January 2025 - Random - Mailing list — Dipartimento di Matematica, UniPI

PhD thesis position in Geometric Statistics and Compound Climate Events
by Elena Di-Bernardino 20 Jan '25

20 Jan '25

Dear colleagues, Thomas Opitz (INRAE Avignon France) and I are looking for a motivated PhD candidate student from October 2025 to September 2028. The thesis will focus on spatial statistics, stochastic geometry and extreme value theory (see attachment for the thesis topic) with important applications to climate science. Do you know any students who might be interested on this topic? Ideal applicants have a strong background in mathematics, statistics, with interest spatiotemporal modeling of extremes. Yours sincerely Elena Di Bernardino and Thomas Opitz -- Elena Di Bernardino https://math.univ-cotedazur.fr/~elenadb/ Professeure des Universités Laboratoire J.A. Dieudonné Université Côte d'Azur Parc Valrose, 06108 Nice, Cedex 2, France

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PhD thesis, France
by Chenavier Nicolas 20 Jan '25

20 Jan '25

Dear colleagues, Bartek Błaszczyszyn and I are looking to co-supervise a PhD student from October 2025 to September 2028. The funding program we are applying for is MathPhDInFrance (see https://mathphdinfrance.fr/ for more information). To be eligible, the candidate must have spent at most one year studying in France between 2022 and 2025. The PhD thesis will focus on probability theory, specifically on stochastic geometry and extreme value theory https://www-lmpa.univ-littoral.fr//~chenavier/project_Blaszczyszyn&Chenavie…. The PhD thesis will take place at the University of Littoral (Calais) or in Paris, depending on the student’s preference. Best regards, Bartek Błaszczyszyn and Nicolas Chenavier.

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Seminario Padova - Orphée Collin
by alekos.cecchin＠unipd.it 17 Jan '25

17 Jan '25

Buongiorno a tutti, Vorremmo segnalarvi che venerdì prossimo (24 Gennaio) in aula 2AB40 (Torre Archimede, Università di Padova) ci sarà un seminario per il ciclo di seminari in Probabilità e Finanza di: Orphée Collin (LPSM Paris) Title: Two-dimensional simple random walk conditioned on avoiding 0 and two-dimendional random interlacements Date: January 24, 2025, at 14:30, room 2AB40 Abstract: In this talk, I will present joint works with Francis Comets and Serguei Popov. How can one condition the two-dimensional simple random walk (2D-SRW), which is well known to be recurrent, on not hitting the origin ? This question will be answered by defining rigorously the 2D-SRW conditioned to avoid the origin. I will then discuss some of its surprising properties and present results concerning its speed of escape towards infinity. I will also present the random interlacements model build upon the conditioned 2D-SRW, which was introduced by the aforementioned coauthors (together with Marina Vachkovskaia) in 2015. I will discuss some properties of this model : FKG inequality, 0-1 law, phase transition and behavior at criticality. During the talk, I will also evoke the continuous counterparts of these processes, namely : the two-dimensional Brownian motion conditioned to avoid the unit ball and the two-dimensional random interlacements. If time allows, I will mention some results on the Brownian random interlacements. Vi aspettiamo numerosi! Alberto Chiarini e Alekos Cecchin

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Postdoc opportunities at University of Oslo
by Giulia Di Nunno 17 Jan '25

17 Jan '25

Dear All, Exciting postdoc opportunities are open at the Department of Mathematics, University of Oslo within the EU COFUND DSTrain - MSCA of dScience. You can read about the call and the projects available here: https://www.uio.no/dscience/english/dstrain/ There are up to 18 position in science. Many in Probability, Statistics, and Applications. You can read about one in the group of Risk and Stochastics on Risk Quantification, here: https://www.uio.no/dscience/english/dstrain/research-areas2025/mathematics-… Deadline for application April 6, 2025 Please help us distribute this information widely. Best regards, Giulia Di Nunno Professor Risk and Stochastics Department of Mathematics University of Oslo, Norway

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Announcement of the Second Workshop on Quantitative Methods for Green Finance
by Davide Pirino 16 Jan '25

