- Random - Mailing list — Dipartimento di Matematica, UniPI

Workshop Announcement - "Common trends and challenges in QFT and stochastic PDEs" - Pavia 11-12/01/2024
by lorenzo zambotti 01 Dec '23

01 Dec '23

Ricevo e inoltro De: Claudio Dappiaggi <claudio.dappiaggi(a)unipv.it> Objet: Workshop Announcement - "Common trends and challenges in QFT and stochastic PDEs" - Pavia 11-12/01/2024 Date: 20 novembre 2023 à 09:46:36 UTC+1 À: Alberto Bonicelli <alberto.bonicelli01(a)universitadipavia.it> Dear Colleague, I would like to draw your attention on the upcoming workshop "Common trends and challenges in QFT and stochastic PDEs" which will take place in Pavia at the Almo Collegio Borromeo on the 11th and 12th of January 2024. Further information on the event can be found at the webpage https://sites.google.com/view/spdesqft/home and the deadline to register is the 10th of December 2023. Notice that the number of participants is limited to 40 on account of organizational restrictions. We would be grateful if you could share the content of this e-mail with your students and with all those who might be interested in this event. In addition, please, attached find a pdf poster of the workshop. Looking forward to hosting you in Pavia. Best regards, Claudio Dappiaggi (on behalf of the organizing committee) -- Claudio Dappiaggi Dipartimento di Fisica Professore Associato Fisica Matematica Via Bassi, 6 - 27100 Pavia (Italia) <http://maps.google.com/?q=Via+Bassi%2C+6+27100+Pavia+%28Italia%29> T. 0382987440 <tel:0382987440> https://claudiodappiaggi.com/

1 0

Postdoc PRIN2022 Stochastic control and games and the role of information
by Claudia Ceci 01 Dec '23

01 Dec '23

Dear all, The Department MEMOTEF, University of Roma Sapienza, is calling for applications for a postdoc funded by the PRIN 2022: *Stochastic control and games and the role of information* (PI: Prof. Claudia Ceci, 12 months). The postdoctoral fellows should have completed, or be close to completing, a PhD. *The deadline to apply is December, 29 2023.* The call is available here: https://web.uniroma1.it/trasparenza/bando/211428_bando-assegno-di-ricerca-n… Please feel free to forward this email to potentially interested candidates. Thanks and Best Regards, Claudia Ceci ************************************* Claudia Ceci Department MEMOTEF University of Rome, Sapienza Via Del Castro Laurenziano 9 Rome 00161 Italy Email: claudia.ceci(a)uniroma1.it

1 0

Assegno di ricerca: Building resilience to emerging risks in financial and insurance markets
by Gabriele Stabile 30 Nov '23

30 Nov '23

Buongiorno. Si segnala che presso il Dipartimento di metodi e modelli per l'economia, il territorio e la finanza (Università Sapienza di Roma) è stato bandito un assegno di ricerca per il settore scientifico disciplinare SECS-S/06 dal titolo: "*Building resilience to emerging risks in financial and insurance markets* ", nell'ambito del progetto PRIN 2022 con stesso titolo. L'assegno ha durata pari a *12 mesi* e il bando scadrà il *29/12/2023* Il bando è reperibile al link seguente https://web.uniroma1.it/trasparenza/dettaglio_bando_albo/211431/2023-12-29T… Gabriele Stabile

1 0

Fwd: Postdoc position in Lyon in probability / mathematical physics (2024-2026)
by Faggionato, Alessandra 29 Nov '23

29 Nov '23

Ricevo e con piacere inoltro Saluti Alessandra ---------- Forwarded message --------- Da: Christophe Garban <christophe.garban(a)gmail.com> Date: mer 29 nov 2023, 09:29 Dear colleagues, I am currently advertising a two-year postdoc position (with a possible extension to a third year) in probability/mathematical physics in University of Lyon 1, deadline January, 18th. Please transfer the announcement below to potential candidates. Thanks a lot! Best wishes, Christophe. ---------------------- Postdoc position in Lyon for 2024 Université Lyon 1 (funded by the ERC project Vortex) Applications are invited for one (possibly two) postdoctoral fellowship in probability/mathematical physics at University Lyon 1. The postdoc is funded by the European Research Council grant Vortex. Main research areas include: Villain and XY model, Coulomb gas, Berezinskii-Kosterlitz-Thouless transition, lattice gauge theory, Gaussian Free Field, Ising and dimer models, percolation, localisation and delocalisation of interfaces, classical Heisenberg model, planar statistical physics. Practical information: (you may also click on this link : http://math.univ-lyon1.fr/~garban/Fichiers/PostdocLyon2024.pdf ) - The position is for two years (with a possible extension to a third year), with a salary of approx. 38000 per year (between year 0 and 3 after PhD) and approx. 50000 euros per year (between year 3 and 7 after PhD). - Substantial financial support to attend conferences, workshops and invite collaborators will be granted. (Approx 5000 euros/year). - No teaching. - A lot of activity around probability in Lyon. - Great city :-) - The expected starting date is September 2024, but a different date may be arranged. Application and deadline: Applications including a CV, a list of publications and a (approximately) three-pages description of research interests should be sent by email to Christophe Garban (christophe.garban(a)gmail.com) before *January 18th, 2024.* Applicants should also arrange for up to three letters of recommendation to be sent to the same address. They will be evaluated first on January 19th, 2024 and then on a rolling basis. *Contacts: *(all members of the ERC project Vortex). Christophe Garban (christophe.garban(a)gmail.com) Diederik van Engelenburg (diederikvanengelenburg(a)gmail.com) Avelio Sepúlveda (lsepulveda(a)dim.uchile.cl) Jean-Marie Stéphan (stephan(a)math.univ-lyon1.fr)

1 0

Seminario di Daniel Parisi - 4 dicembre, Sapienza Università di Roma
by Giacomo Di Gesu 29 Nov '23

29 Nov '23

Buongiorno a tutti, segnalo il seguente seminario: *Lunedì 4 dicembre, ore 17:00* Sala di Consiglio, Dipartimento di Matematica, Sapienza Università di Roma *Speaker:* Daniel Parisi, Sapienza Università di Roma *Title:* Entropy and mixing time of non-local Markov chains. *Abstract:* We discuss the convergence to the stationary distribution for non-local Markov chains on general spin systems on arbitrary graphs. We show that the relative entropy functional of the corresponding Gibbs measure satisfies the block factorization of entropy, an inequality that controls the entropy on a given region V in terms of a weighted sum of the entropies on blocks A ⊂ V when each A is given an arbitrary nonnegative weight α_A. This inequality generalizes the approximate tensorization of entropy and provides a natural extension of the classical Shearer inequality satisfied by the Shannon entropy. As a consequence of block factorization, we obtain optimal bounds on the mixing time of a large class of sampling algorithms for the ferromagnetic Ising/Potts models, including non-local Markov chains such as the heat-bath block dynamics and the Swendsen-Wang dynamics. The methods also apply to spin systems with hard constraints such as q-colorings and the hard-core gas model. First, we consider spin systems on the d-dimensional lattice Z^d satisfying strong spatial mixing. Then we extend our analysis to spin systems on an arbitrary graph satisfying spectral independence. Finally, we show that the existence of a contractive coupling for any local Markov chain implies spectral independence. saluti, Giacomo Di Gesù

1 0

PhD position in Hamburg
by Michele Salvi 29 Nov '23

29 Nov '23

Ricevo ed inoltro: The Institute of Mathematics of Hamburg University of Technology invites applications for a PhD position in probability theory. The position is funded via the DFG Priority Programme 2265 Random Geometric Systems and the research topic will be on the intersection of limit theorems, Stein's method and stochastic geometry. The successful candidate is expected to have a Master's degree in Mathematics or a related field, a good background in probability theory and proficiency in written and spoken English. The position (75%, TV-L 13) is for three years. The starting date should be in spring or earlier summer 2024. Please apply by December 18, 2023 online via our application portal, where you can find more information: https://stellenportal.tuhh.de/hyuhw For questions please contact Prof. Dr. Matthias Schulte at matthias.schulte(a)tuhh.de <mailto:matthias.schulte@tuhh.de>.

