Cari colleghi,
vi segnalo che il Dipartimento di Matematica dell'Università di Padova
ha bandito un posto di ricercatore di tipo B nel settore MAT/06.
Il bando è disponibile alla pagina
http://www.math.unipd.it/it/news/?id=1898
La scadenza per la presentazione delle domande è il 25 agosto 2016.
Marco Ferrante
Dear Colleagues,
it is my pleasure to invite you to the following two seminars in
Quantitative Finance, organised by LTI@UniTO (www.carloalberto.org/lti) and
Collegio Carlo Alberto (CCA), which will take place at CCA in Torino and
can be followed via Zoom. At the event page link you can find the paper,
the zoom link to attend online and a button to add the event to your
calendars.
-------------------------------------------------------------------------------------------
May 2nd @ 12.00
…
[View More]Speaker: Christopher Polk (LSE)
Title: The Day Destroys the Night, Night Extends the Day: A Clientele
Perspective on Equity Premium Variation
Abstract: We decompose market returns into their overnight and intraday
components, which dramatically improves equity premium forecasts. Past
smoothed overnight market returns strongly negatively forecast subsequent
close-to-close returns (quarterly R2 of over 14%), primarily through
intraday mean reversion. In contrast, past smoothed intraday market returns
strongly positively forecast subsequent overnight returns; this
partially-offsetting effect explains PE’s relatively poor forecasting
ability (R2 only 3%). Our decomposition also resurrects the conditional
CAPM: If we allow market betas to vary with past smoothed overnight
returns, the four Fama-French factors’ alphas decrease on average by 84%.
We interpret these return patterns through a clientele perspective. First,
individual investor expectations and consumption growth strongly positively
forecast overnight market returns, while intermediary risk tolerance
strongly negatively forecasts intraday market returns. Second, aggregate
cash-flow news occurs primarily intraday and is positively (negatively)
correlated with revisions in expected future overnight (intraday) returns.
Finally, while the Tech boom, Covid crash/rebound, and patterns in meme
stocks were primarily driven by overnight returns, the Global Financial
Crisis was mostly an intraday phenomenon.
Event webpage link:
https://www.carloalberto.org/event/christopher-polk-london-school-of-econom…
Zoom link:
https://us02web.zoom.us/j/83709123462pwd=OWpUM0VvRVNzbTN0bUJlRVVsNzA4Zz09
------------------------------------------------------------------------------------------------------------------------------
May 3rd @ 12.00
Speaker: Andrea Tamoni (Rutgers Business School)
Title: Stock Demand and Price Impact of 401(k) Plans
Abstract: We estimate a demand system linking 401(k) plans ownership of
individual stocks and funds to their demand for equities, and quantify the
effect of 401(k) assets on fund managers’ investment behavior. We find that
401(k) fund and stock ownership are the most important variables, after
size, explaining fund demand for stocks, with a one standard deviation
increase in 401(k) ownership leading to 15-30% increase in stock demand.
Funds managing a larger fraction of 401(k) assets tilt their portfolios
toward winners, high beta and long duration stocks, outperforming their
benchmarks. This investment behavior has important implications for
security pricing and generate a feedback effect if pension flows respond
positively to relative fund returns. Lastly, we estimate the equilibrium
price impact of a change in 401(k) ownership to be positive and increasing
over time, consistent with the shift from active to passive investing.
Event webpage link:
https://www.carloalberto.org/event/andrea-tamoni-rutgers-business-school/
Zoom link:
https://us02web.zoom.us/j/83937896694?pwd=MVFoN2VudVM4a2Y5OXFvaklTRS85Zz09
Best regards,
Luca Regis
--
Luca Regis
Associate Professor
ESOMAS Department, University of Torino
Affiliate, Collegio Carlo Albertosites.google.com/view/lucaregis
Office: +39 011 670 6065www.carloalberto.org/lti
[View Less]
Dear colleagues,
We would like to announce the following workshop
“Stochastics, Statistics, Machine Learning and their Applications to
Sustainable Finance and Energy Markets”
taking place at the Wolfgang Pauli Institute (WPI) in Vienna, Austria
from the 11.09.2023-14.09.2023 (https://wpi.univie.ac.at/).
The workshop aims at bringing together an interdisciplinary group of
leading researches with interest in stochastic methods for sustainable
finance and energy markets. Particular …
[View More]emphasis will be given to
Environmental Social Governance (ESG) finance, climate/weather modeling,
optimal control problems and optimal contract theory e.g. in view of
fostering renewable energy sources
The workshop starts on September 11, 2023, with two graduate courses
held by Roxana Dumitrescu and Matheus Grasselli in the areas of green
finance, climate modeling, renewables in energy markets and optimal
control. The graduate courses are meant for Phd and advanced Master
students and roughly correspond to 1 ECTS. A background in probability
theory, applied stochastic processes, and statistics is recommended.
These courses are then followed by 3 full conference days.
The goal is to provide a platform for exchanging new ideas among
different research communities and initiate interdisciplinary
collaborations. In particular a dedicated time for discussions will be
scheduled on each day of the workshop. Beside the keynote speakers,
there will be a limited amount of slots for contributed talks. We thus
invite interested researchers including Phd students to present their
recent work at the workshop.
If you would like to give a contributed talk, please send the title and
abstract in a plain text email to:
wpi-stostaml.2023(a)univie.ac.at
The submission deadline is 10.06.2023. Please also mention which days of
the workshop you would be able to participate. The organizing committee
will review the abstracts and will get back to you by approximately end
of June to let you know if your talk has been accepted.
Attending the workshop is for free, but please register via email to
wpi-stostaml.2023(a)univie.ac.at
The registration deadline is 01.08.2023. Please also mention which days
of the workshop you would be able to participate.
In case of problems / questions, please do not hesitate to send us an
e-mail (wpi-stostaml.2023(a)univie.ac.at).
We are looking very much forward to welcoming you in Vienna in
September!
Kind regards,
Viktoria Schildhammer
on behalf of Fred Benth, Christa Cuchiero, Peter Friz, Markus Riedle,
Josef Teichmann, Almut Veraart, Oliver Wintenberger
--
Viktoria Schildhammer
Organisationsassistenz
Sekretariat Univ.-Prof. Dipl.-Ing. Dr. Christa Cuchiero
Sekretariat Univ.-Prof. Dipl.-Vw. Dr. Nikolaus Hautsch
Universität Wien
Fakultät für Wirtschaftswissenschaften
Institut für Statistik und Operations Research
Kolingasse 14-16, 1090 Wien
--
Viktoria Schildhammer
Organisationsassistenz
Sekretariat Univ.-Prof. Dipl.-Ing. Dr. Christa Cuchiero
Sekretariat Univ.-Prof. Dipl.-Vw. Dr. Nikolaus Hautsch
Universität Wien
Fakultät für Wirtschaftswissenschaften
Institut für Statistik und Operations Research
Kolingasse 14-16, 1090 Wien
[View Less]
Dear Mailing list operators of "The Italian probability list",
at the university of Vienna, we are looking to fill a Postdoc Position
in the fields of “Econometrics or Statistics”. Would it be possible to
post our announcement on here? The announcement is as follows and can
also be found as an attachment.
Thank you and best regards
Viktoria Schildhammer
-------
Postdoctoral Position in “Econometrics or Statistics”
The Department of Statistics and Operations Research at the University
of …
[View More]Vienna invites applications for a postdoctoral position in the field
of Econometrics or Statistics.
We are looking for candidates with a strong background in econometrics
or statistics. Applicants should have completed (or should be close to
completing) a PhD in econometrics, statistics, data science, economics
or related fields with strong quantitative orientation.
The contract is fixed-term and limited to 4 years. Extensions might be
possible. Applications should include (i) a curriculum vitae, (ii) a
letter of motivation, (iii) a list of publications, (iv) two selected
papers and (v) and at least two recommendation letters. Competitive
salaries in accordance with collective bargaining agreement: §48 VwGr.
B1 lit. b (postdoc) with relevant work experience determining the
assignment to a particular salary grade.
We offer a pleasant work environment within a friendly, dynamic and
international team, being placed in a city with the world-wide highest
living quality. Information about the Department of Statistics and
Operations Research can be found at http://isor.univie.ac.at.
Collaborations with researchers in the Research Network “Data Science @
Uni Vienna”, https://datascience.univie.ac.at, are highly welcome.
Your future tasks:
Active participation in research, teaching & administration, which
means:
• Participation in the organisation of conferences, meetings, symposiums
• Teaching assignments according to the extent regulated by the
collective agreement
• Examination activities
• Supervision of students
• Participation in evaluation activities and in quality assurance
What we offer:
Work-life balance: Our employees enjoy flexible working hours,
remote/hybrid and/or part-time work (upon agreement).
Inspiring working atmosphere: You are a part of an international
academic team in a healthy and fair working environment.
Good public transport connections: Your workplace in the center of
beautiful Vienna is easily accessible by public transport.
Internal further training & Coaching: Opportunity to deepen your skills
on an ongoing basis. There are over 600 courses to choose from – free of
charge.
Fair salary: The basic salary of EUR 4351,90 increases if we can credit
professional experience.
Equal opportunities for everyone: We look forward to diverse
personalities in the team!
Candidates should send all application material in a single pdf or zip
file to Viktoria Schildhammer (viktoria.schildhammer(a)univie.ac.at). The
recommendation letters should be sent by the reviewers directly to
Viktoria Schildhammer (viktoria.schildhammer(a)univie.ac.at).
Deadline: 15.07. 2023
Knowledge of German is an asset, but not required. The University of
Vienna is an equal opportunity employer and aims at increasing the
number of female faculty members. Therefore, in particularly, qualified
women are encouraged to apply.
If you need further information regarding the position, please, contact
Professor Nikolaus Hautsch (nikolaus.hautsch(a)univie.ac.at).
--
Viktoria Schildhammer
Organisationsassistenz
Univ.-Prof. Dipl.-Ing. Dr. Christa Cuchiero
Univ.-Prof. Dipl.-Vw. Dr. Nikolaus Hautsch
Universität Wien
Fakultät für Wirtschaftswissenschaften
Institut für Statistik und Operations Research
Kolingasse 14-16, 1090 Wien
[View Less]
Buongiorno.
Informo che è stato pubblicato il bando del 39^ ciclo di dottorato in Matematica a Roma Tor Vergata (aa 2023/2024), contenente, in particolare, una borsa cofinanziata PNRR-Enel Global Trading SpA.
Scadenza: 26 giugno 2023
Link ai dettagli (bando e piattaforma online per presentare domanda): https://dottorati.uniroma2.it/news.aspx?id_news=51
Link alla scuola di dottorato in Matematica a Roma-Tor Vergata: http://www.mat.uniroma2.it/dottorato/
Invito a darne massima diffusione a …
[View More]tutti gli interessati, che, per ulteriori informazioni, possono scrivere direttamente a me (caramell(a)mat.uniroma2.it <mailto:caramell@mat.uniroma2.it>).
Grazie e buona giornata.
Lucia
+++++++++++++++++++++++++++++++++
Lucia Caramellino
Dipartimento di Matematica
Università di Roma “Tor Vergata”
Web: http://www.mat.uniroma2.it/~caramell
[View Less]
Dear Colleagues,
We have the pleasure to invite you to the upcoming workshop entitled “*New
perspectives of quantile regression in applied sciences*” that will take
place on *September 22, 2023 *in Rome at *Sapienza University of Rome*,
Italy.
Attendance at the conference is free but registration is mandatory.
For more information, please visit the workshop web page
https://web.uniroma1.it/memotef/1st-workshop-quantile-regression-rome, or
contact the organising committee via workshopqrome23(…
[View More]a)gmail.com.
Feel free to share the event with your colleagues, PhDs and students who
may be interested.
Looking forward to having you with us.
Lea Petrella (on behalf of the Organizing Committee).
****************************************************
Prof. Lea Petrella
Memotef Department
Sapienza University of Rome
*https://web.uniroma1.it/memotef/users/petrella-lea
<https://web.uniroma1.it/memotef/users/petrella-lea>*
*****************************************************
--
**Fai crescere le giovani ricercatrici e i giovani ricercatori*
**con il 5
per mille alla Sapienza
*Scrivi il codice fiscale dell'Università
*80209930587
Cinque per mille <https://www.uniroma1.it/it/node/23149>*
[View Less]
Salve a tutti,
Segnalo il seguente seminario, che avrà luogo Martedì 6 Giugno alle ore 14:00 in Sala di Consiglio (Dipartimento di Matematica, Università La Sapienza):
Speaker: Federico Sau (Università di Trieste)
Title: Spectral gap of the symmetric inclusion process.
Abstract: In this talk, we consider the symmetric inclusion process on a general finite graph. Our main result establishes universal upper and lower bounds for the spectral gap of this interacting particle system in terms of …
[View More]the spectral gap of the random walk on the same graph. In the regime in which the gamma-like reversible measures of the particle system are log-concave, our bounds match, yielding a version for the symmetric inclusion process of the celebrated Aldous' spectral gap conjecture --- originally formulated for the interchange process and proved by Caputo, Liggett and Richthammer (JAMS 2010). Finally, by means of duality techniques, we draw analogous conclusions for an interacting diffusion-like unbounded conservative spin system known as Brownian energy process, which may be interpreted as a spatial version of the Wright-Fisher diffusion with mutation. Based on a joint work with Seonwoo Kim (SNU, South Korea).
