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PhD positions in Bern
by Fabio Bellini 27 Sep '21

27 Sep '21

>From Prof. Johanna Ziegel: ========================================== UNIVERSITY OF BERN INSTITUTE OF MATHEMATICAL STATISTICS AND ACTUARIAL SCIENCE 2 PhD POSITIONS We invite applications for 2 PhD positions in several areas of research pursued by professors of the institute. 1) Probability theory (with emphasis on stochastic geometry, point processes, stable laws; supervised by Ilya Molchanov). 2) Mathematical statistics (with emphasis on empirical processes and nonparametric statistics; supervised by Lutz Dümbgen). 3) Statistical data science (with emphasis on forecasting and kernel-based methods; supervised by David Ginsbourger and/or Johanna Ziegel). The salary will be at the level foreseen by the Swiss National Foundation, see http://www.snf.ch/SiteCollectionDocuments/allg_doktorierende_d.pdf There is a possibility to complement the salary by taking up teaching and statistical consulting duties in the department. The starting date is February 2022 or as can be arranged by mutual agreement. The applications should be submitted in a single pdf file, which includes a cover letter (indicating one of the areas mentioned above as the preferred field of research), CV, transcripts from Bachelor and Master Studies, and e-mail addresses of two academic referees. Please, also send a copy of your master thesis as a separate file. If you have not completed your master thesis yet, please provide an outline of your thesis topic and the expected date of completion. The evaluation of applications starts on the 10th of October 2021. Later applications will be also considered, if the positions are not filled by that time. Applications should be e-mailed to the institute at <office(a)stat.unibe.ch> and addressed to the Director of the Institute, Prof. Johanna Ziegel. Further information is available from Profs. Lutz Dümbgen, David Ginsbourger, Ilya Molchanov and Johanna Ziegel.

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INCONTRO SULLA DIDATTICA DELLA PROBABILITA' E DELLA STATISTICA
by Paolo Dai Pra 27 Sep '21

27 Sep '21

Il Gruppo UMI (Unione Matematica Italiana) PRobability In Statistics, Mathematics and Applications (PRISMA) è lieto di annunciare un incontro online sulla Didattica della Probabilità e della Statistica nei corsi di laurea degli Atenei Italiani Grazie al contributo di numerosi esperti, verranno discussi contenuti e modalità didattiche in molti ambiti, evidenziando per ciascuno le esigenze specifiche. A questo messaggio allego la locandina con il programma provvisiorio. Per aggiornamenti si rimanda alla pagina https://sites.google.com/view/prisma-didattica-probstat/, da cui si accede ad un breve modulo di iscrizione. L’indirizzo per la partecipazione all’incontro verrà poi inviato per posta elettronica a tutti gli iscritti. Paolo Dai Pra Paolo Dai Pra Dipartimento di Informatica Università degli Studi di Verona Strada Le Grazie 15, 37134 Verona, Italy Tel. +390458027093 Paolo Dai Pra Dipartimento di Informatica Università degli Studi di Verona Strada Le Grazie 15, 37134 Verona, Italy Tel. +390458027093

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INCONTRO SULLA DIDATTICA DELLA PROBABILITA' E DELLA STATISTICA
by Paolo Dai Pra 26 Sep '21

26 Sep '21

Il Gruppo UMI (Unione Matematica Italiana) PRobability In Statistics, Mathematics and Applications (PRISMA) è lieto di annunciare un incontro online sulla Didattica della Probabilità e della Statistica nei corsi di laurea degli Atenei Italiani Grazie al contributo di numerosi esperti, verranno discussi contenuti e modalità didattiche in molti ambiti, evidenziando per ciascuno le esigenze specifiche. A questo messaggio allego la locandina con il programma provvisiorio. Per aggiornamenti si rimanda alla pagina https://sites.google.com/view/prisma-didattica-probstat/, da cui si accede ad un breve modulo di iscrizione. L’indirizzo per la partecipazione all’incontro verrà poi inviato per posta elettronica a tutti gli iscritti. Paolo Dai Pra Paolo Dai Pra Dipartimento di Informatica Università degli Studi di Verona Strada Le Grazie 15, 37134 Verona, Italy Tel. +390458027093

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[owps] OWPS, October 7th: P. Diaconis and L. Miclo on "THE random graph" (fwd)
by Michele Gianfelice 24 Sep '21

24 Sep '21

Salve, ricevo ed inoltro p.c.. Cordialmente, m.gianfelice ----------------------------------------------------------------------- Michele Gianfelice, PhD Dipartimento di Matematica e Informatica Università della Calabria Telephone : +39 0984 496412 Campus di Arcavacata Fax : +39 0984 496410 Ponte P. Bucci - cubo 30B email: gianfelice(a)mat.unical.it I-87036 Arcavacata di Rende (CS) www.mat.unical.it/~gianfelice/ ----------------------------------------------------------------------- ---------- Forwarded message ---------- Date: Thu, 23 Sep 2021 20:43:34 +0200 From: One World Probability <ow.probability(a)gmail.com> To: owps(a)lists.bath.ac.uk Subject: [owps] OWPS, October 7th: P. Diaconis and L. Miclo on "THE random graph" Dear probabilists, We are pleased to inform you that the OWPS will resume on October 7th, from 14:00 to 15:45 UTC. Persi Diaconis and Laurent Miclo will talk about THE random graph and random walk on it. 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. We also inform you that, in accordance with the wishes expressed in the pooling, sessions will take place every other week (i.e. ~2 per month). Each session will consist of two talks of 45 minutes each. These two talks will be thematically unified. Please feel free to circulate this email. Probabilistically yours, Bastien Mallein and Sébastien Martineau -------- Persi Diaconis -- Probability theory for THE random graph Pick two Erdös-Renyi (n,1/2) graphs uniformly at random. What's the chance they are the same (isomorphic)? Small. How small? Well, at most n!/ 2^(n choose 2). When n= 100, that's less than 10^-1300. OK, now let n=infinity. The chance that the two graphs are isomorphic is one (!). This is THE random graph (the Rado graph R). I will review its many non-random models and many strange properties. ? It is a natural limit of the set of all finite graphs (a first order property is true for almost all finite graphs if and only if it holds with probability one in R) and this discontinuity is surprising. In joint work with with Sourav Chatterjee we tried to find finite manifestations: For finite n, the largest isomorphic induced subgraph of a pair has size 4log (n) -2loglog(n)-2log(4/e) +1 (within 1, all logs base 2 in probability when n is large). This matches data amazingly well (e.g. for n more than 30) and illuminates problems in constraint satisfaction. Laurent Mico -- A random walk on THE random graph R Let q(j) be a probability on N={0,1,2,...}. Let R be a model of THE random graph. A Markov chain on N starts at i and moves to one of its neighbor j in R with probability proportional to q(j). This Markov chain has a stationary distribution and we inquire about rates of convergence. Since each vertex is connected to half of the others and the diameter of R is 2, it seems likely that convergence is fast. In some models we show that log* (i) steps are necessary and sufficient for convergence. The proof uses a novel variant of Hardy's inequalities for trees. This is joint work with Sourav Chatterjee and Persi Diaconis. Zoom-link: https://us02web.zoom.us/j/81721277245?pwd=VjhadGFZcTVZamsvRkhZUExVbHAyZz09 Meeting ID 817 2127 7245 Passcode: 759491 If you are having trouble with zoom, or if the capacity of the zoom room gets exceeded, you can also access to the Youtube live stream at the channel of the seminar: https://www.youtube.com/channel/UCiLiEQGTp6bZEhuHDM-WNWQ

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Workshop "Deterministic and stochastic fractional diﬀerential equations and jump processes"
by Enrico Scalas 22 Sep '21

22 Sep '21

Care colleghe e cari colleghi, nell'ambito del programma "Fractional Differential Equations" ( https://www.newton.ac.uk/event/fde2/) che si terrà all'Isaac Newton Institute a Cambridge, organizzo una settimana di studi su "Deterministic and stochastic fractional diﬀerential equations and jump processes" (https://www.newton.ac.uk/event/fd2w01/) insieme a Jozsef Lorinczi e Vassili Kolokoltsov. L'evento avrà luogo tra il 21 febbraio e il 25 febbraio 2022 (ed è ora possibile registrarsi fino al 21 novembre 2021) e si terrà in modalità ibrida (online e con persone presenti, se possibile). La partecipazione online è gratuita. Per i dettagli potete consultare il sito seguente: https://www.newton.ac.uk/event/fd2w01/ Cordiali saluti, Enrico Scalas

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(PMS)^2 online talk: Hakima Bessaih, Monday September 27 at 17.30
by Margherita Zanella 22 Sep '21

22 Sep '21

Dear colleagues, we are happy to announce the following online talk: Speaker: Hakima Bessaih (Florida International University) Title: Numerical schemes for the 2d Stochastic Navier-Stokes equations. Abstract: We consider a time discretization scheme of Euler type for the 2d stochastic Navier-Stokes equations on the torus. We prove a mean square rate of convergence. This refines previous results established with a rate of convergence in probability only. Using exponential moment estimates of the solution of the Navier-Stokes equations and a convergence of a localized scheme, we can prove strong convergence of fully implicit and semi-implicit time Euler discretization and also a splitting scheme. The speed of convergence depends on the diffusion coefficient and the viscosity parameter. When the noise is additive, we are able to get strong convergence without localization. Date and time: Monday September 27, 17:30-18:30 (Rome time zone) Zoom link: https://us02web.zoom.us/j/5772228296 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/<http://paviamilanoseminars.wordpress.com/> 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)

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Seminars by Jim Gatheral, Baruch College CUNY New York
by Giacomo Bormetti 21 Sep '21

