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PostDoc Position at University of Innsbruck (Austria)
by Daniela Bertacchi 01 Jun '20

01 Jun '20

Ricevo e inoltro con preghiera di diffusione. Cordiali saluti, Daniela Bertacchi *************************************** Dear colleagues, I would like to draw your attention to an open PostDoc position at University of Innsbruck (Austria) starting on 01.08.2020 or later. Application deadline is 13.06.2020. The duration of the position is two years (Gross Salary: € 3.890 / month (14 times a year)). A PhD degree with focus on Probability and Stochastic Processes is required. German language skills are beneficial but not strictly required. The successful candidate is meant to carry out research in the field of stochastics. The position comes with 4 hours of teaching per week. The formal announcement can be found here: https://lfuonline.uibk.ac.at/public/karriereportal.details?asg_id_in=11284 Please forward this message to anyone you think might be interested and do not hesitate to contact Ecaterina Sava-Huss (Ecaterina.Sava-Huss(a)uibk.ac.at) for further details. Best wishes, Ecaterina Sava-Huss -- ----------------------------------------------------- Ecaterina Sava-Huss Department of Mathematics University of Innsbruck Technikerstrasse 13/7th floor/722b 6020 Innsbruck, Austria https://www.uibk.ac.at/mathematik/personal/sava-huss/ ----------------------------------------------------- <https://www.avast.com/sig-email?utm_medium=email&utm_source=link&utm_campai…> Mail priva di virus. www.avast.com <https://www.avast.com/sig-email?utm_medium=email&utm_source=link&utm_campai…> <#DAB4FAD8-2DD7-40BB-A1B8-4E2AA1F9FDF2>

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two 1-year (renewable to 2 years) postdoc positions at the Scuola Normale Superiore
by Stefano Marmi 01 Jun '20

01 Jun '20

Dear all, A call for two one-year research contracts (renewable up to 2 years) is open at the Scuola Normale Superiore di Pisa (Italy). The topics of the research are _"Quantitative construction and optimization of multi-factor portfolios in the equity and fixed income markets "_ and _"Portfolio construction and optimization of Multi-Asset Portfolios with a target volatility level, creation and optimization of “smart” Multi-Factor Portfolios in the Equity and Fixed Income asset classes "_ and it is part of a collaboration between Fineco and Scuola Normale. The research activity will be in tight collaboration with the Quantitative Team of Fineco Asset Management in Dublin. The details of the call are at - ITA: https://amministrazionetrasparente.sns.it/sites/default/files/bandi/assegni… - ENG: https://amministrazionetrasparente.sns.it/sites/default/files/bandi/assegni… The deadline is June 24. I would be grateful if you could forward this message to any potentially interested candidate. Thanks and all the best, Stefano Marmi

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8 PhD positions at GSSI (fwd)
by Michele Gianfelice 01 Jun '20

01 Jun '20

Salve, ricevo ed inoltro p.c.. Cordialmente, m.gianfelice ----------------------------------------------------------------------- Michele Gianfelice Dipartimento di Matematica e Informatica Università della Calabria Telephone : +39 0984 496412 Campus di Arcavacata Fax : +39 0984 496410 Ponte P. Bucci - cubo 30B email: gianfelice(a)mat.unical.it I-87036 Arcavacata di Rende (CS) www.mat.unical.it/~gianfelice/ ----------------------------------------------------------------------- ---------- Forwarded message ---------- Date: Sun, 31 May 2020 01:18:52 +0200 From: Pierangelo Marcati <pierangelo.marcati(a)gssi.it> To: Pierangelo Marcati <p.marcati(a)gmail.com> Subject: 8 PhD positions at GSSI DEADLINE June,11 Dear Colleagues, This is to announce the opening for 8 PhD Fellowships in ?Mathematics in Natural, Social and Life Sciences? at Gran Sasso Science Institute (GSSI) starting in October 2020 - deadline for application: June 11, 2020, info: https://applications.gssi.it/phd/ The 8 PhD fellowships including "4 years - ? 16.159,91 gross yearly - free accommodation - free luncheon vouchers and canteen", are awarded in the area of Mathematics of GSSI (https://www.gssi.it/people/professors/lectures-maths) Among them 2 fellowships are given within the GrowBot FET - EU project, under the direction of Professor Pierangelo Marcati. https://growbot.eu/ Interested candidates can apply to both programs by submitting two different applications. Students and researchers in Mathematics at GSSI are encouraged to interact with other scientific communities. At GSSI, we believe that the interdisciplinary endeavor is the most effective way to do science and benefit society. Mathematical models are ubiquitous in physics, engineering, information theory, social and life sciences, as they provide a formidable framework to describe the time evolution of deterministic, stochastic and complex systems, which is one of the main goals at GSSI. Within the PhD program in Mathematics in Natural, Social and Life Sciences a priority has been established on mathematical modeling, both towards the traditional areas of application, such as Physics or Engineering, and towards emerging issues in Biology and in the Social Sciences. GSSI mathematics researchers are interested in tackling many problems with complementary perspectives and methods. The area of Mathematics is characterized by four large macro-sectors: Applied Partial Differential Equations, Stochastic Analysis, Numerical methods and Continuum Mechanics modeling. Within these sectors there is a shared interest in problems related to fluid dynamics, quantum mechanics, statistical mechanics and also its applications to data science. Important ideas of classical analysis, probability theory, mathematical physics and theoretical physics are used also for less traditional applications. Numerical linear algebra and numerical optimization help to design new models and accompanying numerical algorithms for applications in data mining, machine learning and network science. Continuum mechanics models, computational methods in fluid dynamics are used not only in their traditional field at the boundary between applied mathematics and theoretical engineering, but also in nonconventional problems like modeling the full heart function.

