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20 luglio ore 11.00 - Seminario Prof. Lopez-Penabad
by Enea Bongiorno 14 Jul '23

14 Jul '23

Buongiorno, con piacere segnalo il seguente seminario: -------------------------------- 20 luglio 2023 ore 11.00 - aula 101, campus Perrone, via Perrone, 18, Novara. Università del Piemonte Orientale. - on-line: meet.google.com/pwc-hbfh-wpm Title: *Influence of behavioral biases on investment decisions. The importance of financial education during an economic crisis* *Professor M.C. Lopez Penabad, * *University of Santiago de Compostela* Abstract: While classical financial theories assume the rationality of the individual, Behavioral Finance supports the influence of cognitive and emotional aspects on investment decisions. The objective of this study is to contribute to this field by analyzing four biases – Overconfidence, Herd Behavior, Player Fallacy and Hot Hand Fallacy, and Domestic Bias – and their relationship with investors’ personal characteristics, particularly in terms of their Economic Education and Financial Literacy. We also analyze the effect of the financial crisis derived from Covid-19 on the aforementioned biases. This work is based on 109 surveys carried out in Galicia with individual investors, both actual and would-be ones, operating in stock markets. The results confirm that (i) these biases exist and that they relate to financial education and financial literacy; the more individuals there are with limited financial knowledge, the more intensified the biases are, and (ii) that for Overconfidence and Herd Behavior, they are more visible in prolonged crises. ----------------------------------- Locandina dell'evento <https://drive.google.com/file/d/1s9TUF3M1A0Wre3LzsCegylUyaEWXPixt/view?usp=…> Seminari Matematici Statistici <https://sites.google.com/uniupo.it/seminari-ms/home-page> ----------------------------------- Tutti gli interessati sono invitati a partecipare. Cordiali saluti, Enea -- Enea Bongiorno,PhD Associate Professor of Statistics 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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Two PhD scholarships in Learning Theory, with applications to finance - UNIPI
by Marco Romito 14 Jul '23

14 Jul '23

Dear Colleagues, The Mathematics Department at the University of Pisa has recently published a call (call C) for two PhD positions on /Reinforcement Learning for Quantitative Finance/, funded by Pisa University, through the PNRR program, and Qi4M (https://www.qi4m.com/) The call, with *deadline on 7.08.2023, 1pm*, can be found at https://dottorato.unipi.it/index.php/it/concorsi-d-ammissione-a-a-2023-2024… More info in the pdf call (on page 136) https://alboufficiale.unipi.it/wp-content/uploads/2023/07/BandoC_signed.pdf The scholarships foresee visits abroad and collaborations with the co-funding company. More information on the doctoral school can be found at https://www.dm.unipi.it/phd/. I would be grateful if you could advertise this opportunity to any potential candidate. In case of questions, please feel free to reach out to me. Best regards, M. Romito

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AVVISO DI SEMINARIO
by Barbara Martinucci 12 Jul '23

12 Jul '23

Università di Salerno Dipartimento di Matematica AVVISO DI SEMINARIO La *dott.ssa Diana Taipe Hidalgo* (Faculty of Statistical Studies, Complutense University of Madrid) terrà, *giovedì 13 luglio, alle ore 13:00*, presso la Sala Riunioni dell'Edificio F2 (piano 1, stanza 36), un seminario dal titolo: *"*A Markovian epidemic model with a limited number of hospital beds*"* L'abstract è in allegato. Link su Teams: https://teams.microsoft.com/l/meetup-join/19%3ameeting_ZDFiNWFiMjctYjc1NC00… Cordiali saluti, Antonio Di Crescenzo Barbara Martinucci

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Postdoc position in Luxembourg (G. Peccati)
by Giovanni Peccati 11 Jul '23

11 Jul '23

Dear Colleagues, I am happy to announce that there is an opening for a* 2 years post-doc position* in my research group - at the *Department of Mathematics of Luxembourg University* <https://wwwfr.uni.lu/recherche/fstm/dmath> - starting on *December 1st, 2023 *(or later). At a later stage, it will be possible to extend the position by one additional year. Here is a link to the page of the official announcement, from which it is possible to apply http://emea3.mrted.ly/3gqx0 With my best regards, Giovanni Peccati -- Prof. Giovanni Peccati ------------------------------------------ Head of the Department of Mathematics Faculty of Science, Technology and Medicine ------------------------------------------ University of Luxembourg ----------------------------------------- homepage: http://sites.google.com/site/giovannipeccati/home E-mail: giovanni.peccati(a)gmail.com

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RTD-A SECS-S/06 at the Scuola Normale Superiore, Pisa
by Fabrizio Lillo 10 Jul '23

10 Jul '23

Dear all, the Scuola Normale Superiore (Pisa, Italy) has opened the call for the recruitment of an RTD-A (three year fixed term researcher) in the scientific sector SECS-S/06 Mathematical Methods of Economics, Finance and actuarial Sciences. The call is available at https://amministrazionetrasparente.sns.it/bando/selezione-di-1-ricercatore-… and the deadline is July 28. The position is partially funded by the grant PNRR - Infrastrutture di Ricerca - SoBigData.it Please distribute the call to potentially interested applicants 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

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Fwd: 25 scholarships in Demography and Social Statistics - PhD Life Course Research
by Alessandra Fabbri Colabich 10 Jul '23

10 Jul '23

We forward for your information -------- Messaggio Inoltrato -------- Oggetto: 25 scholarships in Demography and Social Statistics - PhD Life Course Research Data: Fri, 7 Jul 2023 09:35:29 +0200 Mittente: Daniele Vignoli <daniele.vignoli(a)unifi.it> <daniele.vignoli(a)unifi.it> Dear Colleagues and friends, I would like to inform you about the launch of a new *PhD Program* in *Life Course Research* <https://www.phd-lcr.com>, based on a national alliance among 29 associated Universities across Italian regions. The program offers *25 PhD scholarships* in *Demography *and *Social Statistics *(a list of topics, with the corresponding reference persons, can be found here <https://www.phd-lcr.com/socio-demographic-research-topics>). The PhD program in *Life Course Research* fosters the study of life courses and the significant events that shape them from a *holistic and transdisciplinary perspective*. The program establishes a Scientific Consortium between scholars from the *biomedical, psychological, and socio-demographic fields*. The PhD program in *Life Course Research* will train a new generation of highly skilled scholars with a strong emphasis on *quantitative methods *and *data analysis*. *Unique features* of the Phd in *Life Course Research* are: 1) *Thematic* rather than disciplinary identity; 2) *Super-departmental* and *super-regional* nature of the Consortium to overcome the fragmentation of local approaches; 3) *Multilevel teaching structure* (national/local). The deadline for applications is *August 7*. More info here: https://www.phd-lcr.com How to apply: https://www.unifi.it/p12401.html Best wishes, Daniele Vignoli *---* *Daniele Vignoli* Professor of Demography www.danielevignoli.com *DiSIA* - Dipartimento di Statistica, Informatica, Applicazioni University of Florence Viale G.B. Morgagni 59

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Ricercatore Tenure Track, SECS-S/01 U. Insubria scadenza 27/07/23
by Mira Antonietta 10 Jul '23

10 Jul '23

Cari colleghi, nella Gazzetta Ufficiale n. 48 del 27/06/2023 e nel sito del MUR è stato pubblicato l’avviso del bando per l’assunzione di n. 1 ricercatore a tempo determinato in tenure track (RTT) ai sensi dell’art. 24 della legge 30 dicembre 2010 n. 240, presso il Dipartimento di Economia – nell’ambito del progetto “Dipartimenti di Eccellenza 2023 - 2027” Il bando integrale e la modulistica per la partecipazione sono disponibili nel sito web alla pagina concorsi (“Ricercatori”) https://www.uninsubria.it/concorsi Ricercare la procedura di interesse mediante il codice concorso: BR159 ovvero al link sotto https://www.uninsubria.it/opportunita/n-1-ricercatore-tempo-determinato-ten… La domanda di partecipazione dovrà essere presentata entro e non oltre il giorno 27/07/2023, esclusivamente per via telematica, utilizzando l’applicazione informatica alla pagina: https://pica.cineca.it/uninsubria/ Per eventuali informazioni contattare l’Ufficio Reclutamento docenti (tel. 0332/21 9182–9183-9184 e-mail: reclutamento.docenti(a)uninsubria.it) Vi prego di dare la più ampia visibilità al bando a giovani meritevoli interessati a partecipare. Grazie e cordiali saluti, Antonietta

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Assegno di ricerca (Research fellowship) Dipartimento di Scienze Chimiche, Università di Padova
by Marco Ferrante 09 Jul '23

09 Jul '23

Assegno di ricerca presso il Dipartimento di Scienze Chimiche (Gruppo di Chimica Teorica), Università di Padova Research fellowship at the Department of Chemical Sciences (Theoretical Chemistry Group), University of Padova ·*Progetto PNRR / PNRR Project*: CN HPC Spoke 1 ·*Durata dell’assegno / Duration of the fellowship*: 12 mesi / months ·*Selezioni / Selections*: 22.08.2023 ·*Inizio dell’assegno / Felloship starts in*: settembre o ottobre 2023 / september or october 2023 ·*Lordo percipiente / gorss amount*: 19367.00 Euro ·*Titolo/Title* Strategie meshless ottimizzate tramite machine learning per la soluzione di equazioni stocastiche in molti gradi di libertà Machine learning-optimized meshless strategies for the solution of stochastic equations in many degrees of freedom ·*Progetto/Project* L’assegnista si occuperà dello sviluppo e dell’implementazione di un software per risolvere equazioni stocastiche in molti gradi di libertà, in particolare ottimizzandolo su GPU o architetture hardware simili, ossia che permettano una parallelizzazione estesa su singola scheda. La strategia di risoluzione si baserà su tecniche meshless, dato che il software dovrà essere in grado di affrontare problemi con O(10-100) gradi di libertà. Per ridurre il costo computazionale sarà necessario stabilire la miglior scelta (adattiva) dei punti su cui rappresentare la soluzione dell’equazione. A tale scopo, tecniche di machine learning potranno sfruttare la costruzione iterativa della soluzione sia per accelerare il processo stesso, sia per definire la miglior distribuzione di punti. The research fellow will be responsible for the development and implementation of a software package able to solve stochastic equations in many degrees of freedom. The software should be optimized for GPUs or similar hardware architectures that allow for extensive parallelization on a single board. The resolution strategy will be based on meshless techniques since the software needs to be able to handle problems with O(10-100) degrees of freedom. To reduce the computational cost the optimal (adaptive) choice of points for representing the solution of the equation must be determined. To this purpose, machine learning techniques can be used to exploit the iterative construction of the solution, both to speed up the process itself and to define the best distribution of points. ·*Link (dal / from 13.07.2023 al / to 28.07.2023)*: https://www.dei.unipd.it/node/43362 <https://www.dei.unipd.it/node/43362> -- Prof. Marco Ferrante Prorettore alla Didattica Vice-Rector for Teaching and Education Dipartimento di Matematica "Tullio Levi-Civita" Università degli Studi di Padova Via Trieste 63 , I-35121 Padova - ITALY Tel: +39-0498271366 Fax: +39-0498271499 E-Mail:ferrante@math.unipd.it URL:http://www.math.unipd.it/~ferrante

