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Fwd: [owps] One World Probability Seminar Thursday October 1, 2020
by Francesco Caravenna 30 Sep '20

30 Sep '20

---------- Forwarded message --------- Da: Ivan Corwin <ivan.corwin(a)gmail.com> Date: mer 30 set 2020 alle ore 09:03 Subject: [owps] One World Probability Seminar Thursday October 1, 2020 To: <owps(a)lists.bath.ac.uk> One World Probability Seminar Thursday October 1, 2020: Tomorrow's speaker in the One World Probability Seminar is (Note: all times are in UTC) ------------------------------------------------ (14:00-15:00 UTC) Rongfeng Sun (National University of Singapore): Scaling limits of disorder relevant systems. Abstract: In this talk, I will give an overview of continuum and weak disorder scaling limits of statistical mechanics systems which are disorder relevant, that is, disorder perturbations of an underlying pure system that alter its large scale behaviour, however small is the perturbation. Examples include the directed polymer model in dimension 1, the disordered pinning model, and the random field perturbation of the critical two-dimensional Ising model. (15:00-16:00 UTC) Adam Bowditch (University College Dublin): The two-dimensional continuum random field Ising model. Abstract: The critical two-dimensional Ising model with random field perturbation acting as site disorder is a well known example of a disorder relevant system. If the disorder strength is suitably weakened as the lattice mesh is refined then the model admits a continuum scaling limit. I will discuss this procedure and compare the continuum model with and without the random field perturbation. ------------------------------------------------ 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 is can also be directly access through the link below: https://impa-br.zoom.us/j/96846977028?pwd=QVFpcUVkSFpNQnFjZXhoMWJzWEhaQT09 <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fimpa-br.z…> Please feel free to circulate this email. We hope to see you all tomorrow! One World Probability Team

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3rd Asset Pricing Conference by LTI@UniTO - October 6th 2020 13.150-18.30 correct registration link
by Luca Regis 29 Sep '20

29 Sep '20

Apologies for re-posting, the previous announcement contained an incorrect link. ----------------------------------- Dear Colleagues, LTI@UniTO (www.carloalberto.org/lti) and Collegio Carlo Alberto are pleased to invite you to the *3rd Asset Pricing Conference by **LTI@UniTO*. This one-day online conference on October 6, 2020 hosted by the Collegio Carlo Alberto aims to promote the highest level and up-to-date research in asset pricing within the European academic community. Speakers and discussants are selected among the most innovative junior researchers and established scholars. The current edition devotes particular attention to the impact of the Covid-19 pandemic on the financial markets and industry. The conference will take place on the zoom platform on* October 6th, 13:50-18:30*. Please register here: https://3rdassetpricingconference.eventbrite.it Conference Program 13:50 *Welcome* 14:00 E. Luciano (UniTo/CCA) “Risk aversion of insurance companies and Covid-19 effects” Discussant: I. Cooper (LBS) 14:40 P. Meanhout (INSEAD) “Generalized Robustness and Dynamic Pessimism” Discussant: P. Guasoni (Dublin) 15:30 C. Schlag (Goethe) “Non-substitutable consumption growth risk” Discussant: F. Trojani (Geneva/SFI) 16:10 J. Penasse (Luxembourg) “Understanding Alpha Decay” Discussant: G. Vilkov (Frankfurt School) *Short break* 17:00 J. Detemple (Boston) “Asset Prices and Pandemics” Discussant: B. Dumas (INSEAD) 17:40 M. Croce (Bocconi) *TBA*Discussant: A. Mele (USI/SFI) 18:20 *Farewell* Conference website: https://www.carloalberto.org/event/lti-3rd-asset-pricing-conference Best, Luca Regis -- Luca Regis Associate Professor Department of Economics and Statistics (ESOMAS) University of Torinosites.google.com/view/lucaregis Office: +39 011 670 6065www.carloalberto.org/lti

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3rd Asset Pricing Conference by LTI@UniTO, October 6 h. 13.50-18.30
by Luca Regis 29 Sep '20

