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seminario di Gianni Pistone (DISMA-Politecnico di Torino)
by Paola Siri 14 Jun '23

14 Jun '23

Martedì 20 Giugno alle ore 11.00 presso l’aula seminari del DISMA (Politecnico di Torino) il prof. GIOVANNI PISTONE (de Castro Statistics, Collegio Carlo Alberto, e DISMA (former faculty)) terrà un seminario dal titolo Information Geometry of ANOVA and Transport Theory. ABSTRACT. Functional ANOVA (ANalysis Of VAriance) is used in Statistics and Sistem Theory. It is a non-parametric orthogonal splitting of the vector space of $L^2$ random variables. We use it to split the fibres of the affine statistical bundle. The base set consists of probability densities, and the fibres are vector spaces of Fisher’s scores. On a product sample space, one of the factors in the splitting is an additive model, while the other is a transport model. Tutti gli interessati sono invitati a partecipare. Per chi non avesse possibilità di partecipare in presenza, l'evento sarà trasmesso in streaming al seguente link https://didattica.polito.it/VClass/SeminarioPistone Paola Siri e Barbara Trivellato Paola Siri Probability, Statistics and Optimization group Department of Mathematical Sciences "G. L Lagrange" Politecnico di Torino [cid:A8CB887B-8B14-40BE-AAAD-8875D1B7658A]

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oggi ore 11.00 - Seminario Prof.ssa E. Rroji
by Enea Bongiorno 14 Jun '23

14 Jun '23

Buongiorno, con piacere segnalo il seguente seminario che si terrà oggi: -------------------------------- 14 giugno ore 11.00 - aula 101, campus Perrone, via Perrone, 18, Novara. Università del Piemonte Orientale. - on-line: meet.google.com/yvq-ccbt-pzt Title:* On the microstructure of green bonds* *Prof. Edit Rroji* University of Milano Bicocca - DISMEQ Abstract: The idea of this paper is to investigate differences in brown and green bonds from the lens of the trading activity. Our research exploits the idea that positive and negative jumps in the dynamics of returns have a specific memory nature that can be modelled through a self-exciting process. We investigate the microscopic structure and properties of high-frequency series of green and brown bonds using Hawkes type processes where the kernel is a CARMA(p,q) model. Empirical results suggest that the bid-ask spread of green bonds on average is larger for bonds issued by a financial institution while the opposite happens for bonds issued by a non financial company. Moreover, we observe that the intensities respectively of positive and negative jumps in the price dynamics are not stationary through time. Higher order bivariate Hawkes models provide better fitting results in our datasets, especially for the issuer that operates in the energy sector. This presentation is based on a joint work with Lorenzo Mercuri (University of Milan) and Andrea Perchiazzo (Vrije Universiteit Brussel). ----------------------------------- Locandina dell'evento <https://drive.google.com/file/d/1NunY3uhobfzBtP0qUUbxLJpnqcvFn4JM/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 Seminari Matematici Statistici <https://sites.google.com/uniupo.it/seminari-ms/home-page>

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PMS^2 hybrid talk: Mario Maurelli - 21/06/2023 - Politecnico di Milano
by Margherita Zanella 13 Jun '23

13 Jun '23

Dear colleagues, we are happy to announce the hybrid - that is, in person with online streaming - talk of the (PMS)^2 series: Speaker: Mario Maurelli (Università di Pisa) Title: No blow-up by nonlinear It\^o noise for the Euler equations. Abstract: We consider the incompressible Euler equations in two or three dimensions and we show that the addition of a suitable multiplicative It\^o noise with superlinear growth prevents a smooth solution from blowing up in finite time. The result is valid for a more general hyperbolic-type SPDE. The proof is based on the Lyapunov function method. Joint work with Marco Bagnara and Fanhui Xu. Date and time: Wednesday June 21, 14:30-15:30 (Rome time zone). Place: Aula Seminari - III piano (third floor), Dipartimento di Matematica, Politecnico di Milano, Piazza Leonardo da Vinci, 32 – 20133 Milano - Ed. 14 “Nave” Campus Bonardi. (Accesso pedonale da: Via A.M. Ampère, 2 - Milano, Via E. Bonardi, 9 - Milano, Via G. Ponzio, 31 - Milano). Zoom link: https://polimi-it.zoom.us/j/95561910050?pwd=amJISEdSRnAxcW9pOU53ZDREaEZadz09 ID riunione: 955 6191 0050 Passcode: 455231 This is a talk of the (PMS)^2: Pavia-Milano Seminar series on Probability and Mathematical Statistics organized jointly by the universities Milano-Bicocca, Pavia and Milano-Politecnico. For more information see the dedicated webpage: https://paviamilanoseminars.wordpress.com/ Participation is free and welcome! Best regards The organizers (Carlo Orrieri, Maurizia Rossi, Margherita Zanella)

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Next OWPS on June 21st: Maria Eulàlia Vares and Daniel Valesin
by Alberto Chiarini 13 Jun '23

13 Jun '23

OWPS's next session will be on Wednesday the 21st of June from 15:00 to 17:00 UTC (Coordinated Universal Time). We have the pleasure of introducing our next speakers: Maria Eulàlia Vares (Universidade Federal do Rio de Janeiro) and Daniel Valesin (University of Warwick) Title, abstract and the zoom link are below the signature and can be found on the website https://www.owprobability.org/one-world-probability-seminar. If you are interested in the project, we kindly ask you to share this announcement within your community. With best wishes, Alberto Chiarini (Padua) and Adrián González Casanova (Berkeley and México) ----------------------------------------------------------------------------------------------------------- Talk : Maria Eulàlia Vares and Daniel Valesin Title: Renewal contact process and contact process on dynamic random environments Abstract: In the first part of this talk, we will present recent progress on alternate versions of the Harris contact process, where we allow some aspect of the dynamics (transmissions or recoveries) to be governed by a general renewal process. In this case, several of the tools employed in the study of the classical process no longer apply, and new ones are required. We present conditions on the inter-arrival distribution of the renewal process that ensure survival or extinction of the infection. In the second part, we switch to a model introduced by Linker and Remenik (2020), namely the (classical) contact process evolving on a dynamical graph given by dynamic bond percolation on the edges of Z^d (the environment is thus defined by the percolation density p and the edge update rate v). Their work contains several interesting results about this model, including a result in dimension one that we extend to higher dimensions. This result states that, for any fixed value of the percolation density p below the critical threshold and the contact infection rate lambda, the infection dies out if the edge update rate v is small enough. Joint works with Luiz Renato Fontes (USP), Marcelo Hilário (UFMG), Domingos Marchetti (USP), Thomas Mountford (EPFL), Daniel Ungaretti (UFRJ). Join Zoom Meeting https://unipd.zoom.us/j/89463956862?pwd=M25LR1paZ0l6dlpMOVBiK2VjUWpEZz09 Meeting ID: 894 6395 6862 Passcode: 789866 If you are having trouble with zoom, or if the capacity of the zoom room gets exceeded, you can also access to the Youtube live stream at the channel of the seminar: https://www.youtube.com/channel/UCiLiEQGTp6bZEhuHDM-WNWQ

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Seminario di Sandra Cerrai al Politecnico di Milano
by Giuseppina Guatteri 13 Jun '23

13 Jun '23

Si avvisa che in data 22/06/2023, alle ore 15:30 precise, Aula Seminari III piano, dipartimento di Matematica, Politecnico di Milano, nell'ambito delle iniziative della sezione di Probabilità, si svolgerà il seguente seminario: An asymptotic approach to SPDEs on graphs Sandra Cerrai, University of Maryland Abstract: I will present some results about the asymptotic behavior of a class of stochastic reaction-diffusion-advection equations in the plane. I will show that as the divergence-free advection term becomes larger the solutions of such equations converge to the solution of a suitable stochastic PDE defined on the graph associated with the Hamiltonian. I will deal with the case when the stochastic perturbation is given by a singular spatially homogeneous Wiener process taking values in the space of Schwartz distributions. As in previous works, I will assume that the derivative of the period of the motion on the level sets of the Hamiltonian does not vanish. Time permitting, without assuming this condition on the derivative of the period, I will study a weaker type of convergence for the solutions of a suitable class of linear SPDEs. È gradita la sua partecipazione. Cordiali saluti. Giuseppina Guatteri Dipartimento di Matematica Politecnico di Milano Via Bonardi, 9 20133 Milano tel.: +390223994556 fax.:+390223994513 email: giuseppina.guatteri(a)polimi.it "Happiness can be found even in the darkest of times, if one only remembers to turn on the light" A. Dumbledore