21 Sep '21

Dear all, Prof. Jim Gatheral is visiting the Department of Mathematics in Bologna for the next two months. On September 29 and October 13 he will deliver two seminars in presence in Bologna in Aula Cremona, main building of the Math Department. You are all kindly invited. It will be possible to follow the seminars online via Zoom too (please find below the links to connect). Sincerely, Giacomo Bormetti and Fabrizio Lillo 29-Sep-2021 16:00 (CET time) Aula Cremona, Department of Mathematics or Zoom https://unibo.zoom.us/j/99763851456?pwd=YzVBMTNxUXpRWngrNExaRWtMRjRkdz09 Title: Diamond trees and the forest expansion Abstract: I will present a “broken exponential martingale” G-expansion that generalizes and unifies our earlier exponentiation result (Alòs, Gatheral, and Radoičić) and the cumulant recursion formula of Lacoin, Rhodes, and Vargas. As one application, I show how to compute all terms in an expansion of the Lévy area. By reordering the trees in the G-expansion according to the number of leaves, our earlier exponentiation theorem can be recovered. As further applications, I will give model-free expressions for various quantities of interest under stochastic volatility. Finally, I will exhibit explicit computations of diamond trees under rough Heston. 13-Oct-2021 16:00 (CET time) Aula Cremona, Department of Mathematics or Zoom https://unibo.zoom.us/j/91206042957?pwd=d21ybkJQTEtkZHRWd25RLzJOQWV0QT09 Title: Pricing in affine forward variance models Abstract: The class of affine forward variance (AFV) models was defined in Gatheral and Keller-Ressel (2019); this class includes both the conventional Heston model and its celebrated extension, the rough Heston model of El Euch and Rosenbaum. The AFV characteristic function may be expressed in terms of the solution of a Volterra integral equation. I will present a rational approximation to the solution of this integral equation in the special case of the rough Heston model. Until now, simulation of AFV models using the Markovian approximation of Abi Jaber and El Euch has proved relatively complicated and time-consuming, I will present a new efficient and easy-to-implement method for simulating AFV models for general kernels. I will present numerical results using the rational approximation as a benchmark.

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virtual seminar in Insubria & Bicocca
by Emanuela Rosazza Gianin 21 Sep '21

21 Sep '21

Dear all, On *September 30 at 17:00, Giulia Di Nunno* (University of Oslo) will give a virtual seminar “in Insubria & Bicocca”, to which you are all invited. You can find the title and abstract below. Title: Infinite dimensional Heston model and sensitivity analysis Abstract: We consider the infinite dimensional Heston stochastic volatility model for the price of a forward contract on a non-storable commodity. We give a representation formula for the forward price and then we consider options written on this. We analyse the sensitivity of the option price to the different parameters in the model with the aim at providing representation formulae for the so-called Greeks. However, being the parameter infinite dimensional, we need to reinterpret the meaning of the Greeks. In our work we use infinite dimensional Malliavin/Skorokhod calculus and a randomisation technique. The presentation is based on joint work with Fred Espen Benth and Iben Simonsen. The seminar will be on *Zoom*. You can find the information to join below. Speaker: Giulia Di Nunno (Univ. Oslo) Topic: Time: September 30, 2021 05:00 PM Rome Where: Zoom Link: https://us02web.zoom.us/j/86037568156?pwd=cHhvdmdiWUpVYXFjMEo2RWZxM09Rdz09 ID riunione: 860 3756 8156 Passcode: 086446 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, Elisa Mastrogiacomo and Emanuela Rosazza Gianin ****************************************** Emanuela Rosazza Gianin Department of Statistics and quantitative methods University of Milano-Bicocca Via Bicocca degli Arcimboldi, 8 20126 Milano - Italy Phone (0039) 02 64483208 e-mail: emanuela.rosazza1(a)unimib.it ******************************************

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Concorso RTDB MAT06 scadenza 30 settembre
by Gustavo Posta 20 Sep '21

20 Sep '21

Scusandomi per il breve preavviso inoltro il link relativo al bando in oggetto. > > https://web.uniroma1.it/trasparenza/sites/default/files/DR%202267_2021%20de… <https://web.uniroma1.it/trasparenza/sites/default/files/DR%202267_2021%20de…> ---------------------------------------------------------------- Gustavo Posta Dipartimento di Matematica Università di Roma "la Sapienza" P.le A. Moro 2, 00185 Roma Italy web: http://www1.mat.uniroma1.it/~posta e-mail: gustavo.posta(a)uniroma1.it phone: +39-06-4991-4969 ------------------------------------------------------------------ -- ________________________________________________________ Le informazioni contenute in questo messaggio di posta elettronica sono strettamente riservate e indirizzate esclusivamente al destinatario. Si prega di non leggere, fare copia, inoltrare a terzi o conservare tale messaggio se non si è il legittimo destinatario dello stesso. Qualora tale messaggio sia stato ricevuto per errore, si prega di restituirlo al mittente e di cancellarlo permanentemente dal proprio computer. The information contained in this e mail message is strictly confidential and intended for the use of the addressee only. If you are not the intended recipient, please do not read, copy, forward or store it on your computer. If you have received the message in error, please forward it back to the sender and delete it permanently from your computer system. -- Fai crescere i nostri giovani ricercatori dona il 5 per mille alla Sapienza *codice fiscale 80209930587*

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[MAF2022] First call for paper - Conference on Mathematical and Statistical Methods for Actuarial Sciences and Finance
by Marco Corazza 20 Sep '21

20 Sep '21

Dear Colleague, we are writing for informing you that the *10th Conference on Mathematical and Statistical Methods for Actuarial Sciences and Finance - MAF2022* will take place at the University of Salerno (Italy), on April, 20-22, 2022, in a blended form. The main aim of the Conference is to present new theoretical and methodological results and significant applications in Insurance and Finance by means of the capabilities of the interdisciplinary mathematical-statistical approach. The web site of the Conference is *https://sites.google.com/unisa.it/maf2022/home-page <https://sites.google.com/unisa.it/maf2022/home-page>*. The Steering Committee of the Conference would appreciate very much if you could collaborate in the success of the conference by participating in some activities such as the organization of sessions and/or the presentation of contributions (also through a co-author). We hope to meet you at the conference. Best regards, Marco Corazza - Ca' Foscari University of Venice (Italy) Cira Perna - University of Salerno (Italy) Claudio Pizzi - Ca' Foscari University of Venice (Italy) Marilena Sibillo - University of Salerno (Italy) -- 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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special issue on Anomaly Detection: methods and applications
by Daniela De Canditiis 20 Sep '21

20 Sep '21

dear all, we cordially invite you to submit a manuscript to the following special issue Special Issue: Methods and Applications for Anomaly Detection Journal of Computational Mathematics and Data Science (Elsevier) https://www.journals.elsevier.com/journal-of-computational-mathematics-and-… Submission Deadline: 31 July 2022 Manuscripts can be submitted continuously until the deadline. Once a paper is submitted, the review process will start immediately. Accepted papers will be published continuously in the journal. There are no publication fees until March 2022. ********* This Special Issue is focused on recent advances in Anomaly Detection (AD). AD is an important problem in many applications and it consists of establishing whether a given data deviates from nominal shape or form. The AD problem depends on the nature of input data (points, sequences, functions, graphs, images, objects of different nature), on the type of anomaly (point anomalies, contextual or behavioral anomalies or their combination), on the availability of labeled data for training/validation of the AD techniques (leading to unsupervised AD and supervised AD), and on the type of output of the AD (scores or label). Some of the topics of interest include (but are not limited to): Classification techniques Robust regression Robust PCA Robust signal processing Robust image processing Clustering techniques Information theory techniques Artificial Intelligence AD Application to any field ********* Manuscript submission information: Guest Editors: Annalisa Pascarella (IAC-CNR, Italy) Daniela De Canditiis (IAC-CNR, Italy) The submission website for this journal is located at: https://www.editorialmanager.com/jcmds/default.aspx To ensure that all manuscripts are correctly identified for inclusion into the special issue, it is important that authors select VSI: Anomaly Detection (Special Issue) when they reach the “Article Type” step in the submission process. We look forward to hearing from you. All the best, Annalisa Pascarella Daniela De Canditiis -- Daniela De Canditiis, PhD Istituto per le Applicazioni del Calcolo "M.Picone" (CNR) via dei Taurini, 19 -- 00185 Roma, Italy tel: +39 06 49937342 fax: +39 06 4404306 http://www.iac.rm.cnr.it/~danielad/

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Seminario di Lorenzo Dello Schiavo a Roma La Sapienza
by Faggionato, Alessandra 16 Sep '21

16 Sep '21

Buongiorno sotto trovate le informazioni sul seminario di Lorenzo dello Schiavo a Roma 1. Grazie dell'attenzione Saluti Alessandra Quando: Martedì 21 Settembre 2021, ore 10.30 Dove: Sala di Consiglio, Dipartimento di Matematica, Università La Sapienza Speaker: Lorenzo Dello Schiavo (IST Austria) Title: *Conformally invariant random fields, quantum Liouville measures, and random Paneitz operators on Riemannian manifolds of even dimension* Abstract: On large classes of closed even-dimensional Riemannian manifolds M, we construct and study the *Copolyharmonic Gaussian Field*, i.e. a conformally invariant log-correlated Gaussian field of distributions on M. This random field is defined as the unique centered Gaussian field with covariance kernel given as the resolvent kernel of Graham—Jenne—Mason—Sparling (GJMS) operators of maximal order. The corresponding Gaussian Multiplicative Chaos is a generalization to the 2m-dimensional case of the celebrated Liouville Quantum Gravity measure in dimension two. We study the associated Liouville Brownian motion and random GJMS operator, the higher-dimensional analogues of the 2d Liouville Brownian Motion and of the random Laplacian. Finally, we study the Polyakov–Liouville on the space of distributions on M induced by the copolyharmonic Gaussian field, providing explicit conditions for its finiteness and computing the conformal anomaly. (arXiv:2105.13925 <https://arxiv.org/abs/2105.13925>, joint work with Ronan Herry, Eva Kopfer, Karl-Theodor Sturm) ************************************************* 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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One World Optimal Stopping and Related Topics
by Tiziano De Angelis 15 Sep '21

