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PhD in Statistics & Computer Science @Bocconi - scadenza domande
by Antonio Lijoi 24 Jan '22

24 Jan '22

Care/i tutte/i, ricordo l'imminente scadenza dell'1 febbraio per la presentazione delle domande di ammissione al dottorato di ricerca in Statistics and Computer Science presso l'Università Bocconi (a.a. 2022-2023). Vi sarei grato se voleste portare all'attenzione di vostri studenti interessati l'annuncio riportato di seguito. Saluti, AL ******************* PhD in Statistics and Computer Science - a.y. 2022-2023 Call for applications for PhD student positions ******************* The Bocconi PhD School provides 7 scholarships for the PhD in Statistics and Computer Science, and a position with tuition waiver. * Scholarship amount * 20,000 euros per annum Further funding may be available through teaching and research assistantship. Visit www.unibocconi.eu/admissionphd for detailed information. ** Applications are due by February 1, 2022 ** Within the PhD School at Bocconi University, the four-year PhD program in Statistics and Computer Science is a high profile and rigorous doctoral program that develops strong mathematical, statistical, computational and programming backgrounds. The curriculum is structured into two tracks: Statistics and Computer Science. The first year includes courses that are compulsory for all enrolled PhD students. The second-year features track-specific and elective courses that provide students with a more specialized competence and focus on topics that may be the object of the doctoral dissertation. Dedicated mentorship is offered to students throughout their time at Bocconi. Multidisciplinary interchange with other graduate programs in Bocconi’s PhD School, as well as research experience abroad, are also encouraged. The Faculty includes internationally acknowledged top researchers in Statistics, Computer Science, Mathematical Analysis, Decision Theory, Statistical Physics and Machine Learning. The program also benefits from contributions of authoritative visiting professors who deliver short monographic courses. Highly qualified and motivated students with M.Sc. degrees in Statistics, Mathematics, Computer Science, Economics, Physics, Engineering and related areas, as well as other quantitatively-oriented fields, are encouraged to apply for admission. Applicants should hold, or be on their way to hold, a graduate degree or equivalent. For further information about the PhD program in Statistics and Computer Science at Bocconi, visit www.unibocconi.eu/phdstatscompscience and feel free to contact: Antonio Lijoi (antonio.lijoi(a)unibocconi.it) Angela Baldassarre, PhD administrative assistant (angela.baldassarre(a)unibocconi.it)

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PhD position + Junior Lecturer positions in Mathematics at Vrije Universiteit Amsterdam
by Alessandro Zocca 24 Jan '22

24 Jan '22

Dear colleagues, The Vrije Universiteit Amsterdam is advertising two fixed-term positions for candidates who hold (or are about to complete) an MSc. One call is open for candidates interested in pursuing a PhD in Mathematics, and at the same time contributing to the educational program of the department. This fully-funded position is for 6 years (50% research, 40% teaching, 10% organisational activities) https://workingat.vu.nl/ad/phd-junior-lecturer-in-mathematics/m2mavn Note that this open position is not attached to any specific project, but candidates must discuss in advance topics with a perspective supervisor. I would be pleased to supervise students on a topic at the intersection of applied probability, stochastic optimization, and applications to complex networks (email me at a.zocca(a)vu.nl for further information). A second call is open for a junior lecturer position without a research component (100% teaching and organisational activities). This fully-funded position is for 4 years. https://workingat.vu.nl/ad/junior-lecturer-in-mathematics/7jq030 Both calls close on March 1st, 2022. Applications received by e-mail will not be processed. General enquiries on the calls can be sent to Daniele Avitabile: d.avitabile(a)vu.nl Best, Alessandro ================================= Alessandro Zocca (he/his) Assistant Professor Vrije Universiteit Amsterdam Department of Mathematics https://alessandrozocca.github.io/

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Seminar Dr Moises Rodriguez Madrena - Roma Tre University
by Francesco Cesarone 24 Jan '22

24 Jan '22

Dear All, we are happy to invite you to the seminar of Dr. Moises Rodriguez Madrena (Universidad de Sevilla - Facultad de Matemáticas) that will take place on Thursday, January 27, 15:00-16:00. The seminar will be held in-person room 18 (Aula 18) of the Department of Business Studies of Roma Tre University (Via Silvio D'Amico, 77 00145 - Roma, Italy), and online via Teams. For security reasons, please send an email to francesco.cesarone(a)uniroma3.it<mailto:francesco.cesarone@uniroma3.it> if you want to attend the seminar in person. We are looking forward to seeing you! Francesco Cesarone ================================================================ Date and time: January 27 (Thursday), 15:00 pm Speaker: Dr. Moises Rodriguez Madrena (Universidad de Sevilla - Facultad de Matemáticas) Title: Location Problems: New Advances and Applications Abstract: Location problems are among the most important problems in the area of Operation Research. In general, a location problem consists of determining the position of one or more facilities to satisfy the demand of a set of demand points, such that some criteria (represented by objective functions) are optimized (minimize or maximize). In this seminar, we present two new location problems that arise from two different applied scopes. (1) In the literature of transportation research field, it is frequent to address routing or distribution problems where the movement between points is given by the combination of different transportation modes. For instance, movements within or outside an urban area could be different: within the city boundary the movement is slow due to the layout of the streets and traffic, while outside this boundary in the rural area the movement is fast. This situation can be modeled as regions endowed with different norms, where distances within the regions are the ones induced by the corresponding norm. In this framework, we address the single-facility Weber location problem considering different Lp-norms at different polyhedral regions. (2) Given a set of tradable assets, the classical portfolio selection problem consists in determining the amount of capital to be invested in each asset to build the most performing portfolio. A relatively recent promising strand of research is to exploit clustering information of an asset network to develop new portfolio optimization paradigms. Following this idea, we endow the asset network with a metric based on correlation coefficients between assets’ returns and show how classical location problems on networks can be used for clustering assets. More precisely, in the bi-objective (gain-risk) portfolio selection model, we add a third criterion which is represented by the objective function of the standard p-median location problem. In this way, we are able to evaluate the effect of different degrees of clustering on the selected portfolios. We tackle the above problems using Mathematical Programming tools (MISOCP and MILP formulations for the first and the second problems, respectively). The usefulness of our approach is validated by reporting some computational experiments. Venue: Room 18 (Aula 18) - Department of Business Studies - Roma Tre University - Via Silvio D'Amico, 77 00145 - Roma, Italy. Teams link: virtual room<https://teams.microsoft.com/l/meetup-join/19%3ameeting_Y2RlZjEzMmYtZGJmNi00…> ================================================================ F Cesarone (2020), Computational Finance. MATLAB oriented modeling, Routledge-Giappichelli Studies in Business and Management, ISBN 978-0-367-49303-5<https://www.giappichelli.it/computational-finance> For more info: http://host.uniroma3.it/docenti/cesarone/Books.htm -- Francesco Cesarone - Ph.D.<http:> Associate Professor Department of Business Studies Roma Tre University Via Silvio D'Amico, 77 00145 - Roma, Italy tel: +39 06 57335744 Skype: francesco.cesarone email: francesco.cesarone(a)uniroma3.it<mailto:francesco.cesarone@uniroma3.it> Studio n. 20 piano V WWW: http://host.uniroma3.it/docenti/cesarone/

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Fw: Job: ENSAI (Rennes, France) - Position in Computer Science and Machine Learning
by Simone Padoan 24 Jan '22

24 Jan '22

Ricevo e inoltro ________________________________ From: Gilles STUPFLER <gilles.stupfler(a)gmail.com> Sent: Sunday, January 23, 2022 16:07 To: Simone Padoan <simone.padoan(a)unibocconi.it> Subject: Job: ENSAI (Rennes, France) - Position in Computer Science and Machine Learning ENSAI, the French graduate-level engineering school specialized in Statistics, Data Science and Economics, is currently inviting applications for a position as Associate or Assistant Professor in Computer Science and Machine Learning. The appointment starts in September, 2022, at the earliest. At the level of Assistant Professor, the position is for an initial three-year term renewable for another three years before the tenure evaluation. At the level of Associate Professor, the position is tenured. Salary is competitive according to qualifications. The teaching duties are reduced compared to French university standards. At the appointment, knowledge of French is not required but it is expected that the appointee will acquire a workable knowledge of French in a reasonable time. The school offers resources to learn French. Candidate Profile: PhD in Computer Science with an expertise in Machine Learning. ENSAI is involved in the EUR Digisport<https://eur03.safelinks.protection.outlook.com/?url=https%3A%2F%2Fdigisport…> and the EUR CyberSchool<https://eur03.safelinks.protection.outlook.com/?url=https%3A%2F%2Fcyberscho…>, so knowledge on related fields would be a plus. Applicants will have demonstrated strong ability to teach courses and supervise projects in Computer Science, up to Master level, to students with a major in Statistics. At the Associate Professor level, the candidate will have an outstanding research record and is expected to supervise PhD students. Applications (in French or in English) should be submitted by email to recruitment(a)ensai.fr<mailto:recruitment@ensai.fr> until April 19, 2022, with reference ENSAI/2022/CS1 as subject. Documents to include: * Curriculum vitae; * A statement of research and teaching interests (2-4 pages); * Names and addresses of three or more individuals willing to provide letters of reference. Contact persons: * Romaric Gaudel, Head of Computer Science dept. (romaric.gaudel(a)ensai.fr<mailto:romaric.gaudel@ensai.fr>; Tel. +33(0)299053330) * Valentin Patilea, Head of Research (valentin.patilea(a)ensai.fr<mailto:valentin.patilea@ensai.fr>; Tel. +33(0)299053325) * Stéphane Legleye, Head of graduate studies (stephane.legleye(a)ensai.fr<mailto:stephane.legleye@ensai.fr>; Tel. +33(0)299053322) Additional Information ENSAI (the French National School for Statistics and Data Analysis – Ecole Nationale de la Statistique et de l'Analyse de l'Information – www.ensai.fr<https://eur03.safelinks.protection.outlook.com/?url=http%3A%2F%2Fwww.ensai.…>) is a “Grande École”, which offers high level education in Statistics, Economics and Data Science. ENSAI offers several Master-level specializations as well as a PhD program in Statistics. ENSAI, together with ENSAE and Ecole Polytechnique in Paris region, share the research laboratory « Centre de Recherche en Economie et Statistique » (CREST – www.crest.fr<https://eur03.safelinks.protection.outlook.com/?url=http%3A%2F%2Fwww.crest.…> – UMR CNRS 9194). The research activity of CREST at Ensai covers topics in Statistics, Economics and Data Science, in both theoretical and applied aspects. [https://ipmcdn.avast.com/images/icons/icon-envelope-tick-round-orange-anima…]<https://eur03.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwww.avast…> Garanti sans virus. www.avast.com<https://eur03.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwww.avast…>

