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Fwd: Avviso Mini corso avanzato Dottorato in Matematica il 24-04-2019
by Elisabetta Scoppola 24 Apr '19

24 Apr '19

---------- Forwarded message --------- From: <ricercaMatFis(a)mat.uniroma3.it> Date: Fri, Apr 19, 2019 at 11:33 AM Subject: Avviso Mini corso avanzato Dottorato in Matematica il 24-04-2019 To: <ricercaMatFis(a)mat.uniroma3.it> MINI CORSO AVANZATO DI DOTTORATO IN MATEMATICA Titolo: Advanced course in Noetherian and Homological Commutative Algebra Dario Spirito (Universita' degli Studi Roma Tre) Mercoledi' 24 Aprile 2019 ORE 11:00 Largo San Leonardo Murialdo, 1 - Edificio nuovo - AULA M6 Program The course, composed by 8 two-hours lectures, will deal with advanced topics of Noetherian commutative algebra, with the help of homological techniques, following on the subjects treated in the course of AL410 (Algebra commutativa) during the II semester of 2018/2019 a.a. In the following are listed some of the topics that will be treated during the course. The teacher is also willing to arrange with the students some variations in the program in the range of topics indicated by the title. riferimento: Francesca TARTARONE http://www.matfis.uniroma3.it/dottorato/corsi_dottorato_completo.php?dottora to=matematica&anno=2018- <http://www.matfis.uniroma3.it/dottorato/corsi_dottorato_completo.php?dottor…> 019#corso604 -- Elisabetta Scoppola, Dipartimento di Matematica e Fisica, Universita' di Roma Tre +39-0657338217 (off) +39-06-57338080 (fax)

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JOB | PhD positions in Statistics @ Politecnico di Milano - Ph.D. program in Mathematical Models and Methods in Engineering
by Laura Maria Sangalli 24 Apr '19

24 Apr '19

Prego di dare la massima diffusione presso i potenziali interessati ITA E' uscito il bando di ammissione al 35esimo ciclo di dottorato presso il Politecnico di Milano, con scadenza il ** 21 maggio alle ore 14 ** http://www.dottorato.polimi.it/it/entra-al-dottorato/concorso-di-ammissione… Presso il Dipartimento di Matematica, nel dottorato in Modelli e Metodi Matematici per l'Ingegneria, sono disponibili varie borse, di cui 4 libere che possono essere in area Statistica / Data Science. Il Dipartimento di Matematica del Politecnico di Milano ha numeroso gruppo di Statista Applicata. I principali temi di ricerca del gruppo sono l'analisi di dati complessi ed ad alta dimensionalità, quali dati funzionali, dati spaziali e dati oggetto, e la biostatistica. Per saperne di più: https://statistics.mox.polimi.it/ ENG Several PhD fellowships in Mathematical Models and Methods in Engineering are available at the Department of Mathematics at Politecnico di Milano. Four fellowships are in the generic field of Mathematics and Statistics, and can be targeted to Statistics / Data Science. http://www.dottorato.polimi.it/en/looking-for-a-phd/call-for-positions-and-… Deadline for applications: **21 May, at 2pm**. The Department of Mathematics at Politecnico di Milano has a large group in Applied Statistics. The main research interests of the group concern the analysis of high dimensional and complex data, such as functional data, spatial data and object data, and biostatistics. More at https://statistics.mox.polimi.it/ -- Laura Maria Sangalli MOX - Dipartimento di Matematica Politecnico di Milano Piazza Leonardo da Vinci 32 20133 Milano - Italy tel: +39 02 2399 4554 fax: +39 02 2399 4568 email: laura.sangalli(a)polimi.it url: http://mox.polimi.it/~sangalli

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JOB | PhD position in statistics, University of Oslo, Norway
by Valeria Vitelli 20 Apr '19

