Dear Colleagues,
We are delighted to announce that the XXV Workshop on Quantitative Finance (QFW2024) will take place in Bologna on April 11th-13th, 2024. The Alma Mater University of Bologna will host the meeting.
Attendance is free of charge but registration is compulsory. A second announcement will make the call for papers and further details available soon.
We are looking forward to meeting you in Bologna, save the date!
Giacomo Bormetti
On behalf of the Organizing Committee
…
[View More]Giacomo Bormetti
https://www.unibo.it/sitoweb/giacomo.bormetti
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We are glad to announce the CIME summer school
"High-Dimensional Approximation: From Theoretical Foundations to Machine Learning and PDEs"
which will take place in Cetraro (Italy), at the Grand Hotel San Michele, during the week of September 23-27, 2024.
The school will focus on the challenges and state-of-the-art solution strategies for addressing high-dimensional approximation problems.
Courses:
- Adaptivity in High-Dimensional Statistical Learning (Francis Bach)
- Numerics of High-…
[View More]Dimensional PDEs (Markus Bachmayr)
- High-Dimensional Approximation in Machine Learning (Gitta Kutyniok)
- High-Dimensional Integration (Dirk Nuyens)
- Compressive Sensing (Holger Rauhut)
The application deadline is May 15, 2024. There are no registration fees. Moreover, PhD students and junior postdocs may request for a CIME grant to cover local accommodation costs.
Further information can be found at
https://www.mat.uniroma2.it/~speleers/cime2024/
We look forward to welcoming you in Cetraro in September, 2024.
The course directors:
Albert Cohen
Domenico Marinucci
Hendrik Speleers
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---------- Forwarded message ---------
Von: Martina Hofmanova <hofmanova(a)math.uni-bielefeld.de>
Date: Mo., 13. Nov. 2023 um 16:37 Uhr
Subject: Postdoc position
Dear all,
could you please forward the attached job announcement to people you know?
https://uni-bielefeld.hr4you.org/job/view/2929/research-position?page_lang=…
Thanks!
Best,
M
Buongiorno a tutti,
Vorremmo segnalarvi che questo venerdì (24 Novembre) alle ore 14:30 in aula
1BC50 (Torre Archimede, Università di Padova) ci sarà un seminario per il
ciclo di seminari in Probabilità e Finanza di:
*Dario Trevisan* (Università di Pisa)
*Title*: On the Concave One-Dimensional Random Assignment Problem:
Kantorovich Meets Young
*Date*: November 24, 2023 at 14:30, room 1BC50, Torre Archimede, Padova
*Abstract*: We consider the assignment (or bipartite matching) …
[View More]problem
between n source points and n target points on the real line, where the
assignment cost is a concave power of the distance, |x-y|^p, for 0<p<1. It
is known that, differently from the convex case (p>1) where the solution is
rigid, i.e. it does not depend on p, in the concave case it may varies with
p and exhibit interesting long-range connections, making it more
appropriate to model realistic situations, e.g. in economics and biology.
In the random version of the problem, the points are samples of i.i.d.
random variables, and one is interested in typical properties as the sample
size n grows. Barthe and Bordenave in 2013 proved asymptotic upper and
lower bounds in the range 0<p<1/2, which they conjectured to be sharp.
Bobkov and Ledoux, in 2020, using optimal transport and Fourier-analytic
tools, determined explicit upper bounds for the average assignment cost in
the full range 0<p<1, naturally yielding to the conjecture that a "phase
transition" occurs at p=1/2. We settle affirmatively both conjectures. The
novel mathematical tool that we develop, and may be of independent
interest, is a formulation of Kantorovich problem based on Young
integration theory, where the difference between two measures is replaced
by the weak derivative of a function with finite q-variation.
Joint work with M. Goldman (arXiv:2305.09234).
Vi aspettiamo numerosi!
Alberto Chiarini e Alekos Cecchin
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Dear All,
we are pleased to invite you to the following PhD-course at the Department of Mathematics, Università degli Studi di Milano,
Numerical Approximations of Stochastic Partial Differential Equations
by Prof. Peter Kloeden (Università di Francoforte)
The three lectures will be held at the Department of Mathematics, Via Saldini 50, in the PhD-Room, located at the first floor near the elevator, according to the following schedule:
Tuesday 28 November 2023. Aula Dottorato 9:30-12:…
[View More]30
Wednesday 29 November 2023. Aula dottorato: 9:30-12:30
Thursday 30 Novembre 2023. Aula dottorato: 9:30-12:30
The lectures will also be available via zoom at the following link:
https://us02web.zoom.us/j/6815552946
Best Regards,
Daniela Morale and Stefania Ugolini.
