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Seminar (today, sorry!) by Dr. Ofelia Bonesini in Padova!
by Giorgia Callegaro 29 Mar '23

29 Mar '23

Dear all, you're invited (sorry for the very short notice!) to the seminar in Probability and Finance that will take place today (29.03.2023), in hybrid mode at the Math Dept of the University of Padova. More details: * *Speaker*: Ofelia Bonesini (Imperial College London) * *Date and time*: 29th April 2023, *1.30pm* * *Room (Torre Archimede)*: 2BC30 * *Zoom link*: https://unipd.zoom.us/j/82661564306 (ID riunione: 826 6156 4306) * *Title*: *Rough volatility, path-dependent PDEs and weak rates of convergence* * *Abstract*: please see here: https://www.math.unipd.it/news/rough-volatility-path-dependent-pdes-and-wea… See you there! G. Callegaro -- Giorgia Callegaro Associate Professor Department of Mathematics - University of Padova Via Trieste 63 , I-35121 Padova - ITALY Tel: +39-0498271481 Fax: +39-0498271499 E-Mail: gcallega(a)math.unipd.it <https://webmail.math.unipd.it/horde3/imp/message.php?mailbox=Sent&index=598#> Personal web-page: https://sites.google.com/site/giogiocallegaro/Home

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Reminder: Submission of titles and abstracts for talks at the 11th General AMaMeF Conference is now open
by Ferrari, Giorgio 28 Mar '23

28 Mar '23

Dear Colleagues, this is to remind you that the submission of titles and abstracts for talks at the /11th General AMaMeF Conference/ ( https://sites.google.com/view/amamef-2023/overview ) is now open: https://sites.google.com/view/amamef-2023/abstract-submission *Please note that the deadline for abstracts' submissions is April 9. Acceptance will be confirmed by April 23 and the registration to the conference will open on April 24.* *All the details about deadlines, registration and fees are listed here:* https://sites.google.com/view/amamef-2023/participation-fees-and-dates All the best wishes and looking forward to welcoming you in Bielefeld in the Summer! Giorgio Ferrari and Frank Riedel

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Seminario di Lionel Levine, Martedì 4 Aprile, Sapienza Università di Roma
by Silvestri, Vittoria 28 Mar '23

28 Mar '23

Segnalo il seguente seminario, che si terrà Martedì prossimo in Sapienza. *Martedì 4 Aprile, ore 14:00* Sala di Consiglio, Dipartimento di Matematica, Sapienza Università di Roma *Speaker:* Lionel Levine, Cornell University *Title: *Universality Conjectures For Activated Random Walk *Abstract:* Activated Random Walk is a particle system displaying avalanches on all scales. How universal are these avalanches? I’ll narrate five interlocking conjectures aimed at different aspects of this question: infinite-volume limits, cutoff, incompressibility, rotational symmetry, and hyperuniformity. Joint work with Feng Liang and with Vittoria Silvestri. ******************************** Vittoria Silvestri Assistant Professor Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome ********************************

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avviso di seminario Simone Floreani
by epirozzi 28 Mar '23

28 Mar '23

*** AVVISO di SEMINARIO Dott. Simone Floreani Oxford University TITOLO A system of interacting Bouchaud trap models Abstract In this talk I will introduce a new interacting particle system consisting of interacting random walks in a trapping environment, known as Bouchaud trap models. I will show that the hydrodynamic equation emerging from such system is the Fractional Kinetics Equation, a sub-diffusive PDE. If time allows, I will also discuss some properties of the same system in contact with reservoirs. Based on projects with A. Chiarini (Padova), F. Redig (Delft) and F. Sau (Trieste). Il seminario si terrà il giorno 31 Marzo 2023 ore 14:00 nella Sala Professori I Livello 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… Dott. Giacomo Ascione *** -- Enrica Pirozzi Professore Associato di Probabilità e Statistica, Dipartimento di Matematica e Applicazioni, Università di Napoli FEDERICO II Via Cintia, 80126, NAPOLI

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De Finetti Risk Seminar - April 12, 2023
by Emanuela Rosazza Gianin 28 Mar '23

28 Mar '23

On behalf of the Scientific Committee of the "B. de Finetti Risk Seminars, Milano Lectures on the Mathematical Theory of Economics and Finance”, we are glad to invite you to participate at the following Lecture: Martin Schweizer ETH Zurich Title: Dynamic programming for mean-variance portfolio selection Abstract: We present a dynamic programming approach to solving the mean-variance portfolio selection problem in finite discrete time. This bypasses issues of time-inconsistency and hence does not need the introduction of an equilibrium or game-theoretic approach. The talk is based on joint work with Zhouyi Tan. LOCATION: The seminar will be held on *April 12, *2023 at *18.00,* Aula Di Rappresentanza, Dipart. Matematica, Università di Milano, Via Saldini 50, Milano. Scientific Committee Prof. Simone Cerreia-Voglio (Univ. Bocconi) Prof. Marco Frittelli (Univ. degli Studi di Milano) Prof. Fabio Maccheroni (Univ. Bocconi) Prof. Marco Maggis (Univ. degli Studi di Milano) Prof. Massimo Marinacci (Univ. Bocconi) Prof. Emanuela Rosazza Gianin (Univ. Milano-Bicocca) ****************************************** Emanuela Rosazza Gianin Dipartimento di Statistica e Metodi Quantitativi Università di Milano-Bicocca Edificio U7 – 4° Piano Via Bicocca degli Arcimboldi, 8 20126 Milano Tel. 02 64483208 e-mail: emanuela.rosazza1(a)unimib.it ******************************************

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call for an Assistant Professor in Statistics at IMT School
by Irene Crimaldi 28 Mar '23

28 Mar '23

Dear Colleagues, I would like to draw your attention to the following call for an Assistant Professor (RTD-a) in Statistics at the IMT School for Advanced Studies Lucca (Italy): https://www.imtlucca.it/it/jobopportunity/statistics https://www.imtlucca.it/sites/default/files/2023-ap-statistics-rtda-bando.p… Best regards, Irene Crimaldi Associate Professor in Statistics IMT School for Advanced Studies Lucca Italy

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Seminar by S. De Marco in Padova (Probability and Finance)
by Giorgia Callegaro 27 Mar '23

27 Mar '23

Dear all, you're invited to the seminar in Probability and Finance that will take place Friday 28th April, at 2.30 pm, in hybrid mode at the Math Dept of the University of Padova. More details: * *Speaker*: Stefano De Marco (Ecole Polytechnique) * *Date and time*: 28th April 2023, 2.30pm * *Room (Torre Archimede)*: 2BC30 * *Zoom link*: please find it at *https://www.math.unipd.it/~bianchi/seminari/* <https://www.math.unipd.it/~bianchi/seminari/> * *Title*: *Fractional forward variance models - volatility surfaces and other features* * *Abstract*: We present some features of a class of forward variance models embedding rough volatility models (the so-called rough Bergomi model being the archetypal example): the structure of model-generated VIX smiles, the shapes of model-generated volatility surfaces on the spot, both implied and local, with a focus on the at-the-money volatility skew and the capability of such models to capture this specific feature of market data over different time horizons. We present related numerical methods for option pricing and their efficiency, from Monte Carlo to asymptotic methods. If time permits, we will discuss some dynamic properties of such models, focusing on the dynamics of implied volatilities they generate. See you there! The organisers A. Bianchi, G. Callegaro, M. Formentin -- Giorgia Callegaro Associate Professor Department of Mathematics - University of Padova Via Trieste 63 , I-35121 Padova - ITALY Tel: +39-0498271481 Fax: +39-0498271499 E-Mail: gcallega(a)math.unipd.it <https://webmail.math.unipd.it/horde3/imp/message.php?mailbox=Sent&index=598#> Personal web-page: https://sites.google.com/site/giogiocallegaro/Home

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Seminario congiunto di Probabilità e Fisica Matematica//5 aprile//Fraydoun Rezakhanlou
by Bertini, Lorenzo 27 Mar '23

27 Mar '23

Seminari di Fisica Matematica Dipartimento di Matematica "G. Castelnuovo" Università di Roma La Sapienza Mercoledì 5 aprile, ore 16:15, sala di Consiglio Fraydoun Rezakhanlou (University of Berkeley) Kinetic Theory for Laguerre Tessellations Abstract. In this talk I will discuss a family of Gibbsian measures on the set of Laguerre tessellations. These measures may be used to provide a systematic approach for constructing Gibbsian solutions to Hamilton-Jacobi PDEs by exploring the Eularian description of the shock dynamics. Such solutions depend on kernels satisfying kinetic-like equations reminiscent of the Smoluchowski model for coagulating and fragmenting particles. Tutti gli interessati sono invitati a partecipare. Lorenzo Bertini Dipartimento di Matematica Universita' di Roma La Sapienza | Tel: +39 - 06 4991 4974 P.le A. Moro 2, 00185 Roma | E-mail: bertini(a)mat.uniroma1.it Italy Home page: http://www.mat.uniroma1.it/people/bertini/ama/

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Webinar UMI-PRISMA 3 aprile Campi-Callegaro
by Claudia Ceci 27 Mar '23

27 Mar '23

Buongiorno a tutt*, ho il piacere di annunciare il prossimo webinar del ciclo di seminari online promosso dal Gruppo UMI PRISMA (http://www.umi-prisma.polito.it/index.html) *Lunedì 3 aprile 2023* ore 16-17 LUCIANO CAMPI Title: Correlated equilibria and mean field games Abstract: In the context of mean field games (MFGs), we introduce a generalization of mean field game solution, called correlated solution, which can be seen as the mean field game analogue of a correlated equilibrium. The latter is a generalization of Nash equilibrium for stochastic games. Our notion of solution can be justified in two ways for MFGs in discrete time and finite state space: correlated solutions arise as limits of exchangeable correlated equilibria in restricted (Markov open-loop) strategies for the underlying $N$-player games, and approximate $N$-player correlated equilibria can be constructed starting from a correlated solution to the mean field game. Moreover, those results can be extended to progressive deviations, possibly depending on the whole history of the state and the flow of measures. In this talk we will focus especially on a further extension to continuous time MFGs through the notion of coarse correlated equilibrium. This talk is based on joint works with O. Bonesini, F. Cannerozzi and M. Fischer. ore 17-18 GIORGIA CALLEGARO Title: McKean–Vlasov Game of Commodity Production, Consumption and Trading Abstract: We propose a model where a producer and a consumer can affect the price dynamics of some commodity controlling drift and volatility of, respectively, the production rate and the consumption rate. We assume that the producer has a short position in a forward contract on λ units of the underlying at a fixed price F, while the consumer has the corresponding long position. Moreover, both players are risk-averse with respect to their financial position and their risk aversions are modelled through an integrated-variance penalization. We study the impact of risk aversion on the interaction between the producer and the consumer as well as on the derivative price. In mathematical terms, we are dealing with a two-player linear-quadratic McKean–Vlasov stochastic differential game. Using methods based on the martingale optimality principle and BSDEs, we find a Nash equilibrium and characterize the corresponding strategies and payoffs in semi-explicit form. Furthermore, we compute the two indifference prices (one for the producer and one for the consumer) induced by that equilibrium and we determine the quantity λ such that the players agree on the price. Finally, we illustrate our results with some numerics. In particular, we focus on how the risk aversions and the volatility control costs of the players affect the derivative price. Joint work with R. Aid, O. Bonesini and L. Campi. Il link per partecipare è il seguente https://teams.microsoft.com/l/channel/19%3ad685b25ed15f4821ac5168e63cf98ea4… Microsoft Teams meeting *Join on your computer, mobile app or room device* Click here to join the meeting <https://teams.microsoft.com/l/meetup-join/19%3ad685b25ed15f4821ac5168e63cf9…> Meeting ID: 375 963 625 218 Passcode: tjrYrN Cari saluti, 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

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Call for expressions of interest in a position of Full Professor
by Giovanni Puccetti 27 Mar '23

27 Mar '23

The Department of Economics, Management and Quantitative Methods (DEMM) of the University of Milan is seeking expressions of interest for a Full Professor (permanent position) in - Statistics - Mathematical Methods for Economics, Finance and Actuarial Science The successful candidate is expected to contribute to the development of the department under the programme “Dipartimento di Eccellenza” (https://www.miur.gov.it/dipartimenti-di-eccellenza) and also to the department’s academic teaching activities (with a teaching load of 120 hrs per year), its strategy and governance, as well as providing scientific leadership and participating in international and national grant applications. Candidates applying for professorship must have obtained the Italian national habilitation (ASN) for full professor (http://abilitazione.miur.it/public/index.php for applications), or must have been holding for at least 3 years an equivalent academic position abroad. Salary is fixed by national standards and starts at 76000 EUR (gross). Taxes reduction may apply for 5 or more years according to the Italian rules for candidates coming from abroad. Interested candidates with a strong record of high impact research may express their interest by submitting the following material (in one single pdf file): 1) A brief motivation letter, including the candidate’s ongoing research, future research plans and her/his potential contribution to DEMM’s research, teaching and governance activities; 2) A full curriculum vitae including a full list of publications and the scientific sectors in which the candidate holds the Italian National Scientific Habilitation (ASN). Applications must be submitted to chiara.tommasi(a)unimi.it (Statistics) giovanni.puccetti(a)unimi.it (Mathematical Methods for Economics, Finance and Actuarial Science) before April 30, 2023. All correspondence and expressions of interest will be kept strictly confidential. The Department guarantees equal gender opportunities in recruitment and career. Disclaimer: Please note that this is just a call for interest, and not a job vacancy advertisement, and that the Department might decide not to open the corresponding position.