1 0

Convegno in memoria di Giuseppe Da Prato
by Marco Romito 29 Nov '23

29 Nov '23

Giovedì 7 dicembre 2023, Sala Azzurra, Scuola Normale Superiore, Pisa /Una giornata scientifica in ricordo di Giuseppe Da Prato/ 9:30 saluti di Luigi Ambrosio 9:45 Mimmo Iannelli, "Ricordando Beppe, un maestro e un amico" Seguono eventuali brevi interventi liberi. 11:00 coffee break 11:30 Alessandra Lunardi, "Beppe Da Prato e 50 anni di equazioni di evoluzione" 12:30 pranzo 14:30 Lorenzo Zambotti, "Beppe Da Prato e 50 anni di SPDEs" 15:30 Chiusura di Piermarco Cannarsa ed eventuali brevi interventi. Il comitato organizzatore: Luigi Ambrosio Piermarco Cannarsa Gabriella Di Blasio Franco Flandoli Luciano Tubaro

1 0

One world probability seminar this Thursday
by Ilya Chevyrev 28 Nov '23

28 Nov '23

Dear all. The next session of the One World Probability Seminar will be this Thursday (November 30) from 14:00 to 16:00 *UTC time*.The speakers of this session are Vittoria Silvestri (University of Rome La Sapienza) and James Norris (University of Cambridge). Title, abstract and the zoom link are below the signature and can be also found on the website https://www.owprobability.org/one-world-probability-seminar. Kind regards, Ilya Chevyrev and Julio Backhoff. Title: Planar aggregation with subcritical fluctuations and the Hastings-Levitov models Abstract: The ALE (Aggregate Loewner Evolution) models describe growing random clusters on the complex plane, built by iterated composition of random conformal maps. A striking feature of these models is that they can be used to define natural off-lattice analogues of several fundamental discrete models, such as Eden growth or Diffusion Limited Aggregation, by tuning the correlation between the defining maps appropriately. In this talk I will introduce the ALE models, which include Hastings-Levitov models as particular cases, and discuss their large scale behaviour. Based on joint work with James Norris (Cambridge, UK) and Amanda Turner (Leeds, UK). Speaker 1 (14:00-15:00 UTC): Vittoria Silvestri (University of Rome La Sapienza). Title: Analysis of stochastic evolutions in infinite dimensions: application to stability of the Hastings-Levitov models Abstract: Martingales play a important role in the analysis of stochastic processes, in particular in demonstrating laws of large numbers and central limit behaviour. Motivated by the Aggregate Loewner Evolution models discussed in the preceding talk, I will discuss an interplay between martingale inequalities and Lp-multiplier estimates which allows to extend the use of martingales in an infinite-dimensional setting. (This is joint work with Vittoria Silvestri (Rome, La Sapienza) and Amanda Turner (Leeds).) Speaker 2 (15:00-16:00 UTC): James Norris (University of Cambridge). Zoom-link: https://univienna.zoom.us/j/69906409670?pwd=TUNNRFRsMUtSMHA0Y3k2eVhpdVpMQT09 Meeting ID: 699 0640 9670 Passcode: 081765

1 0

3-year Assistant Professorship in Mathematics, DCU
by Paolo Guasoni 28 Nov '23

28 Nov '23

Dear Colleagues, The School of Mathematical Sciences in Dublin City University is inviting applications for the post of Assistant Professor in Mathematics. This is a 3-year position, involving teaching and research. It is expected that the successful candidate will be in post by September 2024. Further details concerning the position may be found at https://www.dcu.ie/sites/default/files/inline-files/rc230616-advert-ap-scho… The application form for interested candidates is available to download at https://www.dcu.ie/hr/vacancies-current-vacancies-external-applicants with the closing date for applications being* Monday 8 January 2024*. Please bring this position to the attention of any interested candidates. With thanks and best wishes, John Appleby -- Professor John Appleby Head, School of Mathematical Sciences A: School of Mathematical Sciences Dublin City University Glasnevin Dublin 9 IRELAND T: +353 1 700 8232 T (secretary): +353 1 700 5293 E: John.Appleby(a)dcu.ie -- * *Séanadh Ríomhphoist/Email Disclaimer* *Tá an ríomhphost seo agus aon chomhad a sheoltar leis faoi rún agus is lena úsáid ag an seolaí agus sin amháin é. Is féidir tuilleadh a léamh anseo. <https://sites.google.com/view/seanadh-riomhphoist>* *This e-mail and any files transmitted with it are confidential and are intended solely for use by the addressee. Read more here. <https://sites.google.com/view/dcu-email-disclaimer>* * -- <https://www.facebook.com/DCU/> <https://twitter.com/DCU> <https://www.linkedin.com/company/dublin-city-university> <https://www.instagram.com/dublincityuniversity/?hl=en> <https://www.youtube.com/user/DublinCityUniversity>

1 0

PhD Scholarships in Mathematics at Heriot Watt University, Edinburgh
by Ottobre, Michela 28 Nov '23

28 Nov '23

Dear all, Heriot Watt and the Maxwell Institute for Mathematical Sciences, Edinburgh, are advertising a number of fully funded PhD Scholarships, of the duration of 3 and a half to 4 years. The research activities in Mathematics of Heriot watt and of the Maxwell Institute have an established record across the range of mathematical sciences. The Maxwell Institute is a recognised center for excellence, which ranked 3rd in the UK for quality and breadth of its research at REF2021. Our vibrant research environment is further enhanced by the presence of the International Center for Mathematical Sciences, which attracts a constant flow of national and international high calibre visitors. Applications are open in any area of Pure and Applied Mathematics, including (but not restricted to) Algebra, Mathematical Physics, Analysis of PDEs, Inverse Problems, Uncertainty Quantification, Calculus of Variations, Probability, Stochastic Analysis, Numerical Analysis, Mathematical Biology and Ecology, Modelling, Statistics, Computational Science, Actuarial Mathematics etc. A first deadline for applications is the 22nd of January 2024. After that, the online application system will remain open until end of June, but best chances are for students that apply before January 2022. For information on our programmes, see the link below https://www.maxwell.ac.uk/graduate-school/ A description of (many of) the PhD projects offered by the HW research groups can be found here https://www.hw.ac.uk/uk/schools/mathematical-computer-sciences/research/phd… We actively promote Equality, Diversity and Inclusion and welcome applications from all qualified applicants. All the Best, Michela -------------------------------------- Michela Ottobre Associate Professor of Mathematics Heriot-Watt University https://www.macs.hw.ac.uk/~mo3/ My working hours are flexible. I do not expect a reply outside of your normal working hours ________________________________ Founded in 1821, Heriot-Watt is a leader in ideas and solutions. With campuses and students across the entire globe we span the world, delivering innovation and educational excellence in business, engineering, design and the physical, social and life sciences. This email is generated from the Heriot-Watt University Group, which includes: 1. Heriot-Watt University, a Scottish charity registered under number SC000278 2. Heriot- Watt Services Limited (Oriam), Scotland's national performance centre for sport. Heriot-Watt Services Limited is a private limited company registered is Scotland with registered number SC271030 and registered office at Research & Enterprise Services Heriot-Watt University, Riccarton, Edinburgh, EH14 4AS. The contents (including any attachments) are confidential. If you are not the intended recipient of this e-mail, any disclosure, copying, distribution or use of its contents is strictly prohibited, and you should please notify the sender immediately and then delete it (including any attachments) from your system.

1 0

Course by Ismael CASTILLO (Sorbonne University)
by Matteo Ruggiero 28 Nov '23

28 Nov '23

Dear Colleagues, as part of the Visiting Professors program of the Master's Degree in Stochastics and Data Science at the University of Torino (full program available at https://www.master-sds.unito.it/go/visiting) we are pleased to announce the following course: -------------------------------------- Ismael CASTILLO (Sorbonne University) ASYMPTOTICS IN BAYESIAN NONPARAMETRICS. Syllabus: - Frequentist analysis of posterior distributions, dominated case, generic convergence theorem - Gaussian process priors and adaptation to smoothness - Deep neural network priors and deep GPs: adaptation to smoothness and structure - Variational Bayes: convergence of variational approximations -------------------------------------- The course will be held exclusively in-person, according to the following schedule: - Tue 12/12, h.16-18 - Wed 13/12, h.14-16 - Thu 14/12, h.9.15-11.15 - Thu 14/12, h.14-16 Course location: Room 30, third floor, Corso Unione Sovietica 218/bis, 10134, Turin. Participation is open to all interested. Best regards, Matteo Ruggiero --- Matteo Ruggiero University of Torino and Collegio Carlo Alberto www.matteoruggiero.it

1 0

Course Financial Risk Management by Kim Christensen in Verona, 3 lectures in presence
by Cecilia Mancini 27 Nov '23

