Registration is open for the second edition of the Florence-Paris Workshop,
organized by the Department of Economics and Management of the University
of Florence and sponsored by the Institut Louis Bachelier of Paris.
Registration is free.
The workshop will take place on *July 10-11, 2023*. The theme of the second
edition is Statistics of Random Processes and Its Applications to Financial
Econometrics.
The keynote speakers will be Jean Jacod (Sorbonne) and Valentina Corradi
(University of …
[View More]Surrey).
For further information, including the workshop program and the
registration link, please consult the website:
https://sites.google.com/unifi.it/2ndflopawp/home-page
Best regards
Mavira
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Martedì 20 giugno 2023 alle ore 14:00, Aula 211
Dipartimento di Matematica e Fisica di Roma Tre,
Largo San Leonardo Murialdo,1- 00146 Roma.
Speaker: Giorgio Cipolloni (Princeton Center for Theoretical Science)
Title: Quantum Unique Ergodicity and its fluctuations for Wigner matrices.
Abstract: We prove that the eigenvectors of Wigner matrices satisfy the
Eigenstate Thermalization Hypothesis (ETH), which is a strong form of
Quantum Unique Ergodicity (QUE) with optimal speed of convergence. …
[View More]Then,
using this a priori bound as an input, we analyze the Stochastic Eigenstate
Equation (SEE) and prove a Wigner matrix analog of the Berry random wave
conjecture.
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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:
*A geometric approach to deriving and numerically integrating models with
transport-type noise in geophysical fluid dynamics.*
by *Erwin Luesink *(Imperial College London)
The seminar will take place on *TUE, 13.06.2023* at *14:00 CET* in Aula
Volterra, Scuola Normale Superiore (please note the unusual venue) and
…
[View More]streamed online here <https://meet.google.com/gji-phwo-vbg>.
The organizers,
A. Agazzi, G. Bet, A. Caraceni, F. Grotto, G. Zanco
https://sites.google.com/unipi.it/spass
---------------------------------------
Abstract:
*In this talk I will discuss how the framework of geometric continuum
mechanics can be made stochastic by introducing the stochastic
Euler-Poincare theorem. This naturally leads to noise of transport type in
fluid dynamics while maintaining geometric invariants, such as the
enstrophy in two-dimensional ideal fluids. In special cases, it is possible
to discretise the equations of motion while preserving most of the
structure, which provides strong numerical evidence for Kraichnan’s double
cascade conjecture in two-dimensional incompressible fluids. I will also
discuss some recent progress for the quasi-geostrophic equations.*
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Dear Colleagues,
We would like to invite you to the following seminar that will take place
on June 16 at 14.30 at the Math Department of Padova.
The seminar will be held in person and online via the Zoom platform.
_____________________________________________________
*Speaker:* Françoise Pène (Université de Brest)
*Title:* Random walks in random sceneries and related models
*Date and time*: Friday, June 16, 2023 at 14.30
*Place*: room 2BC30 at the Department of Mathematics, University …
[View More]of Padova
*Zoom link:* https://unipd.zoom.us/j/89608513325
(Meeting ID 896 0851 3325 )
available also on the webpage https://www.math.unipd.it/~bianchi/seminari/
*Abstract:* I will present random walks in random sceneries (RWRS) as well
as the following related models : U-statistics indexed by random walks, a
model (by Matheron & de Marsily) of stratified media with inhomogeneous
layers (random one-way streets) and the one-dimensional Lévy-Lorentz gas
(random roundabouts on a line). I will present in particular results
obtained in collaboration with Fabienne Castell, Nadine Guillotin-Plantard
& Bruno Schapira (RWRS and stratified model), with Brice Franke & Martin
Wendler (U-statistics), with Frank Aurzada (persistence), with Alessandra
Bianchi and Marco Lenci (Lévy-Lorentz gas).
--
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/
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Dear all,
I recall that the University of Padova issued its announcement for
PhD scholarships, with deadline June 7 (TOMORROW) AT 13 CEST.
Please find below details for positions in Mathematical Sciences.
- the official application for all the PhD schools can be found here:
https://www.unipd.it/en/phd-courses-2023-2024
- we have a total of 14 positions, of which 9 "open" and 5 linked to
particular topics (Min. Dec. 118/2023). Of particular …
[View More]interest for
Probability, Applied mathematics and Finance, I mention the 3rd one "1
scholarship generico PNRR... curriculum Computational Mathematics", the
4th one "Data-driven approaches for assessing the financial
criticalities etc." and the 5th one "Mathematical market models for
renewable energy, also in collaboration with ARERA"
- to get more specific information on our PhD course, please visit
https://dottorato.math.unipd.it
Now, some more general information.
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’ 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
Applications are only accepted online using the link indicated in the
call.
Please circulate among all interested people.
Tiziano
--------------------------------------------------------------------------
Tiziano Vargiolu
Dipartimento di Matematica Phone: +39 049 8271383
Universita' di Padova Fax: +39 049 8271428
Via Trieste, 63 E-mail: vargiolu(a)math.unipd.it
I-35121 Padova (Italy) WWW: http://www.math.unipd.it/~vargiolu
--------------------------------------------------------------------------
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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
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SEMINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO
<https://www.carloalberto.org/events/category/seminars/seminars-in-statistic…>
Venerdi 9 Giugno 2023, alle ore 12.00, presso il Collegio Carlo Alberto, in
Piazza Arbarello 8, Torino, si terrà il seguente seminario:
------------------------------------------------
Speaker: *Claudia Strauch* (Aarhus University, Denmark)
Title: *On nonparametric approaches to stochastic control*
Abstract:
Theoretical solutions to stochastic optimal control …
[View More]problems are well
understood in many scenarios; however, their practicability suffers from
the assumption of known dynamics of the underlying stochastic process. This
raises the challenge of developing purely data-driven strategies, which we
explore for ergodic singular control problems associated to continuous
diffusions and Lévy processes. In particular, we describe the specific
statistical challenges arising in the stochastic control context, and we
provide a brief overview of the current state-of-the-art for nonparametric
inference of scalar and multidimensional diffusion processes. Finally, we
show how these findings translate into exact rates of convergence of
polynomial order for the regret for the considered control problems.
------------------------------------------------
Sarà possibile seguire il seminario anche in streaming:
Join Zoom Meeting
<https://us02web.zoom.us/j/86072582856?pwd=c3RveWVHTjdzTERiVnFra3RpVWJTQT09>
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/>
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