October 2024 - Random - Mailing list — Dipartimento di Matematica, UniPI

LUISS Seminar, Luca Taschini -- October 17 at 12:00
by Sara 15 Oct '24

15 Oct '24

Dear all, we are happy to announce the next seminar by *Luca Taschini*, Chair of Climate Change Finance - University of Edinburgh Business School and Grantham Research Institute the LSE: *Title: Equity Returns and Firm Performance* 17 Oct 2024 - 12:00 / 13:00 Viale Romania Meeting room: TD2 AB *Abstract:* We present a statistic representing the variability of temperature anomalies and demonstrate its impact on US firms and investors. A long-short strategy that sorts firms based on spatial exposure earns a market- adjusted alpha of 39 basis points per month. The metric is related to aggregate decreases in firm profitability, with asymmetric effects across industries. These outcomes are driven by reductions in consumer demand and labor productivity coupled with changes in investor and media attention. The geographically scalable statistical framework provides a reference for assessing the quantitative effects of physical climate risks, offering a metric for improving the disclosure of material climate risks. *Online participation* link: https://luiss.webex.com/luiss/j.php?MTID=mb1bba82226a8ed98cee062b608143886 user: w_guest(a)luiss.it pw: iWM6dnD4k0Q *Ciao, Sara* 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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Junior Workshop on Mathematical Game Theory
by Marco Scarsini 14 Oct '24

14 Oct '24

We are pleased to announce the Junior Workshop on Mathematical Game Theory <https://sites.google.com/view/jwmgt/home>. It will take place on November 21-22, 2024 at Luiss University. Only invited speakers will give a talk. There will be neither contributed talks nor posters. We have some capacity (and budget) constraints, so, although attendance is free, we need participants to register by filling out this form <https://docs.google.com/forms/d/e/1FAIpQLSfmVRc8mAq-xOySVNfrrC2k3MbwYnAaVEd…> by October 31. The workshop will bring together a group of young researchers in different areas of mathematical game theory. The talks will cover, among others, the following topics: Random games Stochastic games Learning in games Matching theory Dynamic routing games Algorithmic game theory Workshop address: Viale Pola 12, <https://www.google.com/maps/place/Luiss+Guido+Carli/@41.9189645,12.5087042,…> 00198 Rome, Italy <https://www.google.com/maps/place/Luiss+Guido+Carli/@41.9189645,12.5087042,…> The organizers Maurizio D'Andrea Marco Scarsini Xavier Venel Junior Workshop on Mathematical Game TheoryJunior Workshop on Mathematical Game Theory <https://sites.google.com/view/jwmgt/home> ******************************************************* Marco Scarsini Dipartimento di Economia e Finanza Luiss University Viale Romania 32 00197 Roma, ITALY

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Seminars Stochastics and Applications: Mathis FITOUSSI
by Stefano Pagliarani 14 Oct '24

14 Oct '24

Dear all, On October 15th, in the classroom Aula Arzelà, Department of Mathematics of the University of Bologna, the following seminar will take place: * 14:00-15:00: Mathis FITOUSSI "WEAK DISCRETIZATION ERROR TECHNIQUES FOR SINGULAR DRIFT SDES" as part of the cycle Stochastics and Applications. The abstracts are available at https://www.dm.unibo.it/seminari/mat/serials/36. For any question, please contact the organizer: Stefano Pagliarani (stefano.pagliarani9(a)unibo.it) ------------------------------------------------------------------------------------------------------------------------ Stefano Pagliarani, Associate Professor Piazza di Porta S. Donato, 5 University of Bologna (Alma Mater) 40126 Bologna (BO), Italy Department of Mathematics Cell. Phone +39 366 5013755 Email: stepagliara1(a)gmail.com<mailto:stepagliara1@gmail.com>, <mailto:stefano.pagliarani9@unibo.it> stefano.pagliarani9(a)unibo.it<mailto:stefano.pagliarani9@unibo.it> Zoom: https://unibo.zoom.us/j/3755841669 -----------------------------------------------------------------------------------------------------------------------

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First Announcement: 14th International Symposium on Imprecise Probabilities (ISIPTA 2025) - Bielefeld
by Ferrari, Giorgio 12 Oct '24

12 Oct '24

Dear All, I forward the following announcement which might be of interest for some of you. Best wishes, Giorgio Ferrari %%%%%%%%%%%%%%%%% First Announcement: 14th International Symposium on Imprecise Probabilities (ISIPTA 2025) - Bielefeld We are excited to announce that the 14th International Symposium on Imprecise Probabilities: Theories and Applications (ISIPTA 2025) will be held at the Bielefeld University Center for Interdisciplinary Research from Tuesday, July 15, 2025, to Friday, July 18, 2025. ISIPTA is the premier international event dedicated to the exploration of imprecise probabilities, providing a platform for both theoretical advancements and practical applications. We invite contributions on all aspects of imprecise probabilities, a term encompassing a wide range of mathematical and statistical models that quantify uncertainty without the restriction of precise probabilities. Topics of interest include, but are not limited to, sets of probability measures, partial preference orderings, game-theoretic probability, choice functions, interval probabilities, risk measures, nonlinear expectations, belief functions, and possibility theory. The symposium will feature both contributed sessions and keynote talks from leading experts in the field. Keynote speakers are • Carole Bernard (Grenoble École de Management & Vrije Universiteit Brussel) • Itzhak Gilboa (Hautes Études Commerciales de Paris) • Peter Grünwald (Centrum Wiskunde & Informatica & Leiden University) • Jan Obłój (University of Oxford) For further details, please visit the conference website: https://isipta25.sipta.org/home We look forward to welcoming you to Bielefeld!

