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Workshop: Bridging Sustainability and Artificial Intelligence
by Martina Nardon 04 Feb '24

04 Feb '24

Dear Colleagues We are pleased to invite you to participate in the Workshop "/Bridging Sustainability and Artificial Intelligence/" Treviso, February 16, 2024 Aula Magna, Campus Treviso – Università Ca’ Foscari Venezia Palazzo San Leonardo, Riviera Garibaldi 13/E - 31100 Treviso SELISI - Scuola in Economia, Lingue e Imprenditorialità per gli Scambi Internazionali The workshop aims to provide a platform for reflecting on various aspects of sustainability issues and exploring innovative tools that facilitate the analysis of their complexity. The objective is to tackle challenges arising from the economy and society while assessing the potential contributions that new tools can offer. The event is divided into two parts. In the morning, there will be contributions from the economic and institutional sectors related to the local area. The afternoon will then continue with the presentation of scientific contributions. The morning sessions will be conducted in Italian and are intended for a broad audience. In the afternoon, presentations may take on a more technical nature. SCIENTIFIC DIRECTION Diana Barro – Dipartimento di Economia, Università Ca’ Foscari Venezia Marco Corazza – Dipartimento di Economia, Università Ca’ Foscari Venezia Martina Nardon – Dipartimento di Economia, Università Ca’ Foscari Venezia Info: Martina Nardon, mnardon(a)unive.it SELISI https://www.unive.it/selisi More information on the website: https://www.unive.it/data/agenda/13/82647 The event is organized in a hybrid format, both in-person and online. Participation is free, and registration is required for organizational purposes. Registration: https://docs.google.com/forms/d/e/1FAIpQLSdaFit92KasENlQh6ko8ebN-qtBFOSjxFU… ---------------------------------------------------------------------------------------------------- PROGRAM 10:00 - 10:20 Openings Stefano Soriani (Direttore di SELISI, Dipartimento di Economia) Diana Barro, Marco Corazza, Martina Nardon (Dipartimento di Economia, Università Ca’ Foscari Venezia) I Session - Chair: Martina Nardon 10:20 - 11:00 L'impatto della classe energetica sui prezzi delle case Alessandro Mistretta (Banca d’Italia) 11:00 - 11:40 Informazioni quali-quantitative per il rating ESG delle Piccole e Medie Imprese: il progetto Transpareens Monica Billio (Università Ca’ Foscari Venezia) 11:40 - 12:20 Machine Learning e ESG: un'introduzione minima Marco Corazza (Università Ca’ Foscari Venezia) 12:20 - 13:00 Large Language Models e intelligenza artificiale per facilitare la valutazione ESG Andrea Calvi (Modefinance) Lunch break II Session - Chair: Diana Barro 14:30 - 15:00 Spatial data management, multivariate and multicriteria analyses: Scenario analyses of coastal zones exposed to climatic hazards Marco Bidoia, Carlo Giupponi (Università Ca’ Foscari Venezia) 15:00 - 15:30 Market Implied ESG SFDR Sustainability Rating Rosella Giacometti (University of Brescia) 15:30 - 16:00 ESG evaluation for European SMEs: a multicriteria approach Diana Barro, Marco Corazza, Gianni Filograsso (Università Ca’ Foscari Venezia) Break III Session - Chair: Marco Corazza 16:20 - 16:50 Algocracy vs Democracy Hugues Bersini (FARI Institute Brussels) 16:50 - 17:20 TBA Gianna Figà-Talamanca (University of Perugia) 17:20 - 17:30 Closings ---------------------------------------------------------------------------------------------------- We look forward to seeing you in Treviso. Best Regards Martina, Diana e Marco -------------------------------------- Dr. Martina Nardon Department of Economics University Ca' Foscari of Venice San Giobbe - Cannaregio, 873 30121 Venezia, Italy tel. +39 041 234 7413 --------------------------------------

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Postdoc Position Darmstadt
by Antonio Agresti 02 Feb '24

02 Feb '24

Dear All, please find attached the announcement for a postdoc position at TU Darmstadt (in the group of Professor Matthias Hieber), related to stochastic PDEs in geophysical fluid dynamics. Best regards, Antonio Agresti

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Junior professorship in probability theory in Augsburg
by Markus Heydenreich 02 Feb '24

02 Feb '24

Dear colleagues, The University of Augsburg (Germany) invites applications for a junior professorship in probability theory (this is a fixed-term position for 3+3 years, salary grade W1). The application deadline is 3 March 2024. Link to the vacancy text in English: https://www.uni-augsburg.de/en/jobs-und-karriere/stellenangebote/2024/01/29… and here in German: https://www.uni-augsburg.de/de/jobs-und-karriere/stellenangebote/2024/01/29… Kind regards, Markus Heydenreich ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~ Univ.Prof. Dr. Markus Heydenreich Lehrstuhl für Stochastik und Ihre Anwendungen Institut für Mathematik Universität Augsburg Universitätsstr. 14 86159 Augsburg Tel: +49 (821) 598 - 2206 Email: markus.heydenreich(a)uni-a.de WWW: https://www.uni-augsburg.de/de/fakultaet/mntf/math/prof/sto/

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Call for applications: Lecturer in Mathematical and Computational Finance at the University of Oxford (fwd)
by Tiziano Vargiolu 02 Feb '24

02 Feb '24

---------- Forwarded message ---------- Date: Thu, 1 Feb 2024 22:51:07 +0000 (GMT) From: Rama Cont <Rama.Cont(a)maths.ox.ac.uk> To: vargiolu(a)math.unipd.it Subject: Call for applications: Lecturer in Mathematical and Computational Finance at the University of Oxford Call for applications The University of Oxford is inviting applications for the post of Lecturer in Mathematical and Computational Finance https://my.corehr.com/pls/uoxrecruit/erq_jobspec_details_form.jobspec?p_id=… at the Mathematical Institute. The is a fixed-term, non-tenured, full time appointment for three years, with a start date of 1 September 2024. Deadline for applications is Friday 1 March. The appointment will be at Grade 8 with a salary range of £ 45,585 - £ 54395. The Lecturer will engage in research and teaching in mathematics and applications, with a focus on mathematical and computational finance, as part of the Mathematical and Computational Finance Research Group led by Professor Rama Cont. The post holder will be expected to lead independent research projects and supervise MSc dissertations. We would particularly welcome applications from women and under-represented minorities. Applicants will be selected for interview based on their ability to satisfy the selection criteria as outlined in the job description. You will be required to upload a statement setting out how you meet the selection criteria, a curriculum vitae including a full list of publications, a statement of research interests, and the contact details of three referees as part of your online application. Applicants are responsible for contacting their referees and making sure that their letters are received by the closing date. Please direct informal enquiries to the Recruitment Coordinator (email: recruitment(a)maths.ox.ac.uk) quoting vacancy reference 170781. The closing date for applications is midday on Friday 01 March 2024, and interviews are likely to be held the week commencing Monday 11 March 2024. For further details: https://my.corehr.com/pls/uoxrecruit/erq_jobspec_details_form.jobspec?p_id=…

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PhD position open at University of Oslo
by Giulia Di Nunno 01 Feb '24

01 Feb '24

Dear colleagues, Let me bring this opening for a Phd position to your attention. This is at the University of Oslo with directions relevant for the areas of this network. The deadline for application is on February 29. More details can be read at the page linked here below: https://www.jobbnorge.no/en/available-jobs/job/257231/phd-research-fellow-i… Please help us distribute this information among your contacts and students. Thank you for your kind attention. Best regards, Giulia Giulia Di Nunno Professor Risk and Stochastics Department of Mathematics University of Oslo, Norway https://www.mn.uio.no/math/english/research/groups/risk-stochastics/index.h…

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SPASS Seminar: Max Sauerbrey
by Francesco Grotto 01 Feb '24

01 Feb '24

Dear Colleagues, We would like to invite you to the following SPASS seminar, jointly organized by UniPi, SNS, UniFi and UniSi: The stochastic thin-film equation with nonlinear noise by Max Sauerbrey (Delft University) The seminar will take place on TUE, 6.02.2024 at 14:00 CET in Aula Seminari, Dipartimento di Matematica, UNIPI and streamed online at the link below. The organizers, A. Agazzi, G. Bet, A. Caraceni, F. Grotto, G. Zanco https://sites.google.com/unipi.it/spass -------------------------------------------- *Abstract:The stochastic thin film equation is a degenerate 4-th order SPDE arising in fluid dynamics with a conservative, possibly nonlinear noise term. We introduce this equation, motivate its mathematical analysis and highlight the main challenges when approaching it. We also review recent developments on the existence theory of martingale solutions to this equation and discuss the existence results in the situation that the noise term is nonlinear in more detail.*

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8 feb 2024 - seminario Prof.ssa M.B. Ferraro
by Enea Bongiorno 01 Feb '24

