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

5th Spring Colloquium on Probability and Finance - Padova - 19 April 2024
by Claudio Fontana 02 Apr '25

02 Apr '25

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

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School "Statistical Mechanics, Nonequilibrium Processes and Probability", Feb 17-28 2025
by Lorenzo Taggi 25 Sep '24

25 Sep '24

Dear Colleagues, We are glad to announce that the winter school Statistical Mechanics, Nonequilibrium Processes and Probability will take place on February 17-28, 2025 in Rome at the Mathematics Department of Sapienza University. The school will inaugurate the scientific Eccellenza program at Sapienza, titled Statistical Mechanics and Nonequilibrium Processes, which will end in June 2025 and will include workshops, doctoral courses and seminar series. The school and the scientific period will be devoted to several topics including kinetic theory and probability, random growth models, percolation, probabilistic models for neural networks, quantum-mechanical transport, non-dissipative transport in topological materials, large scale limits. The common substrate is the investigation of equilibrium and nonequilibrium phenomena and of statistical physics models, with rigorous mathematical methods. Our goal is to expand knowledge in these areas, by presenting current research directions at an introductory level and aimed at students and young researchers, and by fostering new lines of collaborative research. Lecturers of the February school: Week 1 (17-21 Feb) - Kazuo Aoki (National Cheng Kung University & Kyoto University) - Eric Carlen (Rutgers University) - Alessia Nota (University of L'Aquila) - Benjamin Schlein (University of Zurich) Week 2 (24-28 Feb) - Paul Dario (University of Paris-Est Créteil) - Sabine Jansen (Ludwig Maximilian University) - Eva Löcherbach (University of Paris 1) - Fabio Toninelli (Technical University of Vienna) The school will include short talk sessions for early postdocs and PhD students. Financial support will be available to a limited number of young participants. Requests for financial support will open in the fall. The school is free but registration will be mandatory. In a future announcement we will provide the link for registering to the first and/or the second week. For any information do not hesitate to contact us. The organising committee, Giada Basile Alessandra Faggionato Vittoria Silvestri Sergio Simonella Lorenzo Taggi

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talk Prof. Felix-Benedikt Liebrich - 10 September
by Emanuela Rosazza Gianin 04 Sep '24

04 Sep '24

Dear all, you are all invited to participate to the following seminar on *Tuesday 10th of September 2024 at 16:30* in Aula Seminari Demografica 2062 at University of Milano Bicocca (via degli Arcimboldi 8, Milano - building U7, 2nd floor): *Speaker: *Felix-Benedikt Liebrich (Univ. of Amsterdam) *Title:* The (?) reference measure *Abstract:* A functional on random variables is law invariant with respect to a reference probability (or probabilistically sophisticated) if its value only depends on the distribution of its argument under that measure. The class of such functionals is not only vast, but of integral importance for financial, actuarial, and economic applications. In this talk, we take a concrete functional as given and ask (i) if there can be more than one such reference probability, and (ii) how one can infer the reference probability from the functional. This stance is in contrast to wide parts of the literature that treat the reference probability as given. Nevertheless, as I will show at the beginning of my talk, it is in line with the investigation of probabilistically sophisticated preferences and arises as a natural consequence of the Marinacci-Svistula Uniqueness Theorem. Concerning question (i), I demonstrate that uniqueness holds for a wide class of functionals unless they are constant or depend only on the essential supremum and essential infimum of the argument. Applications to monetary and return risk measures will be given. Concerning the calibration question (ii), I show how to infer the reference measure as a related supremum or infimum in the space of bounded charges. While this approach is generally versatile, it fails in the important case of the Value-at-Risk. Here, a suitable alternative is presented. 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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Summer school in Generative and Explainable AI in Pisa
by Aikaterini Papagiannouli 30 Jul '24

30 Jul '24

Dear colleagues, we are pleased to invite you to attend the Summer School in Generative and Explainable AI, to be held at University of Pisa in the mathematics department on September 16-18, 2024. The workshop will feature talks by directors specialising in Generative AI from META and UBS Zurich, as well as presentations by academics in Explainable AI from Scuola Normale Superiore. The goal of the summer school is to bridge the gap between academic research and industry, promoting collaboration in the fields of generative and explainable AI. If you are interested in attending, please register on the website https://sites.google.com/unipi.it/gen-x-pis-ai/home, which will be regularly updated to give you all the information about the school. For any further information, please contact aikaterini.papagiannouli(a)unipi.it Please feel free to share this event with anyone who might be interested! Best regards, on behalf of the organising committee, Katerina

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Call for papers conference ΠAIe
by Manuel NAVIGLIO 25 Jul '24