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Postdoc presso École Polytechnique
by Giovanni Conforti 20 Jan '22

20 Jan '22

Cari colleghi, Segnalo l'apertura di una posizione di Post Doc della durata di 18 mesi presso l’Ecole Polytechnique (Parigi) nell'ambito del progetto ANR SPOT. Prendendo spunto dal problema di Schrödinger, i temi di ricerca affrontati dal progetto sono all'intersezione fra la teoria delle grandi deviazioni, il trasporto ottimo, il controllo stocastico mean field e le disuguaglianze funzionali. Per maggiori informazioni https://sites.google.com/site/giovanniconfort/spot?authuser=0 I potenziali interessati possono contattarmi direttamente all'indirizzo giovanni.conforti(a)polytechnique.edu. La data di inizio del contratto è flessibile. Cordiali saluti, Giovanni Conforti

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Ricercatore RTDb Mat/06
by Franco Flandoli 20 Jan '22

20 Jan '22

Segnalo il bando per una posizione RTDb Mat/06 presso l'Università di Macerata, con scadenza 17 febbraio 2022. Il bando è disponibile alla pagina https://www.gazzettaufficiale.it/atto/concorsi/caricaDettaglioAtto/originar… Franco Flandoli

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Ricercatore RTDb 01/A3 a Pisa
by Marco Romito 20 Jan '22

20 Jan '22

Scrivo per annunciare il bando per una posizione RTDb nel settore concorsuale 01/A3 (Analisi e Probabilità) presso il Dipartimento di Matematica dell'Università di Pisa, con scadenza il 14 febbraio 2022. Il bando è disponibile alla pagina https://bandi.unipi.it/public/Bandi/Detail/71b2f556-3d72-4254-b6cb-cec05d07… Indicazioni per coloro che hanno conseguito il dottorato all'estero sono disponibili alla pagina https://www.unipi.it/ateneo/bandi/ricercat/ricercator1/Ricercator/index.htm ------------------------------------------ dear all I would like to announce a tenure track researcher position (RTDb) in Analysis or Probability at the University of Pisa. The deadline is on February 14. The official call is available at the URL https://bandi.unipi.it/public/Bandi/Detail/71b2f556-3d72-4254-b6cb-cec05d07… The university has made guidelines available for those that have not got their Ph.D. in Italy (in italian, unfortunately), https://www.unipi.it/ateneo/bandi/ricercat/ricercator1/Ricercator/index.htm m.

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Fwd: Bandi di Concorso Ricercatore INdAM
by Marco Romito 20 Jan '22

20 Jan '22

-------- Forwarded Message -------- Cari Colleghi, vi informo che nella G.U. del 18 gennaio 2022 sono stati pubblicati gli avvisi di due bandidi Concorso Pubblico per Titoli ed Esami per l'assunzione di un Ricercatore a TempoIndeterminato, III Livello professionale, presso l'Istituto Nazionale di Alta Matematica “F. Severi”. Per ambedue i bandi la scadenza per la presentazione delle domande è il giorno**17 febbraio 2022*.* Bandi e moduli per la procedura on-line per la presentazione delle domande si trovano nella pagina web: https://www.altamatematica.it/<https://www.altamatematica.it/> Cordiali saluti, Giorgio Patrizio *//*

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Bernoulli Society New Research Award 2023
by Imma Curato 20 Jan '22

20 Jan '22

Cari colleghi, vorrei segnalarvi il seguente premio per giovani ricercatori in Matematica Statistica sponsorizzato dalla Bernoulli Society, con preghiera di diffusione a giovani assegnisti e post-doc. Cordiali Saluti Imma Curato ++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++ Bernoulli Society New Researcher Award 2023 The Bernoulli Society welcomes applications to the New Researcher Award 2023. Each awardee shall deliver a talk at a special invited session during the ISI World Statistics Congress Conference to be held in Ottawa, Canada, July 15-20, 2023, and will receive a funding up to 1000€ to offset travel and other expenses. Bernoulli News will publish their pictures and a paragraph about their work. Eligible candidates are active researchers in Mathematical Statistics who obtained the Ph.D. degree on or after March 15th, 2017, and who are regular members of the Bernoulli Society. An extension may be given to those having had disruptions after receiving the Ph.D., such as parenthood. Candidates should apply through the webform https://forms.gle/yQg8F6fDx7qLLCAMA and send the required documents to the e-mail address indicated in the form. Deadline: March 15th, 2022

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Competition UNIPhD "Training the next-generation talents" 2022/2023 | Call deadline: 8/3/2022 h. 13.00
by Tiziano Vargiolu 17 Jan '22

17 Jan '22

Please circulate this email to all those who can be interested. Please notice among the options: - PhD course: Mathematical Sciences - Research Topic: Nonlinear differential equations and stochastic models - Research Option: Mathematical Finance (#4, see https://www.unipd.it/en/sites/en.unipd.it/files/Mathematical_A.pdf for a precise description) ---------- Forwarded message ---------- Date: Fri, 14 Jan 2022 15:12:13 +0100 From: Msca Cofund <msca.cofund(a)unipd.it> Doctoral Programme ?UNIPhD - Training the next-generation talents? at the University of Padua (Italy), Academic Year 2022/23 | Call deadline 8 March 2022 -- We are pleased to inform you that the University of Padua (Italy) has published the global call for applications "UNIPhD - Eight century legacy of multidisciplinary research and training for the next-generation talents? (closing date: 8 March 2022). This PhD Programme targets the most promising Early Stage Researchers (ESRs) coming to the University of Padua from all over the world to pursue a brand new International, Intersectoral, Interdisciplinary and Innovative ?training through research? experience. UNIPhD involves 25 PhD-Courses covering all research domains. 50 full time fellowships are on offer. Each fellowship is associated to a research topic, that is a framework within which every applicant has to propose an original research project in collaboration with a Supervisor at the University of Padua. Selected ESRs benefit from very attractive employment conditions and will be recruited through a 3-year contract starting 1 October 2022. At the date of the call deadline, applicants must be eligible for PhD studies in Italy and meet the following criteria: Mobility. Candidates should not have resided or carried out their main activity (work, studies, etc.) in Italy for more than 12 months in the 3 years before the call deadline. Qualification. Applicants should hold a Master?s degree or another academic qualification recognized as equivalent to a second cycle degree, obtained by and no later than 30 September 2022. Early Stage. Applicants should not have already been awarded a doctoral degree and must be in their first 4 years (or full-time equivalent) of research experience. For further information go to the call website: https://www.unipd.it/en/uniphd (in English). Online applications must be submitted by 8 March 2022 at 1:00 p.m. We would really appreciate if you could circulate the call among young researchers and potential candidates. Any further clarification requests can be addressed to the University of Padua: msca.cofund(a)unipd.it. *** -- UNIPhD Management Team International Research Office & PhD Office University of Padua 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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Padova Seminars in Probability and Finance - Christoph Thaele (University of Bochum, Germany)
by Marco Formentin 17 Jan '22

17 Jan '22

Dear Colleagues, we would like to invite you to the following seminar that will take place on January 28 at 14.30. The seminar will be held online via the Zoom platform. ________________________________________________________ Speaker: Christoph Thaele (University of Bochum, Germany)  Title: Poisson hyperplanes in hyperbolic space  JANUARY 28 (Friday) - 14:30 Zoom link https://unipd.zoom.us/j/88182977183 (meeting ID 881 8297 7183), available also on the webpage https://www.math.unipd.it/~bianchi/seminari/ Abstract: In the focus of this talk are random tessellations in hyperbolic space induced by Poisson point processes on the space of hyperbolic hyperplanes (totally geodesic subspaces of co-dimension 1). In the first part of the talk we consider the so-called k-skeleton of such tessellations and prove that, when observed in a sequence of increasing observation windows, the k-volume of the k-skeleton satisfies a central limit theorem only for dimensions 2 and 3 and that asymptotic normality fails in all higher dimensions. In the second part of the talk we determine the non-Gaussian limiting distribution for the special case k=d-1 and indicate possible generalizations. On behalf of the organizers, Marco Formentin

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Seminario di Daniela Bertacchi, 20.1.2022, 11:00
by Francesco Caravenna 16 Jan '22

16 Jan '22

Ricevo e inoltro. > ---------- Forwarded message ---------- > From: "fosp(a)math.tugraz.at" <fosp(a)math.tugraz.at> > Subject: [fosp-announce] Strukturtheorie-Seminar: Donnerstag, 20.1.2022, > 11:00 s.t. > Resent-From: <woess(a)tugraz.at> > > Vortragende(r): Prof. Daniela Bertacchi > > Herkunft: Univ. Milano-Bicocca > > Titel: An epidemic model in inhomogeneous environment > > Zeit: Donnerstag, 20.1.2022, 11:00 s.t. > > Ort: Webex meeting > > We consider a SIR model on the complete graph with n nodes. Each vertex represents an individual which may be susceptible, infected or removed. At the beginning only one node is infected and each node $x$ has a random spread capacity $L_x$. Once infected, the node $x$ becomes an emitter and has $L_x$ attempts to infect other nodes, which are randomly chosen. If the attempt is towards a susceptible node $y$, then $y$ becomes infected, if it is towards an infected or removed node, then $x$ loses an infection attempt. > When $x$ has used all its spread capacity, it becomes removed and no longer interacts with the rest of the population. This model was studied by Comets et al. in the case where the spread capacities are i.i.d. and the nodes which one attempt to infect are chosen uniformly. > We study the case where the population is divided into J types and each type has a possibly different susceptibility, that is, some individuals have a larger probability of being chosen as targets. Also the law of the spread capacity may depend on the type. We obtain a law of large numbers and a central limit theorem for the duration of the process and the proportion of infected nodes. We prove that when the spread capacity is homogeneous, then a population with inhomogeneous susceptibility is overall less affected by the epidemics than a population with homogeneous susceptibility. > > This is joint work with J.Kampf, E.Sava-Huss and F.Zucca. > > > Webex meeting, meeting link: > > {https://tugraz.webex.com/tugraz-de/j.php?MTID=mfb7a477bc53fac8b0a6db53cf1f2690e} > > Meeting number: 2734 226 6767 > > Password: Je3q3w37mJG > > The meeting opens at 10:40, the 50min talk starts at 11:00 > > Organisator/in: W. Woess > > Institut für Diskrete Mathematik

