Random October 2023

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Fwd: due bandi da Research Collaborator (1 anno ciascuno) presso IMT Lucca
by Irene Crimaldi 27 Oct '23

27 Oct '23

FYI ---------- Forwarded message --------- From: Giorgio Stefano Gnecco <giorgio.gnecco(a)imtlucca.it> Date: Fri, Oct 27, 2023 at 8:34 AM Subject: Fwd: due bandi da Research Collaborator (1 anno ciascuno) presso IMT Lucca To: Antonio Camurri <antonio.camurri(a)unige.it>, Gualtiero Volpe < gualtiero.volpe(a)unige.it>, Davide Rocchesso <davide.rocchesso(a)unipa.it>, Alessandro D'Ausilio <dsllsn(a)unife.it>, Matteo Bertucco < matteo.bertucco(a)univr.it>, Marcello Sanguineti <marcello.sanguineti(a)unige.it>, Irene Crimaldi <irene.crimaldi(a)imtlucca.it>, Martino BELVEDERI MURRI < blvmtn(a)unife.it> Carissimi, potreste far circolare questa e-mail, e segnalarla a potenziali persone interessate? ---------- Forwarded message --------- From: Giorgio Stefano Gnecco <giorgio.gnecco(a)imtlucca.it> Date: Fri, Oct 27, 2023 at 8:31 AM Subject: due bandi da Research Collaborator (1 anno ciascuno) presso IMT Lucca To: <ricercaoperativa(a)di.unito.it> Buongiorno, segnalo nella presente e-mail i link ai seguenti bandi, relativi a due posizioni da "Research Collaborator" presso IMT Lucca da 1 anno ciascuno (con possibilità di rinnovo), rispettivamente in: - "ANALISI AUTOMATICA E PREDIZIONE DI QUALITÀ DEL MOVIMENTO UMANO" - progetto PRIN 2022 PNRR "MOTUS" ( https://www.imtlucca.it/it/jobopportunity/automated-analysis-and-prediction… ); - "ANALISI DEL MOVIMENTO UMANO ED ARTIFICIALE: MODELLI ED APPLICAZIONI" - progetto PRIN 2022 "MAHATMA" ( https://www.imtlucca.it/it/jobopportunity/human-and-artificial-movement-ana… ). Informazioni relative alle modalità di applicazione si possono trovare ai rispettivi link. In entrambi i casi, la scadenza per la presentazione delle domande è il 27 Novembre 2023 alle ore 13. Cordiali saluti, Giorgio Stefano Gnecco

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Post-doc position in Nottingham
by Federico Girotti 26 Oct '23

26 Oct '23

Dear All, I would like to draw your attention to the following post-doc position available in Nottingham: https://jobs.nottingham.ac.uk/vacancy.aspx?ref=SCI469023. Application deadline 17 November 2023 The researcher will work with Dr. Madalin Guta and Prof. Juan P. Garrahan on the EPSRC funded project entitled “Statistical Theory of Controlled Quantum Dynamics”. The project aims to develop a new framework for statistical inference with finitely correlated states, and to apply the mathematical results to the identification and estimation of quantum open systems. The team will work on establishing central limit and concentration results for quantum processes, exploiting dynamical phase transitions for quantum enhanced metrology, applying input-output control techniques towards optimal measurement design, and developing statistical learning methods of time-dependent parameters. The researcher will be an integral part of an interdisciplinary team based in the School of Mathematical Sciences and the School of Physics and Astronomy, and will actively contribute to the research activities at the overlap of the broad areas of quantum information, statistics and metrology, quantum open systems and non-equilibrium dynamics, and quantum control. Best wishes, Federico Girotti Research Associate School of Mathematical Sciences University of Nottingham

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MAF2024 - 2nd Call for Conference Contributions - MATHEMATICAL AND STATISTICAL METHODS FOR ACTUARIAL SCIENCES AND FINANCE
by Marco Corazza 26 Oct '23