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Seminario Prof. Claudio Macci
by epirozzi 07 Jul '23

07 Jul '23

AVVISO di SEMINARIO Prof. CLAUDIO MACCI Dipartimento di Matematica, UNIVERSITÀ Tor Vergata, ROMA TITLE Non-central moderate deviations for compound fractional Poisson processes Abstract The term moderate deviations is often used in the literature to mean a class of large deviation principles that, in some sense, fills the gap between a convergence in probability to zero (governed by a large deviation principle) and a weak convergence to a centered Normal distribution. We talk about non-central moderate deviations when the weak convergence is towards a non-Gaussian distribution. In this paper we study non-central moderate deviations for compound fractional Poisson processes with light-tailed jumps. Joint work with Luisa Beghin. Il seminario si terrà il giorno 12 LUGLIO 2023 ore 16:00 nella Aula E del Dipartimento Matematica e Applicazioni, Università di Napoli FEDERICO II, Complesso di Monte Sant'Angelo, Via Cintia, Napoli. Link to Teams: https://teams.microsoft.com/l/meetup-join/19%3aMQ4RZDBo_0G-K_PHxKtktVYAczOG… -- 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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Seminario Prof. Enrico Scalas
by epirozzi 07 Jul '23

07 Jul '23

AVVISO di SEMINARIO Prof. ENRICO SCALAS School of Mathematical and Physical Sciences of SUSSEX UNIVERSITY TITLE A fractional Hawkes process Abstract A Hawkes point process with kernel proportional to the probability density function of Mittag- Leffler random variables is introduced. This kernel decays as a power law with exponent $\beta+1 \in (1,2]$. Several analytical results are proved, in particular for the expected intensity of the point process and for the expected number of events of the counting process. These analytical results are used to validate algorithms that numerically invert the Laplace transform of the expected intensity as well as Monte Carlo simulations of the process. Finally, Monte Carlo simulations are used to derive the distribution of the number of events. The algorithms used for this presentation are available at https://github.com/habyarimanacassien/Fractional-Hawkes Relevant papers: Chen, J, Hawkes, A G and Scalas, E (2021) A fractional Hawkes process. In: Beghin, Luisa, Mainardi, Francesco and Garrappa, Roberto (eds.) Nonlocal and fractional operators. SEMA SIMAI Springer Series, 26 . Springer International Publishing, pp. 121-131. Habyarimana, Cassien, Aduda, Jane A, Scalas, Enrico, Chen, Jing, Hawkes, Alan G and Polito, Federico (2023) A fractional Hawkes process II: further characterization of the process. Physica A: Statistical Mechanics and its Applications, 615. pp. 1-11. Il seminario si terrà il giorno 12 LUGLIO 2023 ore 15:00 nella Aula E del Dipartimento Matematica e Applicazioni, Università di Napoli FEDERICO II, Complesso di Monte Sant'Angelo, Via Cintia, Napoli. Link to Teams: https://teams.microsoft.com/l/meetup-join/19%3aMQ4RZDBo_0GK_ PHxKtktVYAczOGbTqLmWu95Avgs0s1%40thread.tacv2/1688622949094?context=%7b%22T id%22%3a%222fcfe26a-bb62-46b0-b1e3-28f9da0c45fd%22%2c%22Oid%22%3a%229413faf6- db8e-4858-98b1-442e3ee2a5df%22%7d -- 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 Barbara Vantaggi in Bologna
by Sabrina Mulinacci 06 Jul '23

06 Jul '23

Dear alla we are glad to announce the seminar of Barbara Vantaggi at the Department of Statistical Sciences of the University of Bologna The seminar is today July 6th 2023 at 4 pm. A dynamic Choquet pricing rule with bid-ask spreads under ambiguity We introduce a dynamic pricing rule allowing for frictions in the form of bid-ask spreads, by modeling “risk-neutral” uncertainty through belief functions. The aim is to face pricing in a multi-period binomial market model under ambiguity. To this purpose, we introduce and characterize Dempster-Shafer multiplicative binomial processes together with the induced conditional Choquet expectation operator. Next, we consider a market formed by a frictionless risk-free bond (whose price is modeled by a deterministic process) and a non-dividend paying stock with frictions (whose lower price is modeled by a Dempster Shafer multiplicative binomial process). In this market we prove an analog of the classical theorem of change of measure relying on the notion of equivalent one-step Choquet martingale belief function. We then propose a dynamic Choquet pricing rule with bid-ask spreads showing that the discounted lower price process of a European derivative contract on the stock is a Choquet super-martingale. We also provide a normative justification in terms of a dynamic generalized no-arbitrage condition. We finally discuss the connections of the introduced dynamic pricing rule with time-consistency and dynamic risk measures. The talk is based on papers in collaboration with A.Cinfrignini and D. Petturiti Here is the link to attend online: Partecipa da computer, app per dispositivi mobili o dispositivo della stanza Fai clic qui per partecipare alla riunione<https://teams.microsoft.com/l/meetup-join/19%3ameeting_NzRkYzA3N2QtYzYyNi00…> ID riunione: 351 139 477 023 Passcode: RzjM3Z

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RoMaDS: A day on Statistical Physics for Machine Learning
by Stefano Vigogna 06 Jul '23

06 Jul '23

Dear all, we are glad to announce the workshop RoMaDS: A day on Statistical Physics for Machine Learning http://www.mat.uniroma2.it/~rds/statphyml.php which will take place at University of Rome Tor Vergata on September 15, 2023. Invited speakers: Andrea Agazzi Elena Agliari Giulio Biroli Matthieu Wyart Riccardo Zecchina Registration at https://docs.google.com/forms/d/e/1FAIpQLSeXVfuC4speVe0_xjGB0h-l3p6iU57lX2_… Is free but compulsory. Thanks for sharing with those who might be interested. The organizers Domenico Marinucci, Michele Salvi, Stefano Vigogna

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Reminder - Amases Summer School
by Roy Cerqueti 05 Jul '23

05 Jul '23

Dear all, this is to inform you that the first edition of the AMASES Summer School will be held next September 4-6 at the University of Rome "La Sapienza", Building CU002. The goal of the Amases summer schools is to train young scholars on topics that are relevant in the context of mathematics applied to the social sciences. This year the title of the school is Social, Financial and Economic Networks. More information on the website: https://www.amases.org/amases-summer-school-2023/ For any question, do not hesitate to contact the organizers: Fabrizio Lillo <fabrizio.lillo(a)unibo.it> Roy Cerqueti <roy.cerqueti(a)uniroma1.it> -- **Fai crescere le giovani ricercatrici e i giovani ricercatori* **con il 5 per mille alla Sapienza *Scrivi il codice fiscale dell'Università *80209930587 Cinque per mille <https://www.uniroma1.it/it/node/23149>*

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Call for expressions of interest in a research fellow position at the University of Milano-Bicocca
by marina pireddu 04 Jul '23

04 Jul '23

We would like to advertise a research fellowship, related to PRIN 2022 "Evolutionary Poisson Games: Theory and Applications", that will soon be available at the University of Milano-Bicocca, of the duration of 18 months, starting from the beginning of 2024. The net monthly salary will be about 1490 euros. The main goal of the research activity is the investigation of socio-economic phenomena by means of an evolutionary game theoretic approach, which leads to nonlinear dynamic models, to be studied via analytical and computational methods, in particular in relation to their stability, bifurcations and chaotic behavior. The research unit is composed by Fausto Cavalli, Ahmad Naimzada, Daniela Visetti and myself. Expressions of interest can be sent to marina.pireddu(a)unimib.it Best regards, Marina Pireddu

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I: Re: [EXTERN] Re: PhD and Postoc Positions - University of Basel and IBM Research Zürich
by Marco Alessandro Fuhrman 03 Jul '23

03 Jul '23

Buongiorno. Inoltro volentieri il messaggio seguente, nella speranza che possa trovare persone interessate. Cordiali saluti. Marco Fuhrman ------------------------------------------------------------------------------------------------------------------------------------------------------------------------- Cari, Sono Enea Monzio Compagnoni(https://www.linkedin.com/in/eneamc/ ) e faccio parte del gruppo di ricerca del Prof. Dr. Aurelien Lucchi(https://dmi.unibas.ch/de/personen/aurelien-lucchi/ ) presso l'Università di Basilea. Il nostro gruppo sta cercando due candidati al dottorato e un post-doc per una collaborazione con IBM Research di Zurigo. Serve che i candidati abbiano un forte background teorico in matematica e/o fisica, ottimizzazione e Quantum Computing. Ecco le posizioni: https://jobs.unibas.ch/offene-stellen/phd-position-in-the-field-of-theoreti… https://jobs.unibas.ch/offene-stellen/phd-position-in-the-field-of-optimiza… https://jobs.unibas.ch/offene-stellen/postdoc-position-in-the-field-of-quan… Più in generale, sentitevi liberi di contattarci se avete studenti interessati a Machine Learning che hanno anche un forte background in Probabilità, Calcolo Stocastico, Analisi (funzionale, reale, convessa, PDE), Ottimizzazione, e altri argomenti rilevanti. In tal caso, contattate direttamente Prof. Lucchi all'indirizzo aurelien.lucchi(a)unibas.ch Vi ringrazio dell'attenzione. Cordiali saluti, Enea Monzio Compagnoni

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SPASS Seminar: Jonathan Mattingly
by Andrea Agazzi 03 Jul '23

