markets and discuss the « linear programming fictitious play » algorithm for approximating the equilibrium. ------------------------------------------------ In ottemperanza alle norme anti Covid, per partecipare in presenza è necessario prenotarsi tramite il seguente form online: https://forms.gle/Bmxgd6w2wxtMT6aT9 Sarà possibile seguire il seminario anche in streaming: Join Zoom Meeting <https://us02web.zoom.us/j/88303761211?pwd=MzFhOThna1B5WWFqWVNySEVMcEVMdz09> Meeting ID: 883 0376 1211 Passcode: 493770 Il seminario è organizzato dalla "de Castro" Statistics Initiative www.carloalberto.org/stats Cordiali saluti, Pierpaolo De Blasi -- Pierpaolo De Blasi University of Torino & Collegio Carlo Alberto carloalberto.org/pdeblasi <https://sites.google.com/a/carloalberto.org/pdeblasi/>

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Segnalazione posizioni post-doc @CHDS
by Laura Maria Sangalli 08 Mar '22

08 Mar '22

Inoltro da parte della collega Prof Francesca Ieva una call per posizioni postdoc presso CHDS. Cordiali saluti, Laura Sangalli Dear collegues, the Human Technopole Center for Health Data Science (CHDS - https://humantechnopole.it/it/centri-di-ricerca/health-data-science/) offers two post doc positions, one for a health data scientist and one for a biostatistician/epidemiologist. The profiles we are looking for are people with a strong background in data science and analysis and integration of complex health data, with a focus on (multi-)omics data and data from Electronic Health Records (EHR). People with a PhD in Statistics, Data Science, Computer Science, Mathematics and any affine disciplines are eligible. The links where you can find the calls and the application forms are the following: https://careers.humantechnopole.it/o/health-data-scientist https://careers.humantechnopole.it/o/epidemiologist-health-data-science-cen… I kindly ask you to share the information among anybody who may be interesting in applying. For any further information, please do not haesitate to contact me and/or Prof. Emanuele Diangelantonio (emanuele.di...(a)fht.org<https://groups.google.com/>). Best regards Francesca Ieva -- Francesca Ieva Associate Professor of Statistics MOX - Department of Mathematics Politecnico di Milano, Milan 20133, Italy [url] https://sites.google.com/view/francesca-ieva/home Associate Head of CHDS - Center for Health Data Science Human Technopole, Milan, Italy —— Laura Maria Sangalli MOX - Dipartimento di Matematica Politecnico di Milano Piazza Leonardo da Vinci 32 20133 Milano - Italy tel: +39 02 2399 4554 fax: +39 02 2399 4568 email: laura.sangalli(a)polimi.it<mailto:laura.sangalli@polimi.it> url: http://mox.polimi.it/~sangalli

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Fwd: Oberwolfach Arbeitsgemeinschaft on Quantitative Stochastic Homogenization
by Faggionato, Alessandra 08 Mar '22

08 Mar '22

Buongiorno, Antoine Gloria mi ha pregata di pubblicizzare il gruppo di lavoro ``Oberwolfach Arbeitsgemeinschaft'' su ``Quantitative Stochastic Homogenization'' organizzata da A. Gloria, F.Otto ad Oberwolfach nella settimana October 16th - October 22nd 2022. Sotto trovate varie informazioni e al link anche una descrizione e un programma dettagliati, prese dalla mail che mi ha inviato. Grazie dell'attenzione Saluti Alessandra %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% The Arbeitsgemeinschaft is an old Oberwolfach institution, started by Faltings and Deninger. It is a reading group with presentations, organized like a students' seminar. The target group are mathematicians of all academic age that are interested in an efficient introduction into a timely topic, with an own active participation. As opposed to workshops, people apply to participate. Incidentally, at the end of each Arbeitsgemeinschaft, the participants discuss topics for next year. For a long time, there has been just a single strand. Recently, Oberwolfach decided to widen to three strands, of which Martin Hairer, Peter Scholze, and Andreas Thom are in charge. The idea is that Martin's strand will be targeted towards more applied topics. Martin asked Felix and me to organize the first event on this topic. (Fifteen years ago, Theo Sturm organized a week on Optimal Transportation). It would be great if you could advertise the event; perhaps there are people in your environment that are interested. More details and the list of topics plus material for the talks are under https://www.mfo.de/occasion/2242/www_view Thank you and best wishes, Antoine -- ************************************************* Prof. Alessandra Faggionato http://www1.mat.uniroma1.it/~faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 5, Phone (0039) 06 49913252 *************************************************