Saluti,
Matteo Quattropani
[View Less]
Dear all,
We are glad to announce that the 4th edition of the Italian Meeting on Probability and Mathematical Statistics will be held in Rome from the 10th to the 14th June 2024 (save the dates!).
The meeting is jointly organised by the universities of Rome Sapienza, Tor Vergata, Roma Tre and LUISS and it will take place in La Sapienza’s Engineering Faculty <https://www.ing.uniroma1.it/sites/default/files/galleria/chio3.jpg>, just on the side of San Pietro in Vincoli basilica <https:…
[View More]//it.wikipedia.org/wiki/Basilica_di_San_Pietro_in_Vincoli>.
The following plenary speakers have been invited and have accepted to participate:
Beatrice Acciaio (ETH Zürich)
Francesco Caravenna (Milano Bicocca)
Massimiliano Gubinelli* (Oxford) *tbc
Cristina Toninelli (PSL Paris)
Lorenzo Rosasco (UniGe and MIT).
We will also be glad to host Hugo Duminil-Copin (University of Geneva and Institut des Hautes Études Scientifiques, member of the Academia Europaea, winner of the Fields Medal in 2022) for a special event.
A call for contributed sessions will be open in the next few months. The website of the event will be online soon and publicised through this mailing lists.
We hope to see you in Rome,
The Organizing Committee and the UMI-PRISMA board
[View Less]
Buongiorno a tutt*,
è stato pubblicato il bando per l’ammissione al corso di Dottorato di
Ricerca (39° ciclo a.a. 2023-24) in MODELLI PER L'ECONOMIA E LA FINANZA,
presso il Dipartimento MEMOTEF Università Sapienza di Roma.
Il Dottorato si articola in due curricula, di cui uno in
Modelli e Metodi Matematici e Statistici per l’Economia e la Finanza.
Tutte le informazioni sono reperibili alla pagina
https://phd.uniroma1.it/web/concorso39.aspx?i=3524&l=IT
Le domande di …
[View More]partecipazione al concorso devono essere presentate
*inderogabilmente
entro il 22 giugno 2023 alle ore 14:00 *(ora locale).
Si prega di darne massima diffusione tra i potenziali interessati.
Grazie,
Claudia Ceci
****************************************************************
Claudia Ceci
Dipartimento di Metodi e Modelli per l’Economia, il Territorio e la Finanza
(MEMOTEF)
Università di Roma La Sapienza
Via Del Castro Laurenziano 9
Roma 00161 Italy
Email: claudia.ceci(a)uniroma1.it
--
**Fai crescere le giovani ricercatrici e i giovani ricercatori*
**con il 5
per mille alla Sapienza
*Scrivi il codice fiscale dell'Università
*80209930587
Cinque per mille <https://www.uniroma1.it/it/node/23149>*
[View Less]
Good morning
I would like to advertise the call for two two-years post-doc positions
at the Department of Mathematics at the University of Pisa on general
subjects of mathematics.
The deadline is June 19, 2023 at 1pm CEST.
The call, both in italian and english, as well as instructions for
applications, can be found here (one link per position):
https://bandi.unipi.it/public/Bandi/Detail/8b0389fe-808f-4152-8a44-02380d65…https://bandi.unipi.it/public/Bandi/Detail/dfe05072-6753-434a-8551-…
[View More]65f50969…
We strongly encourage applications of students interested in probability.
Applications are per-call, and we recommend interested applicants to
apply to both calls.
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/
Do not hesitate to contact me or the other members of the group for
further information.
best regards
m.
[View Less]
The African Institute for Mathematical Sciences (AIMS) centres are unique postgraduate educational centres recruiting students from the whole of Africa and preparing them for careers in the quantitative sciences. The current network has centres in South Africa (since 2003), Senegal (since 2011), Ghana (since 2012) Cameroon (October 2013) and Rwanda (2016).
The AIMS programme is a 10-month course, intended to prepare African graduates with mathematically-based degrees for postgraduate study …
[View More]and employment. To achieve this, AIMS Cameroon (located in Limbe, Cameroon) is seeking enthusiastic individuals with backgrounds in mathematical sciences (including pure and applied mathematics, statistics and data science, physics, computer science, mathematical biology and other fields) who would like to volunteer as tutor, starting from September 2023. The call is open to PhD students, holding or approaching completion of a PhD is an advantage. The minimum requirement is an M.Sc at distinction level.
Applicants should provide evidence of experience of teaching university mathematics, including marking and providing constructive feedback, good communication and social skills, as well as administrative and time management competence.
Tutoring at an AIMS centre is a great opportunity to meet and work closely with prestigious scientists from around the world. Indeed, outstanding lecturers are recruited from all over the world to teach a one-year Master’s degree in mathematical sciences preparing students for advanced postgraduate research. The course is unusually broad in scope and employs the latest pedagogical method in order to stimulate critical and creative thinking. This is a unique opportunity for tutors to gain significant experience in teaching in higher education given that there is currently no school preparing teachers for higher education worldwide.
Travel, visa, accommodation expenses and meals will be covered by AIMS Cameroon. The tutor will also receive a monthly stipend.
Statisticians and data scientists can contact e.lawford(a)rss.org.uk for informal discussions.
To submit an application, candidates should email their CV with at least two references, a statement letter of no more than 500 words to the AIMS-Cameroon academic team at academia-ml(a)aims-cameroon.org. In the letter, the applicant should state the period of their availability and provide evidence of what makes them an ideal candidate by drawing from their experience and qualifications.
--
Julia Mortera
Honorary Professor, University of Bristol
Professor of Statistics, Università Roma Tre
Web page:https://juliamortera.wordpress.com/
[View Less]
Dear Colleagues,
We would like to invite you to the following SPASS
<https://sites.google.com/unipi.it/spass> seminar, jointly organized by
UniPi, SNS, UniFi and UniSi:
*Annealed quantitative estimates for the 2D-discrete random matching
problem*
by *Francesco Mattesini* (MPI Leipzig)
The seminar will take place on *TUE, 30.05.2023* at *14:00 CET* in Aula
Seminari, Department of Mathematics, University of Pisa and streamed online
here <https://meet.google.com/gji-phwo-vbg>.
The …
[View More]organizers,
A. Agazzi, G. Bet, A. Caraceni, F. Grotto, G. Zanco
https://sites.google.com/unipi.it/spass
---------------------------------------
Abstract: The optimal matching problem is a classical random variational
problem which may be interpreted as an optimal transport problem between
two random discrete measures. Its easier instance deals with matching 2
n-clouds of i. i. d. uniformly distributed points. In recent years
Caracciolo-Lucibello-Parisi-Sicuro made exact predictions on the
convergence of the rescaled cost thanks to a first order linearization of
the Monge-Amp\'ere equation. This approach was later justified by
Ambrosio-Stra-Trevisan and quantitative bounds for the convergence of the
proxies were later shown by Ambrosio-Glaudo-Trevisan. Such techniques have
been repurposed by Benedetto-Caglioti to study the case of i. i. d. random
points with non-constant densities. By subadditivity and PDE arguments
Ambrosio-Goldman-Trevisan were able to justify the latter for the
convergence of the rescaled cost. We show annealed quantitative upper
bounds for the approximating transport map in the case of i. i. d. points
and weakly correlated points with non-constant densities. We extend our
results to the case of unbalanced matching, i. e. matching between point
clouds of different size and to point clouds sampled from a positive
recurrent Markov chain.
Joint work with N. Clozeau (IST Austria).
[View Less]
Dear all,
IMT Lucca offers a PhD program in Economics, Analytics and Decision
Sciences (EADS <https://eads.imtlucca.it/>) . The program trains students
to do cutting-edge research in various economic and social disciplines with
a multidisciplinary approach based on statistics and data science. IMT is a
highest-rated graduate school in Europe and offers full funding, free
accommodation, meals, and full access to the campus to its students.
Opportunities for joint supervision and …
[View More]studying abroad are also available.
All candidates with training in areas such as economics, management,
statistics, law, physics, computer science, engineering, logic and
philosophy of science, mathematics, cognitive and behavioral sciences are
welcome to apply.
Deadline*: June 19, 2023.*
More info: https://eads.imtlucca.it/how-to-apply
Would you be so kind as to diffuse the call to your network?
Thank you for your collaboration.
Sincerely,
Irene Crimaldi
Associate Professor of Statistics
IMT School for Advanced Studies Lucca
Piazza San Francesco
55100 Lucca (Italy)
[View Less]
English version below
%%%
Gentilissime/i,
si segnala che è stato pubblicato il *bando* per il 39° ciclo della *Scuola
di Dottorato In Scienze Sociali ed Economiche*.
Il link al bando è il seguente:
https://www.uniroma1.it/it/pagina/ammissioni-corsi-di-dottorato
La scuola di dottorato, il cui obiettivo è la formazione di analisti
esperti capaci di comprendere problemi sociali, culturali, economici,
finanziari, politici e tecnologici delle società contemporanee in contesti
a diverso …
[View More]livello di sviluppo, e anche mediante l’uso di metodi
quantitativi e statistici, è strutturata in 5 curricula :
1. Finance and Institutions (Coordinatrice: Rita D’Ecclesia)
2. Economics and Development (Coordinatore: Pierluigi Montalbano)
3. Sociology and applied social research (Coordinatrice: Assunta
Viteritti)
4. Statistics and social data science (Coordinatore: Pierpaolo D’Urso)
5. Public policy analysis and evaluation (Coordinatore: Guido
Pellegrini)
Si evidenzia inoltre che la *scadenza per la compilazione online della
domanda* di candidatura è il *22 giugno 2023.*
Cordiali saluti,
Roy Cerqueti (coordinatore della Scuola)
___________________________________________________________________
*Dear All, we would like to inform you that the call for applications for
the 39th cycle of the Doctoral School in Social and Economic Sciences is
out at the link *
https://www.uniroma1.it/it/pagina/ammissioni-corsi-di-dottorato
*The doctoral school, whose objective is to train expert analysts capable
of understanding social, cultural, financial, economic, political and
technological problems of contemporary societies in contexts at different
levels of development and also by exploiting quantitative and statistical
techniques, is structured in 5 curricula:*
* 1. Finance and Institutions (Coordinator: Rita D'Ecclesia)*
*2. Economics and Development (Coordinator: Pierluigi Montalbano) 3.
Sociology and applied social research (Coordinator: Assunta Viteritti) 4.
Statistics and social data science (Coordinator: Pierpaolo D'Urso) 5.
Public policy analysis and evaluation (Coordinator: Guido Pellegrini)
Please also note that the deadline for filling in the online
application form is June 22th, 2023. Kind regards,*
*Roy Cerqueti (Director of the School)*
--
**Fai crescere le giovani ricercatrici e i giovani ricercatori*
**con il 5
per mille alla Sapienza
*Scrivi il codice fiscale dell'Università
*80209930587
Cinque per mille <https://www.uniroma1.it/it/node/23149>*
[View Less]
Dear all,
you're invited to the seminar that will take place, in hybrid mode, at the Department of Statistics and Quantitative Methods, University of Milano-Bicocca.
More details:
• Speaker: Katia Colaneri (email: katia.colaneri(a)uniroma2.it <mailto:katia.colaneri@uniroma2.it>)
Title: Some Optimisation Problems in Insurance with a Terminal Distribution Constraint
Abstract: In this paper, we study two optimisation settings for an insurance company, under the constraint that the …
[View More]terminal surplus at a deterministic and finite time T follows a normal distribution with a given mean and a given variance. In both cases, the surplus of the insurance company is assumed to follow a Brownian motion with drift. First, we allow the insurance company to pay dividends and seek to maximise the expected discounted dividend payments or to minimise the ruin probability under the terminal distribution constraint. Here, we find explicit expressions for the optimal strategies in both cases, when the dividend strategy is updated at discrete points in time and continuously in time. Second, we let the insurance company buy a reinsurance contract for a pool of insured or a branch of business. We only allow for piecewise constant reinsurance strategies producing a normally distributed terminal surplus, whose mean and variance lead to a given Value at Risk or Expected Shortfall at some confidence level α. We investigate the question which admissible reinsurance strategy produces a smaller ruin probability, if the ruin-checks are due at discrete deterministic points in time.
This presentation is based on a joint work with Julia Eisenberg (TU Vienna) and Benedetta Salterini (University of Firenze)
Seminar venue:
University of Milano-Bicocca
Department of Statistics and Quantitative Methods
Aula Seminari 4026, 4th floor, Building U7
January 25th, 4:30 pm
Webex Link :
https://unimib.webex.com/unimib/j.php?MTID=m40cd4bb0d7bb8035ca68f3821f453b33 <https://unimib.webex.com/unimib/j.php?MTID=m40cd4bb0d7bb8035ca68f3821f453b33>
Join by meeting number
Meeting number (access code): 2743 983 3965
Meeting password: c2uJfPBVe83 (22853728 from phones)
Best regards,
Valeria
[View Less]
Salve,
il Dipartimento di Matematica e Informatica dell'Università della
Calabria, con il patrocinio dell'Unione Matematica Italiana, ha al piacere
di emanare il premio Pitagora 2023, rivolto alle matematiche e ai
matematici italiani che abbiano ottenuto risultati scientifici di rilievo
nel settore della matematica e delle sue applicazioni e che siano nati nel
1993 o in anni successivi (per i quali cioè il trentesimo compleanno non
sia caduto entro il 31 dicembre 2022). Il premio è …
[View More]promosso dal
Dipartimento di Matematica e Informatica dell'Università della Calabria,
con il patrocinio e la supervisione scientifica dell'Unione Matematica
Italiana.
https://bit.ly/PremioPitagora.
