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AVVISO DI SEMINARIO
by Barbara Martinucci 10 Sep '23

10 Sep '23

UNIVERSITA' DI SALERNO Dipartimento di Matematica *AVVISO** DI SEMINARIO* La Prof.ssa *Giulia DI NUNNO* (University of Oslo, Department of Mathematics) mercoledì 13 settembre, alle ore 13:00, presso la Sala Riunioni dell'Edificio F2 (piano 1, stanza 36), terrà un seminario dal titolo: *Sandwich volatility modelling and hedging* Gli interessati sono cordialmente invitati a partecipare, *Antonio Di Crescenzo* *Barbara Martinucci* *Alessandra Meoli**Serena Spina* Link su Teams: https://teams.microsoft.com/l/meetup-join/19%3ameeting_OTcwY2Q1ZDktYmIyMS00… *Abstract* Sandwiched Volterra Volatility (SVV) models are a class of models able to capture both the long memory and the rough aspects of volatility. We present the structure and the properties. We then move to consider hedging and consider the explicit computation of quadratic hedging strategies. the theoretical solution is well-known in terms of the non-anticipating derivative for all square integrable claims, the fact that these models are typically non-Markovian provides a concrete difficulty in the direct computation of conditional expectations at the core of the explicit hedging strategy. To overcome this difficulty, we propose a Markovian approximation of the model which stems from an adequate approximation of the kernel in the Volterra noise. We show some numerical simulations performed with different methods.

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Workshop announcement "Turbulence on the Banks of Arno", SNS Pisa
by Franco Flandoli 10 Sep '23

10 Sep '23

Dear all, We are glad to announce the 1st edition of the workshop "Turbulence on the Banks of Arno", to be held at Scuola Normale Superiore in Pisa (Italy) from the 31st of January to the 2nd of February 2024. The goal of the workshop is to provide a platform for early-stage researchers (ideally Ph.D. students and postdoctoral fellows) working in the field of turbulence to come together, exchange ideas, and present their own research. The workshop will also feature two lecture series, delivered by Professors Jeremie Bec and Michele Coti Zelati. More details are available at the web page: https://indico.sns.it/e/ <https://indico.sns.it/event/62/>tuba Please notice that registration to the event is free but mandatory. The deadline for registration is *November 15th 2023*. Accommodation in Pisa will be provided free of charge for all participants, and additional remboursement for travel expenses may be granted upon request. Please feel free to circulate this message to anybody who might be interested. Looking forward to seeing you in Pisa, The organizers, Franco Flandoli, Eliseo Luongo, Silvia Morlacchi, Andrea Papini, Umberto Pappalettera

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Workshop “Replicability crisis in science?”,University of Padua, Italy, 19 September 2023
by Susi Ceron 08 Sep '23

08 Sep '23

Dear All, it is a pleasure to announce the Workshop “Replicability crisis in science?” University of Padua, Italy, 19 September 2023 Speakers: Prof. Giovanni Parmigiani, Department of Data Science, Dana Farber Cancer Institute, Harvard University, USA (https://scholar.harvard.edu/parmigiani) Prof. Branden Fitelson, Department of Philosophy and Religion, Northeastern University, USA (https://cssh.northeastern.edu/faculty/branden-fitelson/) Prof. Gianmarco Altoè, Department of Developmental Psychology and Socialisation, University of Padua (https://www.dpss.unipd.it/en/gianmarco-altoe) Prof. Alessandra Salvan, Department of Statistical Sciences, University of Padua (https://homes.stat.unipd.it/alessandrasalvan/en/home-2/) Prof. Marzia Soavi, Department of Philosophy, Sociology, Education and Applied Psychology, University of Padua (https://www.unipd.it/en/contatti/rubrica?detail=Y&ruolo=1&checkout=cerca&pe… <https://www.unipd.it/en/contatti/rubrica?detail=Y&ruolo=1&checkout=cerca&pe…>) Workshop content: When evaluating the reliability of scientific findings and predictions, a major concern is about their replicability, that is their consistency across different studies aimed at answering the same question. A ‘replicability crisis’ has been claimed in the last decades, denouncing that a large part of published research findings, especially in applied sciences, such as psychology or medicine failed to be confirmed by subsequent studies. Difficulties in moving from empirical evidence and data analysis to a scientific result push towards the need to clarify various aspects, such as rigorous definitions, the possible tools for understanding and communicating the uncertainty inherent in most scientific conclusions, the definition of non-questionable research practices. Workshop Website: https://replicabilityday.stat.unipd.it Registration: Registration for the workshop is now open on Eventbrite <https://www.eventbrite.it/e/biglietti-replicability-crisis-in-science-68647…>. Organizers: Department of Statistical Sciences, University of Padova, Italy: Alessandra Salvan and Bruno Scarpa Department of Philosophy, Sociology, Education and Applied Psychology, University of Padova, Italy: Massimiliano Carrara and Fabio Grigenti Further details can be found at https://replicabilityday.stat.unipd.it or contact Bruno Scarpa (scarpa(a)stat.unipd.it) Info: replicability(a)stat.unipd.it The workshop has been organised together with the twin event of the Summer school on “Replicability crisis in science?” <https://replicability.stat.unipd.it> -- Segreteria Amministrativa Dipartimento di Scienze Statistiche Università degli Studi di Padova Via Cesare Battisti 241 - 35121 Padova tel. +39 049 8274125 www.stat.unipd.it <http://www.stat.unipd.it/>