20 Apr '19

Apologies for cross-posting ---------------------------------------------------------------------------------------------------------------- A *PhD Research Fellowship* in *statistics* is available at the *Oslo Centre for Biostatistics and Epidemiology*, Department of Biostatistics, *University of Oslo*, Norway. The fellowship is for a period of *3 years*, with starting date *1st September 2019*. See details on the call and how to apply here: https://www.jobbnorge.no/en/available-jobs/job/168832/phd-research-fellow *Deadline: May 6th, 2019* Applicants must have a Master of Science degree in statistics, data science, mathematics, computer science, or a related quantitative subject, with proven competence in statistics. Candidates without a Master’s degree have time until 31.08.2019 to complete their final exam. The ideal candidates have some experience in methodological statistics, and an outstanding potential and genuine interest to develop statistical methodology to solve important applied problems. Excellent programming capacity is required. The PhD candidate will be employed by the University of Oslo, thus enjoying all legal benefits in such a position, including health insurance, pension contributions and family welfare benefits. The working language is English. Salary ca 50.000 EUR per year plus pension, insurance and more welfare privileges. For further information regarding the position, please contact: Assoc. Prof. *Valeria Vitelli*, valeria.vitelli(a)medisin.uio.no -- Valeria Vitelli Oslo Center for Biostatistics and Epidemiology, Department of Biostatistics, University of Oslo, Norway mailto: valeria.vitelli(a)medisin.uio.no

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Open assistant position (for PhD), TU Graz, Austria
by Daniela Bertacchi 20 Apr '19

20 Apr '19

Open Assistant position (for PhD) for 3 years Graz University of Technology, Austria Institute of Discrete Mathematics Working Groups Structure Theory and Stochastics & Noncommutative Structures (W. Woess & Franz Lehner) Scheduled to start on September 1, 2019. Requirements: Master or equivalent university degree in Mathematics. Workload 40 hours/week, scheduled to start on September 1, 2019. Desired qualifictations: scientific interest in the fields of Stochastic Processes (random walks), Graph Theory, Geometric Group Theory, and Noncommutative Probability, possibly combining those topics. Readiness to collaborate in research projects in these areas. Teaching duties of at least 2 hours per week per semester, in particular for Mathematics in the Engineering sciences. For details, see https://www.math.tugraz.at/~woess/position Wolfgang Woess Institut fuer Diskrete Mathematik, Technische Universitaet Graz, Steyrergasse 30, A-8010 Graz, Austria email: woess(a)TUGraz.at http://www.math.TUGraz.at/~woess <http://www.math.tugraz.at/~woess>

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RTDA 13/D4 - Metodi matematici dell'economia e delle scienze attuariali e finanziarie
by Fausto Gozzi 18 Apr '19

18 Apr '19

Bando Ricercatore art. 24, comma 3, lett. a) 13/D4 - Metodi matematici dell'economia e delle scienze attuariali e finanziarie Pubblicato sulla Gazzetta Ufficiale in data 15 marzo 2019 Settore scientifico-disciplinare SECS-S/06 - Metodi matematici dell'economia e delle scienze attuariali e finanziarie, presso il Dipartimento di Economia e Finanza della Luiss Libera Universita' Internazionale degli Studi Sociali Guido Carli. Codice concorso DEF-RIC-01/2019 Scadenza: 29 aprile 2019 - ore 14:00 Central European Summer Time (CEST) UTC+2 <https://www.luiss.it/sites/www.luiss.it/files/Bando_7.pdf>https://www.luiss.it/sites/www.luiss.it/files/Bando_7.pdf Fausto Gozzi Dipartimento di Economia e Finanza LUISS - Guido Carli Viale Romania, 32 00197 Roma Italy tel 06.85225723 (office) FAX 06.86506513 e-mail: fgozzi(a)luiss.it webpage: http://docenti.luiss.it/gozzi/ old address, sometimes still used: Fausto Gozzi Dipartimento di Matematica Universita' di Pisa Largo Bruno Pontecorvo n.5 56127 Pisa Italy tel 050/2213270 e-mail: gozzi(a)dm.unipi.it

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Seminario L. Campi - Verona
by Alessandro Gnoatto 18 Apr '19