Il premio Pitagora 2023 sarà conferito durante una cerimonia pubblica che
si terrà, in presenza, a Crotone presso i locali del Museo Pitagora, nel
mese di settembre 2023. Al premio è associato un importo in denaro di
Euro 1.000,00 (mille/00), finanziato dal Dipartimento di Matematica e
Informatica dell'Università della Calabria. Per la partecipazione
all'evento, il Dipartimento rimborserà, altresì, alla vincitrice o al
vincitore le spese di missione.
La domanda di partecipazione dovrà essere presentata entro e non oltre le
ore 23:59 del 23 giugno 2023, utilizzando la piattaforma informatica
dedicata all'indirizzo
http://ticket.unical.it/tickets/new/16/484/
Di seguito il link completo con il bando:
https://unical.portaleamministrazionetrasparente.it/index.php?id_oggetto=22…
Con preghiera di massima diffusione.
Cordialmente,
m.gianfelice
[View Less]
Si annuncia il corso di dottorato su *Random Walks e Branching Random
Walks* del
professor Amine Asselah (università di Parigi-Est Créteil) presso il
dipartimento di Matematica di Sapienza Università di Roma. Si riportano
l’abstract e il calendario, in allegato il programma dettagliato.
Si prega di diffondere l’annuncio a possibili interessati.
Per essere inseriti nella mailing list del corso e essere aggiornati su
possibili variazioni del calendario si prega di inviare un'email a
lorenzo.…
[View More]taggi(a)uniroma1.it
*ABSTRACT:* Simple Random Walk is the first example of a Markovian process,
whereas Branching Random Walk has a time indexed by a random tree, and
looses the SRW’s sequential way of visiting space. The highlights of the
course would be two phenomena in high dimensions linked with folding.
-
The chances that two independent walks meet for a long time.
-
The chances that two independent branching walks both visit a large
region, and this is to be discovered during the course.
We plan to have self-contained lectures (with little pre-requisites), and
will start with reviewing useful facts (classical and not) on random walks.
*CALENDARIO:* Tutte le lezioni hanno luogo dalle 11:00 alle 13:00 presso il
dipartimento di Matematica in aula B nei seguenti giorni:
Lez. 1: lunedì 29/5
Lez. 2: giovedì 1/6
Lez. 3: giovedì 8/6
Lez. 4: venerdì 9/6
Lez. 5: lunedì 12/6
Lez. 6: giovedì 15/6
Lez. 7: lunedì 19/6
Lez. 8: giovedì 22/6
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Buongiorno a tutti,
il prossimo appuntamento del ciclo Seminari generali IAC
si terrà
Mercoledì 24 Maggio ore 14:30
sul Canale Youtube Cnr-IAC al link
https://www.youtube.com/watch?v=JgsmwZg7eAg
con Francois Baccelli
Title
High dimensional stochastic geometry in the Shannon regime
Abstract
This talk will focus on Euclidean stochastic geometry in the Shannon
regime. In this regime, the dimension n of space tends to infinity, point
processes have intensities which are exponential …
[View More]functions of n, and the
random compact sets have diameters of order square root of n.
Three basic models of stochastic geometry based on Poisson processes will
be considered: the Boolean model, the Poisson-Voronoi tessellation and the
Poisson hyperplane tessellation.
We will show how to calculate the asymptotic behavior of the classical
quantities of stochastic geometry for these three models in the Shannon
regime: for the Boolean model, the volume fraction, the percolation
threshold or the size of the connected components; for tessellations,
statistics of geometric properties of cells (volume, diameter, etc.).
These questions are motivated by problems in information theory, including
the calculation of error exponents for channel coding based on random codes
and calculating the distortion in the one-bit compression-based source
coding.
Survey of work in collaboration with Venkat Anantharam (UC Berkeley) and
Eliza O'Reilly (Caltech).
Area degli allegati
Visualizza anteprima video YouTube Seminari generali IAC 2023: Francois
Baccelli
<https://www.youtube.com/watch?v=JgsmwZg7eAg&authuser=0>
<https://www.youtube.com/watch?v=JgsmwZg7eAg&authuser=0>
grazie
--
Daniela De Canditiis, PhD
Istituto per le Applicazioni del Calcolo "M.Picone" (CNR)
via dei Taurini, 19 -- 00185 Roma, Italy
tel: +39 06 49937342
fax: +39 06 4404306
https://www.iac.cnr.it/personale/daniela-de-canditiis
[View Less]
Il Dipartimento di Scienze Economiche dell'Università degli Studi di Verona ha bandito
una procedura selettiva per PROFESSORE ASSOCIATO, nel settore SECS-S/06 Metodi matematici dell'economia e delle scienze attuariali e finanziarie
Il bando è uscito nella Gazzetta Ufficiale - IV Serie Speciale n. 37 del 16/05/2023
Ed è disponibile alla pagina concorsi del sito web di Ateneo all'indirizzo: https://www.univr.it/.../chiamata-professore.../11517<https://l.facebook.com/l.php?u=https%3A%2F%2Fwww.…
[View More]univr.it%2Fit%2Fconcorsi%2…>
con Cod. 2023pa18003
La scadenza per la presentazione delle domande è il 15 GIUGNO 2023 alle ore 20.00
Saluti, Cecilia
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Dears,
We are hiring a tenure-track assistant professor (RTDB) in Statistics at
University of Milan. The candidate should hold a Ph.D. degree in
Statistics or Econometrics or Economics or equivalent, from an Italian
or foreign university, she/heshould have at least three years as a post
doc or lecturer position or being in possession of the Italian
habilitation. The knowledge of Italian is not required.
The *baseline gross salary is approximatively 44.000€* per annum for *3
years and …
[View More]tenure (as an associate professor) in possession of the
Italian Habilitation**.
*
*Important tax reductions *may apply for 5 or more years according to
the Italian rules for candidates who reside abroad.
The department of Economics, Management and Quantitative methods was
selected for a second consecutive five-year period (2023-2027) as one of
the "Departments of Excellence" (Dip di Eccellenaa) by the Italian
Ministry of University and Research (MIUR).
Here is the link to the *detailed description of the procedure*:
https://www.unimi.it/en/node/46828 (Deadline 12 June 2023).
If you have questions, feel free to send an email to ceeds(a)unimi.it
Best regards
Luca Rossini
--
Dr. Luca Rossini
Lecturer (Assistant Professor Tenure Track) in Statistics,
Department of Economics, Management and Quantitative Methods
University of Milan (Statale), Italy
email:luca.rossini87@gmail.com luca.rossini(a)unimi.it
skype: luca.rossini14
web:https://lucarossini.wixsite.com/luca-rossini
[View Less]
Dear Colleagues,
We would like to invite you to the following SPASS
<https://sites.google.com/unipi.it/spass> seminar, jointly organized by
UniPi, SNS, UniFi and UniSi:
*Semimartingales with jumps, weak Dirichlet processes and path-dependent
martingale problems*
by *Francesco Russo* (ENSTA-Paris)
The seminar will take place on *TUE, 23.05.2023* at *14:00 CET* in Aula
Seminari, Department of Mathematics, University of Pisa and streamed online
here <https://meet.google.com/gji-phwo-vbg…
[View More]>.
The organizers,
A. Agazzi, G. Bet, A. Caraceni, F. Grotto, G. Zanco
https://sites.google.com/unipi.it/spass
--------------------------------------------
*Abstract: In this talk we will revisit the notion of weak Dirichlet
process which is the natural extension of semimartingale with jumps. If X
is such a process, then it is the sum of a local martingale M and a
martingale ortogonal process A in the sense that [A, N] = 0 for every
continuous local martingale N . We remark that if [A] = 0 then X is a
Dirichlet process. The notion of Dirichlet process is not very suitable in
the jump case since in this case A is forced to be continuous.The talk will
discuss the following points.1. To provide a (unique) decomposition which
is also new for semimartingales with jumps.2. To discuss some new stability
theorem for weak Dirichlet processes through C^{0,1} transformations.3. To
discuss various examples of such processes arising from path-dependent
martingale problems. This includes path-dependent stochastic differential
equations involving a distributional drift and with jumps.The talk is based
on a joint paper with E. Bandini (Bologna).*
[View Less]
This is to announce the 3rd edition of the workshop on
The Mathematics of Subjective Probability<https://www.msp2023.campus.unimib.it/>:
Topics in economics and probability
to be held at the University Milano-Bicocca in Milan on 11-13 September 2023.
Invited speakers are:
*
Mathias Beigleböck (Wien University);
*
Alain Chateauneuf (Paris School of Economics);
* Giorgio Fabbri (University of Grenoble);
* Fabio Maccheroni (Bocconi University);
* Max Nendel (…
[View More]University of Bielefeld);
* Giuseppe Savaré (Bocconi University);
* Nizar Touzi (Ecole Polytechnique);
* Vladimir Vovk (Royal Holloway, London).
The registration<https://www.msp2023.campus.unimib.it/registration> is free but mandatory. Deadline for registering is 31st July.
Feel free to circulate this announcement to anyone who may be interested in the workshop.
Best wishes,
Gianluca Cassese, Federica Masiero, Pietro Rigo, Barbara Vantaggi
[View Less]
Dear colleagues,
I am glad to announce the following Probability Seminar
Speaker: *Giacomo Giorgio* (Università di Roma "Tor Vergata")
*Title:* Bivariate fractional Ornstein-Uhlenbeck process: basic properties
and estimators.
*Abstract:* Please, see the attached file.
*Date and time:* Tuesday *23 May,* *15:30*-16:30, *Aula 3014* Building
*U5*/RATIO,
Univ. *Milano-Bicocca*.
Best regards,
Maurizia Rossi
--
Maurizia Rossi
Dipartimento di Matematica e Applicazioni
Università degli Studi di …
[View More]Milano-Bicocca
https://mauriziarossi.wordpress.com
[View Less]
Dear all,
On Wednesday, May 24th, at 14h00 in Aula 2001 (change of usual place! Aula 2001 is on the top floor of the Math Department, close to the copy shop) at Roma Tor Vergata, RoMaDS (https://www.mat.uniroma2.it/~rds/about.php) will host Rongfeng Sun (NUS Singapore) with the seminar
“A new correlation inequality for Ising models with external fields"
Abstract:
We study ferromagnetic Ising models on finite graphs with an inhomogeneous external field. We show that the influence of …
[View More]boundary conditions on any given spin is maximised when the external field is identically 0. One corollary is that spin-spin correlation is maximised when the external field vanishes. In particular, the random field Ising model on Z^d, d ≥ 3, exhibits exponential decay of correlations in the entire high temperature regime of the pure Ising model. Another corollary is that the pure Ising model on Z^d, d ≥ 3, satisfies the conjectured strong spatial mixing property in the entire high temperature regime. Based on joint work with Jian Ding and Jian Song.
We encourage in-person partecipation. Should you be unable to come, here is the link to the Teams streaming: https://teams.microsoft.com/l/meetup-join/19%3arfsL73KX-fw86y1YnXq2nk5VnZFw… .
The seminar is part of the Excellence Project MatMod@TOV.
[View Less]
A tutti gli interessati
The 13th International Conference on Extreme Value Analysis that will be hosted by Bocconi University from June 26 to June 30, 2023 in Milan. Please, see
https://dec.unibocconi.eu/research/extreme-value-analysis-eva-2023
The EVA conference aim is to bring together researchers in Extreme Value Theory, Methods and its Applications. The conference will be concerned with a broad spectrum of topics ranging from
* Heavy-tailed phenomena;
* Time series; Large …
[View More]deviations;
* Multivariate modelling; Rare events;
* Spatio-temporal processes;
to
* Machine Learning;
* Graphical Modelling;
* Big data;
* Networks;
and will include many important applications such as
* Energy Systems;
* Climate;
* Public Health;
* Epidemiology;
* Life Sciences;
* Insurance and Finance.
The registration is still open, please visit the subsection "Registration" of the conference website,
https://dec.unibocconi.eu/research/extreme-value-analysis-eva-2023
Yours sincerely, Simone Padoan - chair of the organising committee
Clément Dombry - chair of the scientific committee
[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.