25 Jul '24

Dear All, please note the following call for papers. Manuel Naviglio ——————————————————————————————————— Physics in the AI era (ΠAIe) is a conference completely organized by Young Researchers supporting Young Researchers participation. The event is organized to provide talk sessions on the field of the Artificial Intelligence and Physics and will involve the Department of Physics at the University of Pisa and the Scuola Normale Superiore (24-27 September 2024). This workshop aims to promote the dialogue between the physics community and that of artificial intelligence to explore together the potential that AI can offer in the field of physics and how this can bring significant benefits to both communities, inviting renowned experts from both sectors. The workshop will take place over 4 days and will also cover Econophysics at Scuola Normale. The days will be organized so that experts in computer science will describe cutting-edge techniques related to AI, while expert physicists will introduce how these techniques can be utilized in their field. No FEE is required and accomodation for young researchers can be provided. Abstract Submissions from young researchers for talk and poster sessions is encouraged. For more information and to enroll check the event at this link https://agenda.infn.it/event/40134/ <https://agenda.infn.it/event/40134/> m. ---------------------------------------- Manuel Naviglio INFN - Sezione Pisa Scuola Normale Superiore, Pisa ITALY

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Postdoc on quantum algorithms for hydrodynamics equations
by Giacomo De Palma 23 Jul '24

23 Jul '24

Dear all, The Department of Mathematics of the University of Bologna is opening an expression of interest for a 12-month postdoc on numerical simulations of quantum algorithms for hydrodynamics equations. The position will be supervised by me in collaboration with the Italian company Fincantieri and will have a competitive salary of approximately 2050€ net per month. THE STARTING DATE MUST NECESSARILY BE NO LATER THAN NOVEMBER 1, 2024. Only the MSc is required, but an experience in quantum algorithms and/or numerical simulations of partial differential equations is preferable. Applications should be sent by email to giacomo.depalma(a)unibo.it<mailto:giacomo.depalma@unibo.it> with subject “QAHE application” and must include: * CV with publication list * Motivation letter The applicants can arrange for up to two recommendation letters to be sent by email to giacomo.depalma(a)unibo.it<mailto:giacomo.depalma@unibo.it>. The application deadline is on August 25, 2024. Please feel free to forward this message to potentially interested candidates. Best wishes, Giacomo

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Bando per 3 Assegni di Ricerca presso l'Istituto per le Applicazioni del Calcolo
by Maurizio Ceseri 22 Jul '24

22 Jul '24

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

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Workshop on Stochastic Processes, Stochastic Optimal Control, and their Applications, Politecnico di Milano, September 26-27, 2024
by Alessandro CALVIA 22 Jul '24

22 Jul '24

Dear colleagues, we are pleased to invite you to attend the workshop Stochastic Processes, Stochastic Optimal Control, and their Applications, to be held at Politecnico di Milano on September 26-27, 2024. The workshop is dedicated to Professor Marco Fuhrman, on the occasion of his 60th birthday. The workshop features talks by Marco Campi (Università degli Studi di Brescia) François Delarue (Université Côte d'Azur) Fausto Gozzi (Luiss “G. Carli”) Jean Jacod (Université Paris VI) Federica Masiero (Università degli Studi di Milano-Bicocca) Huyên Pham (Université Paris Cité) Gianmario Tessitore (Università degli Studi di Milano-Bicocca) The workshop begins on Thursday, September 26, at 16:00 and ends on Friday, September 27, at 12:00. Attendance is possible only in presence upon registration, which is free but mandatory. Unfortunately, we cannot offer financial support. If you are interested in attending, please register on the website https://www.mate.polimi.it/events/SPOCA/, which will be regularly updated to give you all the information about the workshop. For any further information, please contact spoca-dmat(a)polimi.it<mailto:spoca-dmat@polimi.it> . Best regards, The organizing committee Alessandro Calvia (Università degli Studi di Parma) Fulvia Confortola (Politecnico di Milano) Andrea Cosso (Università degli Studi di Milano) Giuseppina Guatteri (Politecnico di Milano) Mattia Martini (Université Côte d’Azur) Firma il tuo 5xmille all’Università di Parma. Aiutaci a potenziare la capacità di accoglienza, soprattutto abitativa, per le studentesse e gli studenti. - Indica 00308780345 nella tua dichiarazione dei redditi.

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Post-Doc positions at the University of Padova
by alekos.cecchin＠unipd.it 19 Jul '24

19 Jul '24

Dear all, Two post-doc positions are open at the Department of Mathematics of the University of Padova. The deadline is August 5th The call for application is at https://www.math.unipd.it/news/bando-n-13-2024-per-n-2-assegni-di-ricerca-m… The position is funded through the research project “MeCoGa – mean field control and games” of the University of Padova, principal investigator Alekos Cecchin. Requirements and project We seek candidates with the aspiration to contribute to the research project “MeCoGa – mean field control and games” of the University of Padova. Candidates must hold, or be about to obtain, a PhD in mathematics, applied mathematics, or a related field, and should possess a relevant record of publications. Expertise in research related to mean field games or mean field control problems is preferable, but not mandatory. The project may also involve applications to financial and energy markets, including numerical studies. In general, candidates should have carried out research in probability, analysis, or financial mathematics. The position holder is expected to undertake rigorous and innovative research, publish in high quality international journals, and contribute to the research activities of the Department. There are no teaching duties associated with the position. The post-doc position is for a 18 months fixed-term contract, with a possible extension of six months. Appointments are full-time and the salary is about 2k€ net per month. The starting date of the contract is between September 2024 and February 2025. About the group The research will be conducted at the Department of Mathematics of the University of Padova within an interdisciplinary group composed of pure and applied mathematicians working on mean field games and mean field control. Some details about the group can be found at <https://sites.google.com/view/mfgrt-in-padova/home-page> https://sites.google.com/view/mfgrt-in-padova/home-page . Kind regards Alekos Cecchin