29 Sep '20

Dear Colleagues, LTI@UniTO (www.carloalberto.org/lti) and Collegio Carlo Alberto are pleased to invite you to the *3rd Asset Pricing Conference by **LTI@UniTO*. This one-day online conference on*October 6, 2020*hosted by the Collegio Carlo Alberto aims to promote the highest level and up-to-date research in asset pricing within the European academic community. Speakers and discussants are selected among the most innovative junior researchers and established scholars. The current edition devotes particular attention to the impact of the Covid-19 pandemic on the financial markets and industry. The conference will take place on the zoom platform on*October 6th, 13:50-18:30*. Please register here: https://3rdassetpricingconference.eventbrite.it <https://ltiwebinar15july.eventbrite.it/> *Conference Program* 13:50/Welcome/ 14:00 E. Luciano (UniTo/CCA) *“Risk aversion of insurance companies and Covid-19 effects” *Discussant: I. Cooper (LBS) 14:40 P. Meanhout (INSEAD)*“Generalized Robustness and Dynamic Pessimism” *Discussant: P. Guasoni (Dublin) 15:30 C. Schlag (Goethe)*“Non-substitutable consumption growth risk” *Discussant: F. Trojani (Geneva/SFI) 16:10 J. Penasse (Luxembourg)*“Understanding Alpha Decay” *Discussant: G. Vilkov (Frankfurt School) /Short break/ 17:00 J. Detemple (Boston)*“Asset Prices and Pandemics” *Discussant: B. Dumas (INSEAD) 17:40 M. Croce (Bocconi)/TBA /Discussant: A. Mele (USI/SFI) 18:20/Farewell/ Conference website: https://www.carloalberto.org/event/lti-3rd-asset-pricing-conference Best, Luca Regis -- 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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Link to Tyler Helmuth's talk (Tuesday, Sept. 29 at 14:00)
by Giacomo Filippo Di Gesu 28 Sep '20

28 Sep '20

Dear colleagues, the previously announced seminar by Tyler Helmuth will be accessible under the following link: Join Microsoft Teams Meeting<https://teams.microsoft.com/l/meetup-join/19%3af828e8fe540e4d39b10802fc3edd…> Tuesday, Sept. 29, 14:00 Speaker: Tyler Helmuth Title: Random spanning forests and hyperbolic symmetry Abstract: The arboreal gas is the probability measure that arises from conditioning the random subgraph given by Bernoulli(p) bond percolation to be a spanning forest, i.e., to contain no cycles. This conditioning makes sense on any finite graph G, and in the case p=1/2 gives the uniform measure on spanning forests. The arboreal gas also arises as a q—> 0 limit of the q-state random cluster model. What are the percolative properties of these forests? This turns out to be a surprisingly rich question, and I will discuss what is known and conjectured. I will also describe a tool for studying connection probabilities, the magic formula, which arises due to an important connection between the arboreal gas and spin systems with hyperbolic symmetry. Based on joint work with Roland Bauerschmidt, Nick Crawford, and Andrew Swan. Best regards, Giacomo

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Premio Cuozzo 2020
by Lucia Caramellino 25 Sep '20

25 Sep '20

Buongiorno. Ricevo ed inoltro bando del Premio Cuozzo 2020. Buona giornata, Lucia +++++++++++++++++++++++++++++++++ Lucia Caramellino Dipartimento di Matematica Università di Roma “Tor Vergata” Web: http://www.mat.uniroma2.it/~caramell <http://www.mat.uniroma2.it/~caramell> > Inizio messaggio inoltrato: > > Da: Filippo Bracci <fbracci(a)mat.uniroma2.it> > Oggetto: Premio Cuozzo 2020 > > Carissimi, > > ho il piacere di segnalarvi che è uscito il bando per la 13-ma edizione del Premio Cuozzo dedicato alla memoria di Michele Cuozzo. > > Il premio, di 3000 euro, sarà consegnato al vincitore a Dicembre 2020. > > Possono partecipare coloro che abbiano conseguito il titolo di Dottore di Ricerca in Matematica, o titolo riconosciuto equipollente, presso un’università o istituzione scientifica italiana. Il titolo deve essere stato conseguito nei 12 mesi precedenti la data di scadenza del bando. > > La scadenza è il 23 ottobre ore 12:00. > > Allego il bando, che sarà a breve disponibile sul sito del Dipartimento di Matematica dell’Università di Roma “Tor Vergata” . > > Vi prego di dare pubblicità tra gli interessati, > > a presto > > Filippo > > > > -- > ************************ > Prof. Filippo Bracci > Dipartimento di Matematica > Universita' di Roma "Tor Vergata" > Via della Ricerca Scientifica 1 > 00133 Roma - ITALIA > Tel: (+39-)06-7259 4643/4105 > Fax: (+39-)06-7259 4699 > E-mail: fbracci(a)mat.uniroma2.it <mailto:fbracci@mat.uniroma2.it> > Web-page: www.mat.uniroma2.it/~fbracci <http://www.mat.uniroma2.it/~fbracci> > > > >

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Post-Doc position in Karlsruhe
by Giovanni Peccati 25 Sep '20