01 Feb '24

Carissimi colleghi, scusandomi per eventuali invii multipli, vi inoltro il seguente annuncio di seminario. Tutti gli interessati sono invitati a partecipare. Cordialmente, Enea Bongiorno -------------------------------- - data e orario: 8 Febbraio 2024 ore 11.30 - aula 206, campus Perrone, via Perrone, 18, Novara. Università del Piemonte Orientale. - on-line: meet.google.com/ign-wqer-sjs *Title:* Fuzzy clustering: from numerical to complex data *Prof.ssa Maria Brigida Ferraro*, Dipartimento di Scienze Statistiche, Università di Roma Sapienza *Abstract*: The fuzzy approach to clustering arises to cope with situations where objects have not a clear assignment. Unlike the hard/standard approach where each object can only belong to exactly one cluster, in a fuzzy setting, the assignment is soft; that is, each object is assigned to all clusters with certain membership degrees varying in the unit interval. The best known fuzzy clustering algorithm is the fuzzy k-means (FkM), or fuzzy c-means. It is a generalization of the classical k-means method. Starting from the FkM algorithm, and in more than 40 years, several variants have been proposed. The peculiarity of such different proposals depends on the type of data to deal with, and on the cluster shape. The aim is to show fuzzy clustering alternatives to manage different kinds of data, ranging from numerical, categorical or mixed data to more complex data structures, such as interval-valued, fuzzy-valued or functional data, together with some robust methods. Furthermore, the case of two-mode clustering is illustrated in a fuzzy setting. ----------------------------------- Locandina dell'evento <https://drive.google.com/file/d/1GKblCZbsIW05BUB3___0cLxRJ2MVPirU/view?usp=…> Seminari Matematici Statistici <https://sites.google.com/uniupo.it/seminari-ms/home-page> ----------------------------------- -- Enea Bongiorno, Università degli Studi del Piemonte Orientale Via Perrone 18, 28100, Novara, Italia Phone: +390321375317 enea.bongiorno(a)uniupo.it upobook.uniupo.it/enea.bongiorno

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Deadline extensions WQF2024, Bologna
by Giacomo Bormetti 31 Jan '24

31 Jan '24

Dear Colleagues, We are pleased to inform you of the following deadline extensions for WQF2024. Important dates: 1. Extended Abstract Submission: until January 31, 2024, February 11, 2024, 11:59 PM. 2. Notification of Acceptance: February 21, 2024, March 3, 2024. 3. Full Paper Submission of Accepted Contributions: until March 21, 2024. 4. Registration of Participants: until March 21, 2024. Registration is free but mandatory. A link for registration will be available from the website starting on March 3, 2024. We are looking forward to meeting you in Bologna. Giacomo Bormetti On behalf of the Organizing Committee https://eventi.unibo.it/qfw2024

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Seminario Leonardo Lelli
by De Santis, Emilio 30 Jan '24

30 Jan '24

Cari, vi scrivo per annunciare il seminario di Leonardo Lelli il 2 febbraio 2024 alle ore 14 in Sala di Consiglio presso il Dipartimento di Matematica Guido Castelnuovo, Sapinza Università di Roma, Piazzale Aldo Moro, 5 Roma ............................................................................................................. Title Zero-temperature stochastic Ising model on quasi-transitive graphs Abstract We examine the question of fixation for zero-temperature stochastic Ising model on some connected quasi-transitive graphs. The initial spin configuration is distributed according to a Bernoulli product measure with parameter $p\in (0,1) $. We prove that the shrink property for the underlying graph is a necessary condition for all sites to flip infinitely often almost surely (in this case the model is said of type I). Our main result shows that if $p=1/2 $ and the graph is connected and invariant under rotations and translations, then a strengthening of the shrink property, called the planar shrink property, implies that the model is of type I. We provide an infinite class of graphs having the planar shrink property. Finally, we prove that for one-dimensional translation invariant graphs, the shrink property is a necessary and sufficient condition for the model to be of type I. This talk is based on joint work with my thesis advisor Emilio De Santis. ............................................................................................. Cordiali saluti, Emilio De Santis

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Nuovi Seminari PRISMA - 5 feb 2024
by Francesco Caravenna 30 Jan '24

30 Jan '24

Nuovi Seminari PRISMA 2024 Annunciamo con piacere il nuovo programma di seminari on-line del gruppo UMI - PRISMA (PRobability In Statistics, Mathematics and Applications: http://www.umi-prisma.polito.it/) Da quest'anno i seminari avranno un formato diverso, in uno stile di "colloquium", per creare un'occasione di scambio e discussione con tutta la comunità dei probabilisti e statistici italiani. Ogni giornata comprenderà due relatori, che terranno due seminari di 30 minuti strettamente connessi, per presentare alla comunità una prospettiva sul proprio ambito di ricerca. Il primo appuntamento si terrà lunedì 5 febbraio 2024. I relatori saranno Sandra Fortini (Università Bocconi) e Dario Trevisan (Università di Pisa) che presenteranno Un'introduzione ai limiti di scala delle reti neurali artificiali con il seguente orario: 16:00 Primo seminario 16:30 Pausa e discussione 16:45 Secondo seminario 17:15 Conclusione e discussione Trovate di seguito il riassunto. I seminari verranno trasmessi via Zoom al seguente link: https://uniroma1.zoom.us/j/82939128330 <https://uniroma1.zoom.us/j/82939128330> Meeting ID: 829 3912 8330 Vi aspettiamo numerosi! Valentina Cammarota e Francesco Caravenna %%%%%%%%%%%%%%%%%%%%%%%%%%%% RELATORI: Sandra Fortini (Università Bocconi), Dario Trevisan (Università di Pisa) TITOLO: Un'introduzione ai limiti di scala delle reti neurali artificiali RIASSUNTO: Il seminario si propone di presentare un'introduzione alla teoria dei limiti di scala delle reti neurali artificiali, con un'attenzione particolare rivolta a un pubblico esperto di probabilità e statistica matematica. La tendenza attuale nel campo dell'apprendimento automatico è di utilizzare reti neurali profonde con un numero enorme di parametri, inizializzati spesso in modo (pseudo-)casuale. Questo approccio, che nella pratica si rivela estremamente efficace, offre anche una prospettiva teorica utile per comprendere alcune delle proprietà che rendono tale tecnica così potente, ma anche di evidenziarne possibili limiti. L'intervento sarà suddiviso in due parti, ciascuna incentrata su un aspetto del tema. Dopo una breve introduzione alle reti neurali artificiali e al loro utilizzo pratico nell'apprendimento automatico, la prima parte si concentrerà sulla struttura delle reti all'inizializzazione, limitandoci per semplicità alle architetture più semplici. Esploreremo in più dettaglio alcuni dei risultati principali riguardanti i limiti di scala ``ampio'' e ``profondo'' per reti neurali inizializzate con pesi casuali, concentrandoci su alcuni risultati recenti che stabiliscono una equivalenza asintotica tra reti neural profonde e opportuni processi gaussiani. Nella seconda parte, ci concentreremo sulla dinamica dell'addestramento delle reti neurali. Dopo una breve panoramica sui principali algoritmi utilizzati in scenari reali, ci concentreremo su alcuni dei risultati teorici rigorosi, validi per reti ampie e/o profonde: descriveremo in particolare la dinamica guidata dal Neural Tangent Kernel (NTK) nel limite dell'addestramento ``lazy'' e la dinamica di gradiente di Wasserstein nel limite di campo medio. %%%%%%%%%%%%%%%%%%%%%%%%%%%%

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6 feb 2024 - Seminario Dr. Luca Gonzato
by Enea Bongiorno 30 Jan '24

30 Jan '24

Carissimi colleghi, scusandomi per eventuali invii multipli, vi inoltro il seguente annuncio di seminario. Tutti gli interessati sono invitati a partecipare. Cordialmente, Enea Bongiorno -------------------------------- 6 febbraio 2024 ore 14.00 - aula 206, campus Perrone, via Perrone, 18, Novara. Università del Piemonte Orientale. - on-line: http://meet.google.com/cto-jsdt-pay *Title*: Bayesian Calibration of Option Pricing Models Dr. Luca Gonzato, University of Vienna, Department of Statistics and Operations Research *Abstract*: Calibration of option pricing models to the implied volatility surface is a complicated, yet fundamental task in the quantitative finance community. By exploiting Sequential Monte Carlo (SMC) methods we turn the standard calibration problem into a Bayesian estimation task. In this way we can construct a sequence of distributions from the prior to the posterior which allows to compute any statistic of the estimated parameters, to overcome the strong dependence on the starting point and to avoid troublesome local minima; all of which are typical plagues of the standard calibration. To highlight the strength of our approach we consider the calibration of the double jump stochastic volatility model of Duffie et. al (2000) both on simulated and real option data. From the results on both single dates and time series of implied volatilities we find that our Bayesian approach largely outperforms the benchmark in terms of run time-accuracy, option pricing errors and statistical fit. Finally, we show how to further speed up computations by leveraging delayed-acceptance MCMC methods and deep learning. This is a joint work with R. Brignone, S. Knaust and E. Lutkebohmert, University of Friburg. ----------------------------------- Locandina dell'evento <https://drive.google.com/file/d/1cafNljjg5n3KSS9laizaryY8nkX6O6GD/view?usp=…> Seminari Matematici Statistici <https://sites.google.com/uniupo.it/seminari-ms/home-page> ----------------------------------- -- Enea Bongiorno, Università degli Studi del Piemonte Orientale Via Perrone 18, 28100, Novara, Italia Phone: +390321375317 enea.bongiorno(a)uniupo.it upobook.uniupo.it/enea.bongiorno

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Bando assegno di Ricerca MAT/06 a Napoli
by epirozzi 29 Jan '24

29 Jan '24

Si segnala il seguente bando per assegno di Ricerca presso il Dipartimento di Matematica e Applicazioni dell'Università di Napoli FEDERICO II con scadenza il 31 gennaio 2023 http://www.unina.it/documents/11958/48570136/DMA_AR-13_2023-12-11_bando.pdf Cari saluti Enrica -- Enrica Pirozzi Professore Associato di Probabilità e Statistica, Dipartimento di Matematica e Applicazioni, Università di Napoli FEDERICO II Via Cintia, 80126, NAPOLI https://www.docenti.unina.it/enrica.pirozzi

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Seminar in Statistics - LUCA TRAPIN
by Pierpaolo De Blasi 29 Jan '24