18 Apr '19

AVVISO di SEMINARIO 24 April 2019 at 14.00 - Polo Santa Marta, Via Cantarane 24, Sala Vaona (Room 1.59) Speaker: Luciano Campi (London School of Economics) Title: Optimal market making under partial information with general intensities Abstract: Starting from the Avellaneda--Stoikov framework, we consider a market maker who wants to optimally set bid/ask quotes over a finite time interval, to maximize her expected utility. The intensities of the orders she receives depend not only on the spreads she quotes, but also on unobservable factors modelled by a hidden Markov chain. We tackle this stochastic control problem under partial information with a model that unifies and generalizes many existing ones, combining several risk metrics and constraints, and using general decreasing intensity functionals. We use stochastic filtering, control and piecewise-deterministic Markov processes theory, to reduce the dimensionality of the problem and characterize the reduced value function as the unique continuous viscosity solution of its dynamic programming equation. We then solve the analogous full information problem and compare the results numerically through a concrete example. We show that the optimal full information spreads are biased when the exact market regime is unknown, and the MM needs to adjust for `regime risk' in terms of liquidity volatility and sensitivity to regime changes. This effect becomes higher the longer the waiting time in between orders. The talk is based on a joint paper with D. Zabaljauregui (LSE). -- Prof Alessandro Gnoatto, PhD Dipartimento di Scienze Economiche Università degli Studi di Verona Via Cantarane 24 37129, Verona, Italy Room 1.05 Tel: +39 045 802 8537 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 --------------------------------------------------

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MAF 2020 - First call for paper - MATHEMATICAL AND STATISTICAL METHODS FOR ACTUARIAL SCIENCES AND FINANCE
by Marco Corazza 16 Apr '19

16 Apr '19

First Call for Papers *MAF 2020 - 9th International Conference on MATHEMATICAL AND STATISTICAL METHODS FOR ACTUARIAL SCIENCES AND FINANCE* April 15-17, 2020 - Geneve (CH) *https://www.unige.ch/maf2020/ <https://www.unige.ch/maf2020/>* * MAF 2020 promotes interaction between mathematicians and statisticians to provide new results and applications in actuarial sciences and finance. The conference covers a wide variety of subjects in actuarial science and financial fields. It is open to academicians and to professionals, to encourage the cooperation between theoreticians and practitioners. * MAF 2020 will be held at the Université de Genève, in April 15-17, 2020. * We invite submission of original contributions. * Important dates: - Submission of 1-page abstracts: by *November 22nd, 2019*. - Notification of 1-page abstract acceptance: by *December 13th, 2019*. - Organized session proposal: by *October 25, 2019*. - Notification of organized session acceptance: by *November 8, 201*9. - Submission of a short paper* (facultative): by *January 10th, 2020*. - Conference: *April 15-17, 2020*. The accepted short papers, at least 4 pages and at most 6 pages, will be included in a Springer Volume. Apologies for cross-posting. -- *MAF 2020 - April 15-17, 2020* *https://www.unige.ch/maf2020/ <https://www.unige.ch/maf2020/>* -- Marco Corazza, Ph.D. Department of Economics - Ca' Foscari University of Venice San Giobbe, 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 -- Nota automatica aggiunta dal sistema di posta.

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4th Carlo Alberto Stochastics Workshop
by Matteo Ruggiero 13 Apr '19

13 Apr '19

Dear all, this is a reminder and update of the schedule of the 4TH CARLO ALBERTO STOCHASTICS WORKSHOP on FUNCTIONAL METHODS IN INFORMATION GEOMETRY ------------------------------- The workshop is organised by the "de Castro" Statistics Initiative in collaboration with Collegio Carlo Alberto. The meeting will take place on April 18-19 2019 at Collegio Carlo Alberto, room 3, Piazza Arbarello 8, 10122 Torino. It will open at 14:00 on April 18 and proceed with the following schedule: 18/04 - 14:30 G. Pistone ("de Castro" Statistics Initiative, Collegio Carlo Alberto): Tutorial - 16:00 G. Savaré (University of Pavia): Entropic optimal transport and Hellinger-Kantorovich distance 19/04 - 10:00 J. Naudts (University of Antwerp): An alternative approach to Quantum Information Geometry - 11:00 Contributed papers and discussion All interested parties are invited to attend. No registration is required. For more information and abstracts, please refer to the following web-pages: www.carloalberto.org/event/4th-carlo-alberto-stochastics-workshop/ <http://www.carloalberto.org/event/4th-carlo-alberto-stochastics-workshop/> www.giannidiorestino.it/ <http://www.giannidiorestino.it/> Best regards Matteo Ruggiero --- Matteo Ruggiero University of Torino and Collegio Carlo Alberto www.matteoruggiero.it <http://www.matteoruggiero.it/>

