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PhD positions at Department of Mathematics, University of Trento
by Claudio Agostinelli 14 May '21

14 May '21

The Department of Mathematics at the University of Trento has an open call for PhD positions. In particular, there are 2 PhD positions available at the Mathematical Statistics and Data Science group, starting on 1 November 2021: Project A: Modelling dynamic networks with differential equations (supervised by Veronica Vinciotti, jointly with Ernst Wit at the University of Lugano) Project B: Mathematics of Reinforcement Learning (supervised by Claudio Agostinelli and Luigi Amedeo Bianchi) A description of the projects can be found here: https://www.unitn.it/alfresco/download/workspace/SpacesStore/9bee3b6b-8282-… Apply *by 31 May* at: https://www.unitn.it/en/ateneo/1956/announcement-of-selection Kind regards, Claudio Agostinelli

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PhD position at the University of Turin (and Saragozza)
by Elvira Di Nardo 14 May '21

14 May '21

1 PhD position on the project "Mathematical modeling of multivariate climate time series", starting on Nov 1, 2021. The project is a joint research initiative of the Stochastic group in the Dept. of Mathematics (https://www.matematica.unito.it/do/home.plat) the University of Turin (Italy), Labflux group in the Interuniversity Department of Regional and Urban Studies and Planning ( https://www.dist.unito.it/do/home.pl) the University of Turin (Italy) and the Climatology group in the Department of Geography and Spatial Planning ( https://geografia.unizar.es/) the University of Saragozza (Spain). The advertised position will be based in both universities and will offer ample freedom to suitably organize the stay in the two cities. The gross salary is 1458/month during the stay in Turin and could be increased to about 50% during the period in Saragozza. The student will benefit from excellent research training in a structured programme including mathematical and computational analysis, statistics on stochastic processes, Bayesian inference, machine learning and so on. He will experience collaborative and interdisciplinary work through projects as well as a dynamic and forward-looking community of scientists, sharing a strong desire to collaborate to find new ideas and a fertile ground from the different skills. Successful candidates will have an MSc degree (or equivalent) in Mathematics (or a closely related field such as Applied Mathematics, Computational Science, Physics or Statistics), strong knowledge on stochastic processes and statistical methods. The current call is part of the recruitment PhD program in Modeling and Data Science. The call should be published on May, 20th (deadline June, 20th). More details on the position and how to submit your application: https://en.unito.it/postdegree/phd/modeling-and-data-science For further information, please contact elvira.dinardo(a)unito.it -- %------------------------------------------------------- Elvira Di Nardo Dept. Mathematics "G. Peano" University of Torino Via Carlo Alberto 10 10123 Torino, Italia tel. +39 0116702862 fax +39 0116702878 http://www.elviradinardo.it %-------------------------------------------------------

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Seminar announcement
by Marco Scarsini 14 May '21

14 May '21

Thursday, 20 May, 17:00 CEST *Irene Lo,* Stanford University Information Acquisition in Matching Markets: The Role of Price Discovery <http://mailsender.luiss.it/lists/lt.php?id=cRpQBA0DSAULBgdOVgFdBQs> Discussants: David Delacrétaz and Julien Combe The paper can be found here <https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3705049>. This is the link to the Virtual Room <http://mailsender.luiss.it/lists/lt.php?id=cRpQAAYBSAULBgdOVgFdBQs>. If you want to receive the password to access the virtual room, please fill out this form <https://docs.google.com/forms/d/e/1FAIpQLSeDxM-M5ogG43elgjC-lNCp0BDhISiZHG0…> (If you filled it out in the past, this is not necessary). This is the last seminar of the season. The list of the past seminars can be found here <https://economiaefinanza.luiss.it/en/seminars/2020-2021-seminars>. ******************************************************* Marco Scarsini Dipartimento di Economia e Finanza Luiss Viale Romania 32 00197 Roma, ITALY URL: http://docenti.luiss.it/scarsini/

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Fwd: [umr8050] Candidatures M2 Bézout
by Lucia Caramellino 13 May '21