29 Jan '24

SEMINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO <https://www.carloalberto.org/events/category/seminars/seminars-in-statistic…> Venerdi 2 Febbraio 2024, alle ore 12.00, presso il Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario: ------------------------------------------------ Speaker: Luca Trapin (Università di Bologna) Title: *Tail index regression forest* Abstract: Regression analysis of the tail index has received increasing attention over the last few years. The availability of large and complex datasets has stimulated the development of tail index regression techniques that can capture complex relationships between a large number of predictors and a dependent variable of interest. However, available methods are either flexible and asymptotically justified but do not scale well with the dimension of the predictor space, or well-suited in high-dimension but lack asymptotic results. This paper presents a novel random forest approach that fills this gap. We establish the asymptotic normality of our tail index regression forest estimator under mild assumptions on the tail behavior of the dependent variable. An extensive simulation study and an application to the conditional distribution of ROE for a large cross-section of U.S. companies confirm that our approach outperforms existing parametric and non-parametric tail index regression methods. ------------------------------------------------ Sarà possibile seguire il seminario anche in streaming: Join Zoom Meeting <https://us02web.zoom.us/j/82054178592?pwd=NHI1RHBLYnUwVUFoSW9HSVhUN3F6dz09> Il seminario è organizzato dalla "de Castro" Statistics Initiative www.carloalberto.org/stats -- Pierpaolo De Blasi University of Torino & Collegio Carlo Alberto carloalberto.org/pdeblasi <https://sites.google.com/a/carloalberto.org/pdeblasi/>

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De Finetti Risk Seminar: Giorgio Ferrari
by Marco Maggis 26 Jan '24

26 Jan '24

On behalf of the Scientific Committee of the "B. de Finetti Risk Seminars, Milano Lectures on the Mathematical Theory of Economics and Finance”, we are glad to invite you to participate at the following lecture: Giorgio Ferrari Bielefeld University Title: Stationary Mean-field Games with Singular Controls Abstract: In this talk I will present recent and ongoing results on existence, uniqueness, and characterization of equilibria for mean-field games with singular controls. This class of problems finds natural applications in Economics and Finance, such as in investment problems in oligopolies. In those games, the representative agent employs a bounded-variation control in order to maximize an ergodic profit functional depending on a long-time average of the controlled state-process. Several variants of the considered games will be presented, ranging from one-dimensional settings to multi-dimensional ones. LOCATION: The seminar will be held on *February 7, *2024 at *17.00,* Aula 10 (First Floor), Dipart. Matematica, Università di Milano, Via Saldini 50, Milano. Scientific Committee: Prof. Simone Cerreia-Vioglio (Univ. Bocconi) Prof. Marco Frittelli (Univ. degli Studi di Milano) Prof. Fabio Maccheroni (Univ. Bocconi) Prof. Marco Maggis (Univ. degli Studi di Milano) Prof. Massimo Marinacci (Univ. Bocconi) Prof. Emanuela Rosazza Gianin (Univ. Milano-Bicocca)

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Announcement - SPDE conference in Delft
by Antonio Agresti 25 Jan '24

25 Jan '24

Dear All, July 1st-July 5th 2024, there will be a stochastic PDE conference in Delft (Netherlands), titled "*SPDEs below sea level*". See also the website https://www.spde-delft2024.com/ . There is a great selection of speakers and there will be talks related to many aspects of SPDE, including well-posedness, regularity, numerical approximation, large deviations etc. If you are interested in attending the conference, then please register via the Google form on our website. Feel free to send me an email if you would like to have more information. Please note that there is a limited number of places for participants. Please register as soon as possible if you are interested in attending the conference. It is still unclear if there is room for additional talks at the conference. On behalf of the organizing committee, best regards, Antonio Agresti

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SOfA conference 2024 - second announcement
by Mastrogiacomo Elisa 24 Jan '24

24 Jan '24

Apologies in advance for cross-posting *** Dear Colleagues, The University of Insubria and Bicocca are honored to host the next international academic conference in the fields of vector and set optimization, stochastic analysis, risk management, and operation research — the 6th International Conference on Set Optimization for Applications (SOfA 2024). This edition is going to take place in Stresa from June 3 to June 7, 2024. The 6th SOfA aims to bring together experts in various fields of set and vector optimization, convex and variational analysis, stochastic analysis, multivariate dynamic programming, multi-criteria decision-making, as well as applications in economics, risk measurement, game theory, and statistics. The conference is, by tradition, very open; the scientific and local committees long to move outside the stream of set and vector optimization and bring together people with a research record in set optimization, with some maybe only remotely related to this topic. So, a very mixed and curious audience is expected. Join us also for a scenic cruise trip on Lago Maggiore and savor the spectacle of its famous islands! We enthusiastically invite all researchers, practitioners, and students in the field described above and related areas to submit proposals for presentations at the 6th SOfA conference. Abstract submission and conference registration are now open! The 6th SOfA also features a couple of tutorials on dynamic programming and stochastic optimal control, and on solution concepts in set-optimization on June 3rd. For more information about the conference, please visit our conference website<https://sites.google.com/view/sofa2024/programme?authuser=0>. If you have any questions, feel free to get in touch with us at sofa2024.conference(a)gmail.com<mailto:sofa2024.conference@gmail.com>. **Given the high tourist demand in June, we strongly recommend booking as soon as possible. Availability is not guaranteed for last-minute bookings, and rates will increase as the conference start date approaches.** We look forward to your active participation in making the 6th SOfA a diverse and engaging conference for knowledge exchange. Regards, The 2024 SOfA Organizing Committees Elisa Mastrogiacomo ----------------------------------------- Professore Ordinario di Metodi matematici dell'economia e delle scienze attuariali e finanziarie DIPARTIMENTO D'ECCELLENZA 2023/2027 Università degli Studi dell'Insubria Dipartimento di Economia Via Monte Generoso, 71 – 21100 Varese tel. +39 0332/395528 web: www.uninsubria.it<http://www.uninsubria.it/> mail: elisa.mastrogiacomo(a)uninsubria.it<mailto:mario.rossi@uninsubria.it> Chiaramente Insubria! [LOGO-ATENEO-FONDO TRASPARENTE]<http://www.uninsubria.it/> [Facebook] <https://www.facebook.com/uninsubria> [Twitter] <https://twitter.com/Uni_Insubria> [Instagram] <https://instagram.com/uninsubria> [YouTube] <https://www.youtube.com/user/LabVAMultimedia>

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PhD position in Probability at TU Vienna
by Prof. Fabio Toninelli 24 Jan '24

24 Jan '24

Dear colleagues, the Technical University of Vienna is advertising a 4-year PhD position (pre-doctoral assistant) in the research group of Probability theory (https://www.tuwien.at/en/mg/mstoch) Application deadline: February 15, 2024. Link for details and to application portal: https://jobs.tuwien.ac.at/Job/226172 Starting date of the position: October 2024. Best wishes Fabio Toninelli -- Prof. Dr. Fabio Toninelli Technical University of Vienna Institut für Stochastik und Wirtschaftsmathematik Wiedner Hauptstrasse 8-10, 1040 Wien, Austria Office: 6th floor, green area. tel: +43-1-58801-10570 https://sites.google.com/view/fabio-toninelli/home

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Call for applications - MAPPA double degree master program - Padova & Paris Dauphine
by Claudio Fontana 24 Jan '24

24 Jan '24

Dear colleagues, I would like to draw your attention to the call for applications for the MAPPA program, a DOUBLE DEGREE MASTER PROGRAM IN MATHEMATICS offered jointly by the UNIVERSITY OF PADOVA and PARIS DAUPHINE UNIVERSITY (Paris Sciences & Lettres). This two-year program features three study paths: - Mathematical Analysis - Probability and Finance - Probability and Statistical Mechanics The admitted students will spend the first year in Padova and the second year in Paris. Upon successful completion, students will be awarded two degrees: Laurea Magistrale in Matematica (from Padova) and Master in Mathematics and Applications (from Paris Dauphine). The master thesis will be conducted in collaboration with two supervisors, one in Padova and one in Paris. Admission to the program, limited to 10 students, will be based on CV, presentation letters, and an interview. Financial support and fellowships are available for admitted students. For more detailed information on the MAPPA program, please visit: https://web.math.unipd.it/mappawp The call for applications (bando) can be found here: https://www.math.unipd.it/news/bando-di-concorso-n-1-2024-per-10-posti-per-… The _DEADLINE FOR APPLICATIONS_ is MAY 13, 2024, AT 12:00 PM. Kindly inform your (brilliant) bachelor students about the MAPPA program, and feel free to contact me for further information. Best Regards, Claudio Fontana

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Assistant/Associate and PhD positions at Imperial College
by Passeggeri, Riccardo 24 Jan '24

24 Jan '24

Dear all, There is an open position for Lecturer/Senior Lecturer (equivalent to Assistant/Associate position) in Statistics in the Department of Mathematics at Imperial College London, see the post for details: https://www.imperial.ac.uk/jobs/description/NAT01621/lecturersenior-lecture… Moreover, there is an open PhD position in my group, see my website for details: https://sites.google.com/site/riccardopasseggeri If you have any questions, please do not hesitate to contact me. Thank you. Best Regards, Riccardo

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Seminario C. Gaetan presso Politecnico di Milano
by Laura Maria Sangalli 24 Jan '24

