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a post-doc position in Naples
by malongob＠unina.it 03 Dec '21

03 Dec '21

Cari colleghe e colleghi, si è aperto un bando per un assegno di ricerca di 1 anno presso il Dipartimento di Matematica e Applicazioni dell?Università degli Studi di Napoli Federico II. Il bando ha scadenza 13 Dicembre 2021. Titolo del progetto: ? ANALISI MATEMATICO-STATISTICA DI PROCESSI STOCASTICI PER DINAMICHE DI SISTEMI COMPLESSI E LORO AFFIDABILITA'?. L?obiettivo del progetto è lo studio di processi stocastici atti a creare nuovi modelli matematici per dinamiche di particelle interagenti e di sistemi coerenti, nonché analisi di affidabilità, di misure di informazione e dei relativi problemi differenziali. Trovate i dettagli del bando all'indirizzo http://www.unina.it/ricerca/bandi-nazionali/assegni-di-ricerca Cordialmente, Maria Longobardi ENGLISH VERSION Dear colleagues, A call for a 1 year post-doc position is open at the Dipartimento di Matematica e Applicazioni, University of Naples Federico II, with deadline December 13th, 2021. The title of the project is: ? MATHEMATICAL-STATISTICAL ANALYSIS OF STOCHASTIC PROCESSES FOR DYNAMICAL OF COMPLEX SYSTEMS AND THEIR RELIABILITY?. The aim is to investigate stochastic processes for new mathematical models of interacting particles and coherent systems, as well as reliability analysis, information measures and related differential problems. You find the details of the call at the page: http://www.unina.it/ricerca/bandi-nazionali/assegni-di-ricerca Unfortunately the call is only in Italian, but please let me know if you need help in understanding it or in applying. Best regards Maria Longobardi Maria Longobardi, Ph.D. in Applied Mathematics Associate Professor of Probability and Mathematical Statistics E-mail: maria.longobardi(a)unina.it Dipartimento di Biologia Università degli Studi di Napoli FEDERICO II Via Cintia - 80126 Napoli - Italy Studio 114 - V livello del Dipartimento di Matematica e Applicazioni Tel. +39 081 675620

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Seminario Prof. Anand N Vidyashankar
by Claudio Agostinelli 01 Dec '21

01 Dec '21

Buon pomeriggio a tutti, il giorno 3 Dicembre 2021 (Venerdi) alle ore 12.00 il Prof. Anand N Vidyashankar (George Mason University) terra' un seminario presso l'aula seminari del dipartimento di Matematica dell'Universita' di Trento dal titolo: Sharp large deviations in sequential inference tutte le informazioni su http://datascience.maths.unitn.it/events/si2021/index.html Sara' possibile seguire il seminario anche via zoom: https://unitn.zoom.us/j/85200390505 Meeting ID: 852 0039 0505 Passcode: 494451 Cordiali saluti, Claudio Agostinelli -- ------------------------------------------------------------- Claudio Agostinelli Dipartimento di Matematica Universita' di Trento email: claudio.agostinelli(a)unitn.it ------------------------------------------------------------ Per favore non mandatemi documenti in Microsoft Office/Apple iWork. Spediscimi invece OpenDocument! http://fsf.org/campaigns/opendocument/ Please do not send me Microsoft Office/Apple iWork documents. Send OpenDocument instead! http://fsf.org/campaigns/opendocument/ ------------------------------------------------------------

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2 years Post-doc position in Florence
by Luisa Andreis 01 Dec '21

01 Dec '21

ITALIAN VERSION (ENGLISH BELOW)———————————————————— Cari colleghi e colleghe, si è aperto un bando per un assegno di ricerca di 2 anni al Dipartimento di Matematica e Informatica “Ulisse Dini” dell’Università di Firenze. Il bando ha scadenza 8 Dicembre 2021. Titolo del progetto: : "Tecniche di meccanica statistica in probabilità e geometria”. L’obiettivo del progetto e’ studiare come l’approccio statistico-meccanico sia stato applicato alla risoluzione di problemi di geometria (in particolare geometria complessa) e investigare altri possibili collegamenti tra le due discipline. Trovate i dettagli del bando al fondo di questa email. Per ulteriori informazioni rivolgersi a luisa.andreis(a)unifi.it <mailto:luisa.andreis@unifi.it> Vi preghiamo di diffondere con chiunque pensiate possa essere interessata/o. Cordiali saluti, Luisa Andreis, Gianmarco Bet e Daniele Angella ENGLISH VERSION———————————————————— Dear colleagues, A call for a 2 years post-doc position is open at the Mathematics Department in Florence, with deadline December 8, 2021. The title of the project is: "Statistical-mechanics techniques in Probability and Geometry”. The aim is to investigate how the statistical mechanic approach has successfully been applied to the study of problems coming from geometry (in particular complex geometry) and the interplay between the two disciplines. You find the details of the call at the bottom of this email. Unfortunately the call is only in Italian, but please let us know if you need help in understanding it or in applying. We will be happy to help. For any further information, please contact: luisa.andreis(a)unifi.it <mailto:luisa.andreis@unifi.it> Please, feel free to forward this announcement to whoever you think might be interested. Best regards, Luisa Andreis, Gianmarco Bet e Daniele Angella DETAILS OF THE CALL ------------------------------------------------------------------------------------------------ Official call (only in italian): https://titulus.unifi.it/albo/viewer?view=files%2F004336873-UNFICLE-7daf4f5… <https://titulus.unifi.it/albo/viewer?view=files/004336873-UNFICLE-7daf4f5f-…> Title of the project: "Statistical-mechanics techniques in Probability and Geometry” Principal Investigators: Luisa Andreis, Gianmarco Bet, Daniele Angella (University of Florence) ---------------------------------------------------------------------------------- Luisa Andreis ------------------------------------------------------- RTD-A Dipartimento di Matematica e Informatica “Ulisse Dini" Università degli Studi di Firenze Viale Morgagni 65, 50134, Firenze, IT Personal webpage: https://sites.google.com/view/luisaandreis/home Email: luisa.andreis(a)unifi.it

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ECSO-CMS 2021 First Call for Papers
by Martina Nardon 01 Dec '21

01 Dec '21

_First Call for Papers_ *Joint EUROPEAN CONFERENCE ON STOCHASTIC OPTIMIZATION and COMPUTATIONAL MANAGEMENT SCIENCE Conference * *7-9 July 2021, Venice, Italy* The organizers are delighted to invite you to ECSO – CMS 2021 that will be held in Venice, Italy, 7-9 July 2021, at the Department of Economics - Ca’ Foscari University of Venice, in the San Giobbe Economics Campus. /This is the rescheduled event for the Conference ECSO – CMS 2020, suspended due to the COVID -19 pandemic emergency. We are planning to organize the conference in presence in 2021./ ECSO - CMS 2021 is jointly organized by the Department of Economics of Ca’ Foscari University of Venice, the CMS Journal and the EURO Working Group on Stochastic Optimization. ECSO 2021 is the 3rd edition of a stream of conferences organized by the EURO Working Group on Stochastic Optimization (EWGSO). The previous editions were held in Paris (2014) and Rome (2017). The scope of the conference is to bring together researchers and professionals in Stochastic Optimization and its applications in different fields spacing from economics and finance to supply chain, logistics, etc. CMS 2021 is the 17th edition of an annual meeting associated with the journal of Computational Management Science published by Springer. The aim of the conference is to provide a forum for theoreticians and practitioners from academia and industry to exchange knowledge, ideas and results in a broad range of topics relevant to the theory and practice of computational methods in management science. This joint event will provide a forum for fruitful discussions and interactions among researchers and professionals from industry and institutional sectors on decision making under uncertainty in a complex world.The conference will be within the scopes of both CMS and EWGSO and, in particular, it will focus on models, methods and computational tools in stochastic, robust and distributionally robust optimization and on computational aspects of management science with emphasis on risk management, valuation problems, measurement applications. Traditional fields of application, such as finance, energy, water management, logistics, supply chain management, and emerging ones, such as healthcare, climate risk and sustainable development, will be included. VENUE: Department of Economics, Ca’ Foscari University of Venice San Giobbe Campus – Cannaregio 873, 30121 Venice, Italy Webpage: www.unive.it/ecsocms2021 <http://www.unive.it/ecsocms2021> Conference Secretariat: ecsocms2021(a)unive.it Conference hashtag: #ecsocms2021 IMPORTANT DATES Abstract submission: *March 31, 2021* Notification of acceptance: *April 20, 2021* Early registration: *April 30, 2021* Conference: J*uly 7-9, 2021* CONFIRMED INVITED SPEAKERS DARINKA DENTCHEVA, Stevens Institute of Technology (USA) DAVID MORTON, Northwestern University (USA) GAH-YI BAN, University of Maryland (USA) DANIEL KUHN, École polytechnique fédérale de Lausanne (CH) GIORGIO CONSIGLI, Università di Bergamo (I) A *prize for the student best paper* will be awarded. Papers should be nominated via e-mail by the students’ supervisors (ecsocms2021(a)unive.it). *Deadline for the submissions to the prize is May 15.* The program will include a devoted session for presenting the best papers to compete for the prize, such that the jury could make the final choice. The paper does not have to be published. The papers should be principally authored by the student, but co-authors are permitted as long as their contributions are clarified. Only registered participants’ papers will be considered for the prize. Jury for the Student Best Paper Prize: Stein-Erik Fleten (NTNU Norwegian University of Science and Technology), Milos Kopa (Charles University of Prague), Francesca Maggioni (University of Bergamo), Ruediger Schultz (University Duisburg-Essen). We are looking forward to seeing you in Venice. Best Regards, Diana Barro, Stein-Erik Fleten and Martina Nardon Organizing and Program Committee Chairs -------------------------------------- Dr. Martina Nardon Dipartimento di Economia Università Ca' Foscari Venezia San Giobbe - Cannaregio, 873 30121 Venezia, Italy tel. +39 041 234 7413 --------------------------------------

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Ph.D Positions at Ulm University in Mathematical Statistics, Mathematical Finance and Data Science
by Imma Curato 01 Dec '21

