Random January 2024

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54 discussions

De Finetti Risk Seminar: Giorgio Ferrari
by Marco Maggis 26 Jan '24

26 Jan '24

On behalf of the Scientific Committee of the "B. de Finetti Risk Seminars, Milano Lectures on the Mathematical Theory of Economics and Finance”, we are glad to invite you to participate at the following lecture: Giorgio Ferrari Bielefeld University Title: Stationary Mean-field Games with Singular Controls Abstract: In this talk I will present recent and ongoing results on existence, uniqueness, and characterization of equilibria for mean-field games with singular controls. This class of problems finds natural applications in Economics and Finance, such as in investment problems in oligopolies. In those games, the representative agent employs a bounded-variation control in order to maximize an ergodic profit functional depending on a long-time average of the controlled state-process. Several variants of the considered games will be presented, ranging from one-dimensional settings to multi-dimensional ones. LOCATION: The seminar will be held on *February 7, *2024 at *17.00,* Aula 10 (First Floor), Dipart. Matematica, Università di Milano, Via Saldini 50, Milano. Scientific Committee: Prof. Simone Cerreia-Vioglio (Univ. Bocconi) Prof. Marco Frittelli (Univ. degli Studi di Milano) Prof. Fabio Maccheroni (Univ. Bocconi) Prof. Marco Maggis (Univ. degli Studi di Milano) Prof. Massimo Marinacci (Univ. Bocconi) Prof. Emanuela Rosazza Gianin (Univ. Milano-Bicocca)

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Announcement - SPDE conference in Delft
by Antonio Agresti 25 Jan '24

25 Jan '24

Dear All, July 1st-July 5th 2024, there will be a stochastic PDE conference in Delft (Netherlands), titled "*SPDEs below sea level*". See also the website https://www.spde-delft2024.com/ . There is a great selection of speakers and there will be talks related to many aspects of SPDE, including well-posedness, regularity, numerical approximation, large deviations etc. If you are interested in attending the conference, then please register via the Google form on our website. Feel free to send me an email if you would like to have more information. Please note that there is a limited number of places for participants. Please register as soon as possible if you are interested in attending the conference. It is still unclear if there is room for additional talks at the conference. On behalf of the organizing committee, best regards, Antonio Agresti

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SOfA conference 2024 - second announcement
by Mastrogiacomo Elisa 24 Jan '24

24 Jan '24

Apologies in advance for cross-posting *** Dear Colleagues, The University of Insubria and Bicocca are honored to host the next international academic conference in the fields of vector and set optimization, stochastic analysis, risk management, and operation research — the 6th International Conference on Set Optimization for Applications (SOfA 2024). This edition is going to take place in Stresa from June 3 to June 7, 2024. The 6th SOfA aims to bring together experts in various fields of set and vector optimization, convex and variational analysis, stochastic analysis, multivariate dynamic programming, multi-criteria decision-making, as well as applications in economics, risk measurement, game theory, and statistics. The conference is, by tradition, very open; the scientific and local committees long to move outside the stream of set and vector optimization and bring together people with a research record in set optimization, with some maybe only remotely related to this topic. So, a very mixed and curious audience is expected. Join us also for a scenic cruise trip on Lago Maggiore and savor the spectacle of its famous islands! We enthusiastically invite all researchers, practitioners, and students in the field described above and related areas to submit proposals for presentations at the 6th SOfA conference. Abstract submission and conference registration are now open! The 6th SOfA also features a couple of tutorials on dynamic programming and stochastic optimal control, and on solution concepts in set-optimization on June 3rd. For more information about the conference, please visit our conference website<https://sites.google.com/view/sofa2024/programme?authuser=0>. If you have any questions, feel free to get in touch with us at sofa2024.conference(a)gmail.com<mailto:sofa2024.conference@gmail.com>. **Given the high tourist demand in June, we strongly recommend booking as soon as possible. Availability is not guaranteed for last-minute bookings, and rates will increase as the conference start date approaches.** We look forward to your active participation in making the 6th SOfA a diverse and engaging conference for knowledge exchange. Regards, The 2024 SOfA Organizing Committees Elisa Mastrogiacomo ----------------------------------------- Professore Ordinario di Metodi matematici dell'economia e delle scienze attuariali e finanziarie DIPARTIMENTO D'ECCELLENZA 2023/2027 Università degli Studi dell'Insubria Dipartimento di Economia Via Monte Generoso, 71 – 21100 Varese tel. +39 0332/395528 web: www.uninsubria.it<http://www.uninsubria.it/> mail: elisa.mastrogiacomo(a)uninsubria.it<mailto:mario.rossi@uninsubria.it> Chiaramente Insubria! [LOGO-ATENEO-FONDO TRASPARENTE]<http://www.uninsubria.it/> [Facebook] <https://www.facebook.com/uninsubria> [Twitter] <https://twitter.com/Uni_Insubria> [Instagram] <https://instagram.com/uninsubria> [YouTube] <https://www.youtube.com/user/LabVAMultimedia>