24 Jan '24

Si avvisa che in data 06.02.24, alle ore 14:30 precise, presso il Dipartimento di Matematica del Politecnico di Milano, in aula Saleri (VI piano) nell’ambito delle attività del MOX, si svolgerà il seguente seminario: Carlo Gaetan, Università Ca’ Foscari Venezia Link: https://mox.polimi.it/mox-colloquia-seminars-list/mox-seminars/?id_evento=2… Titolo: On modelling space-time threshold exceedances Abstract: The modeling of spatiotemporal extremes initially relied on asymptotic models (i.e., max-stable or r-Pareto processes) for block maxima or peaks above high thresholds. However, in many cases, empirical evidence suggested that these models were too rigid to capture the situation where more severe events tend to be more spatially and temporally localized. Recently, in order to cope with this situation, the literature has focused on different types of models that can more flexibly capture the so-called "sub-asymptotic" situation. After briefly reviewing these recent advances, we present a space-time model of threshold exceedances that embeds the spatial dependence in a time series formulation with different forms of limiting dependence with increasing threshold. Inference from the observed data is difficult due to a high-dimensional censoring scheme, and we propose an indirect inference procedure for estimation. The proposal is illustrated using a rainfall dataset. Contatti: alessandra.menafoglio(a)polimi.it<mailto:alessandra.menafoglio@polimi.it> Il link per seguire il seminario online sarà reso disponibile pochi minuti prima dell’avvio del seminario al seguente link: https://mox.polimi.it/mox-colloquia-seminars-list/mox-seminars/?id_evento=2… Tutti gli interessati sono cordialmente invitati a partecipare, Laura Sangalli —— Laura Maria Sangalli MOX - Dipartimento di Matematica Politecnico di Milano Piazza Leonardo da Vinci 32 20133 Milano - Italy (+39) 02 2399 4554 laura.sangalli(a)polimi.it<mailto:laura.sangalli@polimi.it> https://sangalli.faculty.polimi.it

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Correct Iink for PostDoc at UNIFI - Dept of Economics and Business
by Maria Elvira Mancino 24 Jan '24

24 Jan '24

Thanks everyone who pointed me the incorrect Iink to the caII. Here, the right one. --------------------------------------------------------------------------------------- Dear All, The Department of Economics and Business, University of Firenze, offers one *position* funded by the PRIN- PNRR 2022 project “*Honey BEE VOLatility: An environmental index for assessing climatic risk impact on ecosystems service provision*” (P.I. Maria Elvira Mancino). The position is for *18 months* and is open to graduates who do not yet hold a Ph.D. The details of the call are at: https://titulus.unifi.it/albo/viewer?view=files%2F005369360-UNFICLE-15b368f… The deadline for appIication is *March 1st, 2024* Should you have any questions, please do not hesitate to contact me. I would be grateful if you could forward this message to any potentially interested candidate. Best regards Mavira -- Maria Elvira Mancino, PhD Professor of Mathematical Finance Head of the Department of Economics and Management https://www.unifi.it/p-doc2-2014-0-A-2b333931392b-1.html

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First summer school on Preference Statistics, Sardinia (Italy), 2-6 September 2024
by Valeria Vitelli 24 Jan '24

24 Jan '24

Dear all, We are thrilled to announce the first edition of the *Summer School in Advanced Statistical Learning for Preference, Ranking, and Ordinal Data - PREFSTAT2024.* This new summer school is designed to provide a comprehensive overview of preference statistics, a rapidly growing field that has gained significant attention in recent years. The event will take place on *September 2-6, 2024*, in Calasetta <https://maps.app.goo.gl/Sf6VF5LiXkGy9mjGA> (Sardinia, Italy). The summer school will cover a range of topics, including preference modeling, ranking, and ordinal data analysis. The course will be taught by leading experts in the field, and will include lectures, hands-on exercises, and group discussions. Target group includes PhD students and postdocs in the area of data science, machine learning, statistics, and related fields. Master students with basic skills in machine learning and statistics are also welcome. Early registration is now open! For more information, please visit our website: https://sites.unica.it/prefstat/ For any inquiries about the school, please make contact at: *prefstat2024(a)unica.it <prefstat2024(a)unica.it>* Best regards, Valeria Vitelli on behalf of the PREFSTAT Organizing Commitee -- Valeria Vitelli Oslo Centre for Biostatistics and Epidemiology, Department of Biostatistics, University of Oslo, Norway group page: https://www.med.uio.no/imb/english/research/groups/statistics-high-dimensio… <https://www.med.uio.no/imb/english/research/groups/statistics-high-dimensio…> mailto: valeria.vitelli(a)medisin.uio.no

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Fwd: PostDoc at UNIFI - Dept of Economics and Business
by Maria Elvira Mancino 24 Jan '24

24 Jan '24

Dear All, The Department of Economics and Business, University of Firenze, offers one *position* funded by the PRIN- PNRR 2022 project “*Honey BEE VOLatility: An environmental index for assessing climatic risk impact on ecosystems service provision*” (P.I. Maria Elvira Mancino). The position is for *18 months* and is open to graduates who do not yet hold a Ph.D. The details of the call are at: https://titulus.unifi.it/albo/viewer?view=files%2F005369360-UNFICLE-15b368f… <https://titulus.unifi.it/albo/viewer?view=files%2F005316997-UNFICLE-953f59f…> The deadline for appIication is *March 1st, 2024* Should you have any questions, please do not hesitate to contact me. I would be grateful if you could forward this message to any potentially interested candidate. Best regards Mavira -- Maria Elvira Mancino, PhD Professor of Mathematical Finance Head of the Department of Economics and Management https://www.unifi.it/p-doc2-2014-0-A-2b333931392b-1.html

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Fwd: Statistics positions
by Lucia Caramellino 23 Jan '24

23 Jan '24

Ricevo ed inoltro. Buona giornata, Lucia > Inizio messaggio inoltrato: > > Da: Enrico Valdinoci <enrico.valdinoci(a)uwa.edu.au> > Oggetto: Fw: Statistics positions > Data: 23 gennaio 2024 alle ore 01:38:52 CET > A: "caramell(a)mat.uniroma2.it" <caramell(a)mat.uniroma2.it> > > From: Michael Giudici <michael.giudici(a)uwa.edu.au <mailto:michael.giudici@uwa.edu.au>> > Sent: Monday, January 22, 2024 4:21 PM > To: Maths-Seminar - PMC <maths-seminar-pmc(a)uwa.edu.au <mailto:maths-seminar-pmc@uwa.edu.au>> > Subject: Statistics positions > > Hi Everyone, > > We are currently advertising for two new lecturing positions in Statistics: one at level B and one a Level B/C. > > https://external.jobs.uwa.edu.au/en/job/516413/lecturer-senior-lecturer > > > The closing date is 19th of February. Please forward the ad to anyone you know who may be interested. > > > Best wishes, > Michael

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Seminario di Roberto Fontana, mercoledì 24 gennaio ore 11 presso CNR IMATI, Milano
by ANTONIO PIEVATOLO 19 Jan '24

19 Jan '24

The class of Multivariate Bernoulli distributions with given identical margins Roberto Fontana, Politecnico di Torino, Department of Mathematical Sciences roberto.fontana(a)polito.it The main contributions of the work (joint with P. Semeraro, Politecnico di Torino) are algorithms to sample from multivariate Bernoulli distributions and to determine the distributions and bounds of a wide class of indices and measures of probability mass functions. Probability mass functions of exchangeable Bernoulli distributions are points in a convex polytope, and we provide an analytical expression for the extremal points of this polytope. The more general class of multivariate Bernoulli distributions with identical marginal Bernoulli distributions with parameter p is also a convex polytope. However, finding its extremal points is a more challenging task. Our novel theoretical contribution is to use an algebraic approach to find a set of analytically available generators. We also solve the problem of finding the lower bound in the convex order of multivariate Bernoulli distributions with given margins, but with unspecified dependence structure. Multivariate Bernoulli Distributions; Convex polytopes Il seminario avrà luogo il 24 gennaio alle 11 nella sala Pentagonale all'Area della Ricerca del CNR di via Alfonso Corti, 12, Milano. Per seguire online, utilizzare il link pubblicato nella pagina web dell'IMATI:https://imati.cnr.it/detail_pages.php?language=ITA&view=GEN&voice_code=NEH&fcode=NEH&ref_idk=EV-256 Eventi & News<https://imati.cnr.it/detail_pages.php?language=ITA&view=GEN&voice_code=NEH&…> IMATI@CNR Web Site imati.cnr.it Dr Antonio Pievatolo CNR IMATI Phone: +39 02 23699 520 https://www.imati.cnr.it/mypage/people/PievatoloAntonio.htm

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Opportunità di dottorato in Francia
by Lucia Caramellino 19 Jan '24

19 Jan '24

Ricevo e volentieri inoltro. Buona giornata, Lucia > Inizio messaggio inoltrato: > > Da: "Guillaume Chapuy (FSMP)" <guillaume.chapuy(a)fsmp.fr> > Data: 19 gennaio 2024 alle ore 11:16:23 CET > A: Lucia Caramellino <caramell(a)mat.uniroma2.it> > > Dear colleagues, > > The FSMP together with its national and regional partners is pleased to announce the opening of the new doctoral program cofund MathPhDInFrance <https://mathphdinfrance.fr/>. > This year, the program will offer 24 PhD fellowships co-directed by an Île-de-France laboratory and a laboratory in another region. > Applications are made in two steps. The first step of the application procedure is open until February 14, 2024. > Important eligibility condition: the candidate must not have spent more than one year in France between 14/02/2021 and 14/02/2024. > Find the complete application procedure, the list of eligible laboratories and all useful information about the program on the website: > https://mathphdinfrance.fr/ > Please feel free to pass on this information to your M2 teachers, curriculum managers and colleagues in France and abroad. > > Note that it is not necessary to have already a PhD project to apply to the first step (deadline: 14th February 2024). > Eligible students who are potentially interested by a PhD in math are strongly recommended to apply! > > Best regards, > > > > -- > Guillaume Chapuy > IRIF, CNRS et Université Paris Cité > Directeur adjoint de la FSMP > > - merci d'utiliser mon adresse @fsmp.fr > pour les sujets relatifs à la FSMP!