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call Secondo Incontro UMI per Dottorandi
by Claudia Ceci 07 Sep '23

07 Sep '23

Buongiorno a tutt*, segnalo che è aperta la call per i dottorandi e neo-dottorati in tutti gli ambiti della matematica e applicazioni per presentare una comunicazione al Secondo Incontro UMI per Dottorandi, che si svolgerà a Napoli il 13 e 14 giugno 2024: https://umi.dm.unibo.it/2023/09/05/call-ii-incontro-umi-dottorandi/ Vi prego di darne diffusione ai potenziali interessati. Cari saluti Claudia Ceci **************************************************************************** Claudia Ceci Dipartimento di Metodi e Modelli per l’Economia, il Territorio e la Finanza (MEMOTEF) Università di Roma La Sapienza Via Del Castro Laurenziano 9 Roma 00161 Italy Email: claudia.ceci(a)uniroma1.it -- **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>*

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Fwd: Scomparsa di Antonio Galves
by Nappo, Giovanna 06 Sep '23

06 Sep '23

Con grande tristezza inoltro questo messaggio di Mauro Piccioni sulla scomparsa di Antonio Galves. Giovanna Nappo ---------- Forwarded message ---------- From: Mauro Piccioni <mauro.piccioni(a)uniroma1.it> Date: Wed, 6 Sep 2023 22:50:38 +0200 Subject: Scomparsa di Antonio Galves To: "Nappo, Giovanna" <nappo(a)mat.uniroma1.it> Subject: Scomparsa di Antonio Galves E' con grande dolore che comunico ai colleghi probabilisti che nella serata di ieri è venuto a mancare il Prof. Antonio Galves del Dipartimento di Matematica e Statistica dell'Università di San Paolo, membro della Accademia delle Scienze Brasilianaa, ben noto alla comunità dei probabilisti e fisici matemstici italiani per i suoi contributi alla metastabilita' e ai sistemi di particelle. Antonio ha anche dato contribuiti fondamentali per le applicazioni alla linguistica, attraverso l'uso degli alberi di contesto, e alle neuroscienze, sviluppando con Eva Locherbach un modello di reti neurali biologiche diventato un riferimento per il settore. Mauro Piccioni.

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SPASS Seminars: Gigliola Staffilani and Vanessa Jacquier
by Andrea Agazzi 06 Sep '23

06 Sep '23

Dear Colleagues, We would like to invite you to the following (double) SPASS seminar, jointly organized by UniPi, SNS, UniFi and UniSi (abstracts below): Some recent developments in wave turbulence theory by *Gigliola Staffilani* (MIT) Homogeneous and heterogeneous nucleation in the three-state Blume-Capel model by* Vanessa Jacquier* (University of Utrecht) The seminars will take place on *TUE, 12.9.2023* respectively at *14:00 CET and 15:00 CET *in Aula Seminari, Dipartimento di Matematica, University of Pisa 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 <https://www.google.com/url?q=https://sites.google.com/unipi.it/spass&source…> -------------------------------------------- Some recent developments in wave turbulence theory Abstract: In this talk I will present two different approaches in the study of wave turbulence theory. The first, introduced by Bourgain, consists in analyzing the long time behavior of high Sobolev norms for the defocusing, cubic NLS equation on 2D tori (periodic solutions). In this context I will emphasize how the rationality or irrationality of the torus affects the analysis. The second approach deals with the rigorous derivation of the 3-wave kinetic equation from a weakly nonlinear multidimensional KdV type equation. Homogeneous and heterogeneous nucleation in the three-state Blume-Capel model Abstract: We study the metastable behavior of the stochastic Blume–Capel model evolving according to the Glauber dynamics with zero boundary conditions. We will show that, due to the three–state character of the Blume–Capel model, the metastability scenario proven for periodic boundary conditions changes deeply when different boundary conditions are considered. The Hamiltonian of the Blume–Capel model depends on the magnetic field h and the chemical potential λ. We study the heuristic in the whole region λ,h > 0, where the chemical potential term equally favors minus and plus spins with respect to zeroes and the magnetic field favors pluses and disadvantages minuses with respect to the zeroes, and we compare our results with the Blume-Capel model with periodic boundary conditions. Then, we analyze in detail the region λ>h > 0. In this region, we identify the unique metastable state -1, we compute the energy barrier from -1 to the stable state +1, and we find an estimate for the asymptotic behavior of the transition time from the metastable to the stable state as β->∞, where β is the inverse of the temperature.