27 Nov '23

Dear all, Professor Kim Christensen, from Aarhus University, will hold 3 lectures on the topic “Financial Risk Management ”, for master and PhD students, only IN PRESENCE. The activity is part of the PhD program at the Department of Economics, University of Verona, track Data Analysis and Finance Registration is required, deadline: Tuesday 28 November 2023, 24.00 hrs Here is the timetable 05.12.2023 14.00 – 16.30 Historical simulation, Expected shortfall, room Lab SMS8 (Santa Marta) 06.12.2023 10.00 – 12.30 Probability theory, Time series analysis, room SMT04 (Santa Marta) 06.12.2023 14.00 – 16.30 Volatility modeling, room SMT04 (Santa Marta) Department of Economics (Santa Marta), via Cantarane 24, Verona All interested people are invited to attend In case introductory and summary material on basic concepts and on Value-at-Risk is needed, we can indicate some preliminary references Description: Every day, companies around the world are exposed to various sources of financial risk. Risk management is the process by which such risk exposures are identified, measured and controlled. This course intends to introduce students to basic elements of financial risk management, including how to define risk, how we can measure risk from historical returns data, and how we can exploit stylized features of empirical risk measures to construct time series forecasts of the risk we expect to face in the future. Topics covered: - Coherent risk measures - Expected Shortfall - Historical simulation - Basic time series analysis - Time-varying volatility - Volatility modeling and forecasting - RiskMetrics - The GARCH(1,1) model Prerequisites - introduction to financial risk management, - sources of financial risk - Value-at-risk Reference text: Christofferson, P. F. (2012): Elements of Financial Risk Management. Elsevier Academic Press. Best regards, Cecilia Mancini

1 0

One world probability seminar on Thursday 30 November
by Ilya Chevyrev 24 Nov '23

24 Nov '23

Dear all. The next session of the One World Probability Seminar will be next week on Thursday (November 30) from 14:00 to 16:00 *UTC time*. The speakers of this session are Vittoria Silvestri (University of Rome La Sapienza) and James Norris (University of Cambridge). Title, abstract and the zoom link are below the signature and can be also found on the website https://www.owprobability.org/one-world-probability-seminar. Kind regards, Ilya Chevyrev and Julio Backhoff. Title: Planar aggregation with subcritical fluctuations and the Hastings-Levitov models Abstract: The ALE (Aggregate Loewner Evolution) models describe growing random clusters on the complex plane, built by iterated composition of random conformal maps. A striking feature of these models is that they can be used to define natural off-lattice analogues of several fundamental discrete models, such as Eden growth or Diffusion Limited Aggregation, by tuning the correlation between the defining maps appropriately. In this talk I will introduce the ALE models, which include Hastings-Levitov models as particular cases, and discuss their large scale behaviour. Based on joint work with James Norris (Cambridge, UK) and Amanda Turner (Leeds, UK). Speaker 1 (14:00-15:00 UTC): Vittoria Silvestri (University of Rome La Sapienza). Title: Analysis of stochastic evolutions in infinite dimensions: application to stability of the Hastings-Levitov models Abstract: Martingales play a important role in the analysis of stochastic processes, in particular in demonstrating laws of large numbers and central limit behaviour. Motivated by the Aggregate Loewner Evolution models discussed in the preceding talk, I will discuss an interplay between martingale inequalities and Lp-multiplier estimates which allows to extend the use of martingales in an infinite-dimensional setting. (This is joint work with Vittoria Silvestri (Rome, La Sapienza) and Amanda Turner (Leeds).) Speaker 2 (15:00-16:00 UTC): James Norris (University of Cambridge). Zoom-link: https://univienna.zoom.us/j/69906409670?pwd=TUNNRFRsMUtSMHA0Y3k2eVhpdVpMQT09 Meeting ID: 699 0640 9670 Passcode: 081765

1 0

Workshop EFI9 - deadline(s) approaching (fwd)
by Tiziano Vargiolu 24 Nov '23

24 Nov '23

Dear all, we invite you to submit contributions to the 9th edition of the Energy Finance Italia conference (EFI9) that will be held on February 12-14, 2024 at the University of Bari. The conference puts together researchers and practitioners working in all areas of Energy-Finance & Climate-Change related research in economics, finance, engineering, data science and mathematics. Young researchers and practitioners are especially welcome. Keynote speaker: Ruediger Kiesel (University of Duisburg/Essen). Best paper prize: EFI prize, for authors born after January 1st, 1994 A special issue of "Energy Economics" will be associated with this conference. More information on the website https://events.math.unipd.it/EFI9/home IMPORTANT DATES: - Deadline for proposals of organized sessions: Nov. 27, 2023 (NEXT MONDAY!) - Deadline for abstracts/papers submissions: Dec. 4, 2023, - Notification of abstract/paper acceptance: Dec. 18, 2023. - Early bird registration: Dec. 22, 2023 VENUE: Department of Business and Law Studies Largo Abbazia Santa Scolastica 53, Bari Looking forward to meet you in Bari! Best Regards for the Organizing committee: Viviana Fanelli and Tiziano Vargiolu

1 0

Executive Master in Quantum Machine Learning - the Ca' Foscari University of Venice
by Marco Corazza 24 Nov '23

24 Nov '23

Kind All, I'm pleased to present to you the second edition of the *Executive Master in Quantum Machine Learning* <https://www.cafoscarichallengeschool.it/en/master/quantum-machine-learning-…> at the Ca' Foscari University of Venice, which explores *Machine Learning*, *Quantum Computing*, *FinTech*, and others. The Master’s Program has a duration of *one year* and is delivered through *online streaming*, Fridays and Saturdays, full time. The course is scheduled to start in *February 2024*. Candidates have to submit the application for admission by *January*, the *14th 2024*. You can join the *Open-Lesson* on FinTech applications scheduled on *December 2nd, 2023*, starting from *2:00 pm* (Italian time). The Master’s degree Program can rely on important partners and sponsors, including: *Be | Shaping the future*, *Deep Learning Italy*, *IBM*, *Qi4M - AI for Finance*. You can find general information at the following link <https://www.cafoscarichallengeschool.it/wp-content/uploads/2023/05/Descript…> . I respectfully request the widest dissemination of this note. Sincerely, Marco Corazza -- Marco Corazza, Ph.D. Department of Economics - Ca' Foscari University of Venice Cannaregio 873, 30121 Venezia, Italy Mobile: (+39) 366 602-9134 Phone: (+39) 041 234-6921 Fax: (+39) 041 234-7444 E-mail: corazza(a)unive.it Editor-in-Chief: Mathematical Methods in Economics and Finance - www.unive.it/m2ef --

1 0

Postodoctoral position at Istituto Nazionale di Geofisica e Vulcanologia, Sezione di Pisa
by Andrea Bevilacqua 24 Nov '23

24 Nov '23

Dear colleagues The National Institute of Geophysics and Volcanology, Pisa Section, has announced an open position for a postdoctoral fellowship titled "Assessment of Volcanic Hazard", funded by the following research project: "Multiparametric Networks, Development of early warning systems and quantitative models for assessing the hazard and risk of Stromboli". Interested candidates may submit their applications following the procedure explained in the documents attached. The original call is in Italian, but an English translation is provided. Speaking Italian is not required. *The deadline for applications is December 16, 2023. * Future updates will be found at the following link: https://istituto.ingv.it/it/amministrazionetrasparente/bandi-di-concorso/as… [BANDO PISA N. 5/2023]. The research activities envisaged during the fellowship will focus on the "Quantitative assessment of volcanic hazard through mathematical models, probabilistic analyses, and techniques for uncertainty quantification", including: 1. Estimation of the occurrence probability of volcanic phenomena. 2. Numerical models of hazardous phenomena in explosive volcanism. 3. Mapping volcanic hazard with uncertainty quantification. *Candidates must have completed a Ph.D.* The research group into which the successful candidate will be integrated possesses expertise spanning from numerical modeling of volcanic processes to hazard estimation using statistical and mathematical models, as well as the collection and analysis of volcanological data and related uncertainties. During the fellowship, there will be encouragement for both deepening and enhancing the candidate's field of expertise and their integration and growth within a multidisciplinary and stimulating environment. Duration: 12 months, with the possibility of an extension. Start date: January 2024, with possible flexibility. Best wishes Andrea Bevilacqua

1 0

Postdoctoral fellowship at the University of Verona
by Giuseppe Buccheri 23 Nov '23

