Dear all,
We are glad to announce the 5TH SPRING COLLOQUIUM ON PROBABILITY AND
FINANCE, held at the Department of Mathematics "Tullio Levi-Civita" of
the University of Padova, on APRIL 19TH, 2024.
The Colloquium will bring together researchers in stochastic analysis
and mathematical finance. The workshop will start at 10am and end at
5pm. Attendance is free but registration is required (on the
conference website). Please note that, due to the small capacity of
the conference room, we will be able to host only a limited number of
attendees.
WEBSITE: https://events.math.unipd.it/SpringColloquium5
INVITED SPEAKERS:
- Eduardo ABI JABER (École Polytechnique, FR)
- Huy Ngoc CHAU (University of Manchester, UK)
- Giulia DI NUNNO (University of Oslo, NR)
- Roxana DUMITRESCU (King's College London, UK)
- David SKOVMAND (University of Copenhagen, DK)
- Luca TASCHINI (University of Edinburgh, UK)
We hope to see you in Padova! Best wishes,
Giorgia Callegaro and Claudio Fontana
____________________________________________________________________________
Da: Julien GUYON <julien.guyon(a)enpc.fr>
Inviato: giovedì 27 giugno 2024 12:50
A: Lorenzo Torricelli <lorenzo.torricelli2(a)unibo.it>
Oggetto: Postdoc opportunity in math finance with Ecole des Ponts ParisTech
Dear Lorenzo,
How are you?
I am contacting you to let you know that I have funding for a 1.5 year
postdoc position in math finance at CERMICS, Ecole des Ponts ParisTech,
which can start anytime from September 1, 2024. It is funded by the Chair
Futures of Quantitative Finance, a research partnership between BNP Paribas,
Ecole des Ponts, and Universite Paris Cite. The monthly net compensation is
around 2,500 euros. The position is free of teaching duties but candidates
interested in consolidating their teaching experience will have the
opportunity to give lectures at Ecole des Ponts.
Do you know of anyone who could be interested? Could you please forward this
information to anyone who could be a good fit?
Many thanks and best wishes,
Julien
https://cermics.enpc.fr/~guyon/
Dear Colleagues,
We would like to invite you to the following SPASS seminar, jointly
organized by UniPi, SNS, UniFi and UniSi:
*
Kallianpur-Robbins laws for Processes with regenerative increments and
applications*
by Sotirios Kotitsas (Warwick University)
The seminar will take on TUE, 02.07.2024 at 14:00 CEST 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/unipi.it/spass
*---------------------------------------------------------*
Let (X_t )_t≥0 be a regenerative process in R^d , d=1,2. We study the
additive functional
∫_0 ^T R(X_s ) ds,
where R : R^d → R is an integrable function. When (X_t )_t≥0 is a
Brownian motion, the limiting distribution of this additive functional,
when appropriately normalized, is given by the Kallianpur-Robbins
theorem. Under minor assumptions, we extend this theorem to the case of
the regenerative processes. We then present some applications to Random
walks in a random environment and to SPDEs.
Dears,
We are hiring a tenure-track assistant professor (RTT) in Statistics
(SECS-S/01) at the University of Milan. The candidate should hold a
Ph.D. degree in Statistics, Econometrics or Economics or equivalent,
from an Italian or foreign university.
The baseline gross salary is approximately 44.000€ per annum for 6
years. Tenure as an Associate Professor will be granted subject to
holding the Italian National Qualification as an Associate Professor.
Teaching load: 60 hours per year before tenure.
Important tax reductions may apply for 5 or more years according to the
Italian rules for candidates who have resided abroad for the last 2 years.
The Department of Economics, Management and Quantitative Methods was
selected for a second consecutive five-year period (2023-2027) as one of
the "Departments of Excellence" (Dip di Eccellenza) by the Italian
Ministry of University and Research (MIUR).
Here is the link to the detailed description of the procedure:
https://www.unimi.it/it/ateneo/lavora-con-noi/reclutamento-ricercatori/sele…
19 July 2024).
Best regards
Luca
--
--
Prof. Luca Rossini
Associate Professor in Statistics,
Department of Economics, Management and Quantitative Methods
University of Milan (Statale), Italy
email: luca.rossini87(a)gmail.com; luca.rossini(a)unimi.it
skype: luca.rossini14
web: https://rossiniluca.github.io/web/
Dear colleagues,
There are 3 POST-DOCTORAL POSITIONS at the Department of Mathematics
of the University of Padova. The positions are for 18 MONTHS and are
open to ALL FIELDS OF MATHEMATICS. In the application package, the
applicant has to submit a research proposal. We warmly encourage
potential candidates who want to develop a research project in
probability and its applications, including mathematical finance,
statistical mechanics, and related fields, to get in touch with a
member of the Probability group before submitting the application. You
can find a list of the current members and main research areas of the
Probability group of the University of Padova on this
webpage: https://www.math.unipd.it/en/research/research-areas/mathematics/probabilit…
Best regards,
Claudio Fontana
----- Forwarded message from Assegni di Ricerca <assegni(a)math.unipd.it> -----
Date: Tue, 25 Jun 2024 16:18:55 +0200
From: Assegni di Ricerca <assegni(a)math.unipd.it>
Reply-To: assegni.ricerca(a)math.unipd.it
Subject: Pubblicazione bando per n. 3 assegni tipo B in tutte le aree
della matematica (applicata e pura) e delle scienze informatiche -
Dipartimento di Matematica “Tullio Levi-Civita”
To: afferenti(a)math.unipd.it
Cc: assegni.ricerca(a)math.unipd.it
Gentili Docenti,
vi comunico che è stato pubblicato il bando di selezione n.12/2024 per
il conferimento di N. 3 ASSEGNI DI RICERCA, TIPO B, in tutte le aree
della matematica (applicata e pura) e delle scienze informatiche, nel
contesto del Progetto Budget Integrato per la Ricerca Dipartimentale
(BIRD) – Anno 2024 presso il Dipartimento di Matematica “Tullio
Levi-Civita”.
Il bando scadrà LUNEDì 15/07/2024 ORE 13:00 ed è stato pubblicato
nel sito del MUR, in euraxess e nel sito del DM alla pagina:
https://www.math.unipd.it/news/bando-n-12-2024-per-n-3-assegni-di-ricerca-t…
Alla suddetta pagina sono disponibili oltre al bando, le linee
guida per la presentazione della domanda di partecipazione tramite
PICA e il template da utilizzare sia per descrivere il progetto di
ricerca che il/la candidato/a intende sviluppare sia per indicare i
nominativi dei referees per le lettere di referenza.
Resto a disposizione.
Cordialmente,
Per il Settore Ricerca
Elvira Pedone
----- End forwarded message -----
Car* collegh*,
vi segnalo questa iniziativa che può essere di interesse. Mi scuso in
anticipo se avete già ricevuto l'annuncio.
Cordiali saluti,
Enrico Scalas
--
Il giorno mer 26 giu 2024 alle ore 10:45 Pavan Pranjivan Mehta <
pavan.mehta(a)sissa.it> ha scritto:
> Dear All,
> We are pleased to announce the special focus session on "*stochastic
> processes / probability theory* for fractional PDEs.*" *from *05 July to
> 02 August 2024* within our ongoing Fractional Calculus Seminar Series
> <https://mathlab.sissa.it/fractional-calculus-seminars> (online) at
> SISSA, Trieste, Italy.
> Please see below for the list of talks; equally, please visit our website
> for the full program :
> https://mathlab.sissa.it/fractional-calculus-seminars
>
> Please forward this email to your friends / colleagues, who may be
> interested in this research direction; and subscribe to the mailing list to
> receive the Zoom meeting link :
> https://lists.sissa.it/mailman/listinfo/fc-seminars
>
> Indeed, I remain at your disposal for any questions.
>
> *Website* : https://mathlab.sissa.it/fractional-calculus-seminars
> *YouTube* : https://www.youtube.com/@FractionalCalculusSeminar
>
> *List of Talks*
> ***** indicates two or more talks, scheduled on the same day.
> *All times are quoted in local time zone of Rome, ITALY*
> *Date (DD/MM/YYYY)*
> *Time (CET/CEST, Rome/Paris)*
> *Speaker*
> *Title*
> 05 / 07 / 2024
> 15:00-16:00
> *Luisa Beghin*
> (Sapienza University, Rome)
> Stochastic processes on infinite-dimensional spaces and fractional
> operators
> <https://mathlab.sissa.it/stochastic-processes-infinite-dimensional-spaces-a…>
> 12 / 07 / 2024
> 15:00-16:00
> *Enrico Scalas*
> (Sapienza University of Rome, Italy)
> Fundamental solution of the space-time fractional diffusion equation using
> Monte Carlo simulations of CTRWs
> <https://mathlab.sissa.it/fundamental-solution-space-time-fractional-diffusi…>
> 19 / 07 / 2024
> 15:00-16:00*****
> *Ralf Metzler******
> (Institute of Physics & Astronomy, University of Potsdam, 14476 Potsdam,
> Germany)
> Fractional Brownian motion with time- and space-dependent Hurst exponent
> <https://mathlab.sissa.it/fractional-brownian-motion-time-and-space-dependen…>
> 19 / 07 / 2024
> 16:00-17:00*****
> *Mirko D'Ovidio******
> (Dept. of Basic and Applied Sciences for Engeenering / Sapienza University
> of Rome)
> Fractional Boundary Value Problems: Results and Applications
> <https://mathlab.sissa.it/fractional-boundary-value-problems-results-and-app…>
> 26 / 07 / 2024
> 15:00-16:00
> *Michael Roeckner*
> (Bielefeld University)
> Nonlinear Fokker–Planck equations with fractional Laplacian and
> McKean–Vlasov SDEs with Levy–Noise
> 02 / 08 / 2024
> 15:00-16:00
> *Bruno Toaldo*
> (University of Torino)
> TBA
>
> Thanks and Regards,
> Pavan Pranjivan Mehta,
> SISSA, International School for Advanced Studies, Italy
> https://www.pavanpmehta.com | pavan.mehta(a)sissa.it | ppranjiv(a)sissa.it
>
>
> Contact me for Fractional Calculus Seminars (online) at SISSA
> <https://mathlab.sissa.it/fractional-calculus-seminars>
> To join : https://lists.sissa.it/mailman/listinfo/fc-seminars
> _______________________________________________
> fc-seminars mailing list
> fc-seminars(a)lists.sissa.it
> https://lists.sissa.it/mailman/listinfo/fc-seminars
>
*Fai crescere le giovani ricercatrici e i giovani ricercatori*
*con il 5 per mille alla Sapienza*
Scrivi il codice fiscale dell'Università
*80209930587**Cinque per mille <https://www.uniroma1.it/it/node/23149>*
Buongiorno,
segnalo la seguente opportunità presso l’Istituto per le Applicazioni del
Calcolo, nell’ambito delle attività di ricerca e trasferimento tecnologico
del progetto Sportello Matematico per l'Innovazione e le Imprese.