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Stochastic geometry conference in Dijon, June 2023
by Pierre-Yves Louis 24 Mar '23

24 Mar '23

ricevo ed inoltro. Pierre-Yves LOUIS From: Arnaud Rousselle<Arnaud.Rousselle(a)u-bourgogne.fr> ----- Dear all, The Annual RT GeoSto conference will take place in Dijon (France), June 12-16, 2023. * Link to the website of the conference:https://geosto23.sciencesconf.org/ * Speakers of the mini-courses (June 12-13): Thomas Opitz (INRAE Avignon) Christoph Thäle (Ruhr-Universität Bochum * Invited speakers of the conference (June 14-16): François Bienvenu (ETH Zürich) Frédéric Chazal (INRIA Saclay) Nicolas Chenavier (Université du Littoral Côte d'Opale) Céline Duval (Université de Lille) Florence Forbes (INRIA Grenoble) Bruno Galerne (Université d'Orleans) Matthieu Jonckheere (CNRS, LAAS Toulouse) Cécile Mailler (University of Bath) Emmanuel Roubin (Université Grenoble Alpes) Laura Sangalli (Politecnico Milano) * Registrations: free but mandatory and open on the website until May 12. * Contributed talks: Some slots for 20 minutes contributed talks are reserved in the schedule; submission on the website until May 12. * Grants for young researchers: We offer financial aid for a limited number of young researchers (Phd students, post-docs) who need support to cover transport and/or accommodation costs. Please contact Arnaud Rousselle (arnaud.rousselle[at]u-bourgogne.fr) if you are interested. Best regards, Arnaud Rousselle on behalf of the organizing committee -- Pierre-Yves LOUIS professeur des universités, Enseignant-chercheur à Agrosup Dijon PAM UMR 02.102, Université Bourgogne Franche-Comté, AgroSup Dijon, chercheur associé à l'Institut de Mathématiques de Bourgogne, UMR 5584 CNRS, Université Bourgogne Franche-Comté, 21000, Dijon, France

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LTI@UniTO seminars | Peter Tankov March 27th @12.00
by Luca Regis 24 Mar '23

24 Mar '23

Dear Colleagues, it is my pleasure to invite you to the following seminar in Quantitative Finance, organised by LTI@UniTO (www.carloalberto.org/lti) and Collegio Carlo Alberto (CCA), that 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. ------------------------------------------------------------------------------------------- March 22nd @ 12.00 Speaker: Peter Tankov (ENSAE) Title: Decarbonization of financial markets: a mean-field game approach Abstract:We build a model of a financial market where a large number offirms determine their dynamic emission strategies under climate transition risk in the presence of both green-minded and neutral investors.The firms aim to achieve a trade-off between financial and environ-mental performance, while interacting through the stochastic discountfactor, determined in equilibrium by the investors’ allocations. We formalize the problem in the setting of mean-field games and prove the existence and uniqueness of a Nash equilibrium for firms. We then presenta convergent numerical algorithm for computing this equilibrium andillustrate the impact of climate transition risk and the presence ofgreen-minded investors on the market decarbonization dynamics andshare prices. We show that uncertainty about future climate risks andpolicies leads to higher overall emissions and higher spreads betweenshare prices of green and brown companies. This effect is partially reversed in the presence of environmentally concerned investors, whoseimpact on the cost of capital spurs companies to reduce emissions. Event webpage link: https://www.carloalberto.org/event/peter-tankov-ensae/ Zoom link: https://us02web.zoom.us/j/82031514033?pwd=UWdnMU5MRmVlaWI1L294a3c4UlJYUT09 Best regards, Luca Regis -- Luca Regis Associate Professor ESOMAS Department, University of Torino Affiliate, Collegio Carlo Alberto sites.google.com/view/lucaregis Office: +39 011 670 6065 www.carloalberto.org/lti

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Incontro scientifico UMI, Pescara
by Claudia Ceci 24 Mar '23

24 Mar '23

Carissim*, il 30 marzo si svolgerà un incontro scientifico UMI (nell'ambito degli eventi organizzati per il centenario dell'UMI) presso il Dipartimento di Economia dell'Università G. d'Annunzio di Chieti-Pescara. Qui di seguito le informazioni: 30 MARZO 2023 Aula 10 Viale Pindaro 42 , Pescara Dipartimento di Economia Università degli Studi G. d’Annunzio Chieti-Pescara 15,00 Opening *15,15-15,55 Maurizio Parton*, Università degli Studi G. d’Annunzio Chieti-Pescara *Machine learning e matematica* <https://umi.dm.unibo.it/wp-content/uploads/2023/03/bis-abstract1-pescara202…> 16,00 Coffee break *16,20-17.00 Lucia Caramellino*, Università degli Studi di Roma Tor Vergata *Numerical option pricing under stochastic volatility* <https://umi.dm.unibo.it/wp-content/uploads/2023/03/abstract2Milano-2023-.pdf> *Comitato Incontri Scientifici* ( https://umi.dm.unibo.it/comitati/gruppo-di-lavoro-incontri-scientifici/) *Organizzatore locale*: Claudia Ceci ( claudia.ceci(a)uniroma1.it) La partecipazione è libera ma è necessario compilare il form alla pagina https://umi.dm.unibo.it/pescara30marzo23/ Cari saluti, 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 claudia.ceci(a)uniroma1.it

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Seminar by Dr. Vincenzo Candila.
by Giorgio Rizzini 24 Mar '23

24 Mar '23

Dear all, we are glad to announce the following seminar by Dr. *Vincenzo Candila* (University of Salerno) on Wednesday March 29th 2023 starting from 4:30 p.m. in room 2062 at the Department of Statistics and Quantitative Methods, University of Milano-Bicocca (Milan). *On the tennis winner forecasting methods: from the Weighted Elo rates to the network-based indicators* *Vincenzo **Candila* Department of Economics and Statistics University of Salerno *Abstract:* Statistical methods for predicting the winner in tennis matches have increased in popularity over the last two decades. Currently, several techniques are available, such as the regression-based, point-based, and paired-comparison approaches. Within this latter class, the Elo rating is one of the most popular methods to predict the probability of winning tennis matches. Even with its widely recognized merits in terms of good performance, the Elo method only partially considers each player's current form and recent performances. To overcome this drawback, we have proposed a new version of the Elo rating method, labeled Weighted Elo (WElo), where the standard Elo rates are weighted according to the scoreline of the players’ last match. More recently, we have further enlarged the paired-comparison class of models, introducing the network-based indicators for the first time to allow the ratings of the whole set of players to vary every time there is a new match. This work aims to illustrate the main characteristics of the WElo and network-based rates. In the empirical applications, we show the statistically meaningful benefits of using the proposed approaches with respect to many popular competing specifications. *March 29th, 2023 at 4:30 p.m.* *Department of Statistics and Quantitative Methods* *Room **2062* * - Building U7 (Second floor)* *Bicocca degli Arcimboldi street, 8 – 20126 Milan* For further information, please write to rosanna.grassi(a)unimib.it

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Quantitative Finance at Work, 2023
by Davide Pirino 24 Mar '23

24 Mar '23

Dear Colleagues, We are pleased to announce the fourth edition of the *QFin@Work* on *April 28, 2023*, a workshop on the practical use of quantitative methods in Finance and related fields hosted by the Master of Science in Finance and Banking <https://economia.uniroma2.it/master-science/financeandbanking/> of Tor Vergata University of Rome. The goal is to bring together leading experts, especially finance professionals, to learn from their experiences, listen to new ideas, and discuss future perspectives in the field. The schedule is available at https://qfinatwork.com/2023. Attendance is free and participants are encouraged to register soon! Looking forward to having you with us, Rocco Ciciretti (On behalf of the Scientific and Organizing committee)

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A spring day in Probability and Statistical Physics- 21 Aprile 2023
by Luisa Andreis 23 Mar '23

23 Mar '23

Care colleghe e colleghi, Vi annunciamo che prossimamente si terrà l'undicesima giornata di seminari: A SPRING DAY IN PROBABILITY AND STATISTICAL PHYSICS University of Florence Friday 21 April 2023 Lecturers: Fabio Toninelli (Vienna) and Julia Komjathy (Delft) Location: Sala Tricerri, Dipartimento di Matematica e Informatica Ulisse Dini, viale Morgagni 67/a, Firenze, Firenze Ricordiamo che ciascun oratore farà una lezione introduttiva e divulgativa di 45 minuti pensata proprio per i non esperti, seguita da altri 45 minuti di tipo seminario (vedi programma). Maggiori informazioni e aggiornamenti sono reperibili alla pagina web https://sites.google.com/unifi.it/florence-probability-group/home/days-in-p… Note pratiche: a coloro che fossero interessati (per una migliore organizzazione) chiediamo di compilare il seguente Google Form per indicare l'intenzione di partecipare alla giornata e in particolare al pranzo: https://docs.google.com/forms/d/e/1FAIpQLSdksgtnmxrLTE4h9RLyEfx3lo0aMHpowiI… Vi aspettiamo numerosi! Gianmarco Bet e Luisa Andreis Scientific advisory committee: F. Caravenna, E.N.M. Cirillo, F. Colomo, P. Dai Pra, A. De Masi, C. Giardina`, R. Livi, F. Martinelli, I.G. Minelli, B. Scoppola, E. Scoppola. PROGRAMMA Prof. Fabio Toninelli (Technical University of Vienna) Title: Out-of-equilibrium phenomena and stochastic PDEs Prof. Julia Komjathy (Technical University of Delft) Title: TBA 10:30-11:00 Welcome coffee 11.00-11.45 Introductory lecture: Toninelli 11.45-12.15 Break 12.15-13.00 Seminar: Toninelli 13.00-14.30 Lunch 14.30-15.15 Introductory lecture: Komjathy 15.15-15.45 Break 15.45-16.30 Seminar: Komjathy [cid:6D6AED0A-79CF-4C81-9F23-96145C7CAFD5] Luisa Andreis ------------------------------------------------------- RTD-B Dipartimento di Matematica Politecnico di Milano Personal webpage: https://sites.google.com/view/luisaandreis/home Email: luisa.andreis(a)polimi.it<mailto:luisa.andreis@polimi.it>

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Seminar: Francesco Vaccarino at Tor Vergata
by salvi 23 Mar '23

23 Mar '23

Dear all, On Wednesday, February 15th, at 14h00 in Aula Dal Passo at Roma Tor Vergata, RoMaDS (https://www.mat.uniroma2.it/~rds/about.php) will host Francesco Vaccarino (Politecnico di Torino) with the seminar _ _ _"Hodge-Shapley game: a Laplacian-based Shapley-like associated game for eXplainable AI"_ _ _ Abstract: In cooperative game theory, a set of players or decision-makers should negotiate to decide how to allocate the worth gained by the coalition composed of all the players. A value is a solution concept that suggests the outcome of the negotiation among players. Among the many existing alternative solution concepts, it is prevalent the Shapley value solution concept. Its popularity also derives from the property of being a fair allocation, where a set of desirable properties or axioms describes fairness. The axioms characterize the Shapley value in the sense that it is the unique value satisfying those properties; at the same time, the axioms allow deriving a simple explicit combinatorial formula to compute the Shapley value. In our approach, coalitions are the main subjects of cooperation, instead of single players, and, inspired by the Shapley value, the goal is to derive a fair associated game, i.e. an allocation to coalitions satisfying a set of desirable properties. The methodology is based on using the Hodge decomposition of the simplicial complex associated with the partially ordered set of the subsets of the set of players ordered by inclusion. We will motivate this investigation within the framework of Explainable Artificial Intelligence (XAI). Joint work with Antonio Mastropietro (Eurecom - F) We encourage in-person partecipation. Should you be unable to come, here is the link to the event on Teams: https://teams.microsoft.com/l/meetup-join/19%3arfsL73KX-fw86y1YnXq2nk5VnZFw… The seminar is part of the Excellence Project Math@TOV. You can find a schedule with the next events at the following link: https://www.mat.uniroma2.it/~rds/events.php .