[View Less]
Buongiorno,
Martedì 23 Maggio alle ore 14:00 in Sala di Consiglio (Dipartimento di
Matematica, Università La Sapienza) avrà luogo il seguente seminario:
Speaker: Davide Gabrielli (Università dell'Aquila)
Title: HIDDEN TEMPERATURE IN THE KIPNIS-MARCHIORO-PRESUTTI MODEL
Abstract: Stationary non equilibrium states (SNS) have a rich and complex
structure. The large deviations rate functionals for the empirical measure
of a few one dimensional SNS of stochastic interacting systems have been
…
[View More]computed, among which the boundary driven exclusion process and
Kipnis-Marchioro-Presutti (KMP) model. The corresponding rate functionals
are not local due to the presence of long range correlations. We show for
the KMP model that this can be explained by introducing new variables that
can be interpreted naturally as the temperatures of the oscillators that
are exchanging the energies. When two oscillators exchange energy they
thermalize at the same time. We deduce that the invariant measure of the
boundary driven KMP model is a mixture of inhomogeneous products of
exponential distributions, the law of the mixture is the invariant measure
of the auxiliary temperature process. This is a joint work with Anna De
Masi and Pablo Ferrari. We show moreover that a similar representation of
the invariant measure holds also for the boundary driven harmonic model; in
this case the hidden variables are distributed according to the order
statistics of uniform random variables. This is a joint work with G.
Carinci, C. Franceschini, C. Giardinà and D. Tsagkarogiannis.
Grazie dell'attenzione
Saluti
Alessandra
--
*************************************************
Prof. Alessandra Faggionato
https://www1.mat.uniroma1.it/people/faggionato/
Department of Mathematics
University "La Sapienza"
Piazzale Aldo Moro, 5
00185 - Rome
Office 5, Phone (0039) 06 49913252
*************************************************
[View Less]
Dear colleagues,
Let us draw your attention to the workshop for
--- JUNIOR RESEARCHERS IN STOCHASTIC OPTIMAL CONTROL (JRSOC) ---
jointly organized and supported by the IRTG 2544 “Stochastic analysis in interaction” (Berlin), the TU Berlin, the WIAS Berlin, and the EPSRC CDT “Mathematics of Random Systems” (University of Oxford).
The workshop will take place in presence in Berlin from Thursday, August 31, to Friday, September 1, 2023.
The workshop is intended to offer junior researchers …
[View More]in Stochastic Optimal Control a platform to extend their knowledge in the field, to present and discuss their own work, and to possibly initiate future collaborations.
With five keynote lectures given by distinguished researchers and a number of contributed talks, the workshop aims at covering the latest developments and classical topics in Stochastic Optimal Control including Machine Learning, Mathematical Finance, Mean Field Models, Infinite Dimensional Problems, Stochastic Games, and many more.
The keynote lectures will be given by:
-- Roxana Dumitrescu (King’s College London),
-- Johannes Muhle-Karbe (Imperial College London),
-- David Siska (University of Edinburgh),
-- Peter Tankov (ENSAE Paris),
-- Gianmario Tessitore (University Milano-Bicocca).
We warmly invite junior researchers to apply for contributed talks and/or financial support. The deadline for both is May 31, 2023. Registration to the workshop is free but mandatory, and possible until June 30, 2023. More details can be found on the conference website under:
--- https://www.wias-berlin.de/workshops/JRSOC23/ ---
We are looking forward to welcoming you in Berlin. In case of further questions, please do not hesitate to contact us per e-mail at jrsoc23(a)wias-berlin.de.
Best regards,
The Organizing Committee
Peter Bank, Sebastian Ertel, Sascha Gaudlitz, Yifan Jiang, Hannes Kern, Laura Körber, Alexander Merkel, Shyam Popat, Emanuel Rapsch, Thomas Wagenhofer
[View Less]
Dear Colleagues,
We would like to invite you to the following seminar that will take place
on May 26 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
_____________________________________________________
Seminars in Probability and Finance
*Speaker:* Alice Callegaro (TU Munich and Johannes-Gutenberg Universität
Mainz)
*Title:* Survival and complete …
[View More]convergence for a branching annihilating
random walk
*Date and time*: Friday, May 26, 2023 at 14.30
*Place*: room 2BC30 at the Department of Mathematics, University of Padova
*Zoom link:* https://unipd.zoom.us/j/88429828028 (Meeting ID 884 2982
8028 )
available also on the webpage https://www.math.unipd.it/~bianchi/seminari/
*Abstract:* We study a branching annihilating random walk (BARW) in which
particles move on the discrete lattice in discrete generations. Each
particle produces a poissonian number of offspring which independently move
to a uniformly chosen site within a fixed distance from their parent's
position. Whenever a site is occupied by at least two particles, all the
particles at that site are annihilated. This can be thought of as a very
strong form of local competition and implies that the system is not
monotone. For certain ranges of the parameters of the model we show that
the system dies out almost surely or, on the other hand, survives with
positive probability. In an even more restricted parameter range we
strengthen the survival results to complete convergence with a non-trivial
invariant measure. A central tool in the proof is comparison with oriented
percolation on a coarse-grained level, using carefully tuned density
profiles which expand in time and are reminiscent of discrete travelling
wave solutions. Based on a joint work with Matthias Birkner (JGU Mainz),
Jiří Černý (University of Basel), Nina Gantert (TU Munich) and Pascal
Oswald (University of Basel/JGU Mainz).
--
Alessandra Bianchi
Dip. di Matematica
Università di Padova
Via Trieste, 63 - 35121 Padova, Italy
phone: +39 049 827 14 06
fax: +39 049 827 14 28
e-mail: bianchi(a)math.unipd.it
http://www.math.unipd.it/~bianchi/
[View Less]
XKDD 2023 - Call for Papers
-------------------------------------------------------------------------
5th ECML-PKDD International Workshop on eXplainable Knowledge Discovery in Data Mining
-------------------------------------------------------------------------
Torino, 18th September 2023 http://xkdd2023.isti.cnr.it/
(co-located with the ECML-PKDD 2023 conference https://2023.ecmlpkdd.org/)
CONTEXT & OBJECTIVES
In the past decade, machine learning based decision systems have been …
[View More]widely used in a wide range of application domains, like credit score, insurance risk, and health monitoring, in which accuracy is of the utmost importance.
Although the support of these systems has an immense potential to improve the decision in different fields, their use may present ethical and legal risks, such as codifying biases, jeopardizing transparency and privacy, and reducing accountability.
Unfortunately, these risks arise in different applications. They are made even more serious and subtly by the opacity of recent decision support systems, which are often complex and their internal logic is usually inaccessible to humans.
Nowadays, most Artificial Intelligence (AI) systems are based on Machine Learning algorithms.
The relevance and need for ethics in AI are supported and highlighted by various initiatives arising from the researches to provide recommendations and guidelines in the direction of making AI-based decision systems explainable and compliant with legal and ethical issues.
These include the EU's GDPR regulation which introduces, to some extent, a right for all individuals to obtain ``meaningful explanations of the logic involved'' when automated decision making takes place, the ``ACM Statement on Algorithmic Transparency and Accountability'', the Informatics Europe's ``European Recommendations on Machine-Learned Automated Decision Making'' and ``The ethics guidelines for trustworthy AI'' provided by the EU High-Level Expert Group on AI.
The challenge to design and develop trustworthy AI-based decision systems is still open and requires a joint effort across technical, legal, sociological and ethical domains.
The purpose of XKDD, eXaplaining Knowledge Discovery in Data Mining, is to encourage principled research that will lead to the advancement of explainable, transparent, ethical and fair data mining and machine learning.
Also, this year the workshop will seek submissions addressing uncovered important issues in specific fields related to eXplainable AI (XAI), such as XAI for a more Social and Responsible AI, XAI as a tool to align AI with human values, XAI for Outlier and Anomaly Detection, quantitative and qualitative evaluation of XAI approaches, and XAI case studies.
The workshop will seek top-quality submissions related to ethical, fair, explainable and transparent data mining and machine learning approaches.
Papers should present research results in any of the topics of interest for the workshop, as well as tools and promising preliminary ideas.
XKDD asks for contributions from researchers, academia and industries, working on topics addressing these challenges primarily from a technical point of view but also from a legal, ethical or sociological perspective.
Topics of interest include, but are not limited to:
TOPICS
- XAI for Social AI
- XAI for Responsible AI
- XAI to Align AI with Human Values
- XAI for Outlier and Anomaly Detection
- Quantitative and Qualitative Evaluation of XAI approaches
- Transparent-by Design Models
- XAI Case studies
- XAI for Privacy-Preserving Systems
- XAI for Federated Learning
- XAI for Time Series based Approaches
- XAI for Graph based Approaches
- XAI for Visualization
- XAI in Human-Machine Interaction
- XAI in Human-in-the-Loop Interactions
- Counterfactual Explanations
- Human-Model Interfaces for XAI approaches
- Explainable Artificial Intelligence (XAI)
- Interpretable Machine Learning
- Transparent Data Mining
- XAI for Fairness Checking
- Explanation, Accountability and Liability from an Ethical and Legal Perspective
Also, the XKDD 2023 edition is co-organized with DynXAI - Explainable Artificial Intelligence: From Static to Dynamic.
SUBMISSION & PUBLICATION
All contributions will be reviewed by at least three members of the Program Committee. As regards size, contributions can be up to is 14 pages references excluded in LNCS format, i.e., the ECML PKDD 2023 submission format. All papers should be written in English. The following kinds of submissions will be considered: research papers, tool papers, case study papers and position papers. Detailed information on the submission procedure is available at the workshop web page:
http://xkdd2023.isti.cnr.it/
If pandemic conditions permit, the workshop will be held in an on-site format. Recordings of the lectures will be made available to all registered participants.
Accepted papers will be published after the workshop by Springer in a volume of Lecture Notes in Computer Science (LNCS). The condition for inclusion in the post-proceedings is that at least one of the co-authors registered to ECML-PKDD and presented the paper at the workshop. Pre-proceedings will be available online before the workshop. We also allow accepted papers to be presented without publication in the conference proceedings if the authors choose to do so. Some of the full paper submissions may be accepted as short papers after review by the Program Committee. A special issue of a relevant international journal with extended versions of selected papers is under consideration.
The submission link is: https://cmt3.research.microsoft.com/ECMLPKDDworkshop2023/Track/16/Submissio…
The XKDD 2023 workshop is co-organized and will be held jointly the DynXAI 2023 workshop, please visit https://sites.google.com/view/dynxai-ecmlpkdd-2023/ for the detailed CfP.
IMPORTANT DATES
Paper Submission deadline: June 20, 2023
Accept/Reject Notification: July 13, 2023
Camera-ready deadline: July 31, 2023
Workshop: September 18, 2023
PROGRAM CO-CHAIRS
* Przemyslaw Biecek, Warsaw University of Technology, Poland
* Tania Cerquitelli, Politecnico di Torino, Torino, Italy
* Riccardo Guidotti, University of Pisa, Italy
* Francesca Naretto, Scuola Normale Superiore, Pisa, Italy
* Daniele Regoli, Instesa Sanpaolo, Italy
PROGRAM COMMITEE
* Miguel Couceiro, Università de Lorraine, France
* Alessandro Castelnovo, Intesa Sanpaolo, Italy
* Riccardo Crupi, Intesa Sanpaolo, Italy
* Josep Domingo-Ferrer, Universitat Rovira i Virgili, Spain
* Françoise Fessant, Orange Labs, France
* Salvatore Greco, Politecnico di Torino, Italy
* Andreas Holzinger, Medical University of Graz, Austria
* Paulo Lisboa, Liverpool John Moores University, UK
* Marcin Luckner, Warsaw University of Technology, Poland
* Amedeo Napoli, CNRS, France
* John Mollas, Aristotle University of Thessaloniki, Greece
* Enea Parimbelli, University of Pavia, Italy
* Francesca Pratesi, ISTI-CNR, Italy
* Roberto Prevete, University of Napoli, Italy
* Antonio Rago, Imperial College London, UK
* Eliana Pastor, Politecnico di Torino, Italy
* Jan Ramon, Inria, France
* Xavier Renard, AXA, France
* Mahtab Sarvmaili, Dalhousie University, Canada
* Udo Schlegel, Konstanz University, Germany
* Mattia Setzu, University of Pisa, Italy
* Dominik Slezak, University of Warsaw, Poland
* Myra Spiliopoulou, University Magdeburg, Germany
* Francesco Spinnato, Scuola Normale Superiore, Italy
* Grigorios Tsoumakas, Aristotle University of Thessaloniki, Greece
* Genoveva Vargas-Solar, CNRS, LIRIS, France
* Albrecht Zimmermann, Università de Caen, France
INVITED SPEAKERS
* Andreas Theissler, Aalen University of Applied Sciences, Aalen, Germany
* Dino Pedreschi, University of Pisa, Italy (tentative)
STEERING COMMITTEE
* Riccardo Guidotti, University of Pisa
* Anna Monreale, University of Pisa
* Salvatore Rinzivillo, ISTI-CNR, Pisa
CONTACT
All inquiries should be sent to francesca.naretto(a)di.unipi.it, riccardo.guidotti(a)unipi.it
Prima di stampare, pensa all'ambiente ** Think about the environment before printing
________________________________
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Nella Repubblica d’Irlanda, Intesa Sanpaolo Bank Ireland plc è regolamentata dalla Banca Centrale d’Irlanda ed è parte del Gruppo Bancario Intesa Sanpaolo S.p.A. Registrata in Irlanda come società numero 125216 – IVA Reg. IE4817418C IE, sita in 2nd Floor, International House, 3 Harbourmaster Place, IFSC, Dublino 1, D01 K8F1, Irlanda.
