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bando rtd-b in Fisica Matematica all'Aquila
by davide gabrielli 19 Mar '21

19 Mar '21

Segnalo un bando per un posto da rtd-b in Fisica Matematica presso l'Università dell'Aquila. Scadenza 15-04-2021. Il bando si trova all'indirizzo https://www.univaq.it/section.php?id=1532 Si prega di darne la massima diffusione cordiali saluti Davide Gabrielli

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Università di Verona: concorso RTDB in Statistica...
by Marco Minozzo 19 Mar '21

19 Mar '21

Carissime e carissimi, nella Gazzetta Ufficiale - IV Serie Speciale n. 14 del 19/02/2021 è stato pubblicato l'avviso relativo all'indizione di una procedura selettiva per 1 posto da Ricercatore a tempo determinato RTDB in SECS-S/01 Statistica (Cod. 2021rtdb034) presso il Dipartimento di Scienze Economiche dell'Università degli Studi di Verona. Il bando è disponibili all'Albo ufficiale e alla pagina concorsi del sito web di Ateneo all'indirizzo: https://www.univr.it/it/concorsi/personale-docente/ricercatore/ricercatore-… La scadenza per la presentazione delle domande è il 22 marzo 2021 alle ore 20.00. Un caro saluto, Marco Minozzo ------------------------------------------------------------------- Prof. Marco Minozzo, PhD Presidente Laurea in Economia e Commercio Dipartimento di Scienze Economiche Università degli Studi di Verona Via Cantarane 24 37129 Verona (Italy) Tel: +39045 8028234 Fax: +39045 8028177 E-mail: marco.minozzo(a)univr.it<mailto:marco.minozzo@univr.it> -------------------------------------------------------------------

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LTI@Unito Webinars: March 1, Massimiliano Caporin | March 2, Roberto Renò
by Luca Regis 18 Mar '21

18 Mar '21

Dear colleagues, || |LTI@UniTO (www.carloalberto.org/lti <www.carloalberto.org/lti>) and Fondazione Collegio Carlo Alberto are pleased to invite you to the following webinars in Mathematical Finance: | | *March 1, 2021 | 17:00-18:00* *“Do jumps matter in Realized Volatility modeling and forecasting? Empirical evidence and a new model”* *Massimiliano Caporin, University of Padova* *Abstract*: Building on an extensive empirical analysis I investigate the relevance of jumps and signed variations in predicting Realized Volatility. I show that properly accounting for intra-day volatility patterns and staleness sensibly reduces the identified jumps. Realized Variance decompositions based on intra-day return size and sign improve the in-sample fit of the models commonly adopted in empirical studies. I also introduce a novel specification based on a more informative decomposition of Realized Volatility, which offers improvements over standard models. From a forecasting perspective, the empirical evidence I report shows that most models, irrespective of their flexibility, are statistically equivalent in many cases. This result is confirmed with different samples, liquidity levels, forecast horizons and possible transformations of the dependent and explanatory variables. *Zoom Link: https://us02web.zoom.us/j/82672618584?pwd=VWdNeWhEc1pyVjJCQ3pucEhtb1BxUT09 <https://us02web.zoom.us/j/82672618584?pwd=VWdNeWhEc1pyVjJCQ3pucEhtb1BxUT09>* Meeting ID: 826 7261 8584 Passcode: 599584 ------ *March 2, 2021 | 12:00-13:15 * *“V-shapes”* *Roberto Renò, University of Verona* *Abstract*: An insidious form of market inefficiency, by which prices lose their informativeness and wealth is distributed arbitrarily, translates into V-shapes, that is sudden changes of the sign of the price drift. We use this insight to develop a new tool for the detection of reverting drift, the V-statistic. We apply this tool to (i) quantify the extent of this kind of market inefficiency in the U.S. stock market during the Covid-19 pandemic; and (ii) show the harmful consequences of V-shapes on financial stability by estimating the huge loss suffered by Italian taxpayers (0.45B euros) in May 2018, when a transient crash hit the secondary bond market during a Treasury auction. /Joint with Maria Flora./ *Zoom link https://us02web.zoom.us/j/82590058916?pwd=VEowc2NUcm5rNmtFdWQ0MlMxUEVLQT09 <https://us02web.zoom.us/j/82590058916?pwd=VEowc2NUcm5rNmtFdWQ0MlMxUEVLQT09>* Meeting ID: 825 9005 8916 Passcode: 055411 We look forward to your participation! | -- Luca Regis Associate Professor Department of Economics and Statistics (ESOMAS) University of Torino sites.google.com/view/lucaregis Office: +39 011 670 6065 www.carloalberto.org/lti ||