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Seminars Stochastics and Applications: BISCHI and FEDERICO
by Stefano Pagliarani 17 Jan '24

17 Jan '24

Dear all, On January 24th, in the classroom Aula Arzelà, Department of Mathematics of the University of Bologna, the following seminars will take place: * 11:00-12:00: Salvatore FEDERICO "SECOND-ORDER SMOOTH-FIT FOR INFINITE-DIMENSIONAL MONOTONE FOLLOWER PROBLEMS" * 12:00-13:00: Gian Italo BISCHI "DISCRETE DYNAMICAL SYSTEMS IN ECONOMICS: TWO SEMINAL MODELS AND THEIR DEVELOPMENTS" as part of the cycle Stochastics and Applications. The abstracts are available at https://www.dm.unibo.it/seminari/mat/serials/36. For any question, please contact the organizers: Lorenzo Cerboni Baiardi and Stefano Pagliarani ------------------------------------------------------------------------------------------------------------------------ Stefano Pagliarani, Associate Professor Piazza di Porta S. Donato, 5 University of Bologna (Alma Mater) 40126 Bologna (BO), Italy Department of Mathematics Cell. Phone +39 366 5013755 Email: stepagliara1(a)gmail.com<mailto:stepagliara1@gmail.com>, <mailto:stefano.pagliarani9@unibo.it> stefano.pagliarani9(a)unibo.it<mailto:stefano.pagliarani9@unibo.it> Zoom: https://unibo.zoom.us/j/3755841669 -----------------------------------------------------------------------------------------------------------------------

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Research fellowship at the University of Turin (20 months)
by Bruno Toaldo 17 Jan '24

17 Jan '24

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Borsa di ricerca presso CNR IMATI Milano
by Elisa Varini 17 Jan '24

17 Jan '24

Con preghiera di massima diffusione, E' disponibile una Borsa di Ricerca (12 mesi, rinnovabili) presso la sede di Milano dell’Istituto di Matematica Applicata e Tecnologie Informatiche (IMATI) del CNR. Il bando "IMATI-BR- 001-2023 MI", scadenza 15 febbraio 2024, è disponibile al seguente link: https://selezionionline.cnr.it/ E' rivolto a giovani di età inferiore a 35 anni e in possesso di Laurea Magistrale in Matematica, Scienze Statistiche, Informatica, Modellistica matematico-fisica per l’ingegneria, Ingegneria Informatica, oppure Fisica. L’attività di ricerca riguarderà lo sviluppo e la validazione di metodi di apprendimento automatico bayesiano e di visualizzazione di dati per la valutazione di rischi ambientali. Tale attività verrà svolta nell’ambito del progetto PNRR “Centro Nazionale di Ricerca in High Performance Computing, Big Data e Quantum Computing” (CN HPC), Spoke 5: Environment & Natural Disasters. La borsa di ricerca ha un importo lordo percipiente complessivo di 20.000 euro, presa di servizio prevista a marzo-aprile 2024. Per maggiori informazioni potete contattarmi per email: elisa.varini(a)cnr.it Cordiali saluti, Elisa Varini

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Seminar W. Bock - Sapienza, 22-1-2024
by Luisa Beghin 17 Jan '24

17 Jan '24

Dear all, we are pleased to invite you to the following seminar, which can be attended also via Zoom. *Location:* Room n.24, 4th floor, Edificio CU002 (Scienze Statistiche) *Zoom: * https://uniroma1.zoom.us/j/84380852385?pwd=RDBrcVdvelRMM0VmczlXYWgwL2pPZz09 *Time:* *Monday 22nd of January, at 14.30* *Speaker: *Wolfgang Bock (Linnaeus University) *Title:* Recent Results on the Generalized Grey Brownian Motion *Abstract*: Grey Brownian motion was introduced by Schneider in 1990. In his work Schneider showed that indeed the process fulfills a Feynman-Kac like formula for the solution of the fractional heat equation. In the 2000s the process was generalized by Mainardi et al. In 2016 the group of Grothaus established a White Noise like calculus for the process, also introducing spaces of test and generalized functions. In this talk, we will review this recent development and give an overview of the analysis and the most recent results. In an outlook, we give a strategy on how to introduce spaces of regular distributions to obtain a form of regularity theory. Best regards, L. *************************************************************** Luisa Beghin Dipartimento di Scienze Statistiche Fac. Ingegneria dell'Informazione, Informatica e Statistica "SAPIENZA" Università di Roma Piazzale Aldo Moro 5, 00185 Roma T (+39) 06 49910543 F (+39) 06 4959241 https://sites.google.com/site/luisabeghin/ *****************************************************************

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bando RTT SECS-S/06 Pavia
by benedetta.ferrario 17 Jan '24

17 Jan '24

Cari colleghi, è stato pubblicato il bando per una posizione di Ricercatore in Tenure Track nel settore *SECS-S/06* presso Il Dipartimento di Scienze Economiche e Aziendali dell'Università degli Studi di Pavia. La persona che ricoprirà tale ruolo usufruirà dei fondi di ricerca nell'ambito del programma “Dipartimenti di Eccellenza” 2023-2027. Il bando è consultabile al seguente link: https://unipv.portaleamministrazionetrasparente.it/archivio22_bandi-di-conc… *Scadenza* presentazione domande: *31 gennaio 2024, ore 12.00* Si prega di dare la massima diffusione presso tutti gli interessati. Grazie per la collaborazione Benedetta Ferrario

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Postdoc positions at Bocconi (Milan)
by Giacomo Zanella 17 Jan '24

17 Jan '24

Three postdoc positions in Statistics are available at Bocconi University (Milan), funded by the ERC Starting Grant "Provable Scalability for high-dimensional Bayesian Learning" and supervised by myself (link). Details and links to apply available at https://sites.google.com/site/gzanellawebpage/postdoc-positions-available. The deadline for application is 15/02/2024 and the planned starting date is 01/05/2024 or later. Initial contracts are for 1 year and are extendable for further years under mutual agreement. Candidates will conduct research on computational aspects of statistical and machine learning methods, with a particular focus on Bayesian methodologies. The research activity, both in terms of specific topic and research approach, can adapt to the profile and interests of the successful candidates. Beyond working with the supervisor and coauthors on topics related to the grant project (see https://sites.google.com/site/gzanellawebpage/research) candidates will get the chance to interact with various faculty members, postdocs and PhD students of the Stats&ML group at Bocconi (see e.g. researchers at https://bayeslab.unibocconi.eu/people and https://dec.unibocconi.eu/people) Interested candidates are welcome to write to me (giacomo.zanella at unibocconi.it) for more information about the positions. Best regards, Giacomo Zanella

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PostDoc position Milan - PRIN Probabilistic Methods for Energy Transition
by Luciano Campi 16 Jan '24

16 Jan '24

Dear all, a postdoc position (assegno di ricerca) is open at the Department of Mathematics “F. Enriques", University of Milan - Statale. <https://matematica.unimi.it/it/> Home<https://matematica.unimi.it/it/> matematica.unimi.it<https://matematica.unimi.it/it/> [favicon.ico]<https://matematica.unimi.it/it/> The position is funded by the project PRIN PNRR “Probabilistic Methods for Energy Transition”. The successful candidate will work on applications of stochastic control and games applied to energy transition. Lenght of the position: 20 months Gross annual salary: € 30.150 Deadline: February 2, 2024 (11:59 pm Italian time) For more information on how to apply click here: https://www.unimi.it/it/ricerca/ricerca-lastatale/fare-ricerca-da-noi/asseg…<http://www.unimi.it/it/ricerca/ricerca-lastatale/fare-ricerca-da-noi/assegn…> For any questions, feel free to contact me at luciano.campi(a)unimi.it<mailto:luciano.campi@unimi.it> All the best, Luciano Campi -------------------------------------------------------- Luciano Campi Full Professor University of Milan Department of Mathematics Email: luciano.campi(a)unimi.it Web: sites.google.com/site/lucianocampi1

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Seminario Padova - Francesco Pedrotti
by alekos.cecchin＠unipd.it 16 Jan '24

16 Jan '24

Buongiorno a tutti, Vorremmo segnalarvi che venerdì prossimo (19 Gennaio) alle ore 14:30 in aula 1BC50 (Torre Archimede, Università di Padova) ci sarà un seminario per il ciclo di seminari in Probabilità e Finanza di: Francesco Pedrotti (Institute of Science and Technology Austria) <https://sites.google.com/view/francescopedrotti/home-page?authuser=0> https://sites.google.com/view/francescopedrotti/home-page?authuser=0 Title: Contractive coupling rates and curvature lower bounds for reversible Markov chains Date: January 19, 2024, at 14:30, room 1BC45 Abstract: Ricci curvature lower bounds for Riemannian manifolds have been linked to many functional inequalities: this has motivated the seminal independent works of Sturm and Lott and Villani, who extended the notion of curvature lower bound and many of its consequences to a large class of metric measure spaces. In spite of its generality, this theory does not apply to Markov chains on discrete spaces; for this reason, several adapted notions of curvature have been proposed, based on different equivalent characterizations of curvature of Riemannian manifolds. Different notions have different pros and cons: e.g., the entropic curvature of Erbar and Maas is hard to compute in some examples, while Olliviers coarse Ricci curvature is not known to imply a modified logarithmic Sobolev inequality. It is still an open problem to compare these notions. In the present work, adapting arguments of a recent article by Conforti, we show how contractive coupling rates (a concept naturally connected to Olliviers curvature) can be used to establish entropic curvature lower bounds for some examples of reversible Markov chains. Vi aspettiamo numerosi! Alberto Chiarini e Alekos Cecchin Sito web del seminario: https://www.math.unipd.it/~chiarini/seminars/