25 Sep '20

Dear Colleagues, I have been notified of an opening for a *3 years post-doc position in Karlsruhe*, in the domain of Stochastic Geometry. Here is the official link: http://www.pse.kit.edu/karriere/joboffer.php?id=54768&language=en With my best regards, Giovanni Peccati -- Prof. Giovanni Peccati ------------------------------------------ Head of the Department of Mathematics Faculty of Science, Technology and Medicine ------------------------------------------ University of Luxembourg ----------------------------------------- homepage: http://sites.google.com/site/giovannipeccati/Home E-mail: giovanni.peccati(a)gmail.com

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(1+1)-year post-doc position in mathematical finance at UniPD
by Claudio Fontana 24 Sep '20

24 Sep '20

1+1 year post-doc position at the University of Padova (Italy) A one-year postdoctoral position is available at the Department of Mathematics of the University of Padova (Italy), with the possibility of renewal for a second year. The position is funded by the STARS@UniPD project PRISMA, directed by Claudio Fontana (personal webpage: https://sites.google.com/site/fontanaclaud <https://sites.google.com/site/fontanaclaud>). The PRISMA project is focused on the development of stochastic methods for the modelling of information in finance and insurance, and related research directions in probability and finance. We are looking for a highly motivated candidate with a solid background in stochastic analysis and mathematical finance. A PhD degree in these fields is a necessary requirement. Previous research experience in arbitrage theory, stochastic filtering, enlargement of filtrations, mean-field games, or interest rate modelling will be especially appreciated. The candidate should have the ability to drive discovery by working independently, interacting with colleagues with different backgrounds and establishing relevant collaborations. Knowledge of the Italian language does not represent a requirement and language classes are offered by the University of Padova. We offer excellent working conditions and a stimulating research environment. Salary is fixed at a top level for a post-doctoral position at the University of Padova, corresponding to about 2100 euros/month (net). Generous financial support is available for participation to conferences and workshops, research visits and collaborations. The selected candidate will not have mandatory teaching duties, but will have the possibility of teaching. The Probability and Finance group (https://www.math.unipd.it/en/research/research-areas/mathematics/probability <https://www.math.unipd.it/en/research/research-areas/mathematics/probability>) at the University of Padova is a dynamic research unit, with a strong international visibility and well-established connections with foreign institutions and world leaders in the field of mathematical finance. The University of Padova provides excellent support to foreign candidates. Padova is a beautiful city in the Venetian region, home to one of the oldest universities in the world, with a thriving student life and an excellent quality of life. The official call and instructions for application are available at https://www.math.unipd.it/news/bando-assegno-di-ricerca-metodi-stocastici-p… <https://www.math.unipd.it/news/bando-assegno-di-ricerca-metodi-stocastici-p…> To be considered, the application package (including reference letters) has to arrive before October 14, 2020, at 1pm CET. The position is expected to start as soon as possible, and not later than in January 2021. For any further information on this position, please contact Claudio Fontana at fontana(a)math.unipd.it <mailto:fontana@math.unipd.it> Best regards (and apologies for cross-posting), Claudio Fontana

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Postdoc position at the University of Oslo, Norway
by Valeria Vitelli 24 Sep '20

