May 2023 - Random - Mailing list — Dipartimento di Matematica, UniPI

Open positions at Ulm University
by Imma Curato 12 May '23

12 May '23

________________________________ ----- Messaggio inoltrato da Robert Stelzer <robert.stelzer(a)uni-ulm.de> ----- Data: Fri, 12 May 2023 11:56:42 +0200 Da: Robert Stelzer <robert.stelzer(a)uni-ulm.de> Oggetto: Open positions at Ulm University A: Robert Stelzer <robert.stelzer(a)uni-ulm.de> Dear Colleagues and Friends, We are currently looking for talented young researchers 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/26e266484982098ec5e81494cafa0… (German version: https://stellenangebote.uni-ulm.de/jobposting/21e19c6645dfea6fc90a926f9b56f… ) the announcement for an open position as a Postdoc or PhD student (academic employee) at the Institute of Mathematical Finance at Ulm University starting October 2023 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 outstanding junior scientists full of curiosity, enthusiasm for mathematics and its applications and being interested in further scientific qualification, e.g. in the form of a PhD or habilitation. On the postdoctoral level employment on a full position is intended on the PhD student level on half a position (it is intended to increase this by the acquisition of additional funding). Your profile: * a very good master degree (Postdoc: PhD) in mathematics or a comparable degree * 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 * interest in didactics and high-quality teaching * willingness to work on one’s own scientific qualification * very good command of English and ability to teach in English * Commitment, ability to work in teams and interest in interdisciplinary cooperation Your responsibilities: * Contribution to the teaching and supervision duties of the institute. The formal teaching load is four hours per semester and week for a full position. * Participation in the research projects of the institute * own further scientific qualification (e.g. PhD or habilitation) Seize the opportunity and join us in shaping the future of the University! *> Reference no.:* 23066 *> Application deadline:* 09.06.2023 Hiring is done by the Central University Administration. Your contact for further information: Prof. Dr. Robert Stelzer, phone +49 731 50-23520 We look forward to your application via our online application portal. *> Scope:* Fulltime or Part-time 50% *> Temporary:* in line with qualification aim (Postdoc: initially 2 years, PhD student 3 years) *> Remuneration:* TV-L EG 13 *> Start:* 01.10.2023 or later Ulm University with its more than 10,000 students offers varied professional tasks in a highly innovative research, teaching and work environment, at the same time facilitating the reconciliation of work and family in many ways. https://www.uni-ulm.de/stellenportal <https://www.uni-ulm.de/stellen-weitere-infos> We seek to increase the proportion of women in research and teaching and particularly encourages qualified female scientists to apply for this position. As a rule, full-time positions can be split. Severely disabled applicants with equal aptitude will be given preferential consideration. -- +++++++++++++++++++++++++++++++++++++++++ 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 ----- Fine messaggio inoltrato. -----

1 0

8 PhD positions in Berlin-Oxford research training group on Stochastic Analysis
by Körber, Laura Claudia 12 May '23

12 May '23

Dear colleagues, the Berlin-Oxford International Research Training Group (IRTG) 2544 “Stochastic Analysis in Interaction” offers 8 PhD positions (75% TVL E 13, about 1900 EUR p.m. after taxes, social security...) for 3 years starting October 1st, 2023, or soon thereafter. Funded by the Deutsche Forschungsgemeinschaft (DFG), the IRTG is a joint research initiative of the stochastic analysis groups of FU, HU, TU and WIAS Berlin with its counterpart at the University of Oxford. The advertised positions will be based in Berlin and will offer ample opportunities to interact also with members of the Oxford team, most notably in a 6-months exchange. Embedded in a truly international environment, the IRTG students will get excellent research training in a structured programme focussing on challenges at the mathematical foundations of Stochastic Analysis as well as on challenges arising from its various applications, e.g., in physics, biology, finance or data science. The combined expertise from the Berlin and Oxford groups will provide a significant breadth in depth and fertile ground for our students' ambitious research ideas. Successful candidates will have an MSc degree (or equivalent) in Mathematics (or a closely related field), strong knowledge of stochastic analysis, and feel eager to engage in the exchange of ideas with the teams in both Berlin and Oxford. Deadline for applications is May 26, 2023. Please see https://www.jobs.tu-berlin.de/stellenausschreibungen/165412?language=en for the official job ad and for instructions how to apply. Our IRTG webpage www.math.tu-berlin.de/irtg<http://www.math.tu-berlin.de/irtg> offers more information on the Berlin-Oxford IRTG 2544. Kind regards, Laura Körber