***
________________________________
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In the UK Intesa Sanpaolo S.p.A. operates through its London Branch, located at 90 Queen Street, London EC4N 1SA. Registered in England & Wales under No.FC016201, Branch No.BR000036
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[View Less]
Ricevo e inoltro, scusandomi per ricezioni multiple.
Giacomo Aletti
=================================
We are delighted to announce the workshop 'Random Games and Machine
Learning' which will take place
in Prato 17-20 June 2023 (Monash Campus Prato), Italy. The list of
participants includes
Itai Arieli (Technion), Andrea Collevecchio (Monash University), Fabio
Coppini (Luiss), Tim Garoni (Monash University), Robert Griffiths (Monash
University), Kais Hamza (Monash University), Fima Klebaner (…
[View More]Monash
University), Gabor Lugosi (Pompeu Fabra), Hlafo Alfie Mimun
<https://sites.google.com/view/hlafoalfie-mimun/home-page?authuser=0>
(LUISS), Arkadi Predtetchinski (Maastricht), Matteo Quattropani (Sapienza
Università di Roma), Marco Scarsini (LUISS), Pierre Tarrès (NYU Shanghai),
Adrian Vetta (Montreal) , Fima Klebaner (Monash) Vladka Seckarova (Monash),
Fabio Coppini (Luiss).
The website (under construction) is
https://sites.google.com/view/randomgames2023/
The program will be published soon.
If you would like to participate, please contact us asap at
andrea.collevecchio(a)monash.edu
Thanks, Andrea (on behalf of the organizing committee)
--
-------------------------------
Giacomo Aletti, Full Professor (Probability Theory and Mathematical
Statistics)
Department of Environmental Science and Policy (ESP)
ADAMSS Centre (ex MIRIAM)
Advanced Applied Mathematical and Statistical Sciences
Università degli Studi di Milano
Via Saldini, 50
20133 Milano, Italy
Tel: +39-02-503.16158
Fax:+39-02-503.16090
[View Less]
Dear Colleagues,
the newly established research training group (RTG) "Coping with
Uncertainty in Dynamic Economies" at Bielefeld University has been
recently sponsored by the German Research Foundation (DFG) for up to 9
years.
In a first step, we will fund *12 doctoral students for four years of
study*. The positions are fully funded, at competitive levels (approx
40.000 Euro gross per year).
The RTG is an initiative of ten principal investigators from the Center
for Mathematical …
[View More]Economics and the Data Science Research Group at
Bielefeld University. Next to the well established core program of our
doctoral school BiGSEM (www.bigsem.de <http://www.bigsem.de>), students
will thus work in an excellent research environment on topics involving
uncertainty in its various aspects and their consequences for dynamic
economies. Also, the research training group holds strong ties with top
international researchers who will give specialized block courses and
summer schools.
_More information about the application procedure and deadlines can be
found:_
* at the inomics website
(https://inomics.com/program/12-phd-positions-in-the-new-research-training-g…)
* at Bielefeld’s official announcement webpage
(https://uni-bielefeld.hr4you.org/job/view/2457/research-positions-12-positi…).
Best wishes,
Giorgio Ferrari
[View Less]
Ho il piacere di comunicare che l’Università deli Studi di Napoli
Parthenope ospiterà la seconda edizione della International Fintech
Research Conference nei giorni 2 e 3 novembre 2023.
In allegato la locandina dell’evento.
Buongiorno. Annuncio il seguente seminario
Prof. Milto Hadjikyriakou (UCLan Cyprus)
16 Maggio 2023 11:00 - 12:00 Aula Seminari Dipartimento di Matematica, Pisa
Probability and Stochastic Analysis and Statistics <https://www.dm.unipi.it/categoria-evento/probability-stochastic-analysis-st…>
Titolo: Some new ordering results for parallel and series systems with dependent heterogeneous exponentiated Weibull components –
Abstract: In this work, ordering results are presented for …
[View More]parallel and series systems arising from dependent heterogeneous exponentiated Weibull components that share a common or different Archimedean copula(s). Particularly, sufficient conditions are provided under which the sample extremes are stochastically compared with respect to the usual stochastic order, the dispersive and the star-shaped order.
Tutti gli interessati sono invitati
Rita Giuliano
[View Less]
Dear Colleagues,
We would like to invite you to the following SPASS seminar, jointly
organized by UniPi, SNS, UniFi and UniSi:
*Effect of Transport Noise on Kelvin–Helmholtz Instability*
Silvia Morlacchi (Scuola Normale Superiore)
The seminar will take place on TUE, 16.5.2023 at 14:00 CET in Sala
Seminari, Dipartimento di Matematica, Pisa and streamed online at the link
below.
The organizers,
A. Agazzi, G. Bet, A. Caraceni, F. Grotto, G. Zanco
https://sites.google.com/unipi.it/spass
---------…
[View More]-----------------------------------
*Abstract: *
*We numerically investigate the effect of transport noise on the Kelvin-
Helmholtz instability at the interface of two 2D fluids in a shear flow, to
test if the transport noise acts as a stabilizing factor.We exploit the
point vortex method as a numerical discretization of the fluid equation of
motion. We compare the results of the simulations in three different cases:
inviscid and viscous fluid without transport noise, and inviscid fluid
perturbed by transport noise. We find that when the transport noise is
modeled by a large number of low-intensity point vortices, a delay in the
temporal onset of the instability is present in the non viscous case, which
resembles what happens in the viscous case.Based on joint work with Franco
Flandoli and Andrea Papini.*
[View Less]
Dear all,
On Wednesday, May 17th, at 12h00 in Aula 2001 (change of usual time and place! Aula 2001 is on the top floor of the Math Department, close to the copy shop) at Roma Tor Vergata, RoMaDS (https://www.mat.uniroma2.it/~rds/about.php) will host Daniele Calandriello (Google Deep Mind, Paris) with the seminar
“Efficient exploration in stochastic environments"
Abstract:
Machine learning has seen an explosive growth recently, driven mostly by breakthroughs in classification and …
[View More]generative models. However ML applications in decision making settings are much more limited, where data collection is much higher and ML models must be sufficiently robust and accurate to deal with unforeseen consequences and avoid worst case scenarios. In this talk we will introduce some classical results for online decision making in stochastic linear spaces, with applications to active learning, bandit/bayesian optimization and deep learning. Starting from a rigorous analysis of the noise propagation we can formulate provably robust (i.e. no-regret) algorithms, and then create variants that can scale to modern ML data regimes without sacrificing safety. And if time suffice, we will highlight how these approaches inspired a new wave of exploration techniques to enable reinforcement learning agents to solve extremely long horizon tasks.
We encourage in-person partecipation. Should you be unable to come, there will be a Teams link on our webpage published before the start of the talk.
The seminar is part of the Excellence Project MatMod@TOV.
Next appointment will be 24.05.2023 - Rongfeng Sun (NUS, Singapore), see the details on next events at https://www.mat.uniroma2.it/~rds/events.php.
[View Less]
Dear all,
The 2nd BioInference conference (https://bioinference.github.io/2023) is taking place at the Pitt Rivers Museum at the University of Oxford on the 8th-9th June 2023.
Launched in 2022, BioInference aims to bring together researchers from across statistics and mathematical modelling who work with biological systems, and from all career stages, to foster discussions between the two communities and to prompt collaborations.
If you would like to attend the event in-person (tickets …
[View More]limited and on a first come first served basis), the tickets cost £70 and can be purchased here: https://fixr.co/event/bioinference-2023-conference-tickets-341678825.
If you wish to attend the event online, the tickets cost £20 and can be purchased here: https://fixr.co/event/bioinference-2023-conference-tickets-531133874.
The conference will combine contributed talks and poster sessions. Our confirmed talk and poster presentations include:
Talks:
* Jonas Arruda (University of Bonn) "An amortized approach to non-linear mixed-effects modeling based on neural density posterior estimation"
* Sandor Beregi (Imperial College London) "Can we control an epidemic in real-time with noisy data?"
* Richard Creswell (University of Oxford) "A Bayesian nonparametric method for detecting rapid changes in disease transmission"
* Ritabrata Dutta (University of Warwick) "Inference of selection coefficients in multivariate Wright-Fisher: Generalized Bayesian Inference with Signature Kernel Score"
* Richard Everitt (University of Warwick) "Rare event ABC-SMC^2"
* Marina Evangelou (Imperial College London) "Unsupervised Learning approaches for Multi-OMICS data"
* Constandina Koki (University of Warwick) "Bayesian computational analysis of cell division dynamics"
* Elena Sabbioni (Politecnico di Torino) "A Bayesian approach for estimating RNA velocity"
* Jaromir Sant (University of Oxford) "Inferring natural selection and allele age from allele frequency time series data via exact simulation"
* Joseph Shuttleworth (University of Nottingham) "Training models with an ensemble of experimental designs to account for model discrepancy: quantifying uncertainty for predictive models of ion channel currents"
* Robin Thompson (University of Warwick) "Inference of pathogen transmissibility during infectious disease outbreaks"
* Juliette Unwin (Imperial College London) title TBC
* Thijs van der Plas (University of Oxford) "Neural assemblies uncovered by generative modeling explain whole-brain activity statistics and reflect structural connectivity"
* Darren Wilkinson (University of Durham) "Statistical emulation for individual-based models of microbial community dynamics"
* Ruihua Zhang (University of Oxford) "Simulating weak attacks in a new duplication-divergence model with gene loss"
Posters:
* Enrico Bibbona (Politecnico di Torino) "Estimating the ratio between the contagiousness of two viral strains"
* Austin Brown (University of Warwick) "Geometric ergodicity of Gibbs samplers for Bayesian error-in-variable regression"
* Alexander Browning (University of Oxford) "Modelling heterogenity with random parameters"
* Raiha Browning (University of Warwick) "AMISforInfectiousDiseases: an R package to fit a transmission model to a prevalence map"
* Alice Corbella (University of Warwick) “Inference of the case fatality risk at the beginning of an epidemic: a state-space model perspective and a robust particle filter”
* Viktoria Brunner (University of Oxford) "Large-scale Identification of Compensatory Mutations in the RNA Polymerase of Mycobacterium tuberculosis"
* Molly Cui (Kings College London) “Bayesian modelling and sequential learning of latent epidemic dynamics”
* Adam Howes (Imperial College London) "Fast approximate Bayesian inference for small-area estimation of HIV indicators using the Naomi model"
* Owen Jones (Cardiff University) "Estimating the virulence of managed parasite populations"
* Felicia Magpantay (Queen's University at Kingston, Canada), "Challenges in modeling the transmission dynamics of childhood diseases"
* Arnau Quera-Bofurall (University of Oxford) “Bayesian calibration of differentiable simulators”
* Lutecia Servius (King's College London) "Comparing classification methods and their generalisability on antibody repertoire"
* Maria Veretennikova (University of Oxford) "Circadian clock analysis for precision medicine"
* Hiu Ching Yip (Politecnico di Torino) "Modelling lemurs' calls with nearest neighbour Gaussian process"
We are looking forward to seeing you at BioInference2023,
best,
Massimiliano on the behalf of the BioInference Organisers
Ioana Bouros (Oxford); Fergus Cooper (Oxford); Richard Creswell (Oxford); Aden Forrow (Maine); Ben Lambert (Exeter); Chon Lok Lei (Macau); Massimiliano Tamborrino (Warwick); Tom Thorne (Surrey)
------
Dr. Massimiliano Tamborrino
Associate Professor
Department of Statistics
University of Warwick
https://warwick.ac.uk/tamborrino
[View Less]
________________________________
----- 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/…
[View More]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. -----
[View Less]
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 …
[View More]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
[View Less]
---------- 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
…
[View More]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
[View Less]
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 …
[View More]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
[View Less]
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: …
[View More]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
[View Less]
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, …
[View More]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>
[View Less]
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. …
[View More]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
[View Less]
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 …
[View More]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/>
[View Less]
-------- Forwarded Message --------
Subject: PostDoc positions in stochastic analysis at Bielefeld University
From: Benjamin Gess <benjamin.gess(a)gmail.com>
Dear Colleagues,
I would be grateful if you could please forward the following
announcement of two PostDoc positions in my group at Bielefeld
University to potential candidates. Thank you, and apologies for
possible cross-postings.
Best wishes
Benjamin Gess
---
The research group "Stochastic Analysis in the Sciences" …
[View More]at Bielefeld
University seeks candidates for two PostDoc positions in the field of
stochastic analysis, in particular, stochastic PDEs, mathematics of
machine learning, and stochastic dynamics. One position is funded by the
CRC 1283, and one by the ERC CoG "FluCo".
*The offer*
* PostDoc positions (TV-L 13 at 100%), flexible starting date before
01.02.2024.
* Two year contract with possible extension(s).
* Minor teaching duties.
*Requirements*
Interested candidates should have a background in one, or more, of the
following areas:
* stochastic PDE, nonlinear PDE
* mathematics of machine learning
* stochastic dynamics
*Application*
* Deadlines/* end of May & June 2023* (see link below)/. Note that late
applications may be considered until the position is filled.