23 Nov '23

Dear all, The Department of Economics of the University of Verona has announced the availability of a postdoctoral fellowship funded under the following research project: Realized Random Graphs: A New Econometric Methodology for the Inference of Dynamic Networks, PI: Prof. Giuseppe Buccheri, funded by PRIN 2022. Interested candidates may submit their applications through the following link: https://www.univr.it/it/concorsi/assegnisti-di-ricerca/assegni-di-ricerca/0… The deadline is December 7, 2023. The postdoctoral fellow should have completed, or be close to completing, a PhD with substantial training in quantitative skills (statistics, econometrics, math, physics). Some experience in economics and finance is preferred but not strictly necessary. The project involves theoretical and empirical research. The candidate will join a strong and vibrant quantitative group which includes 10+ researchers. Interaction with the group is encouraged. Job duration: 18 months, extendible up to 2 years. Start date: January 2024, with some flexibility. Teaching: none. Remuneration scheme is competitive. Giuseppe Buccheri Assistant Professor of Econometrics (RTDB) Department of Economics University of Verona Polo Santa Marta, Floor 1, Room 1.70 Via Cantarane, 24, 37129 Verona VR

1 0

SPASS Seminar: Lucie Laurence
by Andrea Agazzi 23 Nov '23

23 Nov '23

Dear Colleagues, We would like to invite you to the following SPASS seminar, jointly organized by UniPi, SNS, UniFi and UniSi: *Scaling methods for stochastic chemical reaction networks * by Lucie Laurence (INRIA Paris) The seminar will take place on TUE, 28.11.2023 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: **In this talk we investigate stochastic chemical reaction networks (CRNs) with scaling methods. This approach is used to study the stability properties of the associated Markov processes, but also to investigate the transient behavior of the sample paths. It also gives insight on the impact of specific features of these networks such as their polynomial reaction rates, leading to the coexistence of multiple timescales. Some examples of CRNs are discussed to illustrate the multiple timescales involved in the decay of the norm of the state when the CRN starts from a “large” initial state. A detailed scaling analysis of an interesting CRN exhibiting a slow decrease of the norm of the state is presented.*

1 0

Fwd: phd position
by Federica Masiero 23 Nov '23

23 Nov '23

Ricevo e inoltro. Buona giornata Federica ---------- Forwarded message --------- Da: Mark Veraar <M.C.Veraar(a)tudelft.nl> Date: mer 22 nov 2023 alle ore 09:41 Subject: phd position To: Mark Veraar <M.C.Veraar(a)tudelft.nl> Dear all, There is a new opening for a PhD student within my NWO vici project “Foundations of SPDE”. It would be great if you could forward this message to candidates who might be interested. Job details (tudelft.nl) <https://www.tudelft.nl/over-tu-delft/werken-bij-tu-delft/vacatures/details?…> The deadline for applications is January 31st, 2024. Thanks in advance. Best Mark Veraar -- Federica Masiero Dipartimento di Matematica e Applicazioni, Università di Milano Bicocca, Edificio U5 via Roberto Cozzi, 55, 20126 Milano

1 0

XXV Workshop on Quantitative Finance (QFW2024) - Bologna April 11th-13th, 2024
by Giacomo Bormetti 22 Nov '23

22 Nov '23

Dear Colleagues, We are delighted to announce that the XXV Workshop on Quantitative Finance (QFW2024) will take place in Bologna on April 11th-13th, 2024. The Alma Mater University of Bologna will host the meeting. Attendance is free of charge but registration is compulsory. A second announcement will make the call for papers and further details available soon. We are looking forward to meeting you in Bologna, save the date! Giacomo Bormetti On behalf of the Organizing Committee Giacomo Bormetti https://www.unibo.it/sitoweb/giacomo.bormetti

1 0

CIME summer school
by Michele Salvi 22 Nov '23

22 Nov '23

We are glad to announce the CIME summer school "High-Dimensional Approximation: From Theoretical Foundations to Machine Learning and PDEs" which will take place in Cetraro (Italy), at the Grand Hotel San Michele, during the week of September 23-27, 2024. The school will focus on the challenges and state-of-the-art solution strategies for addressing high-dimensional approximation problems. Courses: - Adaptivity in High-Dimensional Statistical Learning (Francis Bach) - Numerics of High-Dimensional PDEs (Markus Bachmayr) - High-Dimensional Approximation in Machine Learning (Gitta Kutyniok) - High-Dimensional Integration (Dirk Nuyens) - Compressive Sensing (Holger Rauhut) The application deadline is May 15, 2024. There are no registration fees. Moreover, PhD students and junior postdocs may request for a CIME grant to cover local accommodation costs. Further information can be found at https://www.mat.uniroma2.it/~speleers/cime2024/ We look forward to welcoming you in Cetraro in September, 2024. The course directors: Albert Cohen Domenico Marinucci Hendrik Speleers

1 0

Fwd: Postdoc position
by Florian Bechtold 22 Nov '23

22 Nov '23

---------- Forwarded message --------- Von: Martina Hofmanova <hofmanova(a)math.uni-bielefeld.de> Date: Mo., 13. Nov. 2023 um 16:37 Uhr Subject: Postdoc position Dear all, could you please forward the attached job announcement to people you know? https://uni-bielefeld.hr4you.org/job/view/2929/research-position?page_lang=… Thanks! Best, M

1 0

Fwd: Seminario Padova - Dario Trevisan
by Alekos Cecchin 21 Nov '23

21 Nov '23

Buongiorno a tutti, Vorremmo segnalarvi che questo venerdì (24 Novembre) 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: *Dario Trevisan* (Università di Pisa) *Title*: On the Concave One-Dimensional Random Assignment Problem: Kantorovich Meets Young *Date*: November 24, 2023 at 14:30, room 1BC50, Torre Archimede, Padova *Abstract*: We consider the assignment (or bipartite matching) problem between n source points and n target points on the real line, where the assignment cost is a concave power of the distance, |x-y|^p, for 0<p<1. It is known that, differently from the convex case (p>1) where the solution is rigid, i.e. it does not depend on p, in the concave case it may varies with p and exhibit interesting long-range connections, making it more appropriate to model realistic situations, e.g. in economics and biology. In the random version of the problem, the points are samples of i.i.d. random variables, and one is interested in typical properties as the sample size n grows. Barthe and Bordenave in 2013 proved asymptotic upper and lower bounds in the range 0<p<1/2, which they conjectured to be sharp. Bobkov and Ledoux, in 2020, using optimal transport and Fourier-analytic tools, determined explicit upper bounds for the average assignment cost in the full range 0<p<1, naturally yielding to the conjecture that a "phase transition" occurs at p=1/2. We settle affirmatively both conjectures. The novel mathematical tool that we develop, and may be of independent interest, is a formulation of Kantorovich problem based on Young integration theory, where the difference between two measures is replaced by the weak derivative of a function with finite q-variation. Joint work with M. Goldman (arXiv:2305.09234). Vi aspettiamo numerosi! Alberto Chiarini e Alekos Cecchin

1 0

Kloeden PhD-course
by Stefania Ugolini 21 Nov '23

21 Nov '23

Dear All, we are pleased to invite you to the following PhD-course at the Department of Mathematics, Università degli Studi di Milano, Numerical Approximations of Stochastic Partial Differential Equations by Prof. Peter Kloeden (Università di Francoforte) The three lectures will be held at the Department of Mathematics, Via Saldini 50, in the PhD-Room, located at the first floor near the elevator, according to the following schedule: Tuesday 28 November 2023. Aula Dottorato 9:30-12:30 Wednesday 29 November 2023. Aula dottorato: 9:30-12:30 Thursday 30 Novembre 2023. Aula dottorato: 9:30-12:30 The lectures will also be available via zoom at the following link: https://us02web.zoom.us/j/6815552946 Best Regards, Daniela Morale and Stefania Ugolini.