1 0

Open positions at Ulm University (fwd)
by Tiziano Vargiolu 12 May '23

12 May '23

---------- Forwarded message ---------- Date: Fri, 12 May 2023 11:56:42 +0200 From: Robert Stelzer <robert.stelzer(a)uni-ulm.de> To: Robert Stelzer <robert.stelzer(a)uni-ulm.de> Subject: Open positions at Ulm University Dear Colleagues and Friends, We are currently looking for talented young researchers 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/26e266484982098ec5e81494cafa0 6a07e77831d (German version: https://stellenangebote.uni-ulm.de/jobposting/21e19c6645dfea6fc90a926f9b56f c26fc1a7dbf ) the announcement for an open position as a Postdoc or PhD student (academic employee) at the Institute of Mathematical Finance at Ulm University starting October 2023 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 outstanding junior scientists full of curiosity, enthusiasm for mathematics and its applications and being interested in further scientific qualification, e.g. in the form of a PhD or habilitation. On the postdoctoral level employment on a full position is intended on the PhD student level on half a position (it is intended to increase this by the acquisition of additional funding). YOUR PROFILE: * a very good master degree (Postdoc: PhD) in mathematics or a comparable degree * 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 * interest in didactics and high-quality teaching * willingness to work on one’s own scientific qualification * very good command of English and ability to teach in English * Commitment, ability to work in teams and interest in interdisciplinary cooperation YOUR RESPONSIBILITIES: * Contribution to the teaching and supervision duties of the institute. The formal teaching load is four hours per semester and week for a full position. * Participation in the research projects of the institute * own further scientific qualification (e.g. PhD or habilitation) Seize the opportunity and join us in shaping the future of the University! > Reference no.: 23066 > Application deadline: 09.06.2023 Hiring is done by the Central University Administration. Your contact for further information: Prof. Dr. Robert Stelzer, phone +49 731 50-23520 We look forward to your application via our online application portal. > Scope: Fulltime or Part-time 50% > Temporary: in line with qualification aim (Postdoc: initially 2 years, PhD student 3 years) > Remuneration: TV-L EG 13 > Start: 01.10.2023 or later Ulm University with its more than 10,000 students offers varied professional tasks in a highly innovative research, teaching and work environment, at the same time facilitating the reconciliation of work and family in many ways. https://www.uni-ulm.de/stellenportal We seek to increase the proportion of women in research and teaching and particularly encourages qualified female scientists to apply for this position. As a rule, full-time positions can be split. Severely disabled applicants with equal aptitude will be given preferential consideration. -- +++++++++++++++++++++++++++++++++++++++++ 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(a)uni-ulm.de http://www.uni-ulm.de/mawi/finmath/people/stelzer.html

1 0

Next OWPS on May 24th: Justin Salez (Université Paris-Dauphine & PSL)
by Alberto Chiarini 12 May '23

12 May '23

OWPS's next session will be on Wednesday the 24th of May from 15:00 to 17:00 UTC (Coordinated Universal Time). Our next speaker is: Justin Salez (Université Paris-Dauphine & PSL) 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) and Adrián González Casanova (Berkeley and México) ----------------------------------------------------------------------------------------------------------- Talk : Justin Salez (Université Paris-Dauphine & PSL) Title: A new approach to the cutoff phenomenon Abstract: The cutoff phenomenon is an abrupt transition from out of equilibrium to equilibrium undergone by certain Markov processes in the limit where the size of the state space tends to infinity. Discovered forty years ago in the context of card shuffling, it has since then been observed in a variety of examples, from random walks on random graphs to high-temperature spin glasses. Nevertheless, a general theory is still missing, and identifying the precise mechanisms that underlie this phase transition remains one of the biggest challenges in the quantitative analysis of finite Markov chains. In the first part of the lecture, I will try to provide a self-contained introduction to this fascinating question. In the second part, I will describe a new approach based on entropy and curvature, which has recently led to a systematic proof of cutoff for a relatively broad class of chains. Join Zoom Meeting https://unipd.zoom.us/j/84651983262?pwd=N083WWs3RkIyZ0hHckFtbkEzY0xNZz09 Meeting ID: 846 5198 3262 Passcode: 009403 If you are having trouble with zoom, or if the capacity of the zoom room gets exceeded, you can also access to the Youtube live stream at the channel of the seminar: https://www.youtube.com/channel/UCiLiEQGTp6bZEhuHDM-WNWQ

1 0

32nd Jyväskylä Summer School at the University of Jyväskylä (Finland)
by Tiziano De Angelis 12 May '23

