Carissimi, vi scrivo per pubblicizzare un bando per assegno di
ricerca, con scadenza 29 novembre (tra 8 giorni). L'assegno è di 18
mesi, per un compenso lordo di 48K€ (il 33% in più del normale per gli
assegni di ricerca).
L'argomento è l'analisi di dati medici (prevalentemente immagini, ma
non solo) per inferenza su variabili predittive della salute futura
del paziente (speranza di vita, probabilità di fratture, e altro). Il
tema di ricerca è descritto con qualche dettaglio in più qui (assegno
#14): https://www.unich.it/sites/default/files/scheda_1declaratoria_assegni_2.pdf.
Background in questo tipo di analisi è benvenuto, ma non necessario,
perché è previsto un periodo iniziale di formazione sull'argomento.
Il bando è scaricabile a
https://www.unich.it/ateneo/concorsi-e-gare/assegni-di-ricerca, per
ora è il secondo avviso (cercate "D.R. n.1593 prot. n.72998" per
trovarlo). Per qualunque richiesta di informazioni, scrivere a
maurizio.parton(a)unich.it.
Grazie a tutti, a presto.
Maurizio
Dear colleagues,
We would like to announce the following course:
“Quantum Computing for Finance”
held by Professor Antoine Jacquier taking place at the University of
Vienna, at the department for Statistics and Operations Research at
Kolingasse 14-16, 1090
(https://quarimafi.univie.ac.at/quantum-computing-finance/).
The course will take place from Monday, 04.12.2023, until Thursday,
07.12.2023. It is aimed at PhD students and researchers who want to get
acquainted with quantum computing and its potential applications in the
finance . Please find the preliminary program for the course here:
https://quarimafi.univie.ac.at/quantum-computing-finance/programm/. The
abstract of the course and a short bio of Antoine Jacquier can be found
below and on the website.
Attending the course is for free, but please register via email to
<viktoria.schildhammer(a)univie.ac.at>.
The registration deadline is the 30.11.2023. This is the last day where
registrations will be accepted. Please also mention in your registration
email your full name and affiliation!
In case of problems / questions, please do not hesitate to send us an
e-mail!
We are looking very much forward to welcoming you at the course!
Kind regards,
Prof. Christa Cuchiero and Viktoria Schildhammer
-------------------------------
Abstract: Quantum Computing, relegated for decades as a spooky distant
myth, is now becoming a reality. To wit, quantum computers (albeit small
in scale) are already available, developed by the likes of IBM, Rigetti,
D-Wave, Google, Microsoft, ..... However, a quantum computer is not
simply a bigger and more powerful computer, and requires a whole new set
of algorithms to be written to perform useful tasks. These, and the
underlying technology, draw from the laws of quantum mechanics,
fundamentally different from our usual numerical toolbox.
The goal of this course is to provide a mathematical introduction to
Quantum Computing and to highlight applications in Quantitative Finance,
in particular for Monte Carlo simulations, machine learning and
optimisation. Numerical examples (through python) will also be
introduced to provide a tangible reality.
Bio: Antoine Jacquier is Professor of Mathematics in the Department of
Mathematics at Imperial College London. His research interests range
from Probability Theory and Stochastic Analysis to Numerical Analysis
and Quantum Computing, with a view towards applications in Mathematical
Finance. For more details on his research or his published papers,
please visit his homepage:
https://jackantoinejacquie.wixsite.com/jacquier.
(apologies for cross-posting)
Dear colleagues,
this is just a reminder that the deadline for submitting abstracts to the
sessions on uncertainty quantification at the upcoming GAMM annual meeting
is approaching fast (December 1st).
If you are interested in joining us, please submit an abstract at your
earliest convenience at the link below.
Best regards,
Kerstin Lux-Gottschalk (TU Eindhoven, The Netherlands),
Lorenzo Tamellini (CNR IMATI, Italy)
Il giorno mar 31 ott 2023 alle ore 09:23 Lorenzo Tamellini <
tamellini(a)imati.cnr.it> ha scritto:
> (apologies for cross-posting)
>
> Dear colleagues,
>
> We are happy to announce that the submission of abstracts to the
> uncertainty quantification Section of the upcoming GAMM annual meeting has
> opened:
> https://jahrestagung.gamm.org/annual-meeting-2024/94th-annual-meeting/
>
> - *When? *March 18-22, 2024.