15 Sep '21

Dear All, It is with great pleasure that we announce the September-December schedule of the “One World Optimal Stopping and Related Topics” seminars (online). Detailed information and instructions for registration are available at https://sites.google.com/view/optimalstopping/home Please register again, even if you had already registered in the past academic year. Our first speaker on Wednesday 22 September at 5pm (London time) is: Damien Lamberton, Université Gustave Eiffel Title of the talk: On the American put in the Heston model Best wishes Tiziano De Angelis, Roxana Dumitrescu, Yerkin Kitapbayev, Mikhail Zhitlukhin

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Concorso da PA in MAT/06 all'Università di Padova - Scadenza 29 settembre 2021
by Marco Ferrante 15 Sep '21

15 Sep '21

Care colleghe e cari colleghi, vi informo che è uscito in Gazzetta Ufficiale un bando per Professore di II fascia ai sensi dell'art. 18, comma 4, in S.C. 01/A3 Analisi matematica, Probabilità e Statistica matematica - S.S.D. MAT/06 Probabilità e Statistica matematica presso il Dipartimento di Matematica "Tullio Levi-Civita" dell’Università di Padova. La scadenza per presentare domanda è il *29 settembre 2021* alle *ore 13:00*. Trovate le informazioni sul bando e su come presentare la domanda di partecipazione alla pagina https://www.unipd.it/procedura-2021PA183.4 Marco Ferrante -- Prof. Marco Ferrante Dipartimento di Matematica "Tullio Levi-Civita" Università degli Studi di Padova Via Trieste 63 , I-35121 Padova - ITALY Tel: +39-0498271366 Fax: +39-0498271499 E-Mail: ferrante(a)math.unipd.it URL: http://www.math.unipd.it/~ferrante

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Procedura selettiva 2019RUA12 - riapertura termini - RTDa 13D1
by Alessandra Fabbri Colabich 15 Sep '21

15 Sep '21

Buongiorno, si comunica che sono stati riaperti i termini per la presentazione delle domande per la procedura selettiva 2019RUA12 - allegato 10 per l'assunzione di n.1 ricercatore a tempo determinato con regime di impegno a tempo pieno presso il Dipartimento di Scienze statistiche dell'Università degli Studi di Padova, per il settore concorsuale 13/D1 – STATISTICA (profilo: settore scientifico disciplinare SECS-S/01 – STATISTICA e SECS-S/02 – STATISTICA PER LA RICERCA SPERIMENTALE E TECNOLOGICA) ai sensi dell’art. 24, comma 3 lettera a), della Legge 30 dicembre 2010, n. 240, pubblicato nella GU n 73 del 14 settembre 2021 - *SCADENZA PRESENTAZIONE DOMANDE: ORE 13:00 DEL 14 OTTOBRE 2021.* https://www.stat.unipd.it/procedura-selettiva-2019rua12-decreto-rettorale-r… 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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Next LTI@Unito webinars: September 20, 2021 @12:45 | September 27, 2021 @12:45
by Luca Regis 14 Sep '21

14 Sep '21

Dear colleagues, I am happy to forward you the following announcements of two seminars in Quantitative Finance organized by LTI@UniTO and Collegio Carlo Alberto: * Stanislava Nikolova (University of Nebraska-Lincoln), September 20th, 12.45: "Corporate Bond Flipping" * Andrea Orame (Bank of Italy), September 27th, 12.45: "Quantitative Easing, Bank Lending and Competition". Please find below the abstract and the zoom links. Best regards, Luca Regis -- Luca Regis Associate Professor ESOMAS Department, University of Torino Collegio Carlo Alberto sites.google.com/view/lucaregis Office: +39 011 670 6065 www.carloalberto.org/lti <#> <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/4Y3D1gFgxA8KVXx64DKoPB1KCgwrTyqupC…> <#> LTI@Unito and Fondazione Collegio Carlo Alberto are pleased to invite you to the following webinars <#> *September 20, 2021 | 12:45 - 13:45* *“Corporate Bond Flipping”* Stanislava Nikolova (University of Nebraska-Lincoln) <#> *Abstract.* In this paper we provide the first empirical evidence on flipping activity in the corporate bond market. Analyzing insurer trades in corporate bonds during 2002-2018, we show that offerings with worse aftermarket performance are flipped less. When flipping their allocation in an offering, insurers tend to avoid selling to the offering’s underwriters even though underwriters offer better prices. The sensitivity of flipping to aftermarket performance is broadly similar when flipping to underwriters than non-underwriters, which suggests that underwriters discourage flipping in both overpriced and underpriced offerings. Insurers that flip their allocation to underwriters receive less profitable allocations in these underwriters’ subsequent offerings. Overall, our findings suggest that the repeated game nature of the issuance process allows underwriters to partially limit flipping by using their allocation discretion to penalize flippers. /Joint with L. Wang/. Zoom Link: https://us02web.zoom.us/j/88495362012?pwd=TWdkS0lPTm1lQTQyVVVTVGh1Wmljdz09 <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/kZGUmIunEdxz1dadhHTfrur0lcEACj7lZS…> Meeting ID: 884 9536 2012 Passcode: 397756 <#> *September 27, 2021 | 12:45 - 13:45* *“Quantitative Easing, Bank Lending, and Competition”* Andrea Orame (Bank of Italy) <#> *Abstract.* We study how the European Central Bank’s quantitative easing (QE) program announced in January 2015 affected lending by Italian banks. Banks exposed to QE, especially the more illiquid ones, increased lending relatively more at both the intensive and extensive margins after QE. But we also find evidence of substitution. Branches of non-QE-exposed banks contracted lending in areas where QE-exposed banks dominate. Because of this substitution, we find no evidence of an aggregate credit expansion. Our results suggest that QE programs that target a broader swath of the banking system could more effectively expand lending. Zoom Link: https://us02web.zoom.us/j/86146036034?pwd=SWJJUXU4Qmxoa2pTY29nS2FHOVNQZz09 <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/44E8eCvPH991Azy9eSesid2FFlvnlb1e9X…> Meeting ID: 861 4603 6034 Passcode: 413428 <#> <#> <#> <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/_oZ7DkyGZmAbPkUPJsKpuoBy8uqcSFzkuW…> <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/DK9zEeuKEW2jWh1UAQCh-j1VYcej6bGHCz…> <#> 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/EhFkUbLMNzNCTeAxC7A4cF4PRl2kYgiRsn…> Twitter <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/BdVrW_64gEvSYyGKa4rnDPTRygLC0CdHcu…> LinkedIn <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/FkSkjvNQuxHGBHGhc1xUYaG4I7sr6lz1OQ…> Instagram <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/1hM60Du7CJMwkHPB4NN-TI4vMnXwOFjH6m…> Youtube <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/otxZ4nQ6HQHu0R0ipgYVcKbQ0en4Y1XeR7…> <#> *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/0Pq8nWJD_zaSFiEzfKZN5ansJvxxH6AuSi…> *Unsubscribe* <https://4z5y5.r.a.d.sendibm1.com/mk/un/FdHaK2tpDjqFtpVjuIOWNIJGZdawrnP5_Bp5…> <#> © 2021 Fondazione Collegio Carlo Alberto

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Padova Online Seminar by Oriane Blondel (Université Claude Bernard Lyon 1) [Friday, Sept. 24 at 14.30]
by alessandra bianchi 14 Sep '21

14 Sep '21

Dear Colleagues, We would like to invite you to the following Probability seminar that will take place on September 24 at 14.30 by the zoom platform. ________________________________________________________ Speaker: Oriane Blondel ( Université Claude Bernard Lyon 1) Title: Kinetically constrained models out of equilibrium 24 SEPTEMBER (Friday) - 14:30 zoom link: TBA available on the webpage https://www.math.unipd.it/~bianchi/seminari/ ) Abstract: Kinetically constrained models are interacting particle systems on Z^d, in which particles can appear/disappear only if a given local constraint is satisfied. This condition complexifies significantly the dynamics. In particular, it deprives the system of monotonicity properties, which leaves us with few tools to study the dynamics when it is initially not at equilibrium. I will review the results and techniques we have in this direction. Best regards The organizers (A. Bianchi, G. Callegaro, M. Formentin) -- Alessandra Bianchi Dip. di Matematica Università di Padova Via Trieste, 63 - 35121 Padova, Italy phone: +39 049 827 14 06 fax: +39 049 827 14 28 e-mail: bianchi(a)math.unipd.it http://www.math.unipd.it/~bianchi/

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JEAN JACOD SEMINAR in VERONA, 22/9/2021 at 12:00
by Cecilia Mancini 14 Sep '21