16 Jan '25

Dear Colleagues, We are delighted to share with you the announcement of the second edition of the *Workshop on Quantitative Methods for Green Finance (GFW2025)*, which will take place on *February 6-7, 2025*, at the *Department of Economics and Finance of the University of Rome Tor Vergata*. This workshop offers a unique opportunity to connect with experts from academia and industry, fostering engaging discussions on quantitative methods in sustainable finance, insurance, banking, climate change, and ecological transition. Additional information can be found on the webpage of the event: LINK <https://gfw2025.it/> *GFW2025* is proudly supported by *Etica Sgr*, the *Italian Association for Mathematics Applied to Social and Economic Sciences (AMASES)*, and *SUMUS Italia*. We warmly invite you to join us. If you wish to participate please register at the following link: REGISTRATION <https://gfw2025.it/c/login/>. Participation is free of charge; however, registration is mandatory for organizational purposes. Save the dates, and we look forward to seeing you in Rome! Best regards, Katia Colaneri (on behalf of the Organising Committee)

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Fwd: IWOTA 2025's session on Operator semigroups and related operators
by Davide ADDONA 16 Jan '25

16 Jan '25

Apologize for cross-posting. Davide Addona Inizio messaggio inoltrato: Da: Karsten Kruse <k.kruse(a)utwente.nl<mailto:k.kruse@utwente.nl>> Oggetto: IWOTA 2025's session on Operator semigroups and related operators Data: 16 gennaio 2025, 11:24:15 CET Cc: José Antonio Bonet Solves <jbonet(a)mat.upv.es<mailto:jbonet@mat.upv.es>>, "Kruse, Karsten (UT-EEMCS)" <k.kruse(a)utwente.nl<mailto:k.kruse@utwente.nl>> Dear colleague, We would like to put your attention to the IWOTA2025 - International Workshop on Operator Theory and its Applications, which takes place July 14-18, 2025 at the University of Twente in Enschede, the Netherlands. The preliminary homepage of the IWOTA 2025 is available at https://www.utwente.nl/en/iwota2025/. We will organise the session Operator semigroups and related operators, so please save the date. Information on how to submit an abstract for a talk in our session will follow. Please feel free to forward this e-mail to anybody that might be interested to participate. If you have any questions, please do not hesitate to contact us directly. We are looking forward to seeing you in Enschede. Best regards, José Bonet and Karsten Kruse -- Dr. rer. nat. habil. Karsten Kruse University of Twente Mathematical Systems Theory https://karsten-kruse.de<https://karsten-kruse.de/>

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QFinLab Seminar - Adrien Mathieu (Oxford University) - 27/1/2025, 16:00 @ Department of Mathematics, Politecnico di Milano
by Alessandro Calvia 16 Jan '25

16 Jan '25

Dear colleagues, you are all invited to participate in the following seminar organized by QFinLab - Department of Mathematics, Politecnico di Milano. Monday, 27 January 2025, 16.00-17.00 Seminar room, third floor, building 14, Via Bonardi 9, Milano (Leonardo Campus) Adrien Mathieu (Oxford University) Title: Market Making with fads, Informed and Uninformed traders. Abstract: We characterize the solutions to a continuous-time optimal liquidity provision problem in a market populated by informed and uninformed traders. In our model, the asset price exhibits fads -- these are short-term deviations from the fundamental value of the asset. Conditional on the value of the fad, we model how informed traders and uninformed traders arrive in the market. The market maker knows of the two groups of traders but only observes the anonymous order arrivals. We study both the complete information and the partial information versions of the control problem faced by the market maker. In such frameworks, we characterize the value of information, and we find the price of liquidity as a function of the proportion of informed traders in the market. Lastly, for the partial information setup, we explore how to go beyond the Kalman-Bucy filter to extract information about the fad from the market arrivals. Next seminar: Marzia De Donno (Università Cattolica del Sacro Cuore), 19 February 12:15. All news can be found on the QFinLab webpage<https://www.qfinlab.polimi.it/seminars-and-meetings/>. The organizers: Michele Azzone and Alessandro Calvia.

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International Master scolarships "MathInfI" in Lyon (France)
by msimon＠math.univ-lyon1.fr 15 Jan '25

15 Jan '25

Buongiorno, Inoltro un call per borse di Master a Lione (Francia) per studenti internazionali. Su questa pagina si trova la descrizione di alcuni programmi di Master che ci saranno l'anno prossimo: http://mathematiques.ens-lyon.fr/parcours-2025-2026 (http://mathematiques.ens-lyon.fr/parcours-2025-2026-396607.kjsp?RH=14036172…) ******************************************************************************** The SFRI Graduate+ program "MathInfI" offers scholarships for Master programs of 1,000 euros net/month/10 months. The scholarships are intended to students with outstanding academic records willing to enroll in the research programs in Mathematics and Computer Science supported by MathInfI (https://graduate-plus.fr/mathematics-foundations-of-computer-science-and-in… (https://graduate-plus.fr/mathematics-foundations-of-computer-science-and-in…)) MathInfI gathers 400 researchers in Mathematics, Fundamental Computer Science and their interactions, across five research units in the Lyon-Saint-Étienne area. The 2025 call for applications is open: Deadline for applications: January 31th, 2025 Results will be communicated in march 2025. Details, eligible programs and application: https://graduate-plus.fr/mathematics-foundations-of-computer-science-and-in… (https://graduate-plus.fr/mathematics-foundations-of-computer-science-and-in…) ********************************************************************************* Marielle Simon