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Dear All,
we are pleased to invite you to the following course at the Department of Mathematics, Università degli Studi di Milano,
Numerical Approximations of Stochastic Partial Differential Equations
by Prof. Peter Kloeden (Università di Francoforte-emerito)
The three lessons will be held at the Department of Mathematics, Via Saldini 50, in the Doctoral Room, which is located on the second floor near the elevator, according to the following calendar:
Martedì 28 novembre 2023. Aula …
[View More]Dottorato 9:30-12:30
Mercoledì 29 novembre 2023. Aula dottorato: 9:30-12:30
Giovedì 30 novembre 2023. Aula dottorato: 9:30-12:30
The lessons will also be broadcast via zoom at the following link:
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Carissimi, vi scrivo per pubblicizzare un bando per assegno di
ricerca, con scadenza 29 novembre (tra 8 giorni). L'assegno è di 18
mesi, per un compenso lordo di 48K€ (il 33% in più del normale per gli
assegni di ricerca).
L'argomento è l'analisi di dati medici (prevalentemente immagini, ma
non solo) per inferenza su variabili predittive della salute futura
del paziente (speranza di vita, probabilità di fratture, e altro). Il
tema di ricerca è descritto con qualche dettaglio in più qui (…
[View More]assegno
#14): https://www.unich.it/sites/default/files/scheda_1declaratoria_assegni_2.pdf.
Background in questo tipo di analisi è benvenuto, ma non necessario,
perché è previsto un periodo iniziale di formazione sull'argomento.
Il bando è scaricabile a
https://www.unich.it/ateneo/concorsi-e-gare/assegni-di-ricerca, per
ora è il secondo avviso (cercate "D.R. n.1593 prot. n.72998" per
trovarlo). Per qualunque richiesta di informazioni, scrivere a
maurizio.parton(a)unich.it.
Grazie a tutti, a presto.
Maurizio
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Dear colleagues,
We would like to announce the following course:
“Quantum Computing for Finance”
held by Professor Antoine Jacquier taking place at the University of
Vienna, at the department for Statistics and Operations Research at
Kolingasse 14-16, 1090
(https://quarimafi.univie.ac.at/quantum-computing-finance/).
The course will take place from Monday, 04.12.2023, until Thursday,
07.12.2023. It is aimed at PhD students and researchers who want to get
acquainted with quantum …
[View More]computing and its potential applications in the
finance . Please find the preliminary program for the course here:
https://quarimafi.univie.ac.at/quantum-computing-finance/programm/. The
abstract of the course and a short bio of Antoine Jacquier can be found
below and on the website.
Attending the course is for free, but please register via email to
<viktoria.schildhammer(a)univie.ac.at>.
The registration deadline is the 30.11.2023. This is the last day where
registrations will be accepted. Please also mention in your registration
email your full name and affiliation!
In case of problems / questions, please do not hesitate to send us an
e-mail!
We are looking very much forward to welcoming you at the course!
Kind regards,
Prof. Christa Cuchiero and Viktoria Schildhammer
-------------------------------
Abstract: Quantum Computing, relegated for decades as a spooky distant
myth, is now becoming a reality. To wit, quantum computers (albeit small
in scale) are already available, developed by the likes of IBM, Rigetti,
D-Wave, Google, Microsoft, ..... However, a quantum computer is not
simply a bigger and more powerful computer, and requires a whole new set
of algorithms to be written to perform useful tasks. These, and the
underlying technology, draw from the laws of quantum mechanics,
fundamentally different from our usual numerical toolbox.
The goal of this course is to provide a mathematical introduction to
Quantum Computing and to highlight applications in Quantitative Finance,
in particular for Monte Carlo simulations, machine learning and
optimisation. Numerical examples (through python) will also be
introduced to provide a tangible reality.
Bio: Antoine Jacquier is Professor of Mathematics in the Department of
Mathematics at Imperial College London. His research interests range
from Probability Theory and Stochastic Analysis to Numerical Analysis
and Quantum Computing, with a view towards applications in Mathematical
Finance. For more details on his research or his published papers,
please visit his homepage:
https://jackantoinejacquie.wixsite.com/jacquier.
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(apologies for cross-posting)
Dear colleagues,
this is just a reminder that the deadline for submitting abstracts to the
sessions on uncertainty quantification at the upcoming GAMM annual meeting
is approaching fast (December 1st).
If you are interested in joining us, please submit an abstract at your
earliest convenience at the link below.
Best regards,
Kerstin Lux-Gottschalk (TU Eindhoven, The Netherlands),
Lorenzo Tamellini (CNR IMATI, Italy)
Il giorno mar 31 ott 2023 alle ore 09:23 …
[View More]Lorenzo Tamellini <
tamellini(a)imati.cnr.it> ha scritto:
> (apologies for cross-posting)
>
> Dear colleagues,
>
> We are happy to announce that the submission of abstracts to the
> uncertainty quantification Section of the upcoming GAMM annual meeting has
> opened:
> https://jahrestagung.gamm.org/annual-meeting-2024/94th-annual-meeting/
>
> - *When? *March 18-22, 2024.