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Next OWPS on March 29th: Milton Jara and Otávio Menezes
by Alberto Chiarini 22 Mar '23

22 Mar '23

OWPS's next session will be on Wednesday the 29th of March from 15:00 to 17:00 UTC (Coordinated Universal Time). Our next speakers are: Milton Jara (IMPA) and Otávio Menezes (Purdue 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 : Milton Jara (IMPA) and Otávio Menezes (Purdue University) Title : CLT for NESS Abstract : Non-equilibrium stationary states (NESS) are ubiquitous in nature, but not well understood from a mathematical point of view. The main features of NESS is the presence of non-trivial currents, which generate long-range correlations in the system. Modeling physical systems by Markov chains, one can restate questions about NESS as the description of invariant measures for non-reversible Markov chains. This opens the way to describe NESS by probabilistic methods. However, basic questions for non-reversible Markov chains, like for example mixing times or quantitative CLTs are not been answered in great generality. Our first talk will introduce NESS with some examples, and it will introduce general and fairly elementary methodology for Markov chains that we believe is well suited to the study of non-reversible Markov chains. The second talk will describe some recent results about the description of NESS for driven-diffusive systems. Zoom-link: https://unipd.zoom.us/j/82893164291?pwd=RHZIeXU2b3pVOE1OSU5tdFd2Y2RPUT09 Meeting ID: 828 9316 4291 Passcode: 251936 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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Seminar announcement: M. Tarsia on time-inconsistent recursive stochastic control problems – March 29, 2023 – 13:00-14:00
by Mastrogiacomo Elisa 21 Mar '23

21 Mar '23

Dear Colleagues, On March 29, 2023, 13:00-14:00, Dr. Marco Tarsia (University of Insubria) will give a talk on “Subgame-perfect equilibrium strategies for time-inconsistent recursive stochastic control problems” (joint work with Elisa Mastrogiacomo). The seminar will be held in person and online via the MS Teams platform. Link: https://teams.microsoft.com/l/meetup-join/19%3ameeting_OWU0MDRiNjctYWNmYS00… Place: Dipartimento di Economia, Via Monte Generoso 71, room TBA. Below you can find an abstract of Marco’s talk. You are all invited. *** Abstract In this talk, we discuss about time-inconsistent recursive stochastic control problems, i.e., for which Bellman’s principle of optimality does not hold. In practice, a restriction of an optimal control for a specific initial pair on a later time interval might not be optimal for that corresponding initial pair; this happens, for instance, in dynamic utility maximization problems for investment- consumption strategies under non-exponential discounting. For this class of problems classical optimal controls may fail to exist, or to be relevant in practice, and dynamic programming is not easily applicable. Therefore, the notion of optimality is defined through a game-theoretic framework by means of subgame-perfect equilibrium: we interpret our preference changes which, realistically, are inconsistent over time, as players in a game for which we want to find a Nash equilibrium. The approach followed in our work relies on the stochastic (Pontryagin) maximum principle: we adapt the classical spike variation technique to obtain a characterization of equilibrium strategies in terms of a generalized second-order Hamiltonian function defined through pairs of backward stochastic differential equations, even in the multidimensional case. We emphasize that, similarly to the classical case, equilibrium strategies are characterized through both a necessary condition and a sufficient condition involving the generalized Hamiltonian function, whereas, contrary to the classical case, this sufficient condition works even in the absence of extra convexity assumptions. Going further, our analysis is extended to time-inconsistent recursive stochastic control problems under a constraint defined by means of an additional recursive utility, under appropriate boundedness assumptions. That constraint refers to an expected value and so we adapt Ekeland’s variational principle to this trickier situation. Finally, the theoretical results are applied in the financial field to finite horizon investment-consumption policies with non-exponential actualization. Here the existence of non-trivial equilibrium policies is also ascertained. Best regards, Elisa Mastrogiacomo ----------------------------------------- Professore Associato di Metodi matematici dell'economia e delle scienze attuariali e finanziarie DIPARTIMENTO D'ECCELLENZA 2023/2027 Università degli Studi dell'Insubria Dipartimento di Economia Via Monte Generoso, 71 – 21100 Varese tel. +39 0332/395528 web: www.uninsubria.it<http://www.uninsubria.it/> mail: elisa.mastrogiacomo(a)uninsubria.it<mailto:mario.rossi@uninsubria.it> Chiaramente Insubria! [LOGO-ATENEO-FONDO TRASPARENTE]<http://www.uninsubria.it/> [Facebook] <https://www.facebook.com/uninsubria> [Twitter] <https://twitter.com/Uni_Insubria> [Instagram] <https://instagram.com/uninsubria> [YouTube] <https://www.youtube.com/user/LabVAMultimedia>

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Seminario di Marta Leocata, Martedì 21 Marzo, Sapienza Università di Roma
by Silvestri, Vittoria 21 Mar '23

21 Mar '23

Ricordo il seminario di oggi, e segnalo che sarà trasmesso su zoom al seguente link: *Zoom link: * https://uniroma1.zoom.us/j/98462690288?pwd=SnYrNmpTQXQxZEI2UmN3VW1ucVNBdz09 Meeting ID: 984 6269 0288 Passcode: 683135 *Martedì 21 Marzo, ore 14:00* Sala di Consiglio, Dipartimento di Matematica, Sapienza Università di Roma *Speaker:* Marta Leocata, SNS *Title: *Modeling an example of green transition *Abstract:* The work presented is part of a collaboration between mathematicians and philosophers of ethics, politics, and society aiming to understand mechanisms of green energy transition where some kind of interaction between many subjects and collective behaviors seem to play a role. We have identified as a first example the case of solar photovoltaic, with the purpose of explaining the time series of Italy and of different regions. We use tools from continuous-time Markov chains, mean field limits, optimal control, and mean field games. Then, we specify our analysis on the case of domestic installations. In order to explain them we propose a Markovian model of interacting particle systems to describe the decision of a significant proportion of the general public in Italy on the installation of solar photovoltaics (PVs) and compare our models to real data. We assume that the adoption decision follows a well precise pattern. First, the general public develops a certain level of sensitivity to climate change and environmental issues. Then it plans to install the PVs because she/he has a sufficient amount of information on the benefits of PVs. Finally, it installs PVs because the economic benefits out-weights the costs. In conclusion, we propose some original policies, not based not on financial incentives. This work is in collaboration with Franco Flandoli (SNS), Giulia Livieri (SNS), Silvia Morlacchi (SNS), Fausto Corvino (University of Gothenburg) and Alberto Pirni (SSSA). ******************************** Vittoria Silvestri Assistant Professor Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome ********************************

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Padova Seminars in Probability and Finance - Nicola Turchi (Università Milano Bicocca)
by alessandra bianchi 20 Mar '23

20 Mar '23

Dear Colleagues, We would like to invite you to the following seminar that will take place on March 31 at 14.30 at the Math Department of Padova. The seminar will be held in person and online via the Zoom platform. The organizers, Alessandra Bianchi, Giorgia Callegaro, Marco Formentin _____________________________________________________ *Speaker*: Nicola Turchi (Università Milano Bicocca) *Title*: High-dimensional random polytopes of the Beta kind *Date and time*: Friday, MARCH 31 at 14.30 *Place*: room 1BC45 at the Department of Mathematics, University of Padova *Zoom link*: https://unipd.zoom.us/j/82935460505 (Meeting ID 829 3546 0505) available also on the webpage https://www.math.unipd.it/~bianchi/seminari/ *Abstract*: Beta polytopes are a class of random polytopes, which arise as convex hulls of independent random points distributed according to a certain radially-symmetric probability distribution supported on the Euclidean ball, called the beta distribution. A prominent reason for the interest surrounding them is that the beta distribution exhibits peculiar properties that make exact computations possible to achieve, contrarily to most other models of randomness with non-independent coordinates. As the space dimension grows, the expected fraction of the volume that these polytopes fill within their supporting balls can be asymptotically negligible or not, depending on the number of points which are picked in each dimension. In this talk we give an overview on how to quantify this statement, first showing a rough threshold for the aforementioned growth and secondly a more precise one, namely how many points are needed to get any fraction in average. Lastly, we show how we can handle more precise asymptotics for the approach towards zero in the lower regimes of points, based on a work in progress with G. Bonnet and Z. Kabluchko. -- 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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Concorso ricercatore/rice a tempo determinato di tipo b) SSD SECS-S/06 - Dip. di Scienze Economiche - Verona
by Cecilia Mancini 20 Mar '23

20 Mar '23

Nella Gazzetta Ufficiale - IV Serie Speciale n. 21 del 17/03/2023 è stato pubblicato l'avviso relativo all'indizione della procedura selettiva per il Dipartimento di Scienze Economiche: RTDB - SSD SECS-S/06 Metodi matematici dell'economia e delle scienze attuariali e finanziarie - Cod. 2023rtdb003 Bando disponibile all'Albo Ufficiale e alla pagina concorsi del sito web di Ateneo all’indirizzo: https://www.univr.it/it/concorsi/personale-docente La scadenza per la presentazione delle domande è il 17 APRILE 2023 alle ore 20.00.

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Re: PhD in theoretical probability/statistical mechanics at UU
by Vanessa Jacquier 20 Mar '23

20 Mar '23

Inoltro per conoscenza. Vanessa Jacquier > > *From: *"Ruszel, W.M. (Wioletta)" <w.m.ruszel(a)uu.nl> > *Date: *Sunday, 19 March 2023 at 22:46 > *To: *stoch-ned-l <stoch-ned-l-bounces(a)lists.science.uu.nl> > *Subject: *PhD in theoretical probability/statistical mechanics at UU > > > > Dear colleagues, > > > > There is a vacancy for a PhD position in theoretical > probability/statistical mechanics at UU. I would appreciate if you > forwarded it to potentially interested students. > > > > *Description of the project:* > > Lattice models from statistical mechanics have been successfully used in > various areas to describe macroscopic properties of interacting systems by > specifying their microscopic interactions. Key objects are Gibbs measures, > which describe macroscopic equilibrium states of large systems of many > interacting objects. In case the interaction is of finite range, the > geometry of Gibbs measures and most of its properties are well understood. > Many interesting physical systems have interactions which decay > polynomially or are of Coulomb type. In this context, many natural > questions are still open. In the PhD project we will investigate the > geometry of the simplex of Gibbs measures with nonlocal interactions, > effective interface models and their scaling limits. The research work lies > in the intersection of theoretical probability, analysis and mathematical > physics. > > > > We are looking for a student with a master’s degree in mathematics and > some affinity to theoretical physics. > > > > For more information and application please go to: > > > https://www.uu.nl/en/organisation/working-at-utrecht-university/jobs/phd-po… > > > > *Deadline for the application*: 29.04.2023. > > > > Kind regards > > Wioletta Ruszel > > >

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Special Issue Applied Stochastic Models in Business and Industry
by Carlo Sgarra 20 Mar '23

