---------- Forwarded message ----------
Date: Wed, 10 Jan 2024 12:06:36 +0000
From: Mark PODOLSKIJ <mark.podolskij(a)uni.lu>
Subject: Two positions in Vrije Universiteit Amsterdam
Dear colleagues,
The Department of the Mathematics of the Vrije Universiteit Amsterdam is hiring two new
Assistant Professors in Mathematical Statistics and Stochastic Processes.
More information can be found here: https://lnkd.in/ea8t6_qB; deadline 4 February, 2024.
For exceptional, experienced …
[View More]candidates an appointment as associate professor is a
possibility.
Best,
Frank and Mark
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Dear Colleagues,
We would like to invite you to the following SPASS seminar, jointly
organized by UniPi, SNS, UniFi and UniSi:
*A.e. uniqueness for (stochastic) Lagrangian trajectories for Leray
solutions to 3D Navier-Stokes*
by Lucio Galeati (EPFL)
The seminar will take place on TUE, 16.01.2024 at 14:00 CET in Aula
Seminari, Dipartimento di Matematica, UNIPI and streamed online at the link
below.
The organizers,
A. Agazzi, G. Bet, A. Caraceni, F. Grotto, G. Zanco
https://sites.google.com/…
[View More]unipi.it/spass
--------------------------------------------
*Abstract: *
*We revisit a result due to Robinson and Sadowski (2009), who first showed
a.e. uniqueness of Lagrangian trajectories for admissible weak solutions to
$3$D Navier-Stokes, for sufficiently regular $u_0$. We give an alternative
proof, based on a newly established asymmetric Lusin-Lipschitz property of
Leray solutions, exploited crucially in the arguments from Caravenna-Crippa
(2021) and Brué-Colombo-De Lellis (2021). This approach is more robust,
requiring no assumptions on $u_0$ and being applicable also to the
stochastic characteristics of the system.Finally, if $u_0$ is regular (say
$u_0\in H^{1/2}$), then we are able to exploit the diffusive behaviour of
stochastic trajectories to further prove that, for any fixed
$x_0\in\mathbb{R}^d$, path-by-path uniqueness for the SDE $d X_t = u(t,X_t)
d t + d B_t, X|t=0 = x_0$.*
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Dear all,
you are all invited to participate to the following seminar on *Tuesday
23th of January 2023 at 16:00* in Aula Seminari Demografica 2062 at
University of Milano Bicocca (via degli Arcimboldi 8, Milano - building U7,
2nd floor):
Speaker: *Alessandro Doldi* (University of Florence)
Titolo: *Collective Arbitrage and the Value of Cooperation*
Abstract:
The paper aims at extending the classical Arbitrage Pricing Theory to a
scenario where N agents engage in financial market investments …
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permitted to collaborate through exchanges. Within this framework, we
introduce the concepts of Collective Arbitrage and Collective
Super-replication. Subsequently, we establish versions of the fundamental
theorem of asset pricing and the pricing-hedging duality tailored to this
cooperative setting. Illustrative examples demonstrate the advantages of
our proposed approach. The novel notions of Collective Arbitrage and
Collective Super-replication highlight the pivotal role of cooperation and
the multidimensional aspect. Notably, when there is only a single agent
involved, the theory reduces to the classical one.
Best wishes,
Emanuela
******************************************
Emanuela Rosazza Gianin
Dipartimento di Statistica e Metodi Quantitativi
Università di Milano-Bicocca
Via Bicocca degli Arcimboldi, 8
20126 Milano
Tel. 02 64483208
e-mail: emanuela.rosazza1(a)unimib.it
******************************************
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Please bring to the attention of anybody who might be interested:
A call for a full-time position as Assistant/Associate Professor in Statistics is open at Luiss University (Rome, Italy).
On the basis of the results of the call, Luiss will decide which type of position to announce officially (if Tenure Track Researcher or Associate Professor).
The call will be open until mid-February, but the screening process will start earlier. Interested candidates are encouraged to submit their expression …
[View More]of interest by January 31, 2024.
All details regarding this and 31 other open calls in many different disciplines (including Data Science, Mathematics and others) can be found at: https://www.luiss.edu/call-expression-interest-23-24
Cordially,
Marco Perone Pacifico
Professor of Statistics
Department of Economics and Finance
Luiss
Libera Università Internazionale
degli Studi Sociali Guido Carli
Viale Romania, 32 - 00197 Roma
T +39 06 85225754
mperonepacifico(a)luiss.it<mailto:lgiusti@luiss.it> www.luiss.it<http://www.luiss.it/>
Il tuo 5x1000 alla Luiss: C.F. 0250871058
La presente e-mail proviene da Luiss Guido Carli e s'intende inviata per scopi lavorativi. Tutte le informazioni ivi contenute, compresi eventuali allegati, sono da ritenersi esclusivamente confidenziali e riservati secondo i termini del vigente D.Lgs. 196/2003 in materia di privacy e del Regolamento europeo 679/2016 - GDPR. È vietato qualsiasi ulteriore utilizzo non autorizzato. Qualora la stessa Le fosse pervenuta per errore, La preghiamo di eliminarla immediatamente e di darcene tempestiva comunicazione. Grazie.
