Dear all,
A call for a 2 year research contract (assegno di ricerca) is open at the Department of Mathematics, University of Bologna. The topic of the research is
"Score-driven time-varying parameter models for high-frequency data and temporal networks"
and the position is co-funded by Progetto PRIN_2020_BORMET_G (CUP: J33C22000560001), Progetto MAT-PSSD, and Fondi di Dipartimento BIR - Budget Integrato per la Ricerca dipartimentale.
The annual gross remuneration, inclusive of all taxes, is 30kEur.
The details of the call (in Italian and English) and a description of the research project are available at
https://bandi.unibo.it/ricerca/assegni-ricerca?id_bando=65417
The deadline for applications is September 05, 2022 23:49 CET.
I would be grateful if you could forward this message to any potentially interested candidate. In case you need more information, please contact Giacomo Bormetti (giacomo.bormetti(a)unibo.it<mailto:giacomo.bormetti@unibo.it>).
Thanks and regards,
Giacomo Bormetti
Giacomo Bormetti
https://www.unibo.it/sitoweb/giacomo.bormetti
Dear all,
A call for a 2 year research contract (assegno di ricerca) is open at the
Scuola Normale Superiore, Pisa (Italy). The topic of the research is
"*Systemic risk and resilience in economic and financial dynamical networks*
"
and the position is funded by a research grant entitled "Network analysis
of economic and financial resilience” in collaboration with Scuola
Superiore Sant'Anna (Pisa) and IMT (Lucca).
The annual gross remuneration, inclusive of all taxes, is 30kEur.
The research activity will be focused on the theoretical, computational and
statistical study of complex networks of economic and financial origin. A
specific attention will be devoted to the study of dynamical networks and
of processes (such as contagion, distress propagation, etc) on static and
dynamic networks. One of the objectives of the project is the
identification of mechanisms of propagation of systemic risk and of
resilience in order to identify suitable metrics for them and possible
policy measures.
The details of the call (in Italian and English) are available at
https://amministrazionetrasparente.sns.it/bando/network-analysis-economic-a…
The deadline for applications is August 25.
I would be grateful if you could forward this message to any potentially
interested candidate. In case you need more information, please contact
Fabrizio Lillo (fabrizio.lillo(a)sns.it)
Thanks and all the best,
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
Dear Friends,
this is the second announcement of the workshop "A journey through complex systems: from interacting particles to games" which will take place in L'Aquila on September 21-24, 2022. The workshop is planned as a hybrid event with on-site participation.
The workshop will celebrate the 60th birthday of Paolo Dai Pra through a series of talks that will cover the spectrum of research lines to which Paolo has contributed to. The covered topics include: complex systems in biological and social sciences, geometric and scaling properties of stochastic processes, convergence to equilibrium and functional inequalities for interacting particle systems, mean-field games and stochastic control.
Participation is free of charge but, for organizational reasons, registration is mandatory both for in-person and remote participation.
* If you wish to participate in-person, we kindly ask you to register by July 31, 2022. The capacity of the conference room is limited and will be allocated on a "first come first serve" basis.
* There is no deadline to register for online participation.
More information about the workshop venue and program, about registration and about travel and accommodation are available on the website https://sites.google.com/view/pdp60laquila.
We look forward to seeing you in L'Aquila!
Best regards,
The Organizing Committee
Francesca Collet, Marco Formentin, Pierre-Yves Louis, Ida Germana Minelli, Elena Sartori, Marco Tolotti
Ricevo ed inoltro.
Saluti,
Cristina
---------------------------------------------------------------------------------------------
Cristina Toninelli
Postal Address: Ceremade
Univ.Paris Dauphine
Place du Marechal de Lattre de Tassigny
75775 Paris Cedex 16 - France
Office: B617
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________________________________
Subject: Two-year postdoctoral positions in ÚTIA
The Institute of Information Theory and Automation (UTIA), Czech Academy of Sciences (http://www.utia.cas.cz/) invites applications for two-year postdoctoral positions in the institute beginning in January 2023 with possibility to move to the tenure track in the Institute. (http://www.utia.cas.cz/news/3572) Candidates are expected to work in one of these areas:
artificial intelligence and machine learning,
probabilistic graphical models,
statistics and stochastics,
image, video, and signal processing,
control theory,
adaptive decision intelligence and human-centric intelligence,
modelling economic and financial problems,
non-smooth analysis,
PDEs, calculus of variations, and continuum mechanics.
The candidates are also expected to have a strong record of, or outstanding potential for, significant research and have no more than two years since being awarded a Ph.D., Dr. or equivalent title (as of September 30). Moreover, experience in obtaining third-party funds is advantageous.
The Institute offers a monthly salary of CZK 50 000 (about 2 000 EURO) and yearly benefits supporting e.g. recreational and sport activities, as well as health care programs. Complete applications must be received by August 31, 2022.
In case of interest, please send your application via email to utia(a)utia.cas.cz. The application should include a CV, a research statement, a motivation letter, and a copy of the PhD diploma. Letter(s) of recommendation is/are welcome. They should be sent by their authors directly to the email above.