13 May '21

Ricevo ed inoltro un avviso di borse di master presso Université Paris-Est. 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> > > > De: "raphael danchin" <raphael.danchin(a)u-pec.fr> > À: "umr8050" <umr8050(a)listes.math.cnrs.fr> > Cc: "eric.colindeverdiere" <eric.colindeverdiere(a)u-pem.fr> > Envoyé: Mercredi 12 Mai 2021 14:18:06 > Objet: [umr8050] Candidatures M2 Bézout > > > Dear colleague, > > The 2021-2022 hiring campaign for international Bézout master's scholarships is open until May 21. This year, we will be able to accept more applications than usual (about 10, compared to 7 usually). Bézout Master program is directed towards excellent students in mathematics or computer science (or both) from foreign institutions willing to pursue their studies in Université Paris-Est at the master's level. The laureates will receive about 1300 € per month over 11 months (pending approval of the University Executive Board) and will be proposed a room on the campus. Furthermore, the best students will then be invited to join the PhD program of the Doctoral School MSTIC (Mathematics, Sciences and Information and Communication Technology). A joint supervision with the student's national doctoral framework, leading to both PhD grades, is possible. > > The details of the program can be found here: http://bezout.univ-paris-est.fr/masters-scholarships/ <http://bezout.univ-paris-est.fr/masters-scholarships/> . From the same webpage, a link to the application form is available; the deadline will be May 21. > > A description of the activities of the Bézout Labex can be found at http://bezout.univ-paris-est.fr/wp-content/uploads/2020/11/bezout-leaflet.p… > Contact: Raphaël Danchin <danchin(a)u-pec.fr <mailto:danchin@u-pec.fr>> > > >

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Call for a Type B fixed-term researcher
by Susi Ceron 13 May '21

13 May '21

Dear Sir/Madam, this is to draw your attention to the call for a Type B fixed-term researcher (RTDB) position at the University of Padua: https://www.stat.unipd.it/procedura-selettiva-2021rub03-lassunzione-di-n-25… https://www.unipd.it/procedura-2021RUB03 The deadline is May 27, 2021. All interested candidates are welcome to apply, please help us to advertise this call. Thank you in advance! Alessandra Fabbri Colabich Management Secretariat Department of Statistical Sciences University of Padua

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Fwd: PhD offer(s) at e-MUSe ITN Network
by Enrico Bibbona 12 May '21

12 May '21

Gentili colleghi, vi segnalo le borse di dottorato in un consorzio ITN, pubblicizzate nella mail in calce, su un tema che ha ampia intersezione con la probabilità applicata e la statistica per processi stocastici. Cordiali saluti, Enrico Bibbona Associate Professor of Statistics Probability, Statistics and Optimization group Department of Mathematical Sciences "G. L Lagrange" Politecnico di Torino ---------- Forwarded message --------- Da: Irene Otero Muras <ireneotero(a)iim.csic.es> Date: lun 10 mag 2021 alle ore 14:50 Subject: PhD offer(s) at e-MUSe ITN Network To: Enrico Bibbona <enrico.bibbona(a)polito.it> Cc: Eva Balsa Canto <ebalsa(a)iim.csic.es> Dear Enrico, We (Eva Balsa and I) are searching for students to join the e-muse ITN-network to develop a PhD at CSIC, and we would be grateful if you could forward this offer to pontentially interested candidates. We search for students with a Master’s degree to develop a PhD in the framework of the ITN network e-MUSE (*Complex microbial ecosystems multiscale modelling: mechanistic and data driven approaches integration * https://www.itn-emuse.com/) Conditions: 3 year contract, salary between 2.963,34€/month - 3.361,68€/month. Deadline for application 31/05/2021 These are the two fellowships: PhD fellowship in dynamics of cellular interactions Supervisor: Eva Balsa-Canto to be developed at IIM-CSIC, Vigo http://www.iim.csic.es/ for required background, conditions, and application process: https://www.itn-emuse.com/esr2 PhD fellowship in feed-back control of individual cells in microorganism populations Supervisor: Irene Otero-Muras to be developed at I2SysBio, Valencia https://www.uv.es/i2sysbio https://www.itn-emuse.com/esr3 Thank you very much, Kind regards, Irene - Irene Otero-Muras CSIC Spanish National Researc Council

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Fwd: PhD offer(s) at e-MUSe ITN Network
by Enrico Bibbona 12 May '21