14 Sep '21

JEAN JACOD, Emeritus Professor at the University Pierre et Marie Curie in Paris (Paris 6), on Wednesday, the 22nd at 12:00, will give the following SEMINAR Title: Testing for the Markov Property in a High-Frequency Setting (joint with Yacine Ait-Sahalia) Abstract. The aim is to present a test for the homogeneous Markov property of a one-dimensional process X observed at regularly spaced times over a finite time interval. The frequency goes to infinity, and we test the null hypothesis according to which the spot volatility takes the form sigmat= f(X_t) for some smooth enough non-vanishing function f. The test relies on some Central Limit Theorems related to the local times of a semimartingale. We allow the process X to have jumps, restricted to finite activity. We will mostly consider the case when the process is observed without error, and if time permits we will give a method covering the case where microstrucutre noise is present. All interested people are warmly invited to participate. The seminar will be offered in a hybrid format: Zoom Webinar: please use the following form to register and to receive the webinar link on the day of the seminar https://docs.google.com/forms/d/e/1FAIpQLScZAsFnymSi11UklAMABm8Nwtg6txOogxQ… Live attendance: the Department of Economics, via Cantarane 24, Vaona room. Due to the limited number of available seats, interested people should write an e-mail to: cecilia.mancini(a)univr.it<mailto:cecilia.mancini@univr.it> Professor Jacod will be visiting our department from 20 to 23 of September

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Research grant: Metaheuristics and ML for Financial Trading - Ca' Foscari Univ. of Venice
by Marco Corazza 13 Sep '21

13 Sep '21

Dear All: - The Department of Economics of the Ca' Foscari University of Venice has announced a public selection for a one-year *research grant* entitled "*Combining optimization metaheuristics and artificial intelligence to design quasi-real-time trading strategies*". - Application deadline: *20 September 2021*, *12:00* (Italian time); - Webpage: *https://www.unive.it/data/28825/ <https://www.unive.it/data/28825/>*; - Call: *https://apps.unive.it/common2/file/download/assegni_ricerca/6131f297d27a7 <https://apps.unive.it/common2/file/download/assegni_ricerca/6131f297d27a7>* . The main objective of the project is to develop and implement a decision-making system for financial trading combining metaheuristics for optimization with Machine Learning and Deep Learning techniques. Best regards, Marco Corazza -- 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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PhD course Set-Valued Stochastic Finance - Ararat, September 13, 14, 15, 22
by Mastrogiacomo Elisa 06 Sep '21

06 Sep '21

On September 13, 14, 15, 22 with schedule 10:00-12:00, Cagin Ararat (Bilkent University) will give a virtual short PhD-course for the PhD program in Methods and Models for Economic Decisions (Insubria University). You can find title and abstract below, as well as instructions to attend the course. You are all invited! Short Online Course, Università degli Studi dell'Insubria September 2021, Varese Set-Valued Stochastic Finance Lecturer: Çağın Ararat, Bilkent University, Ankara, Turkey Email: cararat(a)bilkent.edu.tr<mailto:cararat@bilkent.edu.tr> Meeting Times: 10:00-12:00 on September 13, 14, 15, 22 Zoom: https://zoom.us/j/98597190889?pwd=cm1vOVdIeWdMdVZ4UTNkY1Vkb0lvZz09 Meeting ID: 985 9719 0889 Passcode: 341415 Abstract: This short online course is concerned with the fundamentals and some recent developments in the theory of set-valued risk measures. These set-valued functionals are particularly useful in quantifying risk in interconnected financial networks where the entities are subject to correlated sources of randomness, in which case the functionals are called systemic risk measures. After studying set-valued risk measures in static and discrete-time settings, we will observe that the continuous-time case is very much undiscovered, largely due to the challenges in set-valued stochastic analysis. We will conclude the course with a simple form of a set-valued backward stochastic differential equation, which has the potential to be linked to set-valued risk measures in continuous time. *** Please forward to anyone interested. Kind regards, 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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bando RTD-B SECS-S/06, Sapienza Roma
by Gabriele Stabile 04 Sep '21

04 Sep '21

Buongiorno, il Dipartimento di Metodi e Modelli per l'Economia, il Territorio e la Finanza (MEMOTEF), Facoltà di Economia, Università La Sapienza di Roma, ha aperto un bando per una posizione di ricercatore a tempo determinato di tipo B, per il SSD SECS-S/06 Il bando è reperibile all'indirizzo internet https://web.uniroma1.it/trasparenza/sites/default/files/DR%202267_2021%20de… pag.123) La scadenza per la presentazione della domanda è il 30 settembre 2021. Gabriele Stabile -- ________________________________________________________ Le informazioni contenute in questo messaggio di posta elettronica sono strettamente riservate e indirizzate esclusivamente al destinatario. Si prega di non leggere, fare copia, inoltrare a terzi o conservare tale messaggio se non si è il legittimo destinatario dello stesso. Qualora tale messaggio sia stato ricevuto per errore, si prega di restituirlo al mittente e di cancellarlo permanentemente dal proprio computer. The information contained in this e mail message is strictly confidential and intended for the use of the addressee only. If you are not the intended recipient, please do not read, copy, forward or store it on your computer. If you have received the message in error, please forward it back to the sender and delete it permanently from your computer system. -- Fai crescere i nostri giovani ricercatori dona il 5 per mille alla Sapienza *codice fiscale 80209930587*

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RTDb MAT/06 - Pavia - scadenza 27 settembre
by Enrico Priola 30 Aug '21

30 Aug '21

Care colleghe e colleghi, vi informo che è uscito in Gazzetta Ufficiale un bando da RTDb in S.C. 01/A3 Analisi matematica, Probabilità e Statistica matematica - S.S.D. MAT/06 Probabilità e Statistica matematica presso il Dipartimento di Matematica dell'Università di Pavia. Il link al bando e' http://wcm-3.unipv.it/site/home/ateneo/bandi-e-concorsi/concorsi-per-person… Scadenza presentazione domande: 27 settembre 2021 ore 12.00. Cari saluti Enrico Priola -- Enrico Priola Dipartimento di Matematica, Università di Pavia Via Adolfo Ferrata 5, 27100 Pavia tel +39 0382 985639

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BiGSEM Doctoral Workshop Call for Papers (fwd)
by Tiziano Vargiolu 27 Aug '21

27 Aug '21

---------- Forwarded message ---------- Date: Fri, 27 Aug 2021 13:21:50 +0000 From: "Kemper, Annika" <annika.kemper(a)uni-bielefeld.de> To: "vargiolu(a)math.unipd.it" <vargiolu(a)math.unipd.it> Subject: BiGSEM Doctoral Workshop Call for Papers Dear Tiziano, I would like to draw your attention to the Call for Papers for the BiGSEM Doctoral Workshop in December 2021 and attached the detailed information below. If you know anyone who would be interested in and would like to apply, you are very welcome to spread the information. Papers from the research areas Economics, Management and Finance are invited. This could be also interesting for the EFI-mailing list. Best wishes from Bielefeld, Annika --- Dear Sir or Madam, We would like to bring to your attention the upcoming ?16th BiGSEM Doctoral Workshop on Economics and Management?. Organized by Bielefeld Graduate School of Economics and Management (BiGSEM) doctoral students, it is aimed at bringing together doctoral students (in economics and management) by providing an opportunity for presenting and discussing their research (with peers and established researchers) in an informal atmosphere. For participation in the workshop, we are currently accepting applications. Hence, we kindly ask you to forward the announcement below to anyone who might be interested in participating or attending the workshop. CALL FOR PAPERS 16th BiGSEM Doctoral Workshop on Economics and Management Bielefeld University, Center for Interdisciplinary Research (ZiF) December 13-14, 2021 EXTENDED SUBMISSION DEADLINE: September 15th, 2021 If you wish to apply, submit a paper via the following link: uni-bielefeld.de/bigsem-submission FURTHER INFORMATION: https://uni-bielefeld.de/fakultaeten/wirtschaftswissenschaften/einrichtunge… E-MAIL: bigsemworkshop(a)uni-bielefeld.de We plan the workshop in person, but depending on the corona situation, we have to adapt to the current circumstances. Therefore, there might be changes on a short-term notice. We will keep you updated. Thank you in advance for your cooperation and support in spreading the information about our workshop. Best wishes, The BiGSEM Doctoral Workshop Organization Team

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Webseminar "Concentration Inequality in Machine Learning"
by Imma Curato 27 Aug '21

27 Aug '21

Dear all, I would like to invite you to participate in the first seminar organized by the "Young Researchers Committee of the Bernoulli Society". You find the announcement of our event below. We look forward to seeing you there! Best Regards Imma Curato P.S. More information about our society can be found at http://www.bernoulli-society.org/ [http://www.worldofstatistics.org/wos/images/buttons/wos_125x125.gif]<http://www.bernoulli-society.org/> Bernoulli Society for Mathematical Statistics and Probability<http://www.bernoulli-society.org/> The Bernoulli Society was founded in 1975 as a Section of the International Statistical Institute ().The Bernoulli Society now has a membership of more than 1000 representing nearly 70 countries, a third of those also being members of the ISI who chose the Bernoulli Society as their Association. www.bernoulli-society.org +++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++ The webinar "Concentration inequality in Machine Learning" organized by the Young Researchers Committee of the Bernoulli Society will take place on September 15th at 5 pm (CEST). Selected young European researchers active in probability and machine learning will present their recent contributions. The seminar is a joint cooperation with the One World YoungStatS project. Speakers: Antoine Marchina (Université de Paris) Geoffrey Chinot (ETH Zurich) Discussant: Prof. Gábor Lugosi, ICREA Research Professor at Pompeu Fabra University and Barcelona GSE Research Professor. The registration form to attend the webinar can be found at https://youngstats.github.io/post/2021/06/30/concentration-inequalities-in-… Concentration Inequalities in Machine Learning | YoungStatS<https://youngstats.github.io/post/2021/06/30/concentration-inequalities-in-…> The fifth “One World webinar” organized by YoungStatS will take place on September 15th, 2021. Selected young European researchers active in the areas of probability and machine learning will present their recent contributions. youngstats.github.io Further details and the Zoom link will be sent to the registered addresses only.