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PhD call in Modeling and Data Science at the University of Turin
by Elvira Di Nardo 13 Jun '23

13 Jun '23

Fully funded PhD positions in Modeling and Data Science - University of Turin There are 5 fully funded PhD scholarships in the framework of the PhD in Modeling and Data Science at the University of Turin (Italy), coordinator Prof. Laura Sacerdote (3 PhD scholarships funded by the University of Turin and 2 scholarships co-funded by CNR Iliesi). The scholarship is for three years, starting from 1st November 2023. The PhD program is interdisciplinary, and it involves branches of mathematics, informatics, economics, statistics, and physics. Website of the PhD: https://dottorato-mds.campusnet.unito.it/do/home.pl The official language is English. The call is now open. All interested candidates have to submit their application online: https://pica.cineca.it/unito/2023-dott/ The required documents can be provided in English or Italian. Deadline for applying is *7 July 2023*, h 12:00 noon (CEST Time) The positions are assigned to specific research projects which are discussed during the interview together with the related scientific skills. Candidates are required to submit a written statement (maximum length 3 pages with legible font size) explaining which specific aspects of the previously acquired background knowledge are useful for the development of the project selected at the time of application, possibly together with specific research directions and techniques that the applicant envisions can be pursued in that area. The relevance of the topics presented to the selected project will be an integral part of the evaluation. The list of the available projects - with a short description - is available at the following link (the scholarships co-funded by CNR Iliesi are related to projects No. 1 and 2) https://dottorato-mds.campusnet.unito.it/do/home.pl/View?doc=/content/Proje… More information, including the official call and all relevant deadlines, at the following link https://www.dottorato.unito.it/do/home.pl/View?doc=Bando_XXXIX_ciclo.html where further news, which may become available after the publication of the call, will also be announced. Please feel free to circulate this message to potentially interested people. Kind regards EDN -- %------------------------------------------------------- Elvira Di Nardo Dept. Mathematics "G. Peano" University of Torino Via Carlo Alberto 10 10123 Torino, Italia tel. +39 0116702862 fax +39 0116702878 www.elviradinardo.it %-------------------------------------------------------

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Research assistant position at TU Clausthal
by Carlo Orrieri 12 Jun '23

12 Jun '23

Ricevo e inoltro. ——————————————————————————————————— In the group of Stochastics within the Institute of Mathematics at TU Clausthal we offer a position as Research assistant (PhD-Student), all genders welcome Entgeldgruppe 13 TV-L, 100% for an initial period of 3 years. The starting date is as soon as possible. The position includes research in the field of nonlinear stochastic evolution equations as well as teaching support linked to the focus of the research. The job advertisement can be found here: https://www.tu-clausthal.de/en/university/careers-vocational-training/job-o… <https://www.tu-clausthal.de/en/university/careers-vocational-training/job-o…> For further information, please contact Aleksandra Zimmermann, aleksandra.zimmermann(a)tu-clausthal.de <mailto:aleksandra.zimmermann@tu-clausthal.de>

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Fwd: Seminario R.J. Little 13 giugno ore 10.30
by Brunero Liseo 12 Jun '23

12 Jun '23

Il giorno 13 giugno alle ore 10.30, Aula Di Fresco (quarto piano della facoltà di Economia Sapienza) Il prof. Roderick Little, University of Michigan, terrà un seminario dal titolo *Some Reflections on Rosenbaum and Rubin’s Propensity Score Paper* Tutti gli interessati sono invitati a partecipare. Il seminario è fruibile anche on line collegandosi alla pagina https://web.uniroma1.it/memotef/aule-e-laboratori-memotef-didattica e cliccando su *Link studente* in corrispondenza dell’*Aula di Fresco* *Abstract * Rosenbaum and Rubin’s paper is highly cited because the basic idea is simple and insightful, and it has applications to important practical problems in treatment comparisons with observational data, and selection bias and nonresponse in surveys. I discuss several issues related to the method, including the use of the propensity score for weighting or prediction, and two robust methods that use the propensity score as a covariate and can be more efficient than weighting when the weights are highly variable, namely Penalized Spline of Propensity Prediction (PSPP) and Penalized Spline of Propensity for Treatment Comparisons (PENCOMP). Approaches to addressing highly variable weights are discussed, including omitting variables in the propensity model that are unrelated to outcomes and redefining the estimand. -- ============================================ Brunero Liseo *Dip. di metodi e modelli per il territorio, l'economia e la finanza * *Sapienza Università di Roma* *Viale Castro Laurenziano, 9 Roma I-00161 *Tel. +39 06 49766973 Fax +39 06 4957606 *https://sites.google.com/a/uniroma1.it/brulis/home <https://sites.google.com/a/uniroma1.it/brulis/home>* ============================================ -- -- **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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Research Fellow in Computational Statistics, University of Wollongong, Australia
by Francesca Crucinio 10 Jun '23

10 Jun '23

Ricevo e inoltro, scusandomi per ricezioni multiple. Francesca Crucinio -------------- Research Fellow in Computational Statistics National Institute for Applied Statistics Research Australia (NIASRA) School of Mathematics and Applied Statistics, University of Wollongong, NSW, Australia Fixed Term, Full Time Appointment (2 years) Salary: (AUD) $84,935 - $99,509 plus 17% superannuation Closing Date: Sunday 9 July 2023, 11:59pm [The Opportunity] The School of Mathematics and Applied Statistics wishes to appoint an Associate Research Fellow in Computational Statistics to start in October 2023 (or a mutually agreeable date). This post complements the expansion in Statistics research through the appointment of the TIBRA Foundation Chair in Mathematical Sciences. We seek candidates with a track record of high-quality research in statistical methodology, focusing on areas of Bayesian computations. The successful candidate will develop statistical methodology for contemporary and application-driven challenges in high-dimensional Bayesian statistics and contribute to the supervision of an associated doctoral research studentship. [Selection Criteria] Completion (or near completion) of a relevant Doctoral qualification in Statistics/Applied Probability/Machine Learning on Computational Statistics, Bayesian methodology, Uncertainty quantification, or other closely related research topics. [How to Apply] You are required to submit a cover letter detailing your interest in this position, relevant qualifications and include your research statement. You are also required to attach an up-to-date CV and answer the selection criteria questionnaire as part of the application process. For further details, including information about how to apply, go to https://www.uow.edu.au/about/jobs/jobs-available/#en/sites/CX_1/job/3620/?m… For informal enquiries about this position, please contact Professor Sumeetpal Singh <sumeetpals(a)uow.edu.au>

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RTD b) SECS-S/06 @Unisi
by Piero MAZZARISI 10 Jun '23

10 Jun '23

The Department of Economics and Statistics of the University of Siena is offering an Assistant Professor position, RTD-B (Tenure Track) in Mathematical Methods for Economics, Finance, and Actuarial Sciences (Academic recruitment field: 13/D4, SSD: SECS-S/06). Application deadline: June 19, 2023 Call: https://www.unisi.it/albo_pretorio/bandi/concorsi_interni/ricercatore-tempo… — Piero Mazzarisi Department of Economics and Statistics University of Siena Personal website: https://pieromazzarisi.wordpress.com <https://pieromazzarisi.wordpress.com/> University website: https://www.unisi.it/ugov/person/230040

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RTD-A SECS-S/01 Politecnico di Milano
by Laura Maria Sangalli 09 Jun '23

09 Jun '23

Con preghiera di massima diffusione a tutti i potenziali interessati. *** Nell'ambito del Progetto ANTHEM - AdvaNced Technologies for Human-centrEd Medicine è appena stata bandita una posizione RTD-A nel settore SECS-S/01 sul tema Sviluppo soluzioni innovative per il monitoraggio dei pazienti cronici, la valutazione dell'impatto dei fattori ambientali e degli stili di vita sulla salute e per l'identificazione fattori di rischio Scadenza: 26-06-23 Dettagli della procedura: https://www.polimi.it/en/faculty/working-at-the-politecnico/calls-and-compe… Programma di Ricerca: Sviluppo soluzioni innovative per il monitoraggio dei pazienti cronici, la valutazione dell'impatto dei fattori ambientali e degli stili di vita sulla salute e per l'identificazione fattori di rischio. L'attività di ricerca (riferita al progetto ANTHEM - AdvaNced Technologies for Human-centrEd Medicine Spoke 3 - Piano complementare PNRR - diretto dal Politecnico di Milano) verterà sullo sviluppo di modelli statistici e algoritmi di AI per la rilevazione di Non Communicable Diseases (NCD) e la previsione di una loro progressione basate su raccolta di segnali vitali, definizione di mappe di rischio per malattie cardiovascolari e respiratorie basate su dati raccolti da wearables e dati retrospettivi legati al territorio. Sono richieste competenze avanzate di Statistical Learning e Analisi Dati, e comprovata conoscenza di Data Management e programmazione (R, Python). Il ruolo prevede lo svolgimento di attività didattica. Per informazioni: Prof. Francesca Ieva – francesca.ieva(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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recording of Stephen G. Walker's first lecture
by Pier Giovanni Bissiri 09 Jun '23

