Buongiorno a tutti,
Vi segnalo il seguente seminario in presenza presso il Politecnico di Milano. Il seminario verrà erogato anche in modalità on-line al seguente link
https://polimi-it.zoom.us/j/98526429718
9/10/2024, ore 10:00, Aula Saleri 6° Piano, Edifico 14 “La Nave”, campus Leonardo, via Edoardo Bonardi 9, 20133 Milano.
Speaker: Jesper Moller, Aalborg University
Titolo: The sufficient digits of continuous random variables
Abstract: A general setting for nested subdivisions of a bounded real set into intervals defining the digits X_1,X_2, ... of a random variable X with a probability density function f is considered. Under the weak condition that f is almost everywhere lower semicontinuous, a coupling between X and a non-negative integer-valued random variable N is established so that X_1, ...,X_N have an interpretation as the “sufficient digits”, since the distribution of (X_{N+1}, X_{N+2}, ...) conditioned on (X_1, ...,X_N) does not depend on f.
The importance of this coupling result and some suggestions and open problems for future research are discussed. Related papers are available on arXiv: arxiv.org/abs/2404.09525 <http://arxiv.org/abs/2404.09525>, arxiv.org/abs/2307.06685 <http://arxiv.org/abs/2307.06685>.
Contatto: mario.beraha(a)polimi.it <mailto:mario.beraha@polimi.it>
Buona giornata,
Mario Beraha
The Department of Economics<http://www.dse.univr.it/?lang=en> of the University of Verona is seeking to fill two Postdoc positions in any field of Financial Mathematics, Economics and Econometrics.
Information about the financial mathematics and econometrics group can be found at http://dse.univr.it/quantlab
The Department has been designated as a Department of Excellence for years 2023-2027 thanks to the outstanding track record and future vision and it offers a vibrant research environment in the newly built campus of Santa Marta next to the city center. Research conducted by the Department covers a wide range of topics, such as quantitative finance, econometrics, health economics, inequality and poverty, and statistical methods for economic analysis. As a Department of Excellence, we are leading large-scale, transdisciplinary projects and we can count on substantial funding and resources to further strengthen our research over the next 4 years.
The research position is ideally meant for newly minted or close to completion PhDs. The appointment is expected to start in Autumn 2025 at the latest. The evaluation will be based on the scientific quality of the candidate and his/her potential in developing research. There are no teaching obligations and knowledge of Italian is not required. The salary is approximately € 35,000 gross per year. Generous tax breaks are available to candidates who have been residing outside of Italy.
Applications should be received by October 31, 2024 and should include:
* a cover letter with a clear statement of research interests and a motivation for why the candidate would like to join our department
* a curriculum vitae
* a job market paper
* at least two reference letters
The application material should be uploaded on the EconJobMarket<https://econjobmarket.org/>. Selected applicants will be interviewed via Zoom on November/December 2024.
For additional information or any inquiry please write to postdoc(a)dse.univr.it<mailto:postdoc@dse.univr.it>. Please, if writing an email to this address, do not include links to external websites.
--
Prof. Alessandro Gnoatto
Presidente del CdLM "Banca e Finanza"
Dipartimento di Scienze Economiche
Università degli Studi di Verona
Via Cantarane 24
37129, Verona, Italy
Room 1.05
Tel: +39 045 802 8537<tel:+390458028537>
Homepage: www.alessandrognoatto.com<http://www.alessandrognoatto.com/>
E-mail: alessandro.gnoatto(a)univr.it<mailto:alessandro.gnoatto@univr.it>
--------------------------------------------------
View my research on my SSRN Author page:
http://ssrn.com/author=1615989
--------------------------------------------------
Buongiorno
ricevo e con piacere inoltro.
Saluti
Alessandra
---------- Forwarded message ---------
From: Basile, Giada <basile(a)mat.uniroma1.it>
Seminari di Fisica Matematica
Dipartimento di Matematica "G. Castelnuovo"
Università di Roma La Sapienza
Mercoledì 25 settembre, ore 16:00, sala di Consiglio
Heide Langhammer (WIAS, Berlin)
*Large deviations for a spatial particle process with coagulation*
Abstract.