1 0

Doctorate course in Milano
by Stefania Ugolini 21 Nov '23

21 Nov '23

Dear All, we are pleased to invite you to the following course at the Department of Mathematics, Università degli Studi di Milano, Numerical Approximations of Stochastic Partial Differential Equations by Prof. Peter Kloeden (Università di Francoforte-emerito) The three lessons will be held at the Department of Mathematics, Via Saldini 50, in the Doctoral Room, which is located on the second floor near the elevator, according to the following calendar: Martedì 28 novembre 2023. Aula Dottorato 9:30-12:30 Mercoledì 29 novembre 2023. Aula dottorato: 9:30-12:30 Giovedì 30 novembre 2023. Aula dottorato: 9:30-12:30 The lessons will also be broadcast via zoom at the following link:

1 0

Assegno di ricerca, deep learning per immagini mediche, scadenza 29 novembre
by Maurizio Parton 21 Nov '23

21 Nov '23

Carissimi, vi scrivo per pubblicizzare un bando per assegno di ricerca, con scadenza 29 novembre (tra 8 giorni). L'assegno è di 18 mesi, per un compenso lordo di 48K€ (il 33% in più del normale per gli assegni di ricerca). L'argomento è l'analisi di dati medici (prevalentemente immagini, ma non solo) per inferenza su variabili predittive della salute futura del paziente (speranza di vita, probabilità di fratture, e altro). Il tema di ricerca è descritto con qualche dettaglio in più qui (assegno #14): https://www.unich.it/sites/default/files/scheda_1declaratoria_assegni_2.pdf. Background in questo tipo di analisi è benvenuto, ma non necessario, perché è previsto un periodo iniziale di formazione sull'argomento. Il bando è scaricabile a https://www.unich.it/ateneo/concorsi-e-gare/assegni-di-ricerca, per ora è il secondo avviso (cercate "D.R. n.1593 prot. n.72998" per trovarlo). Per qualunque richiesta di informazioni, scrivere a maurizio.parton(a)unich.it. Grazie a tutti, a presto. Maurizio

1 0

Announcement: Quantum Computing for Finance – Course by Prof. Jacquier - 04.12-07.12.2023
by Viktoria Schildhammer 21 Nov '23

21 Nov '23

Dear colleagues, We would like to announce the following course: “Quantum Computing for Finance” held by Professor Antoine Jacquier taking place at the University of Vienna, at the department for Statistics and Operations Research at Kolingasse 14-16, 1090 (https://quarimafi.univie.ac.at/quantum-computing-finance/) The course will take place from Monday, 04.12.2023, until Thursday, 07.12.2023. It is aimed at PhD students and researchers who want to get acquainted with quantum computing and its potential applications in the finance . Please find the preliminary program for the course here: https://quarimafi.univie.ac.at/quantum-computing-finance/programm/. The abstract of the course and a short bio of Antoine Jacquier can be found below and on the website. Attending the course is for free, but please register via email to <viktoria.schildhammer(a)univie.ac.at>. The registration deadline is the 30.11.2023. This is the last day where registrations will be accepted. Please also mention in your registration email your full name and affiliation! In case of problems / questions, please do not hesitate to send us an e-mail! We are looking very much forward to welcoming you at the course! Kind regards, Prof. Christa Cuchiero and Viktoria Schildhammer ------------------------------- Abstract: Quantum Computing, relegated for decades as a spooky distant myth, is now becoming a reality. To wit, quantum computers (albeit small in scale) are already available, developed by the likes of IBM, Rigetti, D-Wave, Google, Microsoft, ..... However, a quantum computer is not simply a bigger and more powerful computer, and requires a whole new set of algorithms to be written to perform useful tasks. These, and the underlying technology, draw from the laws of quantum mechanics, fundamentally different from our usual numerical toolbox. The goal of this course is to provide a mathematical introduction to Quantum Computing and to highlight applications in Quantitative Finance, in particular for Monte Carlo simulations, machine learning and optimisation. Numerical examples (through python) will also be introduced to provide a tangible reality. Bio: Antoine Jacquier is Professor of Mathematics in the Department of Mathematics at Imperial College London. His research interests range from Probability Theory and Stochastic Analysis to Numerical Analysis and Quantum Computing, with a view towards applications in Mathematical Finance. For more details on his research or his published papers, please visit his homepage: https://jackantoinejacquie.wixsite.com/jacquier.

1 0

GAMM Annual meeting 2024 - section on uncertainty quantification, deadline approaching
by Lorenzo Tamellini 21 Nov '23

21 Nov '23

(apologies for cross-posting) Dear colleagues, this is just a reminder that the deadline for submitting abstracts to the sessions on uncertainty quantification at the upcoming GAMM annual meeting is approaching fast (December 1st). If you are interested in joining us, please submit an abstract at your earliest convenience at the link below. Best regards, Kerstin Lux-Gottschalk (TU Eindhoven, The Netherlands), Lorenzo Tamellini (CNR IMATI, Italy) Il giorno mar 31 ott 2023 alle ore 09:23 Lorenzo Tamellini < tamellini(a)imati.cnr.it> ha scritto: > (apologies for cross-posting) > > Dear colleagues, > > We are happy to announce that the submission of abstracts to the > uncertainty quantification Section of the upcoming GAMM annual meeting has > opened: > https://jahrestagung.gamm.org/annual-meeting-2024/94th-annual-meeting/ > > - *When? *March 18-22, 2024. > - *Where?* Magdeburg, Germany. > - *Deadline for submission of abstracts?* December 1st, 2023. > > We are excited to announce our four keynote speakers: > > - *Omar Knio (KAUST, Saudi Arabia):* “Dynamical and neural network > approaches to downscaling of noisy and partial observations” > - *Linus Seelinger (Karlsruhe Institute of Technology, Germany):* > “UM-Bridge: Bridging the Gap between Advanced UQ and Advanced Models from > Prototype to HPC” > - *Elisabeth Ullmann (TU Munich, Germany):* "Rare event estimation > with PDE-based models" > - *Carlo Marcati (University of Pavia, Italy):* "Neural network > surrogates for elliptic PDEs" > > > We are looking forward to seeing many of you in Magdeburg. It will be a > great chance to connect to the GAMM Activity Group on uncertainty > quantification and discuss the latest advances in the field. > > Best regards, > Kerstin Lux-Gottschalk (TU Eindhoven, The Netherlands), > Lorenzo Tamellini (CNR IMATI, Italy) >

1 0

postdoc opportunity
by Ciamac Moallemi 20 Nov '23

20 Nov '23

Dear Colleagues, Tim Roughgarden and I are looking for a postdoc to work with us on issues related to the incentives/economics in blockchain technology and decentralized finance, see the advertisement below. If you could kindly circulate to any interesting parties, I’d greatly appreciate it! Best, Ciamac. --- Ciamac Moallemi William von Mueffling Professor of Business Graduate School of Business Columbia University email: ciamac(a)gsb.columbia.edu <mailto:ciamac@gsb.columbia.edu> www: http://moallemi.gsb.columbia.edu <http://moallemi.gsb.columbia.edu/> Job Description & Qualification The Briger Family Digital Finance Lab at Columbia Business School is pleased to announce that it is seeking to hire an inaugural Briger Family Postdoctoral Research Scholar, with a research focus on blockchain and decentralized finance for a period of two years. The Postdoctoral Research Scholar will receive a research budget and collaborate on projects of mutual interest with Ciamac Moallemi (Columbia Business School) and Tim Roughgarden (Columbia CS). The ideal candidate will have an interest in conducting research relevant to issues related to (1) economics and incentives in decentralized blockchain systems, including (but not limited to) topics such as resource pricing, maximal extracted value (MEV), proposer-builder separation, rollups, etc.; and/or (2) decentralized finance, including topics such as the design and analysis of protocols for decentralized exchanges or decentralized lending. Applicants should have a Ph.D. (or expect to complete theirs by Fall 2024) in computer science, operations research, economics, or a related field from an accredited institution and have a record of being an outstanding scholar in every respect. Teaching is not required, but we expect that the applicant participate in the broader mission of the Briger Family Digital Finance Lab, for example, aiding in organizing conferences and panel discussions and outreach to students and industry practitioners . Columbia Business School is a dynamic center of research, with faculty, postdoctoral and visiting scholars, and doctoral students taking a wide range of approaches to social science research with applied implications. More information about Columbia Business School can be found at https://home.gsb.columbia.edu/. Applicants should submit (1) a cover letter; (2) a research statement describing research interests and accomplishments including research they would like to conduct (or have conducted) in blockchain or decentralized finance; (3) a C.V.; and (4) two letters of recommendation. Please email the materials with subject line “Postdoc Briger Family Digital Finance Lab” to dfi(a)gsb.columbia.edu <mailto:dfi@gsb.columbia.edu> Applications will be reviewed on a rolling basis and should be submitted by December 15th in order to receive full consideration. We expect to make a decision by April 1st. The anticipated start date for this position is July 1, 2024. Columbia University is an Equal Opportunity/Affirmative Action employer. Women and underrepresented minorities are particularly encouraged to apply. Application Procedure Applicants should submit (1) a cover letter; (2) a research statement describing research interests and accomplishments including research they would like to conduct (or have conducted) in blockchain or decentralized finance; (3) a C.V.; and (4) two letters of recommendation. Please email the materials with subject line “Postdoc Briger Family Digital Finance Lab” to dfi(a)gsb.columbia.edu <mailto:dfi@gsb.columbia.edu> For Additional Questions dfi(a)gsb.columbia.edu <mailto:dfi@gsb.columbia.edu> Website https://business.columbia.edu/dfi/labs/briger-family-digital-finance-lab

1 0

3-year post-doctoral position at the Center for Mathematical Economcics of Bielefeld University
by Ferrari, Giorgio 20 Nov '23