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PhD studentship: Data assimilation and machine learning
by Tobias Kuna 24 Aug '21

24 Aug '21

Dear All, sorry for the late notice, be aware of the tight deadline, but we only recently found out the fact that also international students will be fully covered, for details follow the link. Please contact us in case you have any questions. The Department of Mathematics & Statistics at the University of Reading is pleased to offer up to two fully funded four year EPSRC PhD studentships in the Mathematical Sciences. Studentships are offered in a range of areas covering applied, numerical and pure mathematics and statistics. Further details on the available projects can be found at http://www.reading.ac.uk/graduateschool/funding-and-fees/gs-PhD-studentship…<https://eur03.safelinks.protection.outlook.com/?url=http%3A%2F%2Fwww.readin…> In particular PhD project 1 is aimed at studying the mathematical properties of the novel data assimilation and machine learning combined algorithms. Full details can be found at: http://www.reading.ac.uk/web/files/graduateschool/Project_1_-_Broecker_et_a…<https://eur03.safelinks.protection.outlook.com/?url=http%3A%2F%2Fwww.readin…> Deadline: 27 August 2021 Start date: January 2022 Best regards, Tobias Kuna

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Workshop announcement: YEP XVII, from 30/08 to 03/09 (online)
by Federico SAU 24 Aug '21

24 Aug '21

Dear colleagues, We would like to remind you of the upcoming Young European Probabilists Workshop (YEP XVII: "Interacting particle systems"<https://www.eurandom.tue.nl/event/workshop-yep-xvii-interacting-particle-sy…>), to be held online from Monday 30th of August to Friday 3rd of September 2021. This is the seventeenth edition of a series of workshops based at Eurandom, Eindhoven, mainly directed to young researchers in probability. The main theme of the upcoming edition is "Interacting particle systems". The workshop will host three mini-courses by Patrìcia Gonçalves (IST Lisbon), Jan Swart (Czech Academy of Science) and Cristina Toninelli (Paris Dauphine), two overview lectures by Pablo Ferrari (UBA) and Frank Redig (TU Delft), as well as 30- and 15-minute talks and a poster session. For further details, please refer to the website<https://www.eurandom.tue.nl/event/workshop-yep-xvii-interacting-particle-sy…>. The event is fully online (mostly on Zoom) and open to anyone interested. We only require a standard registration (please follow the instructions here<https://www.eurandom.tue.nl/event/workshop-yep-xvii-interacting-particle-sy…>) for sharing the access links. Looking forward to seeing many of you there! Conrado, Daniel, Federico and Richard

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Postdoc Position at TU Berlin in Stochastic Analysis and Applications
by Tiziano De Angelis 07 Aug '21

07 Aug '21

Dear All, please find below an advert for a postdoc position that may be of interest to our community. I wish you all happy summer holidays. Tiziano ---------------- Postdoc Position at TU Berlin in Stochastic Analysis and Applications TU Berlin is looking for a POSTDOCTORAL RESEARCHER IN STOCHASTIC ANALYSIS with an interest in its applications, for instance in mathematical finance. The position is for 5 years and comes with a teaching load of 4 hours per week. Salary is in accordance with the German salary grade TV E13. Please see https://stellenticket.de/100575/TUB/?lang=en for the official job ad which also explains how to apply. The initial deadline for applications is August 31, the earliest starting date is October 1; later starting dates can be arranged. My team's research is typically on stochastic optimal control problems and the new challenges and questions in stochastic analysis that arise from these. As part of TU Berlin's strong group in stochastic analysis and its applications, the team contributes to and takes advantage of the group's attractive array of research seminars and advanced courses. The position also offers the freedom to do independent research; finishing a habilitation or the willingness to work toward it are very welcome. Teaching will involve exercise classes and student seminars in mathematical finance, but also basic courses in mathematics as well as co-supervision of bachelor and master theses. Knowledge of German is not required in the beginning. Please feel free to contact me at bank(a)math.tu-berlin.de if you have any questions, Peter Bank

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Bando Professore Associato Università di Pisa -- Associate Professor Position at Pisa University
by Dario Trevisan 31 Jul '21

31 Jul '21

Cari, scrivo per annunciare il bando per una posizione di professore associato nel settore MAT/06 presso il Dipartimento di Matematica dell'Università di Pisa, con scadenza il 10 settembre 2021, ore 13:00 (CEST). Il bando è disponibile alla pagina https://www.unipi.it/ateneo/bandi/selezioni/procedure-/associati/art18c4/6p… La posizione è riservata a esterni. ------------------------------------------ Dear all I would like to advertise a permanent position as associate professor in Probability at the University of Pisa. The deadline is on September 10, 2021, 13:00 (CEST). The official call is available at the URL https://www.unipi.it/ateneo/bandi/selezioni/procedure-/associati/art18c4/6p… Unfortunately, there is no English version of the call, so please all interested persons may write to me for further help. Best, Dario -- 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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Open PhD position in Probability and Statistical Mechanics at Sapienza University of Rome
by Lorenzo Taggi 30 Jul '21

30 Jul '21

PHD POSITION IN PROBABILITY AND STATISTICAL MECHANICS AVAILABLE AT SAPIENZA UNIVERSITY OF ROME A call for applications for a PhD position in Mathematics is open at Sapienza University of Rome. The research areas of the doctoral program are Probability and Statistical Mechanics. Research topics include interacting random walks, random loop models, spin systems, Bose-Einstein condensation. The position is funded by the German Research Foundation (DFG). The research program will be carried on under the supervision of the principal investigator Dr. Lorenzo Taggi. The PhD program offers the opportunity to interact with the international research partners of the DFG priority program “Random Geometric Systems” and with the probability and mathematical physics communities of the three universities in Rome. DEADLINE: 6th of SEPTEMBER Estimated monthly net salary: 1700 euro Starting period: Autumn 2021 Duration: three years For further information on the position and on the application procedure please visit the following webpage: https://sites.google.com/site/lorenzotaggiswebpage2/open-positions?authuser… <https://sites.google.com/site/lorenzotaggiswebpage2/open-positions?authuser…> For information on the PI please visit the following webpage: https://sites.google.com/site/lorenzotaggiswebpage2/ <https://sites.google.com/site/lorenzotaggiswebpage2/> Link to the official call (in Italian only): https://web.uniroma1.it/trasparenza/dettaglio_bando/179749 <https://web.uniroma1.it/trasparenza/dettaglio_bando/179749> List of projects funded within the DFG priority program “Random Geometric Systems": https://spp2265.wias-berlin.de/projects.php?applicationID=0 <https://spp2265.wias-berlin.de/projects.php?applicationID=0> Link to the Mathematics Department of Sapienza University: https://www.mat.uniroma1.it/en <https://www.mat.uniroma1.it/en>

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Dottorato presso l'Università dell'Aquila
by Faggionato, Alessandra 29 Jul '21

29 Jul '21

Ricevo ed inoltro Saluti ---------- Messaggio inoltrato ---------- Da: *davide gabrielli* <dvd.gabrielli(a)gmail.com> Data: giovedì 29 luglio 2021 Oggetto: random A: Alessandra Faggionato <faggiona(a)mat.uniroma1.it> Ciao Alessandra, potresti mandare questo annuncio su random? ho delle difficolta a mandare messaggi Bando per 6 borse di dottorato in Matematica e Modelli presso l'Università dell'Aquila Doctorate school: MATHEMATICS AND MODELING (univaq.it) <http://people.disim.univaq.it/~dottorato_mate_mode/> scadenza 26 Agosto 2021 13.00 CEST -- ************************************************* 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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bando assegno di ricerca
by Giovanni Sebastiani 29 Jul '21

29 Jul '21

Buongiorno, si informa che è indetto un concorso per un assegno di ricerca di un anno (rinnovabile) presso l'Istituto per le Applicazioni del Calcolo "Mauro Picone" sulla tematica "reti bayesiane e machine learning per applicazioni in medicina". Il bando è pubblicato sul sito URP del CNR, nella sezione assegni di ricerca: https://bandi.urp.cnr.it/doc-assegni/documentazione/11404_DOC_IT.pdf Cordiali saluti, Giovanni Sebastiani -- ________________________________________________________ Le informazioni contenute in questo messaggio di posta elettronica sono strettamente riservate e indirizzate esclusivamente al destinatario. Si prega di non leggere, fare copia, inoltrare a terzi o conservare tale messaggio se non si è il legittimo destinatario dello stesso. Qualora tale messaggio sia stato ricevuto per errore, si prega di restituirlo al mittente e di cancellarlo permanentemente dal proprio computer. The information contained in this e mail message is strictly confidential and intended for the use of the addressee only. If you are not the intended recipient, please do not read, copy, forward or store it on your computer. If you have received the message in error, please forward it back to the sender and delete it permanently from your computer system. -- Fai crescere i nostri giovani ricercatori dona il 5 per mille alla Sapienza *codice fiscale 80209930587*

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Opportunity for young researchers - Enrico Anglesio Prize 2021
by Lidia Sacchetto 27 Jul '21

27 Jul '21

Please forward to whom interested -- The Elena Moroni Foundation, Turin, Italy (https://www.fondoelenamoroni.org/en/home-english/) is pleased to announce that the contest for the Enrico Anglesio Prize 2021 Virtual is now open! The Prize aims to award the original work of a young researcher (<35 years old) in Cancer Epidemiology, Statistics, and Biometric methodology. Due the pandemic, since last year, the contest have been run in a complete new virtual format which consists of two steps: - Written Dissertation (then selection) - Video Presentation prepared by the finalists (then final selection and Award Ceremony). And, since last year again, two Satellite Special Prize have been added to the main one: the first awards the youngest best scoring competitor; the second awards the best scoring candidate coming from a Low Middle Income Country. Deadline for applications and dissertations is August 20, 2021. More details at https://www.fondoelenamoroni.org/en/the-prize/ -- Lidia Sacchetto, PhD Fondo Elena Moroni Vice-President Torino, Italy

