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Call for application PhD in Economics Ca' Foscari University a.y. 2021-22 - spread the news
by Antonella Basso 25 Mar '21

25 Mar '21

Dear Colleague, I would be grateful if you could bring to the attention of your best students the new edition 2021-2022 of the PhD Program in Economics offered by the Ca' Foscari University of Venice. The PhD Program in Economics aims at training selected students for a career as economists in academic institutions or in research departments of national and international organizations, public institutions, private corporations, central banks, financial institutions. Our recent PhDs first placement include positions both in Italian and foreign Universities such as Università Libera di Bolzano, Università degli Studi di Modena e Reggio Emilia, Luiss Guido Carli, Università degli studi di Bergamo, King’s College London, University of Bonn, University of Gondar and Zhongnan University of Economics and Law. Some PhDs were employed by private companies such as Morgan Stanley-London, Avis Budget Group, Microsoft and public and private research centers of national and international banks: Banca d’Italia, Bundesbank, Dutch Central Bank, European Central Bank, ING Bank The considerable diversification of research areas covered by the members of Department of Economics and their international reputation provide an excellent environment where students of most fields in economics can find research ideas and tight guidance for their doctoral studies. The PhD program has a duration of four years. For the academic year 2021-2022, 6 positions are available. Five of them come with a scholarship (around 15,300 € per year), one is reserved for non-Italian applicants holding an equivalent scholarship covering four years. Deadline for application is *April 21st 2021*, 13h00 (Italian time). A presentation of the PhD programme is organised on Zoom on*April 7th at 14.30. **Please register here: *http://phdeconomics.eventbrite.it <http://phdeconomics.eventbrite.it/> Requirements and how to apply: http://www.unive.it/phdapplication <http://www.unive.it/phdapplication> Information on the PhD in Economics: http://www.unive.it/phdeconomics <http://www.unive.it/phdeconomics> Herewith a link to our INOMICS advertisement: https://inomics.com/program/4-year-phd-in-economics-1447778 <https://inomics.com/program/4-year-phd-in-economics-1447778> Any questions on the program may be addressed to the PhD Secretariat at: sse(a)unive.it <mailto:sse@unive.it> Thank you for your cooperation Best regards, Antonella Basso -- Antonella Basso Dipartimento di Economia Università Ca' Foscari Venezia Fondamenta S. Giobbe - Cannaregio 873 30121 Venezia - Italy Tel. +39-041-2346914 E-mail address: basso(a)unive.it Web page: http://www.unive.it/data/persone/5591751

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RTD-B Bologna
by Enrico Bernardi 25 Mar '21

25 Mar '21

Buongiorno a Tutti la presente per segnalarvi che è stato pubblicato il seguente bando: RIF. 2011 – Bando per un posto da ricercatore a tempo determinato b) senior - Dipartimento di Scienze Statistiche "Paolo Fortunati" - STAT - SECS-S/06. Universita' di Bologna. Il bando è consultabile ai seguenti indirizzi: Sito d'Ateneo: https://bandi.unibo.it/s/apos5/rif-2011-bando-per-1-posto-da-ricercatore-a-… Sito Miur: https://bandi.miur.it/jobs.php/public/job/id_job/80403 Sito Euraxess (Portale Europeo): http://ec.europa.eu/euraxess/ Cordiali saluti, Enrico Bernardi

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UiO - call for an associate professor in Stochastics and PDEs
by Giulia Di Nunno 25 Mar '21

25 Mar '21

Dear Colleagues, this is to draw your attention to the call for an Associate Professor position at the University of Oslo in Stochastics and Partial Differential Equations: https://www.jobbnorge.no/en/available-jobs/job/202219/associate-professor-i… The deadline is April 21, 2021. All interested candidates are welcome to apply, please help us to advertise this call. Thank you in advance! Best regards, Giulia --- Giulia Di Nunno Professor Department of Mathematics University of Oslo, Norway

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(Reminder) Seminar Thursday 25 - Reciprocity in a Preferential Attachment Network
by Gianmarco Bet 24 Mar '21