09 Jun '23

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PhD in Mathematics (Pavia - Milano Bicocca - Indam)
by Francesco Caravenna 09 Jun '23

09 Jun '23

Since 2015, the Universities of Pavia and Milano-Bicocca have had a joint PhD program in Mathematics with the support of INdAM. https://sites.google.com/view/jointphd/home We are pleased to announce that the 2023 call for PhD candidates is open, with a deadline of June 26, 2023. You can find more details and application instructions at the following links: • English: http://phd.unipv.it/call-39/ • Italian: http://phd.unipv.it/bando-39/ A total of 12 scholarships are available in various domains of Mathematics, including Probability and Statistics. We kindly request you to circulate this information to potentially interested applicants. -- _________________________________________ Francesco Caravenna Dipartimento di Matematica e Applicazioni Università degli Studi di Milano-Bicocca Via Cozzi 55, 20125 Milano, Italy Office 3016, U5 building https://staff.matapp.unimib.it/~fcaraven/ _________________________________________

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Assegno di ricerca annuale - One-year post-doc position - Università Ca' Foscari Venezia
by Antonella Basso 09 Jun '23

09 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 26/06/2023 ORE 12:00 ORA ITALIANA: Link: https://www.unive.it/data/12137/#27507013 -------------------- 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: 26/06/2023 at 12:00 Italian time Link: https://www.unive.it/data/12137/#27507013 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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First Workshop on ML, Law and Society
by Shuyi Yang 08 Jun '23

08 Jun '23

Dear colleagues, We are delighted to inform you about this interdisciplinary ECML workshop: https://www.lasoml.com/non-functional-tradeoffs-law-and-society We are currently accepting submissions. The broad theme of the workshop is societal implications of ML. Topics such as algorithmic fairness, transparency and regulation of AI are also covered by the call for papers. The concept of the workshop is to foster an interdisciplinary, European community dealing with the impact of ML and AI on society, and possible intervention strategies to limit harms. We look forward to meeting you in Turin! Shuyi Yang

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Florence-Paris workshop on Statistics of Random Processes and Its Applications to Financial Econometrics, Florence, July 10-11, 2023
by Maria Elvira Mancino 08 Jun '23

08 Jun '23

Registration is open for the second edition of the Florence-Paris Workshop, organized by the Department of Economics and Management of the University of Florence and sponsored by the Institut Louis Bachelier of Paris. Registration is free. The workshop will take place on *July 10-11, 2023*. The theme of the second edition is Statistics of Random Processes and Its Applications to Financial Econometrics. The keynote speakers will be Jean Jacod (Sorbonne) and Valentina Corradi (University of Surrey). For further information, including the workshop program and the registration link, please consult the website: https://sites.google.com/unifi.it/2ndflopawp/home-page Best regards Mavira

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PhD scholarship in Probability and Learning Theory - Math @ UNIPI
by Andrea Agazzi 08 Jun '23

08 Jun '23

Dear Colleagues, The Mathematics Department at UNIPI has recently published a call for a PhD position on *"Scaling Limits of Stochastic Gradient Descent Dynamics"*, funded by the PNRR program. The call, with *deadline on 30.06.2023*, can be found at https://dottorato.unipi.it/index.php/it/concorsi-d-ammissione-a-a-2023-2024… More info here <https://dottorato.unipi.it/images/stories/concorsi_2023_2024/concorsi_b/mat…> and in the pdf call <https://alboufficiale.unipi.it/wp-content/uploads/2023/05/bandobcompleto_si…> (on p 69), under "Limiti di scala di dinamiche stocastiche" This scholarship foresees extended visits abroad and - depending on the candidate's interest - collaborations with industry. More information on the doctoral school can be found here <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 or to Prof. Trevisan <https://people.dm.unipi.it/trevisan/>, Best regards, Andrea Agazzi

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Seminario di Giorgio Cipolloni a Roma Tre il 20 giugno alle 14
by Pietro Caputo 07 Jun '23

07 Jun '23

Martedì 20 giugno 2023 alle ore 14:00, Aula 211 Dipartimento di Matematica e Fisica di Roma Tre, Largo San Leonardo Murialdo,1- 00146 Roma. Speaker: Giorgio Cipolloni (Princeton Center for Theoretical Science) Title: Quantum Unique Ergodicity and its fluctuations for Wigner matrices. Abstract: We prove that the eigenvectors of Wigner matrices satisfy the Eigenstate Thermalization Hypothesis (ETH), which is a strong form of Quantum Unique Ergodicity (QUE) with optimal speed of convergence. Then, using this a priori bound as an input, we analyze the Stochastic Eigenstate Equation (SEE) and prove a Wigner matrix analog of the Berry random wave conjecture.

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SPASS Seminar: Erwin Luesink
by Andrea Agazzi 07 Jun '23

07 Jun '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: *A geometric approach to deriving and numerically integrating models with transport-type noise in geophysical fluid dynamics.* by *Erwin Luesink *(Imperial College London) The seminar will take place on *TUE, 13.06.2023* at *14:00 CET* in Aula Volterra, Scuola Normale Superiore (please note the unusual venue) 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: *In this talk I will discuss how the framework of geometric continuum mechanics can be made stochastic by introducing the stochastic Euler-Poincare theorem. This naturally leads to noise of transport type in fluid dynamics while maintaining geometric invariants, such as the enstrophy in two-dimensional ideal fluids. In special cases, it is possible to discretise the equations of motion while preserving most of the structure, which provides strong numerical evidence for Kraichnan’s double cascade conjecture in two-dimensional incompressible fluids. I will also discuss some recent progress for the quasi-geostrophic equations.*

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European Summer School in Financial Mathematics at TU Delft (NL)
by Elisa Perrone 07 Jun '23

07 Jun '23

Dear colleagues, the next European Summer School in Financial Mathematics will be hosted by the Delft Institute of Applied Mathematics, TU Delft, in the week 4-8 September 2023. The main theme of the summer school will be Mathematics of FinTech and the following topics will be addressed: Hansjörg Albrecher: Blockchains and Decentralized Insurance Martin Kroll: Introduction to Differential Privacy Kees Oosterlee: Machine Learning for Anti-Money Laundering and Deep Portfolio Optimisation in Finance Jörg Osterrieder: Artificial Intelligence and Deep Reinforcement Learning in Finance More information about the summer school is available in the following webpage https://www.tudelft.nl/evenementen/2023/ewi/diam/finance-summer-school-2023 <https://www.tudelft.nl/evenementen/2023/ewi/diam/finance-summer-school-2023>. The registration form is available via the following link: https://www.aanmelder.nl/financial_mathematics2023/registration <https://eur02.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwww.aanme…> Thank you, and we look forward to welcoming you in Delft! Best regards, Elisa Perrone on behalf of the organizing committee

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Seminar by Françoise Pène (Université de Brest) - Padova, June 16
by alessandra bianchi 06 Jun '23

06 Jun '23

Dear Colleagues, We would like to invite you to the following seminar that will take place on June 16 at 14.30 at the Math Department of Padova. The seminar will be held in person and online via the Zoom platform. _____________________________________________________ *Speaker:* Françoise Pène (Université de Brest) *Title:* Random walks in random sceneries and related models *Date and time*: Friday, June 16, 2023 at 14.30 *Place*: room 2BC30 at the Department of Mathematics, University of Padova *Zoom link:* https://unipd.zoom.us/j/89608513325 (Meeting ID 896 0851 3325 ) available also on the webpage https://www.math.unipd.it/~bianchi/seminari/ *Abstract:* I will present random walks in random sceneries (RWRS) as well as the following related models : U-statistics indexed by random walks, a model (by Matheron & de Marsily) of stratified media with inhomogeneous layers (random one-way streets) and the one-dimensional Lévy-Lorentz gas (random roundabouts on a line). I will present in particular results obtained in collaboration with Fabienne Castell, Nadine Guillotin-Plantard & Bruno Schapira (RWRS and stratified model), with Brice Franke & Martin Wendler (U-statistics), with Frank Aurzada (persistence), with Alessandra Bianchi and Marco Lenci (Lévy-Lorentz gas). -- Alessandra Bianchi Dip. di Matematica Università di Padova Via Trieste, 63 - 35121 Padova, Italy phone: +39 049 827 14 06 fax: +39 049 827 14 28 e-mail: bianchi(a)math.unipd.it http://www.math.unipd.it/~bianchi/

