Random March 2023

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40 participants
62 discussions

Incontro scientifico UMI, Pescara
by Claudia Ceci 24 Mar '23

24 Mar '23

Carissim*, il 30 marzo si svolgerà un incontro scientifico UMI (nell'ambito degli eventi organizzati per il centenario dell'UMI) presso il Dipartimento di Economia dell'Università G. d'Annunzio di Chieti-Pescara. Qui di seguito le informazioni: 30 MARZO 2023 Aula 10 Viale Pindaro 42 , Pescara Dipartimento di Economia Università degli Studi G. d’Annunzio Chieti-Pescara 15,00 Opening *15,15-15,55 Maurizio Parton*, Università degli Studi G. d’Annunzio Chieti-Pescara *Machine learning e … [View More]

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Seminar by Dr. Vincenzo Candila.
by Giorgio Rizzini 24 Mar '23

24 Mar '23

Dear all, we are glad to announce the following seminar by Dr. *Vincenzo Candila* (University of Salerno) on Wednesday March 29th 2023 starting from 4:30 p.m. in room 2062 at the Department of Statistics and Quantitative Methods, University of Milano-Bicocca (Milan). *On the tennis winner forecasting methods: from the Weighted Elo rates to the network-based indicators* *Vincenzo **Candila* Department of Economics and Statistics University of Salerno *Abstract:* Statistical methods for … [View More]

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Quantitative Finance at Work, 2023
by Davide Pirino 24 Mar '23

24 Mar '23

Dear Colleagues, We are pleased to announce the fourth edition of the *QFin@Work* on *April 28, 2023*, a workshop on the practical use of quantitative methods in Finance and related fields hosted by the Master of Science in Finance and Banking <https://economia.uniroma2.it/master-science/financeandbanking/> of Tor Vergata University of Rome. The goal is to bring together leading experts, especially finance professionals, to learn from their experiences, listen to new ideas, and … [View More]

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A spring day in Probability and Statistical Physics- 21 Aprile 2023
by Luisa Andreis 23 Mar '23

23 Mar '23

Care colleghe e colleghi, Vi annunciamo che prossimamente si terrà l'undicesima giornata di seminari: A SPRING DAY IN PROBABILITY AND STATISTICAL PHYSICS University of Florence Friday 21 April 2023 Lecturers: Fabio Toninelli (Vienna) and Julia Komjathy (Delft) Location: Sala Tricerri, Dipartimento di Matematica e Informatica Ulisse Dini, viale Morgagni 67/a, Firenze, Firenze Ricordiamo che ciascun oratore farà una lezione introduttiva e divulgativa di 45 minuti pensata proprio per i non … [View More]

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Seminar: Francesco Vaccarino at Tor Vergata
by salvi 23 Mar '23

23 Mar '23

Dear all, On Wednesday, February 15th, at 14h00 in Aula Dal Passo at Roma Tor Vergata, RoMaDS (https://www.mat.uniroma2.it/~rds/about.php) will host Francesco Vaccarino (Politecnico di Torino) with the seminar _ _ _"Hodge-Shapley game: a Laplacian-based Shapley-like associated game for eXplainable AI"_ _ _ Abstract: In cooperative game theory, a set of players or decision-makers should negotiate to decide how to allocate the worth gained by the coalition composed of all the players. … [View More]

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Next OWPS on March 29th: Milton Jara and Otávio Menezes
by Alberto Chiarini 22 Mar '23

22 Mar '23

OWPS's next session will be on Wednesday the 29th of March from 15:00 to 17:00 UTC (Coordinated Universal Time). Our next speakers are: Milton Jara (IMPA) and Otávio Menezes (Purdue University) Title, abstract and the zoom link are below the signature and can be found on the website https://www.owprobability.org/one-world-probability-seminar. If you are interested in the project, we kindly ask you to share this announcement within your community. With best wishes, Alberto Chiarini (Padua) … [View More]

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Seminar announcement: M. Tarsia on time-inconsistent recursive stochastic control problems – March 29, 2023 – 13:00-14:00
by Mastrogiacomo Elisa 21 Mar '23