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Ricercatore a Tempo Determinato - Università della Basilicata
by Marco Isopi 18 Mar '21

18 Mar '21

È stato pubblicato il bando per un posto da Ricercatore a Tempo Determinato (tipo B) presso l'Università della Basilicata: http://service.unibas.it/albo/files/000695488-UNPZCLE-06163f19-bc48-438e-a2…

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Concorso RTDB 13/D1 Sapienza Università di Roma
by Brunero Liseo 18 Mar '21

18 Mar '21

Con eventuali scuse per ricezioni multiple Brunero Liseo Si comunica che sul Portale Trasparenza Amministrativa, è stato pubblicato il bando relativo alla seguente procedura selettiva: N. 1 POSTO DI RICERCATORE A TEMPO DETERMINATO TIPOLOGIA B - SC 13/D1 SECS-S/01 - DIP. DI METODI E MODELLI PER L'ECONOMIA, IL TERRITORIO E LA FINANZA (MEMOTEF) - FACOLTÀ DI ECONOMIA Il bando è pubblicato al seguente link: https://web.uniroma1.it/trasparenza/bando/174720_2021rtdb002 Si evidenziano di seguito gli elementi del bando: Codice bando: 2021RTDB002 Data scadenza del bando: 15/04/2021 Pubblicazione G.U. n. 21 del 16.03.2021 -- ============================================ 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>* ============================================ -- ________________________________________________________ Le informazioni contenute in questo messaggio di posta elettronica sono strettamente riservate e indirizzate esclusivamente al destinatario. Si prega di non leggere, fare copia, inoltrare a terzi o conservare tale messaggio se non si è il legittimo destinatario dello stesso. Qualora tale messaggio sia stato ricevuto per errore, si prega di restituirlo al mittente e di cancellarlo permanentemente dal proprio computer. The information contained in this e mail message is strictly confidential and intended for the use of the addressee only. If you are not the intended recipient, please do not read, copy, forward or store it on your computer. If you have received the message in error, please forward it back to the sender and delete it permanently from your computer system.

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Fwd: 6 PhD Positions in Stochastics and Algorithmics
by Francesca Romana Nardi 18 Mar '21

18 Mar '21

Carissime e carissimi, Ricevo e inoltro. Se ci fossero interessati possono contattare direttamente Vlasiou, Maria <m.vlasiou(a)tue.nl> Cari saluti Francesca Romana Nardi ---------- Forwarded message --------- Da: Vlasiou, Maria <m.vlasiou(a)tue.nl> Date: mer 17 mar 2021 alle ore 17:16 Subject: 6 PhD Positions in Stochastics and Algorithmics To: Francesca Romana Nardi (Francescaromana.nardi(a)unifi.it) < Francescaromana.nardi(a)unifi.it> Hi Francesca, Marko has an open position where he *has* to recruit a foreigner and has a deadline for applications 31 March. Can you please forward the announcement to any student you know who may be about to finish their MSc and is interested in stochastics? The student can start in Sept / Oct, after they finish, but the application deadline is *31 March.* https://www.thenetworkcenter.nl/Open-Positions/openposition/29/6-PhD-Positi… https://www.thenetworkcenter.nl/uploaded_files/inlineitem/221Spring_Network… (The first project in Appendix A) Cheers, Maria -- Prof. dr. Maria Vlasiou University of Twente Eindhoven University of Technology President EWM-NL <http://www.ewmnetherlands.nl/> office: +31 40 247 5185 www.win.tue.nl/~mvlasiou

