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PhD Positions in Verona
by Alessandro Gnoatto 27 Apr '23

27 Apr '23

The PhD program in "Economics and Finance" at the Department of Economics at the University of Verona is now accepting applications. The novelty of this year is the introduction of the new “Data Analysis and Finance” track, whose objective is to prepare students for academic/professional careers in Financial Mathematics and Data Analytics according to the highest international standards. We welcome applications from students with a strong background in mathematics, physics, statistics, quantitative finance or other highly quantitative disciplines. During the first year, students will be offered a research-oriented training program. Core compulsory courses are: 1) Financial Time Series 2) Mathematical Statistics 3) Financial Mathematics 4) Continuous Time Econometrics 5) Stochastic Optimization and Control 6) Stochastic Processes in Finance Courses are coordinated by Giuseppe Buccheri, Alessandro Gnoatto, Cecilia Mancini, Athena Picarelli, Francesca Rossi, Catia Scricciolo, Sara Svaluto Ferro under the supervision of Alessandro Bucciol (director of the PhD program). We will also offer a wide basket of elective courses offered by leading international experts. Prospective topics are: Machine Learning in Finance Mean-field Games Financial Risk Management Discretization of Processes Corporate Finance The attendance of Summer and Winter schools and an international research stay of at least 6 months are strongly encouraged. Financial support is provided. We also provide financial support for lodging: up to 2500 EUR for the first year. Program webpage: https://www.dse.univr.it/?ent=cs&id=1008&lang=en Application deadline: 12 May 2023 at 12.00 noon (Italian time, GMT+1) — 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 Homepage: www.alessandrognoatto.com E-mail: alessandro.gnoatto(a)univr.it -------------------------------------------------- View my research on my SSRN Author page: http://ssrn.com/author=1615989 --------------------------------------------------

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Seminar prof. Kohatsu-Higa at DISIM - University of L'Aquila
by Fabio Antonelli 27 Apr '23

27 Apr '23

Whoever is interested is welcome: We are pleased to announce that on Wednesday May 3rd 2023 at 2:30 p.m. at DISIM- University of L'Aquila - classroom A.1.6 (Coppito 0) Via Vetoio SNC - L'Aquila and online at the link (Join Zoom Meeting): https://ritsumei-ac-jp.zoom.us/j/99895927770?pwd=ZFEwc2FwU0VmdUJaZiszaTFsUE… Meeting ID: 998 9592 7770 Passcode: 273749 Prof. Arturo Kohatsu-Higa Department of Mathematical Sciences Ritsumeikan University 1-1-1 Nojihigashi, Kusatsu, Shiga, 525-8577, Japan Will give the talk: Can we differentiate a stopping time? Abstract: In various situations, one may be interested in the concept of differentiation of random variables or processes with respect to some underlying parameters. We will discuss this possibility in the case of random variables related to stopping times. Rather than discussing general theory (which we may), we will present basic examples that give hints about the general results and exhibit the difficulties involved in the development of general results. ________________________________ Fabio Antonelli DISIM - Università di L'Aquila

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Nuovo bando 2023RUAPNRR_PE_04 relativo all'indizione di una procedura selettiva per l'assunzione di n. 3 ricercatori a tempo determinato
by Alessandra Fabbri Colabich 27 Apr '23

27 Apr '23

Si informa che è stato pubblicato il nuovo bando *2023RUAPNRR_PE_04* relativo all'indizione di una procedura selettiva per l'assunzione di n. 3 ricercatori a tempo determinato, ai sensi dell’art. 24, comma 3, lettera a) della Legge 30 dicembre 2010, n. 240 – 2023RUAPNRR_PE_04 - *SCADENZA PRESENTAZIONE DOMANDE: ORE 13:00 DELL' 8 MAGGIO 2023*. *-Allegato 03*: (13/D3) DEMOGRAFIA E STATISTICA SOCIALE (SECS-S/05) STATISTICA SOCIALE presso il Dipartimento di Scienze Statistiche - DSS Bando completo con tutti gli allegati al link: https://www.stat.unipd.it/bando-2023ruapnrrpe04-procedura-selettiva-lassunz… Si prega di dare la massima diffusione presso tutti gli interessati. Grazie per la collaborazione Alessandra Fabbri Colabich -- Dott.ssa Alessandra Fabbri Colabich Università degli Studi di Padova Dipartimento di Scienze Statistiche

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mini-course Eva Löcherbach
by Stefano Pagliarani 26 Apr '23

