Random February 2023

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36 participants
57 discussions

LUISS math seminar, Nizar Touzi, February 16
by Sara 13 Feb '23

13 Feb '23

Dear all, Next Thursday at 12 in Room 205 AB, Viale Romania campus, prof Nizar Touzi, Ecole Polytecnique de France, will hold a seminar on Mean field optimal stopping. Please find here below the link for online participation. Best regards, Sara. Aula 205 AB: https://luiss.webex.com/luiss-en/j.php?MTID=m06a4652aadea0b95313628c0601f89… User: w_guest(a)luiss.it Password: iA0JKPgy38 > >>

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Post-doc position at University of Amsterdam
by Chiara AMORINO 13 Feb '23

13 Feb '23

Dear colleagues, Let me bring this opening for a post-doc position to your attention: The Department of Mathematics of Vrije Universiteit Amsterdam welcomes applications for a three-year Postdoctoral position in Statistics with emphasis on statistical inference for stochastic processes, graphical models, computational statistics and Bayesian computation. Good programming skills and being able to connect to existing research strengths in the department are assets. The preferred starting date is 1 September 2023 or earlier. Full information on the position can be found at https://workingat.vu.nl/ad/postdoctoral-position-in-statistics/riljhf<https://urldefense.com/v3/__https://workingat.vu.nl/ad/postdoctoral-positio…> Best, Chiara

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PhD position open at University of Oslo
by Giulia Di Nunno 13 Feb '23

13 Feb '23

Dear colleagues, Let me bring this opening for a Phd position to your attention. This is at the University of Oslo with directions relevant for the areas of this network. The deadline for application is on February 28tj. More details can be read at the page linked here below. Please help us distribute this information among your contacts and students. Thank you for your kind attention. Best regards, Giulia Di Nunno Professor Department of Mathematics University of Oslo, Norway <https://www.jobbnorge.no/en/available-jobs/job/239395/phd-research-fellow-i…> [0fc5336a-1434-4f84-9420-e0b6c595be5b.jpg] PhD Research Fellow in Stochastics, Differential Equations, and Risk (239395) | Universitetet i Oslo<https://www.jobbnorge.no/en/available-jobs/job/239395/phd-research-fellow-i…> jobbnorge.no<https://www.jobbnorge.no/en/available-jobs/job/239395/phd-research-fellow-i…> Giulia Di Nunno Professor Department of Mathematics University of Oslo, Norway

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Reminder: Special Issue "Advances in Optimal Control and Dynamic Games in Economics, Finance and Insurance" for the journal "Decisions in Economics and Finance"
by Ferrari, Giorgio 12 Feb '23

12 Feb '23

Dear Colleagues, this is to remind about the Special Issue "/Advances in Optimal Control and Dynamic Games in Economics, Finance and Insurance/" for the journal "Decisions in Economics and Finance": https://www.springer.com/journal/10203/updates/23587054 This special issue aims at collecting research papers on the novel advances of optimal control (in a deterministic and stochastic setting) and differential games (N-player and of mean-field type) and their applications in Economics, Finance, and Insurance. Papers can be submitted during the time-window *01.11.2022 -- 30.06.2023*. The first round of review will be terminated by *30.10.2023* and the selected papers will be published on-line on the journal's webpage by *February 2024*. Instructions about the submission's rules can be found in the Section "Manuscript Submission" of the web-page https://www.springer.com/journal/10203/updates/23587054 Looking forward to receiving your contributions, all the best wishes, Salvatore Federico, Giorgio Ferrari, Luca Regis

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Summer School "Risk and Uncertainty in Economics, Finance and Insurance" (Bielefeld, July 3-7, 2023)
by Ferrari, Giorgio 12 Feb '23

12 Feb '23

Dear Colleagues, we are happy to announce the Summer School "/Risk and Uncertainty in Economics, Insurance and Finance/", which will be held at Bielefeld University in the period *July 3-7, 2023.* The summer school will take place the week after the /11th General AMaMeF Conference/ ( https://sites.google.com/view/amamef-2023/overview ) and it is part of the /Activity Month //2023/ of the CRC 1283 ( https://www.sfb1283.uni-bielefeld.de/Workshops/activitymonth/2023 ). The summer school consists of the three lectures: * /Mean Field Games with Applications in Economics/, by Fernando Alvarez (University of Chicago) * /Sharing and Managing Risk through Insurance: Markets and Models/, by Daniel Bauer (University of Wisconsin-Madison) * /Knightian Uncertainty and Statistics/, by Tommaso Denti (Cornell University) which will be then complemented by selected talks held by the participants. Further details can be found here: https://sites.google.com/view/summer-school-23/overview *The registration will open at the end of March.* All the best wishes and looking forward to welcoming you in Bielefeld in the Summer 2023, Giorgio Ferrari and Frank Riedel

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Reminder: Special Issue "Advances in Optimal Control and Dynamic Games in Economics, Finance and Insurance" for the journal "Decisions in Economics and Finance"
by Ferrari, Giorgio 12 Feb '23