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PhD position in Probability at TU Vienna
by Prof. Fabio Toninelli 24 Jan '24

24 Jan '24

Dear colleagues, the Technical University of Vienna is advertising a 4-year PhD position (pre-doctoral assistant) in the research group of Probability theory (https://www.tuwien.at/en/mg/mstoch). Application deadline: February 15, 2024. Link for details and to application portal: https://jobs.tuwien.ac.at/Job/226172 Starting date of the position: October 2024. Best wishes Fabio Toninelli -- Prof. Dr. Fabio Toninelli Technical University of Vienna Institut für Stochastik und Wirtschaftsmathematik Wiedner Hauptstrasse 8-10, 1040 Wien, Austria Office: 6th floor, green area. tel: +43-1-58801-10570 https://sites.google.com/view/fabio-toninelli/home

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Call for applications - MAPPA double degree master program - Padova & Paris Dauphine
by Claudio Fontana 24 Jan '24

24 Jan '24

Dear colleagues, I would like to draw your attention to the call for applications for the MAPPA program, a DOUBLE DEGREE MASTER PROGRAM IN MATHEMATICS offered jointly by the UNIVERSITY OF PADOVA and PARIS DAUPHINE UNIVERSITY (Paris Sciences & Lettres). This two-year program features three study paths: - Mathematical Analysis - Probability and Finance - Probability and Statistical Mechanics The admitted students will spend the first year in Padova and the second year in Paris. Upon successful completion, students will be awarded two degrees: Laurea Magistrale in Matematica (from Padova) and Master in Mathematics and Applications (from Paris Dauphine). The master thesis will be conducted in collaboration with two supervisors, one in Padova and one in Paris. Admission to the program, limited to 10 students, will be based on CV, presentation letters, and an interview. Financial support and fellowships are available for admitted students. For more detailed information on the MAPPA program, please visit: https://web.math.unipd.it/mappawp The call for applications (bando) can be found here: https://www.math.unipd.it/news/bando-di-concorso-n-1-2024-per-10-posti-per-… The _DEADLINE FOR APPLICATIONS_ is MAY 13, 2024, AT 12:00 PM. Kindly inform your (brilliant) bachelor students about the MAPPA program, and feel free to contact me for further information. Best Regards, Claudio Fontana

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Assistant/Associate and PhD positions at Imperial College
by Passeggeri, Riccardo 24 Jan '24

24 Jan '24

Dear all, There is an open position for Lecturer/Senior Lecturer (equivalent to Assistant/Associate position) in Statistics in the Department of Mathematics at Imperial College London, see the post for details: https://www.imperial.ac.uk/jobs/description/NAT01621/lecturersenior-lecture… Moreover, there is an open PhD position in my group, see my website for details: https://sites.google.com/site/riccardopasseggeri If you have any questions, please do not hesitate to contact me. Thank you. Best Regards, Riccardo

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Seminario C. Gaetan presso Politecnico di Milano
by Laura Maria Sangalli 24 Jan '24

24 Jan '24

Si avvisa che in data 06.02.24, alle ore 14:30 precise, presso il Dipartimento di Matematica del Politecnico di Milano, in aula Saleri (VI piano) nell’ambito delle attività del MOX, si svolgerà il seguente seminario: Carlo Gaetan, Università Ca’ Foscari Venezia Link: https://mox.polimi.it/mox-colloquia-seminars-list/mox-seminars/?id_evento=2… Titolo: On modelling space-time threshold exceedances Abstract: The modeling of spatiotemporal extremes initially relied on asymptotic models (i.e., max-stable or r-Pareto processes) for block maxima or peaks above high thresholds. However, in many cases, empirical evidence suggested that these models were too rigid to capture the situation where more severe events tend to be more spatially and temporally localized. Recently, in order to cope with this situation, the literature has focused on different types of models that can more flexibly capture the so-called "sub-asymptotic" situation. After briefly reviewing these recent advances, we present a space-time model of threshold exceedances that embeds the spatial dependence in a time series formulation with different forms of limiting dependence with increasing threshold. Inference from the observed data is difficult due to a high-dimensional censoring scheme, and we propose an indirect inference procedure for estimation. The proposal is illustrated using a rainfall dataset. Contatti: alessandra.menafoglio(a)polimi.it<mailto:alessandra.menafoglio@polimi.it> 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-colloquia-seminars-list/mox-seminars/?id_evento=2… 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<mailto:laura.sangalli@polimi.it> https://sangalli.faculty.polimi.it