In this talk we consider a spatial version of the Marcus-Lushnikov process,
which models the evolution of particles that merge pairwise in a series of
coagulation events. The particles are equipped with a spatial location and
an integer mass. In a coagulation event a pair of particles is merged and
replaced by a new particle. The mass of the newly formed particle is the
sum of the former two and its location is sampled according to a given
distribution. The exponential rate of a coagulation event depends on the
locations and masses of the particle pair via a coagulation kernel. For the
non-spatial version of this model it is known that certain kernels exhibit
a gelation phase transition, which describes the formation of one or
several large particles after a finite time. In this talk we introduce a
new approach for studying the process. We will provide a formula that
connects its distribution to a Poisson point process and show how this can
be used to derive a large deviation principle. From this we gain new
insights into the limiting behavior of the process and obtain criteria for
the gelation phase transition.
Tutte le persone interessate sono invitate a partecipare.
Il seminario si svolgerà all'interno delle attività del progetto PRIN
202277WX43 "Emergence of condensation-like phenomena in interacting
particle systems: kinetic and lattice models" finanziato dall’Unione
europea – Next Generation EU.
--
*************************************************
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
*************************************************
Dear Colleague, kind Professional, kind Expert,
I hope this message finds you well.
I am writing to you in my capacity as the Director of the *Executive
Master’s Program in Quantum Machine Learning*
<https://www.cafoscarichallengeschool.it/en/master/quantum-machine-learning/>
to inform you that *applications for the program are now open*.
The program delves into Quantum Computing alongside Machine Learning, with
a particular focus on financial applications.
Therefore, if you know any graduates, experts, or professionals who may be
interested in these topics, I kindly ask you to inform them.
For further information, you can visit the Master's program webpage
<https://www.cafoscarichallengeschool.it/en/master/quantum-machine-learning/>
or feel free to contact me directly (corazza(a)unive.it).
I would like to conclude by highlighting that the *application deadline is
November 24, 2024*.
Kind regards,
Marco Corazza
Director of the Executive Master in Quantum Machine Learning
Ca' Foscari University of Venice
--
Marco Corazza, Ph.D.
Department of Economics - Ca' Foscari University of Venice
Cannaregio 873, 30121 Venezia, Italy
Mobile: (+39) 366 602-9134
Phone: (+39) 041 234-6921
Fax: (+39) 041 234-7444
E-mail: corazza(a)unive.it
Editor-in-Chief: Mathematical Methods in Economics and Finance -
www.unive.it/m2ef
--
Ricevo e volentieri inoltro.
Buona giornata, Lucia
> Inizio messaggio inoltrato:
>
> Da: Alfonso Sorrentino <sorrentino(a)mat.uniroma2.it>
> Oggetto: Annuncio 17ma edizione del "Premio Cuozzo"
> Data: 20 settembre 2024 alle ore 09:13:21 CEST
> A: undisclosed-recipients:;
>
> Care colleghe e cari colleghi,
>
> anche quest'anno, Il Dipartimento di matematica dell’Università degli Studi di Roma “Tor Vergata” ha indetto una selezione pubblica per il conferimento di un premio di studio intitolato “Michele Cuozzo” dell’importo di € 3000 destinato a candidati/e che abbiano conseguito il titolo di dottore di ricerca in matematica presso un'università italiana. Per maggiori informazioni: https://www.mat.uniroma2.it/Docs_avvisi/BandoCuozzo2024.pdf <https://www.mat.uniroma2.it/Docs_avvisi/BandoCuozzo2024.pdf>
>
> Scadenza per l'invio della domanda: le ore 12,00 del giorno 13 Ottobre 2024.
>
> Saremmo grati se poteste aiutarci a diffondere questo messaggio.