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Concorso rtda Trieste
by ASCI CLAUDIO 15 Jan '22

15 Jan '22

Cari colleghi, segnalo che l'Università di Trieste ha bandito un posto da ricercatore a tempo determinato (rtda) in MAT/06 (Probabilità e Statistica Matematica). Il concorso è stato pubblicato sulla Gazzetta Ufficiale, 4a Serie Speciale - Concorsi ed Esami n. 4 del 14-1-2022. La scadenza per la presentazione della domanda è il 13 febbraio. E' possibile visualizzare il bando mediante il seguente link: https://titulus-units.cineca.it/albo/viewer?view=files/002308457-untscle-c6… Se qualcuno è interessato, può contattare il sottoscritto. Saluti. Claudio Asci Area dei Servizi amministrativi Settore Servizi al Personale Ufficio Concorsi del Personale docente<https://titulus-units.cineca.it/albo/viewer?view=files/002308457-untscle-c6…> Area dei Servizi amministrativi Settore Servizi al Personale Ufficio Concorsi del Personale docente 2 Università degli Studi di Trieste Piazzale Europa, 1 titulus-units.cineca.it

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Fwd: Postdoc in Bath
by Elisabetta Candellero 14 Jan '22

14 Jan '22

Ricevo e inoltro. Elisabetta ---------- Forwarded message --------- From: Matt Roberts <mattiroberts(a)gmail.com> Date: Thu, Jan 13, 2022 at 8:40 PM Subject: Postdoc in Bath To: <APPLIEDPROB(a)jiscmail.ac.uk> Dear all, I am hiring a postdoc, for around 14 months, starting basically as soon as possible. The project will involve either (dynamical) random graphs and noise sensitivity, or branching processes with spatial dependence. The advert is here: https://www.bath.ac.uk/jobs/Vacancy.aspx?ref=CC9030 Please pass this on to anyone who might be interested. Apologies if you receive this more than once. Best wishes, Matt ######################################################################## To unsubscribe from the APPLIEDPROB list, click the following link: https://www.jiscmail.ac.uk/cgi-bin/WA-JISC.exe?SUBED1=APPLIEDPROB&A=1 This message was issued to members of www.jiscmail.ac.uk/APPLIEDPROB, a mailing list hosted by www.jiscmail.ac.uk, terms & conditions are available at https://www.jiscmail.ac.uk/policyandsecurity/

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Seminario R. Scimone - Politecnico di Milano
by Laura Maria Sangalli 11 Jan '22

11 Jan '22

Si avvisa che in data 14-01-2022, alle ore 15:00 precise, si svolgerà online il seguente seminario: Relatore: Riccardo Scimone, Politecnico di Milano Titolo: A look at the spatio-temporal mortality patterns in italy during the covid-19 pandemic through the lens of mortality densities Sommario: With the tools and perspective of Object Oriented Spatial Statistics, we analyze official daily data on mortality from all causes in the provinces and municipalities of Italy for the year 2020, the first of the COVID-19 pandemic. By comparison with mortality data from 2011 to 2019, we assess the local impact of the pandemic as perturbation factor of the natural spatio-temporal death process. For each Italian province and year, mortality data are represented by the densities of time of death during the calendar year. In this talk, the use of a density-on-density functional linear model, formulated to decouple temporal and spatial variability, will be firstly illustrated, followed by a spatial analysis focused on identifying the spatial correlation structure of the death process before and during the pandemic. An anomaly detection framework at the very granular scale of Italian municipalities will also be described. Il link per seguire il seminario sarà reso disponibile su https://mox.polimi.it/mox-seminars/?id_evento=2117 Tutti gli interessati sono cordialmente invitati a partecipare, Laura Sangalli —— Laura Maria Sangalli MOX - Dipartimento di Matematica Politecnico di Milano Piazza Leonardo da Vinci 32 20133 Milano - Italy tel: +39 02 2399 4554 fax: +39 02 2399 4568 email: laura.sangalli(a)polimi.it<mailto:laura.sangalli@polimi.it> url: http://mox.polimi.it/~sangalli

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Selezione RTDB presso Scuola Normale Superiore
by Franco Flandoli 11 Jan '22

11 Jan '22

Si segnala il bando RTDB presso la Scuola Normale Superiore, scadenza 24 febbraio 2022. <https://www.stat.unipd.it/bando-2021po186-relativo-allindizione-di-procedur…> https://amministrazionetrasparente.sns.it/bando/selezione-di-ricerc atore-tempo-determinato-di-tipo-b-sc-01a3-ssd-mat06-recruitment-1-fixed-terms-researcher-academic-recruitment Cordiali saluti Franco Flandoli

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Fwd: JVP at Centro De Giorgi - New deadline for application: 25th January 2022.
by Marco Romito 10 Jan '22

10 Jan '22

-------- Forwarded Message -------- We apologise in advance for cross-posting ********************************** Dear All, The "Centro di Ricerca Matematica Ennio De Giorgi" (CRM-PISA) invites applications for SIX two-year Junior Visiting Positions (2022-2024) for the following subject matters: 1. Algebraic Geometry and/or Number Theory; 2. Topology, Differential Geometry and/or Geometric Analysis; 3. Partial Differential Equations and/or Probability; 4. Numerical Analysis and/or Financial Mathematics; 5. Dynamical Systems (2 positions are available). Successful candidates will be new or recent PhDs in Mathematics with an exceptional research potential. PhD students can also apply, provided they obtain their PhD no later than 1st October 2022. Candidates must apply for a specific and single subject matter among the 5 specified above. _New Deadline for application: 25th January 2022._ To submit application please link to the ANNOUNCEMENT at: https://amministrazionetrasparente.sns.it/bando/junior-visiting-positions-2… For additional information e-mail job.opportunities(a)sns.it. CRM Secretariat Centro di Ricerca Matematica "Ennio De Giorgi" Scuola Normale Superiore Piazza dei Cavalieri, 3 56126 Pisa, Italy

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Bando professore I fascia 13D1 Università di Padova
by Alessandra Fabbri Colabich 10 Jan '22

10 Jan '22

Buongiorno, si segnala il bando per professore di I fascia S.C. 13D1 presso il Dipartimento di Scienze Statistiche dell'Università di Padova, scadenza *ore 13:00 del 20 gennaio 2022*. https://www.stat.unipd.it/bando-2021po186-relativo-allindizione-di-procedur… Cordiali saluti Alessandra Fabbri Colabich -- Dott.ssa Alessandra Fabbri Colabich Università degli Studi di Padova Dipartimento di Scienze Statistiche Segreteria di Direzione

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Fwd: Seminario di Fabio Zucca
by Francesco Caravenna 10 Jan '22

10 Jan '22

Ricevo e inoltro. > ---------- Forwarded message ---------- > Date: Tue, 4 Jan 2022 07:10:38 +0000 > From: "fosp(a)math.tugraz.at" <fosp(a)math.tugraz.at> > To: "Fosp-announce(a)math.tugraz.at" <Fosp-announce(a)math.tugraz.at> > Subject: [fosp-announce] Seminar Fabio Zucca: Thursday, 13.1.2022, > 11:00 > > Vortragende(r): Prof. Fabio Zucca > > Herkunft: Politecnico di Milano > > Titel: Counting extinction probabilities of branching processes > > Zeit: Thursday, 13.1.2022, 11:00 > > Ort: Webex online meeting > > We consider Galton-Watson branching processes with countable typeset $X$. We study the vectors $\mathbf{q}(A)=(q_x(A))_{x \in X}$ recording the conditional probabilities of extinction in subsets of types $A \subseteq X$, given that the type of the initial individual is $x$. We first investigate the location of the vectors $\mathbf{q}(A)$ in the set of fixed points. Next, we present equivalent conditions for $\mathbf{q}_x(A) < \mathbf{q}_x(B)$ for any initial type $x$ and $A,B \subseteq X$. Finally, we develop a general framework to characterise all distinct extinction probability vectors, and thereby to determine whether there are finitely many, countably many, or uncountably many distinct vectors. We illustrate our results with examples. > > This is based on joint work with D.Bertacchi, P.Braunsteins and S.Hautphenne. > > > Webex meeting, meeting link: > > {https://tugraz.webex.com/tugraz-de/j.php?MTID=m32158f79ff92d881d5eb9b4f2502cfef} > > Meeting number: 2730 713 4197 > > Password: kFvAawdJ332 > > The meeting opens at 10:40, the 50min talk starts at 11:00 > > > > Organisator/in: W. Woess > > Institut für Diskrete Mathematik > TU Graz, Austria

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2 assegni di ricerca alla Sapienza: annuale e biennale
by Faggionato, Alessandra 10 Jan '22

10 Jan '22

Buongiorno riporto sotto gli avvisi per due assegni al Dipartimento di Matematica alla Sapienza. Uno e' annuale e l'altro biennale (quello biennale ha uno stipendio mensile maggiore). La scadenza e' prossima... Grazie per l'attenzione Saluti Alessandra %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% Vi informo che è stato pubblicato sul sito web di Ateneo il seguente bando per assegno di ricerca: https://web.uniroma1.it/trasparenza/dettaglio_bando_albo/184958 n. 7/2021 per il conferimento di n. 1 assegno annuale categoria A tip. I _ Matematica e sue applicazioni. SSD: tutti scadenza: 21 gennaio 2022 Responsabile scientifico: Direttrice del Dipartimento %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% Vi informo che è stato pubblicato sul sito web di Ateneo il seguente bando per assegno di ricerca: https://web.uniroma1.it/trasparenza/dettaglio_bando_albo/184959 n. 8/2021 per il conferimento di n. 1 assegno biennale categoria A tip. I _ Matematica e sue applicazioni. SSD: tutti scadenza: 21 gennaio 2022 Responsabile scientifico: Direttrice del Dipartimento -- ************************************************* Prof. Alessandra Faggionato http://www1.mat.uniroma1.it/~faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 5, Phone (0039) 06 49913252 *************************************************

