Dear colleagues,
I'm glad to inform you about the following event that we are organizing at
EPFL for this July; feel free to advertise it among potentially interested
participants at your department.
Below you can find a short description and the link to the
official website. Participation is free but mandatory; there is (limited)
funding for travel and accommodation, for which case the application
deadline is March 15th 2023.
All the best,
Lucio
(on behalf of the organising committee)
======…
[View More]===
Summer school: Deterministic and random features of fluids
Date: Monday, Jul 3, 2023 -- Friday, Jul 7, 2023
Place: EPFL, Lausanne, Switzerland
The summer school focuses on the deterministic and random phenomenologies
of incompressible fluids. The format consists of two lecture series (6
hours each) by Prof. Jacob Bedrossian and Prof. Thierry Gallay and of
several research talks by experts in the field. The lectures address two
main themes: chaotic properties of fluid models in the presence of an
external random force and stability at high Reynolds number of vortex
configurations. The school is intended to introduce early stage researchers
(Ph.D. and postdocs) to these subjects. Support for selected young
participants will be available.
Organizing Commitee: M. Colombo, M. Dolce, L. Galeati, M. Sorella
Website@EPFL:
https://www.epfl.ch/labs/amcv/amcv/events/summer-school-deterministic-and-r…
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*EXECUTIVE 2nd LEVEL MASTER inQUANTUM MACHINE LEARNING*
Dear All,
I inform you that the deadline for the enrollment to the *EXECUTIVE 2nd
LEVEL MASTER in QUANTUM MACHINE LEARNING* has been extended to February 1,
2023.
For all details, see
*https://www.cafoscarichallengeschool.it/en/master/quantum-machine-learning/
<https://www.cafoscarichallengeschool.it/en/master/quantum-machine-learning/>*
.
Please, I kindly ask you to give the widest circulation to this note.
Looking forward to …
[View More]seeing you at our Master,
Marco Corazza
--
Marco Corazza, Ph.D.
Department of Economics - Ca' Foscari University of Venice
San Giobbe, Cannaregio 873 - 30121 Venezia, Italy
Mobile: (+39) 366 602-9134
Phone: (+39) 041 234-6921
Fax: (+39) 041 234-7444
E-mail: corazza(a)unive.it
Editor-in-Chief: Mathematical Methods in Economics and Finance -
www.unive.it/m2ef
--
<<Determinare [... gli] aspetti della struttura di una ConvNet rispecchia
l'arte di far funzionare queste reti complesse per un particolare
compito.>>
M. Mitchell, "L'intelligenza artificiale. Una guida per esseri umani
pensanti", Giulio Einaudi Editore, 2022 [pag. 69]
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Buongiorno
Inoltro l'annuncio di IRS 2023 con l'orario e titoli dei seminari delle 2
giornate
Saluti
Alessandra
---------- Forwarded message ---------
From: Inhomegenous Random <inter(a)math.cnrs.fr>
Date: Mon, 2 Jan 2023 at 16:38
Subject: January 24-25 IRS 2023 Conference Program
To: <faggiona(a)mat.uniroma1.it>
Dear Colleagues,
Here is the program of the conference on:
INHOMOGENEOUS RANDOM SYSTEMS
Tuesday 24 and Wednesday 25 January 2023
…
[View More] Institut Curie
Amphitheatre Curie
and
Institut Henri Poincare
Amphitheatre Hermite
11-13 rue Pierre et Marie Curie, Paris
also online
Registration is important for organizational purposes:
thank you for registering if you haven't done so yet,
BEFORE TUESDAY, JANUARY 17, also to receive the connection link.
Abstracts are available at:
http://irs.math.cnrs.fr
Looking forward to meeting you, in Paris or online,
Giambattista Giacomin, Christian Maes, Ellen Saada.
*You will find in attachment a PDF file of the program
with the same informations as below which you may print and post up.
--------------------------------------------------------------------
--------------------------------------------------------------------
INHOMOGENEOUS RANDOM SYSTEMS
Systemes Aleatoires Inhomogenes
January 24-25, 2023
Conference Program
Institut Curie
Amphitheatre Curie
and
Institut Henri Poincare
Amphitheatre Hermite
11-13 rue Pierre et Marie Curie, Paris
also online
Tuesday 24 January:
-------------------------------------------------------------------
POINT PROCESSES AND STATISTICAL MECHANICS
-------------------------------------------------------------------
Moderator: Alessandra Faggionato (Roma)
9.00- 9.10 Opening
9.10-10.00 Alessandra Faggionato (Roma): Random resistor networks
on simple point processes and Mott's law.
10.00-10.50 Martin Huesmann (Muenster): Fluctuations of
the displacement in the optimal matching problem.
10.50-11.15 Coffee Break
11.15-12.05 Sabine Jansen (Muenchen): Large deviations and
distribution of cracks in a chain of atoms
at low temperature.