12 Feb '23

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Seminario Prof.ssa Yuliya Mishura
by Enrica Pirozzi 12 Feb '23

12 Feb '23

*** AVVISO di SEMINARIO Prof.ssa Yuliya Mishura Department of Probability, Statistics and Actuarial Mathematics, Taras Shevchenko National University of Kyiv, Kyiv (Ukraine) TITLE: Cox-Ingersoll-Ross processes, their properties and statistical estimation. Abstract: We consider CIR processes driving by standard Wiener processes and study their properties depending on the number of degrees of freedom. Statistical parameter estimation is discussed. Il seminario si terrà il giorno 15 Febbraio 2023 ore 11:30 nella Aula G del Dipartimento Matematica e Applicazioni, Università di Napoli FEDERICO II, Complesso di Monte Sant'Angelo, Via Cintia, Napoli. Link to 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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Call for expression of interest - Minisymposium proposal on “Mathematics for Machine Learning” - SIMAI 2023
by Antonella Iuliano 11 Feb '23

11 Feb '23

Dear Colleagues, this is an invitation to express your interest to participate as speaker at the minisymposium proposal on “Mathematics for Machine Learning” for the 2023 edition of the bi-annual congress of the Italian Society of Applied and Industrial Mathematics <https://www.simai.eu/> (SIMAI) that will be held in Matera from August 28th to September 1st, 2023. All interested researchers are kindly invited to send an email to antonella.iuliano(a)unibas.it by the end of February 2023. Best Regards, Antonella Iuliano Dr Antonella Iuliano Assistant Professor (RTD-B) in Probability and Mathematical Statistics Department of Mathematics, Computer Science, and Economics <https://portale.unibas.it/site/en/home/about-us/departments-and-schools/art…> (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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Seminario di Luisa Andreis, Sapienza Università di Roma, 14 Febbraio
by Lorenzo Taggi 09 Feb '23

09 Feb '23

Martedì 14 Febbraio, ore 14:00 Sala di Consiglio, Dipartimento di Matematica, Sapienza Università di Roma *Speaker:* Luisa Andreis, Politecnico di Milano *Abstract:* Rare events for dense random graphs are well described using the theory of large deviations and graphons. When graphs are sparse the picture is less clear, objects that describe globally the graphs and their limits, as graphons do for dense graphs, have not been defined yet. Nevertheless we do have information on how these graphs look like when explored locally from a vertex and this, under some assumptions, gives also information on global properties. In this talk we will give an overview on what is known on rare events in this regime, focusing in particular on large deviation statements on connected components in inhomogeneous random graphs and on links with coagulation processes. This talk is based on joint works with Wolfgang König (WIAS and TU Berlin), Tejas Iyer, Heide Langhammer, Elena Magnanini and Robert Patterson (WIAS).

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ABS23 school: Bayesian Causal Inference in Firenze (June 12-16, 2023)
by Elisa Varini 09 Feb '23

09 Feb '23

Dear all, we are glad to inform you that it is now possible to pay the registration fee (by bank transfer or credit card) for the Applied Bayesian Statistics ABS23 which will be held in Firenze (Italy) on June, 12-16, 2023. Website: http://www.mi.imati.cnr.it/conferences/abs23/ The school is organised by CNR IMATI (Institute of Applied Mathematics and Information Technologies at the Italian National Research Council in Milano), this year in cooperation with the Florence Center for Data Science and the Department of Statistics, Computer Science and Applications at the University of Firenze. The topic will be BAYESIAN CAUSAL INFERENCE. The lecturer will be FAN LI (Duke University, https://scholars.duke.edu/person/fli) with the support by researchers at the University of Firenze. The University of Firenze can issue a certificate stating that the course is worth 3 ECTS credits. Interested students can write to abs23(a)mi.imati.cnr.it Once you register on the school website: http://www.mi.imati.cnr.it/conferences/abs23/ you will receive an email with the link to pay by credit card as well as the information on payment by bank transfer (please note that the early registration fee is available until April, 15th, 2023). Please note that only a very limited number of seats is still available and that Firenze is a very popular tourist place, so that it is better to make arrangements as soon as possible. More details about accommodation are available in the ABS23 website. As in the past (since 2004), there will be a combination of theoretical and practical sessions, along with presentations by participants about their work (past, current and future) related to the topic of the school. OUTLINE: The aim of this course is to introduce the fundamental concepts and the state-of-the-art methods for causal inference under the potential outcomes framework, with an emphasis on the Bayesian inferential paradigm. Topics will cover randomized experiments, common methods for observational studies, such as propensity score, matching, weighting and doubly-robust estimation, heterogeneous treatment effects, sensitivity analysis, instrumental variables, principal stratification, panel data methods, and longitudinal treatments. Recent advances related to high dimensional analysis and machine learning will be naturally incorporated into the discussion. All methods will be illustrated via real world case studies. We hope you will be interested in the school and we would like to meet you in Firenze next year. We invite you also to share the information with people potentially interested. Best regards Elisa Varini and Fabrizio Ruggeri Executive Director and Director of ABS23

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