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ScienceForUkraine (fwd)
by Tiziano Vargiolu 08 Mar '22

08 Mar '22

---------- Forwarded message ---------- Date: Sat, 5 Mar 2022 13:09:20 -0800 From: Eleonora Losiouk <elosiouk(a)math.unipd.it> Subject: ScienceForUkraine Dear colleagues, I would like to introduce you to ScienceForUkraine, an initiative to collect and advertise the support provided by universities and research institutions to students and researchers from Ukraine. Together with Marcin Bartosiak, a colleague from the University of Pavia, we are helping with the coordination in Italy. If your research group offers job opportunities for Ukranian people, please, contact us and share the details by filling this form (https://scienceforukraine.eu/science_for_ukraine_table.xlsx) so that we can publish the information on the website and reach out as many people as possible! For more information, please, visit the website: https://scienceforukraine.eu/ Thanks in advance for the support, Eleonora

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Research Technician at BCAM
by Gianni Pagnini 08 Mar '22

08 Mar '22

Cari colleghi, Volevo segnalarvi l’apertura di una posizione di un anno come Research Technician presso il BCAM - Basque Center for Applied Mathematics di Bilbao, nei Paesi Baschi. Il bando è rivolto a studenti neo laureati con il desiderio di fare una esperienza nel mondo della ricerca prima di scegliere un dottorato. La scadenza per fare domanda è il 29 Aprile 2022 e questo è il link del bando: http://www.bcamath.org/en/research/job/ic2022-03-research-technician-in-sta… <http://www.bcamath.org/en/research/job/ic2022-03-research-technician-in-sta…> L’attività in programma riguarda lo studio statistico dell’evoluzione di aree generate attraverso un codice ad automi cellulari con applicazione agli incendi boschivi. Ogni tipo di domanda può essere rivolta a me: gpagnini(a)bcamath.org <mailto:gpagnini@bcamath.org> Grazie. Saluti, Gianni — Gianni Pagnini Ikerbasque Research Associate BCAM - Basque Center for Applied Mathematics Alameda de Mazarredo, 14 E-48009 Bilbao, Basque Country - Spain Tel. +34 946 567 842 gpagnini(a)bcamath.org | www.bcamath.org/gpagnini ( matematika mugaz bestalde )

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International Conference in Venice - CALL FOR PAPERS
by Monica Billio 07 Mar '22