20 Mar '23

Dear members of the Random list, As already anticipated, the journal of ISBIS (International Society for Business and Industrial Statistics), Applied Stochastic Models in Business and Industry (ASMBI), is inviting contributions for a special issue devoted to: “Energy Finance & Climate Change” Deadline: 30 June 2023 As it is mentioned in the call for papers, this special issue aims at collecting high-quality contributions on a wide range of theoretical and applied topics in energy finance and climate change, such as (but not limited to): Energy and climate data science, Energy forecasting, Energy innovations, Energy markets, Energy analytics, Energy mix and carbon emission trading, ESG, Green finance & financing energy infrastructure, Climate policy and risk, Climate change & market efficiency, Climate change & pricing uncertainty, Regulation and regulatory risk, Renewable sources, Risk measurement and management, Storage devices, Sustainable finance. Contributions from multiple areas are welcome, and they might range from more exquisitely technical aspects of modeling to the practical implications of the actual uncertainties on the energy market recent developments, highlighting their innovative applications in an ever evolving complex environment. The displayed models, the computational techniques and the data methodologies can rely on stochastic processes, statistical analysis, time series forecasting, derivative pricing and hedging, machine learning, Monte Carlo simulations, data mining, risk estimation and management, and related tools. Papers should present innovative methodologies and/or forceful applications of existing methods. All submissions will go through the standard, selective review process of ASMBI via https://wiley.atyponrex.com/journal/ASMB<https://wiley.atyponrex.com/journal/ASMB%20is%2030%20June%202023>. Please follow the ASMBI author submission guidelines given on the ASMBI website and click on the box about submissions for special issues, selecting "Energy Finance” when prompted. The Guest Editors of the special issue are: - Roberto Baviera (roberto.baviera(a)polimi.it) - Carlo Sgarra (carlo.sgarra(a)polimi.it) - Tiziano Vargiolu (vargiolu(a)math.unipd.it) - Rituparna Sen (rsen(a)isichennai.res.in) For any information about ASMBI, please contact its Editor-in-Chief, Fabrizio Ruggeri (fabrizio(a)mi.imati.cnr.it) Waiting for your contribution The Guest Editors: Roberto Baviera, Rituparna Sen, Carlo Sgarra, Tiziano Vargiolu

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LTI@Unito Seminars| Dimitri Vayanos (March 7) and Johan Hombert (March 8) @ 12.00
by Luca Regis 17 Mar '23

17 Mar '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): ------------------------------------------------------------------------------------------- March 7th @ 12.00 (webinar) Speaker: Dimitri Vayanos (LSE) Title: Passive Investing and the Rise of Mega-Firms Abstract: We study how passive investing affects asset prices. Flows into passive funds raise dispropor-tionately the stock prices of the economy’s largest firms—even when the indices tracked by the funds include all firms. Passive flows also raise the largest firms’ return volatility the most, andraise the aggregate stock market even when they are entirely due to investors switching from active to passive. These effects arise because of the re-pricing of systematic and large firms’idiosyncratic risk. We estimate that passive investing caused the 50 largest US firms to rise 30%more than the US stock market over 1996–2020. Zoom link: https://us02web.zoom.us/j/85025027662?pwd=ajU0NjU3MGZRMitQTkZRT0ZjR0F5UT09 Event webpage link: https://www.carloalberto.org/event/dimitri-vayanos-london-school-of-economi… ----------------------------------------------- March 8th @ 12.00 (hybrid seminar) Speaker: Johan Hombert (HEC Paris) Title: Innovation Booms, Easy Financing, and Human Capital Accumulation Abstract: Innovation booms occur frequently and are often fueled by easy financing that allows new technology firms to pay high wages that attracts skilled labor. Using the late 1990s Information and Communication Technology (ICT) boom as a laboratory, we show that skilled labor joining this new sector experienced sizeable long-term earnings losses. We trace these losses to skill obsolescence, that cannot be explained by either selection or the subsequent ICT sector bust. During the boom, capital flowed more to firms whose workers would ultimately experience a larger productivity decline. This suggests that financial capital can amplify the negative effects of labor reallocation into booming sectors on aggregate labor productivity. Zoom link: https://us02web.zoom.us/j/89743168691?pwd=bU1qMDZSVStBTjJtcU9nZXNWZS8zdz09 Event webpage link: https://www.carloalberto.org/event/johan-hombert-hec-paris/ Best regards, Luca Regis -- Luca Regis Associate Professor ESOMAS Department, University of Torino Collegio Carlo Alberto sites.google.com/view/lucaregis Office: +39 011 670 6065 www.carloalberto.org/lti

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BioInference2023 - 2nd announcement
by Massimiliano Tamborrino 17 Mar '23

17 Mar '23

Dear all, We are delighted to announce the 2nd BioInference conference (https://bioinference.github.io/2023) taking place at the Doctoral Training Centre at the University of Oxford on the 8th-9th June 2023. It is our pleasure to confirm that this year's invited speakers are * Ritabrata Dutta<https://warwick.ac.uk/fac/sci/statistics/staff/academic-research/dutta/>, University of Warwick * Marina Evangelou<https://www.imperial.ac.uk/people/m.evangelou>, Imperial College London * Robin Thompson<https://www.robin-thompson.co.uk/>, University of Warwick * Juliette Unwin<https://www.imperial.ac.uk/people/h.unwin>, Imperial College London * Darren Wilkinson<https://darrenjw.github.io/>, Durham University The registration fee for in-person attendance (including lunch and refreshments for the two days) is £70. Moreover, the deadline for abstract submissions for the conference has been extended to 31st March. Abstracts for contributed talks or posters on work either relating to statistical methods development (so long as those methods are applicable to biological systems) or on the application of statistical methods to solve biological problems can be submitted via a Google form (shorturl.at/dfo68<http://shorturl.at/dfo68>). The conference organising committee is committed to ensuring fair participation of individuals across all career stages, genders, races and ethnicities, ages, geographic locations, and universities. Kind regards, The BioInference Organisers Ioana Bouros (Oxford); Fergus Cooper (Oxford); Richard Creswell (Oxford); Aden Forrow (Maine); Ben Lambert (Exeter); Chon Lok Lei (Macau); Massimiliano Tamborrino (Warwick); Tom Thorne (Surrey)

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40th Linz Seminar on Fuzzy Set Theory: Copulas – Theory and Applications
by Fabrizio, Antonio DURANTE 17 Mar '23

17 Mar '23

Dear Colleague, it is our pleasure to invite you to participate in the 40th Linz Seminar on Fuzzy Set Theory <https://www.flll.jku.at/linz2023> Copulas – Theory and Applications Bildungshaus St. Magdalena, Linz, Austria June 6-9, 2023 Since their inception in 1979 the Linz Seminars on Fuzzy Sets have emphasized the development of mathematical aspects in the context of fuzzy sets by bringing together researchers in fuzzy sets and established mathematicians whose work outside the fuzzy setting can provide direction for further research. The philosophy of the seminar has always been to keep it deliberately small and intimate so that informal critical discussions remain central. LINZ 2023 will be the 40th seminar carrying on this tradition and is devoted to the theme "Copulas — Theory and Applications". The goal of the seminar is to present and to discuss recent advances of copulas and related functions and their applications in pure and applied fields. Accordingly, the topics of the Seminar will include but not be limited to: · Copula theory o From bivariate to multivariate copulas o Dependence measures and association o Approximation and convergence of copulas o Measure theoretic aspects of copulas o Copulas in the discrete setting · Copula applications o Applications in pure and applied fields o Estimation in the context of copulas o Copula methods in Data Science o Feature selection · Relationship to other aggregation functions o Triangular (co)norms, implications o Uninorms, nullnorms o Quasi-copulas, semicopulas o Distribution functions The "Linz" tradition has these key features: the number of participants of the Linz Seminars is usually bounded above by 40 with broad international representation and an enjoyable mix of pure and applied interests; there are no parallel sessions so that all participants focus on each presentation and fully engage in each topic; and there is time for discussion of each presentation, with follow up round table(s) for discussion of open problems and issues raised in the talks. In particular, young researchers (PhD students, junior post-docs) are encouraged to submit their latest results. Please submit your extended abstract (up to 4 pages) by March 29th, 2023 following the guidelines provided at the webpage of the seminar. Further Information about the seminar(s) is available at: https://www.flll.jku.at/linz2023 and https://www.flll.jku.at/linzseminars We look forward to your contributions and to welcoming you in Linz, Best regards, Fabrizio Durante, Susanne Saminger-Platz, Wolfgang Trutschnig (Program Chairs) --------------------------------------------------------- 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 Scholarship @Politecnico di Milano
by Laura Maria Sangalli 17 Mar '23

17 Mar '23

Prego di dare la massima diffusione presso i potenziali interessati ITA E' uscito un bando aggiuntivo di ammissione al 38esimo ciclo di dottorato presso il Politecnico di Milano, con scadenza il ** 6 aprile 2023 ** e ingresso 1 giugno 2023. https://www.dottorato.polimi.it/futuri-dottorandi/bandi-e-regolamenti/ciclo… <https://www.dottorato.polimi.it/futuri-dottorandi/bandi-e-regolamenti/ciclo…> E’ disponibile 1 borsa in area Statistica / Data Science nell'ambito del dottorato in Data Analytics and Decision Sciences (DADS) Contatti: francesca.ieva(a)polimi.it <mailto:francesca.ieva@polimi.it>, piercesare.secchi(a)polimi.it <mailto:piercesare.secchi@polimi.it>, laura.sangalli(a)polimi.it <mailto:laura.sangalli@polimi.it> ... ENGLISH: A PhD scholarship is available for a PhD in the area of Statistics / Data Science at Politecnico di Milano, Italy: Call: https://www.dottorato.polimi.it/futuri-dottorandi/bandi-e-regolamenti/ciclo… <https://www.dottorato.polimi.it/futuri-dottorandi/bandi-e-regolamenti/ciclo…> Deadline for applications: April 6th 2023 The fellowiship is funded by the PNRR project GRINS – Growing Resilient, Inclusive and Sustainable, and is settled within the PhD program in Data Analytics and Decision Sciences (DADS). Contact persons: francesca.ieva(a)polimi.it <mailto:francesca.ieva@polimi.it>, piercesare.secchi(a)polimi.it <mailto:piercesare.secchi@polimi.it>, laura.sangalli(a)polimi.it <mailto:laura.sangalli@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 https://sangalli.faculty.polimi.it <https://sangalli.faculty.polimi.it/>

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Fwd: New Call for Math GSSI PhD applications 2023/24 Now open
by Faggionato, Alessandra 16 Mar '23

16 Mar '23

Ricevo ed inoltro Saluti Alessandra ---------- Forwarded message --------- Da: Phd Mathematics GSSI <phd.math(a)gssi.it> Date: gio 16 mar 2023, 12:34 Subject: New Call for Math GSSI PhD applications 2023/24 Now open To: *11 PhD FELLOWSHIPS IN MATHEMATICS @GSSI* (Apologies for multiple posting) Please diffuse this announcement among colleagues and potentially interested students. Deadline *May 2nd, 2023 3pm* (Italian time). *Should you require any assistance with questions that are not addressed in the GSSI website*, please contact applications(a)gssi.it ================================================================== Dear Colleagues, this is to announce the opening for *11 PhD Fellowships* in "Mathematics in Natural, Social and Life Sciences" at Gran Sasso Science Institute (GSSI) starting in November 2021. The application must be submitted through the online form available at www.gssi.it/phd/ by May 2nd, 2023 at 3pm (Italian time zone). Please find the call at https://applications.gssi.it/applications/. The fellowships are awarded for 4 years and their yearly amount is € 16.159,91 gross. All PhD students have free accommodation, free luncheon vouchers and use of the canteen. The official language for the PhD course is English. 1 PhD Fellowship is funded under the ERC project *"CARDIOTRIALS -CARDIac simulations to run in-silicO clinical TRIALS**"*, please find further information below. Within the Ph <https://gssi.it/education/mathematics-education>.D. <https://gssi.it/education/mathematics-education>course in Mathematics in Natural, Social and Life Sciences <https://gssi.it/education/mathematics-education> a priority has been established on mathematical modeling, both towards the traditional areas of application, such as Physics or Engineering, and towards emerging issues in Biology and Social Sciences. GSSI mathematics researchers are interested in tackling many problems with complementary perspectives and methods. The area of Mathematics is characterized by four large macro-sectors: Applied Partial Differential Equations, Stochastic Analysis, Numerical methods and Continuum Mechanics Modeling. Within these sectors there is a shared interest in problems related to fluid dynamics and nonlinear waves, quantum mechanics, statistical mechanics and also its applications to data science. Important ideas of classical analysis, probability theory, mathematical physics and theoretical physics are used also for less traditional applications. Numerical linear algebra and numerical optimization help to design new models and accompanying numerical algorithms for applications in data mining, machine learning and network science. Continuum mechanics models, computational methods in fluid dynamics are used not only in their traditional field at the boundary between applied mathematics and theoretical engineering, but also in nonconventional problems like modeling the full heart function. Students and researchers in Mathematics at GSSI are encouraged to interact with other scientific communities. At GSSI, we believe that the interdisciplinary endeavor is the most effective way to do science and benefit society. Mathematical models are ubiquitous in physics, engineering, information theory, social and life sciences, as they provide a formidable framework to describe the time evolution of deterministic, stochastic and complex systems, which is one of the main goals at GSSI. *1 PhD fellowship* funded under the ERC project *“CARDIOTRIALS -CARDIacsimulations to run in-silicO clinical TRIALS**”*. The project aims at building a virtual model of the human heart based on the fluid-structure-electrophysiology interaction, which will be exploited to study numerically pathologies and assess the efficacy of cardiac devices, accounting for the statistical variability of the population. The project comprises the study of fluid dynamics phenomena and the application of numerical mathematics and high performance computing. The candidates willing to apply are required to work on this specific research project. Within the Ph.D. Programme in Mathematics in Natural, Social and Life Sciences, it is possible to apply both for the CardiOTrials Project position and for GSSI scholarships, by submitting two different applications. Best regards, ---- GSSI PhD Programme in Mathematics in Natural, Social and Life Sciences https://gssi.it/education/mathematics-education