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Fwd: [ST-NET] Postdoc in Innsbruck in probability
by Elisabetta Candellero 11 Oct '24

11 Oct '24

Ricevo e inoltro con piacere. Elisabetta --------- Postdoc opening at the University of Innsbruck, Austria. The position is for 3.5 years, starting with March 1, 2025. The area of research is probability theory, in particular random walks on graphs and groups, branching random walks, aggregation models such as internal DLA, sandpiles, or a closely related field. The position is in the research group of Ecaterina Sava-Huss (ecaterina.sava-huss(a)uibk.ac.at, https://www.uibk.ac.at/mathematik/personal/sava-huss/) The gross salary is around 4.7k eur/month, 14 times/year and there are several other benefits for university employees. Deadline for application is November 7, 2024. For more information and to apply use the link https://lfuonline.uibk.ac.at/public/karriereportal.details?asg_id_in=14618 (legally binding announcement is in German).

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Seminario Padova - Andrea Bovo
by alekos.cecchin＠unipd.it 11 Oct '24

11 Oct '24

Buongiorno a tutti, Vorremmo segnalarvi che venerdì prossimo (18 Ottobre) alle ore 14:30 in aula 2BC30 (Torre Archimede, Università di Padova) ci sarà un seminario per il ciclo di seminari in Probabilità e Finanza di: Andrea Bovo (Università di Torino) https://sites.google.com/view/andreabovo Title: An overview on recent results on Stopper vs. Singular-controller games Date: October 18, 2024, at 14:30, 2BC30 Abstract: We study various formulations of zero-sum games between a singular-controller and a stopper over finite-time horizon in which the underlying process is a multi-dimensional controlled stochastic differential equation evolving in an unbounded domain. We prove that such games admit a value and provide an optimal strategy for the stopper. In some cases we show that the value of the game is the maximal solution, in a suitable Sobolev class, of a variational inequality of min-max type with obstacle constraint and gradient constraint. Under stricter assumptions, we provide an optimal strategy for the controller and we obtain a connection between the space derivative of the value function and the solution of an optimal stopping problem with absorption. Vi aspettiamo numerosi! Alberto Chiarini e Alekos Cecchin Sito web del seminario: https://www.math.unipd.it/~chiarini/seminars/

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Seminari presso Politecnico di Milano: Y. Sun (KAUST), M. Genton (KAUST), S. Greven (Humboldt University), Davy Paindaveine (Université Libre de Bruxelles), K. Mueller (TU Berlin)
by Laura Maria Sangalli 11 Oct '24

11 Oct '24

Cari Colleghi, vi segnalo un ricchissimo programma di seminari, previsti presso il Dipartimento di Matematica del Politecnico di Milano, nelle prossime settimane, con speakers di forte rilievo internazionale. Segnalo che per i seminari della serie MOX Colloquia occorre la registrazione (gratuita) alla piattaforma Cassyni: https://cassyni.com/s/mox-colloquia cliccando il tasto blu "Subscribe" nella pagina principale. Tutti gli interessati sono cordialmente invitati a partecipare. Un caro saluto, Laura Sangalli --------------- Mercoledì 16 Ottobre, ore 10:00, Aula Seminari - VI Piano Ying Sun, KAUST https://cemse.kaust.edu.sa/people/person/ying-sun Titolo: Spatio-temporal DeepKriging for large environmental data Link: https://mox.polimi.it/mox-colloquia-seminars-list/mox-seminars/?id_evento=2… Giovedì 17 Ottobre, ore 14:00 **MOX Colloquium**, Aula Consiglio - VII Piano Marc Genton, KAUST https://cemse.kaust.edu.sa/people/person/marc-g-genton Titolo: Exascale Geostatistics for Environmental Data Science Link: https://cassyni.com/events/T9SKSXcxcGhLiHvUUfV7aD Mercoledì 23 Ottobre, ore 10:00, Aula Seminari - VI Piano Sonja Greven, Humboldt University, Berlino https://www.wiwi.hu-berlin.de/en/Professorships/vwl/statistik/team/grevenso Titolo: Bayes spaces for sparsely sampled density functions with an application to changing temperature distributions Link: https://mox.polimi.it/mox-colloquia-seminars-list/mox-seminars/?id_evento=2… Venerdì 25 Ottobre, ore 12:00, Aula Seminari - VI Piano Davy Paindaveine, Université Libre de Bruxelles https://davy.paindaveine.web.ulb.be Titolo: Rank tests for PCA under weak identifiability Link: https://mox.polimi.it/mox-colloquia-seminars-list/mox-seminars/?id_evento=2… Giovedì 21 Novembre, ore 14:00 **MOX Colloquium**, Aula Consiglio - VII Piano Klaus Mueller, TU Berlin https://web.ml.tu-berlin.de/author/prof.-dr.-klaus-robert-muller/ Titolo: Machine Learning and AI for the Sciences: toward understanding Link: https://cassyni.com/events/HPfFtf7ELqgkkzqR7cbDru —— 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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Fwd: Tenure-track and postdoctoral positions at UBC, and the 2025 PIMS-CRM summer school
by Faggionato, Alessandra 11 Oct '24