>
> Un caro saluto
> Alfonso
>
>
>
23nd INTERNATIONAL CONFERENCE
CREDIT 2024
*The frontiers of new risks:
AI, digital and sustainability transitions *
Venice, Italy
3 – 4 October 2024
*
*
*GRETA Associati* (Venice, Italy),*CRIF* (Bologna, Italy), *European
Datawarehouse *(Frankfurt am Main, Germany), *European Investment Fund*
(Luxembourg), *Intesa Sanpaolo* (Milan, Italy) and *Modefinance*
(Trieste, Italy) are partners in organising a Conference to be held in
Venice on October 3-4, 2024. *
*
The CREDIT 2024 conference will bring together academics, practitioners
and PhD students working in various areas of financial and
socio-economic risk with the aim of creating a unique opportunity for
participants to discuss research progress and policy as well as
industry-relevant insights and directions for future research.
CREDIT 2024 is the *twenty-third* in a series of events dedicated to
various aspects of credit risk and organised under the auspices of: the
*Department of Economics *and*VERA - Venice centre in Economic and Risk
Analytics for public policies* - of the *Ca’ Foscari University of
Venice*,*Joint Research Center European Commission*, *ABI - Italian
Banking Association*, *AIAF - Associazione Italiana per l'Analisi
Finanziaria*, *AIFIRM - Associazione Italiana Financial Industry Risk
Managers*.
Sustainability necessarily involves the adaptation of today’s business
model to the dynamic nature of the current digitalised environments.
Corporations need to make sure that resources, especially technology,
are being used responsibly and efficiently to improve the lives of the
present generations and future generations as well as strengthen their
relationships with the environment as to solve sustainability-related
problems such as poverty, environmental degradation, pollution and
inequality.
Artificial Intelligence (AI) has the potential to address these societal
problems including sustainability. The climate crisis and the
degradation of the physical environment are complex problems that
require the most innovative and advanced solutions. The real value of AI
hence lies in its ability to facilitate and foster environmental and
social governance, rather just as a tool to reduce pollution, poverty
and resource depletion.
In the age of AI, societies depend on big data, social media, knowledge
management and data science to survive and achieve these sustainability
goals. AI has the potential to reshape not only finance and industry but
also the whole society. There is need to understand opportunities and
challenges as to properly manage all relevant risks.
The SCIENTIFIC COMMITTEE for the Conference consists of:
*Marcin Kacperczyk *(Imperial College London, Programme Chair)
*Monica Billio* (Ca’ Foscari University of Venice & GRETA)
*Marie Brière* (AMUNDI & Université Libre de Bruxelles)
*Lucia Alessi* (Joint Research Center, European Commission)
*Leonardo Gambacorta *(Bank For International Settlements)
*Mila Getmansky Sherman* (Isenberg School of Management, UMass Amherst)
*Christian Gollier* (Toulouse School of Economics)
*Helmut Kraemer-Eis *(European Investment Fund)
*Jan Pieter Krahnen *(Leibniz Institute for Financial Research SAFE &
Goethe University)
*Steven Ongena* (University of Zurich, Swiss Finance Institute, KU
Leuven, NTNU Business School & CEPR)
*Roberto Rigobon *(MIT Sloan School of Management)
*Stephen Schaefer* (London Business School)
*Marti Subrahmanyam *(NYU Stern Business School)
*PROGRAMME:*
https://www.greta.it/index.php/it/general-information-credit24/programme-20…
*REGISTRATION*:
https://registration.nexave.org/it/iscrizione-evento/32/23rd-international-…
For the Registration Fees and more detailed information, please visit
the Conference website: https://www.greta.it/index.php/it/credit-2024
*ACKNOWLEDGEMENT OF EUROPEAN FUNDING*
The organization of the conference has benefitted from financial support by:
- the European Union – Next Generation EU, Mission 4 Component 2, as
part of the *GRINS project - Growing Resilient, INclusive and
Sustainable* (code: PE0000018, CUP: H73C22000930001) - National Recovery
and Resilience Plan (PNRR)
- *ESG UPTAKE — TSI-2023-ESGRM-IBA* - ESG risk management framework for
the financial sector. Funded by the European Commission - Grant
Agreement N° 101145727.