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Seminario di Marta Leocata, Martedì 21 Marzo, Sapienza Università di Roma
by Silvestri, Vittoria 16 Mar '23

16 Mar '23

Segnalo il seguente seminario, che si terrà Martedì prossimo in Sapienza. *Martedì 21 Marzo, ore 14:00* Sala di Consiglio, Dipartimento di Matematica, Sapienza Università di Roma *Speaker:* Marta Leocata, SNS *Title: *Modeling an example of green transition *Abstract:* The work presented is part of a collaboration between mathematicians and philosophers of ethics, politics, and society aiming to understand mechanisms of green energy transition where some kind of interaction between many subjects and collective behaviors seem to play a role. We have identified as a first example the case of solar photovoltaic, with the purpose of explaining the time series of Italy and of different regions. We use tools from continuous-time Markov chains, mean field limits, optimal control, and mean field games. Then, we specify our analysis on the case of domestic installations. In order to explain them we propose a Markovian model of interacting particle systems to describe the decision of a significant proportion of the general public in Italy on the installation of solar photovoltaics (PVs) and compare our models to real data. We assume that the adoption decision follows a well precise pattern. First, the general public develops a certain level of sensitivity to climate change and environmental issues. Then it plans to install the PVs because she/he has a sufficient amount of information on the benefits of PVs. Finally, it installs PVs because the economic benefits out-weights the costs. In conclusion, we propose some original policies, not based not on financial incentives. This work is in collaboration with Franco Flandoli (SNS), Giulia Livieri (SNS), Silvia Morlacchi (SNS), Fausto Corvino (University of Gothenburg) and Alberto Pirni (SSSA). ******************************** Vittoria Silvestri Assistant Professor Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome ********************************

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International Conference in Venice - CALL FOR PAPERS
by Monica Billio 16 Mar '23

16 Mar '23

22nd INTERNATIONAL CONFERENCE C.r.e.d.i.t. 2023 *Social, Sovereign and Geopolitical Risks * Venice, Italy 21 –22 September 2023 * * *GRETA Associati* (Venice, Italy), *CRIF* (Bologna, Italy),*European Datawarehouse* (Frankfurt, Germany),*European Investment Bank *(Luxembourg),*European Investment Fund *(Luxembourg) and *Intesa Sanpaolo *(Milan, Italy) are partners in organasing a Conference to be held in Venice on September 21-22, 2023. The C.r.e.d.i.t. 2023 conference will bring together academics, practitioners and PhD students working in various areas of financial and socio-economic risk with the aim of creating a unique opportunity for participants to discuss research progress and policy as well as industry-relevant insights and directions for future research. The C.r.e.d.i.t. 2023 is the*twenty-second *in a series of events dedicated to various aspects of credit risk and organised under the auspices of: the *Department of Economics* and *VERA - Venice centre in Economic and Risk Analytics for public policies - of the Ca’ Foscari University of Venice*, *ABI - Italian Banking Association*,***AIAF - Associazione Italiana per l'Analisi Finanziaria* and *AIFIRM - Associazione Italiana Financial Industry Risk Managers*. Recent years have seen a series of crises (from health/pandemic to climate/energy) that have not only put a strain on global mechanisms previously seen as robust, but have exacerbated existing weaknesses and so increased vulnerability in new crisis situations. The social impact of the pandemic was partially mitigated by public interventions but social conditions then worsened with the soaring costs of energy, raw materials and inflation more broadly. Social and energy costs, which inevitably weigh on invidual countries and aggravate already delicate local situations (e.g., public debts), have led to growing geopolitical tensions, with global systemic consequences. The C.r.e.d.i.t. 2023 conference will be dedicated to Social, Sovereign and Geopolitical Risks to discuss, evaluate and address the near- and medium-term macro-financial impact of persistent crises (“permacrisis”) that can affect the stability of financial as well as socio-economic systems. The organizers encourage submissions on any topic within the overall theme of the conference and in the following areas in particular: * *Socio-economic Stability: *Future development of income (and wealth) inequality and social polarization; Risk, inequality and employment impacts of crises and policies; Gender and skilling issues will increase or help the transition?; * *Sovereign Risks: * Sovereign debt with low economic growth; Long term challenges for fiscal and monetary policies: green transformation, commodity prices, de-globalization and demographic trends; Inflation and exchange rate risks; Environmental and social inter-dependencies; social and environmental preferences and how these affect the stability and macroeconomic wellbeing of a given country; Challenges in measuring the ESG ratings of countries and thus of sovereign debt; * *Geopolitical Risks:* Global supply chain and de-globalization risks for finance; Do international energy price discrepancies pose risks for the competitiveness of EU firms’ and might this have implications for the real exchange rate to?; Risks stemming from accelerating deglobalisation; Cyber-risk vulnerabilities of banks and firms; * *Energy/Commodity Security:* Energy prices and financial performance of firms; Inefficiency of energy markets under scarcity; Transition costs under high energy and resource prices; Volatility of energy-related asset prices (both brown and green) and implications for medium and long term investments in energy production technologies, energy commodity assets and energy infrastructure; Implications of net zero policies for the prices of real estate assets, especially for homeowners and households; * *Long Run Investments and Portfolios:* Stability of asset market equilibria under low returns; Regulation (-demand) driven asset prices; Equilibrium asset price levels under structural transformation and high uncertainty; Net zero pledges and the possible trade-off between sustainability and returns; Engagement versus divesting. The final program will include both submitted and invited papers. Acceptances received so far from invited speakers include *Helen Rey* (London Business School), *Elisa Giuliani *(University of Pisa) and *Moritz Schularick *(Sciences Po Paris & University of Bonn). The Conference will also include panel discussions on the major issues at stake with the views of researchers', practitioners' and policy makers. The SCIENTIFIC COMMITTEE for the Conference consists of: *Moritz Schularick *(Sciences Po Paris & University of Bonn, Programme Chair) *Francesca Campolongo* (Joint Research Center, European Commission) *Rajna Gibson* (University of Geneva & Geneva Finance Research Institute) *Helmut Kraemer-Eis* (European Investment Fund) *Jan Pieter Krahnen *(Leibniz Institute for Financial Research SAFE & Goethe University) *Steven Ongena *(University of Zurich, Swiss Finance Institute, KU Leuven, NTNU Business School & CEPR) *Loriana Pelizzon *(Ca’ Foscari University of Venice, Leibniz Institute for Financial Research SAFE & Goethe University) *Roberto Rigobon* (MIT Sloan School of Management) *Stephen Schaefer *(London Business School) *Marti Subrahmanyam *(NYU Stern Business School) *Christoph Trebesch* (Kiel Institute) CALL FOR PAPERS Those wishing to present a paper at the Conference should submit by *May 31, 2023 *to the address given below (preferably in electronic format). Please indicate to whom correspondence should be addressed. Decisions regarding acceptance will be made by *June 30, 2023*. The final version of accepted papers must be received by August 31, 2023. Please send papers to: GRETA Associati, San Polo, 2605 - 30125 Venice, ITALY Phone : +39 041 5238178 - e-mail: credit(a)greta.it More detailed information available on the Conference website: https://www.greta.it/index.php/it/credit-2023

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Summer School Mathematical foundations of Quantum Machine Learning
by Sonia Mazzucchi 15 Mar '23

15 Mar '23

Dear all, We are glad to announce the Summer School *Mathematical Foundations of Quantum Machine Learning*, to be held from 10 to 14 July 2023 at the University of Trento. The aim of the School is to present in an accessible way to a wide audience the mathematical theory underlying Quantum Machine Learning, through three mini courses held by researchers active in this field: Giacomo De Palma (University of Bologna) *Quantum Machine Learning*, Dario Trevisan (University of Pisa) *Quantum algorithms*, Leonardo Banchi (University of Firenze) *Laboratory*. The School aims to provide an opportunity for different communities to meet up, fostering the interactions, allowing exchanges of ideas and methods and contributing to the diffusion of open problems. It is meant mainly for master and graduate students, but also for postdocs, young as well as senior researchers interested in approaching this blooming research field. Registration is open on the website http://datascience.maths.unitn.it/events/qml2023/ We hope to see you in Trento! Sonia Mazzucchi, Claudio Agostinelli, Gian Paolo Leonardi, Valter Moretti -- Prof. Sonia Mazzucchi, PhD Department of Mathematics University of Trento - Italy

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Seminar by Yacine Ait Sahalia in Verona, Monday 20/3/2023 at noon: How and When are High-Frequency Prices Predictable?
by Cecilia Mancini 15 Mar '23

15 Mar '23

Dear all, Professor Yacine Ait Sahalia, from Princeton University, will give the seminar How and When are High-Frequency Prices Predictable? on Monday 20/3/2023 at the Department of Economics of the Verona University, at 12 p.m. in sala Vaona, 1st floor, Santa Marta main building, via Cantarane 24, Verona It will be possible to attend the seminar also on zoom (the meeting ID is given at the official page https://www.dse.univr.it/?ent=seminario&id=5807) All interested people will be very welcome. Best regards, Cecilia Abstract: This paper studies the predictability of ultra high-frequency stock returns and durations to relevant events, using machine learning methods. We find that, contrary to low frequency and long horizon returns, where predictability is rare and inconsistent, predictability in high frequency returns and durations is large, systematic and pervasive. We identify the relevant predictors and examine what determines the variation in predictability across different stocks and market environments. Next, we compute how the predictability varies with the timeliness of the data on a scale of milliseconds. Finally, we determine the value of getting a (short-lived and imperfect) peek at the incoming order flow, an ability that is often attributed to the fastest high frequency traders, in terms of improving the predictability. (joint work with Jianqing Fan, Lirong Xue and Yifeng Zhou) web page of Yacine: https://www.princeton.edu/~yacine/

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The 34th REVES website is now Live!
by Alessandra Fabbri Colabich 15 Mar '23

15 Mar '23

Dear colleagues, This is a notice to announce that the 34th REVES website is now Live! www.reves.cnr.it <https://sites.google.com/view/reves-cnr> REVES (Espérance de Vie et Santé) is an international organization for the promotion of the use of health expectancies as an indicator of the health of populations. The call for abstracts is open with following thematic areas: · Life expectancy and healthy expectancies · Chronic diseases in older population · Health inequalities · Social Determinants of health · Mobility, functional limitations, disability, frailty, and dependence · Cognitive impairment, depression and others · Longevity · Public policies We encourage your abstract submission at: reves.italy.2023(a)gmail.com Abstract must have title, objectives, methods, results, conclusions (350 maximum words, excluding title), and three key words. The deadline for submission is March 27th. The conference will be held at the Botanical Garden in Padova, Italy, on May 24-26, 2023. Pre-conference workshops on softwares to compute health expectancy (IMaCh and SPACE) will be held on 22 and 23 May at the Department of Statistical Sciences, Padova University. For further questions, please write to us (reves.italy.2023(a)gmail.com) The conference organizers wish you a wonderful day! For the conference organizers, Manuela Scioni