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Compound Risk: Climate, Disaster, Finance, Pandemic - CALL FOR PARTICIPATION Venice 23/24 September 2021
by Monica Billio 24 Jul '21

24 Jul '21

20th INTERNATIONAL CONFERENCE CREDIT 2021 *Compound Risk: Climate, Disaster, Finance, Pandemic * Venice, Italy 23 –24 September 2021 *****COVID-19 update: the CREDIT 2021 Conference is both onsite and online but we are ready to move the conference remotely, if necessary***** *GRETA Associati* (Venice, Italy), *Cattolica Assicurazioni* (Verona, Italy), *European Datawarehouse *(Frankfurt, Germany), *European Investment Bank* (Luxembourg), *European Investment Fund* (Luxembourg), and *Intesa Sanpaolo *(Milan, Italy) are co-sponsors of a Conference to be held in Venice on September 23-24, 2021. The Conference CREDIT 2021 will bring together academics, practitioners and PhD students working in various areas of financial and credit risk with the aim to create a unique opportunity for participants to discuss research progress and policy and industry-relevant insights as well as directions for future research. CREDIT 2021 is the *twentieth *in a series of events dedicated to various aspects of credit risk and organised under the auspices of the *Department of Economics* and *VERA – Venice centre in Economic and Risk Analytics for public policies - of the Ca' Foscari University of Venice*, *ABI - Italian Banking Association*, *AIAF - Associazione Italiana per l'Analisi Finanziaria *and the *Joint Research Center, European Commission* (Ispra, Italy). /The theme of this year’s conference is the relation between financial risk on the one hand and pandemic, climate and disaster risk, on the other hand, with particular attention to the possible compounding of different sources of risk. / /The past year, 2020, has been marked by the still-ongoing COVID-19 pandemic crisis, which has shown how fragile our economic systems can be when confronted with shocks that threaten public health and the closeness of the connections between economic and financial risks and public policy. / /Climate change is now widely recognized as a new source of financial risk which is relevant both at the level of households and individual institutions and the systemic level. In particular, the many central banks and financial institutions that have joined the Network for Greening the Financial System (NGFS) have issued recommendations on how to integrate climate considerations into risk management strategies and practices./ ///However, risks such as pandemics and climate change do not occur in isolation but can also compound, as has already been seen in several countries. The compounding of risk, which is currently poorly understood, increases the complexity of risk assessment and risk management, and it has implications for socio-economic development, as well as for public debt sustainability./ /In the EU, these aspects have major implications for efforts to increase the resilience of the economy to future shocks and to “build back better”, and requires the alignment of COVID-19 recovery policies, such as those supported by the NextGenerationEU, and the EU Green Deal and the Paris Agreement targets. / / / / / The SCIENTIFIC COMMITTEE for the Conference consists of: • * Stefano Battiston *(Ca’ Foscari University of Venice & University of Zurich, Programme Chair) • * Monica Billio *(Ca’ Foscari University of Venice & GRETA) • * Francesca Campolongo *(Joint Research Center, European Commission) • *Vittoria Colizza* (INSERM, France) • * Helmut Kraemer-Eis* (European Investment Fund) • * Jan Pieter Krahnen* (Leibniz Institute for Financial Research SAFE & Goethe University, Frankfurt) • *Irene Monasterolo *(Vienna University of Economics and Business) • *Steven Ongena* (University of Zurich, Swiss Finance Institute, KU Leuven & CEPR) • *Roberto Rigobon* (MIT Sloan School of Management) • *Stephen Schaefer* (London Business School) PROGRAMME *Thursday, September 23 2021* *08.30 **Registration*_* *_ *09.00 Welcome and Opening Remarks*_* *_*09.15 Session I: Pandemics and Macro-financial Impacts * • *Keynote talk*: /TBA - /*Vittoria Colizza*, French National Institute for Health and Medical Research, Paris • /Learning about Unprecedented Events: Agent-Based Modelling and the Stock Market Impact of COVID-19 - /*Roberto Savona*, University of Brescia (join with Davide Bazzana and Michele Colturato) • /Credit Demand and Financial Constraints in Non-Financial Recessions: Evidence from the COVID-19 Pandemic - /*Tor Jacobson*, Sveriges Riksbank, Stockholm (join with Niklas Amberg) *11.00 Coffee break*_* *_*11.30 Session II: Regulatory Requirement and Long Run Risks * • /Credit Allocation and Macroeconomic Fluctuations - /*Karsten Müller*, Princeton University (join with Emil Verner) • /Climate Change Regulatory Risks and Bank Lending - /*Eleonora Sfrappini*,IWH - Halle Institute for Economic Research (join with Isabella Mueller) • /Required Capital for Long Run Risks - /*Alain Monfort*, CREST (join with Christian Gouriéroux and Jean-Paul Renne) *13.00 Lunch** * *14.30 Session III: ESG (EIBURS Project ESG-Credit.eu)* *• Keynote talk: */Silencing the Noise: ESG Confusion and Stock Returns//- /*Roberto Rigobon*, MIT Sloan School of Management • /The Salience of ESG Ratings: Evidence from Possible Investor Confusion - /*Loriana Pelizzon*, Leibniz Institute for Financial Research SAFE, Goethe University Frankfurt, Ca' Foscari University of Venice & CEPR (join with Aleksandra Rzeznik and Kathleen Weiss Hanley) • /Green Sentiment, Stock Returns, and Corporate Behavior - /*Stefano Ramelli*, University of Zurich (join with Marie Brìere) *16.15 Coffee break and POSTER SESSION** * *16.45 Session IV: Compounding Risks (World Bank joint project)* • /TBA - /*Nicola Ann Ranger*, World Bank & Oxford University • /Assessing the Macrofinancial Impacts of Compouding COVID-19 and Climate Risks - /*Irene Monasterolo*, Vienna University of Economics and Business & Boston University *Social dinner * *Friday, September 24, 2021* * 09.15 Session V: Finance and Climate Change * • *Keynote talk:* /Climate Financial Risk: Portfolios and Stress Tests - /*Robert F. Engle*,New York University • /Accounting for Finance is Key for Climate Mitigation Pathways - /*Stefano Battiston*, Ca’ Foscari University of Venice & University of Zurich (join with Irene Monasterolo, Keywan Riahi and Bas J. van Ruijven) • /When Do investors Go Green? Evidence from a Time-varying Asset-pricing Model - /*Lucia Alessi*, European Commission, Joint Research Centre & Università degli Studi di Milano-Bicocca (join with Elisa Ossola and Roberto Panzica) *11.00 Coffee break 11.30 PANEL Session 13.00 Lunch 14.30 Session VII: Disaster Risk * • /Impacts of Extreme Weather Events on Mortgage Risks and Their Evolution under Climate Change: the Case of Florida - /*Luca Zanin*,Prometeia, Bologna (join with Raffaella Calabrese, Timothy Dombrowski, Antoine Mandel and R. Kelley Pace) • /Housing and Mortgage Markets with Climate-Change Risk: Evidence from Wildfires in California//- /*Richard Stanton*, Haas School of Business, U.C. Berkeley (join with Paulo Issler, Carles Vergara-Alert and Michela Rancan) • /Floods and Firms: Vulnerabilities and Resilience to Natural Disasters in Europe//- /*Gábor Kátay*, European Commission (join with Serena Fatica and Michela Rancan) *16.00 Coffee break and POSTER SESSION 17.00 Session VIII: Investment Funds and Sustainability * • /Sustainability or Performance? Ratings and Fund Managers’ Incentives//- /*Nickolay Gantchev*, University of Warwick, CEPR, & ECGI (join with Mariassunta Giannetti and Rachel Li) • /Measuring the Lifecycle Relative Carbon Footprint and Carbon Intensity of European Sustainable Investment Funds by Means of Environmentally Extended Input-Output Models//- /*Ioana-Stefania Popescu*, Luxembourg Institute of Science and Technology & University of Luxembourg (join with Thomas Gibon, Claudia Hitaj, Mirco Rubin and Enrico Benetto) * 18.00 Closing Remarks and End of the Conference*** *REGISTRATION* To register for the Conference you are requested to complete the registration form that is available on our website (https://www.greta.it/index.php/it/credit-2021 <https://www.greta.it/index.php/it/credit-2021>). Registration fees are: PhD Students*: 75 Euro + VAT Onsite participation**: 200 Euro + VAT Online participation***: 200 Euro + VAT *VAT is currently 22% * * Students will have to provide valid proof of their student status. ** Seats are limited in compliance with the new regulations to contain the spread of COVID-19. The onsite registration fees cover admission to all scientific sessions, lunches, and coffee service during the Conference. The onsite registration fees do not fully cover the conference dinner on *September 23**^rd , 2021*, for which there is an extra charge of 90.00 Euro per person (conference attendees as well as accompanying persons). The online registration fees cover access to the platform on September 23^rd and 24^th , interactivity with authors and other participants. More detailed information soon available on the Conference website: https://www.greta.it/index.php/it/credit-2021 <https://www.greta.it/index.php/it/credit-2021>

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postdoc position at Lund University
by Carina Geldhauser 23 Jul '21

23 Jul '21

Lund University Mathematikcentrum is looking for a postdoctoral researcher to join the fluid dynamics group. The group currently consists of G. Brüll <https://gabrielebruell.wordpress.com/>, C. Geldhauser <https://cgeldhauser.de/>, S. Pasquali <https://sites.google.com/view/spasquali/home>, E. Wahlen <https://www.maths.lu.se/staff/erik-wahlen/> and J. Weber, conducting research in nonlinear dispersive equations, point vortices, and 3D water waves with vorticity. We offer an active research environment and opportunities for career development in our young, dynamic and diverse group of scholars. The researcher should contribute to the third-party funded project "Stochastic Models of Turbulence" of C. Geldhauser and potentially other research projects, e.g. the ERC project 3DWATERWAVES <https://www.maths.lu.se/staff/erik-wahlen/research/mathematical-aspects-of-…> of E. Wahlen. If the applicant wishes, some teaching may also be included in the work duties. To contribute to above projects, it would be desirable that the candidate has experience in *fluid dynamics / nonlinear PDEs, fractional heat kernel estimates, statistical physics or stochastic analysis*. The position is primarily thought a full-time employment of 1-2 years, but deviations and part-time employments are possible. The period of employment depends on the preferences of the applicant and governmental regulations, which have several parameters, such as the date of the PhD, parental care/sick leave times. Interested individuals are invited to fill in this form <https://forms.gle/HY7UMTnQi2JKnSX99> and send the following documents as 1 pdf file to carina.geldhauser(a)math.lth.se. * CV * a link to your professional homepage or equivalent (e.g. MathSciNet or arxiv author link, EWM profile) * list of publications with links to the arxiv preprints or other openly available versions of the papers * a brief description (max 1/2 page) of your mathematical background, your interests and where you see yourself 3 years from now. A first screening of applications will take place in Mid-August.