01 Dec '21

Dear all, a call for Ph.D. positions (Akademische Mitarbeiter) is open at Ulm University in the area of Mathematical Statistics, Mathematical Finance, and Data Science. During the Ph.D. studies is possible to take part in the project "PAC Bayesian bounds for light cone, neighborhood, and trajectories data”, a new investigation on the generalization performance of linear regression applied to spatio-temporal data sets, led by PD Dr. Imma Curato, or to work within the research group of Prof. Dr. Stelzer. The deadline is December 19th. For more information on the position and how to apply see the flyer attached, or please write to imma.curato(a)uni-ulm.de Thanks for sharing the announcement and best wishes to all. Imma Curato

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Webinars PRISMA
by c.ceci＠unich.it 30 Nov '21

30 Nov '21

Buon pomeriggio a tutti, abbiamo il piacere di annunciare il prossimo webinar promosso dal Gruppo UMI PRISMA: - Lunedi’ 6 dicembre 2021 ore 16-18 - ore 16, Giulia Di Nunno Titolo: On time changed Lévy noises in modelling, dynamics and control Abstract: The study of time change lays at the intersection of probability and statistics and have interesting potential in the modelling of different phenomena. These models are appealing, since they seem quite close to classical Lévy structures, often easy to simulate, though they are still statistically very different, as they may loose important properties, such as independent increments and Markovianity. It clearly all depends on the time change applied! When it comes to stochastic calculus, stochastic dynamics, and control, we shall see how the use of the interplay of partial information techniques and enlargement of filtrations can help dealing with such dynamics. - ore 17, Alessandra Cretarola Titolo: Optimal reinsurance and investment under common shock dependence between the financial and the actuarial market Abstract: We study the optimal proportional reinsurance and investment strategy for an insurance company which experiences both ordinary and catastrophic claims and wishes to maximize the expected exponential utility of its terminal wealth. We propose a model where the insurance framework is affected by environmental factors, and aggregate claims and stock prices are subject to common shocks, i.e. drastic events such as earthquakes, extreme weather conditions, or even pandemics, that have an immediate impact on the financial market and simultaneously induce insurance claims. Using the classical stochastic control approach based on the Hamilton-Jacobi- Bellman equation, we provide a verification result for the value function via classical solutions to two backward partial differential equations and characterize the optimal strategy. Finally, we discuss the effect of the common shock dependence via a comparison analysis. Collegamento Teams: https://teams.microsoft.com/l/meetup-join/19%3ad685b25ed15f4821ac5168e63cf9… Tutte le informazioni sui webinars sono pubblicate alla pagina web: http://www.umi-prisma.polito.it/webinars.html Grazie per l’attenzione, Claudia Ceci e Domenico Marinucci

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Corso FREQUENTIST LIMITS FROM BAYESIAN STATISTICS
by Matteo Ruggiero 30 Nov '21

30 Nov '21

Cari colleghi, nell’ambito del programma di Visiting Professors della Laurea Magistrale in Stochastics and Data Science dell’Università di Torino (alla pagina https://www.master-sds.unito.it/go/visiting <https://www.master-sds.unito.it/go/visiting> il programma completo per il presente a.a.), con piacere annunciamo il seguente corso: -------------------------------------- Bas KLEIJN (University of Amsterdam) FREQUENTIST LIMITS FROM BAYESIAN STATISTICS We look at the role that the posterior can play in frequentist statistics, with special attention for large-sample limits. There exists an intimate relationship between hypothesis testing and concentration of posterior measure, which combines with a notion called remote contiguity to obtain frequentist convergence results from sequences of Bayesian posterior measures. We shall cover frequentist forms of posterior consistent estimation, rates of posterior convergence, as well as asymptotic uncertainty quantification by enlargement of credible sets and hypothesis testing/model selection with Bayes factors. Plan of the course: eight lectures of 45 minutes each: Lec I - Bayesian Basics (Frequentist/Bayesian formalisms, estimation, coverage, testing) Lec II - The Bernstein-von Mises theorem (Limit shape in smooth parametric models, semi-parametrics) Lec III - Bayes and the Infinite (Consistency, Doob’s theorem, Schwartz’s theorem) Lec IV - Posterior contraction (Barron, Walker, Ghosh-Ghosal-van der Vaart theorems) Lec V - Tests and posteriors (Testing and posterior concentration, Doob’s theorem) Lec VI - Frequentist validity of Bayesian limits (Remote contiguity and frequentist limits) Lec VII - Posterior uncertainty quantification (How confidence sets arise from credible sets) Lec VIII - Uniform and pointwise tests (Which hypotheses are asymptotically testable and which are not?) Time permitting, we shall also consider Lec IX - Bayesian tests and posterior model selection (Model selection with posteriors, some examples) -------------------------------------- L'iniziativa è rivolta agli studenti del secondo anno della Laurea Magistrale ma la partecipazione è aperta a tutti gli interessati. Il corso si svolgerà in presenza nell’aula 30, terzo piano, C.so Unione Sovietica 218/bis, 10134, Torino (qui https://www.unito.it/ateneo/gli-speciali/coronavirus-aggiornamenti-la-comun… <https://www.unito.it/ateneo/gli-speciali/coronavirus-aggiornamenti-la-comun…> i requisiti per l’accesso come ingressi occasionali) secondo il seguente calendario: - mar 30 Novembre, h.14-16 - mer 1 Dicembre, h.14-16 - mar 7 Dicembre, h.14-16 - gio 9 Dicembre, h.11.15-13 e sarà trasmesso in diretta streaming (senza registrazione) tramite la seguente riunione Webex, valida per tutte le lezioni: https://unito.webex.com/unito/j.php?MTID=m508322b370362bfd0618d768e4772ac0 <https://unito.webex.com/unito/j.php?MTID=m508322b370362bfd0618d768e4772ac0> Numero riunione: 2733 233 8719 Password: 9ahN5DGFRU3 Cordiali saluti, Matteo Ruggiero --- Matteo Ruggiero University of Torino and Collegio Carlo Alberto www.matteoruggiero.it <http://www.matteoruggiero.it/>

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one-world-probability-seminar
by Franco Flandoli 30 Nov '21

30 Nov '21

Segnalo i due seminari di questa settimana: Alessandra Caraceni and Alexandre Stauffer,* Edge flip Markov chains on triangulations and random planar maps* Date: 2021-12-02 Time: 14:00-16:00 UTC <https://www.google.com/url?q=https%3A%2F%2Fwww.timeanddate.com%2Fworldclock…> https://www.owprobability.org/one-world-probability-seminar/future-seminars

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Fw:I: 23rd Workshop on Quantitative Finance - Rome 27-28 January 2022 - second call for papers (fwd)
by Tiziano Vargiolu 29 Nov '21

29 Nov '21

Da: Davide Pirino <davide.pirino(a)gmail.com> Inviato: venerd? 26 novembre 2021 16:09 Apologies for cross-posting Dear colleagues, This is a gentle reminder on the Call for Papers of the XXIII Workshop on Quantitative Finance, which will be held in Rome (in presence) on January 27-28, 2022. The deadline for submitting extended abstracts is next Tuesday, 30th November, 2021 (the call for paper and all deadlines can be found in the attached document). Abstract must be submitted through an online procedure at the following webpage: https://qfw2022.it/registration/ Registration - XXII Workshop on Quantitative Finance qfw2022.it The Annual meeting whose purpose is to stimulate discussion on theoretical and practical aspects of Quantitative Finance Information on the workshop is available here: https://qfw2022.it/en/ XXII Workshop on Quantitative Finance qfw2022.it The Annual meeting whose purpose is to stimulate discussion on theoretical and practical aspects of Quantitative Finance On behalf of the organizing committee.

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23rd Workshop on Quantitative Finance - Rome 27-28 January 2022 - second call for papers
by Davide Pirino 26 Nov '21

26 Nov '21

Apologies for cross-posting Dear colleagues, This is a gentle reminder on the Call for Papers of the XXIII Workshop on Quantitative Finance, which will be held in Rome (in presence) on January 27-28, 2022. The deadline for submitting extended abstracts is next Tuesday, 30th November, 2021 (the call for paper and all deadlines can be found in the attached document). Abstract must be submitted through an online procedure at the following webpage: https://qfw2022.it/registration/ Information on the workshop is available here: https://qfw2022.it/en/ On behalf of the organizing committee.

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Data Science and biology
by Enrico Scalas 26 Nov '21

26 Nov '21

Care colleghe e colleghi, Con preghiera di diffusione, Vi segnalo questa posizione di dottorato all'Universita' del Sussex: https://southcoastbiosciencesdtp.ac.uk/project/using-ai-and-big-data-to-ide… Le persone interessate possono mettersi in contatto con Frances Pearl: https://profiles.sussex.ac.uk/p140897-frances-pearl Cordiali saluti, Enrico Scalas

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Bando RTDB 13/D1 Politecnico di Milano
by Laura Maria Sangalli 26 Nov '21

26 Nov '21

Si comunica che alla pagina https://www.polimi.it/it/docenti-e-staff/bandi-e-concorsi/bandi-e-concorsi-… è pubblicato il bando per una posizione RTDB nel Settore Concorsuale 13/D1 - STATISTICA. Cordialmente, 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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New Post-Doc position at SNS: "Mean Field Games aspects of training residual networks".
by Giulia Livieri 25 Nov '21

25 Nov '21

Dear all, A call for a 12 month research contract is open at the Scuola Normale Superiore, Pisa (Italy). I would like to stress that - differently from the previous call - the Ph.D is not required in order to apply for the position. The topic of the research is “Mean Field Games aspects of training deep neural networks and the use of deep neural networks for solving Mean Field Games” and it is part of the project “Mean Field Games aspects of training residual networks”. In particular, the research will be focused on the study of the training of deep neural network via the Mean Field Games approach and/or on the use of deep neural network to solve Mean Fields Games problems. A special emphasis will be put on the mathematical aspects of the two approaches. The research will be developed under the direction of the scientific director Dr. Giulia Livieri. Duration of the contract: 1 year, Annual gross remuneration, inclusive of all taxes: € 29,000 The details of the call (in Italian and English) are available at https://amministrazionetrasparente.sns.it/scuola/opportunità-offerte-dalla-… The deadline is December 23, 2021. In case you need more information, please contact Giulia Livieri (*giulia.livieri(a)sns.it* <giulia.livieri(a)sns.it>) Thanks and all the best, Giulia Livieri

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assegni di ricerca a Pisa
by Marco Romito 25 Nov '21

25 Nov '21

Buongiorno segnalo il bando per due assegni di ricerca biennali presso il Dipartimento di Matematica dell'Università di Pisa. Il tema degli assegni è generico su ogni disciplina della matematica di interesse per i gruppi di ricerca del dipartimento. Il bando è consultabile alla pagina https://bandi.unipi.it/public/Bandi/Detail/1cd16e96-3687-4359-a51b-99a90106… Il termine per la presentazione delle domande è il 24 dicembre alle ore 13. --------------------------- A call is open for two two-years post-doc positions at the Math Department of Pisa University, on the broad subject of pure and applied mathematics. The call (in italian) is available at https://bandi.unipi.it/public/Bandi/Detail/1cd16e96-3687-4359-a51b-99a90106… The deadline is on December 24, 1:00pm Interested people can write to me for further details m.