20 Nov '23

Dear Colleagues, please find below the announcement of a 3-year post-doctoral position at the Center for Mathematical Economcics of Bielefeld University. Please forward this message to potential candidates. Best wishes, Giorgio Ferrari %%%%%%%%%%%% * * *Postdoctoral Position for Three Years in Economics, Finance, or Related Fields* *Advertiser:* Center of Mathematical Economics (IMW), Bielefeld University *Field(s) of specialization: *Finance - Microeconomics - Theory - Behavioral Economics - Computational Economics - Decision Sciences - Insurance *Position type(s):* Postdoctoral Scholar *Location of job: *Universitätsstraße 25, Bielefeld, NRW, 33615, Germany (map <https://econjobmarket.org/mapPosition/10289>) *Degree required:* Doctorate *Job start date:* 2024-04-01 *Job duration:* 3 years *Letters of reference required:* 2 *Target date for applications:* 4 Dec 2023 *Application deadline:* 7 Dec 2023 midnight UTC <https://en.wikipedia.org/wiki/Coordinated_Universal_Time> (accepting applications) *Posting end date:* 30 Dec 2023 *Interviews:* Interviews will be conducted remotely by video starting December, 2023. *Ad text:* The Center for Mathematical Economics at Bielefeld University offers a three-year postdoctoral position. The position is allocated to the newly established Research Training Group 'Coping with Uncertainty in Dynamic Economies' (CUDE), which is concerned with a new subfield in economic theory that merges two features central to current and future economies: uncertainty and dynamics. Here, uncertainty is understood in the sense of Frank Knight, in that decision makers struggle to assign reliable estimates of probabilities to future events. This Knightian uncertainty is widely believed to capture our world's mega trends such as climate change, energy crisis, migration, pandemics, and technological development. Its analysis has been a central research topic in decision theory for the last two decades, and increasingly in microeconomic theory more generally, currently being explored at research centers around the world. As main innovation of our program, we seek to explore the implications of uncertainty in dynamic economies, which is vastly understudied at present but critical to answer the economic questions raised by the aforementioned mega trends. For more information, you can visit the Website: https://www.uni-bielefeld.de/zwe/imw/cude/ The position is available as soon as April 1 2024, yet later starts are also possible.

1 0

Seminar in Statistics - NICOLO' CESA BIANCHI
by Pierpaolo De Blasi 20 Nov '23

20 Nov '23

SEMINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO <https://www.carloalberto.org/events/category/seminars/seminars-in-statistic…> Venerdi 24 Novembre 2023, alle ore 12.00, presso il Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario: ------------------------------------------------ Speaker: Nicolò Cesa Bianchi (University of Milano) Title: *The power of cooperation in networks of learning agents* Abstract: We study the power of cooperation in a network of agents that exchange information with each other to learn faster. In the talk, we show the extent to which cooperation allows to prove performance bounds that are strictly better than the known bounds for non-cooperating agents. Our results are formulated within the online learning setting and hold either when agents learn a single common task or when each agent learns a different task. ------------------------------------------------ Sarà possibile seguire il seminario anche in streaming: Join Zoom Meeting <https://us02web.zoom.us/j/86081143933?pwd=ZkNVYmkxZWh1WDRzQldhL1NSNVV1UT09> 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/>

1 0

Bando per ricercatore TD in statistica al CNR-IMATI - progetto PNRR
by Antonella Bodini 20 Nov '23

20 Nov '23

Con preghiera di massima diffusione, si ricorda che *il 30 novembre scade* il bando 400.17 IMATI PNRR per l'assunzione a tempo determinato di un ricercatore III livello (livello iniziale) presso la sede di Milano dell'Istituto di Matematica Applicata e Tecnologie Informatiche del CNR (IMATI-CNR). L'attività di ricerca riguarderà lo *sviluppo e la validazione di metodi statistici e modelli stocastici con applicazioni a (i) modellazione ed analisi di dati da sondaggi (survey); (ii) studio e valutazione di impatto di tecnologie intelligenti secondo un approccio di Health Technology Assessment*. Tale attività sarà svolta nell'ambito del progetto PNNR "Robotics and AI for Socio-economic Empowerment" (RAISE). Il bando è pubblicato al sito https://selezionionline.cnr.it/jconon/search-call?filters-codice=400.17# Cordiali saluti, Antonella Bodini

1 0

Position in Cardiff
by Enrico Scalas 20 Nov '23

20 Nov '23

Dear Colleagues, I am forwarding an ad for a lecturer position in Cardiff, UK. More details are available from: https://www.jobs.ac.uk/job/DEB167/lecturer-in-statistics Best wishes, Enrico Scalas -- Applications are invited for a Lectureship in Statistics in the School of Mathematics at Cardiff University. You will have expertise aligned to the School’s Statistics Research Group and will have an established research record in the area of statistics. You will be expected to contribute to our taught programmes, which will also include the supervision of projects for our taught Masters programmes. The School of Mathematics is a research-led School in Cardiff University, one of the UK’s leading universities, with a reputation for internationally excellent research and high-quality teaching. Further information on the School can be found at: http://www.cardiff.ac.uk/mathematics The successful candidate will be appointed at Grade 6 or Grade 7 depending on their skills and experience. This is a full-time, open-ended post, starting on 1st January 2024 or as soon as possible thereafter. Salary: £39,347 - £44,263 per annum (Grade 6) or £49,794 - £54,395 per annum (Grade 7). We particularly welcome applications from women as they are under-represented at Cardiff University in this field. Informal enquiries may be made to Professor Jon Gillard (Head of Statistics Research Group, gillardjw(a)cardiff.ac.uk) or Professor Maggie Chen ( chenJ60(a)cardiff.ac.uk) Closing date: Monday, 8 January 2024

1 0

SPASS Seminar: Michele Stecconi
by Andrea Agazzi 20 Nov '23

20 Nov '23

Dear Colleagues, We would like to invite you to the following SPASS seminar, jointly organized by UniPi, SNS, UniFi and UniSi: *Sobolev-Malliavin regularity of the nodal volume* by Michele Stecconi (University of Luxemburg) The seminar will take place on TUE, 21.11.2023 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: *Consider the nodal volume of a non-degenerate (in a sense to specify) Gaussian random field defined on a compact Riemannian manifold of dimension d greater or equal to 2. We prove that the law of such random variable has an absolutely continuous component, as a direct consequence of its Fréchet differentiability. Moreover, we give an explicit formula for the derivative (the mean curvature). The non-singularity of the law had already been established by Angst and Poly for stationary fields on the d-torus, in dimension d>2, via Malliavin calculus. In this work the two dimensional case remained open, in particular, the Malliavin differentiability of the nodal length was unknown. We prove that the nodal volume admits a L2 Malliavin derivative, for d>2 and that in the case d=2, this is false, but the Malliavin derivative still exists in L1. A fundamental ingredient is to understand the Sobolev regularity of the function f(t) that expresses the volume of the level t of a “typical” Morse function. (A joint work with Giovanni Peccati.)

1 0

Call for applications - PhD in Statistics and Computer Science @Bocconi
by Antonio Lijoi 19 Nov '23

19 Nov '23

*********************** 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. A PhD Day (online) will take place on November 22, at 3pm CET. Interested students may visit https://www.unibocconi.eu/wps/wcm/connect/bocconi/sitopubblico_en/navigatio… and sign up for participation to the presentations of both the Bocconi PhD School and the PhD in Statistics and Computer Science. 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)

1 0

Lectures on “Discretization of Processes” by Jean Jacod in Verona from 27/11
by Cecilia Mancini 18 Nov '23

18 Nov '23

Dear all, professor Jean Jacod will hold 6 lectures on the topic “Discretization of Processes” within the PhD program of the Department of Economics, University of Verona, track Data Analysis and Finance Here is the timetable Monday 27/11, 15:00-17:45 Wednesday 29/11, 10:00-12:45 Monday 11/12, 15:00-17:45 Wednesday 13/12, 10:00-12:45 Monday 8/1/2024, 15:00-17:45 Wednesday 10/1, 10:00-12:45 aula Vaona, Department of Economics, 1st floor via Cantarane 24, Verona All interested people are invited to attend Best regards, Cecilia

1 0

PostDoc position - Dept. of Mathematics, University of Turin
by Bruno Toaldo 17 Nov '23

17 Nov '23

Dear All, A call for a *15-month** post-doc position* is open at the *Department of Mathematics, University of Turin.* The position is funded by the PRIN2022: Non-Markovian Dynamics and non-local equations. The details of the call are at https://pica.cineca.it/unito/assegni-di-ricerca-unito-2023-iii/file/BANDO%2… Here is the link for applying https://pica.cineca.it/unito/assegni-di-ricerca-unito-2023-iii/ Monthly Salary: €2084 (gross). The *deadline is Nov 23 at 1.00pm.* I would be grateful if you could forward this message to any potentially interested candidate. Thanks and best regards, Bruno Toaldo