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Correct Iink for PostDoc at UNIFI - Dept of Economics and Business
by Maria Elvira Mancino 24 Jan '24

24 Jan '24

Thanks everyone who pointed me the incorrect Iink to the caII. Here, the right one. --------------------------------------------------------------------------------------- Dear All, The Department of Economics and Business, University of Firenze, offers one *position* funded by the PRIN- PNRR 2022 project “*Honey BEE VOLatility: An environmental index for assessing climatic risk impact on ecosystems service provision*” (P.I. Maria Elvira Mancino). The position is for *18 months* and is open to graduates who do not yet hold a Ph.D. The details of the call are at: https://titulus.unifi.it/albo/viewer?view=files%2F005369360-UNFICLE-15b368f… The deadline for appIication is *March 1st, 2024* Should you have any questions, please do not hesitate to contact me. I would be grateful if you could forward this message to any potentially interested candidate. Best regards Mavira -- Maria Elvira Mancino, PhD Professor of Mathematical Finance Head of the Department of Economics and Management https://www.unifi.it/p-doc2-2014-0-A-2b333931392b-1.html

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First summer school on Preference Statistics, Sardinia (Italy), 2-6 September 2024
by Valeria Vitelli 24 Jan '24

24 Jan '24

Dear all, We are thrilled to announce the first edition of the *Summer School in Advanced Statistical Learning for Preference, Ranking, and Ordinal Data - PREFSTAT2024.* This new summer school is designed to provide a comprehensive overview of preference statistics, a rapidly growing field that has gained significant attention in recent years. The event will take place on *September 2-6, 2024*, in Calasetta <https://maps.app.goo.gl/Sf6VF5LiXkGy9mjGA> (Sardinia, Italy). The summer school will cover a range of topics, including preference modeling, ranking, and ordinal data analysis. The course will be taught by leading experts in the field, and will include lectures, hands-on exercises, and group discussions. Target group includes PhD students and postdocs in the area of data science, machine learning, statistics, and related fields. Master students with basic skills in machine learning and statistics are also welcome. Early registration is now open! For more information, please visit our website: https://sites.unica.it/prefstat/ For any inquiries about the school, please make contact at: *prefstat2024(a)unica.it <prefstat2024(a)unica.it>* Best regards, Valeria Vitelli on behalf of the PREFSTAT Organizing Commitee -- Valeria Vitelli Oslo Centre for Biostatistics and Epidemiology, Department of Biostatistics, University of Oslo, Norway group page: https://www.med.uio.no/imb/english/research/groups/statistics-high-dimensio… <https://www.med.uio.no/imb/english/research/groups/statistics-high-dimensio…> mailto: valeria.vitelli(a)medisin.uio.no

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Fwd: PostDoc at UNIFI - Dept of Economics and Business
by Maria Elvira Mancino 24 Jan '24

24 Jan '24

Dear All, The Department of Economics and Business, University of Firenze, offers one *position* funded by the PRIN- PNRR 2022 project “*Honey BEE VOLatility: An environmental index for assessing climatic risk impact on ecosystems service provision*” (P.I. Maria Elvira Mancino). The position is for *18 months* and is open to graduates who do not yet hold a Ph.D. The details of the call are at: https://titulus.unifi.it/albo/viewer?view=files%2F005369360-UNFICLE-15b368f… <https://titulus.unifi.it/albo/viewer?view=files%2F005316997-UNFICLE-953f59f…> The deadline for appIication is *March 1st, 2024* Should you have any questions, please do not hesitate to contact me. I would be grateful if you could forward this message to any potentially interested candidate. Best regards Mavira -- Maria Elvira Mancino, PhD Professor of Mathematical Finance Head of the Department of Economics and Management https://www.unifi.it/p-doc2-2014-0-A-2b333931392b-1.html

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