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Fwd: ERC PostDoc positions in stochastic analysis at Bielefeld University
by Marco Romito 15 Jan '24

15 Jan '24

ricevo e inoltro m. -------- Forwarded Message -------- Dear Colleagues, The research group "Stochastic Analysis in the Sciences" at Bielefeld University seeks candidates for two PostDoc positions in the field of stochastic analysis, in particular, stochastic PDEs, mathematics of machine learning, and stochastic dynamics. The positions are funded by the ERC CoG "FluCo". *Our offer* * PostDoc positions (TV-L E13 at 100%), flexible starting date. * Two year contract with possible extension(s). *Requirements* Interested candidates should have a background in one, or more, of the following areas: * stochastic PDE, or nonlinear PDE * mathematics of machine learning * stochastic dynamics *Application* * Deadlines end of/* January 2024* (see link below)/. Note that late applications may be considered until the position is filled. * Please submit your documents (CV, list of publications, transcript of PhD certificate, research statement, contact data of referees) via the website. For further information please visit https://uni-bielefeld.hr4you.org/job/view/2976/research-positions-postdocs?…, or my webpage http://www.bgess.de. Best regards, Benjamin Gess -- Prof. Dr. Benjamin Gess (www.bgess.de <http://www.bgess.de/>) Universität Bielefeld <https://www.math.uni-bielefeld.de/>, Fakultät für Mathematik Max Planck Institute for Mathematics in the Sciences <http://www.mis.mpg.de/index.html>, Leipzig

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BioInference 2024: call for abstracts - deadline 31st January
by Massimiliano Tamborrino 15 Jan '24

15 Jan '24

Dear all, a kind reminder that the deadline for the abstract submission for contributed talks or poster at BioInference2024 (5th -7th June at Warwick https://bioinference.github.io/2024/) is quickly approached, being it on the 31st January 2024. If you are interested on mathematical modelling and statistical methods for (widely defined/interpreted) biological problems, then please consider submitting an abstract here forms.gle/SBawnWD3k8iSS1Vt6<http://forms.gle/SBawnWD3k8iSS1Vt6> More info are reported below. Best, Massi on the behalf of the BioInference2024 organising committee ------------------------------------ The BioInference 2024 conference (https://bioinference.github.io/2024/) is taking place at the University of Warwick on the 5th-7th June 2024, and it will combine a data-driven meeting on day 1 (registration fee: £30) with the main two-day conference on the 6th and 7th June 2024 (registration fee: £70). Launched in 2022, BioInference aims to bring together researchers from across statistics and mathematical modelling who work with biological systems, and from all career stages, to foster discussions between the two communities and to prompt collaborations. The talks from the two previous BioInference conferences are available via our public YouTube channel (youtube.com/@bioinference5299<http://youtube.com/@bioinference5299>). The two-day conference will combine contributed talks and poster sessions. We now invite abstracts for oral/poster presentations on work either relating to statistical methods development (so long as those methods are applicable to biological systems) or on the application of statistical methods to solve biological problems. All presentations will be in-person. Abstracts can be submitted via a Google form (forms.gle/SBawnWD3k8iSS1Vt6<http://forms.gle/SBawnWD3k8iSS1Vt6>) and the deadline is on the 31st January 2024. It is our pleasure to confirm that this year's invited speakers are: * Alex Browning<https://alexbrowning.me/>, University of Oxford * Sarah Filippi<https://www.imperial.ac.uk/people/s.filippi>, Imperial College London * Hong Ge<https://mlg.eng.cam.ac.uk/hong/>, University of Cambridge * Hamid Rahkooy<https://people.maths.ox.ac.uk/rahkooy/bio.html>, University of Oxford * Heba Sailem<https://www.hebasailem.com/>, King’s College London * Catalina Vallejos<https://www.ed.ac.uk/mrc-human-genetics-unit/research/vallejos-group>, University of Edinburgh The conference organising committee is committed to ensuring fair participation of individuals across all career stages, genders, races and ethnicities, ages, geographic locations, and universities. Data-driven meeting: problems and methodologies This year, we are also running an optional event on the 5th June at Warwick before the main conference starts. This aims to bring together mathematicians, statisticians and those who possess or generate datasets and would like to analyse them/answer some open questions. These may include biologists, clinicians etc in academia and industry. The idea of this meeting is to think about potential solutions to these data-based problems, gathering interest for possible collaborations between individuals across disciplines, institutions and career stages. The day would consist of a range of presentations by the experimental/business partners in the morning, and focus/discussion groups in the afternoon, aiming to start formulating an action plan to tackle the open challenges. The cost of attending day one is £30 in addition to the registration fee for the main conference. Kind regards, The BioInference Organisers Enrico Bibbona<https://www.polito.it/en/staff?p=enrico.bibbona> (Politecnico di Torino); Ioana Bouros<https://www.cs.ox.ac.uk/people/ioana.bouros/> (Oxford); Julia Brettschneider<https://warwick.ac.uk/fac/sci/statistics/staff/academic-research/brettschne…> (Warwick); Raiha Browning<https://warwick.ac.uk/fac/sci/statistics/staff/academic-research/browning/> (Warwick); Fergus Cooper<https://www.cs.ox.ac.uk/people/fergus.cooper/> (Oxford); Marina Evangelou<https://www.imperial.ac.uk/people/m.evangelou> (Imperial College London); Aden Forrow<https://aforr.gitlab.io/> (Maine); Constandina Koki<https://warwick.ac.uk/fac/sci/maths/people/staff/koki/> (Warwick); Ben Lambert<https://www.stats.ox.ac.uk/people/dr-ben-lambert> (Oxford); Chon Lok Lei<https://chonlei.github.io/> (Macau); Massimiliano Tamborrino<https://warwick.ac.uk/fac/sci/statistics/staff/academic-research/tamborrino/> (Warwick); Tom Thorne<https://www.surrey.ac.uk/people/tom-thorne> (Surrey); Yongchao Huang<https://abdn.elsevierpure.com/en/persons/yongchao-huang> (Aberdeen). ------ Dr. Massimiliano Tamborrino Associate Professor and Fellow of Warwick International Higher Education Academy (WIHEA) Department of Statistics University of Warwick https://warwick.ac.uk/tamborrino

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PhD in Statistics & CS @Bocconi - scadenza invio domande
by Antonio Lijoi 15 Jan '24

15 Jan '24

Cari tutti, ricordo l'imminente scadenza dell'1 febbraio per la presentazione delle domande di ammissione al dottorato di ricerca in Statistics and Computer Science presso l'Università Bocconi (a.a. 2024-2025). Vi sarei grato se voleste portare all'attenzione di vostri studenti interessati l’annuncio riportato sotto il messaggio. Saluti, AL *********************** PhD in Statistics and Computer Science - a.y. 2024-2025 Call for applications for PhD student positions *********************** The Bocconi PhD School provides 7 scholarships for the PhD in Statistics and Computer Science, and a position with tuition waiver. * Scholarship amount * 20,000 euros per annum Further funding may be available through teaching and research assistantship. Visit www.unibocconi.eu/admissionphd for detailed information and for starting the online application process. ** Applications are due by February 1, 2024 ** Within the PhD School at Bocconi University, the four-year PhD program in Statistics and Computer Science is a high profile and rigorous doctoral program that develops strong mathematical, statistical, computational and programming backgrounds. The program is structured into two curricula: Statistics (4 scholarships) and Computer Science (3 scholarships). Highly qualified and motivated students with M.Sc. degrees in Statistics, Mathematics, Computer Science, Economics, Physics, Engineering and related areas, as well as other quantitatively-oriented fields, are encouraged to apply for admission. Applicants should hold, or be on their way to hold, a graduate degree or equivalent. Finally, students may apply to either one of the two curricula or to both. For further information, visit www.unibocconi.eu/phdstatscompscience and feel free to contact: Antonio Lijoi (antonio.lijoi(a)unibocconi.it) Angela Baldassarre, PhD administrative assistant (angela.baldassarre(a)unibocconi.it)

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Seminar in Statistics - FRANCESCA CRUCINIO
by Pierpaolo De Blasi 15 Jan '24

15 Jan '24

SEMINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO <https://www.carloalberto.org/events/category/seminars/seminars-in-statistic…> Venerdi 19 Gennaio 2024, alle ore 12.00, presso il Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario: ------------------------------------------------ Speaker: Francesca Crucinio (ENSEAE, France) Title: *A connection between tempering and entropic mirror descent* Abstract: This talk explores the connections between tempering (for Sequential Monte Carlo; SMC) and entropic mirror descent to sample from a target probability distribution whose unnormalized density is known. We establish that tempering SMC is a numerical approximation of entropic mirror descent applied to the Kullback-Leibler (KL) divergence and obtain convergence rates for the tempering iterates. Our result motivates the tempering iterates from an optimization point of view, showing that tempering can be used as an alternative to Langevin-based algorithms to minimize the KL divergence. We exploit the connection between tempering and mirror descent iterates to justify common practices in SMC and propose improvements to algorithms in literature. ------------------------------------------------ Sarà possibile seguire il seminario anche in streaming: Join Zoom Meeting <https://us02web.zoom.us/j/85042791274?pwd=V05aejBLYXEyL1lRNURFMUZIcy9PUT09> Il seminario è organizzato dalla "de Castro" Statistics Initiative www.carloalberto.org/stats -- Pierpaolo De Blasi University of Torino & Collegio Carlo Alberto carloalberto.org/pdeblasi <https://sites.google.com/a/carloalberto.org/pdeblasi/>

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3 post-doc positions in Mathematics for Finance and Insurance at the University of Torino
by Luca Regis 15 Jan '24