Dear all,
we are glad to announce the following:
Call for Papers
International Fintech Research Conference
Finance, technology, methodologies
Fintech Research Network
Politecnico di Milano
27-28 October 2022
The Conference aims to put together researchers working in all areas of Fintech (banking, asset
management, insurance, payments, capital markets, internet of things) providing a
multidisciplinary venue. Contributed papers are welcome in all Fintech research fields such as (but
not limited to): theoretical analysis of the fintech domain, machine learning applications to
finance, cryptocurrencies, digital currency, cybersecurity, network analysis in finance, blockchain
technologies, peer to peer finance, big data analysis, nowcasting, text analysis.
Keynote speakers:
* Petros Dellaportas, UCL-London Reservoir Computing for Macroeconomic Forecasting with Mixed Frequency Data
* Leonardo Gambacorta, Bank of International Settlements, Big techs, QR code payments and financial inclusion
* Mario Wuethrich, ETH-Zurich Discrimination-Free Insurance Pricing
* David Yermack, Stern Business School, New York University, Casualties of the 2022 Crypto Meltdown
The Conference is intended to be the first edition of an annual initiative that will be hosted
by the building blocks of a large researchers/universities network.
Scientific committee:
Emilio Barucci (chair), Andrea Consiglio, Stefania Corsaro,
Luca Di Persio, Massimiliano Ferrara, Gianna Figà Talamanca,
Paolo Giudici, Daniele Marazzina, Silvia Muzzioli.
Deadline for submitting an extended abstract/paper: August 31st, 2022.
Deadline for registration: September 30th , 2022.
Please note that, except for the social dinner, no fee is required to conference participation.
The conference is in conjunction with a special issue on Digital Finance edited by Springer(deadline December 31, 2022).
https://www.fintechlab.it/fintech_conference2022/
The initiative is organised within the framework of:
Fintech Research Network
https://www.fintechlab.it/network/
The Fintech Research Network is steered by a group of researchers working in all areas of Fintech,
whose main aim is to develop proactive research initiatives such as conferences, summer schools,
workshops, seminars, research projects within the FinTech framework broadly intended.
On behalf of the scientific committee,
LuCa
__
Luca Di Persio - PhD
College of Mathematics
Dept. of Computer Science
University of Verona
strada le Grazie 15 - 37134 Verona - Italy
Tel : +39 045 802 7968
Official UniVr spinoff: www.hpa.ai <http://www.hpa8.com>
Dear all,
I would like to advertise an open position for Reader/Chair in Probability (broadly defined) in the Department of Mathematics at Imperial College London, see the link for details https://www.imperial.ac.uk/jobs/description/NAT01204/reader-or-chair-probab…
Have a nice day.
Best Regards,
Riccardo
Dear colleagues,
We are pleased to announce the *2nd Edition of the** School* in
*"Machine Learning of Dynamic Processes and Time Series Analysis” *
that will be held at Scuola Normale Superiore in Pisa (Italy) on *November
9-10, 2022*.
The School aims to present recent mathematical and data-driven approaches
to Machine Learning for time series. In particular, this year, the School
will focus on the mathematical and computational aspects of *Signatures,
Reinforcement Learning, GAN, and Continual Learning*.
The School includes four mini-courses held by as many keynote speakers and
a limited number of contributed talks.
*Keynote speakers*:
1. *Davide Bacciu <http://pages.di.unipi.it/bacciu/>*, University of Pisa
2. *Xin Guo <https://xinguo.ieor.berkeley.edu/>*, UC Berkeley
3. *Sebastian Jaimungal <https://sebastian.statistics.utoronto.ca/>*,
University of Toronto
4. *Terry Lyons <https://www.maths.ox.ac.uk/people/terry.lyons>*, Oxford
Man Institute of Quantitative Finance
Detailed information on the School and instructions for registration can be
found at:
https://mldyn2022.wordpress.com
(The number of participants in presence is limited to *40* - preference
will be given to PhD students and young researchers)
The call for abstract/paper submission to be selected for a contributed
talk is now open at the following easy-chair link:
https://easychair.org/conferences/?conf=mldyn2022
Both registration and submission deadlines are *September 15, 2022.*
To contact the Organizer Committee, please send an email to:
mldyn2022(a)gmail.com
The organisers,
Fabrizio Lillo
Giulia Livieri
Stefano Marmi
Piero Mazzarisi
dear all
I would like to announce the opening of the call for PHD positions at
Università di Pisa, with deadline on August 8, 1pm
Further details at:
https://dottorato2022.webhost1.unipi.it/
best regards
m.
Dear Colleagues,
we would like to invite you to the following short seminars to be held
Wednesday, July 20th at the Dipartimento di Matematica.
Four visiting Master's students will give 30 minutes' talks as the final
activity of their internship, to be also streamed via Google Meets, link
below.
Best,
F. Grotto
--------------------------------------------
Location: *Sala Seminari*, Dipartimento di Matematica, Pisa
Google Meet Link: https://meet.google.com/gji-phwo-vbg
Time: July 20th 2022, 10:00-12:00 CET
Speakers & titles:
-Sofiane Cherf (ENS Lyons), Point Vortex Approximations of 2D Navier-Stokes
Equations;
-Fanch Coudreuse (ENS Lyons), Quantum entropic regularized transport cost;
-Alexis de Villeroché (ENS Lyons), On some classes of optimal control
problems governed by elliptic PDEs;
-Jules Grass (ENS Paris Saclay), Regularization by noise of a point vortex
collapse.