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Seminar in Statistics GONZALO MENA
by Pierpaolo De Blasi 22 Nov '21

22 Nov '21

SEMINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO <https://www.carloalberto.org/events/category/seminars/seminars-in-statistic…> Venerdi 26 Novembre 2021, alle ore 12.00, presso il Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario: ------------------------------------------------ Speaker: *Gonzalo Mena *(University of Oxford) Title: *On the unreasonable effectiveness of Sinkhorn algorithm for learning permutations and entropic optimal transport* Abstract: Sinkhorn's algorithm realizes the solution of entropy-regularized linear programs on certain matrix polytopes. In the past years, the interest in this algorithm has grown considerably because of its usefulness as a tool for the modeling of permutations, and because of its fundamental role in the solution of an entropic optimal transport problem, also called the Schrödinger bridge. In this talk, I will give an overview of my work in relation to these two areas. First, regarding entropic optimal transport, I will argue that this tool is valuable for deriving sensible statistical procedures. Indeed, we show that it enjoys a substantially better sample complexity compared to optimal transport, which suffers from the curse of dimensionality. Also, in the more applied setup of model-based clustering we show that it can be used as an alternative to the log-likelihood, since it has fewer bad local optima. Based on this observation, we develop a new algorithm, Sinkhorn-EM, in which we only modify the E-step to solve an Entropic Optimal Transport problem. Our algorithm is shown to attain better practical performance. Second, regarding permutations, I will describe some successful applications in Deep Learning, and in neuroscience, for the inference of neural identities in C.elegans worms. Links https://arxiv.org/abs/1802.08665 https://arxiv.org/abs/1905.11882 https://arxiv.org/abs/2006.16548 ------------------------------------------------ In ottemperanza alle norme anti Covid, per partecipare in presenza è necessario prenotarsi tramite il seguente form online: https://forms.gle/XyyJ3JaqTeZLi92A6 Sarà possibile seguire il seminario anche in streaming: Join Zoom Meeting <https://us02web.zoom.us/j/84926221121?pwd=eDdycEV3M2VVVU1FSEszM000eDlIdz09> Meeting ID: 849 2622 1121 Passcode: 899297 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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One World ABC Seminar - Clara Grazian - November 25
by Massimiliano ... 22 Nov '21

22 Nov '21

Dear all, it is our pleasure to invite you to a new talk of the One WorldABC Seminar<https://emea01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwarwick.…>. Our next speaker will be Clara Grazian<https://emea01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fresearch…>, who will talk about PET-ABC: A Bayesian likelihood free tool for kinetic models<https://emea01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fiopscien…>, on Thursday November 25, at 11.30am UK time, with an abstract reported below. To join the talk, please click on the Zoom link below https://chalmers.zoom.us/j/65793605413<https://emea01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fchalmers…> Password: 810265 If you are interested in presenting your work on ABC and likelihood-free methods in the new year, please get in touch with one of the organisers. If you miss last talk by Michael Gutmann, you can access its recording here https://www.youtube.com/watch?v=oUD6mPttyw4&feature=youtu.be<https://emea01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwww.yout…> We look forward to seeing you on Thursday, best wishes, Massimiliano on the behalf of the One World ABC Seminar Organisers. --- When: Thursday, November 25, 11.30am UK Time Speaker: Clara Grazian<https://emea01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fresearch…>, UNSW Sidney Title: PET-ABC: A Bayesian likelihood free tool for kinetic models Abstract: We describe an intuitive, easy to use method called PET-ABC that enables full Bayesian statistical inference from single subject dynamic PET data. The performance of PET-ABC was compared with weighted non-linear least squares (WNLS) in terms of reliability of kinetic parameter estimation and statistical power for model selection. Dynamic PET data based on 1-tissue and 2-tissue compartmental models were simulated with 2 noise models and 3 noise levels. PET-ABC was used to evaluate the reliability of parameter estimates under each condition. It was also used to perform model selection for a simulated noisy dataset composed of a mixture of 1- and 2-tissue compartment kinetics. Finally, PET-ABC was used to analyze a non-steady state dynamic study performed on a fully conscious rat administered either 2 mg.kg-1 amphetamine or saline 20 min after tracer injection. Reference: Y. Fan, G. Emvalomenos, C. Grazian, S. R. Meikle, PET-ABC: fully Bayesian likelihood-free inference for kinetic models<https://emea01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fiopscien…>, Physics in Medicine and Biology, 66 (11), 115002, 2021. ------ Dr. Massimiliano Tamborrino Assistant Professor Department of Statistics University of Warwick https://warwick.ac.uk/tamborrino<https://emea01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwarwick.…>

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2022 PIMS-CRM Summer School in Probability
by Faggionato, Alessandra 22 Nov '21

22 Nov '21

Buongiorno, ricevo da Omer Angel ed inoltro volentieri. Saluti Alessandra Faggionato %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% Dear colleague, The 2022 PIMS-CRM Summer School in Probability will be held at the University of British Columbia from May 30 to June 24, 2022. This month-long program, originally planned for 2020, is especially appropriate for young researchers in probability, although others may of course attend. While there is still uncertainty stemming from covid regarding travel and conferences, we are hopeful that the school will be able to run this summer. The main courses will be given by Ivan Corwin (Columbia University), and Frank den Hollander (University of Leiden). Their respective titles are Interacting particle systems, growth models, stochastic PDEs and directed polymers through the lens of the stochastic six vertex model and Metastability for interacting particle systems Three 3-hour mini courses will be given by Paul Bourgade, Jean-Francois Le Gall and Nike Sun. There will also be an opportunity for some participants to give short talks on their own research. More information about the program may be found on the School's website at http://www.math.ubc.ca/Links/ssprob22 Graduate students and postdoctoral fellows who will attend the entire summer school can apply for financial support for on-campus accommodation through mathjobs: https://www.mathjobs.org/jobs/list/18950 Major support for the conference has been provided by PIMS, CRM, NSF, and the Department of Mathematics at UBC. Questions can be directed to one of the UBC organizers listed below. Please forward this email to students and postdocs who may be interested in attending. Sincerely, Louigi Addario-Berry <louigi.addario(a)mcgill.ca> Omer Angel <angel(a)math.ubc.ca> Jonathan Hermon <jhermon(a)math.ubc.ca> Mathav Murugan <mathav(a)math.ubc.ca> Gordon Slade <slade(a)math.ubc.ca>

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Mini-workshop Optimal Transport and Uncertainty, 2:30 pm Friday 26 Nov 2021
by Dario Trevisan 21 Nov '21

21 Nov '21

Cari tutti, segnalo il miniworkshop "Optimal Transport and Uncertainty" che si terrà il pomeriggio di venerdì 26/11/2021, a partire dalle ore 14:30, presso l'aula magna del dipartimento di Matematica dell'Università di Pisa e in diretta streaming su Google Meet https://meet.google.com/dwq-tvii-jga con i contributi di Matteo D'Achille (U. Parigi-Est), Luigi De Pascale (U. Firenze), Francesco Mattesini (U. Münster) ed Eugene Stepanov (U. San Pietroburgo). Maggiori informazioni sul programma, gli abstract dei talk e sulla registrazione all'evento (consigliata nel caso di partecipazione in presenza) sono disponibili alla pagina https://indico.cs.dm.unipi.it/event/12/overview Saluti, Dario Trevisan --- Dear all, I would like to announce the miniworkshop "Optimal Transport and Uncertainty" that will take place on Friday November 26, at Aula Magna, Department of Mathematics, University of Pisa. The event will be also live streamed on Google Meet https://meet.google.com/dwq-tvii-jga Main speakers are Matteo D'Achille (U. Paris Est), Luigi De Pascale (U. Firenze), Francesco Mattesini (U. Münster)and Eugene Stepanov (U. Saint Petersburg). For more information on the timetable and registration (strongly suggested in case you want to attend in presence) can be found at https://indico.cs.dm.unipi.it/event/12/overview Regards, Dario Trevisan -- Dario Trevisan, Università degli Studi di Pisa, Dipartimento di Matematica, Largo Bruno Pontecorvo 5, 56127 - Pisa (PI) Italy telephone: (+39) 050 2213832 mobile: (+39) 331 2899761 Skype: dario-trevisan e-mail: dario.trevisan AT unipi.it webpage: http://people.dm.unipi.it/trevisan/

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Seminar by Sergio Pulido in Verona
by Alessandro Gnoatto 19 Nov '21