15 Jan '24

Dear Colleagues, the ESOMAS Department (https://www.esomas.unito.it/do/home.pl) of the University of Torino, Italy, is looking to fill three post-doctoral positions within the following projects: - "Supply chain disruptions, financial losses and their prevention" (PI: prof. Elisa Luciano <https://www.carloalberto.org/person/elisa-luciano/>), 24 months, Yearly salary 36481 euros. The project is in cooperation with the Politecnico di Torino, LUISS Roma and Unione Industriali. Network management, resilience to real shocks and propagation of losses and defaults are first modelled in equilibrium, then calibrated to recent empirical evidence. - "Measuring, Managing and Hedging Indirect Climate-Transition Risk" (PI: prof. Luca Regis <https://sites.google.com/view/lucaregis>), 21 months renewable for 12 additional months, yearly salary 43082 euros. The project deals aims at tackling the problem of measuring the indirect (i.e. supply-chain related) risks to which firms are subject. Applications from both theoretical and empirical profiles are welcome. - "Leverage and Interest Rates" (PI: prof. Luca Regis <https://sites.google.com/view/lucaregis>), 12 months, 20267 euro. We look at the effects of changes in interest rates on the capital structure of business groups. Although the project is theoretical, the empirical study of model implications is in the agenda. Deadline: *January 22nd at 1 pm*. The call (in italian) is available here: call <https://pica.cineca.it/unito/assegni-di-ricerca-unito-2023-iv-econ/file/BAN…> Applications have to be sent via the online procedure at the following link: https://pica.cineca.it/unito/assegni-di-ricerca-unito-2023-iv-econ The start date is March 2024. No teaching load. Candidates who do not hold a Ph.D. yet can apply. Salaries are gross, but are exempt from income taxes. Post-docs need to pay only pension contributions (around 11%). For further information interested candidates can contact Elisa Luciano ( elisa.luciano(a)unito.it) and Luca Regis (luca.regis(a)unito.it) The ESOMAS Department is ranked among the best economics department in Italy and was awarded the "Dipartimenti d'Eccellenza" grant 2017-2022 and 2023-2027. The post-docs will work within the finance group at ESOMAS and within the CCA FINANCE initiative (https://www.carloalberto.org/cca-finance/ ) at Collegio Carlo Alberto (https://www.carloalberto.org/) in a dynamic and international research environment.

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Call for papers - Special Issue "Frontiers in Applied Mathematics and Statistics" (fwd)
by Tiziano Vargiolu 11 Jan '24

11 Jan '24

---------- Forwarded message ---------- Date: Thu, 11 Jan 2024 16:58:24 +0100 From: Andrea Mazzon <andrea.mazzon(a)univr.it> To: vargiolu(a)math.unipd.it Subject: Call for papers - Special Issue "Frontiers in Applied Mathematics and Statistics" Caro Tiziano, ti pregherei di diffondere presso la tua mailing list ed eventualmente anche alla lista Random il seguente avviso di Call for Papers. Un caro saluto e a presto, Andrea Dear Colleagues and Friends, we are pleased to announce the launching of a new Special Issue entitled “Financial Modeling with Frictions” for the journal "Frontiers in Applied Mathematics and Statistics" (ISSN 2297-4687, https://www.frontiersin.org/journals/applied-mathematics-and-statistics) We are serving as Guest Editors for this issue, with the support of Daniele Mancinelli and Ilaria Stefani. The Special Issue is dedicated to papers addressing various challenges related to the inclusion of multiple sources of frictions in market modeling. We aim to bring together rigorous and high-quality works, addressing classic problems in finance such as, but not limited to, arbitrage-free derivative pricing, portfolio optimization, risk management, and optimal execution algorithms. For more details on this Special Issue, please visit the website https://www.frontiersin.org/research-topics/60588/financial-modeling-with-f…. Given your expertise in several key areas addressed by the forthcoming Special Issue, we would be extremely pleased to receive your valuable contributions. The deadline for manuscript submissions is May 6, 2024. The deadline might be extended if there is a large expression of interest. Please consider that some discounted fees may be requested at the moment of submission. Submitted papers should not be under consideration for publication elsewhere. Please accept our apologies for any crossed emails. We hope that this invitation will be welcomed, and we look forward to working together in the future. Kind regards, Guest Editors Andrea Mazzon (University of Verona, Italy) Immacolata Oliva (Sapienza University of Rome, Italy) Topic coordinators Daniele Mancinelli (Sapienza University of Rome, Italy) Ilaria Stefani (Sapienza University of Rome, Italy)

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Avviso bando Professore associato esterno 13/D4 Università di Udine (fwd)
by Tiziano Vargiolu 11 Jan '24

11 Jan '24

---------- Forwarded message ---------- Date: Wed, 10 Jan 2024 12:20:32 +0000 From: Antonino Zanette <antonino.zanette(a)uniud.it> To: Tiziano Vargiolu <vargiolu(a)math.unipd.it> Subject: Avviso bando Professore associato esterno 13/D4 Università di Udine Cara Tiziano, Ti prego di diffondere presso la tua mailing List (est possibile anche sulla lista random) il seguente avviso relativo a un bando per un posto di Professore associato esterno presso il Dipartimento di Scienze economiche e statistiche – Università di Udine - Settore concorsuale 13/D4 Metodi matematici dell’economia e delle scienze attuariali e finanziarie. I bandi sono stati pubblicati al seguente indirizzo : https://www.uniud.it/it/ateneo-uniud/concorsi-bandi-uniud/concorsi/bandi-do… La pagina web del bando contiene anche il link per la presentazione della domanda (con il sistema PICA CINECA). Scadenza del termine per la presentazione delle domande (8 Febbraio 2024). Un caro saluto, Antonino

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Saint-Flour 2024 - First announcement
by Pietro Caputo 11 Jan '24

11 Jan '24

------------------------------ *Da:* St Flour - Laboratoire de Mathématiques Blaise Pascal - Université Clermont Auvergne <stflour.lmbp(a)uca.fr> *Inviato:* giovedì 11 gennaio 2024 01:25 *A:* saintflour lmbp <saintflour.lmbp(a)listes.uca.fr> *Cc:* St Flour, Laboratoire de Mathématiques Blaise Pascal - Université Clermont Auvergne <stflour.lmbp(a)uca.fr> *Oggetto:* [saintflour] Saint-Flour 2024 - First announcement SAINT-FLOUR 2024 - FIRST ANNOUNCEMENT Dear colleagues The 52th Saint-Flour Probability Summer School will be held on July 1st -13th, 2024. This year's courses will be: Jean-Christophe Mourrat (ENS Lyon, France), Statistical mechanics of mean-field disordered systems. Sylvia Serfaty (Courant Institute of Mathematical Sciences New York University), Systems with Coulomb Interactions : Mean-field Limits and Statistical Mechanics. Christina Goldschmidt (University of Oxford), Scaling limits of random trees and critical random graphs. Abstracts and further information can be found here: https://lmbp.uca.fr/stflour/stflour-en.php Online application is open. DEADLINE FOR APPLICATION: APRIL 1st Best regards, The organizing committee ------------------------------------------------- Laboratoire de Mathématiques Blaise Pascal, CNRS UMR 6620 Université Clermont-Auvergne, Campus des Cézeaux 3, place Vasarely TSA 60026 CS 60026 63178 Aubière cedex, France Tel: +33 (0)4 73 40 70 50 <+330473407050> Fax: +33 (0)4 73 40 54 50 <+330473405450> stflour.lmbp(a)uca.fr

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Seminario di Michele Salvi alla Sapienza, Martedì 16/01/24
by Faggionato, Alessandra 11 Jan '24

11 Jan '24

Buongiorno Martedì 16 Gennaio Michele Salvi terrà un seminario di Probabilità al Dipartimento di Matematica della Sapienza Sotto trovate i dettagli. Grazie per l'attenzione Saluti Alessandra %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% Speaker: Michele Salvi (Università di Tor Vergata) Where: Sala di Consiglio, Dip. di Matematica, Sapienza Università di Roma When: Tuesday 16 January, 14:00 (sharp) Title: *From the Uniform to the Minimum Spanning Tree* Abstract: A spanning tree of a graph G is a connected subset of G without cycles. The *Uniform Spanning Tree* (UST) is obtained by choosing one of the possible spanning trees of G at random. The *Minimum Spanning Tree* (MST) is realised instead by putting random weights on the edges of G and then selecting the spanning tree with the smallest weight. These two models exhibit markedly different behaviours: for example, their diameter on the complete graph with n nodes transitions from n^1/2 for the UST to n^1/3 for the MST. What lies in between? We introduce a model of *Random Spanning Trees in Random Environment* (RSTRE) designed to interpolate between UST and MST. In particular, when the environment disorder is sufficiently low, the RSTRE on the complete graph has a diameter of n^1/2 as the UST. Conversely, when the disorder is high, the diameter behaves like n^1/3 as for the MST. We conjecture a smooth transition between these two values for intermediate levels of disorder. This talk is based on joint work with Rongfeng Sun and Luca Makowiec (NUS Singapore). -- ************************************************* Prof. Alessandra Faggionato https://www1.mat.uniroma1.it/people/faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 5, Phone (0039) 06 49913252 *************************************************

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Two positions in Vrije Universiteit Amsterdam (fwd)
by Tiziano Vargiolu 11 Jan '24

11 Jan '24

---------- Forwarded message ---------- Date: Wed, 10 Jan 2024 12:06:36 +0000 From: Mark PODOLSKIJ <mark.podolskij(a)uni.lu> Subject: Two positions in Vrije Universiteit Amsterdam Dear colleagues, The Department of the Mathematics of the Vrije Universiteit Amsterdam is hiring two new Assistant Professors in Mathematical Statistics and Stochastic Processes. More information can be found here: https://lnkd.in/ea8t6_qB; deadline 4 February, 2024. For exceptional, experienced candidates an appointment as associate professor is a possibility. Best, Frank and Mark

