Random June 2023

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53 participants
65 discussions

June 29 - OWABC seminar - Jonas Arruda and Yannik Shälte
by Massimiliano Tamborrino 27 Jun '23

27 Jun '23

Dear all, the last One World ABC Seminar<https://www.warwick.ac.uk/oneworldabc> of the season is behind the corner! On Thursday, June 29, at 9.30am UK time, Jonas Arruda and Yannik Shälte (University of Bonn) will talk about "Amortized simulation-based inference for non-linear mixed-effects models" with an reported below. Abstract: Non-linear mixed-effects models are a powerful tool for studying heterogeneous populations in biology, medicine, engineering, and other fields. However, fitting these models is computationally challenging when the description of individuals is complex and the population is large. To address this issue, we propose the use of neural density estimation to approximate entity-specific posterior distributions in an amortized fashion. This approximation is then used to efficiently infer population-level parameters. Applying this approach to problems from single-cell biology, we demonstrate its scalability to large datasets in an unprecedented manner. Moreover, it enables accurate uncertainty quantification, simple testing of hypotheses, and extends to stochastic models, going beyond what established methods can give. In summary, our method constitutes a highly flexible novel approach has the potential to substantially improve the analysis of heterogeneous populations. The talk will be hosted on MS Teams here: https://teams.microsoft.com/l/meetup-join/19%3ameeting_OTYyY2FkMWQtZTkwNi00… We are looking forward to seeing you soon, best, Massimiliano on the behalf of the One World ABC Seminar Organisers ------ Dr. Massimiliano Tamborrino Associate Professor Department of Statistics University of Warwick https://warwick.ac.uk/tamborrino

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4 luglio ore 11.00 - Seminario Dott. Lax Chan
by Enea Bongiorno 27 Jun '23

27 Jun '23

Buongiorno, con piacere segnalo il seguente seminario: -------------------------------- 4 luglio 2023 ore 11.00 - aula 101, campus Perrone, via Perrone, 18, Novara. Università del Piemonte Orientale. - on-line: meet.google.com/yvq-ccbt-pzt Title: *Goodness-of-fit test for the Single Functional Index Model* *Dott. Lax Chan* Università del Piemonte Orientale Abstract: An important task in regression analysis is to choose the right specification of the link function that models the dependence structure between the random elements. A challenge arises in the framework of scalar on function regression as the link function is a real-valued operator acting on a functional space, and it is difficult to visualize and hence select a coherent specification. A specification test that uses a semi-parametric approach is proposed, in particular by exploiting the Single Functional Index Model. The test statistic is a special form of U-statistic; its asymptotic null distribution is derived under suitable assumptions, and consistency is proved for a specific class of alternatives. The finite sample performances of the test are evaluated through a simulation study using both asymptotic p-values and some bootstrap approaches. An application of the method developed to a problem commonly arises in the food industry is performed to demonstrate the potentialities of the method. ----------------------------------- Locandina dell'evento <https://drive.google.com/file/d/1C-aG-f1Ml66CMNIxfcQnKD0n7O3oH83r/view?usp=…> Seminari Matematici Statistici <https://sites.google.com/uniupo.it/seminari-ms/home-page> ----------------------------------- Tutti gli interessati sono invitati a partecipare. Cordiali saluti, Enea -- Enea Bongiorno,PhD Associate Professor of Statistics Università degli Studi del Piemonte Orientale Via Perrone 18, 28100, Novara, Italia Phone: +390321375317 enea.bongiorno(a)uniupo.it upobook.uniupo.it/enea.bongiorno

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Avviso di Seminario di Alessandro De Gregorio - mercoledì 28 giugno
by luigia.caputo 26 Jun '23

26 Jun '23

SEMINARIO di PROBABILITÀ e STATISTICA MATEMATICA Il giorno mercoledì 28 giugno 2023, alle ore 11:00, nella Sala Professori al I Livello del Dipartimento di Matematica e Applicazioni "Renato Caccioppoli" dell'Università degli Studi di Napoli Federico II di Napoli il Prof. ALESSANDRO DE GREGORIO del Dipartimento di Scienze Statistiche dell'Università Sapienza di Roma terrà il seguente seminario: "Path dynamics of time-changed Lévy processes: a martingale approach" Abstract: Lévy processes time changed by inverse subordinators have been intensively studied in the last years. Their importance in connection with non-local operators and semi-Markov dynamics is well-understood, but, in our view, several questions remain open concerning the probabilistic structure of such processes. The time-changed Lévy processes are particularly useful to describe complex systems. The purpose of our work is to analyze the features of the sample paths of such processes, focusing on a martingale approach. We introduce the fractional Poisson random measure as the main tool dealing with the jump component of time-changed processes. A central role in the analysis is then played by the martingale properties of suitable fractional Poisson integrals associated with the jumps of the process. This allows to obtain a semi-martingale representation of time-changed processes analogous to the celebrated Lévy-Ito decomposition. The talk is based on a joint work with Francesco Iafrate (Sapienza University of Rome). Link a Teams: https://teams.microsoft.com/l/meetup-join/19%3aMQ4RZDBo_0G-K_PHxKtktVYAczOG… Cordiali saluti, Luigia Caputo e Enrica Pirozzi -- Luigia Caputo, PhD Ricercatore Universitario di Probabilità e Statistica Matematica, Dipartimento di Matematica e Applicazioni, Università di Napoli FEDERICO II Via Cintia, 80126, NAPOLI https://www.docenti.unina.it/luigia.caputo