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Fwd: Announcement of Winter School on Disordered Media - Budapest, January 20-24, 2025
by Faggionato, Alessandra 18 Jul '24

18 Jul '24

Buongiorno, ricevo e con piacere inoltro. Saluti Alessandra ---------- Forwarded message --------- From: Balint Toth <b4l1nt.t0th(a)gmail.com> Date: Thu, 18 Jul 2024 at 15:56 Subject: Announcement of Winter School on Disordered Media - Budapest, January 20-24, 2025 Dear Friends and Colleagues, It is our pleasure to inform you about the following upcoming event to be held at the Rényi Institute <https://renyi.hu/en?>/*Erdős Center* <https://erdoscenter.renyi.hu/>, in *Budapest*: *Winter School on Disordered Media <https://erdoscenter.renyi.hu/events/school-disordered-media>* January 20-24, 2025 The School will be held at the *Rényi Institute <https://renyi.hu/en?>*, Budapest, Hungary. It is part of the *Semester on Probability and Statistical Physics <https://erdoscenter.renyi.hu/articles/probability-and-statistical-physics-2…>* (January-June 2025) hosted by Erdős Center. MSc students, PhD students and postdocs, young researchers are most welcome to apply. (However, participation is not restricted to this category.) The programme of the school consists of five minicourses given by distinguished researchers of the field, short presentations by participants of the school and an open problem session. [The following week a Workshop on Disordered Media <https://erdoscenter.renyi.hu/events/workshop-disordered-media> (January 27-31, 2025) will also be held at the same venue. Information about this second event will follow soon.] The following minicourses will be held within the program of the School: *David Belius <https://davidbelius.github.io/>*: INTRODUCTION TO SPIN GLASSES, *Nathanael Berestycki <https://homepage.univie.ac.at/nathanael.berestycki/>*: LIOUVILLE QUANTUM GRAVITY AND ITS SPECTRAL GEOMETRY, *Marek Biskup <https://www.math.ucla.edu/~biskup/>*: EXTREMAL PROPERTIES OF THE RANDOM WALK LOCAL TIME, *Ron Peled <http://www.math.tau.ac.il/~peledron/>*: DISORDERED SPIN SYSTEMS, FIRST-PASSAGE PERCOLATION AND MINIMAL SURFACES IN RANDOM ENVIRONMENT, *Sergio Simonella <https://sergiosimonella.wordpress.com/>*: KINETIC LIMITS FOR THE DILUTE CLASSICAL GAS. Detailed instructions for applications and practicalities to be found at the *web-page of the event <https://erdoscenter.renyi.hu/events/school-disordered-media>*. *APPLICATION DEADLINE: OCTOBER 31, 2024.* WE KINDLY ASK YOU TO SPREAD THE INFORMATION AMONG MSc/PhD students, postdocs and young researchers within your range of interaction and encourage them to apply and take part. With our best wishes, Ágnes Backhausz, Gábor Pete, Balázs Ráth and Bálint Tóth (the organisers) -- ************************************************* 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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Assegno di ricerca SECS-S/01 Dipartimento di Matematica, Università di Genova
by Eva Riccomagno 16 Jul '24

16 Jul '24

Dear Colleagues, I am currently advertising a postdoctoral position at the Department of Mathematics of the University of Genova. Application deadline: 22/07/2024 at 12:00, Italian time. The call for applications is available at the following link: https://concorsi.unige.it/home/procedure/4828 (Concorsi online - Università degli Studi di Genova) A doctorate is not required at the time of application. The start date of the contract is after 01/10/2024. The research will be carried out in collaboration with the Regione Liguria and will include the validation of a methodological framework for sampling and estimation of rare or elusive subpopulations, with particular attention to the Ligurian subpopulations poorly represented in the EU-SILC survey. Please contact riccomagno(a)dima.unige.it <mailto:riccomagno@dima.unige.it> for more information about the project and the call for proposal, and please forward the announcement to potential candidates. With best regards, Eva Riccomagno _____________________ Eva Riccomagno Department of Mathematics University of Genova President of the IANUA university Consortium

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Fwd: bando assegno di ricerca n. 2/2024
by Bertini, Lorenzo 16 Jul '24