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Corso Gil-Alaña
by Elvira Di Nardo 12 Apr '19

12 Apr '19

Cari colleghi, nell’ambito del programma di Visiting Professors per la Laurea Magistrale in Stochastics and Data Science dell’Università di Torino https://www.master-sds.unito.it/ siamo lieti di annunciare il seguente corso: ------------------------------------------------ Luis Alberiko Gil Alaña School of Economics and Business Administration University of Navarra, Pamplona, Spain FREQUENCY DOMAIN AND SPECTRAL ANALYSIS. ------------------------------------------------ Il corso è rivolto agli studenti del primo anno della LM in in Stochastics and Data Science ma la partecipazione è aperta a tutti gli interessati. Il corso si terrà nell’aula 12 al terzo piano di Corso Unione Sovietica 218/bis, 10134, Torino, secondo il seguente calendario: 7 Maggio: 11:15-13:15 9 Maggio: 11:15-13:15 10 Maggio: 11:15-13:15 14 Maggio: 11:15-13:15 16 Maggio: 11:15-13:15 17 Maggio: 11:15-13:15 21 Maggio: 11:15-13:15 23 Maggio: 11:15-13:15 Il programma completo di Visiting Professors è consultabile alla pagina https://www.master-sds.unito.it/do/home.pl/View?doc=visitingprofessors.html Questa iniziativa è supportata da Fondazione CRT, Torino e dalla "de Castro" Statistics Initiative del Collegio Carlo Alberto ( www.carloalberto.org/stats) Cordiali saluti, I coordinatori del Corso di Studi Laura Sacerdote e Matteo Ruggiero -- %------------------------------------------------------- Elvira Di Nardo Dept. Mathematics "G. Peano" University of Torino Via Carlo Alberto 10 10123 Torino, Italia tel. +39 0116702862 fax +39 0116702878 http://www.elviradinardo.it %------------------------------------------------------- <http://www.avg.com/email-signature?utm_medium=email&utm_source=link&utm_cam…> Mail priva di virus. www.avg.com <http://www.avg.com/email-signature?utm_medium=email&utm_source=link&utm_cam…> <#DAB4FAD8-2DD7-40BB-A1B8-4E2AA1F9FDF2>

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"The Mathematics and Statistics of Wealth and Income Distributions" at AMMCS 2019
by Enrico Scalas 11 Apr '19

11 Apr '19

Dear Colleagues, At AMMCS 2019 in Waterloo, Ontario, Canada, August 18-23, 2019, with Taisei Kaizoji (ICU Tokyo), I am organising a special session on: The Mathematics and Statistics of Wealth and Income Distributions Research on microscopic stochastic models of economic systems and their kinetic, mean-field and hydrodynamic limits have recently gained a lot of momentum. The focus of this special session is to highlight recent advances on stochastic, kinetic and PDE modelling in the area of wealth and income distributions as well as methodologies for model estimates, including Bayesian techniques. The deadline for submission of abstracts is 30 April 2019. Useful links: Conference webpage: http://ammcs.wlu.ca/ Special session webpage: http://ammcs.wlu.ca/special-sessions/mswid/ Deadlines: http://ammcs.wlu.ca/deadlines-payment/ Please, feel free to forward this message to interested persons. Best regards, Enrico Scalas Professor of Statistics and Probability Department of Mathematics University of Sussex, UK

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