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Conference del prof. Phili Protter -June 8th 2020
by Fabio Antonelli 27 May '20

27 May '20

UNIVAQ RANDOM TALKS - The Ph.D. COLLOQUIUM ________________________________ Online conferences on Probability and Applications at DISIM - UNIVERSITÁ DI L'AQUILA Monday June 8th 2:30 p.m. - ZOOM Videoconference platform Prof. Philip Protter Statistics Department Columbia University Nonlinear Valuation in Credit Risk Everybody is welcome, please subscribe by the following form The day of the seminar, participants will receive an invitation by e-mail https://docs.google.com/forms/d/e/1FAIpQLSfivXQHs0ZbxtQG8anBnzTSy1Tq_uWN7sG… (max. 100 participants) No need to subscribe, if, in a previous form, you asked to be always included Abstract: In a series of recent papers, Damiano Brigo, Andrea Pallavicini, and co-authors have shown that the value of a contract in a Credit Valuation Adjustment (CVA) setting, being the sum of the cash flows, can be represented as a solution of a decoupled forward-backward stochastic differential equation (FBSDE). CVA is the difference between the risk-free portfolio value and the true portfolio value that takes into account the possibility of a counter party's default. In other words, CVA is the market value of counter party credit risk. This has achieved noteworthy importance after the 2008 financial debacle, where counter party risk played an under-modeled but huge risk. In their analysis, Brigo et al make the classical assumption of conditional independence of the default times, given the risk-free market filtration. This does not allow for the possibility of simultaneous defaults. We weaken their assumption, replacing it with a martingale orthogonality condition. This in turn changes the form of the BSDE that arises from the model. My talk is based on joint work with Aditi Dandapani. --------------------------------- Fabio Antonelli DISIM - Università di L'Aquila

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Probability Webminar: Giuseppe Cannizzaro (University of Warwick) [Padova 05/06, 11.00]
by alessandra bianchi 27 May '20

27 May '20

Dear Colleagues, We would like to invite you to the following Probability seminar that will take place on June 05 at 11 by the zoom platform. ________________________________________________________ Speaker: Giuseppe Cannizzaro (University of Warwick) Title: A new Universality Class in (1+1)-dimensions: the Brownian Castle 05 JUNE (Friday) - 11:00 - zoom link: TBA The link and password to access the seminar will be available at the following webpage https://www.math.unipd.it/~bianchi/seminari/ Abstract: In the context of randomly fluctuating interfaces in (1+1)-dimensions two Universality Classes have generally been considered, the Kardar-Parisi-Zhang and the Edwards-Wilkinson. Models within these classes exhibit universal fluctuations under 1:2:3 and 1:2:4 scaling respectively. Starting from a modification of the classical Ballistic Deposition model we will show that this picture is not exhaustive and another Universality Class, whose scaling exponents are 1:1:2, has to be taken into account. We will describe how it arises, briefly discuss its connections to KPZ and introduce a new stochastic process, the Brownian Castle, deeply connected to the Brownian Web, which should capture the large-scale behaviour of models within this Class. This talk is based on a joint ongoing work with Martin Hairer. -- 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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PhD course "Fractional Brownian motion and non-Markovian modeling" by P. Pigato
by Lucia Caramellino 26 May '20