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SPASS Seminar: Lucio Galeati
by Andrea Agazzi 10 Jan '24

10 Jan '24

Dear Colleagues, We would like to invite you to the following SPASS seminar, jointly organized by UniPi, SNS, UniFi and UniSi: *A.e. uniqueness for (stochastic) Lagrangian trajectories for Leray solutions to 3D Navier-Stokes* by Lucio Galeati (EPFL) The seminar will take place on TUE, 16.01.2024 at 14:00 CET in Aula Seminari, Dipartimento di Matematica, UNIPI and streamed online at the link below. The organizers, A. Agazzi, G. Bet, A. Caraceni, F. Grotto, G. Zanco https://sites.google.com/unipi.it/spass -------------------------------------------- *Abstract: * *We revisit a result due to Robinson and Sadowski (2009), who first showed a.e. uniqueness of Lagrangian trajectories for admissible weak solutions to $3$D Navier-Stokes, for sufficiently regular $u_0$. We give an alternative proof, based on a newly established asymmetric Lusin-Lipschitz property of Leray solutions, exploited crucially in the arguments from Caravenna-Crippa (2021) and Brué-Colombo-De Lellis (2021). This approach is more robust, requiring no assumptions on $u_0$ and being applicable also to the stochastic characteristics of the system.Finally, if $u_0$ is regular (say $u_0\in H^{1/2}$), then we are able to exploit the diffusive behaviour of stochastic trajectories to further prove that, for any fixed $x_0\in\mathbb{R}^d$, path-by-path uniqueness for the SDE $d X_t = u(t,X_t) d t + d B_t, X|t=0 = x_0$.*

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talk Alessandro Doldi 23 gennaio 2024
by Emanuela Rosazza Gianin 10 Jan '24

10 Jan '24

Dear all, you are all invited to participate to the following seminar on *Tuesday 23th of January 2023 at 16:00* in Aula Seminari Demografica 2062 at University of Milano Bicocca (via degli Arcimboldi 8, Milano - building U7, 2nd floor): Speaker: *Alessandro Doldi* (University of Florence) Titolo: *Collective Arbitrage and the Value of Cooperation* Abstract: The paper aims at extending the classical Arbitrage Pricing Theory to a scenario where N agents engage in financial market investments and are permitted to collaborate through exchanges. Within this framework, we introduce the concepts of Collective Arbitrage and Collective Super-replication. Subsequently, we establish versions of the fundamental theorem of asset pricing and the pricing-hedging duality tailored to this cooperative setting. Illustrative examples demonstrate the advantages of our proposed approach. The novel notions of Collective Arbitrage and Collective Super-replication highlight the pivotal role of cooperation and the multidimensional aspect. Notably, when there is only a single agent involved, the theory reduces to the classical one. Best wishes, Emanuela ****************************************** Emanuela Rosazza Gianin Dipartimento di Statistica e Metodi Quantitativi Università di Milano-Bicocca Via Bicocca degli Arcimboldi, 8 20126 Milano Tel. 02 64483208 e-mail: emanuela.rosazza1(a)unimib.it ******************************************

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Position for Assistant/Associate Professor in Statistics at Luiss
by Marco Perone Pacifico 09 Jan '24

09 Jan '24

Please bring to the attention of anybody who might be interested: A call for a full-time position as Assistant/Associate Professor in Statistics is open at Luiss University (Rome, Italy). On the basis of the results of the call, Luiss will decide which type of position to announce officially (if Tenure Track Researcher or Associate Professor). The call will be open until mid-February, but the screening process will start earlier. Interested candidates are encouraged to submit their expression of interest by January 31, 2024. All details regarding this and 31 other open calls in many different disciplines (including Data Science, Mathematics and others) can be found at: https://www.luiss.edu/call-expression-interest-23-24 Cordially, Marco Perone Pacifico Professor of Statistics Department of Economics and Finance Luiss Libera Università Internazionale degli Studi Sociali Guido Carli Viale Romania, 32 - 00197 Roma T +39 06 85225754 mperonepacifico(a)luiss.it<mailto:lgiusti@luiss.it> www.luiss.it<http://www.luiss.it/> Il tuo 5x1000 alla Luiss: C.F. 0250871058 La presente e-mail proviene da Luiss Guido Carli e s'intende inviata per scopi lavorativi. Tutte le informazioni ivi contenute, compresi eventuali allegati, sono da ritenersi esclusivamente confidenziali e riservati secondo i termini del vigente D.Lgs. 196/2003 in materia di privacy e del Regolamento europeo 679/2016 - GDPR. È vietato qualsiasi ulteriore utilizzo non autorizzato. Qualora la stessa Le fosse pervenuta per errore, La preghiamo di eliminarla immediatamente e di darcene tempestiva comunicazione. Grazie. This e-mail message is sent by Luiss Guido Carli for business purposes. All informations contained therein, including any attachments, are for the sole use of the intended recipient and may contain confidential and privileged information pursuant to Legislative Decree 196/2003 and the European General Data Protection Regulation 679/2016 - GDPR -. Any unauthorized review, use, disclosure or distribution is prohibited. If you are not the intended recipient, please contact the sender by soon reply this e-mail and destroy all copies of the original message. Thanks

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PhD positions at UCL Statistical Science (22 January 2024)
by Cipriani, Alessandra 09 Jan '24

09 Jan '24

Dear colleagues and friends, probability theory is a central research theme at UCL Statistical Science. Our research spans several topics including: coupling, ergodic theory, growth-fragmentation, insurance risk, Lévy processes, optimal transport, point processes, random graphs, random interfaces, processes with reinforcement, scaling limits, and statistical mechanics. All PhD students in probability at UCL Statistical Science will be part of and supported by our group. They will also have the opportunity to interact with closely related areas in statistical theory such as causal inference and Markov chain Monte Carlo. In their first year, new students will have the chance to partake in basic and advanced training in probability and statistics, with the aim that a student in our group will be conversant with the main research in the probability group and will be familiar with the broader research in statistical theory. For more information, interested students are encouraged to contact: Alessandra Cipriani, a.cipriani(a)ucl.ac.uk<mailto:a.cipriani@ucl.ac.uk>; Codina Cotar, c.cotar(a)ucl.ac.uk<mailto:c.cotar@ucl.ac.uk>; Terry Soo, t.soo(a)ucl.ac.uk<mailto:t.soo@ucl.ac.uk>; Alex Watson, alexander.watson(a)ucl.ac.uk<mailto:alexander.watson@ucl.ac.uk>. Our department has a current call for studentships, which are centrally managed. Applications are invited for up to 5 PhD Studentships based at the Department of Statistical Science, UCL. The position can involve any topic within the Statistical Science remit. The positions available are: --Up to 4 Departmentally-funded Teaching Assistantships - Starting date in September 2024. --1 Studentship funded by the Heilbronn Institute - Starting date in September 2024. https://heilbronn.ac.uk/about/postgrad-students/ --Deadline for Applications: 22 January 2024. The details of these scholarships, including the eligibility requirements and application procedure are available from the link below: https://www.ucl.ac.uk/statistics/prospective-postgraduates/studentships Feel free to forward the announcement to interested colleagues and students. Best wishes, Alessandra Cipriani

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Tenure-Track Faculty Position in Data Analysis and Quantitative Methods
by Marzia Angela Cremona 08 Jan '24

08 Jan '24

Dear Colleagues, The Department of Operations and Decision Systems of Université Laval has an opening for a tenure-track faculty position in Data Analysis and Quantitative Methods. The deadline for applying is February 29, 2024. You find all details at https://www.rh.ulaval.ca/emploi/HCM/8135/votreexpertise Please forward this opportunity to anyone who might be interested! Regards, Marzia Cremona Marzia A Cremona Department of Operations and Decision Systems Université Laval T 418 656-2131, poste 412525 https://marziacremona.com<https://marziacremona.com/> Pavillon Palasis-Prince, local 2449 2325, rue de la Terrasse Québec (Québec) G1V 0A6

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Positions (PhD and postdocs) in Probability & Combinatorics, Austria
by Toninelli, Fabio Lucio 08 Jan '24

08 Jan '24

Dear colleagues, The probability and combinatorics groups at the University of Vienna, TU Vienna and TU Graz have recently been awarded a substantial grant from the Austrian Science Fund. Among other things, this 4.3M€ grant will fund 6 PhD positions and 8 postdocs for research on random discrete structures at the interface between probability/statistical mechanics and combinatorics. There will also be a number of events and scientific activities which ought to lead to a highly collaborative environment. (Stay tuned for further announcements!) PhD and postdoc applications in these areas are warmly invited. The starting date is flexible but we target a start around September 2024 or before. We encourage potentially interested candidates to consult the webpage<https://sfbrandom.univie.ac.at/> of our project for more details about the grant and associated activities; the application<https://sfbrandom.univie.ac.at/open-positions-available/> page contains both additional scientific details of the relevant projects, practical details about the positions themselves (duration, salary, etc.) and instructions for the applications. Also feel free to get in touch with one of us for any additional questions. WIth best wishes, Nathanaël Berestycki (Uni Wien, coordinator) Michael Drmota (TU Wien) Ilse Fischer (Uni Wien, co-coordinator) Mihyun Kang (TU Graz) Christian Krattenthaler (Uni Wien) Marcin Lis (TU Wien) Benedikt Stufler (TU Wien) Fabio Toninelli (TU Wien, co-coordinator)

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