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14 PhD scholarships in Mathematical Sciences – University of Padova, Italy – Deadline June 7, 2023 - 13:00 (CEST) (fwd)
by Tiziano Vargiolu 06 Jun '23

06 Jun '23

Dear all, I recall that the University of Padova issued its announcement for PhD scholarships, with deadline June 7 (TOMORROW) AT 13 CEST. Please find below details for positions in Mathematical Sciences. - the official application for all the PhD schools can be found here: https://www.unipd.it/en/phd-courses-2023-2024 - we have a total of 14 positions, of which 9 "open" and 5 linked to particular topics (Min. Dec. 118/2023). Of particular interest for Probability, Applied mathematics and Finance, I mention the 3rd one "1 scholarship generico PNRR... curriculum Computational Mathematics", the 4th one "Data-driven approaches for assessing the financial criticalities etc." and the 5th one "Mathematical market models for renewable energy, also in collaboration with ARERA" - to get more specific information on our PhD course, please visit https://dottorato.math.unipd.it Now, some more general information. Eligibility The scholarship competition is open to applicants of any age or citizenship, holding a 2nd cycle degree or a single cycle degree from an Italian university or an equivalent qualification from other countries of at least four years’ duration (applicants can get their qualification no later than 30th September 2023). Admission is decided on the basis of qualifications and an interview. Grant awarded The annual grant will be of euros 16,243.00 (gross amount). The grant will be awarded for three years and it will be subject to satisfactory progresses evaluated on a yearly basis. How to apply The call is published (deadline June 7, 2023 - 1 pm CEST) at the page http://www.unipd.it/ricerca/dottorati-di-ricerca/bandi-e-graduatorie English version at the page http://www.unipd.it/en/node/1053 Applications are only accepted online using the link indicated in the call. Please circulate among all interested people. Tiziano -------------------------------------------------------------------------- Tiziano Vargiolu Dipartimento di Matematica Phone: +39 049 8271383 Universita' di Padova Fax: +39 049 8271428 Via Trieste, 63 E-mail: vargiolu(a)math.unipd.it I-35121 Padova (Italy) WWW: http://www.math.unipd.it/~vargiolu --------------------------------------------------------------------------

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announcement Vienna WPI Workshop- looking for contributed speakers
by Viktoria Schildhammer 05 Jun '23

05 Jun '23

Dear colleagues, We would like to announce the following workshop “Stochastics, Statistics, Machine Learning and their Applications to Sustainable Finance and Energy Markets” taking place at the Wolfgang Pauli Institute (WPI) in Vienna, Austria from the 11.09.2023-14.09.2023 (https://wpi.univie.ac.at/) The workshop aims at bringing together an interdisciplinary group of leading researches with interest in stochastic methods for sustainable finance and energy markets. Particular emphasis will be given to Environmental Social Governance (ESG) finance, climate/weather modeling, optimal control problems and optimal contract theory e.g. in view of fostering renewable energy sources The workshop starts on September 11, 2023, with two graduate courses held by Roxana Dumitrescu and Matheus Grasselli in the areas of green finance, climate modeling, renewables in energy markets and optimal control. The graduate courses are meant for Phd and advanced Master students and roughly correspond to 1 ECTS. A background in probability theory, applied stochastic processes, and statistics is recommended. These courses are then followed by 3 full conference days. The goal is to provide a platform for exchanging new ideas among different research communities and initiate interdisciplinary collaborations. In particular a dedicated time for discussions will be scheduled on each day of the workshop. Beside the keynote speakers, there will be a limited amount of slots for contributed talks. We thus invite interested researchers including Phd students to present their recent work at the workshop. If you would like to give a contributed talk, please send the title and abstract in a plain text email to: wpi-stostaml.2023(a)univie.ac.at The submission deadline is 10.06.2023. Please also mention which days of the workshop you would be able to participate. The organizing committee will review the abstracts and will get back to you by approximately end of June to let you know if your talk has been accepted. Attending the workshop is for free, but please register via email to wpi-stostaml.2023(a)univie.ac.at The registration deadline is 01.08.2023. Please also mention which days of the workshop you would be able to participate. In case of problems / questions, please do not hesitate to send us an e-mail (wpi-stostaml.2023(a)univie.ac.at) We are looking very much forward to welcoming you in Vienna in September! Kind regards, Viktoria Schildhammer on behalf of Fred Benth, Christa Cuchiero, Peter Friz, Markus Riedle, Josef Teichmann, Almut Veraart, Oliver Wintenberger -- Viktoria Schildhammer Organisationsassistenz Sekretariat Univ.-Prof. Dipl.-Ing. Dr. Christa Cuchiero Sekretariat Univ.-Prof. Dipl.-Vw. Dr. Nikolaus Hautsch Universität Wien Fakultät für Wirtschaftswissenschaften Institut für Statistik und Operations Research Kolingasse 14-16, 1090 Wien -- Viktoria Schildhammer Organisationsassistenz Sekretariat Univ.-Prof. Dipl.-Ing. Dr. Christa Cuchiero Sekretariat Univ.-Prof. Dipl.-Vw. Dr. Nikolaus Hautsch Universität Wien Fakultät für Wirtschaftswissenschaften Institut für Statistik und Operations Research Kolingasse 14-16, 1090 Wien

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Seminar in Statistics - CLAUDIA STRAUCH
by Pierpaolo De Blasi 05 Jun '23

05 Jun '23

SEMINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO <https://www.carloalberto.org/events/category/seminars/seminars-in-statistic…> Venerdi 9 Giugno 2023, alle ore 12.00, presso il Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario: ------------------------------------------------ Speaker: *Claudia Strauch* (Aarhus University, Denmark) Title: *On nonparametric approaches to stochastic control* Abstract: Theoretical solutions to stochastic optimal control problems are well understood in many scenarios; however, their practicability suffers from the assumption of known dynamics of the underlying stochastic process. This raises the challenge of developing purely data-driven strategies, which we explore for ergodic singular control problems associated to continuous diffusions and Lévy processes. In particular, we describe the specific statistical challenges arising in the stochastic control context, and we provide a brief overview of the current state-of-the-art for nonparametric inference of scalar and multidimensional diffusion processes. Finally, we show how these findings translate into exact rates of convergence of polynomial order for the regret for the considered control problems. ------------------------------------------------ Sarà possibile seguire il seminario anche in streaming: Join Zoom Meeting <https://us02web.zoom.us/j/86072582856?pwd=c3RveWVHTjdzTERiVnFra3RpVWJTQT09> Il seminario è organizzato dalla "de Castro" Statistics Initiative www.carloalberto.org/stats -- Pierpaolo De Blasi University of Torino & Collegio Carlo Alberto carloalberto.org/pdeblasi <https://sites.google.com/a/carloalberto.org/pdeblasi/>

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RTD b) SECS S/06 (Tenure Track) at University of Florence
by Maria Elvira Mancino 05 Jun '23

05 Jun '23

The Department of Economics and Management of the University of Florence is offering an Assistant Professor position *RTD b) * (tenure track) in Mathematical Methods for Economics, Finance, and Actuarial Sciences *(SECS-S/06). * Application deadline: *June 29, 2023. * Call: https://www.unifi.it/upload/sub/concorsi/ricercatori/td_2023/38_dr_485_2906… -- Maria Elvira Mancino, PhD Professor of Mathematical Finance Head of the Department of Economics and Management University of Firenze Via delle Pandette, 9 50127 Firenze https://www.unifi.it/p-doc2-2014-0-A-2b333931392b-1.html

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Bando RTT settore MAT/06 presso Università di Firenze
by Gianmarco Bet 05 Jun '23