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Padova Online Seminar by Luisa Andreis (Università di Firenze) [Friday, Mar. 26 at 14.30]
by alessandra bianchi 18 Mar '21

18 Mar '21

Dear Colleagues, We would like to invite you to the following Probability seminar that will take place on March 26 at 14.30 by the zoom platform. ________________________________________________________ Speaker: Luisa Andreis (Università di Firenze) Title: Phase transitions in sparse random graphs and coagulation processes 26 MARCH (Friday) - 14:30 zoom link: TBA available on the webpage https://www.math.unipd.it/~bianchi/seminari/ ) Abstract: Sparse inhomogeneous random graphs are a natural generalization of the well-known Erdos Rényi random graph, where vertices are characterized by a type and edges are independent but distributed according to the type of the vertices that they are connecting. These graphs undergo a phase transition in terms of the emergence of a giant component exactly as the classical Erdos Rényi model. In this talk we will present an alternative approach, via large deviations, to prove this phase transition. This allows a comparison with the gelation phase transition that characterizes coagulation processes and the phase transition of condensation type emerging in several systems of interacting components. This is an ongoing joint work with Wolfgang Koenig (WIAS and TU Berlin), Robert Patterson (WIAS) and Heide Langhammer (TU Berlin). -- Alessandra Bianchi Dip. di Matematica Università di Padova Via Trieste, 63 - 35121 Padova, Italy phone: +39 049 827 14 06 fax: +39 049 827 14 28 e-mail: bianchi(a)math.unipd.it http://www.math.unipd.it/~bianchi/

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Fwd: [owps] One World Probability Seminar Thursday March 18, 2021
by Faggionato, Alessandra 17 Mar '21

17 Mar '21

Buongiorno inoltro l'annuncio del OWPS di domani, che sarà focalizzato sul metodo di Stein (anche con applicazioni alla statistica). Saluti Alessandra ---------- Forwarded message --------- Da: One World Probability <ow.probability(a)gmail.com> Date: mer 17 mar 2021 alle ore 12:06 Subject: [owps] One World Probability Seminar Thursday March 18, 2021 To: <owps(a)lists.bath.ac.uk> Tomorrow's speakers in the One World Probability Seminar are (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: Yvik Swan (Université Libre de Bruxelles) Title: Stein’s density approach Abstract: Stein’s method is a collection of tools allowing to obtain explicit (non-asymptotic) bounds on discrepancies between probability distributions. The heart of the method is a so-called “Stein operator”, and it is the objective of this talk to present the basic theory behind these operators, and also cover some applications of the theory. After presenting the general theory (with a focus on Stein’s so-called density approach), we will give details on the 1-dimensional case, hereby connecting with classical topics such as Covariance and Poincaré inequalities. The material covered in the talk is closely related to work with Marie Ernst, Christophe Ley, Guillaume Mijoule and Gesine Reinert. (15:00-16:00 UTC) Speaker: Gesine Reinert (University of Oxford) Title: Stein’s method for multivariate continuous distributions and some statistical applications Abstract: Stein’s method can be viewed as employing an operator which action characterises a distribution uniquely, relating this operator to test functions through a Stein equation, and comparing distributions by taking expectations of this Stein equation. Using the density approach for Stein’s method, this talk will present a general framework for Stein’s method for multivariate continuous distributions. For any given nontrivial distribution this approach leads to an infinite collection of Stein characterisations which can be used to assess distributional distances. We shall apply this framework to compare posterior distributions which arise from the same model but using different priors. Using the notion of a weak Stein equation, bounds on distributional distances based on Lipschitz test functions are obtained if the distribution admits a Poincare’ constant. This result will be used to compare copulas. Finally, using the notion of a Stein kernel, we shall extend Stein’s shrinkage results and Stein’s Unbiased Risk Estimate (SURE) to non-Gaussian distributions. This talk is based on joint work with Max Fathi, Larry Goldstein, Adrien Saumard, and of course Yvik Swan. ------------------------------------------------ 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/81951703647?pwd=QUR4M0QraDFTZG5qY0VvVmVoS0pnZz09 <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Funiroma1.…> Meeting ID: 819 5170 3647 Passcode: 614352 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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Seminario di Franco Flandoli e Umberto Pappalettera in Bicocca
by Gianmario Tessitore - UNIMIB 16 Mar '21