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RTT mat/07 a Roma1
by Faggionato, Alessandra 06 Sep '23

06 Sep '23

Buongiorno, dato che molti probabilisti sono interdisciplinari, riporto l'annuncio per un RTT mat/07 a Roma1: sulla Gazzetta Ufficiale - IV Serie Speciale n. 67 del 05.09.2023 è stato pubblicato il D.R. n. 2162/2023 del 07.08.2023 per n. 1 posto RTT presso il Dipartimento di Matematica “Guido Castelnuovo” SSD MAT/07. Il suddetto D.R. è stato, altresì, pubblicato sul Portale Trasparenza di Ateneo al seguente link: https://web.uniroma1.it/trasparenza/sites/default/files/Bando_2023RTTE013_w… Le domande di partecipazione dovranno pervenire entro il 05 ottobre 2023. Saluti Alessandra ************************************************* Prof. Alessandra Faggionato https://www1.mat.uniroma1.it/people/faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 5, Phone (0039) 06 49913252 *************************************************

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Webinar on ERC Mathematics funding opportunities
by Alessandra Micheletti 06 Sep '23

06 Sep '23

Webinar announcement. ECMI together with the Committee for Applications and Interdisciplinary Relations of the EMS, in cooperation with the ERC Mathematics Panel coordinator Maria Gonzalez, organise an online webinar on ERC funding opportunities in Mathematics and on the ERC evaluation process. The presentation will include contributions of ERC grant holders. Date: September 19, 2023 at 11am (CEST) Link: https://maths-cam-ac-uk.zoom.us/j/92899777272?pwd=a2FrMS84TzlJN3EwWmV1U0swM… <https://urldefense.com/v3/__https:/maths-cam-ac-uk.zoom.us/j/92899777272?pw…> Meeting ID: 928 9977 7272 Passcode: 373722 See also this link for the detailed program https://ecmiindmath.org/2023/07/20/erc-mathematics-webinar/ ERC mathematics webinar ecmiindmath.org ------------------------------ Alessandra Micheletti Associate Professor - Probability and Mathematical Statistics ECMI <https://ecmiindmath.org/> Vice President Dept. of Environmental Science and Policy - ESP Università degli Studi di Milano via Saldini 50, 20133 Milano, Italy phone: +39-02503-16130 fax: +39-02503-16090 https://alessandramichelettiwebpage.wordpress.com/

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RTT - 13/D1 Roma Sapienza, scadenza 4 ottobre 2023
by Brunero Liseo 06 Sep '23

06 Sep '23

Con preghiera di diffusione Brunero Liseo PROCEDURA SELETTIVA DI CHIAMATA PER N. 1 POSTO DI RICERCATORE A TEMPO DETERMINATO IN TENURE TRACK (RTT) RISERVATA EX ART. 24, COMMA 1-BIS, L. 240/2010 – DIP. DI METODI E MODELLI PER L’ECONOMIA, IL TERRITORIO E LA FINANZA – COD. CONCORSO 2023RTTE014 (SPC: 2023-2189-1461-208114) | Amministrazione trasparente (uniroma1.it) <https://web.uniroma1.it/trasparenza/dettaglio_bando_albo/208114> -- ============================================ Brunero Liseo *Dip. di metodi e modelli per il territorio, l'economia e la finanza * *Sapienza Università di Roma* *Viale Castro Laurenziano, 9 Roma I-00161 *Tel. +39 06 49766973 Fax +39 06 4957606 *https://sites.google.com/a/uniroma1.it/brulis/home <https://sites.google.com/a/uniroma1.it/brulis/home>* ============================================ -- **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>*

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RTD-A in Statistica (SEC-S/01) @UNIGE
by Francesco Porro 06 Sep '23

06 Sep '23

Buongiorno, è stata bandita una posizione RTD-A presso il Dipartimento di Matematica (DIMA) dell'Università degli Studi di Genova nel settore SECS-S/01 sul progetto PNC DHEAL-COM dal titolo: "Strengthening a person-centred ecosystem for the co-creation of digital health services for a smart community". Scadenza presentazione domande: 12-09-23 (ore 12:00) Bando della procedura: https://concorsi.unige.it/home/procedure/4189;jsessionid=BF131D4BA8693DDE2B… Le documentate domande di ammissione alla procedura devono essere prodotte, in via telematica, utilizzando una specifica applicazione informatica, con le modalità di cui all'art. 3 del bando. Per informazioni: Eva Riccomagno - riccomagno(a)dima.unige.it Francesco Porro - francesco.porro(a)unige.it Cordiali saluti, Francesco

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