> - *Where?* Magdeburg, Germany.
> - *Deadline for submission of abstracts?* December 1st, 2023.
>
> We are excited to announce our four keynote speakers:
>
> - *Omar Knio (KAUST, Saudi Arabia):* “Dynamical and neural network
> approaches to downscaling of noisy and partial observations”
> - *Linus Seelinger (Karlsruhe Institute of Technology, Germany):*
> “UM-Bridge: Bridging the Gap between Advanced UQ and Advanced Models from
> Prototype to HPC”
> - *Elisabeth Ullmann (TU Munich, Germany):* "Rare event estimation
> with PDE-based models"
> - *Carlo Marcati (University of Pavia, Italy):* "Neural network
> surrogates for elliptic PDEs"
>
>
> We are looking forward to seeing many of you in Magdeburg. It will be a
> great chance to connect to the GAMM Activity Group on uncertainty
> quantification and discuss the latest advances in the field.
>
> Best regards,
> Kerstin Lux-Gottschalk (TU Eindhoven, The Netherlands),
> Lorenzo Tamellini (CNR IMATI, Italy)
>
Dear Colleagues,
Tim Roughgarden and I are looking for a postdoc to work with us on issues related to the incentives/economics in blockchain technology and decentralized finance, see the advertisement below. If you could kindly circulate to any interesting parties, I’d greatly appreciate it!
Best,
Ciamac.
---
Ciamac Moallemi
William von Mueffling Professor of Business
Graduate School of Business
Columbia University
email: ciamac(a)gsb.columbia.edu <mailto:ciamac@gsb.columbia.edu>
www: http://moallemi.gsb.columbia.edu <http://moallemi.gsb.columbia.edu/>
Job Description & Qualification
The Briger Family Digital Finance Lab at Columbia Business School is pleased to announce that it is seeking to hire an inaugural Briger Family Postdoctoral Research Scholar, with a research focus on blockchain and decentralized finance for a period of two years. The Postdoctoral Research Scholar will receive a research budget and collaborate on projects of mutual interest with Ciamac Moallemi (Columbia Business School) and Tim Roughgarden (Columbia CS).
The ideal candidate will have an interest in conducting research relevant to issues related to (1) economics and incentives in decentralized blockchain systems, including (but not limited to) topics such as resource pricing, maximal extracted value (MEV), proposer-builder separation, rollups, etc.; and/or (2) decentralized finance, including topics such as the design and analysis of protocols for decentralized exchanges or decentralized lending. Applicants should have a Ph.D. (or expect to complete theirs by Fall 2024) in computer science, operations research, economics, or a related field from an accredited institution and have a record of being an outstanding scholar in every respect.
Teaching is not required, but we expect that the applicant participate in the broader mission of the Briger Family Digital Finance Lab, for example, aiding in organizing conferences and panel discussions and outreach to students and industry practitioners .
Columbia Business School is a dynamic center of research, with faculty, postdoctoral and visiting scholars, and doctoral students taking a wide range of approaches to social science research with applied implications. More information about Columbia Business School can be found at https://home.gsb.columbia.edu/.
Applicants should submit (1) a cover letter; (2) a research statement describing research interests and accomplishments including research they would like to conduct (or have conducted) in blockchain or decentralized finance; (3) a C.V.; and (4) two letters of recommendation. Please email the materials with subject line “Postdoc Briger Family Digital Finance Lab” to dfi(a)gsb.columbia.edu <mailto:dfi@gsb.columbia.edu>
Applications will be reviewed on a rolling basis and should be submitted by December 15th in order to receive full consideration. We expect to make a decision by April 1st. The anticipated start date for this position is July 1, 2024.
Columbia University is an Equal Opportunity/Affirmative Action employer. Women and underrepresented minorities are particularly encouraged to apply.