26 Oct '23

*11th International Conference* *MATHEMATICAL AND STATISTICAL METHODS FOR ACTUARIAL SCIENCES AND FINANCE - MAF2024* *University of Le Havre Normandie, Le Havre Cedex (FR) - April 4-6, 2024* *https://sites.google.com/unisa.it/maf-2024/ <https://sites.google.com/unisa.it/maf-2024/>* *2ND CALL FOR CONFERENCE CONTRIBUTIONS* *AIM* MAF2024 fosters collaboration between mathematicians and statisticians, to facilitate the development of theoretical and methodological advancements, as well as their applications. MAF2024 also promotes participation from both academicians and practitioners. *VENUE and DATES* - University of Le Havre Normandie – Le Havre Cedex, France - April 4 to 6, 2024 *CONFERENCE WEBSITE* *https://sites.google.com/unisa.it/maf-2024/ <https://sites.google.com/unisa.it/maf-2024/>* *ORGANIZERS* - University of Le Havre Normandie – Le Havre Cedex, France - Ca’ Foscari University of Venice – Venezia, Italy - University of Salerno – Fisciano (SA), Italy *CALL FOR CONTRIBUTIONS*, MANDATORY - Abstract submission deadline: January 8, 2024 - Notification of abstract acceptance deadline: January 24, 2024 *CALL FOR PAPERS*, FACULTATIVE A short paper, 4 to 6 pages, can be submitted for publication after peer review in a book edited by Springer - Paper submission deadline: January 8, 2024 - Notification of paper acceptance deadline: January 24, 2024 - The final version of the paper, revised according the peer review, must be sent by February 6, 2024 *FEES* - Registration by January 31, 2024: On-site: 220 euros; In remote mode and for students: 140 euros - Registration after January 31, 2024: On-site: 300 euros; In remote mode and for students: 180 euros *FURTHER INFORMATION* - Organized sessions are solicited - Hybrid sessions are planned - Other information (e.g., accommodation details, list of topics of interest, etc.) is available on the conference website

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de Finetti seminar: 8 November, 16:30
by Marco Maggis 26 Oct '23

26 Oct '23

On behalf of the Scientific Committee of the "B. de Finetti Risk Seminars, Milano Lectures on the Mathematical Theory of Economics and Finance”, we are glad to invite you to participate at the following lecture: Umut Cetin London School of Economics Title: *Insider trading with penalties and BSDEs* Abstract: We study equilibrium in a continuous time Kyle-Back model with a risk neutral informed trader whose trades are subject to costs, which can also be viewed as legal penalties for illegal insider trading if caught by the authorities. Existence of equilibrium is established under certain assumptions on the asset’s terminal payoff. Informed trader’s value function is related to a BSDE whose terminal condition is determined in equilibrium, which turns out to be the fixed point of a nonlinear operator. Equilibrium also reveals an interesting connection between h-transforms and quadratic BSDEs. LOCATION: The seminar will be held on *November 8, *2023 at *16.30,* Aula Di Rappresentanza, Dipart. Matematica, Università di Milano, Via Saldini 50, Milano. Scientific Committee: Prof. Simone Cerreia-Vioglio (Univ. Bocconi) Prof. Marco Frittelli (Univ. degli Studi di Milano) Prof. Fabio Maccheroni (Univ. Bocconi) Prof. Marco Maggis (Univ. degli Studi di Milano) Prof. Massimo Marinacci (Univ. Bocconi) Prof. Emanuela Rosazza Gianin (Univ. Milano-Bicocca)

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Open PhD student position at Ulm University
by Robert Stelzer 26 Oct '23

26 Oct '23

Dear Colleagues, We are currently looking for a talented young researcher interested to work in areas like data science, statistics of stochastic processes/fields, stochastic analysis, financial mathematics or time series analysis. Please find at https://stellenangebote.uni-ulm.de/jobposting/52af87d73b16de8fb9ba18b936962… (German version: https://stellenangebote.uni-ulm.de/jobposting/108657eab3e5796ef2dd07d9e2855…) the announcement for an open position as a PhD student (academic employee) at the Institute of Mathematical Finance at Ulm University starting April 2024 or later. It would be very kind if you would bring it to the attention of possible candidates. Thank you very much for your help! Best Regards, Robert Stelzer *For the Institute of Mathematical Finance we are looking for an* Academic employee (m/f/d) The institute of Mathematical Finance carries out cutting edge research in selected areas of Statistics, Data Science, Financial Mathematics and Stochastic processes collaborating on an international level. Of particular importance in the research projects is the combination of challenging mathematics with relevant current questions from applications. Within our research projects we are looking for an outstanding junior scientist full of curiosity, enthusiasm for mathematics and its applications and being interested in further scientific qualification in the form of a doctoral degree. It is strongly intended to increase the extent of the position by the acquisition of additional funding. Your profile: o a very good master degree in a mathematical field of study or a comparable degree o interest in research in areas like data science, statistics of stochastic processes/fields, stochastic analysis, financial mathematics or time series analysis and appropriate previous experiences o willingness to pursue a PhD degree o interest in didactics and high-quality teaching o Commitment, ability to work in teams and interest in interdisciplinary cooperation o very good command of English and ability to teach in English Your responsibilities: o Contribution to the teaching and supervision duties of the institute. The formal teaching load is two hours per semester and week o Participation in the research projects of the institute o own further scientific qualification (PhD studies) * * *> Referenz-no.:* 23154 *> Application deadline:* 30.11.2023 *> Scope: Part-time (50%) > Temorary: initial contract for 3 years > Remuneration: TV-L EG 13 > Start: 01.04.2024 or later* Hiring is done by the Central University Administration. Your contract for further information: : Prof. Dr. Robert Stelzer, phone +49 731/50-23520 **We look forward to your application via our online application portal We seek to increase the proportion of women in research and teaching and particularly encourage qualified female scientists to apply for this position. Severely disabled applicants with equal aptitude will be given preferential consideration. *The university and what we offer:<https://www.uni-ulm.de/en/einrichtungen/zuv/dezernat-3/job-portal/>* *https://www.uni-ulm.de/job-portal <https://www.uni-ulm.de/en/einrichtungen/zuv/dezernat-3/job-portal/>* * Seize the opportunity and join us in shaping the future of the University!* -- +++++++++++++++++++++++++++++++++++++++++ Prof. Dr. Robert Stelzer Institute of Mathematical Finance Ulm University Helmholtzstraße 18 89081 Ulm Germany Phone: +49 731 50 23520 Fax: +49 731 50 31096 Email:robert.stelzer@uni-ulm.de http://www.uni-ulm.de/mawi/finmath/people/stelzer.html