16 Jul '24

Gent.mi Colleghi, Vi informo che è stato pubblicato sul sito web dell'Ateneo di Roma `La Sapienza', vedi https://web.uniroma1.it/trasparenza/dettaglio_bando_albo/220985 un bando per il conferimento di n. 1 assegno di ricerca annuale categoria B tip. I GSD 01/MATH-03 – SSD MATH-03/B “Probabilità e statistica matematica” GSD 01/MATH-04 – SSD MAT-04/A “Fisica matematica” scadenza: 15 agosto 2024 Cordialmente, 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/

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Fwd: bando assegni di ricerca in uscita il 2 luglio 2024
by Lu Xu 14 Jul '24

14 Jul '24

Dear colleagues, There are 3 post-doctoral positions at Gran Sasso Science Institute. The positions are for 24 months (with possibility of extension) and are open to (one of the) the following areas: Probability and Statistical Mechanics, Numerical Analysis, Partial Differential Equations, Scientific Computing. The application has to be sent by the online application form at this link: https://applications.gssi.it/postdoc/ with all the indicated documents before August 20, 2024 - 3 pm (Italian time). We warmly encourage potential candidates who want to develop a research project in probability and its applications on statistical & quantum mechanics. Please find the details in item 1.1 of Art. 2 in the attached call, or at this webpage: https://gssi.it/communication/announcements/item/25387-bando-assegni-di-ric… With best regards, Lu Xu Gran Sasso Science Institute ---------- Forwarded message --------- From: Simona Di Carlo <simona.dicarlo(a)gssi.it<mailto:simona.dicarlo@gssi.it>> Date: Wed, 3 Jul 2024 at 10:01 Subject: Re: bando assegni di ricerca in uscita il 2 luglio 2024 To: Roberto Aloisio <roberto.aloisio(a)gssi.it<mailto:roberto.aloisio@gssi.it>>, Jan Harms <jan.harms(a)gssi.it<mailto:jan.harms@gssi.it>>, Manuel Arca Sedda <manuel.arcasedda(a)gssi.it<mailto:manuel.arcasedda@gssi.it>>, Felicia Carla Tiziana Barbato <felicia.barbato(a)gssi.it<mailto:felicia.barbato@gssi.it>>, Lorenzo Pagnanini <lorenzo.pagnanini(a)gssi.it<mailto:lorenzo.pagnanini@gssi.it>>, Patrizio Pelliccione <patrizio.pelliccione(a)gssi.it<mailto:patrizio.pelliccione@gssi.it>>, Gianlorenzo D'Angelo <gianlorenzo.dangelo(a)gssi.it<mailto:gianlorenzo.dangelo@gssi.it>>, Alessandro Palma <alessandro.palma(a)gssi.it<mailto:alessandro.palma@gssi.it>>, Paolo Veneri <paolo.veneri(a)gssi.it<mailto:paolo.veneri@gssi.it>>, Nicola Guglielmi <nicola.guglielmi(a)gssi.it<mailto:nicola.guglielmi@gssi.it>>, Serena Cenatiempo <serena.cenatiempo(a)gssi.it<mailto:serena.cenatiempo@gssi.it>>, Francesco Viola <francesco.viola(a)gssi.it<mailto:francesco.viola@gssi.it>>, Paolo Antonelli <paolo.antonelli(a)gssi.it<mailto:paolo.antonelli@gssi.it>> Cc: Eleonora Ciocca <eleonora.ciocca(a)gssi.it<mailto:eleonora.ciocca@gssi.it>>, Phd Secretariat <phd.secretariat(a)gssi.it<mailto:phd.secretariat@gssi.it>> Buongiorno a tutti, il bando è uscito in Gazzetta, pubblicato sul sito GSSI e il portale applications è correttamente online. Un caro saluto, Simona -- Simona Di Carlo GSSI - Gran Sasso Science Institute School of Advanced Studies Rectorate Office Via M. Iacobucci, 2 - 67100 L<https://maps.google.com/?q=Via+M.+Iacobucci,+2+-+67100+L+Aquila+(AQ),+Italy…>'Aquila (AQ), Italy<https://maps.google.com/?q=Via+M.+Iacobucci,+2+-+67100+L+Aquila+(AQ),+Italy…> E-mail: simona.dicarlo(a)gssi.it<mailto:phd.secretariat@gssi.it> Tel.: +39 0862 4280 443 Mobile: +39 335 7601833 Website: www.gssi.it<http://www.gssi.it/>

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Procedura selettiva 2024RTT05 - GSD 13/STAT-03, SSD STAT-03/B - Università di Padova
by Alessandra Fabbri Colabich 11 Jul '24

11 Jul '24

Si informa che è stato pubblicato il bando *2024RTT05 * relativo all'indizione di una procedura selettiva per l’assunzione di n. 13 ricercatori a tempo determinato in tenure-track (RTT) ai sensi dell’art. 24 della legge 240/2010 come modificato dalla L. 79/2022 , di cui uno nel GSD 13/STAT-03, SSD STAT-03/B presso il Dipartimento di Scienze Statistiche. Info al link: https://www.unipd.it/procedura-2024RTT05 *Scadenza: 8 agosto 2024 ore 13* Si prega di dare la massima diffusione presso tutti gli interessati. Grazie per la collaborazione Alessandra Fabbri Colabich -- Dott.ssa Alessandra Fabbri Colabich Università degli Studi di Padova Dipartimento di Scienze Statistiche