16 Mar '21

Ho il piacere di annunciare il seguente seminario, da remoto, di Franco Flandoli e Umberto Pappalettera (Scuola Normale Superiore): Titolo " *Stochastic model reduction and stochastic equations with transport noise*" * Lunedì 22 Marzo 2021 ore 17:30* il seminario avrà la durata di un’ora circa e i due relatori si alterneranno. Seguono il riassunto e il link Zoom. Tutti gli interessati sono invitati a partecipare. Gianmario Tessitore %%%%%%%%%%%%%%%%%%%%%%%%%%%% Abstract. The first part of the talk will illustrate the potential role of stochastic model reduction in the understanding of transport noise in fluid dynamic models. In the second part, some rigorous results will be outlined. Entra nella riunione in Zoom https://us02web.zoom.us/j/83074836346?pwd=ajZaL0JJc1VnR3BUNEdzclg1KzM2QT09 ID riunione: 830 7483 6346 Passcode: 778958 %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% -- Gianmario Tessitore Dipartimento di Matematica e Applicazioni Università degli Studi di Milano-Bicocca

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Pisa Online Seminars - Michela Ottobre and Andrea Agazzi (Tuesday, Mar. 23 at 16:00 and 17:00)
by Giacomo Filippo Di Gesu 16 Mar '21

16 Mar '21

Dear colleagues, I would like to invite you to the following online seminar organized by the Probability group of the University of Pisa. The two talks will be accessible under the link Click here to join the meeting<https://teams.microsoft.com/l/meetup-join/19%3A17115d7f6ef44c5e91974362906c…> Best regards, Giacomo Tuesday, March 23, 16:00 Speaker: Michela Ottobre (Heriot-Watt University Edinburgh) Title: Uniform in time approximations of stochastic dynamics Abstract: Complicated models, for which a detailed analysis is too far out of reach, are routinely approximated via a variety of procedures; this is the case when we use multiscale methods, when we take many particle limits and obtained a simplified, coarse-grained dynamics, or, simply, when we use numerical methods. While approximating, we make an error which is small over small time-intervals but it typically compounds over longer time-horizons. Hence, in general, the approximation error grows in time so that the results of our ``predictions" are less reliable when we look at longer time-hormizons. However this is not necessarily the case and one may be able to find dynamics and corresponding approximation procedures for which the error remains bounded, uniformly in time. We will discuss a very general approach to understand when this is possible. I will show how the approach we take is very broad and show how it can be used for all of the approximation procedures mentioned above. This is based on a series of joint works with a number of people: L. Angeli, J. Barre', D. Crisan, P. Dobson, I. Souttar and E. Zatorska. Tuesday, March 23, 17:00 Speaker: Andrea Agazzi (Duke University) Title: Large deviations for stochastic models of chemical reaction networks Abstract: At the microscopic level, the dynamics of arbitrary networks of chemical reactions can be modeled as jump Markov processes whose sample paths converge, in the limit of large number of molecules, to the solutions of a set of algebraic ordinary differential equations. Fluctuations around these asymptotic trajectories and the corresponding phase transitions can in principle be studied through large deviations theory in path space, also called Wentzell-Freidlin (W-F) theory. However, the specific form of the jump rates for this family of processes does not satisfy the standard regularity assumptions imposed by such theory. This talk discusses how such conditions can be relaxed. In this talk, I will discuss sufficient stability and nondegeneracy conditions on the given family of Markov jump processes to obtain the desired large deviations estimates, and show how some of these conditions can be translated into structural ones, facilitating their verification for large chemical networks. ************************ Giacomo Di Gesù Dipartimento di Matematica Università di Pisa Largo Bruno Pontecorvo 5 56127 - Pisa, Italy giacomo.digesu(a)unipi.it<mailto:giacomo.digesu@unipi.it> https://sites.google.com/site/giacomodigesu/

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