24 Mar '21

Dear colleagues, This is a reminder that tomorrow (Thursday 25) at 16:00, prof. Tiandong Wang (Texas A&M) will give a virtual seminar “in Florence”, to which you are all invited. You can find title and abstract below this message. The seminar will be on Zoom, and the information to join is: Topic: Tiandong Wang - Reciprocity in a Preferential Attachment Network Time: Mar 25, 2021 04:00 PM Rome https://us02web.zoom.us/j/82762436142?pwd=MW45SWN6NTBqV0VWbVJWREhESmtaZz09 <https://us02web.zoom.us/j/82762436142?pwd=MW45SWN6NTBqV0VWbVJWREhESmtaZz09> Meeting ID: 827 6243 6142 Passcode: 897951 If you know of someone who might be interested and is not subscribed to the random mailing list, please do not hesitate to forward this announcement to them. Kind regards, Gianmarco Title: Reciprocity in a Preferential Attachment Network Abstract: Empirical studies show that online social networks have not only in- and out-degree distributions with Pareto-like tails, but also a high proportion of reciprocal edges. A classical directed preferential attachment (PA) model generates in- and out-degree distribution with power-law tails, but theoretical properties of the reciprocity feature in this model have not yet been studied. We derive the asymptotic results on the number of reciprocal edges between two fixed nodes, as well as the proportion of reciprocal edges in the entire PA network. We see that with certain choices of parameters, the proportion of reciprocal edges in a directed PA network is close to 0, which differs from the empirical observation. This points out one potential problem of fitting a classical PA model to a given network dataset with high reciprocity, and indicates alternative models need to be considered. ---------------------------------------------------------------------- Gianmarco Bet (he/him) Junior researcher https://gianmarco.bet Phone: (+39) 055 2751491 Department of Mathematics and Informatics "U. Dini" University of Florence Viale Morgagni, 65 50134 Firenze, Italy Office 64 ----------------------------------------------------------------------

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Fwd: [owps] One World Probability Seminar Thursday March 25, 2021
by Faggionato, Alessandra 24 Mar '21

24 Mar '21

Buongiorno, vi inoltro l'annuncio del OWPS di domani, che riguarderà il modello $\phi^4_3$. Quello di domani sarà l'ultimo OWPS prima della pausa di Pasqua. Il OWPS riprenderà dopo le vacanze (credo il 15 Aprile) con moderatori Nina Gantert and Julien Berestycki. Saluti Alessandra ---------- Forwarded message --------- Da: One World Probability <ow.probability(a)gmail.com> Date: mer 24 mar 2021 alle ore 09:09 Subject: [owps] One World Probability Seminar Thursday March 25, 2021 To: <owps(a)lists.bath.ac.uk> Tomorrow's speakers in the One World Probability Seminar are3(Note: all times are in UTC. *Due to time changes, you should check what that translates to in your location*) ------------------------------------------------ (14:00-15:00 UTC) Speaker: Hendrik Weber (University of Bath) Title: Phase transitions for $\phi^4_3$ - Part 1 Abstract: The $\phi^4$ model is a classical model in Mathematical Physics, arising e.g. as a continuous version of the Ising model, as a toy model for a Quantum field theory and it is also closely related to the invariant measures of certain Hamiltonian PDEs. The aim of this series of two talks is to discuss the infinite volume limit and the emergence of phase transitions for this model: we will show that in a certain parameter regime, the model exhibits a phase segregation behaviour, akin to the low temperature phase of the Ising model. In the first lecture I will put our result into perspective by first discussing the connection of continuous $\phi^4$ and discrete Ising models as well as the phase segregation in low temperature Ising models. I will then discuss a variational approach to estimating the $\phi^4$ partition function, which is due to Barashkov and Gubinelli and a key ingredient of our method. Based on Chandra, Gunaratnam, Weber, arXiv:2006.15933. (15:00-16:00 UTC) Speaker: Trish Gunaratnam (University of Geneva) Title: Phase transitions for $\phi^4_3$ - Part 2 Abstract: In this talk I will continue to discuss phase transitions for $\phi^4_3$. I will establish a surface order large deviations estimate for the average magnetisation at sufficiently low temperatures in large but finite volumes. This immediately gives an upper bound on the decay of the spectral gap for the associated $\phi^4_3$ singular SPDE in the infinite volume limit. At the heart of this result are the development of Peierls’ contour bounds for $phi^4_3$, which requires control over the small-scale divergences and the low temperature Hamiltonian. We achieve this by incorporating a low temperature expansion, inspired by Glimm, Jaffe, and Spencer’s classical work on $\phi^4_2$, within the variational representation of the $\phi^4_3$ via coarse-graining. Based on Chandra, Gunaratnam, Weber, arXiv:2006.15933. ------------------------------------------------ The zoom link will appear the day before on the OWPS website: https://www.owprobability.org/one-world-probability-seminar <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwww.owpro…> It can also be directly accessed through the link below: https://uniroma1.zoom.us/j/82058081391?pwd=MWZTNEpZY2I3NEtYa0tFczdTenR0QT09 <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Funiroma1.…> Meeting ID: 820 5808 1391 Passcode: 493605 Please feel free to circulate this email. We hope to see you all tomorrow! One World Probability Team -- ************************************************* Prof. Alessandra Faggionato http://www1.mat.uniroma1.it/~faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 5, Phone (0039) 06 49913252 *************************************************