* Please submit your documents (CV, list of publications, transcript of
PhD certificate, research statement, contact data of referees) to our
administration: abaum(a)math.unibielefeld.de
If you have any questions please visit
https://www.uni-bielefeld.de/uni/karriere/stellen-wiss/
<https://es.sonicurlprotection-fra.com/click?PV=2&MSGID=20230509064127093041…>,
or my webpage http://www.bgess.de
<https://es.sonicurlprotection-fra.com/click?PV=2&MSGID=20230509064127093041…>.
Best regards,
Benjamin Gess
--
Prof. Dr. Benjamin Gess (www.bgess.de
<https://es.sonicurlprotection-fra.com/click?PV=2&MSGID=20230509064127093041…>)
Universität Bielefeld
<https://es.sonicurlprotection-fra.com/click?PV=2&MSGID=20230509064127093041…>,
Fakultät für Mathematik
Max Planck Institute for Mathematics in the Sciences
<https://es.sonicurlprotection-fra.com/click?PV=2&MSGID=20230509064127093041…>,
Leipzig
[View Less]
Dear colleagues,
I would like to share with you and your Master students interested in
pursuing a PhD in Maths the ongoing selection procedure for 15 positions
with scholarships in Mathematics (5 of them on specific research topics)
at the University of Trento, jointly with the University of Verona.
The successful candidate will start on November 1, 2023 with a 3 years
long programme.
At the University of Trento there is a small but active group of
researchers in Probability and …
[View More]Stochastic Analysis. Their research
focuses on stochastic (partial) differential equations and their
applications, studying evolution problems and dynamical systems with
random parameters, integral-differential Volterra equations, stochastic
Schrödinger equations, stochastic Navier-Stokes and Euler equations, and
interacting particle systems. The methods used include Malliavin
calculus, Feynman path integration, dyadic models and rough path
integration. Applications include neuroscience, networks, finance,
quantum mechanics, materials with memory, fluid-dynamics, data
assimilation, parametric statistics, machine learning, reinforcement
learning, lithium-ion batteries.
To partecipate to the selection procedure, fill in the application
online within the deadline, May 18, 2023, 4.00 PM (Italian time).
The direct link to the online application form is the following:
http://www.unitn.it/en/apply/dott
The English translation of the official call can be found here:
https://www.unitn.it/alfresco/download/workspace/SpacesStore/83e32074-69ec-…
The official call (in Italian) can be found here:
https://www.unitn.it/alfresco/download/workspace/SpacesStore/2ce23cf8-02bb-…
Best regards,
Luigi Amedeo Bianchi
[View Less]
A tutti gli interessati
lo Sportello Matematico per l'Innovazione e le Imprese
<http://www.sportellomatematico.it/> sta organizzando la nuova edizione del
corso in “Trasferimento delle Tecnologie Matematiche per l’Innovazione”. Il
corso si svolgerà in modalità online *da lunedì 4 settembre a venerdì 8
settembre 2023*.
Il corso è rivolto a studenti e laureandi (laurea magistrale) in
*Scienze Matematiche* e *F**isiche*,* Ingegneria*,* Economia*,* Informatica*
e *Statistica*, con l’*…
[View More]obiettivo* di formare la figura professionale
dell’*Esperto
in Trasferimento delle Scienze e Tecnologie Matematiche per l’Innovazione* (in
breve: Traduttore Tecnologico).
Tale figura nasce per facilitare la comunicazione e promuovere
collaborazioni tra imprese e centri di ricerca. Grazie alla sua formazione
interdisciplinare, il *Traduttore Tecnologico* può dialogare sia con
imprese che con Centri di Ricerca specializzati in Tecnologie Matematiche.
Facilita l'incontro tra i bisogni tecnologici delle PMI e le competenze
nelle Scienze e Tecnologie Matematiche disponibili nel sistema della
ricerca pubblica e privata. Promuove un numero crescente di collaborazioni
per apportare benefici tangibili alle imprese.
*Modalità di presentazione** delle domande*
Per procedere con la domanda di partecipazione, è sufficiente compilare il
form online a questo link
<https://www.sportellomatematico.it/SMII/limesurvey/index.php/24981?lang=it>
entro
il *31 maggio 2023*, allegando un proprio CV aggiornato ed una lettera
motivazionale
<https://www.sportellomatematico.it/SMII/wp-content/uploads/2023/04/Template…>
di
autopresentazione.
Entro il *7 giugno 2023 *verrà comunicato l'esito della selezione e l'eventuale
ammissione al corso.
La partecipazione al corso è *gratuita*.
Per informazioni: www.corsotraduttoretecnologico.it
Grazie in anticipo per la collaborazione,
Il Team dello Sportello Matematico
*CONTENUTI DEL CORSO*
*Tecnologie Matematiche:* cosa sono, come vengono applicate nelle imprese,
tendenze del mercato della Ricerca e Innovazione, Prototipazione Virtuale e
Digital Twinning.
*Trasferimento Tecnologico:* contesto italiano ed internazionale, settori
industriali, esperienze di successo e strategie di comunicazione.
*Gestione dell'Innovazione:* concetti, fonti, forme, modelli ed ecosistemi
dell'innovazione, Open Innovation e rapporto con la Proprietà Intellettuale
*Sistemi di Supporto alle Decisioni e Ricerca Operativa:* abilitare il
potenziale delle Tecnologie Matematiche nel Management.
*Attori e Strutture Organizzative:* Best practices, il ruolo dello
Sportello Matematico in Italia ed in Europa.
*SBOCCHI E OPPORTUNITÀ PROFESSIONALI*
Area *Ricerca e Innovazione* presso imprese manifatturiere e di servizi
*Trasferimento Tecnologico* e *Valorizzazione della Ricerca* presso
Università e Centri di Ricerca
Partecipazione a *Progetti **Europei* su Tecnologie Matematiche per l’
Innovazione
Maurizio Ceseri
Sportello Matematico per l'Innovazione e le Imprese
Istituto per le Applicazioni del Calcolo (IAC-CNR)
via dei Taurini 19, 00185 Roma (Italy)
Tel: (+39) 0649937369
Website: sportellomatematico.it
[View Less]
Dear all,
Luiss University is seeking candidates for a Junior position in
Mathematics Applied to Economics and Finance. We invite all interested
researchers to express their interest as soon as possible, possibly by mid
January 2023. On the basis of the results of the call we will decide which
type of Junior position to announce officially (in particular if tenure
track or not).
Candidates should have a solid knowledge of advanced mathematical tools
and the clear attitude to apply such tools …
[View More]to some of the following areas:
economics, management, finance, insurance, decision theory, game theory,
and social sciences in general.
See the link
https://www.luiss.edu/call-expression-interest-2022/assistant-professor-of-…
All the best wishes for the New Year,
Sara Biagini e Fausto Gozzi
--
Sara Biagini, Professor of Mathematical Finance
Department of Economics and Finance
LUISS Guido Carli https://www.luiss.it/
Address: Viale Romania, 32 - 00197 Roma
Web: http://sites.google.com/site/sarabiagini/
[View Less]
Si segnala che è stato pubblicato in G.U. il 5 maggio 2023
1 bando da Ricercatore RTT
presso LUISS-Roma.
Settore Concorsuale 13-D4
SSD SECS-S06.
Scadenza 5 Giugno 2023.
Si invitano tutti gli interessati a presentare domanda.
Fausto Gozzi
Nine PhD scholarships funded by the University of Padova and Ministry of
University and Researchare available at University of Padova for
candidates interested in the area of *Statistical Sciences* (*start of
activities: October 1st, 2023*).
*Eligibility*
The scholarship competition is open to applicants of any age or
citizenship, holding a 2nd cycle degree or a single cycle degree from an
Italian university or an equivalent qualification from other countries
of at least four years’ …
[View More]duration (applicants can get their qualification
no later than 30th September 2023).
Admission is decided on the basis of qualifications and an interview.
*Grant awarded*
The annual grant will be of euros *16,243.00* (gross amount). The grant
will be awarded for three years and it will be subject to satisfactory
progresses evaluated on a yearly basis.
*How to apply*
The call is published *(deadline June 7, 2023 - 1 pm CEST)* at the page
http://www.unipd.it/ricerca/dottorati-di-ricerca/bandi-e-graduatorie
English version at the page
http://www.unipd.it/en/node/1053
Please note that the curriculum has to be written by filling the template
*CV_XXXIX*available from the Course web page
http://www.stat.unipd.it/ricerca/ammissione
and uploading the filled template in the online procedure.
**
*Applications are only accepted online using the link indicated in the
call.*
For more information about the Statistical Sciences PhD program see
https://www.stat.unipd.it/ricerca/dottorato-di-ricerca
For more information about admission see
http://www.stat.unipd.it/ricerca/ammissione
or contact phd(a)stat.unipd.it <mailto:phd@stat.unipd.it>
Kindest regards,
PhD Secretariat
on behalf of prof. Nicola Sartori
Coordinator of the PhD Course in Statistics
University of Padova - Italy
*We apologize for cross posting *
--
Dott.ssa Susi Ceron
Dipartimento di Scienze Statistiche
Universita' degli Studi di Padova
Via Cesare Battisti 241 - 35121 Padova
tel. +39 049 8274167 fax +39 049 8271524
www.stat.unipd.it
[View Less]
Dear colleagues,
We are happy to announce the following *hybrid* - that is, in person with
online streaming - talk:
Speaker: *Anna Paola Todino* (Univ. di Roma La Sapienza)
*Title:* Spherical Poisson Waves. (See abstract below).
Date and time: Monday *May 15, 15:00-16:00* (Rome time zone).
Place: *Aula 3014*, Dip. di Matematica e Applicazioni, Univ. di
Milano-Bicocca, Edificio U5/RATIO.
*Webex link:*
https://unimib.webex.com/unimib-it/j.php?MTID=m36eb9b9f08c85154a093e7fc2247…
*Meeting …
[View More]number:*
2742 997 0996
*Password:*
2mBQGje45SD
%%%%%%%%%%%%
*Abstract:* In this talk we introduce a model of Poisson random waves
in S^2 and
we study Quantitative Central Limit Theorems when both the rate of the
Poisson process and the energy (i.e., frequency) of the waves
(eigenfunctions) diverge to infinity. We consider finite-dimensional
distributions, harmonic coefficients and convergence in law in functional
spaces, and we investigate carefully the interplay between the rates of
divergence of eigenvalues and Poisson governing measures.
This talk is based on a joint work with Solesne Bourguin, Claudio
Durastanti and Domenico Marinucci.
%%%%%%%%%%%%
This talk is part of the
*(PMS)^2: Pavia-Milano Seminar series on Probability and Mathematical
Statistics*
organized jointly by the universities Milano-Bicocca, Pavia,
Milano-Politecnico.
Participation is free and welcome!
Best regards
The organizers (Carlo Orrieri, Maurizia Rossi, Margherita Zanella)
--
Maurizia Rossi
Dipartimento di Matematica e Applicazioni
Università degli Studi di Milano-Bicocca
https://mauriziarossi.wordpress.com
[View Less]
WORKSHOP ANNOUNCEMENT
This is to announce the workshop on "SDEs with low-regularity coefficients:
theory and numerics" <https://sites.google.com/view/singular-sdes2023/home>
that will be held in Torino on 21-22 September 2023.
The objective of the meeting is to exchange ideas and recent results in
'singular stochastic analysis' amongst the scientific community in Europe
(and beyond).
Invited speakers are:
-
Mireille Bossy (Inria Sophia Antipolis)
-
Oleg Butkovsky (…
[View More]Weierstrass Institute Berlin)
-
Konstantinos Dareiotis (University of Leeds)
-
Mate Gerencser (TU Wien)
-
Khoa Le (University of Leeds)
-
Chengcheng Ling (TU Wien)
-
Stephane Menozzi (University of Evry)
-
Francesco Russo (ENSTA)
-
Michaela Szölgyenyi (University of Klagenfurt)
-
Denis Talay (Inria Sophia Antipolis) *
* to be confirmed
There are a number of slots reserved for contributed talks. For more info
and how to apply for a contributed talk see singularSDEs - Registration
(google.com)
<https://sites.google.com/view/singular-sdes2023/registration?authuser=0>.
Deadline for application is 31st July.
The registration is free but mandatory. Deadline for registering is 10th
September. Please register here <https://forms.gle/D3D1CKidMGKmcQcG8>.
For more info you can contact Elena Issoglio at elena.issoglio(a)unito.it.
Feel free to circulate the announcement to anyone who may be interested in
this workshop.