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Fwd: Saint-Flour 2022 - first announcement
by Marco Romito 10 Jan '22

10 Jan '22

-------- Forwarded Message -------- SAINT-FLOUR 2022 - FIRST ANNOUNCEMENT Dear colleagues The 50th Saint-Flour Probability Summer School will be held on July 11-23, 2022. This year's courses will be: Ramon van Handel: Nonasymptotic random matric theory Sylvie Méléard: Interplay between scales for eco-evolutionary mathematical models. Allan Sly: Random Constraint Satisfaction Problems Abstracts and further information can be found here: https://recherche.math.univ-bpclermont.fr/stflour/stflour-en.php Online application will open in February. Another announcement will be sent at that time. Best regards, The organizing committee Christophe Bahadoran, Hacène Djellout, Arnaud Guillin ------------------------------------------------- Laboratoire de Mathématiques Blaise Pascal, CNRS UMR 6620 Université Clermont-Auvergne, Campus des Cézeaux 3, place Vasarely TSA 60026 CS 60026 63178 Aubière cedex, France Tel: +33 (0)4 73 40 70 50 Fax: +33 (0)4 73 40 54 50 stflour.lmbp(a)uca.fr

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Postdoc position at the Scuola Normale Superiore
by Fabrizio Lillo 09 Jan '22

09 Jan '22

Dear all, A call for a 15 month research contract is open at the Scuola Normale Superiore, Pisa (Italy). The topic of the research is “Algorithmic trading in energy markets with market microstructure methods” and it is part of a collaboration between A2A and Scuola Normale. The project will concern the development of quantitative methods for the analysis and modeling of the high frequency dynamics of price and of limit order book in energy markets. Specifically, the research will focus on: time series analysis and modeling in energy markets, short-term scenario generation of market evolution and development of market making and optimal execution strategies. The research activity will be done in close collaboration with the A2A quantitative team in Milan. The details of the call (in Italian and English) are available at https://amministrazionetrasparente.sns.it/bando/algorithmic-trading-nei-mer… The deadline is January 20. I would be grateful if you could forward this message to any potentially interested candidate. In case you need more information, please contact Fabrizio Lillo (fabrizio.lillo(a)sns.it) Thanks and all the best, Fabrizio Lillo ---------------------------------------- Fabrizio Lillo Dipartimento di Matematica, Università di Bologna Scuola Normale Superiore, Pisa ITALY Personal website: fabriziolillo.wordpress.com University website: www.unibo.it/sitoweb/fabrizio.lillo <http://fabriziolillo.wordpress.com/> phone: +39 050509159

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PhD in Energy Market Modelling (fwd)
by Tiziano Vargiolu 06 Jan '22

06 Jan '22

---------- Forwarded message ---------- Date: Wed, 5 Jan 2022 19:09:43 +0000 From: Marianna RUSSO <marianna.russo(a)neoma-bs.fr> To: "vargiolu(a)math.unipd.it" <vargiolu(a)math.unipd.it> Cc: Mel Devine <mel.devine(a)ucd.ie> Subject: FW: PhD in Energy Market Modelling Ciao Tiziano, Come stai? By best wishes of a happy and enjoyable 2022!!! Let we stay positive in mind and negative in test! I was wondering if you can circulate among your mailing list this opening for a funded PhD position at UCD (Dublin) in energy marker modelling. --------------------------- PhD in Energy Market Modelling To answer research questions surrounding climate change, effective modelling of future energy markets is required. Such models provide insights from planning, operations, and regulatory perspectives. Energy suppliers use them to gain insights on possible trading strategies while policymakers use them to analyse consumer costs and carbon emissions. Energy market modelling is an interdisciplinary field covering areas such as mathematics, statistics, economics, finance, and engineering. This PhD project will revolve around the general theme of energy market modelling. Topics could include (but are not limited to) the following: - Optimisation (Integer, linear, non-linear programming) - Equilibrium modelling - Stochastic modelling - Game\decision theory - Risk modelling Candidate profile Prospective applicants should have strong quantitative modelling skills and evidence of research (e.g., dissertation or final year project). Applications are welcome from those with a background in either mathematics, statistics, economics, finance, or engineering (or similar fields). In addition, candidates should have strong communication and interpersonal skills. Funding is available for the above or for a related PhD project. For further details please contact: Dr. Mel Devine (mel.devine(a)ucd.ie) Stipend: ?18,000 per annum. In addition, funds are available for research costs and fees (for both EU and non-EU applicants) are covered. To apply, please forward a cover letter and CV (max 2 pages for each) to mel.devine(a)ucd.ie before 1-Mar-2021. Considerations of applications will continue on an ongoing basis until the position is filled. Mel Devine, PhD, Ad Astra Fellow and Assistant Professor, College of Business, Energy Institute, University College Dublin, Belfield, Dublin 4, Ireland https://people.ucd.ie/mel.devine

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Energy Finance Italia 7 - reminder (fwd)
by Tiziano Vargiolu 06 Jan '22

06 Jan '22

---------- Forwarded message ---------- Date: Tue, 4 Jan 2022 08:10:39 +0000 From: ALESSANDRO SAPIO <alessandro.sapio(a)uniparthenope.it> Subject: Energy Finance Italia 7 - reminder Dear all, best wishes for a happy new year. This is a kind reminder that the deadline for submitting abstracts to Energy Finance Italia 7 is 10 January 2022. Please, feel free to circulate the announcement reported below. Best regards, Alessandro Sapio ### Dear All, we are glad to announce the 7th edition of Energy Finance Italia. The workshop will be organised by the Department of Business and Economics (DiSAE) and by the Department of Business and Quantitative Studies (DiSAQ), Parthenope University of Naples, and will take place on February 10-11, 2022. The workshop welcomes applications of econometrics, forecasting, risk management, portfolio optimisation, and big data techniques to energy markets. We aim to hold the workshop as an in-person event. A limited number of online slots will be reserved to participants who are unable to reach the conference venue due to pandemic restrictions. Any change in the workshop format will be communicated by means of our website and newsletter. The deadline for the submission of a long abstracts (max two pages) has been extended to January 10, 2022. Please, send your abstracts to efi7(a)uniparthenope.it. Notification of acceptance: January 15, 2022. Registration and payment of fees: not later than January 25, 2022. More information on the workshop is available at: http://energyfinanceitalia.unicam.it/index.php/energy-finance-italia-7-work shop EFI7 (next workshop) The seventh workshop of the EFI association, Energy Finance Italia Edizione 7 (EFI7) will be held on. February 10-11, 2022 at the Parthenope University of Naples, in Naples, Italy.. Keynote speakers of EFI7 will be. Prof. Rafa? Weron, Wroc?aw University of Science and Technology, Prof. H?lyette Geman, Birkbeck University in London. Please notice: energyfinanceitalia.unicam.it Best regards, Alessandro Sapio on behalf of the Organizing Committee ###

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Reminder: Webinar del Gruppo UMI-PRISMA
by c.ceci＠unich.it 05 Jan '22

05 Jan '22

Carissim*, ricordiamo i prossimi seminari online promossi dal Gruppo UMI-PRISMA: Lunedi’ 10 gennaio 2022 ore 16:00 Andrea Pascucci TITLE: Kolmogorov equations: old and new results ABSTRACT: In this talk I present a survey of results about linear and nonlinear equations of Kolmogorov type arising in physics and in mathematical finance. These equations typically satisfy a parabolic Hormander condition and induce rich intrinsic geometric structures. Results about the existence and regularity of solutions are presented. Recent applications to stochastic filtering are also discussed. ore 17:00 Elena Issoglio TITLE: McKean SDEs with singular coefficients ABSTRACT: In this talk we consider a class of SDEs with drift depending on the law density of the solution, known as McKean SDEs. The novelty here is that the drift is singular in the sense that it is `multiplied' by a generalised function (element of a negative fractional Sobolev space). Those equations are interpreted in the sense of a suitable singular martingale problem, thus a key tool is the study of the corresponding singular Fokker-Planck equation. We define the notion of solution to the singular McKean equation and show its existence and uniqueness. This is based on a joint work with F. Russo (ENSTA). Collegamento Teams: https://teams.microsoft.com/l/meetup-join/19%3ad685b25ed15f4821ac5168e63cf9… Tutte le informazioni sono reperibili alla pagina web Grazie per l’attenzione, Claudia Ceci e Domenico Marinucci

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Invitation to Special Issue "Transition Risk to a Low-Carbon Economy and the Effects on Financial Markets" [Sustainability]
by Andrea Flori 05 Jan '22

05 Jan '22

Apologies for cross-posting Dear all, We want to bring to your attention the Call for papers for the Special Issue "*Transition Risk to a Low-Carbon Economy and the Effects on Financial Markets*" of the journal Sustainability ( https://www.mdpi.com/journal/sustainability). We are targeting original contributions in climate finance and climate econometrics. Submitted papers will undergo a regular review process under the supervision of the Guest Editors (Andrea Flori and Luca Trapin). The deadline for submissions is January 30, 2023. Detailed information on the special issue: https://www.mdpi.com/journal/sustainability/special_issues/transition_risk_… Best wishes, A. Flori and L. Trapin -- *** DISCLAIMER *** Questa e-mail e i relativi allegati potrebbero contenere informazioni confidenziali e private, destinate ad essere lette ed utilizzate solo dai destinatari a cui è indirizzata. Qualsiasi tipo di divulgazione, distribuzione o uso da parte di persone non autorizzate è proibito e potenzialmente illegale. Nel caso in cui voi non siate i diretti destinatari, vi preghiamo di comunicarlo immediatamente e di cancellare la presente assicurandovi di distruggere dal vostro sistema qualsiasi altra copia e i relativi allegati; non è permesso copiare e divulgare il contenuto della presente mail. Grazie This e-mail and any attachments may contain confidential and privileged information and is intended only for the use of the stated recipient(s). Any dissemination, distribution or use of this information by a person other than the intended recipient(s) is unauthorized and may be illegal. If you are not the intended recipient(s), please notify the sender immediately, delete this e-mail and destroy any attachment from your system; you should not copy the message or disclose its contents to anyone. Thank you