Care colleghe e colleghi,
Il 25 Ottobre dalle 10:30 si terrà al Dipartimento di Matematica e Informatica dell’Università di Firenze (Viale G. Morgagni 67)
la quattordicesima giornata di seminari ``An Autumn Day in Probability and Statistical Physics''.
SPEAKERS e PROGRAMMA DELLA GIORNATA:
10:30 Welcome coffee
11:00 - 12.45 Morning speaker: Prof. Marielle Simon (Université Lyon 1), Title: ``On exclusion processes with phase separation"
13:00 - 14:30 Lunch
14:30 - 16.15 Afternoon speaker: Prof. Michel Mandjes (Leiden University), Title: ``Dynamic random graphs: analysis and inference"
Vedi in fondo al messaggio per gli abstracts.
Per una migliore organizzazione, chiediamo cordialmente a coloro che fossero interessati di compilare
il seguente Google Form per indicare l'intenzione di partecipare alla giornata e in particolare al pranzo: link <https://docs.google.com/forms/d/e/1FAIpQLSeqo4UjeP8hcVCzXwTk6I_zNzBq_AJ3z6x…>
Maggiori informazioni, sono reperibili alla pagina web dell’evento:
https://sites.google.com/unifi.it/florence-probability-group/home/days-in-p… <https://www.google.com/url?q=https://sites.google.com/unifi.it/florence-pro…>.
Vi aspettiamo numerosi e vi preghiamo di diffondere l’annuncio con chi pensiate possa essere interessata/o, in particolare giovani ricercatrici e ricercatori!
Luisa Andreis, Luca Avena e Gianmarco Bet
Scientific advisory committee: F. Caravenna, E.N.M. Cirillo, F. Colomo, P. Dai Pra, A. De Masi, C. Giardina`, R. Livi, F. Martinelli, I.G. Minelli, B. Scoppola, E. Scoppola.
ABSTRACTS
____________________________________________
SPEAKER: Prof. Marielle Simon (Université Lyon 1)
TITLE: ``On exclusion processes with phase separation"
ABSTRACT: "Stochastic lattice gases" are models of interacting particles subject to stochastic dynamics. They have been widely studied for about thirty years by both mathematicians and physicists. Their structure makes it possible to analyse them rigorously, while illustrating numerous physical phenomena: in particular, one of the main objectives is to prove rigorously the convergence of the microscopic system towards a macroscopic PDE, after rescaling in time and space (also known as the ‘hydrodynamic limit’).
In the first lecture I will give several illustrations of this convergence result thanks to the most well-known example, namely the symmetric simple exclusion process. In the second lecture, I will show how to enrich these models in order to derive some phase separation at the macroscopic level, with a free boundary that moves within the system.
SPEAKER: Prof. Michel Mandjes (Leiden University)
TITLE: Dynamic random graphs: analysis and inference
ABSTRACT: The bulk of the random graph literature concerns models that are of an inherently static nature, in that features of the random graph at a single point in time are considered. There are strong practical motivations, however, to consider random graphs that are stochastically evolving, so as to model networks’ inherent dynamics. In this talk I’ll discuss a set of dynamic random graph mechanisms and their probabilistic properties. Key results cover functional diffusion limits for subgraph counts (describing the behaviour around the mean) and a sample-path large-deviation principle (describing the rare-event behaviour, thus extending the seminal result for the static case developed by Chatterjee and Varadhan).
The last part of my talk will be about estimation of the model parameters from partial information. We for instance demonstrate how the model’s underlying parameters can be estimated from just snapshots of the number of edges. We also consider settings in which particles move around on a dynamically evolving random graph, and in which the graph dynamics are inferred from the movements of the particles (i.e., not observing the graph process).
Dear colleagues,
the trees4cat Workshop (Trees for Categorical Data) aims to strengthen the network of researchers working on asymmetric independence and models for contingency tables. We invite contributions to the workshop. Topics of interest include, but are not limited to, contingency tables, staged trees, asymptotic theory, software implementations, and algebraic statistics.