12 May '21

Dear Irene, the project sounds very interesting. I'm forwarding your message to the mailing lists of the Italian probabilists and statisticians, and to some students at Politecnico. A list of people interested in Reaction Networks meets every two weeks for a seminar organized jointly by Elisenda in Copenhagen and Daniele Cappelletti, now a colleague of mine in Torino. https://researchseminars.org/seminar/MoRN There is a mailing list too (instructions are on the website), you might want to post it there as well. I am also interested in collaborating on the project myself, in case you think it is suitable. My specific contribution could be for example in statistical analysis of experimental data, if that can help. All the best, Enrico Enrico Bibbona Associate Professor of Statistics Probability, Statistics and Optimization group Department of Mathematical Sciences "G. L Lagrange" Politecnico di Torino Il giorno lun 10 mag 2021 alle ore 14:50 Irene Otero Muras < ireneotero(a)iim.csic.es> ha scritto: > > Dear Enrico, > > We (Eva Balsa and I) are searching for students to join the e-muse > ITN-network to develop a PhD at CSIC, and we would be grateful if you > could forward this offer to pontentially interested candidates. > > We search for students with a Master’s degree to develop a PhD in the > framework of the ITN network e-MUSE (*Complex microbial ecosystems > multiscale modelling: mechanistic and data driven approaches integration * > https://www.itn-emuse.com/) > > Conditions: 3 year contract, salary between 2.963,34€/month - > 3.361,68€/month. > Deadline for application 31/05/2021 > > These are the two fellowships: > > PhD fellowship in dynamics of cellular interactions > Supervisor: Eva Balsa-Canto > to be developed at IIM-CSIC, Vigo http://www.iim.csic.es/ > for required background, conditions, and application process: > https://www.itn-emuse.com/esr2 > > PhD fellowship in feed-back control of individual cells in microorganism > populations > Supervisor: Irene Otero-Muras > to be developed at I2SysBio, Valencia https://www.uv.es/i2sysbio > https://www.itn-emuse.com/esr3 > > Thank you very much, > Kind regards, > Irene > > - > Irene Otero-Muras > CSIC Spanish National Researc Council > > >

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FW: Postdoc position at HU Berlin
by Tiziano De Angelis 12 May '21

12 May '21

Dear All, I am forwarding the email below concerning a 3-year postdoc opportunity at HU Berlin in the area of stochastic control, understood in a broad sense. Interested candidates should get in touch with Prof. Ulrich Horst ( horst(a)math.hu-berlin.de) The deadline for applications is 8 June. Best wishes Tiziano *From:* Ulrich Horst <horst(a)math.hu-berlin.de> *Sent:* 07 May 2021 16:11 *To:* Tiziano De Angelis <T.DeAngelis(a)leeds.ac.uk> *Subject:* Postdoc position at HU Berlin Dear Tiziano. I am currently looking for a new postdoctoral student with a research interest in stochastic control, game theory, BSDEs ... The appointment would be for three years. I would be most grateful, if you could forward this mail to interested students. Interested students can contact me at any time for more information. Applications can be sent to me by mail. Here is the link to the official job ad (unfortunately in German). The reference number is AN/109/21 https://www.personalabteilung.hu-berlin.de/de/stellenausschreibungen/wissen… The deadline for applications is June 8th. Many thanks for your help and best wishes, Ulrich

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LTI@Unito webinar: Maria Flora (CREST, ENSAE) “The liquidity uncertainty premium puzzle” | May 17, 2021 @12:45
by Luca Regis 12 May '21