12 May '23

Dear All, I am forwarding an advert for a summer school from Stefan Geiss. This may be of interest for PhD students and early career researchers in stochastic control and optimal stopping. The registration deadline has passed but there are a few remaining places available. Interested people should contact the organiser directly. Best wishes Tiziano ------------------- Dear Tiziano, although the application period is already closed, I would like to inform you about the course MA3: Optimal Stopping and Free-Boundary Problems Time: 14.-18.08.2023 Lecturer: Goran Peskir (University of Manchester) Coordinator: Stefan Geiss Webpage: https://www.jyu.fi/en/research/summer-and-winter-schools/jss at the 32nd Jyväskylä Summer School at the University of Jyväskylä (Finland). We still have some free places so it would be great if you could spread the information to potentially interested students and researchers. In case of interest, they should contact me under stefan.geiss(a)jyu.fi as soon as possible directly so that I can manage their inscription. Kind regards, Stefan Geiss

1 0

International Conference in Venice - CALL FOR PAPERS
by Monica Billio 12 May '23

12 May '23

22nd INTERNATIONAL CONFERENCE CREDIT 2023 *Social, Sovereign and Geopolitical Risks * Venice, Italy 21 –22 September 2023 * * *GRETA Associati* (Venice, Italy), *CRIF* (Bologna, Italy),*European Datawarehouse* (Frankfurt, Germany),*European Investment Bank *(Luxembourg),*European Investment Fund *(Luxembourg) and *Intesa Sanpaolo *(Milan, Italy) are partners in organasing a Conference to be held in Venice on September 21-22, 2023. The CREDIT 2023 conference will bring together academics, practitioners and PhD students working in various areas of financial and socio-economic risk with the aim of creating a unique opportunity for participants to discuss research progress and policy as well as industry-relevant insights and directions for future research. The CREDIT 2023 is the*twenty-second *in a series of events dedicated to various aspects of credit risk and organised under the auspices of: the *Department of Economics* and *VERA - Venice centre in Economic and Risk Analytics for public policies - of the Ca’ Foscari University of Venice*, *ABI - Italian Banking Association*,***AIAF - Associazione Italiana per l'Analisi Finanziaria* and *AIFIRM - Associazione Italiana Financial Industry Risk Managers*. Recent years have seen a series of crises (from health/pandemic to climate/energy) that have not only put a strain on global mechanisms previously seen as robust, but have exacerbated existing weaknesses and so increased vulnerability in new crisis situations. The social impact of the pandemic was partially mitigated by public interventions but social conditions then worsened with the soaring costs of energy, raw materials and inflation more broadly. Social and energy costs, which inevitably weigh on invidual countries and aggravate already delicate local situations (e.g., public debts), have led to growing geopolitical tensions, with global systemic consequences. The CREDIT 2023 conference will be dedicated to Social, Sovereign and Geopolitical Risks to discuss, evaluate and address the near- and medium-term macro-financial impact of persistent crises (“permacrisis”) that can affect the stability of financial as well as socio-economic systems. The organizers encourage submissions on any topic within the overall theme of the conference and in the following areas in particular: * *Socio-economic Stability: *Future development of income (and wealth) inequality and social polarization; Risk, inequality and employment impacts of crises and policies; Gender and skilling issues will increase or help the transition?; * *Sovereign Risks: * Sovereign debt with low economic growth; Long term challenges for fiscal and monetary policies: green transformation, commodity prices, de-globalization and demographic trends; Inflation and exchange rate risks; Environmental and social inter-dependencies; social and environmental preferences and how these affect the stability and macroeconomic wellbeing of a given country; Challenges in measuring the ESG ratings of countries and thus of sovereign debt; * *Geopolitical Risks:* Global supply chain and de-globalization risks for finance; Do international energy price discrepancies pose risks for the competitiveness of EU firms’ and might this have implications for the real exchange rate to?; Risks stemming from accelerating deglobalisation; Cyber-risk vulnerabilities of banks and firms; * *Energy/Commodity Security:* Energy prices and financial performance of firms; Inefficiency of energy markets under scarcity; Transition costs under high energy and resource prices; Volatility of energy-related asset prices (both brown and green) and implications for medium and long term investments in energy production technologies, energy commodity assets and energy infrastructure; Implications of net zero policies for the prices of real estate assets, especially for homeowners and households; * *Long Run Investments and Portfolios:* Stability of asset market equilibria under low returns; Regulation (-demand) driven asset prices; Equilibrium asset price levels under structural transformation and high uncertainty; Net zero pledges and the possible trade-off between sustainability and returns; Engagement versus divesting. The final program will include both submitted and invited papers. Acceptances received so far from invited speakers include *Elisa Giuliani* (University of Pisa), *Helen Rey *(London Business School), *Roberto Rigobon *(MIT Sloan School of Management), and *Moritz Schularick *(Sciences Po Paris & University of Bonn). The Conference will also include panel discussions on the major issues at stake with the views of researchers', practitioners' and policy makers and a session dedicated to the EU funded project *TranspArEEnS*. The SCIENTIFIC COMMITTEE for the Conference consists of: *Moritz Schularick *(Sciences Po Paris & University of Bonn, Programme Chair) *Francesca Campolongo* (Joint Research Center, European Commission) *Rajna Gibson* (University of Geneva & Geneva Finance Research Institute) *Helmut Kraemer-Eis* (European Investment Fund) *Jan Pieter Krahnen *(Leibniz Institute for Financial Research SAFE & Goethe University) *Steven Ongena *(University of Zurich, Swiss Finance Institute, KU Leuven, NTNU Business School & CEPR) *Loriana Pelizzon *(Ca’ Foscari University of Venice, Leibniz Institute for Financial Research SAFE & Goethe University) *Roberto Rigobon* (MIT Sloan School of Management) *Stephen Schaefer *(London Business School) *Marti Subrahmanyam *(NYU Stern Business School) *Christoph Trebesch* (Kiel Institute) CALL FOR PAPERS Those wishing to present a paper at the Conference should submit by *May 31, 2023 *to the address given below (preferably in electronic format). Please indicate to whom correspondence should be addressed. Decisions regarding acceptance will be made by *June 30, 2023*. The final version of accepted papers must be received by August 31, 2023. Please send papers to: GRETA Associati, San Polo, 2605 - 30125 Venice, ITALY Phone : +39 041 5238178 - e-mail: credit(a)greta.it More detailed information available on the Conference website: https://www.greta.it/index.php/it/credit-2023 <#DAB4FAD8-2DD7-40BB-A1B8-4E2AA1F9FDF2>