03 Jul '23

Dear Colleagues, We would like to invite you to the following SPASS <https://sites.google.com/unipi.it/spass> seminar, jointly organized by UniPi, SNS, UniFi and UniSi: *Ergodicity, Positive Lyapunov Exponents, and Partial Damping for Random Switching* by *Jonathan Mattingly* (Duke University) The seminar will take place *tomorrow TUE, 04.07.2023* at *14:00 CET* in Aula Seminari, Department of Mathematics, University of Pisa and streamed online here <https://meet.google.com/gji-phwo-vbg>. The organizers, A. Agazzi, G. Bet, A. Caraceni, F. Grotto, G. Zanco https://sites.google.com/unipi.it/spass --------------------------------------- *Abstract: I will consider some new models inspired by the PDEs/SPDE with complex dynamics such as the 2D Euler and Navier-Stokes equations. The models introduce randomness onto the system through a random splitting scheme. I will explain how the randomly split Galerkin approximations of the 2D Euler equations and other related dynamics can be shown to possess a unique invariant measure that is absolutely continuous with respect to the natural Liouville measure, despite the existence of other invariant measures corresponding to fix points of the PDEs. I will then explain how on proves that the dynamics with respect to this measure has positive Lyapunov exponents almost surely.Lastly, I will discuss recent results which show that the system has a unique invariant measure even when damping is applied to part of the system.This is joint work with Omar Melikechi, Andrea Agazzi, and David Herzog.*

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Call for expressions of interest in a research fellow position at the University of Milano-Bicocca
by marina pireddu 03 Jul '23

03 Jul '23

Dear All, we would like to advertise a research fellowship, related to PRIN 2022 "Evolutionary Poisson Games: Theory and Applications", that will soon be available at the University of Milano-Bicocca, of the duration of 18 months, starting from the beginning of 2024. The net monthly salary will be about 1490 euros. The main goal of the research activity is the investigation of socio-economic phenomena by means of an evolutionary game theoretic approach, which leads to nonlinear dynamic models, to be studied via analytical, simulative and computational methods, in particular in relation to their stability, bifurcations and chaotic behavior. The research unit is composed by Fausto Cavalli, Ahmad Naimzada, Daniela Visetti and myself. Expressions of interest can be sent to marina.pireddu(a)unimib.it Best regards, Marina Pireddu

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RTDA STATISTICA POLIMI
by Laura Maria Sangalli 01 Jul '23

01 Jul '23

E' appena stata bandita una posizione RTD-A presso il Dipartimento di Matematica del Politecnico di Milano nel settore SECS-S/01 sul tema: "Sviluppo e implementazione di modelli e algoritmi per analisi di dati complessi". Selezione pubblica per l'assunzione di 1 Ricercatore a tempo determinato (Junior) ai sensi dell'art. 24, comma 3, lettera a) Legge 30.12.2010, n. 240, Tempo pieno - Settore Concorsuale 13/D1 - STATISTICA, bandita con Decreto Direttoriale n. 6288 del 31/05/2023, pubblicato sulla G.U. del 20/06/2023, n. 46 (Codice procedura: 2023_RTDA_DMAT_4). Scadenza: 20-07-23 Dettagli della procedura: https://www.polimi.it/personale-docente/lavorare-al-politecnico/bandi-e-con… Programma di Ricerca: ll mondo della data science è attualmente impegnato nello sviluppo di strumenti per l'analisi di dati complessi (ad es. dati ad alta dimensione, gerarchici, non euclidei o con dipendenza spaziale e/o temporale) provenienti da diversi campi di applicazione. In questo contesto, si sono resi necessari modelli e algoritmi flessibili per fare esplorazione, inferenza e predizione in modo affidabile.La ricerca si concentrerà sullo sviluppo, l'implementazione e la validazione di modelli e algoritmi nell'ambito dello Statistical Learning con l'obiettivo di migliorare l'efficienza statistica e computazionale rispetto all'attuale stato dell’arte. La proposta è coerente con il tema del PNRR Ricerca e TT, High Performance Computing, Quantum Computing e riguarda tematiche di ricerca relative alla linea 'matematica per lo sviluppo sostenibile' del progetto del Dipartimento di Eccellenza del DMAT (www.mate.polimi.it/eccellenza/<http://www.mate.polimi.it/eccellenza/>). Per informazioni: Prof. Simone Vantini – simone.vantini(a)polimi.it<mailto:francesca.ieva@polimi.it> —— 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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Estensione deadline special issue DEAF
by salvatore federico 30 Jun '23

30 Jun '23

Buongiorno, comunico che la deadline per la special issue DEAF "Advances in Optimal Control and Dynamic Games in Economics, Finance and Insurance" https://www.springer.com/journal/10203/updates/23587054 <https://www.springer.com/journal/10203/updates/23587054> di cui era stato dato annuncio in precedenza alla lista, è stata estesa al 30 settembre 2023 Salvatore Federico

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Seminario di Giovanni Conforti a Roma Tre il 7 luglio 2023
by Pietro Caputo 30 Jun '23

30 Jun '23

Venerdì 7 luglio 2023 alle ore 14:30, Aula M3 Dipartimento di Matematica e Fisica di Roma Tre, Largo San Leonardo Murialdo,1- 00146 Roma. Speaker: Giovanni Conforti (CMAP Ecole Polytechnique, Paris) Title: Stable convexity profiles for Hamilton Jacobi Bellman equations and applications to entropic optimal transport. Abstract: It is well known that solutions of the Hamilton-Jacobi-Bellman (HJB) equation with a convex terminal condition remain convex at all times. In this sense, the set of convex functions is stable under the action of the HJB equation and this result can be derived as a simple consequence of the Prékopa-Leindler inequality. In this talk I will illustrate a probabilistic method based on the analysis of coupling by reflection on a system of forward-backward stochastic differential equations (FBSDEs) that prompts the existence of stable sets for the HJB equation composed of functions that are only "asymptotically convex", but not necessarily convex. If time allows, I will move on to illustrate two consequences of this result to the Schrödinger problem, a.k.a. entropic optimal transport problem. The first is that the optimal coupling satisfies the logarithmic Sobolev inequality and the second one is that Sinkhorn's algorithm converges exponentially fast in the number of iterations to the optimal coupling. Partially based on joint work with A.Durmus and G.Greco

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Assegno di ricerca annuale - One-year post-doc position - Università Ca' Foscari Venezia
by Antonella Basso 30 Jun '23

30 Jun '23

Segnalo il seguente assegno di ricerca presso il Dipartimento di Economia dell’Università Ca’ Foscari Venezia Titolo: Modelli di reti neurali per l’analisi di dati finanziari cross-sectional nel tempo, con applicazione alla valutazione dei prezzi delle abitazioni in Italia Il principale obiettivo del progetto è di studiare l’adattabilità di adeguati modelli a reti neurali ad un contesto dinamico che considera però dati longitudinali e non serie storiche temporali. SSD e/o settore concorsuale: SECS-S/06 Responsabile scientifico e tutor: Prof.ssa Antonella Basso durata: 12 mesi SCADE IL 17/07/2023 ORE 12:00 ORA ITALIANA: Link: https://www.unive.it/data/12138/ -------------------- I would like to point out the following research grant (post-doc) at the Department of Economics of Ca' Foscari University of Venice Subject: Neural networks models for pooled cross-sectional financial data across time, with application to housing pricing in Italy The main goal of the project is to study the adaptability of appropriate neural network models to a dynamical context which considers longitudinal data instead of time series data. Duration: 12 months Deadline: 17/07/2023 at 12:00 Italian time Link: https://www.unive.it/data/12138/ Antonella Basso -- Antonella Basso Dipartimento di Economia Università Ca' Foscari Venezia Fondamenta S. Giobbe - Cannaregio 873 30121 Venezia - Italy Tel. +39-041-2346914 E-mail address:basso@unive.it Web page:https://www.unive.it/data/persone/5591751

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Seminario di Wei Wu in Sapienza il 4 Luglio
by Lorenzo Taggi 29 Jun '23

29 Jun '23

Si comunica che Wei Wu (NYU Shangai) terrà un seminario presso il Dipartimento di Matematica di Sapienza Università di Roma in Sala di Consiglio, Martedì 4 Luglio ore 14:00, dal seguente titolo e abstract: Title: Massless phases for the Villain model in d>=3 Abstract: The XY and the Villain models are models which exhibit the celebrated Kosterlitz-Thouless phase transitions in two dimensions. The spin wave conjecture, originally proposed by Dyson and by Mermin and Wagner, predicts that at low temperature, spin correlations of these models are closely related to Gaussian free fields. I will review the historical background and discuss some recent progress on this conjecture in d>=3. Based on the joint work with Paul Dario (CNRS).

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Expression of interest for postdoc positions
by Daniele Cappelletti 29 Jun '23

29 Jun '23

Dear all, We are asking for expressions of interest in postdoctoral positions that will soon be available at the Polytechnic University of Turin, Polytechnic University of Milan, or Pisa university. The hired postdocs will develop mathematical results in the setting of stochastic reaction networks, which are a family of continuous-time Markov chains with polynomial transition rates extensively used as models in biochemistry. Specifically, the hired postdocs will work on stochastic process convergence, stationary behaviour (existence and characterization), and/or extensions of the classical models to include spatial heterogeneity (stochastic diffusions, processes on a graph, etc). More details on the project can be found here <https://constrained.polito.it/>. To send an expression of interest, please use this form <https://questionari.polito.it/442865?lang=en>. For any further question, please write to constrained(a)polito.it Daniele, Andrea, Luisa

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(PMS)^2 talk - Cazzaniga - July 3 at 17.00
by Carlo Orrieri 27 Jun '23

27 Jun '23

Dear colleagues, We are happy to announce the following hybrid - that is, in person with online streaming - talk: Speaker: Alberto Cazzaniga (Area Science Park) Title: What is the probability that a random symmetric tensor is close to rank-one? Abstract: We address the problem of estimating the probability that a real symmetric tensor is close to rank-one tensors, motivated by the many applications of low-rank approximation. We discuss how the question can be addressed by studying metric invariants of the real Veronese variety thanks to the Weyl's tube formula. We describe the role of the reach and the curvature coefficients with respect to the Bombieri-Weyl metric in obtaining an explicit estimate, and outline the main ideas employed to tackle their calculation. We conclude by discussing some asymptotic results for the case of rational normal curves. Based on joint work with A. Lerario and A. Rosana. Date and time: Monday July 3, 17:00-18:00 (Rome time zone) Place: Laboratorio didattico, dipartimento di matematica dell’università di Pavia, via Ferrata 5, Pavia. Entra nella riunione in Zoom https://us02web.zoom.us/j/81154155086?pwd=Rit2Ymd3eE1lUWIrc0ErQlRMcGNVdz09 <https://us02web.zoom.us/j/81154155086?pwd=Rit2Ymd3eE1lUWIrc0ErQlRMcGNVdz09> ID riunione: 811 5415 5086 Passcode: 317594 This talk is part of the (PMS)^2: Pavia-Milano Seminar series on Probability and Mathematical Statistics organized jointly by the universities Milano-Bicocca, Pavia, Milano-Politecnico. Participation is free and welcome! Best regards The organizers (Carlo Orrieri, Maurizia Rossi, Margherita Zanella)