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Seminari Cornalba e Crippa - 18 luglio
by Enea Bongiorno 11 Jul '24

11 Jul '24

Ricevo e inoltro. Cordialmente, Enea ---------- Forwarded message --------- Carissimi colleghi, scusandomi per eventuali invii multipli, vi inoltro i seguenti annunci di seminario. Tutti gli interessati sono invitati a partecipare. Cordialmente, Anna Maria Gambaro -------------------------------- Title: Multi-objective reward generalization: improving performance of Deep Reinforcement Learning for applications in single-asset trading Speaker: Federico Cornalba, Department of Mathematical Sciences, University of Bath, UK Abstract: In this talk, we investigate the potential of Multi-Objective, Deep Reinforcement Learning for stock and cryptocurrency single-asset trading: in particular, we consider a Multi-Objective algorithm which generalizes the reward functions and discount factor (i.e., these components are not specified a priori, but incorporated in the learning process). Using several assets (BTCUSD, ETHUSDT, XRPUSDT, AAPL, SPY, NIFTY50), we discuss the reward generalization property of the proposed Multi-Objective algorithm, preliminary statistical evidence for its predictive stability over the corresponding Single-Objective strategy, and its performance for sparse reward mechanisms. Joint work with C. Disselkamp (pagent.ai), D. Scassola (aindo, and Università degli Studi di Trieste), and C. Helf (pagent.ai). - date: 18 July 2024 - time: 2.00 PM - room: 205, campus Perrone, via Perrone, 18, Novara. Università del Piemonte Orientale. - on-line: meet.google.com/mbu-duor-fva _____________________ Title: ESG Data Imputation and Greenwashing Speaker: Giulia Crippa,Operations Research and Financial Engineering, Princeton University & The Aggregate Confusion Project at Sloan School of Management, MIT Abstract: In recent years, there has been a notable surge of Environmental, Social, and Governance (ESG) investing. This paper provides a simple and comprehensive tool to tackle the issue of missing ESG data. Firstly, it allows to shed light on the failure of ESG ratings due to data sparsity. Exploiting machine learning techniques, we find that the most significant metrics are promises, targets and incentives, rather than realized variables. Then, data incompleteness is addressed, which affects about 50% of the overall dataset. Via a new methodology, imputation accuracy is improved with respect to traditional median-driven techniques. Lastly, exploiting the newly imputed data, a quantitative dimension of greenwashing is introduced. We show that when rating agencies do not efficiently impute missing metrics, ESG scores carry a quantitative bias that should be accounted by market players. - date: 18 July 2024 - time: 3.00 PM - room: 205, campus Perrone, via Perrone, 18, Novara. Università del Piemonte Orientale. - on-line: meet.google.com/mbu-duor-fva ----------------------------------- Link sito UPO dei Seminari di Matematica e Statistica <https://sites.google.com/uniupo.it/seminari-ms/home-page> --------------------------------- -- Anna Maria Gambaro - Researcher *Dipartimento di Studi per l'Economia e l'Impresa* *Università del Piemonte Orientale* *@ *annamaria.gambaro(a)uniupo.it *w **https://upobook.uniupo.it/annamaria.gambaro* <https://upobook.uniupo.it/annamaria.gambaro>* <http://multiblog.uniupo.it/>* *ssrn* https://papers.ssrn.com/sol3/cf_dev/AbsByAuth.cfm?per_id=2448937 *h* Via Perrone 18, 28100 Novara (Italy) <https://www.google.it/maps/place/Via+Ettore+Perrone,+18,+28100+Novara+NO/@4…> -- Enea G. Bongiorno, Università degli Studi del Piemonte Orientale - Amedeo Avogadro Via Perrone 18, 28100, Novara, Italia Phone: +390321375317 enea.bongiorno(a)uniupo.it upobook.uniupo.it/enea.bongiorno ------ IWFOS 2025 6th International Workshop on Functional and Operatorial Statistics - iwfos2025.uniupo.it <https://iwfos2025.uniupo.it/home> Math-Stat Seminars at UPO seminari-ms.uniupo.it/home-page ------

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PhD_MMED call for applications - deadline approaching
by Mastrogiacomo Elisa 09 Jul '24