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PhD studentship at the University of Leiden
by Eva Riccomagno 25 Jun '23

25 Jun '23

Ricevo ed inoltro volentieri. Cordiali saluti, Eva Riccomagno The Faculty of Science and the Leiden Institute of Advanced Computer Science (LIACS) are looking for a : PhD Candidate, Interpretable causal machine learning for intervention development from wearable sensors data This project is defined within the LABDA (Learning Network for Advanced Behavioural Data Analysis) European project: LABDA is an EU-funded Marie Sklodowska Curie Action (MSCA). Only applications received by July 15, 2023 can be considered. Information Inquiries about the research area can be made to Dr. Mitra Baratchi (m.baratchi(a)liacs.leidenuniv.nl <mailto:m.baratchi@liacs.leidenuniv.nl>) or Prof. Wessel Kraaij (w.kraaij(a)liacs.leidenuniv.nl <mailto:w.kraaij@liacs.leidenuniv.nl>). If you have any questions about the procedure, please contact Anne-Marie Alleblas (jobs(a)liacs.leidenuniv.nl <mailto:jobs@liacs.leidenuniv.nl>) Full details at https://www.universiteitleiden.nl/en/vacancies/2023/q2-english/23-4371 <https://www.universiteitleiden.nl/en/vacancies/2023/q2-english/23-43713858p…>3858phd-cand.-interpretable-causal-machine-learning-for-intervention-development-from-wearable-sensor <https://www.universiteitleiden.nl/en/vacancies/2023/q2-english/23-43713858p…>

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LTI@UniTO seminars | Christopher Polk, May 2nd and Andrea Tamoni, May 3rd @12.00
by Luca Regis 24 Jun '23

24 Jun '23

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 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

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Dottorato Matematica @Unisalento
by Fabrizio, Antonio DURANTE 22 Jun '23

22 Jun '23

Cari/e Colleghi/e, vi segnalo che, nell’ambito del bando di concorso per il Dottorato di Ricerca in “Matematica e Informatica”, XXXIX ciclo, presso l'Università del Salento, è disponibile n. 1 posto a tematica vincolata a valere sul PNRR – Centro Nazionale di Ricerca in High- Performance Computing, Big Data and Quantum Computing finalizzato allo svolgimento della seguente linea di ricerca: Metodi matematici per la prevedibilità di eventi climatici estremi Link: https://www1.unisalento.it/bandi-concorsi/-/bandi/view/66651275 La scadenza per l’invio delle domande è: 17 LUGLIO 2023. Invito a diffondere la notizia a tutti i potenziali interessati. Grazie in anticipo. Cordiali saluti, Fabrizio Durante --------------------------------------------------------- Fabrizio Durante Dipartimento di Scienze dell'Economia Centro Ecotekne Pal. C S.P. 6, Lecce - Monteroni LECCE (ITALY) Phone: +39 0832 29 8672 https://sites.google.com/site/fbdurante/ --

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PhD or postdoc vacancy in Munich (spectral properties of random graphs)
by Markus Heydenreich 22 Jun '23

22 Jun '23

Dear colleagues, We are looking for a talented researcher to work on a project *Localization for very sparse Erdös-Rényi graphs* at LMU Munich. The project focusses on spectral properties of very sparse Erdös-Rényi random graphs. This is a temporary position that can be filled by a PhD student or postdoc (Salary scale TV-L E13, full- or part-time, fixed term) to be started on 01 October 2023 or later. We are looking for candidates with excellent background in mathematical physics or probability theory. The project is part of the newly established SFB/CRC “Mathematics of Many-Body Quantum Systems and Their Collective Phenomena“ (München/Tübingen). Please contact Prof. Peter Müller (mueller(a)lmu.de <mailto:jansen@math.lmu.de>) or Prof. Markus Heydenreich (markus.heydenreich(a)uni-a.de <mailto:m.heydenreich@lmu.de>) for further information about the project. Interested candidates are invited to send a letter of motivation, curriculum vitae as well as name and contact details of two academic references to markus.heydenreich(a)uni-a.de <mailto:m.heydenreich@lmu.de>. Review of application begins on 10 July 2023 and shall continue until the position is filled. Best wishes, Markus Heydenreich and Peter Müller

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Procedura selettiva 2023RUB04 - RTDb 13D1
by Alessandra Fabbri Colabich 22 Jun '23

22 Jun '23

Buongiorno, è stato pubblicato il Bando relativo all'indizione di una procedura selettiva per 26 posti da Ricercatore a tempo determinato RTD-B, di cui uno nel settore concorsuale 13D1 presso il Dipartimento di Scienze Statistiche dell’Università degli Studi di Padova. Il bando è disponibile all’indirizzo: https://www.unipd.it/procedura-2023RUB04 La *scadenza* per la presentazione delle domande è il *20 luglio 2023 alle ore 13*. Si prega di dare la massima diffusione presso tutti gli interessati. Grazie per la collaborazione Alessandra Fabbri Colabich -- Dott.ssa Alessandra Fabbri Colabich Università degli Studi di Padova Dipartimento di Scienze Statistiche