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OWPS Tomorrow: Amandine Veber and Apolline Louvet
by Alberto Chiarini 14 Mar '23

14 Mar '23

Dear all, A reminder that tomorrow (Wednesday), from 15:00 to 17:00 UTC, Amandine Veber (Université Paris Cité) and Apolline Louvet (University of Bath) will be speaking at the One World Probability Seminar. 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. We kindly ask that you share this message within your community. With best wishes, Alberto Chiarini (Padua) and Adrián González Casanova (Berkeley and México) ----------------------------------------------------------------------------------------------------------- Talk 1 : Amandine Veber (Université Paris Cité) Title : Modelling the evolution of genetic diversity in a population living in a spatial continuum Abstract : The spatial structure of a population influences the way genes are transmitted from one generation to the next, and consequently how the genetic diversity in the population evolves through time. To model this evolution when the population lives in continuous space (a forest, a mountain range, ...), a stochastic process called the spatial Lambda-Fleming-Viot process was introduced in 2008 by Alison Etheridge (Oxford Univ.) and Nick Barton (IST Austria), and has been developed in a various directions since then. We shall review some of the results obtained thanks to this approach, and related questions that are still open. Talk 2 : Apolline Louvet (University of Bath) Title : Constructing a stochastic population genetics process for populations expanding in a spatial continuum Abstract : Spatial Lambda-Fleming Viot processes, or SLFVs, are a family of models for the evolution of genetic diversity in populations living in a spatial continuum. Their main characteristics is their "event-based" reproduction dynamics and the assumption that the area occupied is constant over time. In this talk, I will show how the SLFV modelling framework can be extended to include spatially expanding populations. In order to do so, I will introduce one possible approach to construct SLFVs formally, which is a variant of the method introduced in 2015 by Amandine Véber (Univ. Paris Cité) and Anton Wakolbinger (GU Frankfurt). This approach makes it possible to couple SLFV processes and explore new limiting regimes. Zoom-link: https://unipd.zoom.us/j/89102101516?pwd=Tnh4alR2cHZycVE4bHpzMU44TmxiQT09 Meeting ID: 891 0210 1516  Passcode: 959041 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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Seminar announcement
by Marco Scarsini 14 Mar '23

14 Mar '23

Friday, March 17th 11.30 - 12.30 Luiss | Viale Romania, 32 | Room 310 Arkadi Predtetchinski (Maastricht University) 0-1 Laws for a Control Problem with Random Action Sets In many control problems there is only limited information about the actions that will be available at future stages. We introduce a framework where the controller sequentially chooses actions a0, a1, ... one at a time. Her goal is to maximize the probability that the infinite sequence a0, a1,... is an element of a subset G of the set of infinite sequences of natural numbers. The set G is assumed to be a Borel tail set. The controller's choices are restricted: having taken a sequence ht of actions prior to stage t, she must choose a decision at stage t from a restricted set A(ht) of natural number. The set A(ht) is chosen randomly from a distribution pt, independently over all time periods and past histories. We consider several information structures defined by how far into the future the controller knows what actions will be available. In the special case where all the action sets are singletons (and thus the controller is a dummy), Kolmogorov’s 0-1 law says that the probability for the goal to be reached is 0 or 1. We construct a number of counterexamples to show that in general the value of the control problem can be strictly between 0 and 1, and derive several sufficient conditions for the 0-1 "law" to hold. Joint work with Janos Flesch, William Sudderth, Xavier Venel ******************************************************* Marco Scarsini Dipartimento di Economia e Finanza Luiss University Viale Romania 32 00197 Roma, ITALY URL: http://docenti.luiss.it/scarsini/

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Spring Colloquium on Probability and Finance in Padova (13 April 2023)
by Giorgia Callegaro 13 Mar '23

13 Mar '23

Dear all, We are glad to announce the 4th edition of the Spring Colloquium on Probability and Finance, held at the University of Padova, on 13 April 2023. The Colloquium will bring together researchers in stochastic analysis and mathematical finance, featuring invited plenary talks by leading scholars in the field. Attendance is free but registration is required (on the conference website). Website: *https://events.math.unipd.it/SpringColloquium4/node/32 <https://events.math.unipd.it/SpringColloquium4/node/32>* Invited plenary speakers (list to be completed soon!): - Katia COLANERI (University of Rome - Tor Vergata, IT) - Mao Fabrice DJETE (Ecole Polytechnique, FR) - Caroline HILLAIRET (ENSAE - CREST, FR) - Cosimo Andrea MUNARI (University of Zurich, CH) - Sergio PULIDO (ENSIIE - LaMME, FR) We hope to see you in Padova! Best wishes, Giorgia Callegaro and Claudio Fontana -- Giorgia Callegaro Associate Professor Department of Mathematics - University of Padova Via Trieste 63 , I-35121 Padova - ITALY Tel: +39-0498271481 Fax: +39-0498271499 E-Mail: gcallega(a)math.unipd.it <https://webmail.math.unipd.it/horde3/imp/message.php?mailbox=Sent&index=598#> Personal web-page: https://sites.google.com/site/giogiocallegaro/Home

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Seminar in Statistics - ELISABETH GASSIAT
by Pierpaolo De Blasi 13 Mar '23

13 Mar '23

SEMINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO <https://www.carloalberto.org/events/category/seminars/seminars-in-statistic…> Venerdi 17 Marzo 2023, alle ore 12.00, presso il Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario: ------------------------------------------------ Speaker: *Elisabeth Gassiat* (Université Paris-Saclay) Title: *Deconvolution with unknown noise distribution is possible. Application to distribution and support learning* Abstract: I consider the deconvolution problem in the case where no information is known about the noise distribution. More precisely, no assumption is made on the noise distribution and no samples are available to estimate it: the deconvolution problem is solved based only on observations of the corrupted signal. I will present an identifiability result, and its use for statistical inference in various applications. ------------------------------------------------ Sarà possibile seguire il seminario anche in streaming: Join Zoom Meeting <https://us02web.zoom.us/j/88424860408?pwd=VE1yYVIwN0dleE50aUxLd0lhNkMrZz09> 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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Submission of titles and abstracts for talks at the 11th General AMaMeF Conference (Bielefeld, June 26-30, 2023)
by Ferrari, Giorgio 10 Mar '23

10 Mar '23

Dear Colleagues, we would like to inform you that the submission of titles and abstracts for talks at the /11th General AMaMeF Conference/ ( https://sites.google.com/view/amamef-2023/overview ) is now open: https://sites.google.com/view/amamef-2023/abstract-submission *Please note that the deadline for abstracts' submissions is April 9. Acceptance will be confirmed by April 23 and the registration to the conference will open on April 24.* All the details about deadlines, registration and fees are listed here: https://sites.google.com/view/amamef-2023/participation-fees-and-dates All the best wishes and looking forward to welcoming you in Bielefeld in the Summer! Giorgio Ferrari and Frank Riedel

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SPASS Seminar: Avi Mayorcas
by Francesco Grotto 10 Mar '23

10 Mar '23

Dear Colleagues, We would like to invite you to the following SPASS seminar, jointly organized by UniPi, SNS, UniFi and UniSi: Blow-up criteria for an SPDE model of chemotaxis Avi Mayorcas (TU Berlin) The seminar will take place on TUE, 14.3.2023 at 14:00 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: **Chemotaxis and related phenomena have been an active area of mathematical research since statistical and PDE models were first proposed by C. Patlak (’53) and E. Keller & L. Segel (’71). They are commonly studied through mean field PDE models and a common feature of these equations is the possibility of finite time blow-up under given model parameters. Recently it was shown that advection by a sufficiently strong relaxation enhancing vector field could suppress this blow up (Kiselev & Xu ’16, Iyer, Zlatos & Xu ’20). In this talk I will discuss new results (obtained with M. Tomašević) regarding criteria for the persistence of blow-up for an SPDE model of chemotaxis with stochastic advection. The noise we cover is of a form recently shown to be almost surely relaxation enhancing (Gess & Yaroslavtsev ’21) and closely related to those studied in recent works by Galeati, Flandoli and Luo.*

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Next OWPS on March 15th: Amandine Veber and Apolline Louvet
by Alberto Chiarini 09 Mar '23

09 Mar '23

OWPS's next session will be on Wednesday the 15th of March of from 15:00 to 17:00 UTC. Our next speakers are: Amandine Veber (Université Paris Cité) and Apolline Louvet (University of Bath) 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. We have found that many that subscribed to the mailing list to receive these updates are not receiving them anymore. If you are interested in the project, we kindly ask you to resubscribe to the mailing list and share this announcement within your community. With best wishes, Alberto Chiarini (Padua) and Adrián González Casanova (Berkeley and México) ----------------------------------------------------------------------------------------------------------- Talk 1 : Amandine Veber (Université Paris Cité) Title : Modelling the evolution of genetic diversity in a population living in a spatial continuum Abstract : The spatial structure of a population influences the way genes are transmitted from one generation to the next, and consequently how the genetic diversity in the population evolves through time. To model this evolution when the population lives in continuous space (a forest, a mountain range, ...), a stochastic process called the spatial Lambda-Fleming-Viot process was introduced in 2008 by Alison Etheridge (Oxford Univ.) and Nick Barton (IST Austria), and has been developed in a various directions since then. We shall review some of the results obtained thanks to this approach, and related questions that are still open. Talk 2 : Apolline Louvet (University of Bath) Title : Constructing a stochastic population genetics process for populations expanding in a spatial continuum Abstract : Spatial Lambda-Fleming Viot processes, or SLFVs, are a family of models for the evolution of genetic diversity in populations living in a spatial continuum. Their main characteristics is their "event-based" reproduction dynamics and the assumption that the area occupied is constant over time. In this talk, I will show how the SLFV modelling framework can be extended to include spatially expanding populations. In order to do so, I will introduce one possible approach to construct SLFVs formally, which is a variant of the method introduced in 2015 by Amandine Véber (Univ. Paris Cité) and Anton Wakolbinger (GU Frankfurt). This approach makes it possible to couple SLFV processes and explore new limiting regimes. Zoom-link: https://unipd.zoom.us/j/89102101516?pwd=Tnh4alR2cHZycVE4bHpzMU44TmxiQT09 Meeting ID: 891 0210 1516  Passcode: 959041 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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41st Finnish Summer School on Probability and Statistics, Lammi Finland 22-26.5.2023
by Gasbarra, Dario 09 Mar '23

09 Mar '23

Cari amici probabilisti e statistici, sono aperte le iscrizioni per la 41a scuola estiva finlandese di probabilita' e statistica, 22-26.5.2022 Lammi, Finlandia. Per ulteriori informazioni visitate il sito https://fdnss.fi/41st-finnish-summer-school-on-probability-and-statistics/ Dear friends of Stochastics and Statistics, registration for the 41th Finnish Summer School on Probability and Statistics in Lammi, Finland 22-26.5.2023 is open, please check the website https://fdnss.fi/41st-finnish-summer-school-on-probability-and-statistics/ Minicourses: Beatrice Acciaio (ETH Zurich) Stochastic optimal transport and applications in mathematical finance Persi Diaconis (Stanford) The Markov Chain Monte Carlo Revolution : Recent Progress Yuliya Mishura (Taras Shevchenko National University of Kyiv): Standard and fractional stochastic differential equations of CIR and CKLS type: properties of solutions, reflection and statistical inference . Distinguished guest lecture by Susan Holmes (Stanford) Statistics and Geometry for Biological Systems See you in Lammi ! Dario Gasbarra, Department of Mathematics and Statistics University of Helsinki

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Corso di dottorato "Stochastic control, games and mean field games via forward-backward SDEs and applications in economics and finance"
by Fabio Antonelli 08 Mar '23