12.05-13.30 Lunch
13.30-13.55 Thierry Bodineau (Bures-sur-Yvette), Giambattista
Giacomin (Paris), Dasha Loukianova (Evry):
A tribute to Francis Comets
14.00-14.50 Frank den Hollander (Leiden): Metastability for the
Widom-Rowlinson model with grains of general shape.
14.50-15.40 Raphael Lachieze-Rey (Paris): Percolation
of random fields excursions.
15.40-16.05 Coffee Break
16.05-16.55 Giovanni Peccati (Luxembourg): Functional
inequalities on the Poisson space,
via stopping sets and two-scale stabilization.
16.55-17.45 Antoine Gloria (Paris & Bruxelles): On Einstein's
effective viscosity formula.
Wednesday 25 January:
-------------------------------------------------------------------
FREE PROBABILITY, BETWEEN MATHS AND PHYSICS
-------------------------------------------------------------------
Moderator: Jorge Kurchan (Paris)
9.00- 9.10 Opening
9.10- 9.30 Jorge Kurchan (Paris): Introduction.
9.30-10.20 Roland Speicher (Saarbruecken): Free probability
and free cumulants.
10.20-10.45 Coffee Break
10.45-11.35 Frederic Patras (Nice): Algebraic structures
underlying free probability.
11.35-12.25 Alice Guionnet (Lyon): Matrix models at low temperature.
12.25-13.45 Lunch
13.45-14.35 Denis Bernard (Paris): The Quantum SSEP and
the emergence of free probability in
many-body mesoscopic quantum systems.
14.35-15.25 Laura Foini (Saclay): Eigenstate Thermalization
Hypothesis and Free Probability.
15.25-15.50 Coffee Break
15.50-16.40 Marc Potters (Paris): Free probabilities in action:
the spectral method for phase retrieval.
16.40-17.30 Jean-Philippe Bouchaud (Paris): Covariance stability
& eigenvector overlaps : a (free) RMT approach.
-------------------------------------------------------------------
Registration:
The conference and online participation are free and open to all.
To facilitate local organisation and
receive your connection link, please register in advance
by sending an e-mail before January 17 to
"inter(a)math.cnrs.fr" with subject: IRS 2023
and the following informations:
Name: _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _
Institution:_ _ _ _ _ _ _ _ _ _ _ _ _ _ _
Address:_ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _
_ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _
Email:_ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _
on site or online:_ _ _ _ _ _ _ _ _ _ _ _
You may also consult the conference web page at:
http://irs.math.cnrs.fr
Giambattista Giacomin Christian Maes
Mathematiques, LPSM Theoretische Fysica
Universite Paris Cite KU Leuven, Belgium
Ellen Saada
Mathematiques, MAP5
CNRS & Universite Paris Cite
Partially supported by CNRS, Universite Paris Cite
and KU Leuven.
-----------------------------------------------------------------
-----------------------------------------------------------------
--
*************************************************
Prof. Alessandra Faggionato
https://www1.mat.uniroma1.it/people/faggionato/
Department of Mathematics
University "La Sapienza"
Piazzale Aldo Moro, 5
00185 - Rome
Office 5, Phone (0039) 06 49913252
*************************************************
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AVVISO di SEMINARIO
Prof. Paolo Dai Pra
Università di Verona
TITOLO
Polarization and Coherence in Mean Field Games Driven by Private and
Social Utility
Abstract
We study a mean field game in continuous time over a finite horizon,
T, where the state of each agent is binary and where players base
their strategic decisions on two, possibly competing, factors: the
willingness to align with the majority (conformism) and the aspiration
of sticking with the own type (stubbornness). We …
[View More]also consider a
quadratic cost related to the rate at which a change in the state
happens: changing opinion may be a costly operation. Depending on the
parameters of the model, the game may have more than one Nash
equilibrium, even though the corresponding N- player game does not.
Moreover, it exhibits a very rich phase diagram, where
polarized/unpolarized, coherent/incoherent equilibria may coexist,
except for T small, where the equilibrium is always unique. We fully
describe such phase diagram in closed form and provide a detailed
numerical analysis of the N-player counterpart of the mean field game.
Joint work with Marco Tolotti (Venezia) and Elena Sartori (Padova).
Il seminario si terrà il giorno 13 Gennaio 2023 ore 11:00 nella Aula
F del Dipartimento Matematica e Applicazioni, Università di Napoli
FEDERICO II, Complesso di Monte Sant'Angelo, Via Cintia, Napoli.
Link a Teams:
https://teams.microsoft.com/l/meetup-join/19%3aMQ4RZDBo_0G-K_PHxKtktVYAczOG…
--
Enrica Pirozzi
Dipartimento di Matematica e Applicazioni
Universita' di Napoli FEDERICO II
Via Cintia, Monte S.Angelo, 80126, NAPOLI, ITALY
Tel. 081 675634
https://www.docenti.unina.it/ENRICA.PIROZZI
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Research position in mathematics/statistics at a private company:
- For PhD/Postdoc (Master's ok) in Mathematics or equivalent
- No programming or finance prerequisites.