09 Jul '24

Dear all, we remind that the deadline for applications to the PhD Program in Methods and Models for Economic Decisions for the next academic year 2024-2025 (Cycle 40) is approaching. There are 8 posts with scholarship available (6 ordinary scholarships + 2 additional scholarships PNRR DM 630). Here you can find the links to the call for applications on the University webpage in English https://www.uninsubria.eu/programs/phd-doctoral-research and in Italian https://www.uninsubria.it/formazione/offerta-formativa/dottorati Application must be submitted exclusively online, through Student Secretarial Web Services until July 11, 2024 12:00 p.m. We encourage potential candidates who wish to pursue research projects in operations research, probability, and their financial and economic applications. This includes areas such as multiobjective optimization, stochastic control, and mathematical finance. For more information on the Department of Economics and its quantitative research group members and research areas, please visit this webpage: https://archivio.uninsubria.it/siti-tematici-o-federati/siti-dei-dipartimen… Best regards, Elisa Mastrogiacomo 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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Seminario Youngsoo Baek - Giovedì 11 Luglio - University of Pisa
by Aikaterini Papagiannouli 09 Jul '24

09 Jul '24

Dear Colleagues, We would like to invite you to the following seminar: On Frequentist Coverage of Bayes Posteriors for Non Linear Inverse Problems by Youngsoo Baek (Duke University) The seminar will take place on THU, 11.07.2024 at 14:00 CET in Aula Seminari, Dipartimento di Matematica, UNIPI and streamed online at this link<https://meet.google.com/gji-phwo-vbg>. Katerina Papagiannouli -------------------------------------------- Abstract: We present two new results on the frequentist coverage of Bayes posteriors when estimating linear functionals of the unknown parameter in a nonlinear, PDE-based inverse problem. The results are valid for Gaussian process priors under sufficiently strong smoothness assumptions on the model. They provide a characterization of asymptotic coverage and Gaussian geometry for the standard posterior credible bands based on the first two moments, irrespective of whether Bernstein von-Mises (BvM) theorem holds or not. In the case it does hold, our sufficient conditions are sharper than previous known results. The proof is based on a particular choice of a least favorable transformation of the parameter and an injectivity estimate on the prior RKHS. As an application, we study the case of estimating diffusivity coefficient in a Darcy flow problem, where necessary conditions of BvM breaks down. This is a joint work with Katerina Papagiannouli.

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Fwd: Call for applications - PhD S3W - ordinary and Pegaso scholarships
by Irene Crimaldi 08 Jul '24

08 Jul '24

Dear all, The call for applications for 3 ordinary scholarships and 3 Pegaso scholarships for the PhD in Social Sciences for Sustainability and Wellbeing has been published. https://www.unifi.it/p12693.html https://www.s3w.unifi.it/art-225-s3w-phd-program-call-for-applications-ordi… The ordinary scholarships are open topic. The Pegaso scholarships are on the following themes: 📌1. Stimulating the Circular Economy 📌2. Encouraging Prosocial Behaviors 📌3. Promoting Participation in Health Participating in the call for ordinary scholarships requires a single application, while each of the Pegaso scholarships requires a specific application. The application deadline is August 5, 2024, at 12:00 PM (midday Italian time). ------------------------------ *[Call for Applications]* https://www.unifi.it/upload/sub/dottorati/40/borse_pegaso/dr_869_2024_all-1… *[Ph.D. Scholarships fact sheets]* https://www.unifi.it/upload/sub/dottorati/40/borse_pegaso/dr_869_2024_all-2… *[Online Application]* https://sol.unifi.it/domdottpegaso/login_en.jsp

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Oggi 8 luglio 2024, ore 11: seminario Dr. Daya Shanker - CNR-IMATI
by Elisa Varini 08 Jul '24

08 Jul '24

Si avvisa che in data *08-07-2024*, alle ore *11:00* precise, presso la sala Pentagonale dell'Area della Ricerca 1 del CNR di Milano in via Corti 12, il *Dr. Daya Shanker, Department of Earthquake Engineering, Indian Institute of Technology Roorkee, *terrà un seminario dal titolo *Geological investigation of Natural Background Radiation Hazard in Southern Tamil Nadu, India, and its effect on built environment* Abstract: Exposure and quantification of radioactivity has become environmental and civil problems around the world. The radioactivity even in minor quantities will build up in human body and subsequently, lead to unknown and erratic health complications particularly those related to sustainable development, agricultural production, habitat, ecosystem, and forest. A very high intrinsic anomalous radioactivity >26 microGy/h was identified in the hinterlands within the boulders of syenite rock body around Puttetti in western part of Kanyakumari district, southern Tamil Nadu, India. Further, in the hinterlands, the weathered rocks around Inayam and Midalam localities were also found to be more radioactive ranging from 4 to 22 microGy/h compared to the radiation exposure from the adjoining beach sectors at various locations from Chavara to Tuticorin (1–14 microGy/h). The observed radiation levels are presumably the highest concentration in southern India and conceivably it is foremost instant that a very high intrinsic radiogenic source in the hinterlands is reported in southwest coast of India. Public concerns of radiation exposure of safety in high background areas are of great social and civil relevance. The construction materials used for dwelling purposes from these areas should be avoided from health hazard point of views. Significant radiation doses will certainly enter the human body as most of the people have the habit of sitting and sleeping on the floor. People living in the region are expected to receive significant radiation, which may get accumulated in the human body causing long-term health problem. It is also advisable if the area falls having already natural background radiation hazard must be avoided for the future nuclear power plants/reactors. Gli interessati possono partecipare in presenza o da remoto, attraverso il link sotto riportato: https://teams.microsoft.com/l/meetup-join/19%3ameeting_MTQ1OGU0MGEtNThlNC00… Cordialmente, Elisa Varini