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Rtd-b Genova
by Eva Riccomagno 23 Mar '21

23 Mar '21

Buonasera a Tutti è stato pubblicato l'avviso relativo all'indizione di una procedura selettiva per 1 posto da Ricercatore a tempo determinato RTD-B in SECS-S/01 presso il Dipartimento di Matematica dell’Università degli Studi di Genova. Il bando è disponibile alla pagina concorsi del sito web di Ateneo all’indirizzo https://concorsi.unige.it/home/procedure/2768 <https://concorsi.unige.it/home/procedure/2768> La scadenza per la presentazione delle domande è il 19 aprile 2021 alle ore 12:00:00. Cordiali saluti, Eva Riccomagno

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Sussex probability seminar
by Enrico Scalas 23 Mar '21

23 Mar '21

Dear Colleagues, Next Monday 29th March at 11am, we’ll have an online probability seminar with a talk given by Nicholas Simm. Title: The characteristic polynomial of a random unitary matrix: from secular coefficients to holomorphic multiplicative chaos Description: I will begin by introducing some basic questions / historical tidbits regarding eigenvalue statistics of random matrices. Then I will discuss some recent work concerning limit theorems for secular coefficients of random unitary matrices, which are the Fourier coefficients of the characteristic polynomial. This draws on ideas from Gaussian multiplicative chaos on the one hand, but also combinatorial structures such as magic squares and random permutations make an appearance. This is joint work with Joseph Najnudel (Bristol) and Elliot Paquette (McGill) , pre-print: https://arxiv.org/pdf/2011.01823.pdf. If you are interested in attending, please write to Dr Minmin Wang ( minmin.wang(a)sussex.ac.uk) for the Zoom link. Best wishes, Enrico Scalas

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10th General AMaMeF Conference - Call for Contributed Talks
by Claudio Fontana 23 Mar '21

23 Mar '21

Dear all, This is the Call for Contributed Talks at the 10th General AMaMeF Conference, held on 22-25 June 2021. The 10th edition of the meeting will be hosted by the Department of Mathematics "Tullio Levi-Civita" at the University of Padova (Italy). The program consists of 8 plenary lectures, 9 invited sessions and several contributed sessions. We welcome submissions for contributed talks in mathematical finance and its applications, including but not limited to the following topics: • Algorithmic trading • Asset pricing under market frictions • Collateralization and XVA • Credit risk and interest rate modeling • Energy and commodity markets • Equilibrium models • Financial technology • Green and sustainable finance • Insurance mathematics • Machine learning in finance • Market microstructure • Mean-field games and stochastic control • Model uncertainty and model risk • Optimal transport and robust finance • Portfolio optimization • Risk measures • Stochastic volatility modeling • Systemic risk and financial networks Each contributed talk will be allocated a 30 minutes time slot (25 min. presentation + 5 min. Q&A). Submission: you can submit title and abstract of your talk, with complete indication of names and affiliations of all authors, together with at most five key-words. It is possible (but not required) to upload the pdf file of your paper or an extended abstract. Submission webpage: https://easychair.org/conferences/?conf=amamef-2021 <https://easychair.org/conferences/?conf=amamef-2021> Deadline: Monday 3 May 2021. Acceptance notifications will be sent before 15 May 2021. Format of the conference: we plan to organize the conference in a hybrid format, with the presence of a limited number of participants in Padova. For in person participation, we will follow a first-come-first-served rule, according to the date of registration to the conference (the opening of the registration will be announced in due time). In any case, every speaker will have the possibility of presenting remotely. If the conditions do not allow a hybrid format, we will rapidly switch to a fully online format. We expect to have precise information on the format of the conference in April. Fees for a virtual conference will be significantly less than for an in-person conference. Conference website: https://events.math.unipd.it/AMAMEF2021 <https://events.math.unipd.it/AMAMEF2021> Contact: any inquiry about submissions should be emailed to amamef2021(a)math.unipd.it <mailto:amamef2021@math.unipd.it> Best regards, The organising committee, Giorgia Callegaro, Claudio Fontana, Martino Grasselli, Wolfgang J. Runggaldier, Tiziano Vargiolu

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Post-Doc position at the Weierstrass Institute
by Robert I. A. Patterson 23 Mar '21