> - *Where?* Magdeburg, Germany.
> - *Deadline for submission of abstracts?* December 1st, 2023.
>
> We are excited to announce our four keynote speakers:
>
> - *Omar Knio (KAUST, Saudi Arabia):* “Dynamical and neural network
> approaches to downscaling of noisy and partial observations”
> - *Linus Seelinger (Karlsruhe Institute of Technology, Germany):*
> “UM-Bridge: Bridging the Gap between Advanced UQ and Advanced Models from
> Prototype to HPC”
> - *Elisabeth Ullmann (TU Munich, Germany):* "Rare event estimation
> with PDE-based models"
> - *Carlo Marcati (University of Pavia, Italy):* "Neural network
> surrogates for elliptic PDEs"
>
>
> We are looking forward to seeing many of you in Magdeburg. It will be a
> great chance to connect to the GAMM Activity Group on uncertainty
> quantification and discuss the latest advances in the field.
>
> Best regards,
> Kerstin Lux-Gottschalk (TU Eindhoven, The Netherlands),
> Lorenzo Tamellini (CNR IMATI, Italy)
>
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Dear Colleagues,
Tim Roughgarden and I are looking for a postdoc to work with us on issues related to the incentives/economics in blockchain technology and decentralized finance, see the advertisement below. If you could kindly circulate to any interesting parties, I’d greatly appreciate it!
Best,
Ciamac.
---
Ciamac Moallemi
William von Mueffling Professor of Business
Graduate School of Business
Columbia University
email: ciamac(a)gsb.columbia.edu <mailto:ciamac@gsb.columbia.edu>
www: …
[View More]http://moallemi.gsb.columbia.edu <http://moallemi.gsb.columbia.edu/>
Job Description & Qualification
The Briger Family Digital Finance Lab at Columbia Business School is pleased to announce that it is seeking to hire an inaugural Briger Family Postdoctoral Research Scholar, with a research focus on blockchain and decentralized finance for a period of two years. The Postdoctoral Research Scholar will receive a research budget and collaborate on projects of mutual interest with Ciamac Moallemi (Columbia Business School) and Tim Roughgarden (Columbia CS).
The ideal candidate will have an interest in conducting research relevant to issues related to (1) economics and incentives in decentralized blockchain systems, including (but not limited to) topics such as resource pricing, maximal extracted value (MEV), proposer-builder separation, rollups, etc.; and/or (2) decentralized finance, including topics such as the design and analysis of protocols for decentralized exchanges or decentralized lending. Applicants should have a Ph.D. (or expect to complete theirs by Fall 2024) in computer science, operations research, economics, or a related field from an accredited institution and have a record of being an outstanding scholar in every respect.
Teaching is not required, but we expect that the applicant participate in the broader mission of the Briger Family Digital Finance Lab, for example, aiding in organizing conferences and panel discussions and outreach to students and industry practitioners .
Columbia Business School is a dynamic center of research, with faculty, postdoctoral and visiting scholars, and doctoral students taking a wide range of approaches to social science research with applied implications. More information about Columbia Business School can be found at https://home.gsb.columbia.edu/.
Applicants should submit (1) a cover letter; (2) a research statement describing research interests and accomplishments including research they would like to conduct (or have conducted) in blockchain or decentralized finance; (3) a C.V.; and (4) two letters of recommendation. Please email the materials with subject line “Postdoc Briger Family Digital Finance Lab” to dfi(a)gsb.columbia.edu <mailto:dfi@gsb.columbia.edu>
Applications will be reviewed on a rolling basis and should be submitted by December 15th in order to receive full consideration. We expect to make a decision by April 1st. The anticipated start date for this position is July 1, 2024.
Columbia University is an Equal Opportunity/Affirmative Action employer. Women and underrepresented minorities are particularly encouraged to apply.
Application Procedure
Applicants should submit (1) a cover letter; (2) a research statement describing research interests and accomplishments including research they would like to conduct (or have conducted) in blockchain or decentralized finance; (3) a C.V.; and (4) two letters of recommendation. Please email the materials with subject line “Postdoc Briger Family Digital Finance Lab” to dfi(a)gsb.columbia.edu <mailto:dfi@gsb.columbia.edu>
For Additional Questions
dfi(a)gsb.columbia.edu <mailto:dfi@gsb.columbia.edu>
Website
https://business.columbia.edu/dfi/labs/briger-family-digital-finance-lab
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