11 Oct '24

Buongiorno, ricevo e con piacere inoltro. Saluti Alessandra ---------- Forwarded message --------- From: Omer Angel <angel(a)math.ubc.ca> Date: Fri, 11 Oct 2024 at 04:50 Subject: Tenure-track and postdoctoral positions at UBC, and the 2025 PIMS-CRM summer school To: Alessandra Faggionato <faggiona(a)mat.uniroma1.it> Dear Alessandra, We would be grateful if you forward information about the positions and summer school below to any candidates who may be interested. For all of these, we especially welcome applications from members of under-represented and/or marginalized groups, including women, people with disabilities, racial minorities, LGBTQ+, and indigenous individuals. ==================================================================== **Tenure track in Discrete Mathematics or Probability** The math department is seeking candidates for a tenure-track Assistant Professor position, to start July 2025. Applicants should hold a PhD or equivalent in mathematics or a related discipline. Postdoctoral experience is normally expected. We are specifically looking for a new colleague working in Discrete Mathematics or Probability, though exceptional candidates in other areas of mathematics may also be considered. Apply by Nov. 20 at https://www.mathjobs.org/jobs/list/25045 ==================================================================== **Postdoctoral position**: The probability group at UBC plans to hire postdoctoral fellows, to start in July 2025. This is a 3-year positions with a relatively low teaching load. Applicants should have obtained a recent Ph.D. in Mathematics or a closely related discipline, or expect to complete one before the starting date. Candidates should demonstrate excellent potential in research and teaching. Apply by Nov. 15 at https://www.mathjobs.org/jobs/list/25286 ==================================================================== The 2025 PIMS-CRM summer school in probability will take place at UBC in June 2-27. There are two long courses, to be given by Tom Hutchcroft and Mathav Murugan. There will also be three mini-courses, given by Nathanael Berestycki, Nina Holden, and Tianyi Zheng. The school is aimed primarily at graduate students and postdocs. See details at https://secure.math.ubc.ca/Links/ssprob25/index.php There is some funding available for participants. Apply by Dec 15 at https://www.mathjobs.org/jobs/list/25443 Applicant from SLMath sponsor institutions should also apply at https://www.slmath.org/summer-schools/1071 ==================================================================== omer -- ************************************************* Prof. Alessandra Faggionato https://www1.mat.uniroma1.it/people/faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 123, first floor *************************************************

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PhD positions at NTU Singapore
by Sgarabottolo, Alessandro 10 Oct '24

10 Oct '24

Dear all, I would like to inform you that Ariel Neufeld is looking for PhD students at NTU Singapore. Please find below a brief description of the positions. Best regards, Alessandro Sgarabottolo ———————————————————————— PhD Positions in Mathematical Finance and Stochastic Optimization at NTU Singapore There are PhD positions on offer within the research group of Ariel Neufeld at the Division of Mathematical Sciences at NTU Singapore. The candidate should be interested in working in one (or more) of the following research topics: * Mathematical Finance * Stochastic Analysis & Stochastic Optimal Control * Stochastic Optimization in the field of Numerical Optimal Transport, Distributionally Robust Optimization, or Machine Learning (Reinforcement Learning, Theory of Neural Networks) If you are interested in the position, please send your CV to the email address: ariel.neufeld(a)ntu.edu.sg<mailto:ariel.neufeld@ntu.edu.sg>

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Procedura selettiva Prof. I fascia STAT-04/A (EX SSD SECS-S/06), Dip. Matematica - Università di Bologna
by Fabrizio Lillo 09 Oct '24

09 Oct '24

L'Università di Bologna ha bandito una procedura selettiva per la copertura di un posto di professore universitario di ruolo, I FASCIA, da coprire mediante chiamata ai sensi dell’art. 18, comma 4, Legge 240/2010 per il GSD 13/STAT-04 (EX SC 13/D4 Metodi matematici dell'economia e delle scienze attuariali e finanziarie). Il Dipartimento interessato è quello di Matematica. Il bando è reperibile all'indirizzo https://bandi.unibo.it/s/apos4/d-r-n-1462-del-4-settembre-2024-bando-per-la… La scadenza per la presentazione della domanda è il 24 ottobre 2024. ---------------------------------------- Fabrizio Lillo Dipartimento di Matematica, Università di Bologna Scuola Normale Superiore, Pisa ITALY Personal website: fabriziolillo.wordpress.com University website: www.unibo.it/sitoweb/fabrizio.lillo <http://fabriziolillo.wordpress.com/> phone: +39 050509159

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