26 May '20

Dipartimento di Matematica, Università di Roma “Tor Vergata” PhD School in Mathematics Announcement of a PhD course (10 hours, online) Paolo Pigato (Università di Roma "Tor Vergata", WIAS Berlin): Fractional Brownian motion and non-Markovian modeling Abstract. In several applications of stochastic analysis (financial engineering, telecommunication networks, ...), it is desirable to model real-world quantities which are non-Markovian, for example because the noise process exhibits slowly decaying auto-correlations and long memory. In this course we will focus on fractional Brownian motion, a prototypical example of non-Markovian process. Such process is a generalisation of Brownian motion with Holder regularity possibly different than 1/2 and it is not a martingale. We will consider large deviations problems, simulation methods and some examples of application. Schedule. - Friday June 05, 2020; h. 14-16 - Tuesday June 09, 2020; h. 14-16 - Thursday June 11, 2020; h. 14-16 - Tuesday June 16, 2020; h. 14-16 - Thursday June 19, 2020; h. 14-16 Information at http://www.mat.uniroma2.it/~dott/corsi.html <http://www.mat.uniroma2.it/~dott/corsi.html> http://www.mat.uniroma2.it/~macci/corso-dottorato-pigato.htm <http://www.mat.uniroma2.it/~macci/corso-dottorato-pigato.htm> How to join the course. The course will take place on the "Teams" platform. Those who do not have an account on Teams can join the course through Chrome or Edge. Please write to caramell(a)mat.uniroma2.it <mailto:caramell@mat.uniroma2.it> (subject: PhD course) to be part of the mailing list to which instructions for accessing the course will be sent.

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PhD in Computational Mathematics and Decision Sciences
by Giacomo Aletti 26 May '20

26 May '20

The admission procedure for the PhD program in Computational Mathematics and Decision Sciences at University of Pavia is now open, see http://phd.unipv.it/call-36/ We have 6 scholarships, of which 1 reserved for foreign (non-Italian) students. The deadline is June 24, 2020. Please share this call for applications with potential candidates. Giacomo Aletti -- ------------------------------- Giacomo Aletti, Full Professor (Probability Theory and Mathematical Statistics) Department of Environmental Science and Policy (ESP) ADAMSS Centre (ex MIRIAM) Advanced Applied Mathematical and Statistical Sciences Università degli Studi di Milano Via Saldini, 50 20133 Milano, Italy Tel: +39-02-503.16158 Fax:+39-02-503.16090

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Fwd: [stoch-ned-l] COFUND: vacancies for PhD positions
by Gianmarco Bet 26 May '20

26 May '20

Cari colleghi, Vi segnalo numerose PhD openings nel programma NETWORKS in Olanda. Conosco personalmente i PI e il programma, e posso attestare che l’ambiente di ricerca è davvero ottimo. La scadenza è molto vicina, quindi vi invito a girare questo annuncio ai vostri studenti interessanti in probabilità applicata e/o combinatoria e/o modelli discreti. Sono a completa disposizione se voi (o i vostri studenti) avete domande specifiche. Un caro saluto, Gianmarco ---------------------------------------------------------------------- Gianmarco Bet 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 22 ---------------------------------------------------------------------- > Begin forwarded message: > > From: "Mandjes, Michel via stoch-ned-l" <stoch-ned-l(a)lists.science.uu.nl> > Subject: [stoch-ned-l] COFUND: vacancies for PhD positions > Date: 8 May 2020 at 16:21:39 CEST > To: "Zanten, J.H. van via stoch-ned-l" <stoch-ned-l(a)lists.science.uu.nl> > Reply-To: "Mandjes, Michel" <m.r.h.mandjes(a)uva.nl> > > 14 PhD Positions in Stochastics and Algorithmics in NETWORKS (the Netherlands) > > The NETWORKS project is a collaboration of world-leading researchers from four institutions in The Netherlands: TU Eindhoven <https://eur04.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwww.youtu…>, University of Amsterdam <https://eur04.safelinks.protection.outlook.com/?url=https%3A%2F%2Fyoutu.be%…>, Leiden University <https://eur04.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwww.youtu…> and the Centrum Wiskunde & Informatica (CWI) <https://eur04.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwww.youtu…>. Research in NETWORKS focuses on stochastics and algorithmics for network problems. NETWORKS offers a highly stimulating research environment and an extensive training program for PhD students. > > Recently NETWORKS was awarded a COFUND grant the Marie Skłodowska-Curie Actions, funded by the European Commission. The grant allows NETWORKS to expand its activities by opening positions for an additional 14 PhD students. As a NETWORKS-COFUND PhD student you can define your own PhD project in one of the research areas mentioned above, in collaboration with your NETWORKS supervisors. > > Application deadline > 31 May 2020 > Contract > full time employment contract for 4 years > Salary indication > from €2.325 to €2.972 in 4 years > Location > The Netherlands (Amsterdam, Eindhoven, Leiden) > Are you interested in the stochastics and algorithmics behind network problems? And would you like to be part of this project with its many activities? Then go to https://www.thenetworkcenter.nl/Open-Positions/openposition/29/14-PhD-Posit… <https://eur04.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwww.thene…> > On this website you can find an extensive information package about these positions, including further details about the application procedure. > > _______________________________________________ > stoch-ned-l mailing list > SMS-VvS+OR/ > Section Mathematical Statistics of > The Netherlands Society for Statistics and Operations Research. > stoch-ned-l(a)lists.science.uu.nl > https://mailman.science.uu.nl/mailman/listinfo/stoch-ned-l