07 Mar '22

21st INTERNATIONAL CONFERENCE CREDIT 2022 *Long Run Risks * Venice, Italy 22 –23 September 2022 * * *GRETA Associati* (Venice, Italy), *CRIF* (Bologna, Italy), *European Datawarehouse* (Frankfurt, Germany), *European Investment Bank* (Luxembourg) and*Intesa Sanpaolo* (Milan, Italy) are partners in organising a Conference to be held in Venice on September 22-23, 2022. The Conference CREDIT 2022 will bring together academics, practitioners and PhD students working in various areas of financial and credit risk with the aim to create a unique opportunity for participants to discuss research progress and policy and industry-relevant insights as well as directions for future research. CREDIT 2022 is the *twenty-first* in a series of events dedicated to various aspects of credit risk and organised under the auspices of the*Department of Economics *and *VERA - Venice centre in Economic and Risk Analytics for public policies* - of the *Ca’ Foscari University of Venice, ABI - Italian Banking Association, AIAF - Associazione Italiana per l'Analisi Finanziaria*, and *AIFIRM - Associazione Italiana Financial Industry Risk Managers*. The theme of this year’s conference brings the attention on long run risks, whose notion is multifaceted, but whose impact is becoming more and more evident and is receiving attention both at political and regulatory level. The organizers encourage submissions on any topic within the overall theme of the conference and in the following areas in particular: • Long Run Risks: Modelling; Backtesting and Validation; ESG Risks for significantly wider time horizons with respect to the most traditional financial risks (Market, Credit, etc.) • Long Run Investments and Portfolios: Illiquidity premium in the short vs the long run; Investment risk in real assets: Focus on Real Estate risk; Investment policies for Insurance and Pension Funds; Private vs Public Markets in long run portfolios, the role of Private Equity and the contribution to Venture Capital; Fintech for Sustainability • Long Run Business Strategies: Sustainability Plans; Restructuring of Production Processes; Mitigation of Climate Physical and Transition Risks • Long Run Climate Policies: New regulatory actions to reduce emissions of air pollutants and greenhouse gases; New financial regulations to promote the Low-Carbon Transition at public and private level • Socio-economic Stability in the Long Run: Inflation dynamics; Impact of transition costs from an economic and social point of view; New measures to manage migrations due to Climate Change • Long Run Market Information and Disclosure: International Financial Reporting Standards; International Accounting Standards; Long Run Financial Regulation (Banks, Insurers, Funds) The final program will include both submitted and invited papers. Acceptances received so far from invited speakers include *Robert Engle* (Stern Business School, New York University) and*Lucrezia Reichlin* (London Business School). The Conference will also feature panel discussions on researchers', practitioners' and policy makers’ views of the major issues at stake The SCIENTIFIC COMMITTEE for the Conference consists of: *• Stefano Giglio* (Yale School of Management, Programme Chair)* • Monica Billio* (Ca’ Foscari University of Venice & GRETA)* • Francesca Campolongo* (Joint Research Center, European Commission)* • Helmut Kraemer-Eis* (European Investment Fund)* • Jan Pieter Krahnen* (Leibniz Institute for Financial Research SAFE & Goethe University, Frankfurt)* • Elisa Luciano* (University of Torino & Collegio Carlo Alberto)* • Irene Monasterolo* (EDHEC Business School & EDHEC-Risk Institute, Nice)* • Steven Ongena* (University of Zurich, Swiss Finance Institute, KU Leuven & CEPR)* • Stephen Schaefer* (London Business School)* • Claudio Tebaldi* (Bocconi University)* * CALL FOR PAPERS Those wishing to present a paper at the Conference should submit by *May 31, 2022 *to the address given below (preferably in electronic format). Please indicate to whom correspondence should be addressed. Decisions regarding acceptance will be made by *June 30, 2022*. The final version of accepted papers must be received by August 31, 2022. Please send papers to: GRETA Associati, San Polo, 2605 - 30125 Venice, ITALY Phone : +39 041 5238178 - e-mail: credit(a)greta.it More detailed information available on the Conference website: https://www.greta.it/index.php/it/credit-2022

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Assegno di ricerca Università degli Studi di Padova | Research grant at University of Padua
by Sara Pillan 03 Mar '22

03 Mar '22

Il Dipartimento di Scienze Statistiche dell'Università degli Studi di Padova promuove un bando per un *a**ssegno di tipo B* della durata di *24 mesi* aperto a dottoresse/dottori di ricerca. Questo assegno mira al sostegno di ricerche innovative e di eccellenza proposte autonomamente da giovani non strutturate/i nell'ambito dei settori scientifico disciplinari di interesse del Dipartimento. Il bando completo è disponibile alla pagina: https://www.stat.unipd.it/bando-1-assegno-di-ricerca-tipo-b-selection-annou… Presentazione delle domande: https://pica.cineca.it/unipd/assegni-dipstat-2-2022/ *Scadenza *presentazione domande:* 31 marzo 2022 *alle ore 14:00 Cordiali saluti, la segreteria amministrativa ----- ENGLISH VERSION ----- The Department of Statistical Sciences of the University of Padua is advertising a *Research Grant (type B)* of *24 months* for PhD graduates. This research grant aims to support innovative and excellent research projects proposed by young independent scholars in the scientific sectors of interest to the Department of Statistical Sciences. The complete call is available at https://www.stat.unipd.it/bando-1-assegno-di-ricerca-tipo-b-selection-annou… Submission of the application: https://pica.cineca.it/unipd/assegni-dipstat-2-2022/ *Deadline *for submitting the application: *March, 31st **2022* at 2:00 p.m. 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

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PhD course - Gaussian measures and applications
by Stefania Ugolini 03 Mar '22

03 Mar '22

We are pleased to announce that the Doctoral School of Mathematics in Milano will offer a course titled “ Gaussian measures and applications to analysis and mathematical physics” by Dr. Francesco C. De Vecchi The course will start on March 7 and is scheduled until March 22. It can be attended remotely too. All information can be found at the following link : https://sites.unimi.it/dottoratomat/ All the best, Stefania Ugolini and Marco Fuhrman.