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Seminars in Probability and Finance - Giulia Livieri (LSE London) & Federico Sau (University of Trieste)
by Alberto Chiarini 27 Jun '23

27 Jun '23

========================================================== PADOVA SEMINARS IN PROBABILITY AND FINANCE webpage: http://www.math.unipd.it/~bianchi/seminari/ ========================================================== Dear Colleagues, We would like to invite you to the "Padova seminars in Probability and Finance" this Friday, June 30 starting from 14.30 in Room 2BC30 at the department of Mathematics of the University of Padova. The seminar can also be followed via Zoom from a link to be found at https://www.math.unipd.it/~bianchi/seminari/ This week we will have two contributions: 14:30 - Giulia Livieri (LSE London) 15:30 - Federico Sau (University of Trieste) See further details below. The organizers _____________________________________________________ Speaker: Giulia Livieri (LSE London) Title: Designing Universal Causal Deep Learning Models: The Case of Infinite-Dimensional Dynamical Systems from Stochastic Analysis Abstract: Causal operators (CO), such as various solution operators to stochastic differential equations, play a central role in contemporary stochastic analysis; however, there is still no canonical framework for designing Deep Learning (DL) models capable of approximating COs. This paper proposes a "geometry-aware'" solution to this open problem by introducing a DL model-design framework that takes suitable infinite-dimensional linear metric spaces as inputs and returns a universal sequential DL model adapted to these linear geometries. We call these models Causal Neural Operators (CNOs). Our main result states that the models produced by our framework can uniformly approximate on compact sets and across arbitrarily finite-time horizons Hölder or smooth trace class operators, which causally map sequences between given linear metric spaces. Our analysis uncovers new quantitative relationships on the latent state-space dimension of CNOs which even have new implications for (classical) finite-dimensional Recurrent Neural Networks (RNNs). We find that a linear increase of the CNO's (or RNN's) latent parameter space's dimension and of its width, and a logarithmic increase of its depth imply an exponential increase in the number of time steps for which its approximation remains valid. A direct consequence of our analysis shows that RNNs can approximate causal functions using exponentially fewer parameters than ReLU networks. Speaker: Federico Sau Title: Spectral gap of the symmetric inclusion process Abstract: In this talk, we consider the symmetric inclusion process on a general finite graph. Our main result establishes universal upper and lower bounds for the spectral gap of this interacting particle system in terms of the spectral gap of the random walk on the same graph. In the regime in which the gamma-like reversible measures of the particle system are log-concave, our bounds match, yielding a version for the symmetric inclusion process of the celebrated Aldous'spectral gap conjecture --- originally formulated for the interchange process and proved by Caputo, Liggett and Richthammer (JAMS 2010). Finally, by means of duality techniques, we draw analogous conclusions for an interacting diffusion-like unbounded conservative spin system known as Brownian energy process, which may be interpreted as a spatial version of the Wright-Fisher diffusion with mutation. Based on a joint work with Seonwoo Kim (SNU, South Korea). The Zoom meeting can be joined via the link to be found at https://www.math.unipd.it/~bianchi/seminari/

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June 29 - OWABC seminar - Jonas Arruda and Yannik Shälte
by Massimiliano Tamborrino 27 Jun '23

27 Jun '23

Dear all, the last One World ABC Seminar<https://www.warwick.ac.uk/oneworldabc> of the season is behind the corner! On Thursday, June 29, at 9.30am UK time, Jonas Arruda and Yannik Shälte (University of Bonn) will talk about "Amortized simulation-based inference for non-linear mixed-effects models" with an reported below. Abstract: Non-linear mixed-effects models are a powerful tool for studying heterogeneous populations in biology, medicine, engineering, and other fields. However, fitting these models is computationally challenging when the description of individuals is complex and the population is large. To address this issue, we propose the use of neural density estimation to approximate entity-specific posterior distributions in an amortized fashion. This approximation is then used to efficiently infer population-level parameters. Applying this approach to problems from single-cell biology, we demonstrate its scalability to large datasets in an unprecedented manner. Moreover, it enables accurate uncertainty quantification, simple testing of hypotheses, and extends to stochastic models, going beyond what established methods can give. In summary, our method constitutes a highly flexible novel approach has the potential to substantially improve the analysis of heterogeneous populations. The talk will be hosted on MS Teams here: https://teams.microsoft.com/l/meetup-join/19%3ameeting_OTYyY2FkMWQtZTkwNi00… We are looking forward to seeing you soon, best, Massimiliano on the behalf of the One World ABC Seminar Organisers ------ Dr. Massimiliano Tamborrino Associate Professor Department of Statistics University of Warwick https://warwick.ac.uk/tamborrino

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4 luglio ore 11.00 - Seminario Dott. Lax Chan
by Enea Bongiorno 27 Jun '23

27 Jun '23

Buongiorno, con piacere segnalo il seguente seminario: -------------------------------- 4 luglio 2023 ore 11.00 - aula 101, campus Perrone, via Perrone, 18, Novara. Università del Piemonte Orientale. - on-line: meet.google.com/yvq-ccbt-pzt Title: *Goodness-of-fit test for the Single Functional Index Model* *Dott. Lax Chan* Università del Piemonte Orientale Abstract: An important task in regression analysis is to choose the right specification of the link function that models the dependence structure between the random elements. A challenge arises in the framework of scalar on function regression as the link function is a real-valued operator acting on a functional space, and it is difficult to visualize and hence select a coherent specification. A specification test that uses a semi-parametric approach is proposed, in particular by exploiting the Single Functional Index Model. The test statistic is a special form of U-statistic; its asymptotic null distribution is derived under suitable assumptions, and consistency is proved for a specific class of alternatives. The finite sample performances of the test are evaluated through a simulation study using both asymptotic p-values and some bootstrap approaches. An application of the method developed to a problem commonly arises in the food industry is performed to demonstrate the potentialities of the method. ----------------------------------- Locandina dell'evento <https://drive.google.com/file/d/1C-aG-f1Ml66CMNIxfcQnKD0n7O3oH83r/view?usp=…> Seminari Matematici Statistici <https://sites.google.com/uniupo.it/seminari-ms/home-page> ----------------------------------- Tutti gli interessati sono invitati a partecipare. Cordiali saluti, Enea -- Enea Bongiorno,PhD Associate Professor of Statistics 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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Avviso di Seminario di Alessandro De Gregorio - mercoledì 28 giugno
by luigia.caputo 26 Jun '23

26 Jun '23

SEMINARIO di PROBABILITÀ e STATISTICA MATEMATICA Il giorno mercoledì 28 giugno 2023, alle ore 11:00, nella Sala Professori al I Livello del Dipartimento di Matematica e Applicazioni "Renato Caccioppoli" dell'Università degli Studi di Napoli Federico II di Napoli il Prof. ALESSANDRO DE GREGORIO del Dipartimento di Scienze Statistiche dell'Università Sapienza di Roma terrà il seguente seminario: "Path dynamics of time-changed Lévy processes: a martingale approach" Abstract: Lévy processes time changed by inverse subordinators have been intensively studied in the last years. Their importance in connection with non-local operators and semi-Markov dynamics is well-understood, but, in our view, several questions remain open concerning the probabilistic structure of such processes. The time-changed Lévy processes are particularly useful to describe complex systems. The purpose of our work is to analyze the features of the sample paths of such processes, focusing on a martingale approach. We introduce the fractional Poisson random measure as the main tool dealing with the jump component of time-changed processes. A central role in the analysis is then played by the martingale properties of suitable fractional Poisson integrals associated with the jumps of the process. This allows to obtain a semi-martingale representation of time-changed processes analogous to the celebrated Lévy-Ito decomposition. The talk is based on a joint work with Francesco Iafrate (Sapienza University of Rome). Link a Teams: https://teams.microsoft.com/l/meetup-join/19%3aMQ4RZDBo_0G-K_PHxKtktVYAczOG… Cordiali saluti, Luigia Caputo e Enrica Pirozzi -- Luigia Caputo, PhD Ricercatore Universitario di Probabilità e Statistica Matematica, Dipartimento di Matematica e Applicazioni, Università di Napoli FEDERICO II Via Cintia, 80126, NAPOLI https://www.docenti.unina.it/luigia.caputo

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PhD studentship at the University of Leiden
by Eva Riccomagno 25 Jun '23

25 Jun '23

Ricevo ed inoltro volentieri. Cordiali saluti, Eva Riccomagno The Faculty of Science and the Leiden Institute of Advanced Computer Science (LIACS) are looking for a : PhD Candidate, Interpretable causal machine learning for intervention development from wearable sensors data This project is defined within the LABDA (Learning Network for Advanced Behavioural Data Analysis) European project: LABDA is an EU-funded Marie Sklodowska Curie Action (MSCA). Only applications received by July 15, 2023 can be considered. Information Inquiries about the research area can be made to Dr. Mitra Baratchi (m.baratchi(a)liacs.leidenuniv.nl <mailto:m.baratchi@liacs.leidenuniv.nl>) or Prof. Wessel Kraaij (w.kraaij(a)liacs.leidenuniv.nl <mailto:w.kraaij@liacs.leidenuniv.nl>). If you have any questions about the procedure, please contact Anne-Marie Alleblas (jobs(a)liacs.leidenuniv.nl <mailto:jobs@liacs.leidenuniv.nl>) Full details at https://www.universiteitleiden.nl/en/vacancies/2023/q2-english/23-4371 <https://www.universiteitleiden.nl/en/vacancies/2023/q2-english/23-43713858p…>3858phd-cand.-interpretable-causal-machine-learning-for-intervention-development-from-wearable-sensor <https://www.universiteitleiden.nl/en/vacancies/2023/q2-english/23-43713858p…>