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Postdoc in stochastic control at University of Uppsala (Sweden)
by Tiziano De Angelis 25 May '20

25 May '20

Dear All, Please find below links for 2 open postdoctoral positions in stochastic control at the University of Uppsala (Sweden). The deadline for application is 12 June. https://www.math.uu.se/the-department/vacant-positions/?positionId=334386 and https://www.math.uu.se/the-department/vacant-positions/?positionId=334402 Best wishes Tiziano

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Junior Professorship (W1) in Mathematical Economics at Bielefeld: NEW DEADLINE JUNE 05
by Giorgio Ferrari 24 May '20

24 May '20

Dear All, I hope this email finds you well. I am writing to inform that the deadline for applications for the post advertised below has been extended to *JUNE 05, 2020*. Best wishes and have a nice Sunday, Giorgio Ferrari %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% The *Center for Mathematical Economics *(Institut für Mathematische Wirtschaftsforschung, IMW) and the *Faculty of Business Administration and Economics* at Bielefeld University are seeking to fill the following position as soon as possible: *Junior Professorship (W1) in Mathematical Economics* We are looking for outstanding, internationally visible candidates in research and teaching who are qualified by excellent publications in one of the research areas of the Center for Mathematical Economics. Interdisciplinary research and teaching across faculties traditionally plays an important role at the Center for Mathematical Economics. We expect participation in the existing and planned joint third-party funded projects of the Center, the Faculty of Economics and Business Administration, and other faculties, especially in the interdisciplinary context. The connection to the Collaborative Research Center 1283 `` Taming Uncertainty and Profiting from Randomness ... ’’ plays an important role for this professorship. We are looking for young researchers who can make a significant contribution to the economic sub-projects of the Collaborative Research Center; potential topics include dynamic game theory (differential games, mean-field games) as well as the analysis of financial markets (equilibrium models in continuous time), industrial dynamics (dynamic I.O.) or complex decisions under uncertainty (e.g. recursive dynamic utility). Teaching is to be provided in the research-oriented Master and Bachelor programs of the Faculty of Economics and Business Administration, especially in Mathematical Economics. The prerequisites for the position are a university degree, pedagogical aptitude and the special ability for scientific work, which is usually demonstrated by the outstanding quality of a doctorate. The position is initially for three years, and can be extended to six years after a positive evaluation. Applications from suitably qualified handicapped and severely handicapped persons are explicitly encouraged. Bielefeld University has received a number of awards for its achievements in the provision of equal opportunity and has been recognized as a family-friendly university. The university welcomes applications from women. Applications are handled according to the state's equal opportunity statutes. Applications with the usual documents (curriculum vitae, copies of certificates, list of publications with identification of up to 10 most important publications, a 2-page research and teaching concept) should preferably be submitted till *JUNE 05**, 2020* to: Bielefeld University Center for Mathematical Economics (IMW) Frau Buiwitt-Robson Postfach 10 01 31 33501 Bielefeld or by e-mail as a single PDF file to: IMW(a)uni-bielefeld.de Please refrain from submitting application folders and submit photocopies only, as the application documents will be destroyed at the end of the selection procedure. Please note that risks to confidentiality and unauthorized access by third parties cannot be ruled out when communicating via unencrypted e-mail. Information on the processing of personal data can be found at: https://www.uni-bielefeld.de/Universitaet/Aktuelles/Stellenausschreibungen/… -- Questa e-mail è stata controllata per individuare virus con Avast antivirus. https://www.avast.com/antivirus

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