26 Apr '23

Dear all, From May 4th to May 12th, at the Department of Mathematics of UNIBO, classroom Seminario II, and online at https://unibo.zoom.us/j/81075102690, Eva LÖCHERBACH (Université Paris 1 Panthéon-Sorbonne) will give a cycle of lectures entitled McKEAN-VLASOV MODELS FOR SYSTEMS OF SPIKING NEURONS The cycle is a 10-hour PhD mini course, but the attendance is open to any type of audience. Feel free to forward this message to whoever might be interested. The abstract and the schedule of the course are available at https://www.dm.unibo.it/seminari/mat/cycles/80 Best regards, Stefano Pagliarani

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International Conference in Venice - Social, Sovereign and Geopolitical Risks - CALL FOR PAPERS
by Monica Billio 26 Apr '23

26 Apr '23

22nd INTERNATIONAL CONFERENCE C.r.e.d.i.t. 2023 *Social, Sovereign and Geopolitical Risks * Venice, Italy 21 –22 September 2023 * * *GRETA Associati* (Venice, Italy), *CRIF* (Bologna, Italy),*European Datawarehouse* (Frankfurt, Germany),*European Investment Bank *(Luxembourg),*European Investment Fund *(Luxembourg) and *Intesa Sanpaolo *(Milan, Italy) are partners in organasing a Conference to be held in Venice on September 21-22, 2023. The C.r.e.d.i.t. 2023 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. The C.r.e.d.i.t. 2023 is the*twenty-second *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*, *ABI - Italian Banking Association*,***AIAF - Associazione Italiana per l'Analisi Finanziaria* and *AIFIRM - Associazione Italiana Financial Industry Risk Managers*. Recent years have seen a series of crises (from health/pandemic to climate/energy) that have not only put a strain on global mechanisms previously seen as robust, but have exacerbated existing weaknesses and so increased vulnerability in new crisis situations. The social impact of the pandemic was partially mitigated by public interventions but social conditions then worsened with the soaring costs of energy, raw materials and inflation more broadly. Social and energy costs, which inevitably weigh on invidual countries and aggravate already delicate local situations (e.g., public debts), have led to growing geopolitical tensions, with global systemic consequences. The C.r.e.d.i.t. 2023 conference will be dedicated to Social, Sovereign and Geopolitical Risks to discuss, evaluate and address the near- and medium-term macro-financial impact of persistent crises (“permacrisis”) that can affect the stability of financial as well as socio-economic systems. The organizers encourage submissions on any topic within the overall theme of the conference and in the following areas in particular: * *Socio-economic Stability: *Future development of income (and wealth) inequality and social polarization; Risk, inequality and employment impacts of crises and policies; Gender and skilling issues will increase or help the transition?; * *Sovereign Risks: * Sovereign debt with low economic growth; Long term challenges for fiscal and monetary policies: green transformation, commodity prices, de-globalization and demographic trends; Inflation and exchange rate risks; Environmental and social inter-dependencies; social and environmental preferences and how these affect the stability and macroeconomic wellbeing of a given country; Challenges in measuring the ESG ratings of countries and thus of sovereign debt; * *Geopolitical Risks:* Global supply chain and de-globalization risks for finance; Do international energy price discrepancies pose risks for the competitiveness of EU firms’ and might this have implications for the real exchange rate to?; Risks stemming from accelerating deglobalisation; Cyber-risk vulnerabilities of banks and firms; * *Energy/Commodity Security:* Energy prices and financial performance of firms; Inefficiency of energy markets under scarcity; Transition costs under high energy and resource prices; Volatility of energy-related asset prices (both brown and green) and implications for medium and long term investments in energy production technologies, energy commodity assets and energy infrastructure; Implications of net zero policies for the prices of real estate assets, especially for homeowners and households; * *Long Run Investments and Portfolios:* Stability of asset market equilibria under low returns; Regulation (-demand) driven asset prices; Equilibrium asset price levels under structural transformation and high uncertainty; Net zero pledges and the possible trade-off between sustainability and returns; Engagement versus divesting. The final program will include both submitted and invited papers. Acceptances received so far from invited speakers include *Helen Rey* (London Business School), *Elisa Giuliani *(University of Pisa) and *Moritz Schularick *(Sciences Po Paris & University of Bonn). The Conference will also include panel discussions on the major issues at stake with the views of researchers', practitioners' and policy makers. The SCIENTIFIC COMMITTEE for the Conference consists of: *Moritz Schularick *(Sciences Po Paris & University of Bonn, Programme Chair) *Francesca Campolongo* (Joint Research Center, European Commission) *Rajna Gibson* (University of Geneva & Geneva Finance Research Institute) *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) *Loriana Pelizzon *(Ca’ Foscari University of Venice, Leibniz Institute for Financial Research SAFE & Goethe University) *Roberto Rigobon* (MIT Sloan School of Management) *Stephen Schaefer *(London Business School) *Marti Subrahmanyam *(NYU Stern Business School) *Christoph Trebesch* (Kiel Institute) CALL FOR PAPERS Those wishing to present a paper at the Conference should submit by *May 31, 2023 *to the address given below (preferably in electronic format). Please indicate to whom correspondence should be addressed. Decisions regarding acceptance will be made by *June 30, 2023*. The final version of accepted papers must be received by August 31, 2023. Please send papers to: GRETA Associati, San Polo, 2605 - 30125 Venice, ITALY Phone : +39 041 5238178 - e-mail: credit(a)greta.it More detailed information available on the Conference website: https://www.greta.it/index.php/it/credit-2023