05 Jun '23

Care colleghe e colleghi, Vi segnalo che è stato pubblicato un bando da "ricercatore tenure-track" (RTT) nel settore MAT/06 presso il Dipartimento di Matematica e Informatica "Ulisse Dini" dell'Università degli Studi di Firenze. I dettagli sono disponibili al seguente link: https://www.unifi.it/p12366.html. In particolare, la scadenza per la presentazione delle domande è il 29 Giugno 2023. Vi sarei grato se diffondeste questo annuncio nel vostro network. Per qualsiasi richiesta di informazioni sulla posizione, il dipartimento, o la procedura di presentazione di domanda, le candidate e i candidati interessati possono contattarmi a questo indirizzo (gianmarco.bet(a)unifi.it) Cordiali saluti, Gianmarco Bet ---------------------------------------------------------------------------------------------------- Dear colleagues, I would like to advertise a call for a tenure-track researcher in probability (Italian subject classification: MAT/06) at the Department of Mathematics and Computer Science "Ulisse Dini" of the University of Florence. For further details, see the following link: https://www.unifi.it/p12366.html. The application deadline is June 29, 2023. I would be grateful if you could spread this announcement in your network. For any inquiry regarding the position, the department, or the application procedure, please do not hesitate to contact me at this email address ( gianmarco.bet(a)unifi.it) Unfortunately the application procedure is exclusively in Italian, however I would be more than happy to help candidates who are interested but do not speak the language. Kind regards, Gianmarco Bet

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Remind LUISS Assistant Professor in Applied Mathematics -- Deadline June 5, 2023, h.14
by Fausto Gozzi 03 Jun '23

03 Jun '23

Final Remind LUISS University, Roma, is inviting applications for the post of Assistant Professor in Applied Mathematics. This is a tenure track position, involving teaching and research. The closing date for applications is June 5, 2023 at 2pm CEST. Further details are at: https://backoffice.luiss.it/sites/default/files/2023-05/BANDO%20ENG%20DEF-R… or (in italian) https://backoffice.luiss.it/sites/default/files/2023-05/BANDO%20ITA%20DEF-R… Please bring this position to the attention of any interested candidates. Fausto Gozzi Dipartimento di Economia e Finanza LUISS - Guido Carli Viale Romania, 32 00197 Roma Italy tel 06.85225723 (office) FAX 06.86506513 e-mail: fgozzi(a)luiss.it webpage: http://docenti.luiss.it/gozzi/ old address, sometimes still used: Fausto Gozzi Dipartimento di Matematica Universita' di Pisa Largo Bruno Pontecorvo n.5 56127 Pisa Italy tel 050/2213270

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Next OWPS on June 7th: Kavita Ramanan (Brown University)
by Alberto Chiarini 02 Jun '23

02 Jun '23

OWPS's next session will be on Wednesday the 7th of June from 15:00 - 17:00 UTC (Coordinated Universal Time). Our next speaker is: Kavita Ramanan (Brown University) Title, abstract and the zoom link are below the signature and can be found on the website https://www.owprobability.org/one-world-probability-seminar. If you are interested in the project, we kindly ask you to share this announcement within your community. With best wishes, Alberto Chiarini (Padua) and Adrián González Casanova (Berkeley and México) ----------------------------------------------------------------------------------------------------------- Talk : Kavita Ramanan (Brown University) Title: Large Deviations Principles for Interacting Particle Systems on Locally Tree-Like Graphs Abstract: Interacting particle systems are models of collections of particles with random states whose direct interactions are local with respect to an underlying (possibly random) graph. The study of the large deviations behavior of these systems in the mean-field case, namely when the underlying interaction graph is the complete graph, has been well understood for almost four decades. In contrast, the setting of sparse random graphs is not as well understood. Just as Sanov's theorem plays a key role in the study of the mean-field case, it turns out that a key ingredient in the sparse random graphs setting is a tractable characterization of the large deviations rate function for component empirical measures of locally tree-like marked random graph sequences. The first part of this lecture will first provide background and then present a self-contained description of this LDP. The second part will focus on applications of this LDP to interacting particle systems. The lectures are based on joint works with I-Hsun Chen and Sarath Yasodharan. Join Zoom Meeting https://unipd.zoom.us/j/82066338407?pwd=MGRiRE9qbVBKSUprU2RZU0M0WGUzQT09 Meeting ID: 820 6633 8407 Passcode: 204363 If you are having trouble with zoom, or if the capacity of the zoom room gets exceeded, you can also access to the Youtube live stream at the channel of the seminar: https://www.youtube.com/channel/UCiLiEQGTp6bZEhuHDM-WNWQ

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Ph.D. in Complex Networks at IMT School Lucca - Deadline: June 19th
by Francesca Giuffrida 02 Jun '23

02 Jun '23

Dear all, I'm pleased to inform you that the NETWORKS <https://networks.imtlucca.it/> unit of the IMT School for Advanced Studies Lucca is currently promoting the Ph.D track in *Complex Systems and Networks* (CN), as part of the Ph.D program in System Science. The study of networks and complex systems focuses on understanding interactions within large systems, such as ecosystems, societies, cities, markets and the brain, and emergent collective behavior. CN offers an interdisciplinary program embracing the theoretical and computational tools of complexity science (physics of complex systems, graph theory, statistical mechanics, information theory, inference, data science) as well as their application to real-world biological, social, economic and technological systems. IMT, a highest-rated graduate school in Europe, offers fully-funded programs that include accommodation, meals, and campus access. All applicants who hold a master's degree in computer science, engineering, physics, mathematics, statistics, or other related fields are eligible to apply for the program. Deadline for application: *June 19th, 2023* Learn more: https://sys.imtlucca.it/program-overview/complex-systems-and-networks-cn Feel free to reach out for further details or forward this message to those who might be interested. Best, Francesca Giuffrida -- Francesca Giuffrida PhD Student in System Science NETWORKS <https://networks.imtlucca.it/> IMT School for Advanced Studies Lucca Piazza san Francesco, 19 55100 - Lucca Email francesca.giuffrida(a)imtlucca.it <nicolo.castellani(a)imtlucca.it>

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Call for the application to the School of the Italian Society of Statistical Physics
by Anna Gallo 02 Jun '23

02 Jun '23

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The Italian probability list/ announcement Vienna postdoctoral Position in Econometrics and Statistics
by Viktoria Schildhammer 31 May '23

31 May '23

Dear Mailing list operators of "The Italian probability list", at the university of Vienna, we are looking to fill a Postdoc Position in the fields of “Econometrics or Statistics”. Would it be possible to post our announcement on here? The announcement is as follows and can also be found as an attachment. Thank you and best regards Viktoria Schildhammer ------- Postdoctoral Position in “Econometrics or Statistics” The Department of Statistics and Operations Research at the University of Vienna invites applications for a postdoctoral position in the field of Econometrics or Statistics. We are looking for candidates with a strong background in econometrics or statistics. Applicants should have completed (or should be close to completing) a PhD in econometrics, statistics, data science, economics or related fields with strong quantitative orientation. The contract is fixed-term and limited to 4 years. Extensions might be possible. Applications should include (i) a curriculum vitae, (ii) a letter of motivation, (iii) a list of publications, (iv) two selected papers and (v) and at least two recommendation letters. Competitive salaries in accordance with collective bargaining agreement: §48 VwGr. B1 lit. b (postdoc) with relevant work experience determining the assignment to a particular salary grade. We offer a pleasant work environment within a friendly, dynamic and international team, being placed in a city with the world-wide highest living quality. Information about the Department of Statistics and Operations Research can be found at http://isor.univie.ac.at. Collaborations with researchers in the Research Network “Data Science @ Uni Vienna”, https://datascience.univie.ac.at, are highly welcome. Your future tasks: Active participation in research, teaching & administration, which means: • Participation in the organisation of conferences, meetings, symposiums • Teaching assignments according to the extent regulated by the collective agreement • Examination activities • Supervision of students • Participation in evaluation activities and in quality assurance What we offer: Work-life balance: Our employees enjoy flexible working hours, remote/hybrid and/or part-time work (upon agreement). Inspiring working atmosphere: You are a part of an international academic team in a healthy and fair working environment. Good public transport connections: Your workplace in the center of beautiful Vienna is easily accessible by public transport. Internal further training & Coaching: Opportunity to deepen your skills on an ongoing basis. There are over 600 courses to choose from – free of charge. Fair salary: The basic salary of EUR 4351,90 increases if we can credit professional experience. Equal opportunities for everyone: We look forward to diverse personalities in the team! Candidates should send all application material in a single pdf or zip file to Viktoria Schildhammer (viktoria.schildhammer(a)univie.ac.at) The recommendation letters should be sent by the reviewers directly to Viktoria Schildhammer (viktoria.schildhammer(a)univie.ac.at) Deadline: 15.07. 2023 Knowledge of German is an asset, but not required. The University of Vienna is an equal opportunity employer and aims at increasing the number of female faculty members. Therefore, in particularly, qualified women are encouraged to apply. If you need further information regarding the position, please, contact Professor Nikolaus Hautsch (nikolaus.hautsch(a)univie.ac.at) -- Viktoria Schildhammer Organisationsassistenz Univ.-Prof. Dipl.-Ing. Dr. Christa Cuchiero Univ.-Prof. Dipl.-Vw. Dr. Nikolaus Hautsch Universität Wien Fakultät für Wirtschaftswissenschaften Institut für Statistik und Operations Research Kolingasse 14-16, 1090 Wien