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LTI@UniTO seminars | Christopher Polk, May 2nd and Andrea Tamoni, May 3rd @12.00
by Luca Regis 24 Jun '23

24 Jun '23

Dear Colleagues, it is my pleasure to invite you to the following two seminars in Quantitative Finance, organised by LTI@UniTO (www.carloalberto.org/lti) and Collegio Carlo Alberto (CCA), which will take place at CCA in Torino and can be followed via Zoom. At the event page link you can find the paper, the zoom link to attend online and a button to add the event to your calendars. ------------------------------------------------------------------------------------------- May 2nd @ 12.00 Speaker: Christopher Polk (LSE) Title: The Day Destroys the Night, Night Extends the Day: A Clientele Perspective on Equity Premium Variation Abstract: We decompose market returns into their overnight and intraday components, which dramatically improves equity premium forecasts. Past smoothed overnight market returns strongly negatively forecast subsequent close-to-close returns (quarterly R2 of over 14%), primarily through intraday mean reversion. In contrast, past smoothed intraday market returns strongly positively forecast subsequent overnight returns; this partially-offsetting effect explains PE’s relatively poor forecasting ability (R2 only 3%). Our decomposition also resurrects the conditional CAPM: If we allow market betas to vary with past smoothed overnight returns, the four Fama-French factors’ alphas decrease on average by 84%. We interpret these return patterns through a clientele perspective. First, individual investor expectations and consumption growth strongly positively forecast overnight market returns, while intermediary risk tolerance strongly negatively forecasts intraday market returns. Second, aggregate cash-flow news occurs primarily intraday and is positively (negatively) correlated with revisions in expected future overnight (intraday) returns. Finally, while the Tech boom, Covid crash/rebound, and patterns in meme stocks were primarily driven by overnight returns, the Global Financial Crisis was mostly an intraday phenomenon. Event webpage link: https://www.carloalberto.org/event/christopher-polk-london-school-of-econom… Zoom link: https://us02web.zoom.us/j/83709123462pwd=OWpUM0VvRVNzbTN0bUJlRVVsNzA4Zz09 ------------------------------------------------------------------------------------------------------------------------------ May 3rd @ 12.00 Speaker: Andrea Tamoni (Rutgers Business School) Title: Stock Demand and Price Impact of 401(k) Plans Abstract: We estimate a demand system linking 401(k) plans ownership of individual stocks and funds to their demand for equities, and quantify the effect of 401(k) assets on fund managers’ investment behavior. We find that 401(k) fund and stock ownership are the most important variables, after size, explaining fund demand for stocks, with a one standard deviation increase in 401(k) ownership leading to 15-30% increase in stock demand. Funds managing a larger fraction of 401(k) assets tilt their portfolios toward winners, high beta and long duration stocks, outperforming their benchmarks. This investment behavior has important implications for security pricing and generate a feedback effect if pension flows respond positively to relative fund returns. Lastly, we estimate the equilibrium price impact of a change in 401(k) ownership to be positive and increasing over time, consistent with the shift from active to passive investing. Event webpage link: https://www.carloalberto.org/event/andrea-tamoni-rutgers-business-school/ Zoom link: https://us02web.zoom.us/j/83937896694?pwd=MVFoN2VudVM4a2Y5OXFvaklTRS85Zz09 Best regards, Luca Regis -- Luca Regis Associate Professor ESOMAS Department, University of Torino Affiliate, Collegio Carlo Albertosites.google.com/view/lucaregis Office: +39 011 670 6065www.carloalberto.org/lti

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Dottorato Matematica @Unisalento
by Fabrizio, Antonio DURANTE 22 Jun '23

22 Jun '23

Cari/e Colleghi/e, vi segnalo che, nell’ambito del bando di concorso per il Dottorato di Ricerca in “Matematica e Informatica”, XXXIX ciclo, presso l'Università del Salento, è disponibile n. 1 posto a tematica vincolata a valere sul PNRR – Centro Nazionale di Ricerca in High- Performance Computing, Big Data and Quantum Computing finalizzato allo svolgimento della seguente linea di ricerca: Metodi matematici per la prevedibilità di eventi climatici estremi Link: https://www1.unisalento.it/bandi-concorsi/-/bandi/view/66651275 La scadenza per l’invio delle domande è: 17 LUGLIO 2023. Invito a diffondere la notizia a tutti i potenziali interessati. Grazie in anticipo. Cordiali saluti, Fabrizio Durante --------------------------------------------------------- Fabrizio Durante Dipartimento di Scienze dell'Economia Centro Ecotekne Pal. C S.P. 6, Lecce - Monteroni LECCE (ITALY) Phone: +39 0832 29 8672 https://sites.google.com/site/fbdurante/ --

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PhD or postdoc vacancy in Munich (spectral properties of random graphs)
by Markus Heydenreich 22 Jun '23

22 Jun '23

Dear colleagues, We are looking for a talented researcher to work on a project *Localization for very sparse Erdös-Rényi graphs* at LMU Munich. The project focusses on spectral properties of very sparse Erdös-Rényi random graphs. This is a temporary position that can be filled by a PhD student or postdoc (Salary scale TV-L E13, full- or part-time, fixed term) to be started on 01 October 2023 or later. We are looking for candidates with excellent background in mathematical physics or probability theory. The project is part of the newly established SFB/CRC “Mathematics of Many-Body Quantum Systems and Their Collective Phenomena“ (München/Tübingen). Please contact Prof. Peter Müller (mueller(a)lmu.de <mailto:jansen@math.lmu.de>) or Prof. Markus Heydenreich (markus.heydenreich(a)uni-a.de <mailto:m.heydenreich@lmu.de>) for further information about the project. Interested candidates are invited to send a letter of motivation, curriculum vitae as well as name and contact details of two academic references to markus.heydenreich(a)uni-a.de <mailto:m.heydenreich@lmu.de>. Review of application begins on 10 July 2023 and shall continue until the position is filled. Best wishes, Markus Heydenreich and Peter Müller

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Procedura selettiva 2023RUB04 - RTDb 13D1
by Alessandra Fabbri Colabich 22 Jun '23

22 Jun '23

Buongiorno, è stato pubblicato il Bando relativo all'indizione di una procedura selettiva per 26 posti da Ricercatore a tempo determinato RTD-B, di cui uno nel settore concorsuale 13D1 presso il Dipartimento di Scienze Statistiche dell’Università degli Studi di Padova. Il bando è disponibile all’indirizzo: https://www.unipd.it/procedura-2023RUB04 La *scadenza* per la presentazione delle domande è il *20 luglio 2023 alle ore 13*. Si prega di dare la massima diffusione presso tutti gli interessati. Grazie per la collaborazione Alessandra Fabbri Colabich -- Dott.ssa Alessandra Fabbri Colabich Università degli Studi di Padova Dipartimento di Scienze Statistiche

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4th Italian Workshop of Econometrics and Empirical Economics: “Climate and Energy Econometrics” Bozen, 25-26 January 2024
by Monica Billio 21 Jun '23

21 Jun '23

Home The *Italian Econometric Association* (SIdE-IEA), in collaboration with the Rimini Center for Economic Analysis (RCEA <https://www.rcea.world/>), is pleased to announce the *4th Italian Workshop of Econometrics and Empirical Economics: * *“Climate and Energy Econometrics”* *Bolzano – Bozen* *25-26 January 2024* The workshop focuses on methodological advances and innovative applications of state-of-the-art econometric methods for analyzing climate and energy topics; it aims at bringing together econometricians, economists and statisticians to communicate and discuss the current developments in all fields of econometrics. The conference organizers welcome submissions of both empirical and theoretical research. *Keynote speakers:* * Christiane Baumeister <https://economics.nd.edu/faculty/christiane-baumeister/>(University of Notre Dame) * Jennifer Castle <https://users.ox.ac.uk/~nuff0231/>(University of Oxford) *Scientific Program Committee*: Matteo Manera <https://en.unimib.it/matteo-manera>(University of Milano-Bicocca, chair), Richard Baillie (Michigan State University), Andrea Bastianin (University of Milano), Monica Billio (Ca’ Foscari University of Venice), Hilde Bjørnland (BI Norwegian Business School), Alessandra Canepa (University of Turin), Roberto Casarin (Ca’ Foscari University of Venice), Luca Fanelli (University of Bologna), Stefano Grassi (Università di Roma “Tor Vergata”), Ana Maria Herrera (University of Kentucky), Camilla Mastromarco (Università della Calabria), Zack (J. Isaac) Miller (University of Missouri), Chiara Monfardini (University of Bologna), Rocco Mosconi (Politecnico Milano), Tommaso Proietti (Università di Roma “Tor Vergata”), Gazi Salah Uddin (Linkoping University). *Local Program Committee*: Francesco Ravazzolo <https://www.unibz.it/en/faculties/economics-management/academic-staff/perso…> (Libera Università di Bolzano, co-chair) Greta Goracci (Libera Università di Bolzano), Claudio Morana <https://sites.google.com/unimib.it/claudio-morana>(University of Milano-Bicocca, co-chair) *Submissions*: Papers can be submitted electronically in pdf format (with a limit of one paper per submitter) at https://easychair.org/conferences/?conf=iweee2024 <https://easychair.org/conferences/?conf=iweee2024> The deadline for submissions is *September 3, 2023*. *Fees: * */_SIdE members_/**_:_* SIdE members must regularize their 2024 membership before the beginning of the conference. To renew SIdE membership or become SIdE member visit www.side-iea.it/become-member <http://www.side-iea.it/become-member> * Early bird (until 30th November 2023): 120 euro (regular), 75 euro (student) * Late (after 30th November 2023): 180 euro (all) /_Non SIdE members_/_:_ * Early bird (until 30th November, 2023): 250 euro * Late (after 30th November 2023): 350 euro *Important dates: * * Submission deadline: 3rd September 2023 * Decision notification: 10th November 2023 * Early bird registration: no later than 30th November 2023 * Presenting authors registration: no later than 30th November 2023 *Venue:* Free University of Bozen-Bolzano 4 Universitätsplatz 1 - piazza Università, 1 39100 Bozen-Bolzano *Website:* https://www.side-iea.it/events/conferences/4th-italian-workshop-econometric… <https://www.side-iea.it/events/conferences/4th-italian-workshop-econometric…> *Sponsors:* *Immagine che contiene testo, Carattere, Elementi grafici, grafica Descrizione generata automaticamente* *Immagine che contiene testo, Carattere, schermata, rosso Descrizione generata automaticamente* Immagine che contiene testo, Carattere, schermata, design Descrizione generata automaticamente