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[JOB] MSCA Postdoctoral Fellowship 2024 with Integreat: Expression of Interest
by Valeria Vitelli 04 Jul '24

04 Jul '24

Dear colleagues, I would like to draw your attention to the following expression of interest: if you know a researcher in Europe or globally, who may be interested in carrying out a postdoctoral project with Integreat <https://www.integreat.no/> in Norway, please help us to spread the news about the call under. *Full call: **https://www.integreat.no/about/vacancies/postdoctors/* <https://www.integreat.no/about/vacancies/postdoctors/> We are searching for PhD holders (up to 8 years from the date of award), who have not resided in Norway for more than 12 months during the last 3 years at the time of the deadline (11 Sep 2024). We welcome especially cross-disciplinary projects across Machine Learning (ML), Statistics, Logic, Language Technology and Ethics. Candidates may apply with an independent idea that may be linked to the Integreat projects and research foci <https://www.integreat.no/research/projects/>, or they can contribute to the projects mentioned in the call: - https://www.integreat.no/research/projects/uncertainty-quantification.html - https://www.integreat.no/research/projects/learning-from-human-preferences-… Candidates will join a vibrant community of scientists, from young talents to established researchers, across Machine Learning, Statistics, Logic, Language Technology and Ethics from Norway and internationally. Integreat’s aim is to train a community of early career researchers, to become the next generation of scientists of modern knowledge-driven machine learning. Contract duration: three years (two funded by the EU under the MSCA action, the third year is funded by the UiO). Deadline: the EU deadline is on 11 September, candidates may take contact with a potential supervisor at Integreat or our administrative leader Maria Dikova (admin(a)integreat.no) as soon as possible. All project proposals are to be developed by the deadline (11 September 2024) with an Integreat supervisor. All the best, Valeria -- 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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Emerging Risks in Economics and Finance Workshop, Florence, September 12-13
by federico.maglione＠unifi.it 04 Jul '24

04 Jul '24

The Department of Economics and Management (DISEI) at the University of Florence is hosting the Emerging Risks in Economics and Finance Workshop on September 12-13, 2024. This workshop aims to unite young scholars whose research centers on the quantitative modeling and management of emerging risks, such as climate change, ESG factors, pandemics, war, and demographic shifts. Researchers from the fields of financial economics, econometrics, risk management, stochastic analysis, and probability will present their latest findings through 30-minute presentations on these topics. We are glad to have Prof. Umberto Cherubini from Alma Mater Studiorum - University of Bologna, and Prof. Alex Weissensteiner from the Free University of Bozen-Bolzano as our keynote speakers. The event will be held at the Department of Economics and Management, via delle Pandette, 9. Attendance is free, but we kindly ask attendees to register before September 1st. Further information, and the registration link, can be found at workshop website https://sites.google.com/unifi.it/eref2024/

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4-YEAR PHD PROGRAM IN MODELING AND ENGINEERING RISK AND COMPLEXITY AT THE SCUOLA SUPERIORE MERIDIONALE, NAPLES, ITALY
by Tiziano De Angelis 03 Jul '24

03 Jul '24

Dear All, I am pleased to share the announcement below, please feel free to pass it on to anyone potentially interested. Students with a background in probability may be interested in both the MERC and MPHS programmes. Best wishes Tiziano --------------------------------------------------------------------------- The Call for Applications for the 4 year PhD Program in Modeling and Engineering Risk and Complexity of the Scuola Superiore Meridionale (a brand new School for Advanced Studies established in Naples by the Italian Government in 2019) is now out and available at <https://www.ssmeridionale.it/en-us/la-scuola/bandi-di-concorso/dottorati> https://www.ssmeridionale.it/avcp/bando-di-concorso-xl-ciclo-dottorato-ssm/ https://www.ssmeridionale.it/wp-content/uploads/2024/06/Call-for-applicatio… We are looking for bright and ambitious students from any area of Mathematics, Physics, Science and Engineering to join this exciting new program. *5** fully funded 4-year scholarships are available this year* *Each scholarship includes* a stipend of EUR 19,000 per year which is increased by 50% when the student is spending time abroad. Students are expected to spend at least *12 months abroad* during their PhD. Each Scholarship also includes approx EUR 3,800 for research costs/travel per year. Students can choose their projects and supervisor from a vast range of options during their first year. Examples of past and ongoing research projects are available on the website of the MERC PhD program at https://www.ssmeridionale.it/modeling-and-engineering-risk-and-complexity-m… Applicants must submit a brief scientific report (description of their MSc thesis work, CV, personal statement and reference letters) following the instructions provided at the website above *by* *no later than **20th August 2024**.** Applications must be submitted using the online platform as explained at the link below:* https://www.ssmeridionale.it/wp-content/uploads/2024/06/Call-for-applicatio… Successful candidates will be announced by the end of September 2024 with the course officially starting on 1st November 2024. For any further information, contact the PhD Coordinator, Prof Mario di Bernardo, via e-mail at merc(a)ssmeridionale.it, or any of the PhD Board members listed in the PhD website above.