For more information visit arpm.co/job/researcher <http://arpm.co/job/researcher>
Three postdoc positions available at Bocconi University (Milan, Italy),
under the supervision of Giacomo Zanella (link
<https://sites.google.com/site/gzanellawebpage/home>) and funded by the ERC
Starting Grant "Provable Scalability for high-dimensional Bayesian
Learning". Details and links to apply available at
https://sites.google.com/site/gzanellawebpage/postdoc-positions-available.
The deadline for application is 28/02/2023 and the planned starting date is
01/05/2023 (with some …
[View More]flexibility). Initial contracts are for 1 year and
are extendable for further years under mutual agreement.
Candidates will conduct research on computational aspects of statistical
and machine learning methods, with a particular focus on Bayesian
methodologies. The research activity, both in terms of specific topic and
research approach, can adapt to the profile and interests of the successful
candidates. Beyond working with the supervisor and coauthors on topics
related to the grant project (see
https://sites.google.com/site/gzanellawebpage/research and
https://cordis.europa.eu/project/id/101076564 for more details on the
research topics of the supervisor and grant project), candidates will get
the chance to interact with various faculty members, postdocs and PhD
students of the Stats&ML group at Bocconi (see e.g. researchers at
https://bayeslab.unibocconi.eu/people and https://dec.unibocconi.eu/people
).
Interested candidates can write to giacomo.zanella(a)unibocconi.it for more
information about the positions.
Best regards,
Giacomo Zanella
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Dear friends,
We would like to advertise a summer school entitled "Statistical Mechanics and Stochastic PDEs", which will be held from Sep 11-15, 2023, in Cetraro, Italy. It belongs to the series of mathematics summer schools organised yearly by Fondazione CIME.
The school aims to expose researchers to some of the latest developments in statistical mechanics and stochastic PDEs, as well as the connections between the two. The list of speakers and their course titles is:
Massimiliano …
[View More]Gubinelli (Univ. Oxford, UK) - Constructive stochastic quantization
Antti Kupiainen (Univ. Helsinki, Finland) - Renormalisation Group and stochastic PDEs
Ioan Manolescu (Univ. Fribourg, Switzerland) - An invitation to FK percolation
Fabio Lucio Toninelli (Technical Univ. Vienna, Austria) - Stochastic growth models and anisotropic KPZ equation in dimension 2+1
We especially encourage the participation of PhD students and postdocs. A limited number of grants will be available to cover their local expenses (full board accommodation).
Interested participants should submit their applications before Apr 30, 2023, through the school website:
https://sites.google.com/unifi.it/cime/c-i-m-e-courses/c-i-m-e-courses-2023… <https://sites.google.com/unifi.it/cime/c-i-m-e-courses/c-i-m-e-courses-2023…>
Some practical details on the location: https://sites.google.com/unifi.it/cime/c-i-m-e-courses/c-i-m-e-courses-2022… <https://sites.google.com/unifi.it/cime/c-i-m-e-courses/c-i-m-e-courses-2022…>
Please feel free to circulate the information.
The organisers,
Francesco Caravenna, Rongfeng Sun, Nikos Zygouras
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Martedì 10 Gennaio 2023, ore 14:00
Sala di Consiglio, Dipartimento di Matematica, Sapienza Università di Roma
*Speaker: *Lorenzo Dello Schiavo (ISTA, Vienna)
*Titolo:* Scaling Limits of Random Walks, Harmonic Profiles, and Stationary
Non-Equilibrium States in Lipschitz Domains
*Abstract:* We consider the open symmetric exclusion (SEP) and inclusion
(SIP) processes on a bounded Lipschitz domain Ω, with both fast and slow
boundary. For the random walks on Ω dual to SEP/SIP we
establish a …
[View More]functional-CLT-type convergence to the Brownian motion on Ω
with either Neumann (slow boundary), Dirichlet (fast boundary), or Robin
(at criticality) boundary conditions. We further show the
discrete-to-continuum convergence of the corresponding harmonic profiles.
As a consequence, we rigorously derive the hydrodynamic and hydrostatic
limits for SEP/SIP on Ω, and analyze their stationary non-equilibrium
fluctuations. Based on joint work arXiv:2112.14196 with Lorenzo Portinale
(IAM Bonn) and Federico Sau (ISTA)
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--------------------------------------
Apologies for cross-postings
--------------------------------------
Dear Colleagues,
This is a gentle reminder on the call for papers of the XXIV Workshop on
Quantitative Finance (QFW2023), which will be held at the Angevin Castle in
Gaeta (Italy) on April 20th-22nd, 2023.
The deadline for submitting extended abstracts is next Sunday, January
15th, 2023. The call for papers is attached, and the poster of the
conference can be downloaded here
<…
[View More]https://drive.google.com/file/d/1aoSPNCgHk4caf_LOB4Vk61XDCmvdJG1m/view>.
Attendance is free of charge, but registration is required for
organizational reasons. Further information is available on the conference
website https://qfw2023.unicas.it/.
We are looking forward to meeting you in Gaeta!
Marina Di Giacinto
On behalf of the Organizing Committee
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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 …
[View More]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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