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Fw:I: Call for interest Milano-Bicocca (fwd)
by Tiziano Vargiolu 04 Jan '22

04 Jan '22

--------------------------------------------------------------------------- Con preghiera di diffusione Vorrei segnalare che il Dipartimento di Matematica e Applicazioni di Milano-Bicocca intende aprire una/due posizioni da professore associato nel prossimo futuro e sta raccogliendo a tale scopo manifestazioni di interesse. Per i dettagli rimando al link https://www.matapp.unimib.it/it/news/faculty-positions-department-mathemati… Faculty positions at the Department of Mathematics - 2022 | Dipartimento di Matematica e Applicazioni www.matapp.unimib.it Call for interest Cari saluti, Rita Pini

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Fwd: JVP positions at Centro de Giorgi: dedaline January 11th 2022
by Stefano Marmi 04 Jan '22

04 Jan '22

Dear all, there are 6 two-year long postdoc positions available at the Centro di Ricerca Matematica Ennio De Giorgi, S.N.S. Pisa, one of the positions is in probability and two are in dynamical systems. The deadline for applications is January 11, 2022. See the message below from the Director of the Center. Apologies for cross-posting. Best wishes, Stefano Marmi ---------- Forwarded message --------- Da: Andrea Malchiodi <andrea.malchiodi(a)sns.it> Date: mar 4 gen 2022 alle ore 10:57 Subject: Fwd: JVP positions at Centro de Giorgi: dedaline January 11th 2022 To: Stefano Marmi <stefano.marmi(a)sns.it> Dear All, Centro De Giorgi at Scuola Normale Superiore in Pisa has an ongoing call for six two-year post-doc Junior Visiting Positions in Mathematics. Here you can find a web page with more details and the link to the on-line application https://amministrazionetrasparente.sns.it/bando/junior-visiting-positions-2… The *deadline* is *January 11th, 2022*. Please circulate the message to candidates who are possibly interested. Apologies for cross-posting. Best regards, Andrea Malchiodi

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bando RtdB Mat/06 - Sapienza Roma, Dipartimento di Scienze Statistiche
by Luisa Beghin 31 Dec '21

31 Dec '21

Buongiorno, vi segnalo l'uscita del seguente bando per una posizione di RtdB nel s.s.d. Mat/06, presso il Dipartimento di Scienze Statistiche di Sapienza, Università di Roma. La scadenza è il 27-1-2022. Altre informazioni al link https://web.uniroma1.it/trasparenza/dettaglio_bando_albo/185145 Cordiali saluti e auguri di un sereno 2022! Luisa *************************************************************** Luisa Beghin Dipartimento di Scienze Statistiche Fac. Ingegneria dell'Informazione, Informatica e Statistica "SAPIENZA" Università di Roma Piazzale Aldo Moro 5, 00185 Roma T (+39) 06 49910543 F (+39) 06 4959241 https://sites.google.com/site/luisabeghin/ *****************************************************************

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Postdoc in Financial Mathematics at Dublin City University
by Paolo Guasoni 28 Dec '21

28 Dec '21

Dear Colleague, Dublin City University has a Postdoctoral position (Two-year) in Financial Mathematics https://www.dcu.ie/sites/default/files/inline-files/%23RF1609%20Postdoctora… The closing date for the application is January 30th, 2022. With best wishes of Happy New Year, Paolo Guasoni -- * *Séanadh Ríomhphoist/Email Disclaimer* *Tá an ríomhphost seo agus aon chomhad a sheoltar leis faoi rún agus is lena úsáid ag an seolaí agus sin amháin é. Is féidir tuilleadh a léamh anseo. <https://sites.google.com/view/seanadh-riomhphoist>* *This e-mail and any files transmitted with it are confidential and are intended solely for use by the addressee. Read more here. <https://sites.google.com/view/dcu-email-disclaimer>* * -- <https://www.facebook.com/DCU/> <https://twitter.com/DCU> <https://www.linkedin.com/company/dublin-city-university> <https://www.instagram.com/dublincityuniversity/?hl=en> <https://www.youtube.com/user/DublinCityUniversity>

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May 5-6, 2022 -- Milan Workshop on Stochastic Games and Martingale Optimal Transport
by Luciano Campi 28 Dec '21

28 Dec '21

Dear all We are glad to announce the workshop on Stochastic Games and Martingale Optimal Transport that will be organized at the University of Milano, Italy, and will take place on May 5-6, 2022. The aim of the workshop is to bring together researchers in the area of stochastic games and martingale optimal transport to present and discuss the most recent developments on the fields. The format of the workshop is in presence only. In the unfortunate case of a worsening of the Covid19 situation and/or if further restrictions are enforced, the workshop will be postponed. Any change in the workshop format will be communicated by means of our website. We encourage and welcome contributions in the main themes of the workshop. The deadline for the submission of the abstract is March 15, 2022. More information on the workshop, on the submission and on the list of invited speakers are available on the website of the workshop: https://sites.google.com/view/sgandmot <https://sites.google.com/view/sgandmot> The link to the workshop is also present on the personal web pages of the organizers. Best Regards, The organizers, Matteo Burzoni Luciano Campi Alessandro Doldi Marco Frittelli Marco Maggis -------------------------------------------------------- Luciano Campi Full Professor University of Milan Department of Mathematics Email: luciano.campi(a)unimi.it Web: sites.google.com/site/lucianocampi1

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Webinar PRISMA
by c.ceci＠unich.it 28 Dec '21

28 Dec '21

Buongiorno a tutti, abbiamo il piacere di annunciare i prossimi seminari online promossi dal Gruppo UMI- PRISMA: Lunedi’ 10 gennaio 2022, ore 16-18 Andrea Pascucci TITLE: Kolmogorov equations: old and new results ABSTRACT: In this talk I present a survey of results about linear and nonlinear equations of Kolmogorov type arising in physics and in mathematical finance. These equations typically satisfy a parabolic Hormander condition and induce rich intrinsic geometric structures. Results about the existence and regularity of solutions are presented. Recent applications to stochastic filtering are also discussed. Elena Issoglio TITLE: McKean SDEs with singular coefficients ABSTRACT: In this talk we consider a class of SDEs with drift depending on the law density of the solution, known as McKean SDEs. The novelty here is that the drift is singular in the sense that it is `multiplied' by a generalised function (element of a negative fractional Sobolev space). Those equations are interpreted in the sense of a suitable singular martingale problem, thus a key tool is the study of the corresponding singular Fokker-Planck equation. We define the notion of solution to the singular McKean equation and show its existence and uniqueness. This is based on a joint work with F. Russo (ENSTA). Collegamento Teams: https://teams.microsoft.com/l/meetup-join/19%3ad685b25ed15f4821ac5168e63cf9… Tutte le informazioni sono reperibili alla pagina web http://www.umi-prisma.polito.it/webinars.html Grazie per l’attenzione, e AUGURI DI BUON ANNO!! Claudia Ceci e Domenico Marinucci

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Invitation to Special Issue "Transition Risk to a Low-Carbon Economy and the Effects on Financial Markets" [Sustainability]
by Andrea Flori 22 Dec '21

22 Dec '21

Apologies for cross-posting Dear all, We want to bring to your attention the Call for papers for the Special Issue "*Transition Risk to a Low-Carbon Economy and the Effects on Financial Markets*" of the journal Sustainability ( https://www.mdpi.com/journal/sustainability). We are targeting original contributions in climate finance and climate econometrics. Submitted papers will undergo a regular review process under the supervision of the Guest Editors (Andrea Flori and Luca Trapin). The deadline for submissions is January 30, 2023. Detailed information on the special issue: https://www.mdpi.com/journal/sustainability/special_issues/transition_risk_… Best wishes, A. Flori and L. Trapin

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revisione della classificazione dei saperi (fwd)
by Tiziano Vargiolu 22 Dec '21

22 Dec '21

Carissimi, credo di fare cosa gradita nel mandare questo link per un'iniziativa UMI di coordinamento per raggiungere una posizione condivisa in vista della revisione della "classificazione dei saperi", che coinvolgera' anche la classificazione in SSD e settori concorsuali. Cordiali saluti a tutti 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: Wed, 22 Dec 2021 12:49:31 +0100 From: "chiarbru(a)math.unipd.it" <chiarbru(a)math.unipd.it> To: afferenti(a)math.unipd.it Subject: revisione della classificazione dei saperi Un saluto a Voi, su richiesta del MUR il CUN sta' lavorando sulla "revisione della classificazione dei saperi". Questo dovrebbe includere sia la revisione delle classi di laurea, ma anche l'ambito della ricerca, dell' arruolamento e della didattica: scompariranno sia gli SSD che i settori concorsuali e in loro sostituzione avremo una riorganizzazione in macrosettori (attualmente in mat ne abbiamo uno solo). come capite le implicazioni sono molteplici. Vi lascio un primo link alla pagina UMI https://umi.dm.unibo.it/2021/12/10/revisione-della-classificazione-dei-sape… che contiene informazioni sui lavori e un link ad un form per esprimere opinioni. Anche l'UMI ha aperto un tavolo su questa revisione, all'interno abbiamo il collega Riccardo Colpi. ancora auguri di buone feste. bruno chiarellotto -- bruno chiarellotto dip.matematica univ.padova www.math.unipd.it/~chiarbru

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Internship position at BCAM, Bilbao, Spain
by Gianni Pagnini 22 Dec '21