Application Procedure
Applicants should submit (1) a cover letter; (2) a research statement describing research interests and accomplishments including research they would like to conduct (or have conducted) in blockchain or decentralized finance; (3) a C.V.; and (4) two letters of recommendation. Please email the materials with subject line “Postdoc Briger Family Digital Finance Lab” to dfi(a)gsb.columbia.edu <mailto:dfi@gsb.columbia.edu>
For Additional Questions
dfi(a)gsb.columbia.edu <mailto:dfi@gsb.columbia.edu>
Website
https://business.columbia.edu/dfi/labs/briger-family-digital-finance-lab
Dear Colleagues,
please find below the announcement of a 3-year post-doctoral position at
the Center for Mathematical Economcics of Bielefeld University. Please
forward this message to potential candidates.
Best wishes,
Giorgio Ferrari
%%%%%%%%%%%%
*
*
*Postdoctoral Position for Three Years in Economics, Finance, or Related
Fields*
*Advertiser:* Center of Mathematical Economics (IMW), Bielefeld University
*Field(s) of specialization: *Finance - Microeconomics - Theory -
Behavioral Economics - Computational Economics - Decision Sciences -
Insurance
*Position type(s):* Postdoctoral Scholar
*Location of job: *Universitätsstraße 25, Bielefeld, NRW, 33615, Germany
(map <https://econjobmarket.org/mapPosition/10289>)
*Degree required:* Doctorate
*Job start date:* 2024-04-01
*Job duration:* 3 years
*Letters of reference required:* 2
*Target date for applications:* 4 Dec 2023
*Application deadline:* 7 Dec 2023 midnight UTC
<https://en.wikipedia.org/wiki/Coordinated_Universal_Time> (accepting
applications)
*Posting end date:* 30 Dec 2023
*Interviews:* Interviews will be conducted remotely by video starting
December, 2023.
*Ad text:*
The Center for Mathematical Economics at Bielefeld University offers a
three-year postdoctoral position. The position is allocated to the newly
established Research Training Group 'Coping with Uncertainty in Dynamic
Economies' (CUDE), which is concerned with a new subfield in economic
theory that merges two features central to current and future economies:
uncertainty and dynamics.
Here, uncertainty is understood in the sense of Frank Knight, in that
decision makers struggle to assign reliable estimates of probabilities
to future events. This Knightian uncertainty is widely believed to
capture our world's mega trends such as climate change, energy crisis,
migration, pandemics, and technological development. Its analysis has
been a central research topic in decision theory for the last two
decades, and increasingly in microeconomic theory more generally,
currently being explored at research centers around the world. As main
innovation of our program, we seek to explore the implications of
uncertainty in dynamic economies, which is vastly understudied at
present but critical to answer the economic questions raised by the
aforementioned mega trends. For more information, you can visit the
Website:
https://www.uni-bielefeld.de/zwe/imw/cude/
The position is available as soon as April 1 2024, yet later starts are
also possible.
SEMINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO
<https://www.carloalberto.org/events/category/seminars/seminars-in-statistic…>
Venerdi 24 Novembre 2023, alle ore 12.00, presso il Collegio Carlo Alberto,
in Piazza Arbarello 8, Torino, si terrà il seguente seminario:
------------------------------------------------
Speaker: Nicolò Cesa Bianchi (University of Milano)
Title: *The power of cooperation in networks of learning agents*
Abstract:
We study the power of cooperation in a network of agents that exchange
information with each other to learn faster. In the talk, we show the
extent to which cooperation allows to prove performance bounds that are
strictly better than the known bounds for non-cooperating agents. Our
results are formulated within the online learning setting and hold either
when agents learn a single common task or when each agent learns a
different task.
------------------------------------------------
Sarà possibile seguire il seminario anche in streaming:
Join Zoom Meeting
<https://us02web.zoom.us/j/86081143933?pwd=ZkNVYmkxZWh1WDRzQldhL1NSNVV1UT09>
Il seminario è organizzato dalla "de Castro" Statistics Initiative
www.carloalberto.org/stats
--
Pierpaolo De Blasi
University of Torino & Collegio Carlo Alberto
carloalberto.org/pdeblasi
<https://sites.google.com/a/carloalberto.org/pdeblasi/>
Con preghiera di massima diffusione,
si ricorda che *il 30 novembre scade* il bando 400.17 IMATI PNRR per
l'assunzione a tempo determinato di un ricercatore III livello (livello
iniziale) presso la sede di Milano dell'Istituto di Matematica Applicata
e Tecnologie Informatiche del CNR (IMATI-CNR).