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CALL FOR EXPRESSIONS OF INTEREST FOR 2 POST-DOC POSITIONS AT THE UNIVERSITY OF TORINO
by Luca Regis 25 Oct '23

25 Oct '23

CALL FOR EXPRESSIONS OF INTEREST FOR 2 POST-DOC POSITIONS The ESOMAS Department <https://www.esomas.unito.it/do/home.pl> of the University of Torino will soon open two post-doctoral positions funded by the following two PRIN PNRR 2022 projects: - Supply chain disruptions, financial losses and their prevention (PI: prof. Elisa Luciano) - Measuring, Managing and Hedging Indirect Climate-Transition Risk (PI: prof. Luca Regis) The start date is going to be in early 2024. Post-doc positions are for 2 years, possibly renewable for an additional year. No teaching load. Potentially interested candidates are strongly encouraged to contact Elisa Luciano (elisa.luciano(a)unito.it) or Luca Regis (luca.regis(a)unito.it) for further details, while sending them their cvs at their earliest convenience (possibly by November 3rd). The ESOMAS Department is ranked among the best economics departments in Italy and was awarded the "Dipartimenti d'Eccellenza" grant 2017-2022 and 2023-2027. The post-docs will work within the finance group at ESOMAS, which carries out part of its activities as Carlo Alberto Finance <https://www.carloalberto.org/cca-finance/> at the Collegio Carlo Alberto <https://www.carloalberto.org/>, in a dynamic and international research environment. -- Luca Regis Associate Professor ESOMAS Department, University of Torino Affiliate, Collegio Carlo Alberto sites.google.com/view/lucaregis Office: +39 011 670 6065 www.carloalberto.org/lti

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Post-doc positions at Milano-Bicocca - Errata Corrige
by Francesco Caravenna 25 Oct '23

25 Oct '23

(The previous message contained a wrong link, here is the correct one) Four post-doc positions are currently open at the Department of Mathematics and Applications, University of Milano-Bicocca, in all areas of mathematics. Detailed information about the official call and the application procedure can be found here: https://www.unimib.it/ateneo/gare-e-concorsi/cod-a2-2023-assegni-ricerca-ti… We encourage in particular applications from candidates working in probability theory and related fields. The application deadline is November 23 at 13:00. Do not hesitate to contact me for further information. Best wishes, Francesco Caravenna -- _________________________________________ Francesco Caravenna Dipartimento di Matematica e Applicazioni Università degli Studi di Milano-Bicocca Via Cozzi 55, 20125 Milano, Italy Office 3016, U5 building https://staff.matapp.unimib.it/~fcaraven/ _________________________________________

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Post-doc positions at Milano-Bicocca
by Francesco Caravenna 25 Oct '23

25 Oct '23

Four post-doc positions are currently open at the Department of Mathematics and Applications, University of Milano-Bicocca, in all areas of mathematics. Detailed information about the official call and the application procedure can be found here: https://www.unimib.it/ateneo/gare-e-concorsi/cod-a2-2023-assegni-ricerca-ti… <https://www.unimib.it/ateneo/gare-e-concorsi/assegni-ricerca-tipo-a2-a2-typ…> We encourage in particular applications from candidates working in probability theory and related fields. The application deadline is November 23 at 13:00. Do not hesitate to contact me for further information. Best wishes, Francesco Caravenna -- _________________________________________ Francesco Caravenna Dipartimento di Matematica e Applicazioni Università degli Studi di Milano-Bicocca Via Cozzi 55, 20125 Milano, Italy Office 3016, U5 building https://staff.matapp.unimib.it/~fcaraven/ <http://www.matapp.unimib.it/~fcaraven/> _________________________________________