19 Nov '21

Sergio Pulido (École Nationale Supérieure d'Informatique pour l'Industrie et l'Entreprise) will give a talk at our Department. Date: 24 November 12:00 CET. Title: American options in the rough Heston model Abstract: Rough volatility models have emerged as compelling alternatives to classical semimartingale models to capture important stylized features of the implied volatility surface and the time series of realized volatility. The rough Heston model is particularly appealing because its affine structure facilitates the pricing of European options using Fourier techniques. In this work we consider the problem of pricing American options in the rough Heston model. The complexity of the problem stems from the absence of a Markovian-semimartingale structure in the model. To overcome this difficulty we work with a Markovian multi-factor semimartingale stochastic volatility model, which approximates the rough Heston model. In this approximated model, American options can be priced using a backward approach and simulation-based methods. We prove the convergence of American options prices in the multi-factor model towards the prices in the rough Heston model. The proof relies on the explicit expression of the conditional characteristic function of the joint forward process and the spot price, which is a consequence of the affine structure of the model. We illustrate with some numerical examples the behavior of American option prices with respect to some parameters in the model. This is joint work with Etienne Chevalier and Elizabeth Zuniga. If you would like to attend via Zoom, please register at the following link, we will send you the details: https://docs.google.com/forms/d/e/1FAIpQLSeVog1wfkFpBhehoYMRoTcNFESIOvh3Y-C… -- Alessandro Gnoatto Dipartimento di Scienze Economiche Università degli Studi di Verona Via Cantarane 24 37129, Verona, Italy Room 1.05 Tel: +39 045 802 8537 Homepage: www.alessandrognoatto.com E-mail: alessandro.gnoatto(a)univr.it -------------------------------------------------- View my research on my SSRN Author page: http://ssrn.com/author=1615989 --------------------------------------------------

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Online Quantitative Finance Seminars @SNS, November 25, 2021 and December 10, 2021
by Giulia Livieri 19 Nov '21

19 Nov '21

Dear all, We would like to announce the following two Online Seminars @SNS: *November 25, 2021 at 4PM (CEST)* *Speaker: *Dr. Andrea Barbon (HSG) [webpage: http://www.abarbon.com/] *Title: *On The Quality Of Cryptocurrency Markets Centralized Versus Decentralized Exchanges (joint work with Prof. Angelo Ranaldo (HSG)). *Abstract: * Despite the growing adoption of decentralized exchanges, not much is yet known about their market quality. To shed some light on this issue, we study cryptocurrencies by comparing decentralized blockchain-based venues (DEX) to centralized crypto exchanges (CEX) by assessing two key aspects of market quality: price efficiency and market liquidity. Using a novel and comprehensive data set, we find that overall CEX provide better market quality but CEX becomes competitive if transaction costs exceed 100,000$. Further, the main determinant of the lower price-efficiency of DEX is the high gas price stemming from proof-of work blockchains. We propose and empirically validate a stylized theory of DEX liquidity provision, which links trading volumes, protocol fees, and liquidity in equilibrium. Our model prefigures the possible scenarios of efficiency paths for DEX to overtake CEX. *Link: * https://teams.microsoft.com/l/meetup-join/19%3ameeting_ZDFlZmJkNDItYmVlNC00… ======================================================================== *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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Workshop on Dynamic Optimization in Economics, Finance, and Insurance
by Marina DI GIACINTO 17 Nov '21

17 Nov '21

Dear Colleagues, We are pleased to announce the upcoming workshop "Dynamic Optimization in Economics, Finance, and Insurance", that will be hosted by Università Cattolica del Sacro Cuore - Milano in hybrid mode on November 26, 2021 at 10am. Details can be viewed in the attached advertisement. Best, Marina Di Giacinto

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PhD in Statistics and Computer Science @Bocconi - call for applications
by Antonio Lijoi 17 Nov '21

17 Nov '21

******************* 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 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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Webinar Schlather @Bocconi
by Giacomo Zanella 17 Nov '21

17 Nov '21

We announce the following DEC Statistics webinar at Bocconi: Date: Thursday 18 November 2021, h12:00 (Italy time) Speaker: Martin Schlather (University of Mannheim) Title: A Generalized Approach to Principal Component Analysis Abstract: Principal Component Analysis is a well known procedure to reduce intrinsic complexity of a standardized data set, essentially through simplifying the correlation structure. We provide a substantial extension based on semi-groups, which includes distributions without second moments. We reformulate the PCA as a best low rank approximation defined through a regression problem, which is closely connected to autoencoders and admits solutions under mild assumptions. As a specific example, we apply our general formulation to extreme value distributions. In this case solving the regression problem reduces to a tractable and practically solvable problem for real datasets. As a side effect of our general approach, the perspective on uncorrelated variables is inverted: the assertion that the covariance is zero is not the definition, but a corollary; the fact that uncorrelated variables need not be independent is not a warning, but intrinsic to the definition. The webinar will be on zoom at: https://unibocconi-it.zoom.us/j/91941945297?pwd=VGhFVGc5OUVHUUFXQ2tlK0xQWkV… Meeting ID: 919 4194 5297 Passcode: 932042 Kind regards, Giacomo Zanella

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[PHD Scholarship] "ADVANCED HEALTH ANALYTICS ON ADMINISTRATIVE DATA" @ Politecnico di Milano & Regione Lombardia - inizio febbraio 2022
by Laura Maria Sangalli 16 Nov '21

16 Nov '21

*** Con preghiera di diffusione URGENTE a tutti gli interessati *** Si segnala che, nell'ambito del Dottorato di Data Analytics and Decision Sciences (DADS<https://phd-dads.polimi.it/>) del Politecnico di Milano, è stata bandita una borsa dal tema "ADVANCED HEALTHCARE ANALYTICS ON ADMINISTRATIVE DATA" (dettagli e specifiche progettuali in calce). La borsa è parte di una dotazione più ampia di Borse di Dottorato, promosse da Regione Lombardia presso il Politecnico di Milano. Possono candidarsi laureati magistrali (o laureandi al più nella sessione di Dicembre 2021). Le selezioni si svolgeranno sulla base della valutazione dei titoli e del progetto di ricerca presentato. In caso di assegnazione della borsa, il dottorando dovrà obbligatoriamente svolgere un periodo di almeno 6 mesi di ricerca presso l'ente finanziatore (in questo caso Regione Lombardia - dg welfare), secondo le modalità definite dal bando. Link<http://www.dottorato.polimi.it/it/entra-al-dottorato/concorso-di-ammissione….> al bando. La scadenza per la presentazione della domanda è il 13 dicembre 2021, ore 14.00 (Italian time). Inizio: 1° febbraio 2022. Per informazioni, contattare francesca.ieva(a)polimi.it<mailto:francesca.ieva@polimi.it>. Cordialmente Francesca Ieva —— 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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Fwd: [icj] Labex Milyon scholarships: call for applications 2022
by Faggionato, Alessandra 16 Nov '21

16 Nov '21

Buongiorno ricevo ed inoltro. Grazie Saluti Alessandra ---------- Forwarded message --------- Da: <blondel(a)math.univ-lyon1.fr> Date: lun 15 nov 2021 alle ore 10:14 Subject: Fwd: [icj] Labex Milyon scholarships: call for applications 2022 To: Dear colleagues, Please find below an announcement for scholarships in Lyon. Would you be so kind as to forward it within your institutions and beyond? Best regards, Oriane ------------------------------------------------------------------------------ [French version] Le Laboratoire d'Excellence MIlyon offre des bourses d'excellence (Licence 3 et Master) à des étudiants ayant obtenu de très bons résultats académiques et souhaitant suivre un parcours de recherche en mathématiques ou informatique sur le site Lyon—Saint-Étienne. Ces bourses sont d’un montant de 1 000 euros net/mois/10 mois. Milyon fédère 400 chercheurs sur le site Lyon—Saint-Étienne en mathématiques, informatique fondamentale et leur interactions, issus de cinq laboratoires de recherche sur le site Lyon—Saint-Étienne. L’appel à candidatures 2022 est ouvert : Date-limite: 4 janvier 2022 Communication des résultats : courant février 2022 Détails, programmes éligibles et candidatures: https://milyon.universite-lyon.fr/bourses-appel-a-candidatures-2022-130862.… ------------------------------------------------------------------------------ The "Laboratoire d'Excellence" Milyon offers scholarships for Licence 3 (third year of Bachelor) and Master programs of 1,000 euros net/month/10 months. The scholarships are intended to students with outstanding academic records willing to enroll in the research programs in Mathematics and Computer Science supported by Milyon. Milyon gathers 400 researchers in Mathematics, Fundamental Computer Science and their interactions, across five research units in the Lyon—Saint-Étienne area. The 2022 call for applications is open Deadline for applications: January 4th, 2022 Results will be communicated in February 2022 Details, eligible programs and application: https://milyon.universite-lyon.fr/scholarships-2022-130865.kjsp?RH=15717482… _______________________________________________ ICJ mailing list ICJ(a)math.univ-lyon1.fr https://math.univ-lyon1.fr:8080/cgi-bin/mailman/listinfo/icj ----- Fin du message transféré ----- -- ************************************************* 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: [owps] OWPS, November 18th : Ivan Nourdin & Giovanni Peccati on the Malliavin-Stein method and the geometry of random fields
by Anna Vidotto 16 Nov '21