21 Mar '23

Dear Colleagues, On March 29, 2023, 13:00-14:00, Dr. Marco Tarsia (University of Insubria) will give a talk on “Subgame-perfect equilibrium strategies for time-inconsistent recursive stochastic control problems” (joint work with Elisa Mastrogiacomo). The seminar will be held in person and online via the MS Teams platform. Link: https://teams.microsoft.com/l/meetup-join/19%3ameeting_OWU0MDRiNjctYWNmYS00… Place: Dipartimento di Economia, Via Monte Generoso 71, room TBA. Below you can find … [View More]an abstract of Marco’s talk. You are all invited. *** Abstract In this talk, we discuss about time-inconsistent recursive stochastic control problems, i.e., for which Bellman’s principle of optimality does not hold. In practice, a restriction of an optimal control for a specific initial pair on a later time interval might not be optimal for that corresponding initial pair; this happens, for instance, in dynamic utility maximization problems for investment- consumption strategies under non-exponential discounting. For this class of problems classical optimal controls may fail to exist, or to be relevant in practice, and dynamic programming is not easily applicable. Therefore, the notion of optimality is defined through a game-theoretic framework by means of subgame-perfect equilibrium: we interpret our preference changes which, realistically, are inconsistent over time, as players in a game for which we want to find a Nash equilibrium. The approach followed in our work relies on the stochastic (Pontryagin) maximum principle: we adapt the classical spike variation technique to obtain a characterization of equilibrium strategies in terms of a generalized second-order Hamiltonian function defined through pairs of backward stochastic differential equations, even in the multidimensional case. We emphasize that, similarly to the classical case, equilibrium strategies are characterized through both a necessary condition and a sufficient condition involving the generalized Hamiltonian function, whereas, contrary to the classical case, this sufficient condition works even in the absence of extra convexity assumptions. Going further, our analysis is extended to time-inconsistent recursive stochastic control problems under a constraint defined by means of an additional recursive utility, under appropriate boundedness assumptions. That constraint refers to an expected value and so we adapt Ekeland’s variational principle to this trickier situation. Finally, the theoretical results are applied in the financial field to finite horizon investment-consumption policies with non-exponential actualization. Here the existence of non-trivial equilibrium policies is also ascertained. Best regards, Elisa Mastrogiacomo ----------------------------------------- Professore Associato di Metodi matematici dell'economia e delle scienze attuariali e finanziarie DIPARTIMENTO D'ECCELLENZA 2023/2027 Università degli Studi dell'Insubria Dipartimento di Economia Via Monte Generoso, 71 – 21100 Varese tel. +39 0332/395528 web: www.uninsubria.it<http://www.uninsubria.it/> mail: elisa.mastrogiacomo(a)uninsubria.it<mailto:mario.rossi@uninsubria.it> Chiaramente Insubria! [LOGO-ATENEO-FONDO TRASPARENTE]<http://www.uninsubria.it/> [Facebook] <https://www.facebook.com/uninsubria> [Twitter] <https://twitter.com/Uni_Insubria> [Instagram] <https://instagram.com/uninsubria> [YouTube] <https://www.youtube.com/user/LabVAMultimedia> [View Less]

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Seminario di Marta Leocata, Martedì 21 Marzo, Sapienza Università di Roma
by Silvestri, Vittoria 21 Mar '23

21 Mar '23

Ricordo il seminario di oggi, e segnalo che sarà trasmesso su zoom al seguente link: *Zoom link: * https://uniroma1.zoom.us/j/98462690288?pwd=SnYrNmpTQXQxZEI2UmN3VW1ucVNBdz09 Meeting ID: 984 6269 0288 Passcode: 683135 *Martedì 21 Marzo, ore 14:00* Sala di Consiglio, Dipartimento di Matematica, Sapienza Università di Roma *Speaker:* Marta Leocata, SNS *Title: *Modeling an example of green transition *Abstract:* The work presented is part of a collaboration between mathematicians and … [View More]

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Padova Seminars in Probability and Finance - Nicola Turchi (Università Milano Bicocca)
by alessandra bianchi 20 Mar '23

20 Mar '23

Dear Colleagues, We would like to invite you to the following seminar that will take place on March 31 at 14.30 at the Math Department of Padova. The seminar will be held in person and online via the Zoom platform. The organizers, Alessandra Bianchi, Giorgia Callegaro, Marco Formentin _____________________________________________________ *Speaker*: Nicola Turchi (Università Milano Bicocca) *Title*: High-dimensional random polytopes of the Beta kind *Date and time*: Friday, MARCH 31 at … [View More]

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Concorso ricercatore/rice a tempo determinato di tipo b) SSD SECS-S/06 - Dip. di Scienze Economiche - Verona
by Cecilia Mancini 20 Mar '23

20 Mar '23

Nella Gazzetta Ufficiale - IV Serie Speciale n. 21 del 17/03/2023 è stato pubblicato l'avviso relativo all'indizione della procedura selettiva per il Dipartimento di Scienze Economiche: RTDB - SSD SECS-S/06 Metodi matematici dell'economia e delle scienze attuariali e finanziarie - Cod. 2023rtdb003 Bando disponibile all'Albo Ufficiale e alla pagina concorsi del sito web di Ateneo all’indirizzo: https://www.univr.it/it/concorsi/personale-docente La scadenza per la presentazione delle domande è… [View More]

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