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6 permanent positions in Stats & Prob at Warwick
by Spano, Dario 24 Oct '23

24 Oct '23

Gentili colleghe/i, A Warwick, UK (Statistics Department) abbiamo appena aperto 6 posizioni permanenti (Assistant or Associate professor) che coprono essenzialmente tutte le aree di Statistica e Probabilità (incluse Machine Learning e aree limitrofe). Vi invito cortesemente a circolare l’annuncio qui sotto a chiunque possa essere interessato. Scadenza: 27 novembre 2023. Cordiali saluti, Dario Spanò ==== Assistant and Associate Professor positions in Statistics at Warwick Outstanding and enthusiastic academics are sought by the Department of Statistics at Warwick, one of the world’s most prominent and most research active departments of Statistics. The Department has close relations with the co-located Mathematics Institute and Department of Computer Science and with other departments such as Economics and the Warwick Business School. Six permanent posts are available, which reflects the strong commitment of the University of Warwick to invest in Statistics: Assistant Professor, Statistics (3 positions in Applied, Methodological or Theoretical Statistics ) Assistant Professor, Computational Statistics or Machine Learning (2 positions) Associate Professor (1 position, any area of Probability, Mathematical Finance or Statistics) Applicants should have evidence or promise of world-class research excellence and ability to deliver high quality teaching across our broad range of degree programmes. At Associate Professor level, applicants should have an outstanding publication record. Other positive indicators include enthusiasm for engagement with other disciplines, within and outside the Department and, at Associate Professor level, a proven ability to secure research funding. Further details of the requirements for each of the positions can be found at https://warwick.ac.uk/statjobs. The Department of Statistics is committed to promoting equality and diversity, holding an Athena SWAN Silver award which demonstrates this commitment. We welcome applicants from all sections of the community and will give due consideration to applicants seeking flexible working patterns, and to those who have taken a career break. Further information about working at the University of Warwick, including information about childcare provision, career development and relocation is at https://warwick.ac.uk/services/humanresources/workinghere/. Informal enquires can be addressed to Professor Jon Forster (J.J.Forster(a)warwick.ac.uk<mailto:J.J.Forster@warwick.ac.uk>) or to any other senior member of the Warwick Statistics Department. Closing date: November 27, 2023. More details and a link to the application forms: https://warwick.ac.uk/statjobs Further information about the Department of Statistics: https://warwick.ac.uk/stats Further information about the University of Warwick: https://www2.warwick.ac.uk/services/humanresources/jobsintro/furtherparticu…

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Seminar in Statistics - PATRICK REBESCHINI
by Pierpaolo De Blasi 23 Oct '23

23 Oct '23

SEMINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO <https://www.carloalberto.org/events/category/seminars/seminars-in-statistic…> Venerdi 27 Ottobre 2023, alle ore 12.00, presso il Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario: ------------------------------------------------ Speaker: *Patrick Rebeschini* (Oxford University, UK) Title: *Algorithmic Stability, Generalization, and Privacy for Diffusion Models* Abstract: The acclaimed success of diffusion models sparks a need to formulate theoretical guarantees to explain the generalization capability of such distribution learning methods, despite the high-dimensional nature of the training data and sampling procedures being utilized. Prior efforts accounting for the empirical nature of score matching mechanisms typically hinge on uniform learning strategies, which provide error bounds that are algorithm-agnostic and often yield results that depend exponentially badly on the problem dimension. In this work, we move away from uniform learning approaches and develop algorithm-dependent generalization error bounds based on the framework of algorithmic stability from supervised learning. We introduce the notion of 'score stability’, which encapsulates the score learning process's susceptibility to perturbations in the training data. We show that score-stable algorithms generalize well and generate differentially-private samples. To showcase the applicability of our framework, we consider score functions learned via canonical gradient-based optimization procedures, and establish generalization bounds that display a linear dependence on the dimension. Our bounds are stated with respect to the reverse KL divergence and the maximum mean discrepancy, notions of error commonly used in the analysis and training of diffusion models. (Joint work with Tyler Farghly, George Deligiannidis, and Arnaud Doucet) ------------------------------------------------ Sarà possibile seguire il seminario anche in streaming: Join Zoom Meeting <https://us02web.zoom.us/j/88107896961?pwd=TFZhS01BS3IzZmtSRWZNTWJhNHRNQT09> 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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