2 1

Three positions (Full/Associate/Assistant Prof.) at the University of Bath, UK
by Federico Cornalba 15 Nov '23

15 Nov '23

Dear All, the Department of Mathematical Sciences at the University of Bath UK are currently advertising three positions, one at each level of seniority (Full Professor / Associate Professor / Assistant Professor). These positions are expected to be broadly related to one or more of the following areas: Applied Mathematics, Statistics, Probability, and Data Science. The precise details of the calls can be found in the forwarded email below (application deadline: January 10, 2024). I would be grateful if you could forward this message to potentially interested candidates. Best, Federico --------------------------------------------------------------- Federico Cornalba Lecturer (Assistant Professor) in Mathematics University of Bath Bath BA2 7AY, UK --------------------------------------------------------------- ________________________________ From: maths-group-request(a)lists.bath.ac.uk <maths-group-request(a)lists.bath.ac.uk> on behalf of Gunnar Traustason <gt223(a)bath.ac.uk> Sent: Wednesday, November 15, 2023 1:42 PM To: maths-staff <maths-staff(a)lists.bath.ac.uk> Subject: [maths-staff] Three positions to replace Andreas, Clarice and Paul Dear Colleagues, We are currently advertising for three positions to replace Andreas, Clarice and Paul. ED11095 Professor http://www.bath.ac.uk/jobs/Vacancy.aspx?ref=ED11095 ED11094 Senior Lecturer or Reader (Associate Professor) http://www.bath.ac.uk/jobs/Vacancy.aspx?ref=ED11094 ED11093 Lecturer in Mathematics http://www.bath.ac.uk/jobs/Vacancy.aspx?ref=ED11093 The application deadline is 10 January 2024. Please circulate as widely as possible! Best wishes, Gunnar ------------------------------------------------------------------------------------------------------- Gunnar Traustason Professor in Pure Mathematics Head of Department of Mathematical Sciences University of Bath, UK ------------------------------------------------------------------------------------------------------ You may receive this email outside normal working hours. No response is expected outside your working hours.

1 0

Assegno di ricerca on “Liquidity and systemic risks in centralized and decentralized crypto markets”
by Fabrizio Lillo 15 Nov '23

15 Nov '23

Dear colleagues, I would like to advertise the call for a two-year research fellowship (assegno di ricerca) at the Department of Mathematics of the University of Bologna. The title of the position is “*Liquidity and systemic risks in centralized and decentralized crypto markets*” and is part of the PRIN 2022 research project “Liquidity and systemic risks in centralized and decentralized markets”. The selection is open to candidates in possession of the following qualification: Master Degree or equivalent title in Banking, finance and insurance economics, Economics of financial institutions and markets, Economics and Finance, Physics, Computer Science, Mathematics, Economic, statistical and social sciences, Statistical and economic sciences, Statistics with appropriate scientific and professional curriculum. The deadline for applications is December, 10th 2023 and the expected starting date is February 1, 2024. The call, both in Italian and English, as well as instructions for application, can be found here: https://bandi.unibo.it/ricerca/assegni-ricerca?id_bando=67015 Do not hesitate to contact me for further information. Best regards, Fabrizio Lillo ---------------------------------------- Fabrizio Lillo Dipartimento di Matematica, Università di Bologna Scuola Normale Superiore, Pisa ITALY Personal website: fabriziolillo.wordpress.com University website: www.unibo.it/sitoweb/fabrizio.lillo <http://fabriziolillo.wordpress.com/> phone: +39 050509159

1 0

Expression of interest - Associate or Full Professor in Verona
by Alessandro Gnoatto 15 Nov '23

15 Nov '23

Expression of Interest Department of Economics - University of Verona The Department of Economics<https://www.dse.univr.it/?lang=en> at the University of Verona is currently seeking qualified candidates for the position of Associate or Full Professor in Economics, Statistics, Mathematical Finance or Financial Econometrics. Besides an excellent research record, the Department values the ability to secure research funding through competitive bids at both the national and international levels. Interested candidates, that must hold an equivalent position abroad, are requested to send their expression of interest to giampietro.cipriani(a)univr.it<mailto:giampietro.cipriani@univr.it>, along with their complete curriculum vitae and their three best publications. The deadline for submissions is December 1, 2023. Recognized by the Italian Ministry of University as one of the "Departments of Excellence," the Department of Economics at the University of Verona has received exceptional funding for the period 2023-2027. Our faculty boasts a young average age and maintains a gender balance. We have implemented a recruitment policy aimed at attracting talented scholars, both from Italy and abroad, in order to further enhance our dynamic and inclusive academic environment. — Prof. Alessandro Gnoatto Presidente del CdLM "Banca e Finanza" Dipartimento di Scienze Economiche Università degli Studi di Verona Via Cantarane 24 37129, Verona, Italy Room 1.05 Tel: +39 045 802 8537 Homepage: www.alessandrognoatto.com<http://www.alessandrognoatto.com> E-mail: alessandro.gnoatto(a)univr.it<mailto:alessandro.gnoatto@univr.it> -------------------------------------------------- View my research on my SSRN Author page: http://ssrn.com/author=1615989 --------------------------------------------------

1 0

Reminder: 4th Italian Meeting on Probability and Mathematical Statistics
by Michele Salvi 14 Nov '23

14 Nov '23

Dear all, This is a reminder that the 4th Italian Meeting on Probability and Mathematical Statistics will take place in Rome from the 10th to the 14th of June 2024. We invite everyone interested in contributing to the event to submit proposals for a Contributed Session, please refer to the details provided here <https://probabilityrome2024.it/submission/>. Additionally, we welcome proposals for single Contributed Talks and Posters. Important deadlines are approaching: - Submission of Contributed Sessions: 15 December 2023 - Registration: 31 March 2024 for the early-bird fee The official website of the event is: https://probabilityrome2024.it/ The conference will take place in San Pietro in Vincoli <https://probabilityrome2024.it/venue/>, just a 4-minute walk away from the Colosseum and the Imperial Fora. The plenary speakers include Beatrice Acciaio (ETH Zürich), Francesco Caravenna (Milano Bicocca), Massimiliano Gubinelli* (Oxford) (*tbc), Cristina Toninelli (PSL Paris) and Lorenzo Rosasco (UniGe and MIT). Furthermore, on the afternoon of June the 12th, Professor Hugo Duminil-Copin (University of Geneva and Institut des Hautes Études Scientifiques), member of the Academia Europaea and winner of the Fields Medal in 2022, will give a colloquium <https://probabilityrome2024.it/protomoteca-seminar/> in the Protomoteca hall on the Capitoline Hill. The event will be followed by the conference dinner on the Terrazza Caffarelli, offering a unique view of Rome by night. We look forward to welcoming you to Rome, The organizers

1 0

Fwd: CRM-PIMS summer 2024 school in probability
by Faggionato, Alessandra 14 Nov '23

14 Nov '23

Buongiorno, Ricevo e con piacere inoltro. Saluti Alessandra ---------- Forwarded message --------- Da: Omer Angel <angel(a)math.ubc.ca> Date: gio 9 nov 2023, 23:47 Subject: CRM-PIMS summer 2024 school in probability To: Alessandra Faggionato <faggiona(a)mat.uniroma1.it> Dear Alessandra, This is an announcement of the 2024 Summer School in Probability which will take place at CRM, Montreal QC, Canada, on July 1-26 2024. Please share the following with anyone who may be interested in taking part. There will be two 4-week courses: * Elliot Paquette: Random matrix theory of high-dimensional optimization * Perla Sousi: Random walks and branching random walks: old and new perspectives There will also be 3 short (3 lecture) courses by * Ellen Powell: Characterisations of random geometric objects * Jacopo Borgo: Permutations in random geometry * Igor Kortchemski: Funding for local expenses will be provided for some participants who are able to attend the entire summer school. This will largely consist of housing in Montreal for the duration of the school. Application for financial support will be accepted on mathjobs with a deadline of January 10, 2024: https://www.mathjobs.org/jobs/list/23694. All information about the summer school can be found at http://www.math.ubc.ca/Links/ssprob24/. The school is intended primarily for graduate students and postdoctoral fellows in Probability. All inquiries may be directed to the organizers: Louigi Addario-Berry <louigi.addario(a)mcgill.ca> Omer Angel <angel(a)math.ubc.ca> Mathav Murugan <mathav(a)math.ubc.ca> Gordon Slade <slade(a)math.ubc.ca>