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Concorso 1 posto RTD B in STATISTICA - Università Cattolica del Sacro Cuore sede di Milano
by Consonni Guido 21 Jun '23

21 Jun '23

Si segnala il concorso in oggetto indetto con Decreto rettorale n. 9948 del 15 maggio 2023 e pubblicato sulla G.U. - 4ª serie speciale - concorsi n. 45 del 16 giugno 2023. Ricercatori a tempo determinato (art. 24, comma 3, Lettera B L. 240/2010) SETTORE CONCORSUALE: 13/D1 STATISTICA SETTORE SCIENTIFICO-DISCIPLINARE: SECS-S/01 Statistica https://progetti.unicatt.it/progetti-ateneo-milano-brescia-piacenza-e-cremo… SCADENZA 17 luglio 2023 [http://static.unicatt.it/ext-portale/5xmille_firma_mail_2023.jpg] <https://www.unicatt.it/uc/5xmille>

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Seminario di Gloria Bordogna, CNR-IREA
by Antonella Bodini 21 Jun '23

21 Jun '23

Care colleghe, cari colleghi, giovedì 29 giugno, alle ore 14:30 Gloria Bordogna, di CNR-IREA, terrà un seminario dal titolo: "I sistemi per il supporto alle decisioni: dai sistemi esperti al deep learning". Parte delle riflessioni sul tema sono raccolte nel contributo della Dottoressa Bordogna What Really Matters is not just Knowing “What”, “Where” and “When” but also Knowing “How” al volume "Life in Science, Stories, Opinions and Advice for a New Generation of Scientists" edito da Diego Breviario e Jack A. Tuszynski e pubblicato da Springer. Il seminario potrà essere seguito tramite Teams collegandosi al link: https://teams.microsoft.com/l/meetup-join/19%3ameeting_MzExMGJlMTctY2Y4Mi00… Buona giornata, Antonella ---- Antonella Bodini CNR-IMATI via E. Bassini 15 20133 Milano

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concorso dottorato matematica uniroma3
by giuliani＠mat.uniroma3.it 21 Jun '23

21 Jun '23

Cari colleghi, vorrei segnalare che il bando di concorso per il Dottorato di Ricerca in Matematica XXXIX ciclo presso l'Università degli Studi Roma Tre è aperto e disponibile al seguente link: https://apps.uniroma3.it/public/bando2023/ Sono disponibili 3 borse su tematiche generali di matematica e 2 su progetti PNRR (su crittografia e machine learning) La scadenza è ravvicinata: MARTEDI 27 GIUGNO alle ore 14:00. Invito a diffondere la notizia a tutti i potenziali interessati. Grazie, cordiali saluti, Alessandro Giuliani

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Seminario DSS Sapienza Roma - Prof.ssa Vidotto
by Alessandro Degregorio 20 Jun '23

20 Jun '23

Buonasera, il *23 Giugno 2023* presso il Dipartimento di Scienze Statistiche - Sapienza Università di Roma - alle *ore 12 (aula 24)*, la prof.ssa *Anna Vidotto* (Università di Napoli Federico II) terrà un seminario: *Title: *The Malliavin-Stein Approach and an Improved Second-Order Poincaré Inequality *Abstract: *In this talk we will introduce the so-called Malliavin-Stein approach for obtaining quantitative central limit theorems for functionals of Gaussian fields. Then we will present an improved version of the second-order Gaussian Poincaré inequality, first introduced in Chatterjee (2009) and Nourdin et al. (2009), and consequent applications. Tutti gli interessati sono invitati a partecipare. Sarà possibile seguire il seminario anche da remoto, tramite il seguente link: https://uniroma1.zoom.us/j/94866257671?pwd=Rm5aRUdTT1dUb0JrS3Q2TjFYNHNOZz09 Saluti, Alessandro De Gregorio -- **Fai crescere le giovani ricercatrici e i giovani ricercatori* **con il 5 per mille alla Sapienza *Scrivi il codice fiscale dell'Università *80209930587 Cinque per mille <https://www.uniroma1.it/it/node/23149>*

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Call for papers Foro de Turismo
by Alessandra Fabbri Colabich 20 Jun '23

20 Jun '23

Dear colleagues: It is a pleasure to present the celebration of the II City of Melilla Tourism Forum face-to-face from October 4th to 7th. The forum is organized around seven thematic symposia where a wide group of professionals will talk about cruise tourism, the problem of connectivity, European projects on Tourism, Tourism and Society, experiences on Tourism, digitization - sustainability, gastronomy and enology. Next to these symposia, parallel sessions of different communications are organized. The realization of this forum will be in person. The trip and accommodation costs of the attendees will be supported by the Conference (up to €400 of funding per attendee in concept of transportation and accommodation. The number of people receiving this funding will depend on the availability of funds). At the time the attendees are going to formalize their registration, they will be informed through HERMES if they get the funding. To access it, it is required: 1. Registering at the following link from July 3th (registration instructions appear there): https://forms.gle/d352ZoL5RSzCrj2ZA 2. Paying the registration fee (proof of payment must be attached when registering): ❖ Early registration: July 3th-September 8th: €80. ❖ Late registration: September 09-17: €120. 3. Making the request for the grant. The submission of applications will be carried out through the Generic Application procedure of the UGR Electronic Register (https://sede.ugr.es/procs/Solicitud-generica-para-la-UGR/) The request will be addressed to the Dean of Facultad de Ciencias Sociales y Jurídicas in Melilla. Optionally, a short abstract between 250 and 300 words of the communication that you intend to present at the Forum (if applicable) in Spanish or English, may be sent in the registration form. To get the grant, the registration order will be considered and preference will be given to attendees who present communication. Regardless of whether an abstract has been sent in the registration form, whoever wishes to send a communication must submit it through the following link: https://forms.gle/yHcWZWUgwanmxM2j8 (also available on the website). Communications may be submitted by September 3th at 11:59 p.m. (CET), with a work- in-progress format of a maximum of 4,500 words. And it should be included in the following tracks: 1. Dimensions of change in tourism today 2. Dimensions of change in leisure tourism 3. Tourism and leisure industries 4. Critical issues in tourism and leisure studies The accepted communications may be included as a book chapter in the influential editorial Dykinson S.L. (Q1 SPI). A period to change/adapt the book chapter, once evaluated in the congress, will be given. The template with the formatting conditions can be downloaded from the official website of the III Forum. And once it is filled out, it must be sent to smoral(a)ugr.es The acceptance of the communications to be presented in the Forum will take place around September 20th, and the author who has sent the communication and paid the registration will be informed of the acceptance. Should you require any more information about this forum; please write to foroturismomelilla(a)ugr.es or check the Conference website: https://foroturismomelilla.

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PH.D. IN MATHEMATICS Universities of Ferrara, Modena-Reggio Emilia, Parma
by Cristian GIARDINA' 20 Jun '23

20 Jun '23

Buongiorno, con preghiera di diffusione, inoltro messaggio relativo al prossimo ciclo di dottorato presso le università di Modena-Reggio Emilia, Parma e Ferrara. Grazie Cristian Giardinà --------------------------- PH.D IN MATHEMATICS Universities of Ferrara, Modena-Reggio Emilia, Parma - CYCLE XXXIX – A.Y. 2023/2024 The call for admission 2023/24 for the Ph.D program in Mathematics is open, applications are invited for 12+2 positions. Information at https://www.unife.it/studenti/dottorato/it/concorsi/concorso-per-titoli-e-c… (correct link) Deadline 27-07-2023 12:00 (Italian Time) Educational purpose: The PhD project in Mathematics is based on the close collaboration between the three universities of Ferrara, Modena-Reggio Emilia and Parma, and has been an established regional and national reality since 2013. Ph.D. students benefit both from the educational offer provided by the three Universities in the different areas of Mathematics and from the plurality of expertise in the faculty. The Ph.D. through an extensive network of national and international contacts and the high qualification of its faculty is able to offer the highest level of education in every specific area of mathematical sciences. The main goal to train highly qualified professional figures in the field of Mathematics, with advanced skills on mathematical models and methodologies, and interdisciplinary applications is achieved through series of lectures, seminars, participation in workshops and research periods in third-party institutions that, on the one hand introduce doctoral students to the world of academic and non-academic research and, on the other hand, allow them to establish work contacts that will accompany them in the years following the completion of their degree. Alongside the study periods, presentations at internationally relevant conferences and workshops are organized to help the doctoral student in the subsequent entry into the work mode. Training is thus specifically directed on the skills of recognizing significant research problems in mathematics, formulating solutions to those problems, and conveying the results to others through oral presentations or written work. The Ph.D., at the end of the program, should be able to: carry out research independently, produce original and relevant results, and fit into the international scientific community. Ph.D.s will possess the skills necessary not only to work in universities and research institutes, but also in industry, public administration and private commercial enterprises. Educational plan: The program provides for the training of mathematicians capable of exploiting the full potential of mathematical and statistical tools and methods to address the inherent complexity of problems posed by applied science and industry. The first year of the Ph.D. program will include advanced theoretical lectures and workshops taught by international scholars chosen by the faculty to provide students with the opportunity to establish direct contact with the international scientific community. These courses may be chosen from a wide range of course offerings in both pure and applied mathematics. In addition, they will be complemented by courses related to soft skills such as computer science, programming and writing research projects in the community. Ph.D. students will also take individualized courses under the guidance of a mentor for the purpose of introducing them to the specific topics of their research. Every year 60 credits must be accrued, and an oral examination is required to demonstrate the research activity performed. Students are expected to spend a minimum of 6 months and a maximum of 18 months abroad. After completing the required courses and exams, students will focus primarily on their chosen research project. Students are evaluated annually on the basis of the progress of their research leading to the writing of the Ph.D. thesis, to which the Ph.D. program in Mathematics devotes great attention. Access to the final examination is subject to the achievement of original research results of international significance.