16 Nov '21

Cari colleghi, scusandomi delle eventuali ripetizioni vi segnalo il prossimo One World Probability Seminar che sarà tenuto da Ivan Nourdin e Giovanni Peccati. Grazie per l'attenzione, Anna Vidotto ------------------------ Anna Vidotto, PhD Assistant Professor in Probability (RTD-A) Dipartimento di Economia Università degli Studi "G. D'Annunzio" Chieti-Pescara https://sites.google.com/view/annavidotto -------- Messaggio originale -------- Oggetto: [owps] OWPS, November 18th : Ivan Nourdin & Giovanni Peccati on the Malliavin-Stein method and the geometry of random fields Data: 2021-11-04 21:43 Mittente: One World Probability <ow.probability(a)gmail.com> Destinatario: owps(a)lists.bath.ac.uk Dear probabilists, The next session of OWPS will be two weeks from now, on November 18th from 14:00 to 15:45 UTC. Please beware the winter/summer time changes depending on your location. Ivan Nourdin and Giovanni Peccati will talk of the Malliavin-Stein method and the geometry of random fields. Titles, abstracts and the zoom link are below the signature and can be found on the website https://www.owprobability.org/one-world-probability-seminar [1]. Probabilistically yours, Bastien Mallein and Sébastien Martineau ----------------------- The Breuer-Major theorem: old and new Ivan Nourdin The celebrated Breuer-Major theorem is a central limit theorem for a sum of elements of the form $f(X_k)$, where $f : R \to R$ is a given function and $X$ is a Gaussian stationary sequence with unit variance. In my talk, I will introduce the so-called Malliavin-Stein method, and I will then use it to investigate different problems related to the Breuer-Major theorem. Wiener chaos and the geometry of random fields Giovanni Peccati I will present some recent applications of Gaussian analysis techniques (related in particular to Wiener chaos and the Malliavin-Stein method) to the study of level sets of Gaussian random waves - with special emphasis on models defined on two-dimensional manifolds, like the plane, the 2-torus and the sphere. In the Euclidean case, our results can be encoded in the general framework of the Breuer-Major theorem described in the first talk of the session. Several open questions will be presented along the way. https://us02web.zoom.us/j/81689646469?pwd=cWI1V0NWeUJJSzJKa0tLWkMyVDdaQT09 [2] Meeting ID: 816 8964 6469 Passcode: 963950 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 [3] Links: ------ [1] https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwww.owpro… [2] https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fus02web.z… [3] https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwww.youtu…

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(PMS)^2 online talk: Laura Monk [Nov 22, 5:30pm]
by Maurizia Rossi 16 Nov '21

16 Nov '21

Dear colleagues, We are happy to announce the following online talk: Speaker: *Laura Monk* (Max-Planck-Institut für Mathematik, Bonn) Title: The spectral gap of random compact hyperbolic surfaces *Abstract*: The focus of this talk will be the first non-zero eigenvalue of the Laplacian on a compact hyperbolic surface, also called its spectral gap. Similarly to expanders for graphs, surfaces with a large spectral gap are well-connected, and have good mixing properties. In spite of significant effort in the last 35 years, we have failed to construct examples of large surfaces with an optimal spectral gap. In this talk, *based on joint work with Nalini Anantharaman*, I will explain how a new probabilistic approach has led to great progress in this question in recent years. Rather than trying to exhibit examples, we now aim at showing that random surfaces have a large spectral gap with probability close to one. This requires us to have a good model to sample random surfaces, and I will briefly introduce two such models. Date and time: Monday *November 22, 5:30pm-6:30pm* (Rome time zone) Zoom link: https://us02web.zoom.us/j/2940008616 This is a talk of the *(PMS)^2: Pavia-Milano Seminar series on Probability & Mathematical Statistics *organized jointly by the universities Milano-Bicocca, Pavia, Milano-Politecnico and Milano-Statale. Participation is free and welcome! (though limited to 100 participants for technical reasons). Best regards The organizers (Mario Maurelli, Carlo Orrieri, Maurizia Rossi, Margherita Zanella) - - - Maurizia Rossi Dipartimento di Matematica e Applicazioni Università di Milano-Bicocca

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Seminars in Florence: Magnanini and Iyer
by Luisa Andreis 15 Nov '21

15 Nov '21

Dear colleagues, we are pleased to invite you to the following two seminars (on site) on Wednesday, November 17, 2021, at the University of Florence. The room is the Aula Magna, building Morgagni 65 (ex Farmacologia), Viale Morgagni 65, 50134, Firenze. Time: 11:45-12:45 Speaker: Elena Magnanini, WIAS Berlin Title: LIMIT THEOREMS FOR THE EDGE DENSITY IN EXPONENTIAL RANDOM GRAPHS Abstract: In the present talk we focus on the derivation of some asymptotic properties for the family of exponential random graphs. This model can be seen as the generalization of the dense Erdӧs-Rényi random graph and follows the statistical mechanics approach of defining a Hamiltonian to weight the probability measure on the space of graphs, assigning higher mass to graphs with “desirable” properties. In particular our analysis will be focused on the edge-triangle model, a two-parameter family of exponential random graphs where the Hamiltonian only includes edge and triangle densities. We borrow tools from statistical mechanics together with large deviations techniques to obtain limit theorems for the edge density in the so-called replica symmetric regime, where the limiting free energy of the model is known together with a complete characterization of the phase diagram. First, we determine the asymptotic distribution of the edge density, as the graph size n tends to infinity, in the entire replica symmetric regime. In particular, we obtain a strong law of large numbers when the parameters are chosen outside the critical curve and the convergence to a mixture of Dirac measures whenever working on the critical curve. We then study the fluctuations of the edge density around its average for all parameter values outside the critical curve and off the critical point and we formulate conjectures about the behavior at criticality based on the analysis of a mean-field approximation of the model. Joint work with Alessandra Bianchi and Francesca Collet. Time: 14:15-15:15 Speaker: Tejas Iyer, WIAS Berlin Title: CONDENSATION IN PREFERENTIAL ATTACHMENT TREES WITH NEIGHBOURHOOD INFLUENCE Abstract: Motivated by the structure of complex networks such as the internet, we consider a growing model of preferential attachment trees with neighbourhood influence, where vertices arrive one at a time, are equipped with independent weights, and connect to existing vertices with probability proportional to their fitness function: a function of their own weight and the weights of their neighbours. In this model we prove almost sure limiting statements for the proportion of vertices with a given degree having weight belonging to a given measurable set, and the proportion of edges in the tree with endpoint belonging to a measurable set. We show that under certain conditions, the latter quantity demonstrates a condensation phenomenon, in which a positive proportion of edges in the network accumulate among those of weight that confers maximal reinforcement of fitness. Finally, we derive almost sure limiting statements for the log of the degree of a fixed vertex in this model, and prove that in this model the degree distribution behaves like a power law - a ubiquitous feature of many real-world complex networks. According to the current regulations to prevent the spread of Coronavirus the Green pass is mandatory to access the venue and contact tracing will be done. Best regards, Luisa Andreis and Gianmarco Bet Luisa Andreis ------------------------------------------------------- RTD-A Dipartimento di Matematica e Informatica “Ulisse Dini" Università degli Studi di Firenze Viale Morgagni 65, 50134, Firenze, IT Personal webpage: https://sites.google.com/view/luisaandreis/home Email: luisa.andreis(a)unifi.it

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4th Asset Pricing Conference by LTI@UniTO | October 5, 2021
by Luca Regis 15 Nov '21

15 Nov '21

Dear Colleagues, I am more than happy to forward you the invitation to the 4th Asset Pricing Conference organised by LTI@UniTO (www.carloalberto.org/lti <www.carloalberto.org/lti>) which will take place on October 5th, from 9:50 to 17:50. The conference will take place in hybrid form, with most of the speakers presenting in Torino. Anyone who is interested in participating can join us online on Zoom by registering using the link below. Best regards, Luca Regis <#> <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/Xe0Ryq6AoDvB5plSlME3rN_Jzs5m3a2VfR…> <#> The Fondazione Collegio Carlo Alberto is pleased to invite you to the following online event <#> <#> *October 5th, 2021 | 9:50-17:50* *4th Asset Pricing Conference by LTI@UniTO* <#> This online conference hosted by the Collegio Carlo Alberto aims to promote the highest level and up-to-date research in asset pricing within the European academic community. Speakers and discussants are selected among the most innovative junior researchers and established scholars. <#> *Conference Program* 09:50 - 10.00. *Welcome* Speaker: Pietro Garibaldi (CCA) 10.00 - 10.50. *Dynamic equity slope* Speaker: Matthijs Breugem (CCA), Discussant: Alessandro Graniero (BI Oslo) 10:50 – 11:10. /Coffee Break/ 11:10 – 11:50. *Credit Market Equivalents and the Valuation of **Private Firm* Speaker: Roberto Steri (Luxembourg), Discussant: Loriana Pelizzon (Venice) 11:50 – 12:40. *Subjective Risk Premia on Foreign Bonds* Speaker: Paul Whelan (CBS), Discussant: Adrian Buss (INSEAD) 12:40 – 14:00. /Lunch Break/ 14:00 – 14:50. *Wealth Inequality, Aggregate Risk, and Asset * *Prices* Speaker: Harjoat Bhamra (Imperial), Discussant: Fabio Trojani (Unige) 14:50 – 15:40. *T**he Core, the Periphery, and the Disaster: **Corporate-Sovereign Nexus in COVID-19 Times* Speaker: Alberto Plazzi (USI), Discussant: Christian Schlag (Goethe) 15:40 – 16:10. /Coffee Break/ 16:10 – 17:00. *What Makes Local Currency Bonds Riskier in the * *Long Run?* Speaker: Pasquale Della Corte (Imperial), Discussant: Max Croce (Bocconi) 17:00 – 17:50. */Job Market Paper Award/:* *Cash Heterogeneity and the Payout Channel of **Monetary Policy* Speaker: Altan Pazarbasi (Frankfurt School), Discussant: Bernard Dumas (INSEAD) <#> Register here <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/SZvV1bFy5zDo7uHA8Ut1OafY6p-WbULIOT…> <#> <#> <#> <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/pd5AUylRjDFXNWCqbg6C00ckQOolF8YojF…> <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/HFs1Hzin2InKSmbpH9llaNb6bDBYgaMbBv…> <#> FONDAZIONE COLLEGIO CARLO ALBERTO Piazza Arbarello 8 - 10122 Torino, Italy phone: +390116705000 segreteria(a)carloalberto.org - www.carloalberto.org Facebook <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/HZ6A9fZYqX0fhVoM5aZm2c56W-oggam3Zs…> Twitter <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/hTKJIWMt8xBJdI4UhkmfVXcHIFNzqqGb_c…> LinkedIn <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/tY1qK4-zSyYA8CVaOE-xFCNrpW6NhixNZo…> Instagram <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/NK7ygCfkSJ5ElTNmMiOyJHLly6mlrGMR6b…> Youtube <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/3JGFX3aqajrObFIujjtonuxvZBPpM3dQAF…> <#> *INFORMATION UNDER THE NEW GENERAL DATA PROTECTION REGULATION (GDPR)* Your personal information has been gathered for the exclusive purpose of informing you about the Collegio's initiatives, considering our and your legitimate interest or your consent. If you wish to have your personal data modified please contact Fondazione Collegio Carlo Alberto, piazza Arbarello 8, 1022 Torino, Italy - phone: +390116705000 - privacy(a)carloalberto.org To find out about the policies regarding the processing of personal data pursuant to articles 13-14 of EU Regulation 2016/679, consult the information at the following link https://www.carloalberto.org/privacy/ <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/IL2W_58aoQ6pDBzOoARQluUYeIe1H4AgIS…> *Unsubscribe* <https://4z5y5.r.a.d.sendibm1.com/mk/un/FstCbhI5ujOHsFL-uNwwhyr9fzj7t47HcDxJ…> <#> © 2021 Fondazione Collegio Carlo Alberto