22 Dec '21

Dear colleagues, Two internships position are now open at BCAM - Basque Center for Applied Mathematics in Bilbao, Spain. The duration of each internship is 3 months and the deadline for application is the 1st of March 2022. More details are reported below. Fo any question you can get in contact with Santiago Mazuelas smazuelas(a)bcamath.org <mailto:smazuelas@bcamath.org>. Enjoy your vacations. Regards, Gianni ============== SCOPE: The internships are aimed at students who are about to finish their degree or who have recently completed it. The idea is that the student obtains a first contact with research in machine learning techniques. Specifically, during the internship students will work with cutting-edge techniques in the field of machine learning recently developed by the machine learning department of the Basque Center for Applied Mathematics (BCAM). The internship work will have three main aspects: theory, implementation (Matlab) and practical application (datasets and real problems). APPLICATION: Instructions for applying for internships are at http://www.bcamath.org/en/research/internships <http://www.bcamath.org/en/research/internships>. The deadline for application is March 1st. ADDITIONAL INFORMATION Internships will have an approximate duration of 3 months with a flexible start date depending on the candidate. In addition, the intern will receive sufficient financial compensation to cover his or her accommodation expenses and trips. Information regarding each of the internships can be found at http://www.bcamath.org/documentos_public/archivos/internships/BCAM_Internsh… <http://www.bcamath.org/documentos_public/archivos/internships/BCAM_Internsh…> http://www.bcamath.org/documentos_public/archivos/internships/BCAM_Internsh… <http://www.bcamath.org/documentos_public/archivos/internships/BCAM_Internsh…> — Gianni Pagnini Ikerbasque Research Associate BCAM - Basque Center for Applied Mathematics Alameda de Mazarredo, 14 E-48009 Bilbao, Basque Country - Spain Tel. +34 946 567 842 gpagnini(a)bcamath.org | www.bcamath.org/gpagnini ( matematika mugaz bestalde )

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EFI7 - extended deadline (fwd)
by Tiziano Vargiolu 21 Dec '21

21 Dec '21

---------- Forwarded message ---------- Date: Tue, 21 Dec 2021 13:12:43 +0000 From: ALESSANDRO SAPIO <alessandro.sapio(a)uniparthenope.it> -- Dear All, we are glad to announce the 7th edition of Energy Finance Italia. The workshop will be organised by the Department of Business and Economics (DiSAE) and by the Department of Business and Quantitative Studies (DiSAQ), Parthenope University of Naples, and will take place on February 10-11, 2022. The workshop welcomes applications of econometrics, forecasting, risk management, portfolio optimisation, and big data techniques to energy markets. We aim to hold the workshop as an in-person event. A limited number of online slots will be reserved to participants who are unable to reach the conference venue due to pandemic restrictions. Any change in the workshop format will be communicated by means of our website and newsletter. The deadline for the submission of a long abstracts (max two pages) has been extended to January 10, 2021. Please, send your abstracts to efi7(a)uniparthenope.it. Notification of acceptance: January 15, 2022. Registration and payment of fees: not later than January 25, 2022. More information on the workshop is available at: http://energyfinanceitalia.unicam.it/index.php/energy-finance-italia-7-work… Best regards, Alessandro Sapio on behalf of the Organizing Committee

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Third Italian Meeting on Probability and Mathematical Statistics
by Tiziano Vargiolu 20 Dec '21

20 Dec '21

Apologies for cross-posting Dear Colleagues, we are pleased to announce the Third Italian Meeting on Probability and Mathematical Statistics (Bologna, Italy, June 13th-16th, 2022) https://site.unibo.it/probstat/en Plenary Speakers Federico Camia, New York University Abu Dhabi & Vrije Universiteit Amsterdam Sandra Cerrai, University of Maryland Andrea Montanari, Stanford University Igor Pruenster, Bocconi University Wolfang Runggaldier, University of Padua Contributions to the Meeting Contributions to the Meeting are given by oral presentations (organized in Contributed Sessions and Organized Sessions) or posters. The abstracts of all contributions have to be submitted through the contribution form in the website of the conference, within March 30, 2022. The official language is English. Each oral presentation has a 25-minute time slot, including 5 minutes for questions. Oral presentations will be arranged in Contributed Sessions and Organized Sessions by the Scientific Committee on the basis of common topics of interest. Organized Sessions An Organized Session is a block of 3 or 4 presentations given by speakers invited by one or more organizers. Organized Session proposals are submitted by the organizer(s) through the session form in the website of the conference, within March 30, 2022. Proposals of Organized Sessions from early career researchers will be warmly welcome. Speakers of an organized session have to submit their abstract through the contribution form within March 30, 2022. Participants are encouraged to submit their proposals or Organized Sessions on a wide range of theoretical and applied topics in Probability and Mathematical Statistics. A non-exhaustive list is the following: Algebraic Statistics, Bayesian Nonparametrics, Dependence Modeling, Foundations of Probability, Fractional Stochastic Dynamics, Game-Theoretical Probability, High Dimensional Data Analysis, Information and Stochastic Geometry, Insurance Mathematics, Interacting Particle Systems, Mathematical Ecology, Measure Valued Processes, Optimal Transport and its Applications in Probability, Probabilistic Data Science, Quantum Probability, Random Fields, Risk Analysis and Reliability, Simulation in Probability and Statistics, Statistical Inference, Stochastic Differential Equations, Stochastic Dynamics in Statistical Physics, Stochastic Financial Markets, Stochastic Models in Biology and Medicine, Stochastic Processes and Applications, Stochastic Networks and Queueing, Teaching Probability and Mathematical Statistics, Uncertainty Quantification. We look forward meeting you soon. The Scientific Committee Claudia Ceci, Paolo Dai Pra, Antonio Di Crescenzo, Franco Fagnola, Marco Ferrante, Franco Flandoli, Antonio Lijoi, Domenico Marinucci, Andrea Pascucci, Franco Pellerey, Laura Sacerdote The Local Organizing Committee Fabio Antonelli, Elena Bandini, Massimo Campanino, Andrea Cosso, Marco Di Francesco, Alberto Lanconelli, Stefano Pagliarani, Andrea Pascucci, Pietro Rigo, Tiziano Vargiolu --------------------------------------------------------------- Andrea Pascucci andrea.pascucci(a)unibo.it Dipartimento di Matematica P.zza di Porta S. Donato, 5 40126 Bologna - Italy Office Tel. +39-0512094428 Fax +39 0510821834 https://sites.google.com/view/andrea-pascucci/ Skype: andrea.pascucci --------------------------------------------------------------- "I have studied many times The marble which was chiseled for me ? A boat with a furled sail at rest in a harbor. In truth it pictures not my destination But my life. For love was offered me and I shrank from its disillusionment; Sorrow knocked at my door, but I was afraid; Ambition called to me, but I dreaded the chances. Yet all the while I hungered for meaning in my life. And now I know that we must lift the sail And catch the winds of destiny Wherever they drive the boat. To put meaning in one?s life may end in madness, But life without meaning is the torture Of restlessness and vague desire ? It is a boat longing for the sea and yet afraid."

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13th International Workshop on Stochastic Models and Control (SMC 2022)
by Giorgio Ferrari 15 Dec '21

15 Dec '21

Dear Colleagues, it is my pleasure to forward the following message. Best wishes, Giorgio Ferrari %%%%%%%%%%%% It is our pleasure to announce the 13th International Workshop on Stochastic Models and Control (SMC 2022) March 14-18, 2022, Lübeck-Travemünde, Germany: https://user.math.uni-kiel.de/SMC2022 The workshop on Stochastic Models and Control (SMC) 2022 in Lübeck-Travemünde is the 13th edition in the series of these conferences. At SMC, experts from different fields of stochastic control and optimization meet to exchange ideas and to discuss recent developments. The workshop aims to connect theory with applications which can be found in various areas like stochastic networks, game theory, statistics, operations research, finance and insurance, energy economics, molecular dynamics, robotics, communication technology. The goal is to foster existing collaborations and to identify and explore directions for future research. Confirmed invited speakers are Fred Benth (University of Oslo) Sara Biagini (LUISS G. Carli, Rome) Christa Cuchiero (University of Vienna) Francois Dufour (University of Bordeaux) Erik Ekström (University of Uppsala) Anna Jaskiewicz (Wrocław University) Sigrid Källblad (KTH Stockholm) Zbigniew Palmowski (Wrocław University) Huyên Pham (University Paris 7 Diderot) Dylan Possamai (ETH Zürich) Łukasz Stettner (Polish Academy of Sciences) Claudia Strauch (University of Aarhus) Contributed talks are highly welcome and abstracts can be submitted until January 10. Deadline for registration is January 17. For further details please visit the webpage (link above) or contact us (smc2022(a)math.uni-kiel.de). At this point in time, the development of the pandemic is of course difficult to predict. We expect that there will be some requirements. Participation is presumably only allowed for vaccinated and recovered persons. More details will be provided later. Best regards, Sören Christensen -- Questa e-mail è stata controllata per individuare virus con Avast antivirus. https://www.avast.com/antivirus

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Conferenza in onore di Bruno Betrò - 25 gennaio 2022
by Sara Pasquali 15 Dec '21

15 Dec '21

Siamo lieti di annunciare che il giorno 25 gennaio 2022 si terrà una conferenza in onore di Bruno Betrò, dedicata alla sua attività a favore della scienza come studioso, nel Comitato per la Matematica del CNR, nel sindacato. La conferenza si terrà in forma ibrida. Per chi intende partecipare di persona, ci troveremo, a partire dalle ore 9.30, presso l'Area della Ricerca di Milano in via A. Corti, 12. In alternativa, sarà possibile collegarsi a distanza e a tutti gli interessati verrà inviato il link per il collegamento. Il programma sarà diviso in due parti. La mattina ci saranno alcune presentazioni di carattere scientifico legate alle ricerche condotte da Bruno nella sua lunga carriera di scienziato e il pomeriggio sarà dedicato a presentazioni sulle sue attività in campo sindacale, istituzionale nel CNR e nel suo istituto (CNR IAMI prima e CNR IMATI Milano poi). Il programma dettagliato può essere consultato al sito https://arm.mi.imati.cnr.it/betro/index.html La partecipazione è gratuita ma, per motivi organizzativi, chiediamo di registrarsi al sito https://arm.mi.imati.cnr.it/betro/contact.html Nella speranza di avervi come partecipanti vi inviamo i nostri migliori saluti. Il Comitato Organizzatore Maria Teresa Artese Tommaso Del Viscio Maria Grazia Grizzaffi Sara Pasquali Antonio Pievatolo Fabrizio Ruggeri (presidente)

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Call for abstracts: "Statistical mechanics approaches to earth system dynamics'' EGU Session
by Giulia Carigi 13 Dec '21