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Invitation, 4th LTI - Bank of Italy Workshop “Long-term investors’ trends: theory and practice” | June 26th, 2023 @ 9.30 - 18.10 CET
by Luca Regis 20 Jun '23

20 Jun '23

Dear Colleagues, please find below the invitation to the 4th LTI - Bank of Italy Workshop “Long-term investors’ trends: theory and practice” which will take place in Torino at Collegio Carlo Alberto on June 26th. Best regards, Luca Regis > > [Collegio Carlo Alberto] > <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/GEN-7a6nP0GIVVWz5rrVEjHGOgmQX0jK8q…> > > > > > > > > [LTI@UniTO] > <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/DRogqzgmKL6MQbrEujcfS9bcupLLzVqQwA…> > > > > > > > LTI@UniTO and Fondazione Collegio Carlo Alberto are pleased to invite > you to the following event > > *4th LTI - Bank of Italy Workshop* > > * “Long-term investors’ trends: theory and practice”* > > *June 26th, 2023 @ 9:30 - 18:10* > > *Fondazione Collegio Carlo Alberto, Piazza Arbarello 8, Torino* > <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/khs3bTkzOkmQEZsrKfw2rm-oAZ8AbbIKXU…> > > The workshop is organized by Long-Term Investors@UniTO (LTI@UniTO) and > the Directorate General for Economics, Statistics and Research of the > Bank of Italy > > *To Attend IN PERSON * > *Register Here* > <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/TBAvT8p96-RNPNC0JLFzmEuOdXmSESNyUP…> > > > > *To Attend ONLINE * > *Register Here* > <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/H0nVQBRviAnno-2JhyLJSV9Aysk8qkNmId…> > > > *PROGRAM* > > *9:30 - 9:50* | *Welcome address* > > *Pietro Garibaldi* (LTI@UniTO) and *Lanfranco Suardo* (Banca d’Italia) > > > *9:50 - 10:30* | *Carbon Policy Surprises and Stock Returns: Signals > from Financial Markets* > > *Ugo Panizza* (Geneva Graduate Institute), Martina Hengee (IMF), > Richard Varghese (IMF) > > Discussion: *Ludwig Chincarini* (University of San Francisco) > > > *10:30 - 11:10* |*Flight to climatic safety: local natural disasters > and global portfolio flows * > *Fabrizio Ferriani* (Banca d’Italia), Andrea Gazzani (Banca d’Italia), > Filippo Natoli (Banca d’Italia) > > Discussion: *Michael Donadelli *(Università di Brescia) > > > 11:10 - 11:30 | Coffee Break > > > *11:30 - 12:20* | *Keynote speech* > *Imperfect Financial Expectations: Theory and Evidence* > *Andrea Vedolin *(Boston University) > > *12:20 - 13:00* | *Cultural Steoreotypes of Multinational Banks* > *Orkun Saka* (City University of London), Barry Eichengreen > (University of California Berkeley) > > Discussion: *Michela Altieri *(LUISS) > > > 13:00 - 14:30 | Lunch break > > *14:30 - 15:10* | *Dynamic ESG equilibrium* > *Andrea Tarelli* (Università Cattolica Milano), Doron Avramov (IDC), > Abraham Liuoi (EDHEC), Yang Liu (University of Hong Kong) > > Discussion: *Elisa Luciano* (Università di Torino and CCA) > > > *15:10 - 15:50* | *Financial Intermediaries and demand for duration * > *Marco Zanotti *(Università della Svizzera italiana), Alberto Plazzi > (Università della Svizzera Italiana), Andrea Tamoni (Rutgers Business > School) > > Discussion: *Frank De Jong* (Tilburg University) > > > *15:50 - 16:30* | *Do Institutional Investors stabilize equity markets > in crisis periods? Evidence from Covid-19* > *Stefano Ramelli* (University of St. Gallen), Simon Glossner > (University of Virginia Darden), Pedro Matos (University of Virginia > Darden), Alexander Wagner (University of Zurich) > > Discussion: *Fernando Avalos* (Bank for International Settlements) > > > 16:30 - 16:50 | Coffee Break > > > *16:50 - 17:30* | *Reducing Carbon Using Regulatory and Financial > Market Tools* > *Federica Zeni* (World Bank), Franklin Allen (Imperial College > London), Adelina Barbalau (University of Alberta) > > Discussion: *Tito Cordella* (Johns Hopkins University) > > > *17:30 - 18:10* | *What is missing in Asset-Pricing Factor Models * > *Massimo Dello-Preite* (Imperial College London), Raman Uppal (EDHEC), > Paolo Zaffaroni (Imperial College London), Irina Zviadadze (HEC Paris) > > Discussion: *Fabio Moneta *(Telfer Business School Ottawa) > > *ORGANIZING COMMITTEE* > > *Pietro Garibaldi *(Università di Torino and CCA) > > *Marcello Pericoli* (Banca d’Italia) > > *Luca Regis *(Università di Torino and CCA) > > *Marco Taboga* (Banca d’Italia) > > > > *Fondazione Collegio Carlo Alberto* > > Piazza Arbarello 8 - 10122 Torino, Italy > phone: +3901115630800 <tel:+3901115630800> > segreteria(a)carloalberto.org - www.carloalberto.org > <https://4z5y5.r.a.d.sendibm1.com/mk/mr/0lYePDeWimofBvS35oSrwJ4pb4ARB6fYVblc…> > > > <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/olrYMibecM0nDUr9BLcj8nH-LC70ZUepMt…> > > > > <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/35uVh5Dq7rhTXGo3Yo5YuOtT24TxllYnNc…> > > > > <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/LH8ltvXG8FoeB2f9hBJrAb17_kaX1PR-p8…> > > > > <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/NQRbRD6KjC8KQ6NAT_NxqiJ9BKa1-eIDgO…> > > > > <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/kmwmMWBvwRtXM8aY-4t9m6mhAldUk1W7xG…> > > > > <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/L6L0EbWv-LGKqD2kCt-Kqscd6CxgbrFcUS…> > > > *Founders* > > > <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/RY9bYrg7v0kNlLT0nCh-ZjzFzkKbcg0gZc…> > > > > > > > <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/qTup2FJSrrXaSluvtwukHqiQMYWdi062aL…> > > > > > > *Sostieni il Collegio Carlo Alberto con il 5x1000 | c.f. 94049090015* > > *INFORMATION UNDER THE NEW GENERAL DATA PROTECTION REGULATION (GDPR)* > Your personal information has been gathered for the exclusive purpose > of informing you about the Collegio's initiatives, considering our and > your legitimate interest or your consent. If you wish to have your > personal data modified please contact Fondazione Collegio Carlo > Alberto, piazza Arbarello 8, 1022 Torino, Italy - phone:+39011 15630 > 800 - privacy(a)carloalberto.org > <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/uKjPNeKZXrQPi3CebfD4ReEv1HlOMn7Nih…> > To find out about the policies regarding the processing of personal > data pursuant to articles 13-14 of EU Regulation 2016/679, consult the > information at the following link > > _https://www.carloalberto.org/privacy/_ > <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/WjCL6o_ToPzhjYkNg6P2ZqrHIxXMqrM9B2…> > > *Unsubscribe* > <https://4z5y5.r.a.d.sendibm1.com/mk/un/m2qlLVGts2MBodl-eJLY_ufE1-n0kYYZ5G16…> > > *© 2022 Fondazione Collegio Carlo Alberto* >

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Position for Assistant Professor in Statistics at Luiss
by Marco Perone Pacifico 16 Jun '23

16 Jun '23

Luiss University, Roma, is inviting applications for a position of Assistant Professor in Statistics. This is a tenure track position, involving teaching and research. The closing date for applications is July 13 at 2:00pm CEST. All details at: https://pica.cineca.it/luiss/def-rtt-19-2023/ Please bring this position to the attention of any interested candidates. Cordially, Marco Perone Pacifico Professor of Statistics Department of Economics and Finance LUISS University Viale Romania 32 00197 Roma, ITALY 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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SPASS Seminars: Sandra Cerrai and Gianmarco Bet
by Francesco Grotto 15 Jun '23

15 Jun '23

Dear Colleagues, We would like to invite you to the following SPASS seminars, jointly organized by UniPi, SNS, UniFi and UniSi: *The Smoluchowski-Kramers diffusion-approximation for a class of constrained stochastic wave equations* *Sandra Cerrai* (University of Maryland) *Metastability for the Potts model with Glauber dynamics* *Gianmarco Bet *(University of Florence) The seminars will take place on TUE, 20.6.2023, respectively at 14:00 CET and at 15:00 CET in Sala Seminari, Dipartimento di Matematica, Pisa 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 (Cerrai at 14:00): We investigate the well-posedness of a class of stochastic second-order in time-damped evolution equations in Hilbert spaces, subject to the constraint that the solution lies within the unitary sphere. Then, we focus on a specific example, the stochastic damped wave equation in a bounded domain of a d-dimensional Euclidean space, endowed with the Dirichlet boundary condition, with the added constraint that the L^2-norm of the solution is equal to one. We introduce a small mass mu>0 in front of the second-order derivative in time and examine the validity of a Smoluchowski-Kramers diffusion approximation. We demonstrate that, in the small mass limit, the solution converges to the solution of a stochastic parabolic equation subject to the same constraint. We further show that an extra noise-induced drift emerges, which in fact does not account for the Stratonovich-to-Itô correction term.* *Abstract (Bet 15:00): In this talk, I will describe some recent result on the low-temperature metastabile behavior of the ferromagnetic Potts model on a finite two-dimensional grid-graph Λ, evolving according to Glauber dynamics. More specifically, to each spin configuration is associated an energy that depends on local spin alignment, as well as on an external magnetic field that acts only on one spin value. We describe separately the case of negative, positive and, if time allows, zero external magnetic field. In the first case there are q − 1 stable configurations and a unique metastable state. In the second case there are q − 1 symmetric metastable configurations and only one global minimum. In the third scenario the system has q stable equilibria. In the negative and positive cases we study the asymptotic behavior of the first hitting time from the metastable to the stable state as the inverse temperature tends to infinity. Moreover, in both cases we identify the union of gates and prove that this union has to be crossed with high probability during the transition. Based on joint work with Anna Gallo and Francesca Nardi. *

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Fw: Postdoctoral position NYUAD
by Cristina TONINELLI 15 Jun '23

15 Jun '23

Ricevo e inoltro ________________________________ From: Pierre Youssef <yp27(a)nyu.edu> Sent: Thursday, June 15, 2023 11:02 AM To: Cristina TONINELLI <toninelli(a)ceremade.dauphine.fr> Subject: Postdoctoral position NYUAD Dear Cristina, I will have a postdoctoral position at New York University Abu Dhabi, to work on subjects related to High Dimensional Probability and applications. More details are available here<https://apply.interfolio.com/123968>. The starting date is flexible and can be as early as September 2023. Please feel free to share this with other colleagues. Best wishes Pierre