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Fwd: NeuroMat Post-doctoral fellowships
by Faggionato, Alessandra 15 Nov '21

15 Nov '21

cari tutti, ricevo ed inoltro. mi scuso per l'eventuale ripetizione nel caso il messaggio fosse gia' stato inoltrato da altri, ma io non vedo i messaggi su random inviati da alcuni colleghi. grazie saluti alessandra ---------- Forwarded message --------- Da: Antonio Galves <galves(a)usp.br> Date: sab 13 nov 2021 alle ore 03:39 Subject: NeuroMat Post-doctoral fellowships Dear all, NeuroMat offers 3 post-doctoral fellowships for young researchers interested in stochastic modeling of neurobiological data and phenomena. https://neuromat.numec.prp.usp.br/content/positions-for-postdoctoral-resear… If you know people that could be interested by these fellowships, please tell them about this possibility. Best regards, Antonio -- ************************************************* 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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Padova Seminars in Probability and Finance - Vittoria Silvestri (Roma, La Sapienza)
by Marco Formentin 15 Nov '21

15 Nov '21

Dear Colleagues, we would like to invite you to the following seminar  that will take place on November 26 at 14.30, at the Department of Mathematics “Tullio Levi-Civita”, University of Padova. The seminar may also be attended online via the Zoom platform. ________________________________________________________ Speaker: Vittoria Silvestri (Università di Roma La Sapienza)  Title: Planar aggregation with subcritical fluctuations and the Hastings-Levitov models  NOVEMBER 26 (Friday) - 14:30 In presence: room 2BC30, Torre Archimede, Via Trieste 63, Padova Online: Zoom link https://unipd.zoom.us/j/88496035657 (meeting ID 884 9603 5657) , available also on the webpage https://www.math.unipd.it/~bianchi/seminari/ Abstract: The ALE (Aggregate Loewner Evolution) models describe growing random clusters on the complex plane, built by iterated composition of random conformal maps. A striking feature of these models is that they can be used to define natural off-lattice analogues of several fundamental discrete models, such as Eden or Diffusion Limited Aggregation, by tuning the correlation between the defining maps appropriately. In this talk I will discuss shape theorems and fluctuations of ALE clusters, which include Hastings-Levitov clusters as particular cases, in the subcritical regime. Based on joint work with James Norris (Cambridge) and Amanda Turner (Lancaster). On behalf of the organizers, Marco Formentin

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Politecnico di Milano - Seminario Ferraccioli
by Laura Maria Sangalli 15 Nov '21

15 Nov '21

Si avvisa che in data 25-11-2021, alle ore 14:00 precise, presso l'Aula Seminari "F. Saleri" VI piano, Dipartimento di Matematica, Politecnico di Milano, nell'ambito delle iniziative MOX, si svolgerà il seguente seminario: Relatore: Federico Ferraccioli, Università degli Studi di Padova Titolo: Eigen sign-flip test for semiparametric regression Sommario: In this seminar, a nonparametric test for semiparametric penalized regression models is presented. The test is based on random sign-flipping of an appropriate transformation of the vector of residuals, that exploits a spectral decomposition of the residualizing matrix associated with the nonparametric part of the model. The formulation allows for a wide applicability of the test to a vast class of extensively used semiparametric regression models, including for instance models based on univariate or multivariate splines. The good asymptotic properties of the proposed test are discussed, together with its good control of the Type I error and power, even in challenging data scenarios. Il seminario può essere seguito online dal seguente link: https://polimi-it.zoom.us/j/87179036436 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 url: http://mox.polimi.it/~sangalli

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Ph.D. position in Financial Mathematics at Bielefeld University
by Giorgio Ferrari 15 Nov '21

15 Nov '21

Cari colleghi, inoltro con piacere il seguente annuncio. Buona giornata, Giorgio Ferrari %%%%%%%%%%% The Collaborative Research Center (CRC) 1283 “Taming uncertainty and profiting from randomness and low regularity in analysis, stochastics and their applications” at the Bielefeld University has a job opening in its project C7. The research in the project C7 focuses on model uncertainty in dynamic settings and the development of new solution concepts for a wide range of Hamilton-Jacobi-Bellman equations appearing in the context of robust finance and optimal decision problems under uncertainty. The successful candidate is expected to have a scientific university degree in Mathematics, Mathematical Economics, Mathematical Finance or a related field and to have good knowledge in at least one of the following topics: measure and probability theory, stochastic analysis, functional analysis, partial differential equations, and (stochastic) optimal control. Starting date: 15.01.2022 or later Salary level: part time 75% in the remuneration level 13 TV-L Temporary position until 30.06.2025 For further information see: https://uni-bielefeld.hr4you.org/job/view/982/research-position?page_lang=en https://www.sfb1283.uni-bielefeld.de Application deadline: 09.12.2021 -- Questa e-mail è stata controllata per individuare virus con Avast antivirus. https://www.avast.com/antivirus

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Seminar in Statistics LORENZO ROSASCO
by Pierpaolo De Blasi 12 Nov '21

12 Nov '21

SEMINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO <https://www.carloalberto.org/events/category/seminars/seminars-in-statistic…> Venerdi 19 Novembre 2021, alle ore 12.00, presso il Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario: ------------------------------------------------ Speaker: *Lorenzo Rosasco *(University of Genova & MIT) Title: *Interpolation and learning with scale dependent kernels* Abstract: We study the learning properties of nonparametric ridge-less least squares. In particular, we consider the common case of estimators defined by scale dependent (Matern) kernels, and focus on the role scale and smoothness. These estimators interpolate the data and the scale can be shown to control their stability to noise and sampling. Larger scales, corresponding to smoother functions, improve stability with respect to sampling. However, smaller scales, corresponding to more complex functions, improve stability to noise. We will discuss to which extent these results can explain the learning curves observed for large overparameterized models. Our analysis combines, probabilistic results with analytic techniques from interpolation theory. ------------------------------------------------ In ottemperanza alle norme anti Covid, per partecipare in presenza è necessario prenotarsi tramite il seguente form online: https://forms.gle/236nC7S6NrVwHzEm8 Sarà possibile seguire il seminario anche in streaming: Join Zoom Meeting <https://us02web.zoom.us/j/82967941062?pwd=RGpFUmY2YzdLS2VyMnJTeCt5ODFVZz09> Meeting ID: 829 6794 1062 Passcode: 846274 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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Seminario Letac Castelnuovo
by Piccioni, Mauro 11 Nov '21

11 Nov '21

Seminario di Probabilità e Statistica Matematica Dipartimento di Matematica "Guido Castelnuovo" Sapienza Università di Roma Aula del Consiglio 16 novembre 2021, ore 14 Gérard Letac Institut de Mathématiques de Toulouse, Université Paul Sabatier Title: Duality of exponential families and large deviations Abstract: Two positive measures on the real line with exponential moments are duals if the derivatives of their log-Laplace transforms are inverse to each other. We link this property with real exponential families and large deviations. We compute the duals of many classical exponential families when they exist, like Tweedie, Morris, Mora families, and a family on the integers generated by the dilogarithm distribution. We extend the definition and the calculations to multivariate exponential families like Wishart and the simple quadratic families of Muriel Casalis. Details are in arXiv 2104.05510 Per informazioni ulteriori scrivere a: mauro.piccioni(a)uniroma1.it

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Postdoctoral positions in Mathematics at Milano-Bicocca
by Maurizia Rossi 10 Nov '21

10 Nov '21

Dear all, There are some postdoctoral positions available at the University of Milano-Bicocca for candidates in all areas of Mathematics (deadline: November 23, 2021). https://www.unimib.it/ateneo/gare-e-concorsi/assegni-ricerca-tipo-a2-a2-typ… In particular, I encourage candidates in Probability Theory and related fields to submit their application. Please, do not hesitate to contact me if you have any questions. Best wishes, Maurizia Rossi -- - - - Maurizia Rossi Dipartimento di Matematica e Applicazioni Università di Milano-Bicocca https://mauriziarossi.wordpress.com/

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PMS^2 hybrid talk: Luca Scarpa, Monday November 15 at 14.30.
by Carlo Orrieri 10 Nov '21

10 Nov '21

Dear colleagues, we are happy to announce the hybrid - that is, in person with online streaming - talk of the (PMS)^2 series: Speaker: Luca Scarpa (Politecnico di Milano) Title: Variational methods for doubly nonlinear stochastic evolution equations. Abstract: We give an overview of some recent results for doubly nonlinear stochastic evolution equations in Hilbert spaces. In the first part of the talk we introduce the prototypes of the problems in consideration and we discuss the main existence results.Secondly, we provide alternative proofs of existence which rely on convex minimisation techniques, such as the Weighted-Energy-Dissipation (WED) and the Energy-Dissipation principles (EDP). Eventually, we discuss some current open problems, focusing above all on the direction of uniqueness-by-noise for doubly nonlinear evolutions. The works presented in the talk are based on joint collaborations with Prof. Ulisse Stefanelli (University of Vienna, Austria). Date and time: Monday November 15, 14:30-15:30 (Rome time zone). Place: Aula Seminari - III piano (third floor), Dipartimento di Matematica, Politecnico di Milano, Piazza Leonardo da Vinci, 32 – 20133 Milano - Ed. 14 “Nave” Campus Bonardi. (Accesso pedonale da: Via A.M. Ampère, 2 - Milano, Via E. Bonardi, 9 - Milano, Via G. Ponzio, 31 - Milano). Zoom link: https://us02web.zoom.us/j/2940008616 <https://us02web.zoom.us/j/2940008616> 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/ <https://paviamilanoseminars.wordpress.com/> Participation is free and welcome! The number of seats available in the seminar room, due to Covid-19 restrictions, is limited to 15. We advise people who want to participate in person that they must fill out the following form https://www.mate.polimi.it/registrazione/PMS2_registrazione.php <https://www.mate.polimi.it/registrazione/PMS2_registrazione.php> by November 14. Participants in person need to have the "green pass" or the EU digital covid certificate. Access to the seminar room will be allowed only after verification of the validity of the personal Green Pass. Best regards The organizers (Mario Maurelli, Carlo Orrieri, Maurizia Rossi, Margherita Zanella)