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Fall School „Time Series, Random Fields and beyond“, Ulm, Sept. 2024
by Robert Stelzer 03 Jul '24

03 Jul '24

NEW DEADLINE FOR POSTER SUBMISSIONS: July 31st, 2024 Dear colleagues, we would like to draw your attention to the German-Japanese Fall School „Time Series, Random Fields and beyond“ which will take place at Ulm University, September 23 - 27, 2024. It is organized jointly by the Institute of Statistical Mathematics (Tokyo), University of Tokyo, Tohoku University (Sendai) and Ulm University. It targets graduate and PhD students as well as PostDocs who would like to learn more about the state-of-the-art in random processes in space and time as well as related topics. The focus of the school includes the geometry of random fields and their excursions, multivariate extreme value theory, Markov Chain Monte Carlo, hyperuniformity in random geometric systems as well as spectral methods for space-time series. The following international experts will give lectures in their fields: 1. Hermine Bierme (University of Tours, France) 2. Zakhar Kabluchko (University of Münster, Germany) 3. Kengo Katamani (Institute of Statistical Mathematics, Tokyo, Japan) 4. Michael Klatt (German Aerospace Center, Ulm, Germany) 5. Yasumasa Matsuda (Tohoku University, Sendai, Japan) 6. Gennady Samorodnitsky (Cornell University, Ithaca, USA) *https://www.uni-ulm.de/mawi/mawi-stochastik/allgemeines/aktuelles/fall-school-time-series-random-fields-and-beyond-2024/* <https://www.uni-ulm.de/mawi/2nd-ism-uulm-joint-workshop/> Best regards, Satoshi Kuriki, Alexander Lindner, Yasumasa Matsuda, Teppei Ogihara, Evgeny Spodarev, Robert Stelzer -- +++++++++++++++++++++++++++++++++++++++++ Prof. Dr. Robert Stelzer Institute of Mathematical Finance Ulm University Helmholtzstraße 18 89081 Ulm Germany Phone: +49 731 50 23520 Fax: +49 731 50 31096 Email:robert.stelzer@uni-ulm.de https://www.uni-ulm.de/mawi/finmath/people/prof-dr-robert-stelzer/

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Modelling and Managing Energy Risks - Modena - Settembre 2024
by Giacomo Scandolo 03 Jul '24

03 Jul '24

Segnalo il seguente annuncio di Conferenza. ---------------------------------------------------------------------------------------------------------- Dear Colleagues, The departments DEMB@UniMoRE, dSEA@unipd, and DISEI@unifi are organizing together an International Conference on “Modelling and Managing Energy Risks” which will be held on 19-20 Sept 2024 in Modena. The conference brings together academics and practitioners working in energy markets. It is meant to be a forum to discuss energy risks and to provide practical insights. It is addressed to a wider audience and is designed for academics, researchers, practitioners, and business people. We have experts from all around the world (Europe, Japan, USA), and a full list of keynote and invited speakers is available at https://www.mamer2024.unimore.it/participants/ together with information about the venue, (tentative) program, registration, and connected deadlines. Please note that for organizational reasons, there is a limited number of admitted attending auditors, hence the deadline for registration is binding (12 July 2024). Feel free to forward this email to your colleagues interested in the topic. We hope that this can be of interest to you and, in that case, see you in Modena. The organizing committee: - Angelica Gianfreda, Department of Economics and Management, University of Padua - Alessandro Giovanni Grasso, Department of Economics "Marco Biagi", University of Modena & Reggio Emilia - Carlo Alberto Magni, Department of Economics "Marco Biagi", University of Modena & Reggio Emilia - Giacomo Scandolo, Department of Economics, University of Firenze

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Prague-Berlin workshop - Inference for SPDEs and related topics
by Josef Janák 01 Jul '24

01 Jul '24

Dear colleagues, I would like to invite you to the Prague-Berlin workshop: *Inference for SPDEs and related topics* which will take place on 26-27 September 2024 in Prague. https://spdes24.cuni.cz/ The detailed program and abstracts are still to be announced, but you can expect many interesting talks in the fields of probability, stochastic partial differential equations, inference for stochastic processes, stochastic modeling and simulations. In addition, you will definitely enjoy the beauty of the great city of Prague. Registration is open until 31 July 2024. In case of any questions, please contact the organisers or me. I hope you will find the workshop interesting and that I will see many of you in Prague! With kind regards, Josef Janák

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