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PhD Positions in Sapienza Università di Roma
by Lorenzo Taggi 15 Jun '23

15 Jun '23

The Mathematics Department “Guido Castelnuovo” of Sapienza Università di Roma calls 9 PhD positions in Mathematics to start in November 2023. Candidates who are interested in working in the area of Probability, Statistical Mechanics, Stochastic Processes under the supervision of any faculty member of the Probability or Mathematical Physics group may contact lorenzo.taggi(a)uniroma1.it for further information. Since the Mathematics Department “Guido Castelnuovo” is an “excellence department”, starting from this year the PhD scholarships are higher than standard Italian PhD scholarships. Please forward this announcement to possibly interested candidates. FURTHER DETAILS: Scholarship: 1637 euro per month (after taxes) It is not required to be able to speak Italian in order to attend the PhD program. It is not required to be in possession of a master degree before the application deadline. Application deadline: 22th of June, 14:00 (CET) Details on the application procedure (in Italian or English): https://phd.uniroma1.it/web/concorso39.aspx?s=&i=3519&m=&l=EN&p=&a= Official call (in Italian or English): https://www.uniroma1.it/sites/default/files/user/1824/call_for_applications… The written test must be undertaken in presence and it is possible to get a reimbursement of 250 euro for participating. It is possible to attend the oral test via zoom. Faculty Members in the Mathematics department: https://www.mat.uniroma1.it/dipartimento/persone

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One World ABC: J. Arruda and Y. Shälte- June 29, 9.30am UK time
by Massimiliano Tamborrino 15 Jun '23

15 Jun '23

Dear all, the last One World ABC Seminar<https://www.warwick.ac.uk/oneworldabc> of the season is quickly approaching! On Thursday, June 29, at 9.30am UK time, Jonas Arruda and Yannik Shälte (University of Bonn) will talk about "Amortized simulation-based inference for non-linear mixed-effects models" with an reported below. Abstract: Non-linear mixed-effects models are a powerful tool for studying heterogeneous populations in biology, medicine, engineering, and other fields. However, fitting these models is computationally challenging when the description of individuals is complex and the population is large. To address this issue, we propose the use of neural density estimation to approximate entity-specific posterior distributions in an amortized fashion. This approximation is then used to efficiently infer population-level parameters. Applying this approach to problems from single-cell biology, we demonstrate its scalability to large datasets in an unprecedented manner. Moreover, it enables accurate uncertainty quantification, simple testing of hypotheses, and extends to stochastic models, going beyond what established methods can give. In summary, our method constitutes a highly flexible novel approach has the potential to substantially improve the analysis of heterogeneous populations. The talk will be hosted on MS Teams here: https://teams.microsoft.com/l/meetup-join/19%3ameeting_OTYyY2FkMWQtZTkwNi00… We are looking forward to seeing you soon, best, Massimiliano on the behalf of the One World ABC Seminar Organisers ------ Dr. Massimiliano Tamborrino Associate Professor Department of Statistics University of Warwick https://warwick.ac.uk/tamborrino

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Amases Summer School
by Roy Cerqueti 15 Jun '23

15 Jun '23

Dear all, this is to inform you that the first edition of the AMASES Summer School will be held next September 4-6 at the University of Rome "La Sapienza", Building CU002. The goal of the Amases summer schools is to train young scholars on topics that are relevant in the context of mathematics applied to the social sciences. This year the title of the school is Social, Financial and Economic Networks. More information on the website: https://www.amases.org/amases-summer-school-2023/ For any question, do not hesitate to contact the organizers: Fabrizio Lillo <fabrizio.lillo(a)unibo.it> Roy Cerqueti <roy.cerqueti(a)uniroma1.it> -- **Fai crescere le giovani ricercatrici e i giovani ricercatori* **con il 5 per mille alla Sapienza *Scrivi il codice fiscale dell'Università *80209930587 Cinque per mille <https://www.uniroma1.it/it/node/23149>*

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Fwd: 2 Postdoc positions in Mathematics at GSSI
by Faggionato, Alessandra 14 Jun '23

14 Jun '23

Buongiorno ricevo e con piacere inoltro. Saluti Alessandra ---------- Forwarded message --------- From: Serena Cenatiempo <serena.cenatiempo(a)gssi.it> Date: Wed, 14 Jun 2023 at 17:33 Subject: 2 Postdoc positions in Mathematics at GSSI Dear all, This is to announce the following call for a two 2year Postdoc positions in Mathematics at GSSI, deadline *July 6th, 2023*. We welcome any application in applied PDEs, Numerical Analysis, Statistical Mechanics and Continuum Mechanics. Total gross salary is: € 45.000,00. Please find more details on the position at the following link https://gssi.it/albo-ufficiale-online-gssi post #315 or directly consult the call in English, available here <https://gssi.it/albo-ufficiale-online-gssi/item/download/4396_26fc3b69b46a2…> . For more information on Mathematics research at GSSI you can look at the pages https://www.gssi.it/research-area/maths-research https://www.gssi.it/people/professors/lectures-maths Please feel free to forward this announcement among potentially interested people and applications. With best regards Giulia Basti, Serena Cenatiempo, Marielle Simon, Stefano Olla, Lu Xu -------------------------------------------------- Serena Cenatiempo Gran Sasso Science Institute (GSSI) Viale Crispi n.7, 67100 - L'Aquila (Italy) phone: +39 0862 428 0276 email: serena.cenatiempo[at]gssi[dot]com homepage: http://www.serenacenatiempo.it/ -- ************************************************* 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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4-YEAR PHD PROGRAM IN MODELING AND ENGINEERING RISK AND COMPLEXITY AT THE SCUOLA SUPERIORE MERIDIONALE, NAPLES, ITALY
by Tiziano De Angelis 14 Jun '23

14 Jun '23

Dear All, Please find below the advert for 8 fully funded PhD positions at Scuola Superiore Meridionale, which may be of interest for students with a background in applied probability, statistics and mathematical finance. Best wishes Tiziano -------------------------- *4-YEAR PHD PROGRAM IN MODELING AND ENGINEERING RISK ANDCOMPLEXITY AT THE SCUOLA SUPERIORE MERIDIONALE, NAPLES, ITALY* From epidemics, climate change and sustainability to seismic engineering and Industry 4.0, all the crucial challenges facing mankind today require the ability to understand and engineer ever growing reliable interdependent, complex and interconnected systems and infrastructures. If you are interested in studying complex systems, understand how to manage and mitigate risks and cascade effects this is the right program for you! The Call for Applications for the 4 year PhD Program in Modeling and Engineering Risk and Complexity of the Scuola Superiore Meridionale (a brand new School for Advanced Studies established in Naples by the Italian Government in 2019) is now out and available at https://www.ssmeridionale.it/en-us/la-scuola/bandi-di-concorso/dottorati <https://www.ssmeridionale.it/en-us/la-scuola/bandi-di-concorso/dottorati>We are looking for bright and ambitious students from any area of Mathematics, Physics, Science and Engineering to join this exciting new program. *8 fully funded 4-year scholarships are available this year*Each scholarship includes a stipend of EUR 19,000 per year which is increased by 50% when the student is spending time abroad. Students are expected to spend at least 12 months abroad during their PhD. Each Scholarship also includes approx EUR 3,000 for research costs/travel per year. Students can choose their projects and supervisor from a vast range of options during their first year. Examples of past and ongoing research projects are available on the website of the MERC PhD program at https://bit.ly/merc-PhD <https://bit.ly/merc-PhD>Applicants must submit a brief scientific report (description of their MSc thesis work, CV, personal statement and reference letters) following the instructions provided at the website above by no later than 25th August 2023. Applications must be submitted using the online platform available at: https://pica.cineca.it/ssm/dottorato39-ssm/domande <https://pica.cineca.it/ssm/dottorato39-ssm/domande>Successful candidates will be announced by the end of September 2023 with the course officially starting on 1st November 2023. For any further information check out the PhD website at https://bit.ly/merc-PhD <https://bit.ly/merc-PhD> or contact the PhD Coordinator, Prof Mario di Bernardo, via e-mail at merc(a)ssmeridionale.it, or any of the PhD Board members listed in the PhD website above.

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Kaiserslautern Applied and Industrial Mathematics Days – KLAIM
by Alessandra Micheletti 14 Jun '23

14 Jun '23

Dear Colleagues, the second edition of the > > Kaiserslautern Applied and Industrial Mathematics Days – KLAIM > > will take place in Kaiserslautern, Germany, from September 25th-27th, 2023. > > The purpose of this workshop is to provide a forum for applied mathematicians from academia, research labs and industry to exchange ideas and to showcase recent results. After the successful start of this new conference series in 2021, we continue this year with the second edition of KLAIM, putting emphasis on the Synthesis of Models and Data. > This thematic focus addresses in particular the combination of model-based approaches and data-driven techniques, leading thus to hybrid learning frameworks. The workshop is hosted jointly by the Fraunhofer-Institute for Industrial Mathematics and the Department of Mathematics at the RPTU Kaiserslautern-Landau. > > The program will be structured along the five tracks > 1. Models and Data across Scales and Domains in Engineering Applications. This track is in collaboration with the ECMI Special Interest Group Math for the Digital Factory. > 2. Risk Management and Machine Learning > 3. Simulation and Optimization in Fluid Dynamics > 4. Mathematical Programming: Uncertain Data and Multiple Objectives > 5. Analyzing Materials Structures: Images, Machine Learning and Stochastic Geometry > > Besides we plan a special session about mathematical research data. > > Deadlines > Submission of abstracts: June 19th, 2023 (strict deadline) > Notification of acceptance: July 3rd, 2023 > Registration and payment of conference fee: August 18th, 2023 > For late registrations after August 18th, the conference fee is 270,- EUR. > > Find out more at: itwm.fraunhofer.de/klaim2023 > ----------------- Associate Professor - Probability and Mathematical Statistics ECMI <https://ecmiindmath.org/> Vice President Dept. of Environmental Science and Policy - ESP Università degli Studi di Milano via Saldini 50, 20133 Milano, Italy phone: +39-02503-16130 fax: +39-02503-16090 https://alessandramichelettiwebpage.wordpress.com/

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