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Bando dottorato in Matematica a Tor Vergata con borsa Enel-PNNR
by Lucia Caramellino 30 May '23

30 May '23

Buongiorno. Informo che è stato pubblicato il bando del 39^ ciclo di dottorato in Matematica a Roma Tor Vergata (aa 2023/2024), contenente, in particolare, una borsa cofinanziata PNRR-Enel Global Trading SpA. Scadenza: 26 giugno 2023 Link ai dettagli (bando e piattaforma online per presentare domanda): https://dottorati.uniroma2.it/news.aspx?id_news=51 Link alla scuola di dottorato in Matematica a Roma-Tor Vergata: http://www.mat.uniroma2.it/dottorato/ Invito a darne massima diffusione a tutti gli interessati, che, per ulteriori informazioni, possono scrivere direttamente a me (caramell(a)mat.uniroma2.it <mailto:caramell@mat.uniroma2.it>). Grazie e buona giornata. Lucia +++++++++++++++++++++++++++++++++ Lucia Caramellino Dipartimento di Matematica Università di Roma “Tor Vergata” Web: http://www.mat.uniroma2.it/~caramell

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Workshop on Quantile Regression in Rome
by Lea Petrella 30 May '23

30 May '23

Dear Colleagues, We have the pleasure to invite you to the upcoming workshop entitled “*New perspectives of quantile regression in applied sciences*” that will take place on *September 22, 2023 *in Rome at *Sapienza University of Rome*, Italy. Attendance at the conference is free but registration is mandatory. For more information, please visit the workshop web page https://web.uniroma1.it/memotef/1st-workshop-quantile-regression-rome, or contact the organising committee via workshopqrome23(a)gmail.com. Feel free to share the event with your colleagues, PhDs and students who may be interested. Looking forward to having you with us. Lea Petrella (on behalf of the Organizing Committee). **************************************************** Prof. Lea Petrella Memotef Department Sapienza University of Rome *https://web.uniroma1.it/memotef/users/petrella-lea <https://web.uniroma1.it/memotef/users/petrella-lea>* ***************************************************** -- **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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seminario Federico Sau (Sapienza, 6 Giugno)
by Matteo Quattropani 29 May '23

29 May '23

Salve a tutti, Segnalo il seguente seminario, che avrà luogo Martedì 6 Giugno alle ore 14:00 in Sala di Consiglio (Dipartimento di Matematica, Università La Sapienza): Speaker: Federico Sau (Università di Trieste) 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). Saluti, Matteo Quattropani

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4th Italian Meeting on Probability and Mathematical Statistics
by Michele Salvi 29 May '23

29 May '23

Dear all, We are glad to announce that the 4th edition of the Italian Meeting on Probability and Mathematical Statistics will be held in Rome from the 10th to the 14th June 2024 (save the dates!). The meeting is jointly organised by the universities of Rome Sapienza, Tor Vergata, Roma Tre and LUISS and it will take place in La Sapienza’s Engineering Faculty <https://www.ing.uniroma1.it/sites/default/files/galleria/chio3.jpg>, just on the side of San Pietro in Vincoli basilica <https://it.wikipedia.org/wiki/Basilica_di_San_Pietro_in_Vincoli>. The following plenary speakers have been invited and have accepted to participate: Beatrice Acciaio (ETH Zürich) Francesco Caravenna (Milano Bicocca) Massimiliano Gubinelli* (Oxford) *tbc Cristina Toninelli (PSL Paris) Lorenzo Rosasco (UniGe and MIT). We will also be glad to host Hugo Duminil-Copin (University of Geneva and Institut des Hautes Études Scientifiques, member of the Academia Europaea, winner of the Fields Medal in 2022) for a special event. A call for contributed sessions will be open in the next few months. The website of the event will be online soon and publicised through this mailing lists. We hope to see you in Rome, The Organizing Committee and the UMI-PRISMA board

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Bando di Dottorato Modelli e metodi matematici e statistici per l’economia e la finanza.
by Claudia Ceci 28 May '23

28 May '23

Buongiorno a tutt*, è stato pubblicato il bando per l’ammissione al corso di Dottorato di Ricerca (39° ciclo a.a. 2023-24) in MODELLI PER L'ECONOMIA E LA FINANZA, presso il Dipartimento MEMOTEF Università Sapienza di Roma. Il Dottorato si articola in due curricula, di cui uno in Modelli e Metodi Matematici e Statistici per l’Economia e la Finanza. Tutte le informazioni sono reperibili alla pagina https://phd.uniroma1.it/web/concorso39.aspx?i=3524&l=IT Le domande di partecipazione al concorso devono essere presentate *inderogabilmente entro il 22 giugno 2023 alle ore 14:00 *(ora locale). Si prega di darne massima diffusione tra i potenziali interessati. Grazie, Claudia Ceci **************************************************************** Claudia Ceci Dipartimento di Metodi e Modelli per l’Economia, il Territorio e la Finanza (MEMOTEF) Università di Roma La Sapienza Via Del Castro Laurenziano 9 Roma 00161 Italy Email: claudia.ceci(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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Postdoc positions in Pisa
by Marco Romito 25 May '23

25 May '23

Good morning I would like to advertise the call for two two-years post-doc positions at the Department of Mathematics at the University of Pisa on general subjects of mathematics. The deadline is June 19, 2023 at 1pm CEST. The call, both in italian and english, as well as instructions for applications, can be found here (one link per position): https://bandi.unipi.it/public/Bandi/Detail/8b0389fe-808f-4152-8a44-02380d65… https://bandi.unipi.it/public/Bandi/Detail/dfe05072-6753-434a-8551-65f50969… We strongly encourage applications of students interested in probability. Applications are per-call, and we recommend interested applicants to apply to both calls. The research interests of our probability group here in Pisa include: stochastic evolutions (e.g. stochastic partial differential equations, regularization by noise, stochastic fluid dynamics), probabilistic methods in machine learning (e.g. learning dynamics for neural networks), variational problems in commutative and non-commutative setting (e.g. quantum probability, random optimal transport, Malliavin calculus), stochastic processes for chemical reactions networks (e.g. propagation of chaos, large deviations). See also our webpage: https://www.dm.unipi.it/research/probability-and-mathematical-statistics/ Do not hesitate to contact me or the other members of the group for further information. best regards m.

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bando I prima fascia MAT/06 - Università della Campania
by Marco Romito 25 May '23

25 May '23

Condivido il seguente bando mr. -------- Forwarded Message -------- ------------------------------------------------------------------------ *Da:* gaudiell <gaudiell(a)unina.it> *Oggetto:* Link bando I prima fascia MAT/06 ecco il link del bando di un concorso per professore di prima fascia MAT/06 presso il Dipartimento di Matematica e Fisica dell'Università della Campania "Luigi Vanvitelli" (scadenza 3 Giugno 2023). https://es.sonicurlprotection-fra.com/click?PV=2&MSGID=20230522194023091537… <https://es.sonicurlprotection-fra.com/click?PV=2&MSGID=20230522194023091537…>

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Recruiting PhDs for tutoring at AIMS
by Julia Mortera 25 May '23