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4th Italian Workshop of Econometrics and Empirical Economics: “Climate and Energy Econometrics” Bozen, 25-26 January 2024
by Monica Billio 21 Jun '23

21 Jun '23

Home The *Italian Econometric Association* (SIdE-IEA), in collaboration with the Rimini Center for Economic Analysis (RCEA <https://www.rcea.world/>), is pleased to announce the *4th Italian Workshop of Econometrics and Empirical Economics: * *“Climate and Energy Econometrics”* *Bolzano – Bozen* *25-26 January 2024* The workshop focuses on methodological advances and innovative applications of state-of-the-art econometric methods for analyzing climate and energy topics; it aims at bringing together econometricians, economists and statisticians to communicate and discuss the current developments in all fields of econometrics. The conference organizers welcome submissions of both empirical and theoretical research. *Keynote speakers:* * Christiane Baumeister <https://economics.nd.edu/faculty/christiane-baumeister/>(University of Notre Dame) * Jennifer Castle <https://users.ox.ac.uk/~nuff0231/>(University of Oxford) *Scientific Program Committee*: Matteo Manera <https://en.unimib.it/matteo-manera>(University of Milano-Bicocca, chair), Richard Baillie (Michigan State University), Andrea Bastianin (University of Milano), Monica Billio (Ca’ Foscari University of Venice), Hilde Bjørnland (BI Norwegian Business School), Alessandra Canepa (University of Turin), Roberto Casarin (Ca’ Foscari University of Venice), Luca Fanelli (University of Bologna), Stefano Grassi (Università di Roma “Tor Vergata”), Ana Maria Herrera (University of Kentucky), Camilla Mastromarco (Università della Calabria), Zack (J. Isaac) Miller (University of Missouri), Chiara Monfardini (University of Bologna), Rocco Mosconi (Politecnico Milano), Tommaso Proietti (Università di Roma “Tor Vergata”), Gazi Salah Uddin (Linkoping University). *Local Program Committee*: Francesco Ravazzolo <https://www.unibz.it/en/faculties/economics-management/academic-staff/perso…> (Libera Università di Bolzano, co-chair) Greta Goracci (Libera Università di Bolzano), Claudio Morana <https://sites.google.com/unimib.it/claudio-morana>(University of Milano-Bicocca, co-chair) *Submissions*: Papers can be submitted electronically in pdf format (with a limit of one paper per submitter) at https://easychair.org/conferences/?conf=iweee2024 <https://easychair.org/conferences/?conf=iweee2024> The deadline for submissions is *September 3, 2023*. *Fees: * */_SIdE members_/**_:_* SIdE members must regularize their 2024 membership before the beginning of the conference. To renew SIdE membership or become SIdE member visit www.side-iea.it/become-member <http://www.side-iea.it/become-member> * Early bird (until 30th November 2023): 120 euro (regular), 75 euro (student) * Late (after 30th November 2023): 180 euro (all) /_Non SIdE members_/_:_ * Early bird (until 30th November, 2023): 250 euro * Late (after 30th November 2023): 350 euro *Important dates: * * Submission deadline: 3rd September 2023 * Decision notification: 10th November 2023 * Early bird registration: no later than 30th November 2023 * Presenting authors registration: no later than 30th November 2023 *Venue:* Free University of Bozen-Bolzano 4 Universitätsplatz 1 - piazza Università, 1 39100 Bozen-Bolzano *Website:* https://www.side-iea.it/events/conferences/4th-italian-workshop-econometric… <https://www.side-iea.it/events/conferences/4th-italian-workshop-econometric…> *Sponsors:* *Immagine che contiene testo, Carattere, Elementi grafici, grafica Descrizione generata automaticamente* *Immagine che contiene testo, Carattere, schermata, rosso Descrizione generata automaticamente* Immagine che contiene testo, Carattere, schermata, design Descrizione generata automaticamente

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Concorso 1 posto RTD B in STATISTICA - Università Cattolica del Sacro Cuore sede di Milano
by Consonni Guido 21 Jun '23

21 Jun '23

Si segnala il concorso in oggetto indetto con Decreto rettorale n. 9948 del 15 maggio 2023 e pubblicato sulla G.U. - 4ª serie speciale - concorsi n. 45 del 16 giugno 2023. Ricercatori a tempo determinato (art. 24, comma 3, Lettera B L. 240/2010) SETTORE CONCORSUALE: 13/D1 STATISTICA SETTORE SCIENTIFICO-DISCIPLINARE: SECS-S/01 Statistica https://progetti.unicatt.it/progetti-ateneo-milano-brescia-piacenza-e-cremo… SCADENZA 17 luglio 2023 [http://static.unicatt.it/ext-portale/5xmille_firma_mail_2023.jpg] <https://www.unicatt.it/uc/5xmille>

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