Best wishes,
Elena Issoglio
*----------------------------------------------*
*Dr Elena Issoglio*
*Assistant Professor in Probability **(RTD-B)*
*Department of Mathematics "G. Peano", **University of Torino*
*Via Carlo Alberto 10, **10123, Torino, **Italy*
*webpage: **https://sites.google.com/view/elenaissoglio/home
<https://sites.google.com/view/elenaissoglio/home>*
*webex personal room: **https://unito.webex.com/meet/elena.issoglio
<https://unito.webex.com/meet/elena.issoglio>*
*----------------------------------------------*
[View Less]
Buongiorno
ricevo e con piacere inoltro
Saluti
Alessandra
---------- Forwarded message ---------
From: Serena Cenatiempo <serena.cenatiempo(a)gssi.it>
Date: Mon, 8 May 2023 at 08:00
Subject: SMAQ Seminar / J. Björnberg / today at 2.30 pm
Dear all,
This is a gentle reminder for today SMAQ seminar by
Jakob Björnberg <http://www.math.chalmers.se/~jakobbj/> (Chalmers and
Göteborg University)
on "*Dimerization in a quantum spin chain*", see abstract below.
The talk will be at 14.…
[View More]30 at the GSSI Auditorium (Viale Jacobucci 2) and
will be streamed via zoom at the link:
https://zoom.us/j/87571297606?pwd=bGY1ZGxpd2Y0THBEdG53Zmt3MVZ1UT09
ID riunione: 875 7129 7606
Passcode: SMAQ2223
We are looking forward to meeting you today,
Alessia and Serena
---------------------------------
> *Date:* May 8th, 2023
> *Hour:* 2.30 pm
> *Room:* GSSI Auditorium and online
> *Speaker:* Jakob Björnberg (Chalmers and Göteborg University)
>
> *Title: Dimerization in a quantum spin chain*
>
> *Abstract: *This talk concerns the phenomenon of symmetry-breaking in
> statistical physics, particularly "dimerization" where the broken symmetry
> is that of translation-invariance. After reviewing the main ideas of
> symmetry-breaking in statistical physics, I will describe a quantum spin
> system in one dimension where we prove that dimerization occurs for large
> enough spin. The proof uses a probabilistic representation in terms of a
> collection of random loops and a cluster-expansion. Based on the
> paper arXiv:2101.11464 which is joint work with Peter Mühlbacher, Bruno
> Nachtergaele and Daniel Ueltschi.
>
>
--------------------------------------------------
Serena Cenatiempo
Gran Sasso Science Institute (GSSI)
Viale Crispi n.7, 67100 - L'Aquila (Italy)
phone: +39 0862 428 0276
email: serena.cenatiempo[at]gssi[dot]com
homepage: http://www.serenacenatiempo.it/
--
*************************************************
Prof. Alessandra Faggionato
https://www1.mat.uniroma1.it/people/faggionato/
Department of Mathematics
University "La Sapienza"
Piazzale Aldo Moro, 5
00185 - Rome
Office 5, Phone (0039) 06 49913252
*************************************************
[View Less]
SEMINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO
<https://www.carloalberto.org/events/category/seminars/seminars-in-statistic…>
Giovedi 11 Maggio 2023, alle ore 12.00, presso il Collegio Carlo Alberto,
in Piazza Arbarello 8, Torino, si terrà il seguente seminario:
------------------------------------------------
Speaker: *Matteo Sesia* (University of Southern California)
Title: *Testing for outliers with conformal p-values*
Abstract:
This talk discusses the construction of provably …
[View More]valid frequentist p-values
for nonparametric outlier detection, taking a multiple-testing perspective.
The goal is to test whether new independent samples belong to the same
distribution as a reference data set or are outliers. We study a solution
based on conformal inference, a broadly applicable framework which yields
p-values that are marginally valid in finite samples but are mutually
dependent for different test points. We prove these p-values are positively
dependent and enable exact false discovery rate control, although in a
relatively weak marginal sense. We then introduce a new method to compute
p-values that are both valid conditionally on the training data and
independent of each other for different test points; this paves the way to
stronger type-I error guarantees. Finally, we discuss how to further boost
power by leveraging a separate data set of known outliers with an approach
inspired by weighted hypothesis testing. The practical relevance of our
results is demonstrated by numerical experiments on real and simulated data.
------------------------------------------------
Sarà possibile seguire il seminario anche in streaming:
Join Zoom Meeting
<https://us02web.zoom.us/j/88278987175?pwd=NXhNM3dYd1hrT0JMT2p1N2syU1J2dz09>
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/>
[View Less]
Buongiorno a tutt*
ho il piacere di annunciare il prossimo webinar del ciclo di seminari online
promosso dal Gruppo UMI PRISMA (http://www.umi-prisma.polito.it/index.html).
*Lunedì 8 maggio 2023*
*ore 16-17 Luisa Beghin *
*Title*: Non-local differential operators in probability
*Abstract*
The study of nonlocal differential operators is an active field of research
in pure and applied mathematics and has been drawing increasing attention
over the last few years. Fractional-order …
[View More]operators (i.e. integrals and
derivatives of non-integer order) are maybe the most famous and studied in
the literature. Their origin goes back to the end of the seventeenth
century, but only recently they have been applied to a variety of fields
ranging from biology to engineering, probability theory, physics, image
processing among others. In this talk, we will concentrate our attention on
the stochastic applications of non-local operators, in particular in the
theory of anomalous diffusions and renewal processes.
*ore 17-18 Valentina Cammarota*
*Title*: On the Correlation of Critical Points and Angular Trispectrum for
Random Spherical Harmonics.
*Abstract*
We prove a Central Limit Theorem for the Critical Points of Random
Spherical Harmonics, in the High-Energy Limit. The result is a consequence
of a deeper characterizations of the total number of critical points, which
are shown to be asymptotically fully correlated with the sample
trispectrum, i.e., the integral of the fourth Hermite polynomial evaluated
on the eigenfunctions themselves. As a consequence, the total number of
critical points and the nodal length are fully correlated for random
spherical harmonics, in the high-energy limit.
Qui di seguito il link per la partecipazione:
https://teams.microsoft.com/l/meetup-join/19%3ad186a45e5730441d9b85bc117124…
Cari saluti,
Claudia Ceci
******************************************************************************************************************
Claudia Ceci
Dipartimento di Metodi e Modelli per l’Economia, il Territorio e la Finanza
(MEMOTEF)
Università di Roma La Sapienza
Via Del Castro Laurenziano 9
Roma 00161 Italy
Email: claudia.ceci(a)uniroma1.it
[View Less]
---------- Forwarded message ---------
Da: Daniela Riccio <daniela.riccio(a)polimi.it>
Date: gio 27 apr 2023 alle ore 19:30
Subject: RISM VII - first announcement
To: Daniela Riccio <daniela.riccio(a)polimi.it>
Cc: Daniela Riccio <daniela.riccio(a)polimi.it>
Dear Colleagues,
this is the first announcement of the upcoming seventh RISM School which
will focus on the topic
“Exotic solutions and well posedness of ODE's and PDE's”
directed by Luigi Ambrosio, recipient of the …
[View More]Riemann Prize 2022.
It will take place in Varese during the week July 10-14, 2023 at the
Riemann International School of Mathematics, Università degli Studi
dell’Insubria, within the Riemann Prize Week celebrations. The school will
culminate on Friday 14th with the Riemann Prize ceremony at the aula magna
of the main Rector building in Varese center and the Riemann Lecture by
Luigi Ambrosio.
Please find further details at the link
www.rism.it
You are kindly asked to forwarding this message towards your Institution
and to all possible interested people.
The school will consist of two courses:
*Franco Flandoli* *Regularisation by noise for ODEs and PDEs;* *Dallas
Albritton * *Self-similarity, singularity, and non-uniqueness in partial
differential equations of fluids dynamics*
and a series of talks aimed at presenting recent advances and challenges of
contemporary research in the field.
Interested people can register at the link RISM VII - registration
<https://www.rism.it/events/riemann-prize-week-2023>
IMPORTANT: PhD students, young researchers and postdocs are invited to
applying for financial support towards lodging expenses by sending a CV to
presidente(a)rism.it
For organizing purposes we kindly ask participants to get registered as
soon as possible.
Organizing Committee:
Luigi Ambrosio, Elia Brué, Maria Colombo
Best regards,
Daniele Cassani
--
Gianmario Tessitore
Dipartimento di Matematica e Applicazioni
Università degli Studi di Milano-Bicocca
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Si avvisa che
in data 05-05-2023, alle ore 14:30 precise
presso il Politecnico di Milano, Dipartimento di Matematica, Aula Saleri sesto piano (Edificio 14 - La Nave),
nell’ambito delle attività del MOX
con il patrocinio di GRASPA
https://graspa.org
si svolgerà il seguente seminario:
Veronica Berrocal, University of California, Irvine
Titolo: Bayesian non-stationary spatial modeling via domain partitioning, with application to soil organic carbon
Abstract: Soil organic carbon (SOC) …
[View More]or the carbon found in soil’s organic matter is an important component in the Earth’s carbon cycle and can help mitigate the negative consequences of climate change. Because of its broad relevance to climate and agriculture, the Intergovernmental Panel on Climate Change recommended that the spatial distribution of SOC be carefully monitored. Due to time and cost constraints, spatially-referenced measurements of SOC or “stocks”, e.g. the amount of SOC in a volume, are available only at limited locations. In this talk I will present two Bayesian non-stationary statistical models for SOC with the goal of understanding spatial variability and dependence in SOC for sampling and spatial prediction of SOC. Both approaches model SOC by assuming that the process is globally non-stationary but locally stationary with regions of stationarity identified using different strategies. In one approach, the regions are defined as partitions of the spatial domain where spatially-varying covariates are more homogeneous; in the other, the regions are defined as subsets of the spatial domain with varying strength of spatial dependence.
I will show that inference and SOC predictions yielded by our models are valuable for sampling design and to decision makers, in that they can be used to better benchmark mechanistic models and identify targets for soil restoration projects.
Il link per seguire il seminario online sarà reso disponibile pochi minuti prima dell’avvio del seminario al seguente
Link: https://mox.polimi.it/mox-seminars/?id_evento=2273
Tutti gli interessati sono cordialmente invitati a partecipare,
Laura Sangalli
——
Laura Maria Sangalli
MOX - Dipartimento di Matematica
Politecnico di Milano
Piazza Leonardo da Vinci 32
20133 Milano - Italy
(+39) 02 2399 4554
laura.sangalli(a)polimi.it
https://sangalli.faculty.polimi.it <https://sangalli.faculty.polimi.it/>
[View Less]
Dear colleagues,
We would like to invite you to the following seminar, which will be held in person and online streaming:
Speaker: Nicola Turchi (Università di Milano-Bicocca)
Title: Comparing the min-max of two Gaussian random matrices (Abstract below)
Date and Time: Thursday May 11, 14:00-15:00 (Rome time zone).
Place: Aula 24, Dip. di Scienze Statistiche, Sapienza Università di Roma, Piazzale Aldo Moro, 5, 00185 Roma.
link: https://uniroma1.zoom.us/j/94248808208?pwd=…
[View More]NWtwcFRtZFMrU0s1c2VPbjU0NWhPQT09 <https://uniroma1.zoom.us/j/94248808208?pwd=NWtwcFRtZFMrU0s1c2VPbjU0NWhPQT09>
ID riunione: 942 4880 8208
Passcode: 337504
Best regards,
Anna Paola Todino
—————————
Abstract: We compute quantitative bounds for measuring the discrepancy between the distribution of two min-max statistics involving either pairs of Gaussian random matrices, or one Gaussian and one Gaussian-subordinated random matrix. In the fully Gaussian setup, our approach allows us to recover quantitative versions of well-known inequalities by Gordon, thus generalising the quantitative version of the Sudakov-Fernique inequality deduced by Chatterjee. On the other hand, the Gaussian-subordinated case yields generalizations of estimates obtained in the framework of the CCK theory. As applications, we establish comparison bounds for order statistics of random vectors and fourth moment bounds for matrices of multiple stochastic Wiener-Itô integrals. Based on a joint work with G. Peccati.
———————————————————
Anna Paola Todino
Dipartimento di Scienze Statistiche
Sapienza Università di Roma
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Please find below the information for an open position at CNR IMATI in Milano (www.imati.cnr.it): fixed term contract for an initial level researcher.
The deadline applications is the end of May.
Please circulate to all possible interested parties.
---
Duration: 12 months, renewable up to further 12 months.
PNRR Project: Robotics and Artificial Intelligence for Socio-Economic Empowerment (RAISE), subproject "Urban Technologies for Inclusive Engagement", Task 2.3 "Data-driven …
[View More]characterization of comfort of the built urban space"
Research topic:
Development of statistical learning methods with application to indoor and outdoor comfort models
Requirements:
At least three years experience in statistical modelling and inference, in particular in statistical/machine learning, and of programming in the R computing environment.
Alternatively: possession of a Research Doctor or a PhD title relevant to the requested experience.
Website:
(in Italian)
https://selezionionline.cnr.it/jconon/call-detail?callCode=400.11%20IMATI%2…
(in English)
https://selezionionline.cnr.it/jconon/call-detail?callCode=400.11%20IMATI%2…
For more information please contact Dr Antonio Pievatolo at CNR IMATI Milano, antonio.pievatolo(a)mi.imati.cnr.it
[View Less]
Dear colleagues,
We are happy to announce the following *hybrid* - that is, in person with
online streaming - talk:
Speaker: *Jean-Dominique Deuschel* (TU Berlin)
*Title: *An isomorphism theorem for Ginzburg-Landau interface models and
scaling limits. (See Abstract below.)