13 Dec '21

Dear Colleagues, with apologies for cross-posting, we would like to draw your attention to the session NP1.1 ``Statistical mechanics approaches to earth system dynamics: invariant measures, response, and large deviations'' to be held as part of the upcoming General Assembly of the European Geosciences Union (Vienna, Austria, 3rd to 8th of April 2022). A short description of the session can be found here https://meetingorganizer.copernicus.org/EGU22/session/42646 or at the end of this email. We would be very happy if you could consider submitting an abstract to this session. IMPORTANT: deadline for abstract submission is 12 January 2022, 13:00 CET For further info on abstract submission see here: https://egu22.eu/abstracts_and_programme/how_to_submit_an_abstract.html EGU2022 will be a hybrid conference – more information at https://egu22.eu/about/provisional_meeting_format.html Best wishes, Jochen Broecker (Convener), Vera Melinda Galfi, Giulia Carigi, Georgios Margazoglou, Jeroen Wouters (Co-Conveners) SESSION DESCRIPTION: The equations governing the dynamics of the atmosphere and the ocean provide us with an enormously powerful tool to understand and predict the future evolution of these dynamics. By integrating these equations forward in time from a given initial condition, we are able to produce highly realistic trajectories of the earth system's temporal evolution. A number of scientific questions however consider the statistical behaviour of solution ensembles, with the heterogeneity coming from different (yet ``typical'') initial conditions or random external forces. Examples are questions related to the global mean temperature or rainfall, the frequency of extreme events, but also questions regarding the average predictability of the system or its susceptibility to external perturbations. Statistical mechanics provides a framework in which such questions can be addressed. Rather than considering individual solutions, randomness and uncertainty are introduced to describe the ensemble of solutions in a probabilistic manner. This statistical mechanics approach to earth system dynamics will be the theme of this session. Contributions will cover a broad range of aspects from theory to applications and from mathematics to climate science. Topics include: * Novel mathematical techniques from the theory of stochastic processes and PDE's * Examples of ideas and methods from statistical mechanics being applied to the earth system (including, but not limited to, linear response, model reduction, large deviations and related algorithms) * Potential future applications, for instance in downscaling, data assimilation and parametrisations ----------------------------------------------------------------- Giulia Carigi, Postdoctoral Research Fellow Department of Mathematics and Statistics University of Reading, UK

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Seminar by A. Picarelli in Padova (this Friday)!
by Giorgia Callegaro 13 Dec '21

13 Dec '21

Dear all, it is a pleasure to announce the forthcoming seminar by *Athena Picarelli* (Università di Verona), which will be held *in person* room 2BC30 of the Mathematics Department (Torre Archimede) of the University of Padova and online, via Zoom, this Friday. Here are the details: * Date and time: 17 December, 14.30 pm * Title: *Optimal management of pumped hydroelectric production with state constrained optimal control* * Abstract: We present a novel technique to solve the problem of managing optimally a pumped hydroelectric storage system. This technique relies on representing the system as a stochastic optimal control problem with state constraints, these latter corresponding to the finite volume of the reservoirs. Following the recent level-set approach presented in O. Bokanowski, A. Picarelli, H. Zidani, State-constrained stochastic optimal control problems via reachability approach, SIAM J. Control and Optim. 54 (5) (2016), we transform the original constrained problem in an auxiliary unconstrained one in augmented state and control spaces, obtained by introducing an exact penalization of the original state constraints. The latter problem is fully treatable by classical dynamic programming arguments. * Zoom link: please visit the webpage https://www.math.unipd.it/~bianchi/seminari/ Thanks for your attention and see you soon in Padova, Giorgia 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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Scouting Internazionale presso la Scuola IMT, Lucca
by Irene Crimaldi 13 Dec '21

13 Dec '21

Carissimi, scrivo per portare alla vostra attenzione lo scouting internazionale avviato dalla Scuola IMT nelle aree di Statistica, Econometria e Machine Learning. Vi prego di diffondere la notizia. Grazie. Cordiali saluti, Irene Crimaldi Statistica, Econometria, Machine Learning *Scadenza per la presentazione della manifestazione di interesse: 31 marzo 2022 ore 23:59 (ora italiana)* Candidature ideali sono quelle di studiosi con un solido background di ricerca a livello internazionale su temi di statistica, econometria o machine learning. La Scuola IMT è interessata a candidate/i con una eccellente produzione scientifica e una solida esperienza nello sviluppo di metodi statistici applicati all'analisi dei sistemi economici. La posizione fa parte di una serie di iniziative promosse dalla Scuola IMT per lo sviluppo strategico delle attività di data science con applicazioni in diversi domini e con il contributo di diversi ambiti disciplinari. Le candidate / i candidati devono possedere una consolidata esperienza nella conduzione di gruppi di ricerca, specifiche esperienze di insegnamento e supervisione studenti a livello dottorale, un'ampia produzione scientifica con chiara evidenza dei risultati sinora conseguiti e delle future prospettive. Tutte le attività della Scuola IMT, incluse le attività didattiche, sono condotte in lingua inglese. I potenziali candidati sono invitati a compilare il modulo on-line allegando: 1. un curriculum vitae con la lista delle pubblicazioni 2. una lettera di motivazione 3. tre nomi di esperti ai quali chiedere lettere di referenze.

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Seminar in Statistics LORENZO MASOERO
by Pierpaolo De Blasi 10 Dec '21

10 Dec '21

SEMINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO <https://www.carloalberto.org/events/category/seminars/seminars-in-statistic…> Venerdi 17 Dicembre 2021, alle ore 12.00, presso il Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario: ------------------------------------------------ Speaker: *Lorenzo Masoero *(Amazon) Title: *Improved prediction and optimal sequencing strategies for genomic variant discovery via Bayesian nonparametrics* Abstract:Despite the advent of Big Data, data-gathering in many domains can still be an expensive process that necessitates careful planning when operating under a fixed, limited budget. For instance, sequencing new genomic data is a complex procedure that requires careful tuning: researchers can spend resources to sequence a greater number of genomes (quantity), or spend resources to sequence genomes with increased accuracy (quality). In this talk, I consider the common setting in which scientists have already conducted a pilot study to reveal variants in a genome and are contemplating a follow-up study. Spending additional resources has the potential to reveal new variations in the genome, and thereby new genetic insights. Therefore, practitioners are interested in (i) predicting how many new discoveries they will make under different experimental design choices. In turn, they can leverage these predictions to optimally allocate available resources in the design of a future experiment, e.g. (ii) to maximize the number of future discoveries or (iii) to optimize the usefulness of a future experiment for the task at hand, e.g. the power of an associated statistical test. I discuss novel methodologies to solve the problems mentioned above. Our approach relies on a Bayesian nonparametric formulation that facilitates (i) prediction for the number of new variants in the follow-up study based on the pilot study. We show empirically that, when experimental conditions are kept constant between the pilot and follow-up, our method's prediction is competitive with the best existing methods. Unlike current methods, though, our new method allows practitioners to change experimental conditions between the pilot and the follow-up. We demonstrate how this distinction allows our method to be used for more realistic predictions and for optimal allocation of a fixed budget between quality and quantity. In particular, we first show how, under a fixed budget, my predictions can be used to maximize (ii) the number of new genomic variants discovered in a follow-up study. Last, we show how our framework can guide practitioners in other experimental design problems, and specifically how to achieve (iii) the highest possible power in statistical tests in the context of rare variants association studies. ------------------------------------------------ In ottemperanza alle norme anti Covid, per partecipare in presenza è necessario prenotarsi tramite il seguente form online: https://forms.gle/jVPLoDCQ1ANSB5dg8 Sarà possibile seguire il seminario anche in streaming: Join Zoom Meeting <https://us02web.zoom.us/j/88971670320?pwd=VXFseHNlYm5EKzFmZ25oTGdlRWw4QT09> Meeting ID: 889 7167 0320 Passcode: 362208 Il seminario è organizzato dalla "de Castro" Statistics Initiative www.carloalberto.org/stats Cordiali saluti, Pierpaolo De Blasi --- University of Torino & Collegio Carlo Alberto carloalberto.org/pdeblasi <https://sites.google.com/a/carloalberto.org/pdeblasi/>

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(PMS)^2 online talk: Martin Huesmann (Dec 13, 5:30pm)
by Mario Maurelli 08 Dec '21

08 Dec '21

Dear colleagues, We are happy to announce the following online talk: Speaker: *Martin Huesmann* (Universität Münster) *Title*: A fluctuation result for the optimal matching problem *Abstract*: The optimal matching problem is one of the classical random optimization problems. While the asymptotic behavior of the expected cost is well understood only little is known for the asymptotic behavior of the optimal couplings - the solutions to the optimal matching problem. In this talk we show that at all mesoscopic scales the displacement under the optimal coupling converges in suitable Sobolev spaces to a Gaussian field which can be identified as the curl-free part of a vector Gaussian free field. Based on joint work with Michael Goldman. Date and time: *Monday December 13, 17:30-18:30* (Rome time zone) *Zoom link*: https://us02web.zoom.us/j/8342220461 This is a talk of the *(PMS)^2: Pavia-Milano Seminar series on Probability and Mathematical Statistics* organized jointly by the universities Milano-Bicocca, Pavia, Milano-Politecnico and Milano-Statale. For more information see the dedicated webpage: https://paviamilanoseminars.wordpress.com/ Participation is free and welcome! Best regards The organizers (Mario Maurelli, Carlo Orrieri, Maurizia Rossi, Margherita Zanella)

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4 Assistant Professorships + 1 Harrison position in Statistics @Warwick
by Massimiliano ... 08 Dec '21

08 Dec '21

Dear all, 4 assistant professorships (permanent with a 5 year probation) and 1 Harrison position(until October 2024) are available at the Department of Statistics, University of Warwick, seewww.warwick.ac.uk/statjob<http://www.warwick.ac.uk/statjobs>for more details. All applications close on January 9. For the Assistant professorships, we are particularly keen in making appointment in the following areas: * Applied Statistics * Data Science * Stochastic Finance but welcome applications across the spectrum of Probability and Statistics, broadly interpreted, seehttps://atsv7.wcn.co.uk/search_engine/jobs.cgi?owner=5062452&ownertype=fair&jcode=1880930&vt_template=1457&adminview=1 I'd appreciate if you could circulate this information around your networks, and encourage applications from talented early career researchers you are aware of. Feel free to get back to me if you have any questions. Best wishes, Massimiliano ------ Dr. Massimiliano Tamborrino Assistant Professor Department of Statistics University of Warwick https://warwick.ac.uk/tamborrino