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PhD in Statistics & CS in Bocconi - scadenza domande
by Antonio Lijoi 15 Jan '25

15 Jan '25

Cari tutti, ricordo l'imminente scadenza del 3 febbraio per la presentazione delle domande di ammissione al dottorato di ricerca in Statistics and Computer Science presso l'Università Bocconi (a.a. 2025-2026). Vi sarei grato se voleste portare all'attenzione di vostri studenti interessati l'annuncio riportato di seguito. Saluti, AL *********************** PhD in Statistics and Computer Science - a.y. 2025-2026 Call for applications for PhD student positions *********************** The Bocconi PhD School provides 7 scholarships for the PhD in Statistics and Computer Science, and a position with tuition waiver. * Scholarship amount * 27,000 euros per annum (year 1) 23,000 euros per annum (years 2-4) Further funding may be available through teaching and research assistantship. Visit www.unibocconi.eu/admissionphd for detailed information and for starting the online application process. ** Applications are due by February 3, 2025 ** Within the PhD School at Bocconi University, the four-year PhD program in Statistics and Computer Science is a high profile and rigorous doctoral program that develops strong mathematical, statistical, computational and programming backgrounds. The program is structured into two curricula: Statistics (4 scholarships) and Computer Science (3 scholarships). Students may apply to either one of the two curricula or to both. Highly qualified and motivated students with M.Sc. degrees in Statistics, Mathematics, Computer Science, Economics, Physics, Engineering and related areas, as well as other quantitatively-oriented fields, are encouraged to apply for admission. Applicants should hold, or be on their way to hold, a graduate degree or equivalent. For further information, visit www.unibocconi.eu/phdstatscompscience and feel free to contact: Antonio Lijoi (antonio.lijoi(a)unibocconi.it) Angela Baldassarre, PhD administrative assistant (angela.baldassarre(a)unibocconi.it)

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OWABI - Paul Bürkner - January 30
by Massimiliano Tamborrino 14 Jan '25

14 Jan '25

Dear all, the next One World Approximate Bayesian Inference (OWABI) Seminar<https://warwick.ac.uk/fac/sci/statistics/news/upcoming-seminars/abcworldsem…> is quickly approaching, being scheduled on Thursday, the 30th January at 11am UK time. Our next speaker is Paul Bürkner<https://paulbuerkner.com/> (TU Dortmund University), who will talk about "Amortized Mixture and Multilevel Models" with an abstract reported below. Abstract: Probabilistic mixture and multilevel models are central building blocks in Bayesian data analysis. However, they remain challenging to estimate and evaluate, especially when the involved likelihoods or priors are analytically intractable. Recent developments in generative deep learning and simulation-based inference have shown promising results in scaling up Bayesian inference through amortization. Against this background, we have developed specialized neural inference frameworks for estimating Bayesian mixture and multilevel models. The involved neural architectures are closely mirroring the probabilistic symmetries and conditional (in-)dependencies assumed by these models. This not only speeds up neural network training, but also enables amortized inference for new datasets of varying number of groups and sample sizes. Keywords: Amortized Bayesian Inference; Neural Posterior Estimation; Probabilistic Factorization This and all talks are hosted on the OWABI Ms Teams Channel, which is available here https://teams.microsoft.com/l/team/19%3AdhZ_4e_XLNJzCXPAMzTvT6BZ5KShEETkd_w…. The MS Teams link to join Paul Bürkner's talk is https://teams.microsoft.com/l/meetup-join/19%3adhZ_4e_XLNJzCXPAMzTvT6BZ5KSh… Meeting ID: 361 477 079 820 Passcode: C49gr9Gx Lastly, if you missed Jeremias Knoblauch's seminar, you could now watch the recorded talk on the OWABI webpage<http://www.warwick.ac.uk/oneworldabc>. I'm looking forward to seeing you in a few weeks, best, Massimiliano on the behalf of the OWABI Seminar Organisers ------ Dr. Massimiliano Tamborrino Reader (Associate Professor) and WIHEA Fellow Department of Statistics University of Warwick https://warwick.ac.uk/tamborrino

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