This e-mail message is sent by Luiss Guido Carli for business purposes. All informations contained therein, including any attachments, are for the sole use of the intended recipient and may contain confidential and privileged information pursuant to Legislative Decree 196/2003 and the European General Data Protection Regulation 679/2016 - GDPR -. Any unauthorized review, use, disclosure or distribution is prohibited. If you are not the intended recipient, please contact the sender by soon reply this e-mail and destroy all copies of the original message. Thanks
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Dear colleagues and friends,
probability theory is a central research theme at UCL Statistical Science. Our research spans several topics including: coupling, ergodic theory, growth-fragmentation, insurance risk, Lévy processes, optimal transport, point processes, random graphs, random interfaces, processes with reinforcement, scaling limits, and statistical mechanics.
All PhD students in probability at UCL Statistical Science will be part of and supported by our group. They will also …
[View More]have the opportunity to interact with closely related areas in statistical theory such as causal inference and Markov chain Monte Carlo.
In their first year, new students will have the chance to partake in basic and advanced training in probability and statistics, with the aim that a student in our group will be conversant with the main research in the probability group and will be familiar with the broader research in statistical theory.
For more information, interested students are encouraged to contact:
Alessandra Cipriani, a.cipriani(a)ucl.ac.uk<mailto:a.cipriani@ucl.ac.uk>;
Codina Cotar, c.cotar(a)ucl.ac.uk<mailto:c.cotar@ucl.ac.uk>;
Terry Soo, t.soo(a)ucl.ac.uk<mailto:t.soo@ucl.ac.uk>;
Alex Watson, alexander.watson(a)ucl.ac.uk<mailto:alexander.watson@ucl.ac.uk>.
Our department has a current call for studentships, which are centrally managed. Applications are invited for up to 5 PhD Studentships based at the Department of Statistical Science, UCL. The position can involve any topic within the Statistical Science remit. The positions available are:
--Up to 4 Departmentally-funded Teaching Assistantships - Starting date in September 2024.
--1 Studentship funded by the Heilbronn Institute - Starting date in September 2024.
https://heilbronn.ac.uk/about/postgrad-students/
--Deadline for Applications: 22 January 2024.
The details of these scholarships, including the eligibility requirements and application procedure are available from the link below:
https://www.ucl.ac.uk/statistics/prospective-postgraduates/studentships
Feel free to forward the announcement to interested colleagues and students.
Best wishes,
Alessandra Cipriani
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Dear Colleagues,
The Department of Operations and Decision Systems of Université Laval has an opening for a tenure-track faculty position in Data Analysis and Quantitative Methods. The deadline for applying is February 29, 2024.
You find all details at https://www.rh.ulaval.ca/emploi/HCM/8135/votreexpertise
Please forward this opportunity to anyone who might be interested!
Regards,
Marzia Cremona
Marzia A Cremona
Department of Operations and Decision Systems
Université Laval
T 418 656-…
[View More]2131, poste 412525
https://marziacremona.com<https://marziacremona.com/>
Pavillon Palasis-Prince, local 2449
2325, rue de la Terrasse
Québec (Québec) G1V 0A6
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Dear colleagues,
The probability and combinatorics groups at the University of Vienna, TU Vienna and TU Graz have recently been awarded a substantial grant from the Austrian Science Fund. Among other things, this 4.3M€ grant will fund 6 PhD positions and 8 postdocs for research on random discrete structures at the interface between probability/statistical mechanics and combinatorics. There will also be a number of events and scientific activities which ought to lead to a highly collaborative …
[View More]environment. (Stay tuned for further announcements!)
PhD and postdoc applications in these areas are warmly invited. The starting date is flexible but we target a start around September 2024 or before.
We encourage potentially interested candidates to consult the webpage<https://sfbrandom.univie.ac.at/> of our project for more details about the grant and associated activities; the application<https://sfbrandom.univie.ac.at/open-positions-available/> page contains both additional scientific details of the relevant projects, practical details about the positions themselves (duration, salary, etc.) and instructions for the applications.
Also feel free to get in touch with one of us for any additional questions.
WIth best wishes,
Nathanaël Berestycki (Uni Wien, coordinator)
Michael Drmota (TU Wien)
Ilse Fischer (Uni Wien, co-coordinator)
Mihyun Kang (TU Graz)
Christian Krattenthaler (Uni Wien)
Marcin Lis (TU Wien)
Benedikt Stufler (TU Wien)
Fabio Toninelli (TU Wien, co-coordinator)
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Kind All,
on behalf of the Steering Committee, I am pleased to inform you of the
following deadline extensions for MAF2024.
My apologies for any cross-posting.