L'attività di ricerca riguarderà lo *sviluppo e la validazione di metodi
statistici e modelli stocastici con applicazioni a (i) modellazione ed
analisi di dati da sondaggi (survey); (ii) studio e valutazione di
impatto di tecnologie intelligenti secondo un approccio di Health
Technology Assessment*.
Tale attività sarà svolta nell'ambito del progetto PNNR "Robotics and AI
for Socio-economic Empowerment" (RAISE).
Il bando è pubblicato al sito
https://selezionionline.cnr.it/jconon/search-call?filters-codice=400.17#
Cordiali saluti,
Antonella Bodini
Dear Colleagues,
I am forwarding an ad for a lecturer position in Cardiff, UK. More details
are available
from: https://www.jobs.ac.uk/job/DEB167/lecturer-in-statistics
Best wishes,
Enrico Scalas
--
Applications are invited for a Lectureship in Statistics in the School of
Mathematics at Cardiff University.
You will have expertise aligned to the School’s Statistics Research Group
and will have an established research record in the area of statistics. You
will be expected to contribute to our taught programmes, which will also
include the supervision of projects for our taught Masters programmes.
The School of Mathematics is a research-led School in Cardiff University,
one of the UK’s leading universities, with a reputation for internationally
excellent research and high-quality teaching. Further information on the
School can be found at: http://www.cardiff.ac.uk/mathematics
The successful candidate will be appointed at Grade 6 or Grade 7 depending
on their skills and experience.
This is a full-time, open-ended post, starting on 1st January 2024 or as
soon as possible thereafter.
Salary:
£39,347 - £44,263 per annum (Grade 6) or
£49,794 - £54,395 per annum (Grade 7).
We particularly welcome applications from women as they are
under-represented at Cardiff University in this field.
Informal enquiries may be made to Professor Jon Gillard (Head of Statistics
Research Group, gillardjw(a)cardiff.ac.uk) or Professor Maggie Chen (
chenJ60(a)cardiff.ac.uk)
Closing date: Monday, 8 January 2024
Dear Colleagues,
We would like to invite you to the following SPASS seminar, jointly
organized by UniPi, SNS, UniFi and UniSi:
*Sobolev-Malliavin regularity of the nodal volume*
by Michele Stecconi (University of Luxemburg)
The seminar will take place on TUE, 21.11.2023 at 14:00 CET in Aula
Seminari, Dipartimento di Matematica, UNIPI 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
--------------------------------------------
*Abstract: *Consider the nodal volume of a non-degenerate (in a sense to
specify) Gaussian random field defined on a compact Riemannian manifold of
dimension d greater or equal to 2. We prove that the law of such random
variable has an absolutely continuous component, as a direct consequence of
its Fréchet differentiability. Moreover, we give an explicit formula for
the derivative (the mean curvature).
The non-singularity of the law had already been established by Angst and
Poly for stationary fields on the d-torus, in dimension d>2, via Malliavin
calculus. In this work the two dimensional case remained open, in
particular, the Malliavin differentiability of the nodal length was
unknown. We prove that the nodal volume admits a L2 Malliavin derivative,
for d>2 and that in the case d=2, this is false, but the Malliavin
derivative still exists in L1.
A fundamental ingredient is to understand the Sobolev regularity of the
function f(t) that expresses the volume of the level t of a “typical” Morse
function.
(A joint work with Giovanni Peccati.)
***********************
PhD in Statistics and Computer Science - a.y. 2024-2025
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 *
20,000 euros per annum
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 1, 2024 **
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).
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.
A PhD Day (online) will take place on November 22, at 3pm CET. Interested students may visit
https://www.unibocconi.eu/wps/wcm/connect/bocconi/sitopubblico_en/navigatio…
and sign up for participation to the presentations of both the Bocconi PhD School and the PhD in Statistics and Computer Science.
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)