25 May '23

The African Institute for Mathematical Sciences (AIMS) centres are unique postgraduate educational centres recruiting students from the whole of Africa and preparing them for careers in the quantitative sciences. The current network has centres in South Africa (since 2003), Senegal (since 2011), Ghana (since 2012) Cameroon (October 2013) and Rwanda (2016). The AIMS programme is a 10-month course, intended to prepare African graduates with mathematically-based degrees for postgraduate study and employment. To achieve this, AIMS Cameroon (located in Limbe, Cameroon) is seeking enthusiastic individuals with backgrounds in mathematical sciences (including pure and applied mathematics, statistics and data science, physics, computer science, mathematical biology and other fields) who would like to volunteer as tutor, starting from September 2023. The call is open to PhD students, holding or approaching completion of a PhD is an advantage. The minimum requirement is an M.Sc at distinction level. Applicants should provide evidence of experience of teaching university mathematics, including marking and providing constructive feedback, good communication and social skills, as well as administrative and time management competence. Tutoring at an AIMS centre is a great opportunity to meet and work closely with prestigious scientists from around the world. Indeed, outstanding lecturers are recruited from all over the world to teach a one-year Master’s degree in mathematical sciences preparing students for advanced postgraduate research. The course is unusually broad in scope and employs the latest pedagogical method in order to stimulate critical and creative thinking. This is a unique opportunity for tutors to gain significant experience in teaching in higher education given that there is currently no school preparing teachers for higher education worldwide. Travel, visa, accommodation expenses and meals will be covered by AIMS Cameroon. The tutor will also receive a monthly stipend. Statisticians and data scientists can contact e.lawford(a)rss.org.uk for informal discussions. To submit an application, candidates should email their CV with at least two references, a statement letter of no more than 500 words to the AIMS-Cameroon academic team at academia-ml(a)aims-cameroon.org. In the letter, the applicant should state the period of their availability and provide evidence of what makes them an ideal candidate by drawing from their experience and qualifications. -- Julia Mortera Honorary Professor, University of Bristol Professor of Statistics, Università Roma Tre Web page:https://juliamortera.wordpress.com/

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SPASS Seminar: Francesco Mattesini
by Andrea Agazzi 25 May '23

25 May '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: *Annealed quantitative estimates for the 2D-discrete random matching problem* by *Francesco Mattesini* (MPI Leipzig) The seminar will take place on *TUE, 30.05.2023* 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: The optimal matching problem is a classical random variational problem which may be interpreted as an optimal transport problem between two random discrete measures. Its easier instance deals with matching 2 n-clouds of i. i. d. uniformly distributed points. In recent years Caracciolo-Lucibello-Parisi-Sicuro made exact predictions on the convergence of the rescaled cost thanks to a first order linearization of the Monge-Amp\'ere equation. This approach was later justified by Ambrosio-Stra-Trevisan and quantitative bounds for the convergence of the proxies were later shown by Ambrosio-Glaudo-Trevisan. Such techniques have been repurposed by Benedetto-Caglioti to study the case of i. i. d. random points with non-constant densities. By subadditivity and PDE arguments Ambrosio-Goldman-Trevisan were able to justify the latter for the convergence of the rescaled cost. We show annealed quantitative upper bounds for the approximating transport map in the case of i. i. d. points and weakly correlated points with non-constant densities. We extend our results to the case of unbalanced matching, i. e. matching between point clouds of different size and to point clouds sampled from a positive recurrent Markov chain. Joint work with N. Clozeau (IST Austria).

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PhD call
by Irene Crimaldi 24 May '23

24 May '23

Dear all, IMT Lucca offers a PhD program in Economics, Analytics and Decision Sciences (EADS <https://eads.imtlucca.it/>) . The program trains students to do cutting-edge research in various economic and social disciplines with a multidisciplinary approach based on statistics and data science. IMT is a highest-rated graduate school in Europe and offers full funding, free accommodation, meals, and full access to the campus to its students. Opportunities for joint supervision and studying abroad are also available. All candidates with training in areas such as economics, management, statistics, law, physics, computer science, engineering, logic and philosophy of science, mathematics, cognitive and behavioral sciences are welcome to apply. Deadline*: June 19, 2023.* More info: https://eads.imtlucca.it/how-to-apply Would you be so kind as to diffuse the call to your network? Thank you for your collaboration. Sincerely, Irene Crimaldi Associate Professor of Statistics IMT School for Advanced Studies Lucca Piazza San Francesco 55100 Lucca (Italy)

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Summer School "Dynamic Optimization in Economic and Finance"
by salvatore federico 23 May '23

23 May '23

Buongiorno, trasmetto l'annuncio della Summer School "Dynamic Optimization in Economic and Finance", di cui riporto alcuni dettagli (descrizione e link) qui sotto. Salvatore Federico The “Summer School of Mathematics for Economic and Social Sciences” aims to improve the knowledge of mathematical methods among graduate students in economics and social sciences, with a focus on those techniques which albeit widespread in use are not properly covered in typical graduate programs. The School is an interdisciplinary venue intended to foster the interaction of people coming from the too often separated communities of mathematical and social scientists. It is funded and organized by the <http://www.crm.sns.it/event/515/%3Ca%20href=%22http://crm.sns.it/the_center…>Mathematics Research Center “Ennio De Giorgi” <http://crm.sns.it/the_center/introduction/introduction.html> and partially supported by the <http://www.crm.sns.it/event/515/%3Ca%20href=%22http://www.phdeconomics.sssu…>International Doctoral Program in Economics <http://www.phdeconomics.sssup.it/index.php> of the Scuola Superiore Sant'Anna. Link: http://www.crm.sns.it/event/515/ <http://www.crm.sns.it/event/515/> Salvatore Federico Professore Associato Dipartimento di Economia Università degli Studi di Genova

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Bando di ammissione al 39° ciclo -- Scuola di Dottorato in Scienze Sociali ed Economiche
by Roy Cerqueti 23 May '23

23 May '23

English version below %%% Gentilissime/i, si segnala che è stato pubblicato il *bando* per il 39° ciclo della *Scuola di Dottorato In Scienze Sociali ed Economiche*. Il link al bando è il seguente: https://www.uniroma1.it/it/pagina/ammissioni-corsi-di-dottorato La scuola di dottorato, il cui obiettivo è la formazione di analisti esperti capaci di comprendere problemi sociali, culturali, economici, finanziari, politici e tecnologici delle società contemporanee in contesti a diverso livello di sviluppo, e anche mediante l’uso di metodi quantitativi e statistici, è strutturata in 5 curricula : 1. Finance and Institutions (Coordinatrice: Rita D’Ecclesia) 2. Economics and Development (Coordinatore: Pierluigi Montalbano) 3. Sociology and applied social research (Coordinatrice: Assunta Viteritti) 4. Statistics and social data science (Coordinatore: Pierpaolo D’Urso) 5. Public policy analysis and evaluation (Coordinatore: Guido Pellegrini) Si evidenzia inoltre che la *scadenza per la compilazione online della domanda* di candidatura è il *22 giugno 2023.* Cordiali saluti, Roy Cerqueti (coordinatore della Scuola) ___________________________________________________________________ *Dear All, we would like to inform you that the call for applications for the 39th cycle of the Doctoral School in Social and Economic Sciences is out at the link * https://www.uniroma1.it/it/pagina/ammissioni-corsi-di-dottorato *The doctoral school, whose objective is to train expert analysts capable of understanding social, cultural, financial, economic, political and technological problems of contemporary societies in contexts at different levels of development and also by exploiting quantitative and statistical techniques, is structured in 5 curricula:* * 1. Finance and Institutions (Coordinator: Rita D'Ecclesia)* *2. Economics and Development (Coordinator: Pierluigi Montalbano) 3. Sociology and applied social research (Coordinator: Assunta Viteritti) 4. Statistics and social data science (Coordinator: Pierpaolo D'Urso) 5. Public policy analysis and evaluation (Coordinator: Guido Pellegrini) Please also note that the deadline for filling in the online application form is June 22th, 2023. Kind regards,* *Roy Cerqueti (Director of the School)* -- **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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Seminar by Katia Colaneri in Milan (25.01.23)
by Valeria Bignozzi 23 May '23

23 May '23

Dear all, you're invited to the seminar that will take place, in hybrid mode, at the Department of Statistics and Quantitative Methods, University of Milano-Bicocca. More details: • Speaker: Katia Colaneri (email: katia.colaneri(a)uniroma2.it <mailto:katia.colaneri@uniroma2.it>) Title: Some Optimisation Problems in Insurance with a Terminal Distribution Constraint Abstract: In this paper, we study two optimisation settings for an insurance company, under the constraint that the terminal surplus at a deterministic and finite time T follows a normal distribution with a given mean and a given variance. In both cases, the surplus of the insurance company is assumed to follow a Brownian motion with drift. First, we allow the insurance company to pay dividends and seek to maximise the expected discounted dividend payments or to minimise the ruin probability under the terminal distribution constraint. Here, we find explicit expressions for the optimal strategies in both cases, when the dividend strategy is updated at discrete points in time and continuously in time. Second, we let the insurance company buy a reinsurance contract for a pool of insured or a branch of business. We only allow for piecewise constant reinsurance strategies producing a normally distributed terminal surplus, whose mean and variance lead to a given Value at Risk or Expected Shortfall at some confidence level α. We investigate the question which admissible reinsurance strategy produces a smaller ruin probability, if the ruin-checks are due at discrete deterministic points in time. This presentation is based on a joint work with Julia Eisenberg (TU Vienna) and Benedetta Salterini (University of Firenze) Seminar venue: University of Milano-Bicocca Department of Statistics and Quantitative Methods Aula Seminari 4026, 4th floor, Building U7 January 25th, 4:30 pm Webex Link : https://unimib.webex.com/unimib/j.php?MTID=m40cd4bb0d7bb8035ca68f3821f453b33 <https://unimib.webex.com/unimib/j.php?MTID=m40cd4bb0d7bb8035ca68f3821f453b33> Join by meeting number Meeting number (access code): 2743 983 3965 Meeting password: c2uJfPBVe83 (22853728 from phones) Best regards, Valeria