Best regards, Marco Corazza
*11th International Conference*
*MATHEMATICAL AND STATISTICAL METHODS FOR ACTUARIAL SCIENCES AND FINANCE -
MAF2024*
*University of Le Havre Normandie, Le Havre Cedex (FR) - April 4-6, 2024*
*https://sites.google.com/unisa.it/maf-2024/
<https://sites.google.com/unisa.it/maf-2024/>*
*(-)* *Deadline …
[View More]extension*
*(1)* Abstract submission: *January 28, 2024 *- Notification of abstract
acceptance: *February 10, 2024*
*(2)* Paper submission: *January 14, 2024 *- Notification of paper
acceptance: January 24, 2024 [unchanged] - The final version of the paper,
revised according the peer review, must be sent by February 6, 2024
[unchanged]
On this occasion, we would like to remind:
*(-)* *Abstracts* can be submitted to
*https://sites.google.com/unisa.it/maf-2024/call-for-papers
<https://sites.google.com/unisa.it/maf-2024/call-for-papers>* (free format).
*(-)* *Short papers* (4 to 6 pages) can be submitted to
*https://sites.google.com/unisa.it/maf-2024/call-for-papers
<https://sites.google.com/unisa.it/maf-2024/call-for-papers>*, according to
the Springer template downloadable from
*https://sites.google.com/unisa.it/maf-2024/conference-publications
<https://sites.google.com/unisa.it/maf-2024/conference-publications>*.
*(-)* Proposals for *organized sessions* have to be sent to
*maf2024(a)orange.fr
<maf2024(a)orange.fr>*. In the text, indicate please: name(s) and
affiliation(s) of the organizer(s); title of the session; names,
affiliations, and addresses of the speakers.
*(-)* *Topics of interest* include (but are not limited to): Actuarial
models; Analysis of high-frequency data; Artificial Intelligence;
Behavioural finance; Blockchain technologies; Commodity markets analysis;
Credit risk methods and models; Decentralized Finance; Digital asset
analysis; ESG finance; FinTech and InsurTech; Financial econometrics;
Forecasting of dynamical actuarial and financial phenomena; Fund
performance evaluation; Insurance portfolio analysis; Interest rate models;
Life insurance; Longevity; Machine Learning in actuarial sciences and
finance; Management in insurance business; Methods and models for time
series analysis; Models for financial derivatives; Multivariate techniques
for financial analysis; Pensions; Optimization methods for insurance and
finance; Pricing; Probability in actuarial sciences and finance; Real-world
finance; Risk management; Solvency analysis; Sovereign risk; Static and
dynamic portfolio selection and management; Text analysis in finance;
Trading systems.
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Dear colleagues,
There is a second postdoc opening in my new group, this time under the
supervision of Costantino Ricciuti. Please see below. The call is in
Italian, but help is available.
Best wishes,
Enrico Scalas
--
Title: Random processes and their applications
Duration: 12 months.
At: Department of Statistical Sciences, Sapienza University of Rome
Description: The research will partly focus on the interactions between
non-local and fractional equations, anomalous diffusions and semi-…
[View More]Markov
processes. We are looking for candidates with mathematical skills and/or
the ability to manage applied models. The call is open to mathematicians,
physicists, statisticians, as well as graduates in economics and
engineering.
The call can be found at the following link
https://web.uniroma1.it/trasparenza/dettaglio_bando_albo/212846
Candidates must apply by January 27, 2024.
If you need help in applying you can contact costantino.ricciuti(a)uniroma1.it
. You can also contact the same address for any information.
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Dear all,
you are all invited to participate to the following seminar on *Wednesday
10th of January 2023 at 16:00* in Aula Seminari Demografica 2062 at
University of Milano Bicocca (via degli Arcimboldi 8, Milano - building U7,
2nd floor):
Speaker: *Giulia Di Nunno* (University of Oslo)
Titolo: *Sandwiched Volterra volatility models, power law and option
pricing*
Abstract:
We consider a financial market with stochastic volatility driven by an
arbitrary Hölder continuous Gaussian Volterra …
[View More]process. The distinguishing
feature of the model is the form of the volatility equation which ensures
the solution to be “sandwiched” between two arbitrary functions chosen in
advance. Hence the name Sandwiched Volterra Volatility (SVV) model.
Targeting option pricing, we discuss the structure of local martingale
measures in this market and we develop an algorithm of pricing options with
discontinuous payoffs. Our tools rely on the study of Malliavin calculus,
indeed the Malliavin differentiability of the equations and prices is
studied. With these, we can also study the power law property of the SVV
model.
Best wishes,
Emanuela
******************************************
Emanuela Rosazza Gianin
Dipartimento di Statistica e Metodi Quantitativi
Università di Milano-Bicocca
Edificio U7 – 4° Piano
Via Bicocca degli Arcimboldi, 8
20126 Milano
Tel. 02 64483208
e-mail: emanuela.rosazza1(a)unimib.it
******************************************
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