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Call for papers - AMASES parallel session: Networks, Big Data, and Artificial Intelligence in Economics, Finance, and Social Sciences
by Piero MAZZARISI 22 Jul '21

22 Jul '21

Dear Colleagues, a parallel session within the AMASES Annual Conference (https://www.amases.org/annual-conference-2021-home/ <https://www.amases.org/annual-conference-2021-home/>) entitled "Networks, Big Data, and Artificial Intelligence in Economics, Finance, and Social Sciences" will take place on September 15, 2021 in virtual mode using the Zoom platform. The session focuses on the emerging multidisciplinary study of the interconnections in finance and social science, which brings with it the necessity to deal with the growing amount of data available. A special emphasis is given to the latest advances in artificial intelligence and machine learning, which are expected to have a disruptive impact in economic, financial, and social data modeling. The stream intends to foster the dialogue between academics, regulators, and practitioners. Theoretical and empirical papers are welcome. Topics include but are not limited to: - contagion in social, economic, and financial networks - network modeling of financial time-series - big data approach to financial, economic, and social modeling - artificial intelligence and machine learning in social, economic, and financial systems It is a great pleasure to invite you to submit an extended abstract. The deadline for submission is August 31st, 2021. The abstract submission Web page for AMASES 2021 is: https://easychair.org/conferences/?conf=amases2021 <https://easychair.org/conferences/?conf=amases2021> As specified in the guidelines for abstract submission of the AMASES conference (please see https://www.amases.org/annual-conference-2021-abstract/ <https://www.amases.org/annual-conference-2021-abstract/>), the title of the session and the name of the organizers have to be provided at the end of the abstract itself. Moreover, please also send a pdf copy of the abstract to the organizers of this parallel session (see below for the email address). Please refer to the official web page of the conference for further details on the submission. Important dates: August 31, 2021: deadline for abstract submission September 6, 2021: notification of acceptance September 15, 2021: parallel session For information, please contact: Fabrizio Lillo (fabrizio.lillo(a)unibo.it <mailto:fabrizio.lillo@unibo.it>) Michele Tumminello (michele.tumminello(a)unipa.it <mailto:michele.tumminello@unipa.it>) Piero Mazzarisi (piero.mazzarisi(a)sns.it <mailto:piero.mazzarisi@sns.it>) Best regards, Fabrizio Lillo, Michele Tumminello, and Piero Mazzarisi

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MSP 2021
by Pietro Rigo 22 Jul '21

22 Jul '21

Dear all, we are pleased to inform you that the web conference The Mathematics of Subjective Probability will be held on 1, 2 and 3 september. Here attached you can find the detailed program of the conference. Attendance is of course free and unrestricted and the details on how to connect on-line will be published shortly on the conference website https://www.msp2021.campus.unimib.it/home Gianluca Cassese, Pietro Rigo, Barbara Vantaggi

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Tenure track position/Complex Systems/Finland
by Juho Kanniainen (TAU) 20 Jul '21

20 Jul '21

Hi all, The application period of Complex Systems tenure track positions was extended till the 2/August/2021 because of the technical break of the application system. If you have already applied the position, you can modify your application until that day. More information below and here: https://tuni.rekrytointi.com/paikat/?o=A_RJ&jgid=1&jid=1064 Best regards, Juho Kanniainen From: "Juho Kanniainen (TAU)" <juho.kanniainen(a)tuni.fi> Date: Sunday 13. June 2021 at 20.47 To: "random(a)fields.dm.unipi.it" <random(a)fields.dm.unipi.it> Subject: Tenure track position/Complex Systems/Finland/DL 23.6.2021 Hi, Tampere University (Finland) has an open tenure position in Complex Systems in Tampere (Dept of Computing Sciences): https://tuni.rekrytointi.com/paikat/?o=A_RJ&jgid=1&jid=1064 We are looking for a computationally orientated candidate with expertise at least in one of the complex systems topics, especially in complex adaptive systems or complex networks. Candidate’s research can be exploratory and data-driven and/or model-based with various application areas, such as social sciences, computer science, economics, health, biology, or climate research. Applicants are encouraged to pursue an ambitious yet realistic research plan, emphasizing methodological, applied, and multidisciplinary aspects of their research. If you find this position interesting, don’t hesitate to apply for it! You may also share information on this position to potential candidates. Kind regards, Juho Kanniainen -- Juho Kanniainen Professor, PhD Tampere University Computing Sciences/Statistical Data Analytics Group for Financial Computing and Data Analytics<https://www.tuni.fi/en/research/financial-computing-and-data-analytics> Mobile: +358 40 707 4532 E-mail: juho.kanniainen(a)tuni.fi<mailto:juho.kanniainen@tuni.fi> www.sites.google.com/site/juhokanniainen<http://www.sites.google.com/site/juhokanniainen> Coordinator of BigDataFinance EU Program www.bigdatafinance.eu<http://www.bigdatafinance.eu>

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Posto ricercatore probabilità
by ASCI CLAUDIO 14 Jul '21

14 Jul '21

Cari colleghi, dal Dipartimento di Matematica e Geoscienze dell'Università di Trieste, verrà richiesto a breve un posto di ricercatore in MAT/06 (rtdA oppure rtdB); c'è qualcuno potenzialmente interessato? Saluti. Claudio Asci

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Research grant on metaheuristics and ML for financial trading at the Ca' Foscari University of Venice
by Marco Corazza 13 Jul '21

13 Jul '21

Dear All: - The Department of Economics of the Ca 'Foscari University of Venice has announced a public selection for a one-year research grant entitled "*Combining optimization metaheuristics and artificial intelligence to design quasi-real-time trading strategies*"; - Application deadline: 23 July 2021, 12:00 (Italian time); - Call can be downloaded from the page *https://www.unive.it/data/17967/ <https://www.unive.it/data/17967/>*; - The main objective of the project is to develop and implement a decision-making system for financial trading combining metaheuristics for optimization with Machine Learning and Deep Learning techniques. Best regards, Marco Corazza -- 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 -- <<[S]e siamo in grado di replicare un derivato, siamo anche in grado di determinare il suo valore relativo.>> M. Rubinstein (1999): "Derivati. Futures, opzioni e strategie dinamiche". Il Sole 24 Ore [pag. 72].

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Corso "Trasferimento delle Tecnologie Matematiche per l'Innovazione"
by Maurizio Ceseri 12 Jul '21

12 Jul '21

A tutti gli interessati ricordiamo che il *23 Luglio 2021* scadono i termini per presentare le domande di partecipazione alla terza edizione del corso in "Trasferimento delle Tecnologie Matematiche per l’Innovazione" organizzato dallo Sportello Matematico per l'Innovazione e le Imprese <http://www.sportellomatematico.it/>. Il corso si svolgerà in modalità online durante il periodo *da lunedì 6 Settembre a venerdì 17 Settembre 2021*. Il corso è rivolto principalmente a neolaureati in *Scienze Matematiche* e *F**isiche*,* Ingegneria*,* Economia*,* Informatica* e *Statistica*, con l’ *obiettivo* di formare la figura professionale dell’*Esperto in Trasferimento delle Scienze e Tecnologie Matematiche per l’Innovazione* (in breve: Traduttore Tecnologico). Tale figura nasce per facilitare la comunicazione e promuovere collaborazioni tra imprese e centri di ricerca. Grazie alla sua formazione interdisciplinare, il *Traduttore Tecnologico* può dialogare sia con imprese che con Centri di Ricerca specializzati in Tecnologie Matematiche. Facilita l'incontro tra i bisogni tecnologici delle PMI e le competenze nelle Scienze e Tecnologie Matematiche disponibili nel sistema della ricerca pubblica e privata. Promuove un numero crescente di collaborazioni per apportare benefici tangibili alle imprese. *Modalità di presentazione** delle domande* Per procedere con la domanda di partecipazione, è sufficiente compilare il form online a questo link <https://www.sportellomatematico.it/SMII/limesurvey/index.php/729819?lang=it> entro il *23 Luglio 2021*, allegando un proprio CV aggiornato ed una lettera motivazionale di autopresentazione. Per informazioni: www.corsotraduttoretecnologico.it Grazie in anticipo per la collaborazione, Il Team dello Sportello Matematico *CONTENUTI DEL CORSO* *Tecnologie Matematiche:* cosa sono, come vengono applicate nelle imprese, tendenze del mercato della Ricerca e Innovazione, Prototipazione Virtuale e Digital Twinning. *Trasferimento Tecnologico:* contesto italiano ed internazionale, settori industriali, esperienze di successo e strategie di comunicazione. *Gestione dell'Innovazione:* concetti, fonti, forme, modelli ed ecosistemi dell'innovazione, Open Innovation e rapporto con la Proprietà Intellettuale *Sistemi di Supporto alle Decisioni e Ricerca Operativa:* abilitare il potenziale delle Tecnologie Matematiche nel Management. *Attori e Strutture Organizzative:* Best practices, il ruolo dello Sportello Matematico in Italia ed in Europa. *SBOCCHI E OPPORTUNITÀ PROFESSIONALI* Area *Ricerca e Innovazione* presso imprese manifatturiere e di servizi *Trasferimento Tecnologico* e *Valorizzazione della Ricerca* presso Università e Centri di Ricerca Partecipazione a *Progetti Europei* su Tecnologie Matematiche per l’Innovazione Maurizio Ceseri Sportello Matematico per l'Industria Italiana Istituto per le Applicazioni del Calcolo (IAC-CNR) via dei Taurini 19, 00185 Roma (Italy) Tel: (+39) 0649937369 Website: sportellomatematico.it