È indetta una selezione pubblica, per titoli e colloquio, per il
conferimento di n. 3 assegni di ricerca, tipologia A) “Assegni
professionalizzanti” (due anni rinnovabili), bandito dall’Istituto per le
Applicazioni del Calcolo “Mauro Picone” del CNR sulla tematica: "*Pratiche
e modelli di innovazione aperta per favorire l’adozione di Tecnologie
Matematiche da parte delle Imprese: implementazione sul campo, promozione e
studio quali-quantitativo*"
Requisiti: Diploma di Laurea Specialistica/Magistrale in una delle seguenti
discipline: Matematica, Fisica, Ingegneria, Statistica, Informatica,
Economia
Scadenza invio domande: 31 luglio 2024
Data colloquio: 6 agosto 2024
Il colloquio si terrà in presenza presso la sede dell'Istituto per le
Applicazioni del Calcolo "Mauro Picone" del CNR, via dei Taurini 19, Roma.
Al seguente link è disponibile il bando con tutte le informazioni:
https://www.urp.cnr.it/system/files/2024-06/IAC-06-2024-RM_signed.pdf
Grazie
Cordiali Saluti
Maurizio Ceseri
Sportello Matematico per l'Innovazione e le Imprese
Istituto per le Applicazioni del Calcolo (IAC-CNR)
via dei Taurini 19, 00185 Roma (Italy)
Tel: (+39) 0649937369
Website: sportellomatematico.it
It is our pleasure to announce the
Dolomites Winter School on Optimal Transport: from Robust Pricing to Model Calibration
which will take place in Folgarida on January 26-31, 2025.
Mission: The winter school is designed for Ph.D. students as well as early career researchers in the areas of stochastic control, martingale optimal transport, mathematical finance. However, any researcher in these areas is encouraged to partecipate.
A detailed program will be posted soon on the web site of the school:
https://sites.google.com/view/dolomitesws25
Courses:
*
Beatrice Acciaio (ETH Zurich),
*
Jan Obloj (University of Oxford),
Highlights:
*
Free participation (registration is compulsory)
*
Financial support (lodging and meals) for early-career researchers (PhD, postdocs, etc.); applications are open until September 15, 2024.
*
Contributed sessions for the participants
Further information available at
https://sites.google.com/view/dolomitesws25
For special queries, please contact the organizers at: ws25unibomi(a)gmail.com<mailto:ws25unibomi@gmail.com>
------------------------------------------------------------------------------------------------------------------------
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
-----------------------------------------------------------------------------------------------------------------------
Cari colleghi,
vi segnalo che è stata bandita una procedura di selezione ai sensi
€™art. 18, comma 1,
della legge n. 240/2010 per il reclutamento di un professore di
seconda fascia per il GSD 01/MATH-03 - Analisi matematica,
probabilita' e statistica matematica, S.S.D. MATH-03/B -
Probabilita' e statistica matematica.
Si allega il bando.
Lorenzo Bertini
Dipartimento di Matematica
Universita' di Roma La Sapienza | Tel: +39 - 06 4991 4974
P.le A. Moro 5, 00185 Roma | E-mail: bertini(a)mat.uniroma1.it
Italy
Home page: http://www.mat.uniroma1.it/people/bertini/ama/
Cari colleghi,
vi segnalo che il Dipartimento di Matematica dell'Università di Padova
ha bandito un posto di ricercatore di tipo B nel settore MAT/06.
Il bando è disponibile alla pagina
http://www.math.unipd.it/it/news/?id=1898
La scadenza per la presentazione delle domande è il 25 agosto 2016.
Marco Ferrante