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Ciclo di seminari, dottorato di ricerca in “Scienze Statistiche” a Bologna - Prof. Stephen G. Walker (University of Texas at Austin)
by Pier Giovanni Bissiri 22 May '23

22 May '23

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Emanazione Premio Pitagora 2023
by Michele Gianfelice 22 May '23

22 May '23

Salve, il Dipartimento di Matematica e Informatica dell'Università della Calabria, con il patrocinio dell'Unione Matematica Italiana, ha al piacere di emanare il premio Pitagora 2023, rivolto alle matematiche e ai matematici italiani che abbiano ottenuto risultati scientifici di rilievo nel settore della matematica e delle sue applicazioni e che siano nati nel 1993 o in anni successivi (per i quali cioè il trentesimo compleanno non sia caduto entro il 31 dicembre 2022). Il premio è promosso dal Dipartimento di Matematica e Informatica dell'Università della Calabria, con il patrocinio e la supervisione scientifica dell'Unione Matematica Italiana. https://bit.ly/PremioPitagora. Il premio Pitagora 2023 sarà conferito durante una cerimonia pubblica che si terrà, in presenza, a Crotone presso i locali del Museo Pitagora, nel mese di settembre 2023. Al premio è associato un importo in denaro di Euro 1.000,00 (mille/00), finanziato dal Dipartimento di Matematica e Informatica dell'Università della Calabria. Per la partecipazione all'evento, il Dipartimento rimborserà, altresì, alla vincitrice o al vincitore le spese di missione. La domanda di partecipazione dovrà essere presentata entro e non oltre le ore 23:59 del 23 giugno 2023, utilizzando la piattaforma informatica dedicata all'indirizzo http://ticket.unical.it/tickets/new/16/484/ Di seguito il link completo con il bando: https://unical.portaleamministrazionetrasparente.it/index.php?id_oggetto=22… Con preghiera di massima diffusione. Cordialmente, m.gianfelice

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Corso di dottorato di Amine Asselah in Sapienza
by Lorenzo Taggi 22 May '23

22 May '23

Si annuncia il corso di dottorato su *Random Walks e Branching Random Walks* del professor Amine Asselah (università di Parigi-Est Créteil) presso il dipartimento di Matematica di Sapienza Università di Roma. Si riportano l’abstract e il calendario, in allegato il programma dettagliato. Si prega di diffondere l’annuncio a possibili interessati. Per essere inseriti nella mailing list del corso e essere aggiornati su possibili variazioni del calendario si prega di inviare un'email a lorenzo.taggi(a)uniroma1.it *ABSTRACT:* Simple Random Walk is the first example of a Markovian process, whereas Branching Random Walk has a time indexed by a random tree, and looses the SRW’s sequential way of visiting space. The highlights of the course would be two phenomena in high dimensions linked with folding. - The chances that two independent walks meet for a long time. - The chances that two independent branching walks both visit a large region, and this is to be discovered during the course. We plan to have self-contained lectures (with little pre-requisites), and will start with reviewing useful facts (classical and not) on random walks. *CALENDARIO:* Tutte le lezioni hanno luogo dalle 11:00 alle 13:00 presso il dipartimento di Matematica in aula B nei seguenti giorni: Lez. 1: lunedì 29/5 Lez. 2: giovedì 1/6 Lez. 3: giovedì 8/6 Lez. 4: venerdì 9/6 Lez. 5: lunedì 12/6 Lez. 6: giovedì 15/6 Lez. 7: lunedì 19/6 Lez. 8: giovedì 22/6

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seminario Francois Baccelli 24 maggio
by Daniela De Canditiis 21 May '23

21 May '23

Buongiorno a tutti, il prossimo appuntamento del ciclo Seminari generali IAC si terrà Mercoledì 24 Maggio ore 14:30 sul Canale Youtube Cnr-IAC al link https://www.youtube.com/watch?v=JgsmwZg7eAg con Francois Baccelli Title High dimensional stochastic geometry in the Shannon regime Abstract This talk will focus on Euclidean stochastic geometry in the Shannon regime. In this regime, the dimension n of space tends to infinity, point processes have intensities which are exponential functions of n, and the random compact sets have diameters of order square root of n. Three basic models of stochastic geometry based on Poisson processes will be considered: the Boolean model, the Poisson-Voronoi tessellation and the Poisson hyperplane tessellation. We will show how to calculate the asymptotic behavior of the classical quantities of stochastic geometry for these three models in the Shannon regime: for the Boolean model, the volume fraction, the percolation threshold or the size of the connected components; for tessellations, statistics of geometric properties of cells (volume, diameter, etc.). These questions are motivated by problems in information theory, including the calculation of error exponents for channel coding based on random codes and calculating the distortion in the one-bit compression-based source coding. Survey of work in collaboration with Venkat Anantharam (UC Berkeley) and Eliza O'Reilly (Caltech). Area degli allegati Visualizza anteprima video YouTube Seminari generali IAC 2023: Francois Baccelli <https://www.youtube.com/watch?v=JgsmwZg7eAg&authuser=0> <https://www.youtube.com/watch?v=JgsmwZg7eAg&authuser=0> grazie -- Daniela De Canditiis, PhD Istituto per le Applicazioni del Calcolo "M.Picone" (CNR) via dei Taurini, 19 -- 00185 Roma, Italy tel: +39 06 49937342 fax: +39 06 4404306 https://www.iac.cnr.it/personale/daniela-de-canditiis

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bando PA SECS-S/06 a Verona, Dipartimento di Scienze Economiche, scadenza 15/6/2023
by Cecilia Mancini 20 May '23

20 May '23

Il Dipartimento di Scienze Economiche dell'Università degli Studi di Verona ha bandito una procedura selettiva per PROFESSORE ASSOCIATO, nel settore SECS-S/06 Metodi matematici dell'economia e delle scienze attuariali e finanziarie Il bando è uscito nella Gazzetta Ufficiale - IV Serie Speciale n. 37 del 16/05/2023 Ed è disponibile alla pagina concorsi del sito web di Ateneo all'indirizzo: https://www.univr.it/.../chiamata-professore.../11517<https://l.facebook.com/l.php?u=https%3A%2F%2Fwww.univr.it%2Fit%2Fconcorsi%2…> con Cod. 2023pa18003 La scadenza per la presentazione delle domande è il 15 GIUGNO 2023 alle ore 20.00 Saluti, Cecilia

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Tenure-Track Assistant professor in Statistics @University of Milan
by Luca Rossini 19 May '23

19 May '23

Dears, We are hiring a tenure-track assistant professor (RTDB) in Statistics at University of Milan. The candidate should hold a Ph.D. degree in Statistics or Econometrics or Economics or equivalent, from an Italian or foreign university, she/heshould have at least three years as a post doc or lecturer position or being in possession of the Italian habilitation. The knowledge of Italian is not required. The *baseline gross salary is approximatively 44.000€* per annum for *3 years and tenure (as an associate professor) in possession of the Italian Habilitation**. * *Important tax reductions *may apply for 5 or more years according to the Italian rules for candidates who reside abroad. The department of Economics, Management and Quantitative methods was selected for a second consecutive five-year period (2023-2027) as one of the "Departments of Excellence" (Dip di Eccellenaa) by the Italian Ministry of University and Research (MIUR). Here is the link to the *detailed description of the procedure*: https://www.unimi.it/en/node/46828 (Deadline 12 June 2023). If you have questions, feel free to send an email to ceeds(a)unimi.it Best regards Luca Rossini -- Dr. Luca Rossini Lecturer (Assistant Professor Tenure Track) in Statistics, Department of Economics, Management and Quantitative Methods University of Milan (Statale), Italy email:luca.rossini87@gmail.com luca.rossini(a)unimi.it skype: luca.rossini14 web:https://lucarossini.wixsite.com/luca-rossini

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