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EU-funded postdoc positions in Financial Data Science/Finland
by Juho Kanniainen (TAU) 26 Apr '23

26 Apr '23

Dear all, Would you like to get desired and prestigious EU funding for your Post-Doc? Research group on Financial Computing and Data Analytics/Tampere University/Finland is are seeking talented researchers in quantitative finance / financial data science? For more information, please visit https://bigdatafinance.eu/seeking-postdocs-for-data-science-in-finance/. Best regards, Juho Kanniainen -- Juho Kanniainen Professor, PhD Tampere University Computing Sciences/Statistical Data Analytics Group for Financial Computing and Data Analytics<https://www.tuni.fi/en/research/financial-computing-and-data-analytics> Mobile: +358 40 707 4532 E-mail: juho.kanniainen(a)tuni.fi<mailto:juho.kanniainen@tuni.fi> www.sites.google.com/site/juhokanniainen<http://www.sites.google.com/site/juhokanniainen>

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Postdoc position at the University of Bologna
by Fabrizio Lillo 26 Apr '23

26 Apr '23

Dear colleagues, I am currently advertising one two-year Postdoc position at the Department of Mathematics of the University of Bologna. The title of the postdoc is *Time-varying parameter models for market microstructure and networks* under the supervision of Fabrizio Lillo and Giacomo Bormetti. Deadline for application: May 18 2023. The call is published at the link: https://bandi.unibo.it/ricerca/assegni-ricerca?id_bando=66345 Please contact me (fabrizio.lillo(a)unibo.it) or Prof. Bormetti ( giacomo.bormetti(a)unibo.it) for any additional information concerning the project and the call, and please transfer the announcement to other potential candidates. Thanks a lot! Best wishes, Fabrizio Lillo ---------------------------------------- Fabrizio Lillo Dipartimento di Matematica, Università di Bologna Scuola Normale Superiore, Pisa ITALY Personal website: fabriziolillo.wordpress.com University website: www.unibo.it/sitoweb/fabrizio.lillo <http://fabriziolillo.wordpress.com/> phone: +39 050509159

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Workshop: "Junior Researchers in Stochastic Optimal Control" in Berlin, Aug 31/Sep 1, 2023
by Körber, Laura Claudia 25 Apr '23

25 Apr '23

Dear colleagues, Let us draw your attention to the workshop for --- JUNIOR RESEARCHERS IN STOCHASTIC OPTIMAL CONTROL (JRSOC) --- jointly organized and supported by the IRTG 2544 “Stochastic analysis in interaction” (Berlin), the TU Berlin, the WIAS Berlin, and the EPSRC CDT “Mathematics of Random Systems” (University of Oxford). The workshop will take place in presence in Berlin from Thursday, August 31, to Friday, September 1, 2023. The workshop is intended to offer junior researchers in Stochastic Optimal Control a platform to extend their knowledge in the field, to present and discuss their own work, and to possibly initiate future collaborations. With five keynote lectures given by distinguished researchers and a number of contributed talks, the workshop aims at covering the latest developments and classical topics in Stochastic Optimal Control including Machine Learning, Mathematical Finance, Mean Field Models, Infinite Dimensional Problems, Stochastic Games, and many more. The keynote lectures will be given by: -- Roxana Dumitrescu (King’s College London), -- Johannes Muhle-Karbe (Imperial College London), -- David Siska (University of Edinburgh), -- Peter Tankov (ENSAE Paris), -- Gianmario Tessitore (University Milano-Bicocca). We warmly invite junior researchers to apply for <contributed talks> and/or <financial support>. The deadline for both is <May 31, 2023>. Registration to the workshop is free but mandatory, and possible until <June 30, 2023>. More details can be found on the conference website under: --- https://www.wias-berlin.de/workshops/JRSOC23/ --- We are looking forward to welcoming you in Berlin. In case of further questions, please do not hesitate to contact us per e-mail at jrsoc23(a)wias-berlin.de<mailto:jrsoc23@wias-berlin.de>. Best regards, The Organizing Committee Peter Bank, Sebastian Ertel, Sascha Gaudlitz, Yifan Jiang, Hannes Kern, Laura Körber, Alexander Merkel, Shyam Popat, Emanuel Rapsch, Thomas Wagenhofer