*Date and Time:* Thursday May 4, 16:30-17:30 (Rome time zone).
Place: *Aula 3014, Dip. di Matematica e Applicazioni, Univ. di
Milano-Bicocca*, Via R. Cozzi 55, Milano.
*Webex link:*
https://unimib.webex.com/unimib-it/j.…
[View More]php?MTID=mc07da73e64ea2eb0da78975bc808…
*Meeting number:*
2741 491 0178*Password: *HPxNQASR579 (47967277 for phones)
%%%%%%%%%%
*Abstract: *We introduce a natural measure on bi-infinite random walk
trajectories evolving in a time-dependent environment driven by the
Langevin dynamics associated with a gradient Gibbs measure with convex
potential. We derive an identity relating the occupation times of the
Poissonian cloud induced by this measure to the square of the corresponding
gradient field, which - generically - is not Gaussian. In the quadratic
case, we recover a well-known generalization of the second Ray-Knight
theorem. We further determine the scaling limits of the various objects
involved in dimension 3, which are seen to exhibit homogenization. In
particular, we prove that the renormalized square of the gradient field
converges under appropriate rescaling to the Wick-ordered square of a
Gaussian free field on R^3 with suitable diffusion matrix, thus extending a
celebrated result of Naddaf and Spencer regarding the scaling limit of the
field itself. (Based on joint work with Pierre-François Rodriguez.)
%%%%%%%%%%%
This talk is part of the
*(PMS)^2: Pavia-Milano Seminar series on Probability and Mathematical
Statistics*
organized jointly by the universities Milano-Bicocca, Pavia,
Milano-Politecnico.
Participation is free and welcome!
Best regards
The organizers (Carlo Orrieri, Maurizia Rossi, Margherita Zanella)
--
Maurizia Rossi
Dipartimento di Matematica e Applicazioni
Università degli Studi di Milano-Bicocca
https://mauriziarossi.wordpress.com
[View Less]
Dear All,
it is a pleasure to announce the
Summer School on “Replicability crisis in science?”
University of Padova, Italy, 18-22 September 2023
The school is open to 30 Ph.D or Master students, no fees are required,
but registration is mandatory. Lectures will be delivered in English.
Main Lecturers:
Prof. Giovanni Parmigiani, Department of Data Science, Dana Farber
Cancer Institute, Harvard University, USA
(https://scholar.harvard.edu/parmigiani)
Prof. Branden Fitelson, Department …
[View More]of Philosophy and Religion,
Northeastern University, USA
(https://cssh.northeastern.edu/faculty/branden-fitelson/)
Course Outline:
The main objective of the Summer School is to offer to a well-motivated
small group of young people starting their scientific research journey
an opportunity for high-level interdisciplinary training on crucial
issues arising from the recent debate concerning the crisis of
replicability in scientific research.
The school will provide a broad and interdisciplinary view, as well as
the tools that may enable individual participants to focus on specific
aspects of replicability that are relevant to their own discipline of
interest.
Activities will include both main lectures and lab sessions for Master
and Ph.D. students coming from different countries.
The lectures will offer to participants a set of theoretical and
applied tools to conduct and critically evaluate rigorous research. In
workshop activities, students will have the opportunity to discuss the
topics with both teachers and peers in order to overcome traditional
boundaries between statistics and philosophy and other sciences as well
as to stimulate innovative research hypotheses and international
collaborations.
Conference Website:
http://replicability.stat.unipd.it/
Registration:
application is now open until 31 May 2023. Participants will be selected
based on their CV, motivation letter, research interests, and balance
within the group in terms of gender and geographical origin.
Notification of decisions will be sent to applicants via email by 30
June 2023.
Organizers:
Department of Statistical Sciences, University of Padova, Italy:
Alessandra Salvan and Bruno Scarpa
Department of Philosophy, Sociology, Education and Applied Psychology,
University of Padova, Italy:
Massimiliano Carrara and Fabio Grigenti
Further details can be found at
http://replicability.stat.unipd.it/
or contact Bruno Scarpa (scarpa(a)stat.unipd.it)
[View Less]
Dear All,
it is a pleasure to announce the
Summer School on “Replicability crisis in science?”
University of Padova, Italy, 18-22 September 2023
The school is open to 30 Ph.D or Master students, no fees are required,
but registration is mandatory. Lectures will be delivered in English.
Main Lecturers:
Prof. Giovanni Parmigiani, Department of Data Science, Dana Farber Cancer
Institute, Harvard University, USA (https://scholar.harvard.edu/parmigiani)
Prof. Branden Fitelson, Department of …
[View More]Philosophy and Religion, Northeastern
University, USA (https://cssh.northeastern.edu/faculty/branden-fitelson/)
Course Outline:
The main objective of the Summer School is to offer to a well-motivated
small group of young people starting their scientific research journey an
opportunity for high-level interdisciplinary training on crucial issues
arising from the recent debate concerning the crisis of replicability in
scientific research.
The school will provide a broad and interdisciplinary view, as well as the
tools that may enable individual participants to focus on specific aspects
of replicability that are relevant to their own discipline of interest.
Activities will include both main lectures and lab sessions for Master and
Ph.D. students coming from different countries.
The lectures will offer to participants a set of theoretical and applied
tools to conduct and critically evaluate rigorous research. In workshop
activities, students will have the opportunity to discuss the topics with
both teachers and peers in order to overcome traditional boundaries between
statistics and philosophy and other sciences as well as to stimulate
innovative research hypotheses and international collaborations.
Conference Website:
http://replicability.stat.unipd.it/
Registration:
application is now open until 31 May 2023. Participants will be selected
based on their CV, motivation letter, research interests, and balance
within the group in terms of gender and geographical origin. Notification
of decisions will be sent to applicants via email by 30 June 2023.
Organizers:
Department of Statistical Sciences, University of Padova, Italy:
Alessandra Salvan and Bruno Scarpa
Department of Philosophy, Sociology, Education and Applied Psychology,
University of Padova, Italy:
Massimiliano Carrara and Fabio Grigenti
Further details can be found at
http://replicability.stat.unipd.it/
or contact Bruno Scarpa (scarpa(a)stat.unipd.it)
--
Dott.ssa Alessandra Fabbri Colabich
Università degli Studi di Padova
Dipartimento di Scienze Statistiche
[View Less]
Buongiorno,
ricevo e con piacere inoltro.
Saluti
Alessandra
---------- Forwarded message ---------
From: Serena Cenatiempo <serena.cenatiempo(a)gssi.it>
Date: Wed, 3 May 2023 at 08:01
Subject: GSSI Math Colloquium by Daniel Ueltschi / May 4th at 14.00
To: Alessia Nota <alessia.nota(a)univaq.it>
Dear all of the SMAQ group,
this is to announce that Daniel Ueltschi will give a Colloquium talk at
GSSI on
*Loop models and the universal distribution of the loop lengths*
this …
[View More]Thursday*, May 4th, 2023 at 14.00 in the **GSSI Auditorium (please
NOTICE the unusual time).*
The talk will be also streamed online at the link below:
https://zoom.us/j/97365002731?pwd=cmR1Y0RIV3lxTlJ5QWVJUlN0akNvQT09
ID riunione: 973 6500 2731
Passcode: MATHatGSSI
Abstract. I will review several models that consist of one-dimensional
loops living in the three-dimensional space. These models describe bosonic
systems, and classical or quantum spin systems. Their common feature is
that the joint distribution of their loop lengths has universal behaviour:
It is always a Poisson-Dirichlet distribution. Most of this theory is
conjectural, but it is backed by numerical studies and some partial
rigorous results.
Best,
Serena
--------------------------------------------------
Serena Cenatiempo
Gran Sasso Science Institute (GSSI)
Viale Crispi n.7, 67100 - L'Aquila (Italy)
phone: +39 0862 428 0276
email: serena.cenatiempo[at]gssi[dot]com
homepage: http://www.serenacenatiempo.it/
--
*************************************************
Prof. Alessandra Faggionato
https://www1.mat.uniroma1.it/people/faggionato/
Department of Mathematics
University "La Sapienza"
Piazzale Aldo Moro, 5
00185 - Rome
Office 5, Phone (0039) 06 49913252
*************************************************
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Dear colleagues,
we are happy to announce the hybrid - that is, in person with online streaming - talk of the (PMS)^2 series:
Speaker: Davide Addona (Università di Parma)
Title: Young equations in infinite dimension with singularities.
Abstract: In this talk I will present some new results about Young differential equations in infinite dimension with “non smooth” initial datum. During the talk I will introduce the concept of Young integral for non smooth paths defined by Young in 1936 and …
[View More]an algebraic approach to integration with respect to non smooth paths due to Gubinelli in 2004, whose generalization allows to consider abstract Cauchy problems driven by an irregular path. At last, if I will have time, I will give an idea of the of the theory of rough paths started by Terry Lions in 1998 and developed by other authors in the last twenty years.
Date and time: Monday May 8, 16:30-17:30 (Rome time zone).
Place: Aula Seminari - III piano (third floor), Dipartimento di Matematica, Politecnico di Milano, Piazza Leonardo da Vinci, 32 – 20133 Milano - Ed. 14 “Nave” Campus Bonardi.
(Accesso pedonale da: Via A.M. Ampère, 2 - Milano, Via E. Bonardi, 9 - Milano, Via G. Ponzio, 31 - Milano).
Zoom link:
https://polimi-it.zoom.us/j/99585933153?pwd=V0tZd1dNSThzd0hveXo5T25WWGl3QT09
Join our Cloud HD Video Meeting<https://polimi-it.zoom.us/j/99585933153?pwd=V0tZd1dNSThzd0hveXo5T25WWGl3QT09>
Zoom is the leader in modern enterprise video communications, with an easy, reliable cloud platform for video and audio conferencing, chat, and webinars across mobile, desktop, and room systems. Zoom Rooms is the original software-based conference room solution used around the world in board, conference, huddle, and training rooms, as well as executive offices and classrooms. Founded in 2011, Zoom helps businesses and organizations bring their teams together in a frictionless environment to get more done. Zoom is a publicly traded company headquartered in San Jose, CA.
polimi-it.zoom.us
ID riunione: 995 8593 3153
Passcode: 962170
This is a talk of the (PMS)^2: Pavia-Milano Seminar series on Probability and Mathematical Statistics organized jointly by the universities Milano-Bicocca, Pavia and Milano-Politecnico. For more information see the dedicated webpage:
https://paviamilanoseminars.wordpress.com/
Participation is free and welcome!
Best regards
The organizers (Carlo Orrieri, Maurizia Rossi, Margherita Zanella)
[View Less]
Dear Colleagues,
We would like to invite you to the following SPASS seminar, jointly
organized by UniPi, SNS, UniFi and UniSi:
Random currents and homologies on compact manifolds
Mauro Mariani (National Research University Moscow)
The seminar will take place on TUE, 9.5.2023 at 14:00 CET in Sala Seminari,
Dipartimento di Matematica, Pisa and streamed online at the link below.
The organizers,
A. Agazzi, G. Bet, A. Caraceni, F. Grotto, G. Zanco
https://sites.google.com/unipi.it/spass
----------…
[View More]----------------------------------
*Abstract: *
We study the long time behavior of stochastic currents associated to
diffusion processes on compact Riemannian manifolds. In the first part of
the talk, sharp results about existence and tightness of stochastic
currents will be discussed.
In the second part, some problems related to random homologies (homology
class associated to the paths of diffusion processes) will be addressed. In
particular, we give a full geometric characterization of manifolds such
that the associated random homology has a gaussian asymptotic. Some simpler
related problems (Gallavotti-Cohen symmetry, relation with the Riemannian
metric).
[View Less]
Salve,
ricevo e inoltro con preghiera di diffusione.
Cordialmente,
m.gianfelice
---------- Forwarded message ----------
Date: Tue, 2 May 2023 14:18:08 +0200
From: Cyril ROBERTO <cyril.roberto(a)math.cnrs.fr>
To: destinataires inconnus: ;
Subject: Third announcement Summer School on
"Khintchine's Inequality: old and,new", Paris, June 26-30 2023
THIRD ANNOUNCEMENT
Summer School
IHP, Paris
Monday ? Friday, June 26-30, 2023
Dear Colleague,
You are cordially invited to …
[View More]participate in the Summer School at the Henri Poincaré Institute (IHP), Paris, June 26-30,
2023.
We are pleased to inform you that Piotr Nayar and Krzysztof Oleszkiewicz (Warsaw University) will each give 10 hours of
lectures on Khintchine's inequalities.
To get more information about this Summer School, please go to the following web page:
https://indico.math.cnrs.fr/event/8606/
Registration is free but mandatory. In order to register, go to the "registration" link.
Note that the school may have some (limited) financial support for young people (PhD, postdocs). Financial support is up
to
approximately 500 euros. To ask for said support, please send an email to the organizers at
khintchine.IHP.2023(a)outlook.fr
Looking very much forward to seeing you in Paris,
With all best wishes,
The organizers (Ali Barki, James Melbourne and Cyril Roberto)
P.S.: Please bring this Summer School to the attention of graduate
students, postdocs and colleagues who may be interested.
P.P.S.: Sorry for the multiple instances of the same message.
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