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Webinar Insubria and Bicocca - November Tuesday 16 at 17:00 - Zachary Feinstein - Set-Valued Risk Measures as BS$\Delta$Es
by Mastrogiacomo Elisa 08 Nov '21

08 Nov '21

Dear all, On November Tuesday 16 at 17:00, Zachary Feinstein (Stevens Institute of Technology) will give a virtual seminar “in Insubria & Bicocca”, to which you are all invited. Title and abstract below. Title: Set-Valued Risk Measures as BS$\Delta$Es Abstract: Scalar dynamic risk measures for univariate positions in continuous time are commonly represented as backward stochastic differential equations. In the multivariate setting, dynamic risk measures have been defined and studied as families of set-valued functionals in the recent literature. There are two possible extensions of scalar backward stochastic differential equations for the set-valued framework: (1) backward stochastic differential inclusions, which evaluate the risk dynamics on the selectors of acceptable capital allocations; or (2) set-valued backward stochastic differential equations, which evaluate the risk dynamics on the full set of acceptable capital allocations as a singular object. In this talk, we will investigate the discrete time setting with difference inclusions and difference equations in order to provide insights for such differential representations for set-valued dynamic risk measures in continuous time.. The seminar will be on Zoom. You can find the information to join below. Topic: Zachary Feinstein - Set-Valued Risk Measures as BS$\Delta$Es Time: Nov 16, 2021 17:00 PM Rome Where: Zoom Link: https://zoom.us/j/92990672101?pwd=TTY3SGtpVHlOdE9adEhKcGV1MzJnUT09 ID riunione: 929 9067 2101 Passcode: 85asGb After the talk, you are all invited to remain in the meeting for an informal aperitif and chat. Please forward to anyone interested. Kind regards, Emanuela Rosazza Gianin and Elisa Mastrogiacomo Elisa Mastrogiacomo ----------------------------------------- Professore Associato di Metodi matematici dell'economia e delle scienze attuariali e finanziarie Università degli Studi dell'Insubria Dipartimento di Economia Via Monte Generoso, 71 – 21100 Varese tel. +39 0332/395528 web: https://www.uninsubria.it/hpp/elisa.mastrogiacomo mail: elisa.mastrogiacomo(a)uninsubria.it<mailto:mario.rossi@uninsubria.it>

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Seminar by L. Campi in Verona (Virtual + In Person)
by Alessandro Gnoatto 05 Nov '21

05 Nov '21

Prof. Luciano Campi (University of Milan) will give a talk at the Department of Economics. Date: 9 November 12:00 CET. Title: "Mean field games with absorption and common noise with a model of bank run" If you would like to attend via Zoom, please register at the following link, we will send you the details: https://docs.google.com/forms/d/e/1FAIpQLScYCdJt0zbw3PiKRhISABA-iwjZYYT-2qB… Abstract: We consider a mean field game describing the limit of a stochastic differential game of $N$-players whose state dynamics are subject to idiosyncratic and common noise and that can be absorbed when they hit a prescribed region of the state space. We provide a general result for the existence of weak mean field equilibria which, due to the absorption and the common noise, are given by random flow of sub-probabilities. We first use a fixed point argument to find solutions to the mean field problem in a reduced setting resulting from a discretization procedure and then we prove convergence of such equilibria to the desired solution. We exploit these ideas also to construct $\varepsilon$-Nash equilibria for the $N$-player game. Since the approximation is two-fold, one given by the mean field limit and one given by the discretization, some suitable convergence results are needed. We also introduce and discuss a novel model of bank run that can be studied within this framework.This talk is based on a joint paper with Matteo Burzoni (University of Milan). -- Prof Alessandro Gnoatto, PhD Dipartimento di Scienze Economiche Università degli Studi di Verona Via Cantarane 24 37129, Verona, Italy Room 1.05 Tel: +39 045 802 8537 Homepage: www.alessandrognoatto.com E-mail: alessandro.gnoatto(a)univr.it -------------------------------------------------- View my research on my SSRN Author page: http://ssrn.com/author=1615989 --------------------------------------------------

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Fondamenti della Probabilità - L'impostazione di Bruno de Finetti
by Antonio Lijoi 04 Nov '21

04 Nov '21

Care/i tutte/i, ricordo che gli ultimi due seminari del ciclo ** Fondamenti della probabilità. L'impostazione di Bruno de Finetti ** Relatore: Prof. Eugenio Regazzini, Università di Pavia si terranno nelle seguenti date 5 novembre 2021, alle 17:30 6 novembre 2021, alle 10:30 in Aula 35, via Sarfatti 25, Milano Il ciclo seminariale si svolgerà in modalità ibrida. Per chi desidera collegarsi on-line, di seguito sono elencati i link per il collegamento alle sessioni: 5 nov 2021 05:30 PM https://unibocconi-it.zoom.us/j/94824472994?pwd=YXNpdnNzUENPV2FIeTBwKzRKZU1… ID riunione: 948 2447 2994 Passcode: 225763 6 nov 2021 10:30 AM https://unibocconi-it.zoom.us/j/99374038124?pwd=eWtMRUNOZGh4dDJWZEprSG9EL3p… ID riunione: 993 7403 8124 Passcode: 249969 Cordiali saluti, AL

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Dottorati di ricerca su temi innovazione e "green", UniGe, scadenza 11 novembre
by Antonio Pievatolo 04 Nov '21

04 Nov '21

Segnalo i bandi per borse sui fondi del Programma Operativo Nazionale 2014-2020 – Dottorati di ricerca su tematiche dell’innovazione e green – D.M. 10 agosto 2021, n. 1061, in scadenza l'11 novembre alle 12:00 presso l'Università di Genova, in particolare quelli relativi al programma in Matematica e Applicazioni. Informazioni e iscrizioni al seguente link: [ https://unige.it/usg/it/dottorati-di-ricerca | https://unige.it/usg/it/dottorati-di-ricerca ] Saluti, Antonio Pievatolo -- Dr Antonio Pievatolo CNR IMATI Phone: +39 02 23699 520 https://www.imati.cnr.it/mypage/people/PievatoloAntonio.htm

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Fwd: Avviso seminario
by Enrico Bibbona 04 Nov '21

04 Nov '21

Gentilissimi, con la presente si ricorda che martedì *09 novembre*, ore 16:30, il prof. *Grzegorz A. Rempala *presenterà un seminario dal titolo: *“Modeling a new pandemic with an old equation. 2020-21 Ohio statewide SIR models for COVID-19”* Questo evento e parte del "Progetto di eccellenza", DISMA - Politecnico di Torino. Maggiori informazioni reperibili nella locandina allegata e sul sito: www.polito.it/disma-excellence/ Il seminario si terrà in la forma telematica, tramite la piattaforma Zoom. Per collegarsi, sarà necessario utilizzare il seguente link https://polito-it.zoom.us/j/87409718573?pwd=T3ZmTFpOb210THpUcVFlZmdyb2pMdz09 ID riunione: 874 0971 8573 Passcode: 372502 Accedendo al seminario, si prega di tenere microfono e videocamera disattivati. Per porre domande al termine del seminario, si prega di utilizzare la chat per chiedere la parola. Cordiali saluti Enrico Bibbona Dear colleagues, it is our pleasure to invite you to the seminar *“Modeling a new pandemic with an old equation. 2020-21 Ohio statewide SIR models for COVID-19”*by prof. Grzegorz A. Rempala. The seminar will be held on Tuesday, November 09, at 16:30. This event is part of "Progetto di eccellenza", DISMA - Politecnico di Torino. Further information available on the attached flyer and www.polito.it/disma-excellence/ The seminar will be online on Zoom platform. To connect, please follow this link https://polito-it.zoom.us/j/87409718573?pwd=T3ZmTFpOb210THpUcVFlZmdyb2pMdz09 ID riunione: 874 0971 8573 Passcode: 372502 By connecting to the seminar, please switch both microphone and webcam off. Question time will be at the end of the talk. Please, use the chat to ask for the floor. Best regards, Enrico Bibbona Enrico Bibbona Associate Professor of Statistics Probability, Statistics and Optimization group Department of Mathematical Sciences "G. L Lagrange" Politecnico di Torino

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Luisa Andreis talk at the Torino seminar series in Stochastics and Mathematical Statistics
by Giuseppe D'Onofrio 04 Nov '21

04 Nov '21

Dear all, We are glad to announce the second seminar of the *Torino seminar series in Stochastics and Mathematical Statistics. * Torino seminar series SMS is a monthly seminar series held at the Department of Mathematics G. Peano of the University of Turin. For more info and a list of future talks see https://sites.google.com/view/torinostochastics. *Date and time:** Tuesday 9 November*, 2021, h 14:30-15:30 *Location*: Aula 5, Palazzo Campana, via Carlo Alberto 10, Torino *Speaker*: *Luisa ANDREIS *(University of Florence) *Title*: Phase transition in sparse random graphs and coagulation processes. *Abstract**:* Inhomogeneous random graphs are a natural generalization of the well-known Erdős–Rényi random graph, where vertices are characterized by a type and edges are present independently according to the type of the vertices that they are connecting. In the sparse regime, these graphs undergo a phase transition in terms of the emergence of a giant component exactly as the classical Erdős–Rényi model. In this talk we will present an alternative approach, via large deviations, to prove this phase transition. This allows a comparison with the gelation phase transition that characterizes some coagulation process and with phase transitions of condensation type emerging in several systems of interacting components. This is an ongoing joint work with Wolfgang König (WIAS and TU Berlin), Tejas Iyer (WIAS), Heide Langhammer (WIAS), Robert Patterson (WIAS). Best regards, The organizers (Tiziano De Angelis, Giuseppe D'Onofrio, Elena Issoglio)