Key details about the workshop:
• Workshop Title: trees4cat (Trees for Categorical Data)
• Dates: 21-23 October 2024
• Location: Department of Mathematics, University of Genoa, Italy
• Abstract Submission Deadline: 30 September 2024
Submit your abstract here: https://tinyurl.com/trees4catabs
• Registration: https://tinyurl.com/trees4catreg
(Please note: participants can register also after the abstract submission deadline.)
• Financial Support: Partial financial support is available for a few participants.
• Workshop Webpage: https://stagedtrees.github.io/events/trees4cat.html
Confirmed Speakers:
• Eliana Duarte (University of Porto)
• Maria Kateri (RWTH Aachen University)
• Manuele Leonelli (IE University)
• Tamás Rudas (Eötvös Loránd University)
• Jim Smith (University of Warwick)
• Liam Solus (KTH University)
There will be two tutorials on the first day of the workshop, especially for PhD students and early career researchers.
Call for Journal Submissions: Participants are encouraged to submit articles on the topics of the workshop to the Algebraic Statistics journal. Articles will be handled by members of the organising committee, and accepted papers will appear in a single issue.
We look forward to your participation in trees4cat. Should you have any questions, please feel free to contact us at Manuele.leonelli(a)ie.edu
Best regards,
The Organizing Committee
https://stagedtrees.github.io/events/trees4cat.html
--
Monia Lupparelli
Associate Professor
+(39) 055 2751517
UNIVERSITÀ DEGLI STUDI DI FIRENZE
Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti" (DISIA)
--
Dear colleagues,
this is a gentle reminder about the upcoming workshop on Stochastic Processes, Stochastic Optimal Control, and their Applications, to be held at Politecnico di Milano, Department of Mathematics, Aula Consiglio (7th floor) on September 26-27, 2024.
The workshop is dedicated to Professor Marco Fuhrman, on the occasion of his 60th birthday.
The official program is now available on the website
https://www.mate.polimi.it/events/SPOCA/
The workshop begins on Thursday, September 26, at 15:30 (registration opens at 15:00) and ends on Friday, September 27, at 12:40.
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 use the registration form (available until Friday, September 20) on the official website of the workshop, where you can also find some general travel information and suggestions on hotels near Politecnico di Milano.
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)
Luciano Campi (Università degli Studi di Milano)
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.
*Università di SalernoDipartimento di Matematica*
*AVVISO DI SEMINARIO*
Il Prof. Alfonso Suárez-Llorens (Universidad de Cádiz. Dpto. Estadística e
I.O.) terrà, venerdì 20
settembre, alle ore 12:00, presso la Sala Riunioni dell'Edificio F2 (piano
1, stanza 36), un seminario
dal titolo:
*Extreme Value Distributions and Their Shape*
Gli interessati sono cordialmente invitati a partecipare,
*Antonio Di CrescenzoBarbara MartinucciAlessandra MeoliSerena Spina*
*Link su Teams*:
https://teams.microsoft.com/l/meetup-
join/19%3ameeting_YWUzZDAyMjgtZDE3YS00NDk1LTlmZmItYmExNjc4Njg2ODE1%40thread.v2/0?context=%7
b%22Tid%22%3a%22c30767db-3dda-4dd4-8a4d-097d22cb99d3%22%2c%22Oid%22%3a%2261e4e421-60a6-4cb9-
8153-d04cb91c1edf%22%7d
ID riunione: 345 585 611 215
Passcode: 9P9iwD
*Abstract*
This talk will cover Extreme Value Theory and its key results on
convergence, focusing on the
Generalized Extreme Value (GEV) family and the Generalized Pareto
Distribution (GPD) family.
Additionally, we will explore the concept of the shape of a distribution
and how it can be used to
characterize GEV and GPD distributions. This characterization can serve as
the basis for developing
a graphical tool to assess tail weight. The presentation will conclude with
a real-world example
applied to environmental data.