1 0

Call for PhD scholarships at University of Pisa
by Mario Maurelli 11 May '23

11 May '23

Dear colleagues, I would like to advertise the call for PhD scholarships at the Department of Mathematics of University of Pisa: Deadline: May 29, 2023, 1pm Rome time zone. We strongly encourage applications of students interested in probability. The research interests of our probability group here in Pisa include: stochastic evolutions (e.g. stochastic partial differential equations, regularization by noise, stochastic fluid dynamics), probabilistic methods in machine learning (e.g. learning dynamics for neural networks), variational problems in commutative and non-commutative setting (e.g. quantum probability, random optimal transport, Malliavin calculus), stochastic processes for chemical reactions networks (e.g. propagation of chaos, large deviations). See also our webpage: https://www.dm.unipi.it/research/probability-and-mathematical-statistics/ Our group carries out (together with Scuola Normale, Firenze and Siena) the "probability, stochastic analysis and statistics seminar series", usually on a weekly basis. PhD students can also enjoy study groups and informal seminars which usually run at University of Pisa or at Scuola Normale Superiore in Pisa. The Department of Mathematics has been awarded with the excellence framework (Dipartimento di eccellenza) for the period 2023-2027. More information on the PhD program in Mathematics are available here: https://www.dm.unipi.it/phd/ Do not hesitate to contact me or the other members of the group for further information. You find here the official call in Italian https://dottorato.unipi.it/index.php/it/concorsi-d-ammissione-a-a-2023-2024… and here the English translation: https://dottorato.unipi.it/index.php/en/application-process-for-the-academi… Best regards Mario Maurelli

1 0

Avviso pubblicazione di due bandi per assegno di ricerca presso la Luiss di Roma - area scientifica Mathematics,
by Fausto Gozzi 11 May '23