23 Mar '21

Dear colleagues, the Weierstrass Institute in Berlin has an immediate vacancy for a post-doc in the group “Interacting Random Systems”. This is a staff position where one would have some freedom to take on responsibility and start new projects. For more details please see https://short.sg/j/9473020 <https://short.sg/j/9473020> . The deadline for applications is 02 May. Kind regards, Robert Patterson

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International Conference in Venice on COMPOUND RISK - CALL FOR PAPERS
by Monica Billio 21 Mar '21

21 Mar '21

20th INTERNATIONAL CONFERENCE CREDIT 2021 *Compound Risk: Climate, Disaster, Finance, Pandemic * Venice, Italy 23 –24 September 2021 * * *GRETA Associati* (Venice, Italy), *European Datawarehouse *(Frankfurt, Germany), *European Investment Bank* (Luxembourg), *European Investment Fund *(Luxembourg) and *Intesa Sanpaolo *(Milan, Italy) are co-sponsors of a Conference to be held in Venice on September 23-24, 2021. The Conference CREDIT 2021 will bring together academics, practitioners and PhD students working in various areas of financial and credit risk with the aim to create a unique opportunity for participants to discuss research progress and policy and industry-relevant insights as well as directions for future research. Credit 2021 is the *twentieth *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 the *Joint Research Center, European Commission* (Ispra, Italy). The theme of this year’s conference is the relation between financial risk on the one hand and pandemic, climate and disaster risk, on the other hand, with particular attention to the possible compounding of different sources of risk. The past year, 2020, has been marked by the still-ongoing COVID-19 pandemic crisis, which has shown how fragile our economic systems can be when confronted with shocks that threaten public health and the closeness of the connections between economic and financial risks and public policy. Climate change is now widely recognized as a new source of financial risk which is relevant both at the level of households and individual institutions and the systemic level. In particular, the many central banks and financial institutions that have joined the Network for Greening the Financial System (NGFS) have issued recommendations on how to integrate climate considerations into risk management strategies and practices. However, risks such as pandemics and climate change do not occur in isolation but can also compound, as has already been seen in several countries. The compounding of risk, which is currently poorly understood, increases the complexity of risk assessment and risk management, and it has implications for socio-economic development, as well as for public debt sustainability. In the EU, these aspects have major implications for efforts to increase the resilience of the economy to future shocks and to “build back better”, and requires the alignment of COVID-19 recovery policies, such as those supported by the NextGenerationEU, and the EU Green Deal and the Paris Agreement targets. The organizers of CREDIT 2021 encourage submissions on a range of topics of relevance to this year’s theme including: finance and COVID-19; finance and climate risks; finance and compound COVID-19 and climate risks. In particular, submissions are welcome in the following areas: • INVESTMENTS: Sustainable Finance, Disaster risk finance; Finance 4 good; public finance; blended finance. • POLICIES: Climate Policies, European Green New Deal; Next Generation EU; Recovery Plan. • INFORMATION: Data gaps; modelling challenges; risk transmission channels; uncertainty; complexity. The final program will include both submitted and invited papers. Acceptances received so far from invited speakers include *Vittoria Colizza *(INSERM, France), *Robert Engle *(Stern Business School, New York University) and *Roberto Rigobon* (MIT Sloan School of Management) who will deliver keynotes, respectively on finance and on epidemics. The Conference will also feature panel discussions on researchers', practitioners' and policy makers’ views of the major issues at stake. The SCIENTIFIC COMMITTEE for the Conference consists of: • * Stefano Battiston *(Ca’ Foscari University of Venice & University of Zurich, Programme Chair) • * Monica Billio *(Ca’ Foscari University of Venice & GRETA) • * Francesca Campolongo *(Joint Research Center, European Commission) • *Vittoria Colizza* (INSERM, France) • * Helmut Kraemer-Eis* (European Investment Fund) • * Jan Pieter Krahnen* (Leibniz Institute for Financial Research SAFE & Goethe University, Frankfurt) • *Irene Monasterolo *(Vienna University of Economics and Business) • *Steven Ongena* (University of Zurich, Swiss Finance Institute, KU Leuven & CEPR) • *Roberto Rigobon* (MIT Sloan School of Management) • *Stephen Schaefer* (London Business School) CALL FOR PAPERS Those wishing to present a paper at the Conference should submit by *May 31, 2021 *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, 2021*. The final version of accepted papers must be received by August 31, 2021. Please send papers to: GRETA Associati, San Polo, 2605 - 30125 Venice, ITALY Phone : +39 041 5238178 - e-mail: credit(a)greta.it <mailto:credit@greta.it> More detailed information available on the Conference website: https://www.greta.it/index.php/it/credit-2021 <https://www.greta.it/index.php/it/credit-2021>

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