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Bando no. 2 assegni di ricerca presso IAC-CNR
by Giovanni Sebastiani 03 Mar '22

03 Mar '22

Buongiorno, si informa che è indetto un concorso per due assegni di ricerca di un anno (rinnovabili) presso l'Istituto per le Applicazioni del Calcolo "Mauro Picone" sulla tematica: “reti bayesiane, modelli e metodi stocastici per applicazioni in campo biomedico”. Il bando è pubblicato sul sito URP del CNR, nella sezione assegni di ricerca: https://bandi.urp.cnr.it/doc-assegni/documentazione/12279_DOC_IT.pdf Cordiali saluti, Giovanni Sebastiani

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IEEE MetroLivEnv 2022 - Special Session PROBABILITY AND MATHEMATICAL STATISTICS FOR LIVING ENVIRONMENT AND METROLOGY Esterni
by Antonella Iuliano 02 Mar '22

02 Mar '22

Dear Colleagues, we would like to draw your attention to the upcoming 2022 IEEE INTERNATIONAL WORKSHOP ON METROLOGY FOR LIVING ENVIRONMENT that will be held at the University of Calabria, Cosenza (Italy), 25 - 27 May, 2022. The following Special Session is open to receive your submissions. PROBABILITY AND MATHEMATICAL STATISTICS FOR LIVING ENVIRONMENT AND METROLOGY Measurement uncertainty is an important aspect of measurement that affects quality, costs, decisions, and risks. Therefore, it is mandatory to assess the quality of the results and to establish the accuracy requirements. Probability theory and Statistics provide powerful tools for the development and analysis of new mathematical models of phenomena with random characteristics and for drawing conclusions and making inferences. Nowadays probabilistic models are the basis of a large number of applications in modeling different fields of human activity. In particular, these methods use the language of probability to model different phenomena for the evaluation and forecast of measurements in various areas of applied mathematics. Therefore, the aim of this session is to delineate the fundamentals of probability and mathematical statistics impressing a comprehensive understanding of the theory and mechanics of the calculations through several applications in environmental and metrology fields to improve the quality of life. Website: https://www.metrolivenv.org/special-session-9 Important deadlines: - *March 21, 2022* - Extended Abstract Submission Deadline - *April 11, 2022* - Extended Abstract Acceptance Notification - *April 30, 2022* - Final Paper Submission Deadline - *April 30, 2022* - Live Demo Proposal Submission - *May 10, 2022* - Live Demo Acceptance Notification - *April 20, 2022 *- Early Bird Registration - *May 25-27, 2022 *- Workshop Dates For further information and updates please visit the conference website: https://www.metrolivenv.org We are looking forward to Welcome you in Cosenza! Do not hesitate to forward this message to anyone who could be interested. Thank you very much for your kind consideration, and apologies for multiple copies. We look forward to hearing from you. Best Regards, The Session Organizers Dr Antonella Iuliano Assistant Professor (RTD-B) in Probability and Mathematical Statistics Department of Mathematics, Informatics and Economics (DIMIE) University of Basilicata Viale dell'Ateneo Lucano, n. 10, 85100, Potenza (Italy) e-mail: antonella.iuliano(a)unibas.it <mariagrazia.russo(a)unibas.it> phone: +39 0971205891 mobile: +39 3926786025

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Call for papers
by Fabio Antonelli 02 Mar '22

02 Mar '22

Apologizing for multiple posting, it seems there have been some technical problems about the link Dear all, this is to bring to your attention the call for papers for a special issue in Applied Stochastic Models in Business and Industry, with title: PROBABILISTIC AND STATISTICAL METHODS IN COMMODITY RISK MANAGEMENT. The deadline is September 30th, 2022. More details can be found at https://onlinelibrary.wiley.com/journal/15264025 Thanks a lot. Best regards Fabio Antonelli, Roy Cerqueti, Alessandro Ramponi, Sergio Scarlatti (Guest Editors)

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