08 Mar '23

Con preghiera di diffusione -------------------------------------------------------- Prof. Giorgio Ferrari and Dr. Jodi Dianetti will give the following Ph.D course at DISIM dell'Università di L'Aquila Via Vetoio - loc. Coppito - L'Aquila in mixed mode (online and in presence) Stochastic control, games and mean field games via forward-backward SDEs and applications in economics and finance. with the following schedule 27 March, 8:30 - 10:00. Ferrari. (online) 28 March, 8:30 - 10:00. Ferrari. (online) 29 March, 14:30-16:00. Dianetti (in presence and online) 30 March, 14:30-16:00. Dianetti (in presence and online) 3 April, 14:30-16:00. Dianetti (in presence and online) 4 April, 14:30-16:00. Dianetti (in presence and online) 5 April, 14:30-16:00. Dianetti (in presence and online) Abstract and further information (room and links) to be found at the link http://people.disim.univaq.it/~dottorato_mate_mode/ All interested people. are welcome. Please, register by using the form at the link https://docs.google.com/forms/d/e/1FAIpQLSdKEBfwFywKasu0n1lZaVwhYH4uM2AxWfr… [https://lh4.googleusercontent.com/mBsRy-IvwqbmIaQk9Xq-QfkTEquhunQ7-dT6UIfWH…]<https://docs.google.com/forms/d/e/1FAIpQLSdKEBfwFywKasu0n1lZaVwhYH4uM2AxWfr…> Stochastic control, games and mean field games via forward-backward SDEs and applications in economics and finance<https://docs.google.com/forms/d/e/1FAIpQLSdKEBfwFywKasu0n1lZaVwhYH4uM2AxWfr…> Corso di Dottorato presso DISIM - Università di L' Aquila - prof. G. Ferrari e Dr. J. Dianetti docs.google.com Fabio Antonelli DISIM Università di L'Aquila Via Vetoio - Loc. Coppito 67100 L'Aquila (ITALY) email: fabio.antonelli(a)univaq.it

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Ph.D. Course "Mathematical aspects of quantum information theory"
by Bertini, Lorenzo 08 Mar '23

08 Mar '23

Annuncment of Ph.D. Course MATHEMATICAL ASPECTS OF QUANTUM INFORMATION THEORY Prof. Dario Trevisan Dates of the lectures: Mo 23/01, Fr 27/01, Fr 03/02, Th. 9/02, Mo 13/02, Fr 17/02 Timetable: 11:00 - 13:000 Location: Aula B. Dipartimento di Matematica, Universita' di Roma La Sapienza Topics: 1. Principles of QM: pure and mixed states, observables, tensor products and entanglement. 2. Examples: qudits, spin chains, Gaussian systems. 3. Open quantum systems: CPTP maps, quantum Markov semigroups and their generators. 4. Distances between quantum states: trace distance, fidelity, quantum optimal transport. 5. Quantum entropy and its properties. A quantum channel coding theorem. Bibliography: - Nielsen, M.A. and Chuang, I.L., Quantum Computation and Quantum Information: 10th Anniversary Edition, Cambridge University Press, 2010 - Naaijkens, Pieter. Quantum spin systems on infinite lattices. eScholarship, University of California, 2013. Best Regards, Lorenzo Bertini Dipartimento di Matematica Universita' di Roma La Sapienza | Tel: +39 - 06 4991 4974 P.le A. Moro 2, 00185 Roma | E-mail: bertini(a)mat.uniroma1.it Italy Home page: http://www.mat.uniroma1.it/people/bertini/ama/

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Seminario di K. Khanin a Milano-Bicocca (14 mar 2023)
by Francesco Caravenna 07 Mar '23

07 Mar '23

Ho il piacere di annunciare il seguente seminario, nell'ambito del Seminario Matematico e Fisico di Milano: Autore: Konstantin Khanin (University of Toronto) Titolo: On KPZ problem and statistics of stochastic flows Quando: martedì 14 marzo 2023 ore 11:30 Dove: aula 3014, Dipartimento di Matematica e Applicazioni di Milano-Bicocca (Edificio U5, via Cozzi 55, Milano) Segue il riassunto. Tutti gli interessati sono invitati a partecipare. Francesco Caravenna %%%%%%%%%%%%%%%%%%%%%%%%%% Abstract: In this talk we will discuss a geometrical approach to the problem of the KPZ Universality. Instead of looking at the height (interface) function and Airy processes, we will focus on the statistics of shocks and points of concentration of mass. We will also discuss the connection with the problem of the coalescing Brownian motions and coalescing fractional Brownian motions. %%%%%%%%%%%%%%%%%%%%%%%%%% -- _________________________________________ 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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Change of time and location - De Finetti Risk Seminar - March 8
by Emanuela Rosazza Gianin 06 Mar '23

06 Mar '23

Dear all, Please note that, because of the strike of public transports, the talk of Peter Tankov here below will take place *On March 8, 2023 at 15.00,** Aula Dottorato, First Floor,* Dipart. Matematica, Università di Milano, Via Saldini 50, Milano. Best regards, Emanuela ---------- Forwarded message --------- Da: Emanuela Rosazza Gianin <emanuela.rosazza1(a)unimib.it> Date: ven 3 mar 2023 alle ore 16:55 Subject: De Finetti Risk Seminar - March 8, 2023 To: random <random(a)fields.dm.unipi.it> On behalf of the Scientific Committee of the "B. de Finetti Risk Seminars, Milano Lectures on the Mathematical Theory of Economics and Finance”, we are glad to invite you to participate at the following Lecture: Peter Tankov ENSAE Paris, France Title: Decarbonization dynamics of a large financial market: a mean-field game approach Abstract: We build a model of a financial market where a large number of firms determine their emission strategies under climate transition risk in the presence of both green-minded and neutral investors. The firms maximize a criterion depending on their financial performance (determined by the equilibrium share price), and their environmental performance. The interaction between the firms takes place through the stochastic discount factor, determined in equilibrium by the investors' preferences. We formalize the problem in the setting of mean-field games and prove the existence and uniqueness of a Nash equilibrium for firms. We then present a convergent numerical algorithm for computing this equilibrium and illustrate the impact of climate transition risk and the presence of green-minded investors on the market decarbonization dynamics and share prices in a variety of settings. LOCATION: The seminar will be held on *March 8, *2023 at *18.00,* Aula Di Rappresentanza, Dipart. Matematica, Università di Milano, Via Saldini 50, Milano. Scientific Committee Prof. Simone Cerreia-Voglio (Univ. Bocconi) Prof. Marco Frittelli (Univ. degli Studi di Milano) Prof. Fabio Maccheroni (Univ. Bocconi) Prof. Marco Maggis (Univ. degli Studi di Milano) Prof. Massimo Marinacci (Univ. Bocconi) Prof. Emanuela Rosazza Gianin (Univ. Milano-Bicocca) ****************************************** Emanuela Rosazza Gianin Dipartimento di Statistica e Metodi Quantitativi Università di Milano-Bicocca Edificio U7 – 4° Piano Via Bicocca degli Arcimboldi, 8 20126 Milano Tel. 02 64483208 e-mail: emanuela.rosazza1(a)unimib.it ******************************************

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Apply to the MSCA MaRaThoN@University of Padua 2023 by 4 April 2023
by Tiziano Vargiolu 06 Mar '23