11 May '23

Si segnala che, con DR n. 146-147 dell'11 maggio 2023 sono stato emanati due bandi per assegni di ricerca 1) Assegno di ricrerca di 12 mesi titolo: Controllo ottimale, giochi differenziali, giochi a campo medio e applicazioni a sistemi economici eterogenei Il link per la presentazione della candidatura è¨: <https://es.sonicurlprotection-fra.com/click?PV=2&MSGID=20230511170312026784… 2) Assegno di ricrerca di 15 mesi titolo: Modelli matematici per l'evoluzione spazio-temporale delle variabili economiche Il link per la presentazione della candidatura è¨: <https://es.sonicurlprotection-fra.com/click?PV=2&MSGID=20230511170312026784… Si invitano gli interessati a presentare domanda su uno o entrambi gli assegni. Il bando è¨ pubblico sul sito Luiss e sul sito MIUR-Euraxess. Le candidature potranno essere inviate a partire dal 12 Maggio 2023, mentre la scadenza per la presentazione è fissata il giorno 13 giugno 2023 alle ore 14:00 (CEST). Il bando è stato pubblicato alle pagine del sito Luiss di seguito indicate <https://es.sonicurlprotection-fra.com/click?PV=2&MSGID=20230511170312026784… https://es.sonicurlprotection-fra.com/click?PV=2&MSGID=20230511170312026784… <https://es.sonicurlprotection-fra.com/click?PV=2&MSGID=20230511170312026784… Fausto Gozzi Dipartimento di Economia e Finanza LUISS - Guido Carli Viale Romania, 32 00197 Roma Italy tel 06.85225723 (office) FAX 06.86506513 e-mail: fgozzi(a)luiss.it webpage: https://es.sonicurlprotection-fra.com/click?PV=2&MSGID=20230511170312026784… old address, sometimes still used: Fausto Gozzi Dipartimento di Matematica Universita' di Pisa Largo Bruno Pontecorvo n.5 56127 Pisa Italy tel 050/2213270

1 0

Advances in Bayesian Statistics, Workshop in honor of Piero Veronese, 12 June, Bocconi
by Sandra Fortini 11 May '23

11 May '23

Il giorno 12 giugno 2023 si terrà presso l'Università Bocconi il convegno "Advances in Bayesian Statistics" in onore di Piero Veronese. https://dec.unibocconi.eu/events/advances-bayesian-statistics-international… [https://dec.unibocconi.eu/sites/default/files/files/media/images/workshop20…]<https://dec.unibocconi.eu/events/advances-bayesian-statistics-international…> Advances in Bayesian Statistics: an international workshop in honor of Piero Veronese<https://dec.unibocconi.eu/events/advances-bayesian-statistics-international…> dec.unibocconi.eu La partecipazione e' gratuita ma e' gentilmente richiesta la registrazione. Il comitato scientifico e organizzatore Rebecca Graziani, Eugenio Melilli, Sonia Petrone [La tua firma può scrivere un futuro. Aiuta gli studenti meritevoli a costruire il proprio. Dai il tuo 5x1000 alla Bocconi C.F. 80024610158] <https://giving.unibocconi.it/5x1000> Please note that the above message is addressed only to individuals filing Italian income tax returns. 5x1000 is a percentage of Italian personal income tax that taxpayers can allocate to Universities, scientific research and non profit organizations.

1 0

Seminar in Statistics - REGINA LIU
by Pierpaolo De Blasi 11 May '23

11 May '23

SEMINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO <https://www.carloalberto.org/events/category/seminars/seminars-in-statistic…> Mercoledi 10 Maggio 2023, alle ore 12.00, presso il Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario: ------------------------------------------------ Speaker: *Regina Liu* (Rutgers University, USA) Title: *Fusion Learning: Combining Inferences from Diverse Data Sources* Abstract: Advanced data collection technology nowadays has often made inferences from diverse data sources easily accessible. Fusion learning refers to combining inferences from multiple sources or studies to make a more effective overall inference than that from any individual source or study alone. We focus on the tasks: 1) Whether/When to combine inferences? 2) How to combine inferences efficiently? 3) How to combine inference to enhance an individual or target study? We present a general framework for nonparametric and efficient fusion learning for inference on multi-parameters, which may be correlated. The main tool underlying this framework is the new notion of depth confidence distribution (depth-CD), which is developed by combining data depth, bootstrap and confidence distributions. We show that a depth-CD is an omnibus form of confidence regions, whose contours of level sets shrink toward the true parameter value, and thus an all-encompassing inferential tool. The approach is shown to be efficient, general and robust. It readily applies to heterogeneous studies with a broad range of complex and irregular settings. This property also enables the approach to utilize indirect evidence from incomplete studies to gain efficiency for the overall inference. The approach will be shown with simulation studies and real applications in aircraft landing performance tracking and in financial forecasting. ------------------------------------------------ Sarà possibile seguire il seminario anche in streaming: Join Zoom Meeting <https://us02web.zoom.us/j/89011414757?pwd=M2xDT3g1cy9kNm50REdoYUEzdU9sdz09> 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/>

1 1