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Reminder -- Online Quantitative Finance Seminars @SNS, December 10, 2021
by Giulia Livieri 07 Dec '21

07 Dec '21

Dear all, We would like to announce the following two Online Seminars @SNS: *December 10, 2021 at 3PM (CEST)* *Speaker: *Prof. Agostino Capponi (Columbia University) *Title: * The Adoption of Blockchain-based Decentralized Exchanges (joint work with Dr. Ruizhe Jia) *Abstract: *We show that the blockchain order execution mechanism and liquidity pooling create arbitrage rents in decentralized exchanges. The arbitrage rent raises the cost of liquidity provision and imposes negative externalities on users of the underlying blockchain. In equilibrium, automated market makers (AMMs) are adopted by liquidity providers only if exchange rates of token pairs are sufficiently stable. A pricing curve with higher curvature reduces arbitrage rents, but also decreases trading activities. We provide statistical support for our main model implications using transaction-level data of AMMs. *Link: * https://teams.microsoft.com/l/meetup-join/19%3ameeting_NjAyODk0YzQtNmVmYS00… We are looking forward to seeing you at the seminars! Best regards, Giulia

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Seminario Online :: Panaretos@DSS-Sapienza
by Pierpaolo Brutti 07 Dec '21

07 Dec '21

...ricevo e inoltro... --P ----------------------------------------------------------------------------- A v v i s o d i S e m i n a r i o O n l i n e ----------------------------------------------------------------------------- Venerdì 10 Dicembre, ore 12:00 ----------------------------------------------------------------------------- Zoom: [Link <https://uniroma1.zoom.us/j/86881977368?pwd=SWRFcVFjMDZTa0lXZk05TE1zNm5adz09>] [code: 432940] ----------------------------------------------------------------------------- VICTOR PANARETOS <http://smat-files.epfl.ch/victor/> (Ecole Polytecnique Federale de Lausanne) terrà un seminario dal titolo: TESTING FOR THE RANK OF A COVARIANCE KERNEL ----------------------------------------------------------------------------- Summary How can we discern whether the covariance of a stochastic process is of reduced rank, and if so, what its precise rank is? And how can we do so at a given level of confidence? This question is central to a great deal of methods for functional data, which require low-dimensional representations whether by functional PCA or other methods. The difficulty is that the determination is to be made on the basis of i.i.d. replications of the process observed discretely and with measurement error contamination. This adds a ridge to the empirical covariance, obfuscating the underlying dimension. We describe a matrix-completion inspired test statistic that circumvents this issue by measuring the best possible least square fit of the empirical covariance's off-diagonal elements, optimised over covariances of given finite rank. For a fixed grid of sufficiently large size, we determine the statistic's asymptotic null distribution as the number of replications grows. We then use it to construct a bootstrap implementation of a stepwise testing procedure controlling the family-wise error rate corresponding to the collection of hypotheses formalising the question at hand. Under minimal regularity assumptions we prove that the procedure is consistent and that its bootstrap implementation is valid. The procedure circumvents smoothing and associated smoothing parameters, is indifferent to measurement error heteroskedasticity, and does not assume a low-noise regime. Based on joint work with Anirvan Chakraborty. -----------------------------------------------------------------------------

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[MLfF] Program: 3rd One-Day International Workshop on MACHINE LEARNING FOR FINANCE
by Marco Corazza 06 Dec '21

06 Dec '21

Kind All, I'm glad to send you the program of the Remote *3rd One-Day International Workshop onMACHINE LEARNING FOR FINANCE* (*https://www.unive.it/data/agenda/3/55613 <https://www.unive.it/data/agenda/3/55613>*). For receiving the *Zoom address*, *ID* and *passcode*, it is necessary to communicate the email address of the attendee to corazza(a)unive.it. I hope to see you at the workshop! The warmest regards, Marco Corazza ***** ***** ***** MORNING ***** ***** ***** 08:50-09:00 - Openings 09:00-09:30 - He X., Cong L. W., Feng G., He J.: "Asset pricing with Panel Trees under global split criteria" 09:30-10:00 - Barbopoulos L. G., Dai R., Putniņš T., Saunders J. A.: "Market Efficiency in the age of Machine Learning" 10:00-10:30 - Caliciotti A., Corazza M., Fasano G.: "Regression models and Machine Learning approaches for Bitcoin price forecast" 10:30-11:00 - Kumar P.: "Deep Hawkes process for high-frequency market making" 11:00-11:15 - Break 11:15-11:45 - Al-Ameer A., Alshehri K.: "Conditional Value-at-Risk for quantitative trading: A Direct Reinforcement Learning approach" 11:45-12:15 - Carrillo Menéndez S., Hassani B.: "Expected Shortfall reliability – Added value of traditional statistics and advanced Artificial Intelligence for market risk measurement purposes" 12:15-12:45 - Daluiso R., Nastasi E., Pallavicini A., Polo S.: "Reinforcement Learning for options on target volatility funds" 12:45-13:15 - Dell’Era M.: "Local volatility and Hopfield Neural Network" 13:15-13:45 - Break ***** ***** ***** AFTERNOON ***** ***** ***** 13:45-14:15 - Goudenège L., Molent A., Zanette A.: "Moving average options: Machine Learning and Gauss-Hermite quadrature for a double non-Markovian problem" 14:15-14:45 - Jaydip S., Dutta A., Mehtab S.: "Portfolio optimization using Deep Learning models - A comparative study of risk-based portfolio design approaches" 14:45-15:15 - Lillo F., Livieri G., Marmi S., Solomko A., Vaienti S.: "Analysis of bank leverage via dynamical systems and deep neural networks" 15:15-15:45 - Scholz M.: "Forecast combinations for benchmarks of long-term stock returns using Machine Learning methods" 15:45-16:00 - Break 16:00-16:30 - Ameridad B., Cattaneo M., Luciano E., Kenett R.: "AI and Adversarial AI in insurance: Background, examples and future implications" 16:30-17:00 - Gnoatto A., Picarelli A., Reisinger C.: "Deep XVA Solver - A Neural Network based counterparty Credit Risk management framework" 17:00-17:30 - Mansouri S., Momtaz P. P.: "Financing sustainable entrepreneurship: ESG measurement, valuation, and performance in token offerings" 17:30-18:00 - Modina M., Zedda S.: "A quantitative identification and description of the default syndromes affecting the Italian SMEs" 18:00-18:10 - Closings -- Marco Corazza, Ph.D. Department of Economics - Ca' Foscari University of Venice San Giobbe, Cannaregio 873 - 30121 Venezia, Italy Mobile: (+39) 366 602-9134 Phone: (+39) 041 234-6921 Fax: (+39) 041 234-7444 E-mail: corazza(a)unive.it Editor-in-Chief: Mathematical Methods in Economics and Finance - www.unive.it/m2ef --

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Posizione da Assistant Professor in Statistics alla Luiss
by Marco Perone Pacifico 03 Dec '21

03 Dec '21

Care colleghe e colleghi, la Luiss ha pubblicato una "call for expression of interest" per una posizione da Assistant Professor in Statistics and Data Science (tutti i dettagli a questo link<https://www.luiss.edu/call-expression-interest-2021/assistant-professorship…>). La call rimarrà aperta fino a metà febbraio, ma le selezioni inizieranno a gennaio. Per chi fosse interessato, il consiglio è di inviare la domanda entro il 31 dicembre 2021. Un saluto, Marco Perone Pacifico Marco Perone Pacifico Professor of Statistics Department of Economics and Finance LUISS University Viale Romania 32 00197 Roma, ITALY La presente e-mail proviene da Luiss Guido Carli e s'intende inviata per scopi lavorativi. Tutte le informazioni ivi contenute, compresi eventuali allegati, sono da ritenersi esclusivamente confidenziali e riservati secondo i termini del vigente D.Lgs. 196/2003 in materia di privacy e del Regolamento europeo 679/2016 - GDPR. È vietato qualsiasi ulteriore utilizzo non autorizzato. Qualora la stessa Le fosse pervenuta per errore, La preghiamo di eliminarla immediatamente e di darcene tempestiva comunicazione. Grazie. This e-mail message is sent by Luiss Guido Carli for business purposes. All informations contained therein, including any attachments, are for the sole use of the intended recipient and may contain confidential and privileged information pursuant to Legislative Decree 196/2003 and the European General Data Protection Regulation 679/2016 - GDPR -. Any unauthorized review, use, disclosure or distribution is prohibited. If you are not the intended recipient, please contact the sender by soon reply this e-mail and destroy all copies of the original message. Thanks

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concorso RTDB MAT/07 Univ. Roma Tre
by giuliani＠mat.uniroma3.it 03 Dec '21

03 Dec '21

Cari tutti, vorrei segnalare l'emissione di un bando di concorso per un posto di Ricercatore a Tempo Determinato di tipo B in Fisica Matematica (SC 01/A4 - SSD MAT/07) presso il Dipartimento di Matematica e Fisica dell'Università degli Studi Roma Tre. Il termine di scadenza delle domande è il 28/10/2021. Il bando integrale è disponibile al seguente indirizzo: https://www.albopretorionline.it/uniroma/alboente.aspx sotto la voce "Concorsi e Selezioni" in pubblicazione dal 28-09-2021 al 28-10-2021 (si veda la voce "Procedure pubbliche per complessivi 43 posti di Ricercatore a tempo determinato, Art. 24 c.3 lettera B) Legge 240/2010, presso i Dipartimenti dell'Ateneo, con modello di domanda in word e versione in lingua inglese. Avviso pubblicato sulla G.U. n. 77 del 28/09/2021, scadenza presentazione domande 28/10/2021") Il link diretto al bando è il seguente: https://www.albopretorionline.it/uniroma/download.aspx?ida=614591&pubb=1&n=1 con allegati disponibili al seguente link: https://www.albopretorionline.it/uniroma/download.aspx?ida=614591&pubb=1&n=4 Vi prego di inoltrare le informazioni sul bando a tutti i colleghi potenzialmente interessati. Grazie, cordiali saluti, Alessandro Giuliani

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