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Politecnico di Milano - Seminario Arnone
by Laura Maria Sangalli 03 Nov '21

03 Nov '21

Si avvisa che in data 04-11-2021, alle ore 14:00 precise, presso l'Aula Seminari "F. Saleri" VI piano, Dipartimento di Matematica, Politecnico di Milano, nell'ambito delle iniziative MOX, si svolgerà il seguente seminario: Relatore: Eleonora Arnone, Dipartimento di Matematica, Politecnico di Milano Titolo: Density estimation over complicated domains Sommario: In this talk, a nonparametric method for density estimation over complicated spatial domains is presented. The method combines a likelihood approach with a regularization based on a differential operator, and the estimator is proven to be consistent. The discretization of the estimator is based on finite elements, ensuring high computational efficiency and enabling great flexibility. The proposed method efficiently deals with data scattered over two-dimensional regions having complicated shapes, two-dimensional Riemannian manifolds, or planar networks. Moreover, it captures very well complicated signals having multiple modes with different directions and intensities of anisotropy. Il seminario può essere seguito online dal seguente link: https://mox.polimi.it/mox-seminars/?id_evento=2089 Cordiali saluti, 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 url: http://mox.polimi.it/~sangalli

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Webinar Ryder @Bocconi
by Giacomo Zanella 03 Nov '21

03 Nov '21

We announce the following DEC Statistics webinar at Bocconi: Date: Thursday 4 November 2021, h12:00 (Italy time) Speaker: Robin Ryder (Université Paris Dauphine) Title: Bayesian methods for inferring the history of languages Abstract: Languages change through time in a manner comparable to biological evolution. Models have been developed for many aspects of human languages, including vocabulary, syntax and phonology. The complexity of these models, as well as the nature of the questions of interest, make the Bayesian framework quite natural in this setting, which explains why much of the research in Statistics applied to Historical Linguistics uses Bayesian methods. I shall present an overview of various models, starting with Morris Swadesh's failed attempts at glottochronology in the 1950s, then looking at some models developed in the last two decades. I shall go into more detail for a model of so-called "core" lexical data by a stochastic process on a phylogenetic tree, with an initial focus on the Sino-Tibetan family of languages and on the issue of dating the most recent common ancestor to these languages. This will allow me to discuss issues of model robustness and validation. I shall conclude with some ongoing work about joint estimation of lexical and phonological changes through a model of random discrete matrices, currently being applied to the history of sign languages. The webinar will be on zoom at: https://unibocconi-it.zoom.us/j/97798499552?pwd=U3o1NXBVZnA2Vm12RjZHLzl4SXd… Meeting ID: 977 9849 9552 Passcode: 564168 Kind regards, Giacomo Zanella

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[PRISMA] seminari di G. Peccati e F. Grotto + altre informazioni
by Domenico Marinucci 03 Nov '21

03 Nov '21

Cari colleghi lunedì 8 novembre 2021 riprenderanno i seminari online del Gruppo UMI PRISMA, con i seguenti interventi: * November 8, 2021, 16:00-17:00 (CET): Giovanni Peccati TITLE: Quantitative stabilization results on the Poisson space [1] ABSTRACT: Consider a random variable associated with a random point configuration generated by a Poisson point process (for instance, is the length of some random geometric graph). How can we assess the discrepancy between the distribution of and the one of a Gaussian random variable? The aim of my talk is to describe some recent results in this direction, all relying on some quantitative version of the notion of "geometric stabilization", as formalized by Penrose & Yukich in 2001. In doing so, I will sketch the general philosophy of a powerful collection of techniques for establishing probabilistic approximations, known as the "Malliavin-Stein method". Some explicit examples will be discussed, in particular, related to models of combinatorial optimization and random forests. * November 8, 2021, 17:00-18:00 (CET): Francesco Grotto TITLE: Completely Random Measures and 2D Euler's Equations [1] ABSTRACT: We will recall generalities on completely random measures -alias independently scattered measures- and their natural interaction with divergence-less flows on the underlying domain. We will then proceed to argue how these random fields thus constitute invariant measures for 2d incompressible Euler's equations, outline how a notion of solution to the latter nonlinear dynamics can be given in this setting by means of stochastic integrals, and discuss both rigorous results and open problems relating to the well-posedness of this measure-preserving system. Per altre informazioni: http://www.umi-prisma.polito.it/webinars.html Collegamento Teams: [1] https://teams.microsoft.com/l/meetup-join/19%3a667d2414be564c5d8fba30acffeb… Grazie per l'attenzione, Domenico Marinucci -- @@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@ Domenico Marinucci Dipartimento di Matematica Università di Roma Tor Vergata https://www.mat.uniroma2.it/~marinucc/ @@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@

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Due bandi per Assegno di Ricerca - UNIGE
by Fabio Rapallo 03 Nov '21

03 Nov '21

Buongiorno, vi segnalo che sono stati pubblicati due bandi per due assegni di ricerca annuali presso l'Università di Genova (DR 5048 del 28.10.2021), SSD SECS-S/01, uno presso il Dipartimento di Economia e uno presso il Dipartimento di Matematica. Per dettagli e modalità di partecipazione, il bando è disponibile alla pagina: https://unige.it/concorsi/assricerca Scadenza: 29.11.2021 - ore 12.00 Siete pregati di dare la massima diffusione presso potenziali candidati. Cordiali saluti, Fabio Rapallo -- Fabio Rapallo Dipartimento di Economia Universita' di Genova

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Assegno Calcolo di Malliavin a Parma
by Davide Addona 02 Nov '21

02 Nov '21

Cari tutti, Presso l’università di Parma, Dipartimento di scienze matematiche, fisiche e informatiche, abbiamo fondi per bandire un assegno di un anno su CALCOLO DI MALLIAVIN E SPAZI DI WIENER ASTRATTI Vi chiedevo se conoscete possibili candidati e persone interessate, il lavoro si concentrerebbe sullo studiare proprietà delle funzioni derivabili secondo Malliavin e su problemi in spazi di Wiener astratti. Grazie per la collaborazione Saluti Davide Addona

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23rd Workshop on Quantitative Finance - Rome 27-28 January 2022 - call for papers
by clnkta01＠uniroma2.it 02 Nov '21

02 Nov '21

Dear Colleagues, The XXIII Workshop on Quantitative Finance (QFW2022) will be held “in presence” on January 27-28, 2022 at the University of Rome Tor Vergata, School of Economics. Information on the workshop is available at the webpage https://qfw2022.it/en/ or via email qfw2022(a)economia.uniroma2.it Call for papers The workshop aims to bring together academia and industry and stimulate fruitful discussions and interactions among researchers and professionals on theoretical and practical aspects of Quantitative Finance. Contributions, both theoretical and applied, from Mathematical Finance, Quantitative Risk Management, Portfolio Optimization, Financial Economics, Corporate Finance, Insurance, Computational Finance, Econophysics, Financial Econometrics, Financial Applications of machine learning and neural networks, Game-theoretical models for finance, and related fields are welcome. PhD students, young researchers and practitioners are particularly welcome. Abstracts can be submitted through the following webpage: https://qfw2022.it/registration/ Format of the workshop There will be two kinds of presentations, the “long talk” (about 30 minutes) and the “short talk” (about 15 minutes), and one poster session. The contributions accepted as long talks will be assigned to a discussant, and the latest version of the paper must be received by the organizers not later than January 9th, 2022. Registration Participation in the conference is free but registration (by January 9th, 2022) is mandatory. Coffee-breaks and light lunches will be offered by the organizers, but no scholarships are available for travel and accommodation expenses. Deadlines Extended Abstract Submission: October 27th -- November 30th, 2021 Notification of Acceptance: by December 19th, 2021 Full paper submission of accepted contributions: December 20th 2021 -- January 9th, 2022 Registration of participants: October 27th, 2021 -- January 9th, 2022 Best Regards Katia Colaneri (On behalf of the organizing committee)

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Virtual Seminar by M. Grigorova (Leeds)
by Alessandro Gnoatto 01 Nov '21

01 Nov '21

Dr. Miryana Grigorova (University of Leeds) will give a talk organized by the Department of Economics - University of Verona Date: 3 November 12:00 CET. Title: "Superhedging of options in a non-linear incomplete financial market model” Abstract: We will study the superhedging price (and superhedging strategies) of European and American options in a non-linear incomplete market model with default, with a particular focus on the American options case which is more involved. We will provide a dual representation of the seller’s (superhedging) price for the American option in terms of a mixed stochastic control/stopping problem with non-linear expectations/ evaluations, and in terms of non-linear Reflected BSDEs with constraints. If time permits, we will also present a duality result for the buyer’s price in terms of a stochastic game of control and stopping with non-linear expectations/ evaluations. The talk is based on joint works with Marie-Claire Quenez and Agnès Sulem. If you would like to attend via Zoom, please register at the following link, we will send you the details: https://docs.google.com/forms/d/e/1FAIpQLScVu88XwBhoF9O3xmbKwUxv0JN2URNT3Ki… -- Prof Alessandro Gnoatto, PhD Dipartimento di Scienze Economiche Università degli Studi di Verona Via Cantarane 24 37129, Verona, Italy Room 1.05 Tel: +39 045 802 8537 Homepage: www.alessandrognoatto.com E-mail: alessandro.gnoatto(a)univr.it -------------------------------------------------- View my research on my SSRN Author page: http://ssrn.com/author=1615989 --------------------------------------------------

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