24 Sep '20

Dear colleagues, below the announcement of a postdoc position in Bayesian Statistics at the Oslo Center for Biostatistics and Epidemiology, University of Oslo, Norway. Hope it will be of interest. all the best, Valeria Vitelli --------------------------------------------------------------------------------------------------------- *A three-years postdoc position in Biostatistics is offered at the Oslo Center for Biostatistics and Epidemiology (OCBE), University of Oslo (UiO), Norway. * *Deadline for submission: 30th November 2020IMPORTANT! Deadline for contacting the UiO host: 30th October 2020* Project: Scalable inference for genomic data integration Summary: The project focuses on scalable statistical methods for the integration and analysis of multi-omic data sources. We plan development of horizontal (multi-omic) and vertical (meta-analytic) integrative Bayesian clustering methods during the project course with intended application to disease subtyping and signature/biomarker discovery. *Call, detailed **information and how to apply:* (the call is under the thematic area in "biostatistics") https://www.med.uio.no/english/research/scientia-fellows/apply/ *SCIENTIA FELLOWS* is a transnational research fellowship programme in the field of Health Life Sciences at UiO, funded by the EU Horizon 2020 under the Maria Skłodowska-Curie scheme. The purpose of the three years postdoc is to produce scientific results of the highest quality, in collaboration with your host at UiO and its other partners. You will also be part of UiO's career development programme designed for researchers at the beginning of their career, including our Health Innovator course which aims to provide researchers with tools and insight into how innovation can be put to work for the benefit of patients, the healthcare system and society. At completion of your three year term, your academic profile will be such that you can successfully apply to the best research positions worldwide. *UiO Hosts: *Valeria Vitelli ( https://www.med.uio.no/imb/english/people/aca/valeriv/) and David Swanson ( https://sojourningnorth.github.io/) *If you are interested in the position, please contact the UiO hosts by sending CV and links to your papers as early as possible and before October 30th, 2020.* You and your hosts will identify common research interests and discuss the concept of your research proposal. While you are responsible for the research proposal, you will discuss your application with the hosts, who will help you to write a good proposal. Finally, in order to apply for the position, you have to submit the research proposal (and other documents as specified in the call) by November 30th, 2020. The position will be at the Oslo Center for Biostatistics and Epidemiology (OCBE), UiO (https://www.med.uio.no/imb/english/research/centres/ocbe/). *Eligibility:* - You possess a PhD degree (at the latest by 1 January 2021) in statistics, biostatistics, mathematics, computer science or other related disciplines with a documented competence in statistics, biostatistics or mathematics. - You have not been resident in Norway for more than 12 months in the last 3 years. *Salary: 515 200 NOK/year (roughly 50K EUR/year)* A Fellow of the Scientia Fellows programme will be employed at UiO for three years. The place of work is the UiO campus in Oslo. The gross salary of a Fellow will amount to 515 200 NOK/year. UiO will cover full health insurance and pay towards your pension with the Norwegian pension fund. As an employee in Norway you have several welfare benefits. In addition UiO will support research costs (laptop, travel, courses etc) with 54 600 NOK per year. For further information related to moving and settling in Norway, please visit the website of the International Staff Mobility Office ( https://www.uio.no/english/about/jobs/ismo/), which will also assist incoming fellows and their families with relocation to UiO. For more information, contact the hosts mentioned below. -- 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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Pisa Online Seminar by Tyler Helmuth (Tuesday, Sept. 29 at 14:00)
by Giacomo Filippo Di Gesu 23 Sep '20

23 Sep '20

Dear colleagues, I would like to announce the following online seminar organized by the Probability group of the University of Pisa: Tuesday, Sept. 29, 14:00 on Microsoft Teams (the link will be sent in a forthcoming email) Speaker: Tyler Helmuth Title: Random spanning forests and hyperbolic symmetry Abstract: The arboreal gas is the probability measure that arises from conditioning the random subgraph given by Bernoulli(p) bond percolation to be a spanning forest, i.e., to contain no cycles. This conditioning makes sense on any finite graph G, and in the case p=1/2 gives the uniform measure on spanning forests. The arboreal gas also arises as a q—> 0 limit of the q-state random cluster model. What are the percolative properties of these forests? This turns out to be a surprisingly rich question, and I will discuss what is known and conjectured. I will also describe a tool for studying connection probabilities, the magic formula, which arises due to an important connection between the arboreal gas and spin systems with hyperbolic symmetry. Based on joint work with Roland Bauerschmidt, Nick Crawford, and Andrew Swan. Best regards, Giacomo _____________________ Giacomo Di Gesù Dipartimento di Matematica Università di Pisa Largo Bruno Pontecorvo 5 56127 - Pisa, Italy giacomo.digesu(a)unipi.it

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Webinar Passeggeri @Bocconi
by Giacomo Zanella 22 Sep '20

22 Sep '20

We announce the following DEC Statistics webinar: Date: Thursday, September 24, h12:00 Speaker: Riccardo Passeggeri (Sorbonne University) Title: On a class of completely random measures (CRMs) and its role in Bayesian analysis. The seminar will be mixed online and in-presence: - anybody can attend the seminar at the following link: https://zoom.us/j/92000724531 - members of Bocconi University can attend the meeting in presence at Roentgen building, floor -1, room AS-02, subject to appropriate prevention measures such as social distancing. Abstract: Quasi-infinitely divisible (QID) distributions have been recently introduced by Lindner, Pan and Sato (Trans. Amer. Math. Soc. 370 (2018) 8483-8520). A random variable X is QID if and only if there exist two infinitely divisible (ID) random variables Y and Z s.t. X +Y = Z (in distribution) and Y is independent of X. In this talk, we present QID random measures, describe their properties and their role in Bayesian analysis. In particular, we show that QID random measures are dense in the space of all CRMs with respect to convergence in distribution. In other words, *any CRM can be approximated in distribution by a QID random measure*. Moreover, we demonstrate that there exists a one to one correspondence between the law of QID random measures and certain characteristic pairs (as it happens for the Poisson point processes). That is, *the characteristic function of a QID random measure has an explicit formulation written in terms of two (unique) deterministic objects*. Finally, we present a nonparametric Bayesian statistical framework based on QID random measures, which extends recent works of Michael Jordan, Tamara Broderick, Trevor Campbell and co-authors. Kind regards, Giacomo Zanella

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