06 Mar '23

Please circulate among all potentially interested people ------------------ The University of Padua will organize a new in person edition of the MSCA MaRaThoN@University of Padua - Master your Research and Training Needs from 22 to 24 May, 2023. This intensive training programme, which has reached its seventh edition, is addressed to top researchers, willing to submit a Horizon Europe Marie Sklodowska-Curie Postdoctoral Fellowship with the University of Padua as their Host Institution. Interactive classes will focus on how to write a successful proposal for the next Postdoctoral Fellowships (PF) call. Marie Skłodowska-Curie Actions are intended for experienced researchers (holding a PhD degree) of any age, nationality or discipline. They fund excellent researchers who wish to carry out their research activities abroad, acquire new skills and develop their careers. The University of Padua offers a unique opportunity for researchers to work with highly qualified research groups across a broad inter-disciplinary network of scientific areas. Moreover, hosting an increasing number of Postdoctoral Fellowships, it allows promising and motivated scientists to join a well-established and lively community of Marie Curie fellows. If you wish to apply to the MSCA MaRaThoN@ University of Padua 2023, please visit https://www.unipd.it/en/msca-marathon23 for relevant information. Application deadline to the MSCA MaRaThoN@University of Padua is 4 April 2023 at 1 p.m. Italian time zone. The new call for the Horizon Europe Marie Sklodowska-Curie Postdoctoral Fellowships will be launched by the European Commission on 12 April with deadline on 13 September 2023. Outstanding candidates who are not funded, but receive the Seal of Excellence for their high quality MSCA - Postdoctoral Fellowship proposals above the quality threshold, scoring 85/100 or higher, may apply for alternative funding under the MSCA Seal of Excellence@University of Padua programme. More info here: http://www.unipd.it/en/msca-seal-excellence For any further inquiries, please contact the University International Research Office - mariecurie.marathon(a)unipd.it Best Regards 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 -------------------------------------------------------------------------- ---------- Forwarded message ---------- Date: Thu, 23 Feb 2023 11:05:19 +0100 From: International Research Unipd <international.research(a)unipd.it> To: "lista-direttori(a)unipd.it" <lista-direttori(a)unipd.it>, "lista-direzioni.dip(a)unipd.it" <lista-direzioni.dip(a)unipd.it>, "lista-docenti(a)unipd.it" <lista-docenti(a)unipd.it>, "lista-sad(a)unipd.it" <lista-sad(a)unipd.it>, Ufficio Ricerca DAFNAE <ricerca.dafnae(a)unipd.it>, ricerca.dbc(a)unipd.it, Ricerca Biologia <ricerca.biologia(a)unipd.it>, Ricerca Bca <ricerca.bca(a)unipd.it>, Ricerca Dpcd <ricerca.dpcd(a)unipd.it>, comunicazionericerca.dirpubblico(a)unipd.it, Ricerca Fisppa <ricerca.fisppa(a)unipd.it>, Settore Ricerca <settore.ricerca(a)dfa.unipd.it>, ricerca.geoscienze(a)unipd.it, ricerca(a)dicea.unipd.it, Ufficio Ricerca DEI <ricerca(a)dei.unipd.it>, DII Ricerca <ricerca.dii(a)unipd.it>, servizio.ricerca(a)dii.unipd.it, Ricerca DM <ricerca(a)math.unipd.it>, Ricerca DIMED <ricerca.dimed(a)unipd.it>, Ricerca maps <ricerca.maps(a)unipd.it>, Ricerca Dmm <ricerca.dmm(a)unipd.it>, Ricerca Neuroscienze <ricerca.neuroscienze(a)unipd.it>, Ricerca DPSS UniPD <ricerca.dpss(a)unipd.it>, ricerca.dpg(a)unipd.it, ricerca.sdb(a)unipd.it, ricerca.biomed(a)unipd.it, Ricerca DCTV <ricerca.dctv(a)unipd.it>, Melania Brolis - Segreteria Scientifica <scientifica.chimica(a)unipd.it>, ricerca.discog(a)unipd.it, Ricerca Dsf <ricerca.dsf(a)unipd.it>, Segreteria Scientifica Dsea <scientifica.economia(a)unipd.it>, Scientifica Spgi <scientifica.spgi(a)unipd.it>, comm_scientifica(a)stat.unipd.it, ricerca.stat(a)stat.unipd.it, Research Dissgea <research.dissgea(a)unipd.it>, Ricerca Disll <ricerca.disll(a)unipd.it>, Ricerca Dtg <ricerca.dtg(a)unipd.it>, ricerca.tesaf(a)unipd.it Cc: "rettore(a)unipd.it" <rettore(a)unipd.it>, "direttore.generale(a)unipd.it" <direttore.generale(a)unipd.it>, Andrea Berti <andrea.berti(a)unipd.it>, Fabio Zwirner <fabio.zwirner(a)unipd.it>, Francesca Mura <francesca.mura(a)unipd.it> Subject: MSCA Marathon@Unipd 2023 (22-24 maggio) | Iscrizioni entro il 4 aprile p.v. Care Colleghe, cari Colleghi, Segnalo che la prossima call Horizon Europe (HE) dedicata all’Azione Marie Sklodowska-Curie Postdoctoral Fellowships (MSCA-PF) si aprirà il 12 aprile con scadenza il 13 settembre 2023. Le Postdoctoral Fellowships sono finanziamenti indirizzati a sostenere i progetti di giovani ricercatrici e ricercatori eccellenti, che lavorino in collaborazione con un docente Supervisor presso la Host Institution selezionata. Si rivolgono a scienziate e scienziati in possesso del titolo di dottore di ricerca da non più di otto anni. Iniziato nel 2021, il Programma HE ha visto un’attiva partecipazione dell’Ateneo, che ha conseguito ottimi risultati per numero di fellowship assegnate: nell’ultima call 2022, i cui esiti sono stati annunciati in questi giorni (All. 3 - Report Unipd – MSCA 2022), risultano 15 le proposte vincitrici e 13 quelle al momento collocate in lista di riserva. Dal 2014, nell’ambito dei programmi quadro Horizon 2020 e Horizon Europe, sono in totale 106 le ricercatrici e i ricercatori che hanno ottenuto una borsa Marie Skłodowska Curie con l’Università di Padova. Il report allegato illustra il numero di Dipartimenti coinvolti nelle candidature (Report Unipd – MSCA 2022). Tale successo si deve certamente anche alle iniziative promosse dall’Università che sostengono l’Azione, quali la MSCA MaRaThoN - Master your Research and Training Needs, un corso intensivo di preparazione alla scrittura di una proposta progettuale, che intende portare a Padova aspiranti Fellow di talento. Dal 2021, in HE, sono 21 le ricercatrici e i ricercatori partecipanti alla MSCA MaRaThoN ad aver ottenuto una fellowship e 15 ad aver ottenuto il riconoscimento “Seal of Excellence”. La nuova edizione del percorso formativo, che verrà organizzata in presenza dal 22 al 24 maggio 2023, è aperta a 40 potenziali "postdoctoral fellows" selezionati in base ai loro CV e proposal summary. L’Università sosterrà le spese di viaggio e alloggio alle candidate e ai candidati selezionati. Per partecipare, le interessate e gli interessati devono rispettare le condizioni di ammissibilità stabilite dal programma HE MSCA-PF (quali il possesso del titolo di dottore di ricerca da non più di otto anni) e la regola di mobilità indicata dalla call. Il termine per la presentazione delle candidature MSCA MaRaThoN è fissato alle ore 13.00 di martedì 4 aprile 2023. Tutte le informazioni sono disponibili al link https://www.unipd.it/en/msca-marathon23. La pagina contiene anche i nominativi dei docenti che negli scorsi anni si sono proposti quali Supervisor, decidendo di accogliere potenziali Fellow Marie Sklodowska-Curie nel proprio team di ricerca. Chi di voi avesse intenzione di ricoprire per la prima volta il ruolo di Supervisor, o di aggiornare i propri dati, può segnalarlo compilando il modulo on line: https://www.unipd.it/supervisor-form. Per maggiori dettagli sul bando MSCA-PF e sull’importanza dell’azione dei Supervisor nei progetti, vi invito a visionare la registrazione dell’incontro FOCUS ON MSCA – “Le Azioni MSCA Postdoctoral Fellowships in Horizon Europe: Perché fare il supervisor?” (accesso con Single Sign On):https://elearning.unipd.it/ufficiserviziapplicazioni/mod/page/view.php?id=1 5936 Vi chiedo di collaborare attivamente alla diffusione dell’iniziativa, così da favorire la più ampia partecipazione dell’Ateneo al prossimo bando MSCA-PF. Per segnalare la MaRaThoN@Unipd 2023 ai vostri contatti internazionali potrete utilizzare la traccia di mail informativa e l’Announcement ufficiale dell’evento, entrambi in allegato. Comunico infine che per il 2024 l'Ateneo intende proseguire con l’iniziativa a supporto delle proposte assegnatarie del sigillo della Commissione Europea “Seal of Excellence”: https://www.unipd.it/en/msca-seal-excellence-unipd Per ulteriori approfondimenti, non esitate a contattare l’Ufficio Ricerca Internazionale (mariecurie.marathon(a)unipd.it - persone di riferimento: Viviana Gialain - int. 1945, Alice Beggiato - int. 1821). Vi ringrazio per la preziosa collaborazione. Un saluto cordiale, Fabio Zwirner Prorettore alla Ricerca Università di Padova Allegati: 1. Announcement MSCA MaRaThoN@Unipd 2023; 2. Modello mail informativa (inglese) promozione MSCA MaRaThoN@Unipd 2023 3. Report Unipd - MSCA PF 2022 -- Ufficio Ricerca Internazionale | International Research Office Università degli Studi di Padova | University of Padua Via Martiri della Libertà, 8 - 35137 Padova, Italia | Italy http://www.unipd.it/ricercainternazionale https://www.unipd.it/en/supportingresearch FB: International Research Office Twitter: Ricerca Int. UniPd@ServizioRicerc LinkedIN: Int. Research Office Unipd Il contenuto di questa email e' confidenziale ed indirizzato al solo destinatario specificato nel messaggio. Se ricevuto per errore, e' proibita qualsiasi azione atta a divulgare e utilizzare le informazioni in esso contenute. Si invita a rispondere al messaggio e a procedere alla sua cancellazione per garantire che tale errore non si verifichi piu'. The content of this email is confidential and intended for the recipient specified in the message only. If you received this message by mistake, do not disseminate, copy, use, disclose or take any action or reliance on it. Please reply to this message and follow with its deletion, so that we can ensure such a mistake does not occur in the future.

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Espressione di interesse per il Dipartimento di Matematica-Politecnico di Milano
by Luisa Andreis 03 Mar '23

03 Mar '23

Care colleghe e cari colleghi, Vi allego qui l’annuncio della possibilità di presentare al Dipartimento di Matematica del Politecnico di Milano espressioni di interesse per svariate posizioni (tenured-track position, associate o full professor). Vi prego di inoltrare questo annuncio a chi pensate possa essere interessata/o. Cordiali saluti, Luisa Andreis ------------------------------------------------------- RTD-B Dipartimento di Matematica Politecnico di Milano Personal webpage: https://sites.google.com/view/luisaandreis/home Email: luisa.andreis(a)polimi.it<mailto:luisa.andreis@polimi.it> ———————————————————————————————————————————————————————————— Thanks to the award of “Excellence Department” obtained from the Italian Ministery (MUR), the Department of Mathematics, Politecnico di Milano, Italy (www.mate.polimi.it<http://www.mate.polimi.it>) is seeking expressions of interest for Associate or Full Professor (permanent position) and tenured-track positions, to be covered starting from 2023 by outstanding scientists. Candidates in all areas of pure and applied mathematics will be considered and are invited to submit their files (see below). In particular, candidates with research interests related to the topics below are particularly welcome: - mathematical analysis, functional analysis, PDEs in fluid mechanics, elasticity, fluid-structure interactions - mathematics for quantum mechanics with attention to its analytical, geometrical and probabilistic features - development and analysis of differential models (PDEs) and their numerical implementation, focusing on some applications to sustainable development issues and biomedicine. Some experience in scientific computing, high-performance computing, or the application of scientific machine learning to this class of problems is appreciated. Successful candidates will be expected to contribute to the activities of the Department, in particular by doing: - Research, by developing/defining research projects, attracting funding, and disseminating their results through top-level publications. - Teaching, by offering courses for approximately 120 hrs per year (this translates to 2 courses per year) to students at the undergraduate and graduate level. - Management, by serving in committees and boards of our university. Candidates applying for professorship must have obtained the Italian national habilitation (ASN) for associate/full professor (see http://abilitazione.miur.it/public/index.php for applications), or must already hold an equivalent certified academic position. Salary is conformal to national standards. Taxes reduction may apply for 5 or more years according to the Italian rules. Interested candidates are kindly requested to submit via the link https://www.mate.polimi.it/forms/call_for_interest.php the following material (one single compressed file): - a curriculum vitae (maximum length 5 pages) - a complete list of publications - research statement (maximum length 2 pages) - a short letter explaining their interest in working in Italy and, in particular, at the Department of Mathematics, Politecnico di Milano (maximum length 1 page) Applications to be considered should reach within April 21, 2023, 5 pm (CET time). The official email of the procedure is call-dmat(a)polimi.it<mailto:call-dmat@polimi.it> Disclaimer Please note that this is a call for interest only, and not a job vacancy advertisement, and that the Department can decide on its own whether or not to open a position and at which level. The actual selection for a position will be based on a public selection procedure pursuant art. 18, comma 1 and 4, of Italian Law 240/2010 Luisa Andreis ------------------------------------------------------- RTD-B Dipartimento di Matematica Politecnico di Milano Personal webpage: https://sites.google.com/view/luisaandreis/home Email: luisa.andreis(a)polimi.it<mailto:luisa.andreis@polimi.it>

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De Finetti Risk Seminar - March 8, 2023
by Emanuela Rosazza Gianin 03 Mar '23

03 Mar '23

On behalf of the Scientific Committee of the "B. de Finetti Risk Seminars, Milano Lectures on the Mathematical Theory of Economics and Finance”, we are glad to invite you to participate at the following Lecture: Peter Tankov ENSAE Paris, France Title: Decarbonization dynamics of a large financial market: a mean-field game approach Abstract: We build a model of a financial market where a large number of firms determine their emission strategies under climate transition risk in the presence of both green-minded and neutral investors. The firms maximize a criterion depending on their financial performance (determined by the equilibrium share price), and their environmental performance. The interaction between the firms takes place through the stochastic discount factor, determined in equilibrium by the investors' preferences. We formalize the problem in the setting of mean-field games and prove the existence and uniqueness of a Nash equilibrium for firms. We then present a convergent numerical algorithm for computing this equilibrium and illustrate the impact of climate transition risk and the presence of green-minded investors on the market decarbonization dynamics and share prices in a variety of settings. LOCATION: The seminar will be held on *March 8, *2023 at *18.00,* Aula Di Rappresentanza, Dipart. Matematica, Università di Milano, Via Saldini 50, Milano. Scientific Committee Prof. Simone Cerreia-Voglio (Univ. Bocconi) Prof. Marco Frittelli (Univ. degli Studi di Milano) Prof. Fabio Maccheroni (Univ. Bocconi) Prof. Marco Maggis (Univ. degli Studi di Milano) Prof. Massimo Marinacci (Univ. Bocconi) Prof. Emanuela Rosazza Gianin (Univ. Milano-Bicocca) ****************************************** Emanuela Rosazza Gianin Dipartimento di Statistica e Metodi Quantitativi Università di Milano-Bicocca Edificio U7 – 4° Piano Via Bicocca degli Arcimboldi, 8 20126 Milano Tel. 02 64483208 e-mail: emanuela.rosazza1(a)unimib.it ****************************************** RispondiInoltra

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expression of interest for mini-symposium on Graphical Models for Life Science
by Daniela De Canditiis 03 Mar '23

03 Mar '23

Dear Colleagues, this is an invitation to express your interest in participating as a speaker at the following mini-symposium for the IMACS 2023 that will be in September in Rome *Site of Congress*: https://www.imacs2023.eu/index.php/IMACS2023/IMACS2023 *Title of the mini_symposium*: “Graphical Models for Life Science” *Organizers*: Claudia Angelini, Daniela De Canditiis and Italia De Feis (IAC-CNR) *Abstract*: Graphical models are an elegant framework for describing complex systems of random variables. The nodes represent variables, while the edges represent relationships among variables, such as conditional independence. Bayesian networks are direct acyclic graphs, while Markov networks are undirect graphs, both have undergone enormous development in the last decades. Graphical models are helpful for the statistical analysis of data in various domains. Recently, they are becoming strategic for life science, allowing us to infer relations among variables such as genes/proteins/diseases/. However, their use in life science opens novel challenges due to the amount and heterogeneity of the data. This Special Session is open to theoretical and methodological contributions and innovative applications in life science. All interested researchers are welcome to email one of the organizers by the 20th of March 2023. Best Regards Claudia Angelini: claudia.angelini(a)cnr.it <c.angelini(a)na.iac.cnr.it>, Daniela De Canditiis: d.decanditiis(a)iac.cnr.it, Italia De Feis: i.defeis(a)iac.cnr.it -- 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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