12 May '21

Dear Colleagues, I am happy to share with you the following invitation to the Quantative Finance webinar organized by LTI@UniTO and Collegio Carlo Alberto, “The liquidity uncertainty premium puzzle” by Maria Flora (CREST, ENSAE, Institut Polytechnique de Paris), which will take place on Zoom on May 17, at 12.45. Below you find the Zoom link and an abstract of the presentation. Best regards, Luca Regis <#> <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/8Hh8hw5fQzN4jQSpBpJlwM967VPpREqhwi…> <#> LTI@Unito and Fondazione Collegio Carlo Alberto are pleased to invite you to the following workshop <#> *May 17, 2021 | 12:45 - 13:45* *“The liquidity uncertainty premium puzzle”* *Maria Flora (CREST, ENSAE, Institut Polytechnique de Paris)* <#> *Abstract*: We address a classical puzzle in financial economics: the counter-intuitive negative relation between volatility of volume and asset returns originally put forward by Chordia, Subrahmanyam, and Anshuman (2001) and confirmed by the subsequent empirical literature. We show that the alleged negative relation is not robust to the aggregation window, nor to the way the volatility of volume is measured. In particular, when we employ high-frequency one-minute volume data, the relation is positive and robust, restoring economic intuition which commends investors’ aversion to liquidity uncertainty. *Zoom link*: https://us02web.zoom.us/j/81109847151?pwd=TEl0L1lNVEtUbjh5RVJvM3pRUG40UT09 <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/hB0bS22L3Y_ENjUYgp7T2q29i3-4-1d8K-…> Meeting ID: 811 0984 7151 Passcode: 268588 <#> <#> <#> <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/UOaR7QZZ72ijC7nTqdjimVg5pfXen_62Nr…> <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/xNe5dk_6XysCdtcFZgp9tEdEOiDcNPaSPo…> <#> FONDAZIONE COLLEGIO CARLO ALBERTO Piazza Arbarello 8 - 10122 Torino, Italy phone: +390116705000 segreteria(a)carloalberto.org - www.carloalberto.org Facebook <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/aYJaD7KHzPThdS0ChTziuoKxUUel5iGJkU…> Twitter <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/vhWcXWrVH_v7eAq6F84bbGMelwvSuUQT3Q…> LinkedIn <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/dfKa9OGMdhR4lMt-qQMtDhs0uMVON6_UUF…> Instagram <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/FZi5lYdgx-IrtBPfZ_N1VOEbhUdSAHDONW…> Youtube <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/LsxVbQ7peor6-eKyVmNsaiIImZcs_kIZ2U…> <#> *INFORMATION UNDER THE NEW GENERAL DATA PROTECTION REGULATION (GDPR)* Your personal information has been gathered for the exclusive purpose of informing you about the Collegio's initiatives, considering our and your legitimate interest or your consent. If you wish to have your personal data modified please contact Fondazione Collegio Carlo Alberto, piazza Arbarello 8, 1022 Torino, Italy - phone: +390116705000 - privacy(a)carloalberto.org *Unsubscribe* <https://4z5y5.r.a.d.sendibm1.com/mk/un/4yxQgjiLOUKfT5Le7ZNWi9naP-lw6lYItnef…> <#> © 2021 Fondazione Collegio Carlo Alberto

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virtual seminar in Insubria & Bicocca
by Emanuela Rosazza Gianin 12 May '21

12 May '21

Dear all, On *May 20 at 17:00, Cosimo-Andrea Munari* (University of Zurich) will give a virtual seminar “in Insubria & Bicocca”, to which you are all invited. You can find the title and abstract below. Title: Capital requirements and claims recovery: A new perspective on solvency regulation Abstract: Protection of creditors is a key objective of financial regulation. Where the protection needs are high, i.e., in banking and insurance, regulatory solvency requirements help prevent creditors from incurring losses on their claims. The current regulatory requirements based on Value at Risk and Expected Shortfall limit the probability of default of financial institutions, but fail to control the size of recovery on creditors' claims in the case of default. We resolve this failure by developing a novel risk measure, Recovery Value at Risk. Our conceptual approach is flexible and allows the construction of general recovery risk measures. By design, these risk measures control recovery on creditors' claims and integrate the protection needs of creditors into the incentive structure of the management. The seminar will be on *Zoom*. You can find the information to join below. Speaker: Cosimo-Andrea Munari (Univ. Zurich) Topic: Capital requirements and claims recovery: A new perspective on solvency regulation Time: May 20, 2021 05:00 PM Rome Where: Zoom Link: https://us02web.zoom.us/j/82132902292?pwd=UlJXcE5mT1dmSmhtKzNkS1pXTlRhUT09 ID riunione: 821 3290 2292 Passcode: 912323 After the talk, you are all invited to remain in the meeting for an informal aperitif and chat. Please forward to anyone interested. Kind regards, Elisa Mastrogiacomo and Emanuela Rosazza Gianin ****************************************** Emanuela Rosazza Gianin Dipartimento di Statistica e Metodi Quantitativi Università di Milano-Bicocca Edificio U7 – 4° Piano Via Bicocca degli Arcimboldi, 8 20126 Milano Tel. 02 64483208 e-mail: emanuela.rosazza1(a)unimib.it ******************************************

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