1 0

RTDa SECS-S/06 presso il Dip.to di Matematica, Università di Padova
by Giorgia Callegaro 13 Nov '23

13 Nov '23

Carissimi, segnalo agli/alle interessati/interessate il bando per un RTDa in "Metodi matematici dell'economia e delle scienze attuariali e finanziarie" (settore SECS-S/06), presso il Dipartimento di Matematica dell'Università di Padova. La scadenza per la presentazione della domanda è il 22 novembre 2023 alle ore 13. Tutti i dettagli sono al seguente link: https://www.unipd.it/procedura-2023RUA06 Cari saluti a tutti/e, Giorgia Callegaro (e tutto il settore SECS-S/06 del Dipartimento) -- Giorgia Callegaro Associate Professor Department of Mathematics - University of Padova Via Trieste 63 , I-35121 Padova - ITALY Tel: +39-0498271481 Fax: +39-0498271499 E-Mail: gcallega(a)math.unipd.it <https://webmail.math.unipd.it/horde3/imp/message.php?mailbox=Sent&index=598#> Personal web-page: https://sites.google.com/site/giogiocallegaro/Home

1 0

cambio email
by Laura Maria Morato 13 Nov '23

13 Nov '23

cari tutti il mio indirizzo email e' cambiato. Il nuovo e' morato.lauramaria(a)gmail.com

1 0

new email address
by Laura Maria Morato 13 Nov '23

13 Nov '23

cari tutti il mio indirizzo email e' cambiato. Il nuovo e' morato.lauramaria(a)gmail.com

1 0

Seminar in Statistics - SVEN WANG
by Pierpaolo De Blasi 13 Nov '23

13 Nov '23

SEMINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO <https://www.carloalberto.org/events/category/seminars/seminars-in-statistic…> Venerdi 17 Novembre 2023, alle ore 12.00, presso il Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario: ------------------------------------------------ Speaker: Sven Wang (Humboldt University Berlin, Germany) Title: *Statistical convergence rates for transport- and ODE-based generative models* Abstract: Measure transport provides a powerful toolbox for estimation and generative modelling of complicated probability distributions. The common principle is to learn a transport map which couples a tractable (e.g. uniform or normal) reference distribution to some complicated target distribution, e.g. by maximizing a likelihood objective. In this talk, we discuss recent advances in statistical convergence guarantees for such methods. While a general theory is developed, we will primarily treat (1) triangular maps which are the building blocks for ’autoregressive normalizing flows’ and (2) ODE-based maps, defined through an ODE flow. The latter encompasses NeuralODEs, a popular method for generative modeling. Our results imply that transport methods achieve minimax-optimal convergence rates for non-parametric density estimation over Hölder classes on the unit cube. Based on the papers arXiv:2207.10231 and arXiv:2309.01043, joint with Youssef Marzouk (MIT, United States), Robert Ren (MIT, United States) and Jakob Zech (U Heidelberg, Germany). ------------------------------------------------ Sarà possibile seguire il seminario anche in streaming: Join Zoom Meeting <https://us02web.zoom.us/j/84606225203?pwd=aFhFa2RKaWtVd2V6R2Rpc05hRGNodz09> 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/>

1 0

[owps] One world probability seminar on Thursday 16 November
by Ilya Chevyrev 13 Nov '23

13 Nov '23

Dear all. The next session of the One World Probability Seminar will be next week on Thursday (November 16) from 14:00 to 16:00 UTC time. The speakers of this session are Elisabetta Candellero (Universita Roma Tre) and Thomas Finn (Durham University). Title, abstract and the zoom link are below the signature and can be also found on the website https://www.owprobability.org/one-world-probability-seminar. Kind regards, Ilya Chevyrev and Julio Backhoff. Title: Coexistence in competing first-passage percolation Abstract: Consider the following random competition model on a given graph G that is driven by two first-passage percolation processes FPP_1 and FPP_\lambda. Initially, FPP_1 occupies a single site and FPP_\lambda is dormant in seeds that are placed on the sites of G as a product of Bernoulli measures of parameter p. Then, FPP_1 spreads through the edges of G at rate 1 and FPP_\lambda spreads from seeds at rate \lambda when that seed is attempted to be occupied by either FPP_1 or FPP_\lambda. Once a site is occupied by either process it remains occupied by that process henceforth. This model is known as first-passage percolation in a hostile environment (FPPHE) and was first introduced by Sidoravicius and Stauffer ’19. In the first talk, we establish that FPPHE is non-monotone in the sense that increasing p or \lambda may increase the probability that FPP_1 occupies infinitely many sites through constructing a quasi-transitive graph where such behaviour holds. The non-monotonicity of FPPHE makes understanding the phase transitions of the model extremely challenging. We prove that a regime of coexistence exists on hyperbolic and non-amenable vertex transitive graphs where both FPP_1 and FPP_\lambda concurrently occupy infinite connected components with positive probability. In the second talk, we prove that a regime of coexistence also holds on Z^d for d>2 through the introduction of a refined multi-scale analysis that can handle non-equilibrium and non-monotone processes. We relate this proof to recent work on multi-particle diffusion limited aggregation by Sidoravicius and Stauffer ’19 and the SIR model by Dauvergne and Sly ’22 where FPPHE is a crucial analytical tool in understanding non-equilibrium particle systems. Based on joint work with Alexandre Stauffer. Speaker 1 (14:00-15:00 UTC): Elisabetta Candellero (Universita Roma Tre). Speaker 2 (15:00-16:00 UTC): Thomas Finn (Durham University). Zoom-link: https://univienna.zoom.us/j/69711117344?pwd=Y3cwMEI3VkZKSTh5RVZRSGhRN3lUdz09 Meeting ID: 697 1111 7344 Passcode: 305805

1 0

seminario di eugenio regazzini a bologna
by Pietro Rigo 12 Nov '23

12 Nov '23

Giovedi' 16 novembre 2023, alle ore 16, nell'aula III del dipartimento di scienze statistiche di Bologna, Eugenio Regazzini terra' un seminario dal titolo: On the number of elements beyond the ones effectively observed Oltre che in presenza, e' possibile assistere al seminario collegandosi alla piattaforma Microsoft Teams: Fai clic qui per partecipare alla riunione<https://teams.microsoft.com/l/meetup-join/19%3ameeting_ZGRhYmVhZjAtYWFiZS00…>

1 0

EFI9 - Call for Papers (fwd)
by Tiziano Vargiolu 11 Nov '23

11 Nov '23

Apologies for cross-posting --------------------------------------------------------------------------- Second Call for Papers: Energy Finance Italia 9 Conference (EFI9) University of Bari, February 12-14, 2024 Deadline for submission of organized sessions: November 27, 2023 Deadline for extended abstracts/papers: December 4, 2023 Web: https://events.math.unipd.it/EFI9 Contact: efi9(a)uniba.it The Conference puts together researchers and practitioners working in all areas of Energy-Finance & Climate-Change related research in economics, finance, engineering, data science and mathematics. Participants are encouraged to submit their papers or proposals of organized sessions on a wide range of theoretical and applied topics in these two research fields, such as (but not limited to): Energy and climate data science, Energy forecasting, Energy innovations, Energy markets, Energy analytics, Energy mix and carbon emission trading, Energy supply chain, ESG, Green finance & financing energy infrastructure, Climate policy and risk, Climate change & market efficiency, Climate change & pricing uncertainty, Regulation and regulatory risk, Renewable sources, Risk measurement and management, Storage devices, Sustainable finance. Keynote speaker: Ruediger Kiesel Award: Best EFI9 Paper, reserved to the presenters born after January 1st, 1994 Special issue of Energy Economics associated with this conference We are looking forward to welcoming you in Bari. for the organizing committee Viviana Fanelli and Tiziano Vargiolu

1 0

6-year university assistant position in Probability in Vienna
by Prof. Fabio Toninelli 10 Nov '23

10 Nov '23

Dear friends and colleagues, the Technical University of Vienna is advertising a *6-year university assistant (postdoc) position in probability theory, *within the Mathematical Stochastics research group (https://www.tuwien.at/en/mg/mstoch) <https://www.tuwien.at/en/mg/mstoch>*/ <https://www.tuwien.at/en/mg/mstoch> /* Deadline for applications: *January 4th, 2024*. Starting date: *October 2024* For the official announcement, the link to the application portal and details on the position, see here: https://jobs.tuwien.ac.at/Job/220480 Please forward this to potentially interested candidates Best wishes Fabio Toninelli and Marcin Lis -- 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

1 0