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Corso Paul JENKINS (University of Warwick)
by Matteo Ruggiero 24 Apr '23

24 Apr '23

Cari colleghi, nell’ambito del programma di Visiting Professors della Laurea Magistrale in Stochastics and Data Science dell’Università di Torino (programma completo alla pagina https://www.master-sds.unito.it/go/visiting), con piacere annunciamo il seguente corso: -------------------------------------- Paul JENKINS (University of Warwick) SIMULATION AND INFERENCE IN POPULATION GENETICS Population genetics provides a rich source of data. We now have the ability to sequence, cost-efficiently, the genomes of a large number of individuals from a species. Patterns of variation in DNA sequences offer a rich insight into biological and demographic processes: mutation, natural selection, past migration events, admixture, population structure, and so on. But such data are high-dimensional, noisy, and - because of shared ancestry - not independent, giving rise to some challenging statistical problems. In this course we will cover two important models for the analysis of genetic data - the coalescent, and the Wright-Fisher diffusion. We will discuss methods of simulation of data from these models, as well as how to perform inference for key biological and evolutionary parameters, using techniques such as MCMC. -------------------------------------- Il corso si svolgerà esclusivamente in presenza secondo il seguente calendario: - mar 2 Maggio, h.16-18 - mer 3 Maggio, h.16-18 - ven 5 Maggio, h.11.15-13.15 (Aula 3) - mar 9 Maggio, h.14-16 - mer 10 Maggio, h.16-18 - gio 11 Maggio, h.16-18 - mar 16 Maggio, h.14-16 - mer 17 Maggio, h.16-18 Sede dei corsi: Aula 11 (tranne il 5/5), Terzo piano - Corso Unione Sovietica 218/bis, 10134, Torino. Il corso è rivolto agli studenti della Laurea Magistrale ma la partecipazione è aperta a tutti gli interessati. Cordiali saluti, Matteo Ruggiero --- Matteo Ruggiero University of Torino and Collegio Carlo Alberto www.matteoruggiero.it

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Seminario A. Stamm presso Politecnico di Milano
by Laura Maria Sangalli 24 Apr '23

24 Apr '23

Si avvisa che in data 26-04-2023, alle ore 14:30 precise presso il Politecnico di Milano, Dipartimento di Matematica (Edificio 14 - La Nave), in Aula Saleri (sesto piano), nell’ambito delle attività del MOX, si svolgerà il seguente seminario: Aymeric Stamm, Laboratoire de Mathématiques Jean Leray - UMR CNRS, Nantes, France Titolo: Clustering for rotation-valued functional data Abstract: This talk is motivated by the strong case study of monitoring gait for early detection of gait impairment in patients diagnosed with gait-affecting disorders. To this effect, we record the rotation of the hip over time. This leads to data with a great complexity that makes any kind of statistical analysis non-trivial. In effect, we collect functional data that evaluates on the Lie group of three-dimensional rotations which is a non-Euclidean space. In this work, we develop sound statistical methods to enable joint clustering and alignment of such functional data by borrowing ideas from the existing 𝑘-means alignment approach. In the process, we will describe in great length the R package fdacluster, which is an extension of the R package fdakma that provides a fast C++ based implementation of the k-mean alignment algorithm from Sangalli et al. (2010) as well as hierarchical clustering for functional data and tools that help choosing the number of clusters. Il link per seguire il seminario online sarà reso disponibile pochi minuti prima dell’avvio del seminario al seguente Link: https://mox.polimi.it/mox-seminars/?id_evento=2272 <https://mox.polimi.it/mox-seminars/?id_evento=2272> Tutti gli interessati sono cordialmente invitati a partecipare, Laura Sangalli —— Laura Maria Sangalli MOX - Dipartimento di Matematica Politecnico di Milano Piazza Leonardo da Vinci 32 20133 Milano - Italy (+39) 02 2399 4554 laura.sangalli(a)polimi.it https://sangalli.faculty.polimi.it <https://sangalli.faculty.polimi.it/>

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