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Fwd: Postdoc Position
by Marco Romito 12 Jul '21

12 Jul '21

ricevo e inoltro m. -------- Forwarded Message -------- Subject: Postdoc Position Date: Mon, 12 Jul 2021 12:04:38 +0100 From: Xue-Mei Li <xuemei.hairer(a)googlemail.com> To: Xue-Mei Li <xuemei.hairer(a)googlemail.com> Dear friends and colleagues, We will soon advertise at jobs.ac.uk <http://jobs.ac.uk> a three year postdoctoral position, in the department of mathematics, at Imperial college London, to work with me on a project on `Multi-Scale Stochastic Dynamics with Fractional Noise'. The earliest starting date is September and no later than first of January 2022, details to follow. Potential candidates are welcome to contact me directly. For articles related to the project please check my homepage: https://www.imperial.ac.uk/people/xue-mei.li http://www.xuemei.org With best wishes and many thanks. Xue-Mei Professor Xue-Mei Li Imperial College London

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PhD position in Mathematical Finance and Actuarial Mathematics at Bielefeld University
by Ferrari, Giorgio 09 Jul '21

09 Jul '21

Dear All, I forward the following announcement regarding a PhD position in Mathematical Finance and Actuarial Mathematics at Bielefeld University. Best wishes, Giorgio Ferrari %%%%%%%%%%%%%%%%%% The Faculty of Business Administration and Economics / Center for Mathematical Economics (IMW) is looking for a Ph.D. candidate in the areas Mathematical Finance and Actuarial Mathematics. The successful applicant is expected to participate in teaching activities and in the Collaborative Research Center 1283 "Taming Uncertainty". The employment is designed to encourage further academic qualification (enrollment and active participation in the Bielefeld Graduate School of Economics and Management is required for this position). Further information can be found at https://uni-bielefeld.hr4you.org/job/view/645/research-position-doctoral?pa… We are looking forward to receiving your application. For full consideration, your application should be received via either email (a single PDF document is required) sent to imw(a)uni-bielefeld.de or post (see postal address). Please mark your application with the identification code: Wiss21735. Please note that the possibility of privacy breaches and unauthorized access by third parties cannot be excluded when communicating via unencrypted e-mail. *application deadline: 29.07.2021* Contact: Juniorprof. Dr. Max Nendel +49 521 106-4917 max.nendel(a)uni-bielefeld.de Postal Address: Universität Bielefeld IMW Bettina Buiwitt-Robson Postfach 10 01 31 Bielefeld University has received a number of awards for its achievements as an equal-opportunity employer and has been recognized as a family-friendly university. The university welcomes applications from women. This is particularly true with regard both to academic and technical posts as well as positions in information technology as well as the skilled crafts and trades. Applications are handled according to the provisions of the state statutes on equal opportunity. Applications from suitably qualified handicapped and severely handicapped persons are explicitly encouraged. At Bielefeld University on request positions can be carried out with reduced working hours as long as this does not conflict with official needs.

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(PMS)^2 online talk: Dario Trevisan
by Mario Maurelli 07 Jul '21

07 Jul '21

Dear colleagues, we are happy to announce the following online talk: Speaker: *Dario Trevisan* (Università di Pisa) Title: *On Minimal Spanning Trees for Random Euclidean Bipartite Graphs* Abstract: The minimum spanning tree (MST) problem is a combinatorial optimization problem with many applications, well beyond its historical introduction for network design. The study of its random instances on Euclidean models, e.g., on complete graphs obtained by sampling i.i.d. uniform points on a d-dimensional cube, is classical, with many limit results as the number of the points grows. In this talk, I will present two new results for its bipartite counterpart, i.e., with an additional colouring (red/blue) of the points and allowing connections only between different colours. First, we prove that the maximum vertex degree of the MST grows logarithmically, in contrast with the non-bipartite case, where a uniform bound holds, depending on d only -- a fact crucially used in many classical results. Despite this difference, we then argue that the cost of the MST, suitably normalized, converge a.s. to a limiting constant that can be represented as a series of integrals, thus extending a result of Avram and Bertsimas to the bipartite case and confirming a conjecture by Riva, Malatesta and Caracciolo. Joint work with M. Correddu, Università di Pisa. Date and time: *Monday July 12, 17:30-18:30 (Rome time zone)* *Zoom link:* https://us02web.zoom.us/j/5772228296 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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Assistant (PostDoc) Position, TU Graz
by Daniela Bertacchi 07 Jul '21

07 Jul '21

Ricevo ed inoltro __________________________________________________ Open Assistant position (PostDoc) for 1 year Graz University of Technology, Austria Institute of Discrete Mathematics Working Groups Structure Theory and Stochastics & Noncommutative Structures (Wolfgang Woess & Franz Lehner) Scheduled to start on September 15, 2021. Requirements: PhD in Mathematics or Technical Mathematics, awarded before the beginning of the engagement. Desired qualifications: scientific interest in the fields of Stochastic Processes (random walks), Graph Theory, Geometric Group Theory and Noncommutative Probability, possibly combining those topics. Readiness to collaborate in research projects in these areas. Workload 40 hours/week. Collaboration in the teaching and examination activities of the institute is required, in particular for Mathematics in the Engineering sciences, in German (!). Application deadline: August 4, 2021. For details + how to apply, see https://www.math.tugraz.at/~woess/position Wolfgang Woess Institut fuer Diskrete Mathematik, Technische Universitaet Graz, Steyrergasse 30, A-8010 Graz, Austria email: woess(a)TUGraz.at http://www.math.TUGraz.at/~woess <http://www.math.tugraz.at/~woess>

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Research Technician at BCAM (Bilbao, ES) on Wildfire Propagation Modelling
by Gianni Pagnini 07 Jul '21

07 Jul '21

Dear colleagues, I would like to inform you about a 1-year position as Research Technician at BCAM, Bilbao. The position is intended as research training period for graduated student before to start a PhD program. The research is focused on physical and mathematical modelling of wildfire propagation. The application form and details on the requested profile are available at the link: http://www.bcamath.org/en/research/job/ic2021-07-research-technician-in-sta… <http://www.bcamath.org/en/research/job/ic2021-07-research-technician-in-sta…> Unfortunately, because of administrative issues, the deadline is very close on the 21st of July 2021 at 14:00 CET. For any questions, please get in contact with me at: gpagnini(a)bcamath.org <mailto:gpagnini@bcamath.org> Feel free to share the announcement with any possible candidate. Thank you very much. Regards, Gianni — 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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Seminar announcement July Thursday 8 - Metastability for the dilute Curie-Weiss model with Glauber dynamics (prof. Elena Pulvirenti)
by Gianmarco Bet 07 Jul '21

07 Jul '21

Dear colleagues, On July Thursday 8 at 14:00, prof. Elena Pulvirenti (TU Delft) will give a virtual seminar “in Florence”, to which you are all invited. You can find title and abstract below. Title: Metastability for the dilute Curie-Weiss model with Glauber dynamics Abstract: We analyse the metastable behaviour of the dilute Curie–Weiss model subject to a Glauber dynamics. The model is a random version of a mean-field Ising model, where the coupling coefficients are replaced by i.i.d. random coefficients, e.g. Bernoulli random variables with fixed parameter p. This model can be also viewed as an Ising model on the Erdos–Renyi random graph with edge probability p. The system is a Markov chain where spins flip according to a Metropolis dynamics at inverse temperature \beta. We compute the average time the system takes to reach the stable phase when it starts from a certain probability distribution on the metastable state (called the last-exit biased distribution), in the regime where the system size goes to infinity, the inverse temperature is larger than 1 and the magnetic field is positive and small enough. We obtain asymptotic bounds on the probability of the event that the mean metastable hitting time is approximated by that of the Curie–Weiss model. The proof uses the potential theoretic approach to metastability and concentration of measure inequalities. This is a joint collaboration with Anton Bovier (Bonn) and Saeda Marello (Bonn). The seminar will be on Zoom. You can find the information to join below. Time: Jul 8, 2021 02:00 PM Rome Join Zoom Meeting https://us02web.zoom.us/j/86877056843?pwd=VnRCYktqZUV2M05GTDMwdWRhQ2VBdz09 Meeting ID: 868 7705 6843 Passcode: 909528 If you know of someone who might be interested and is not subscribed to the random mailing list, please do not hesitate to forward this announcement to them. Kind regards, Gianmarco ---------------------------------------------------------------------- Gianmarco Bet (he/him) Junior researcher https://gianmarco.bet Phone: (+39) 055 2751491 Department of Mathematics and Informatics "U. Dini" University of Florence Viale Morgagni, 65 50134 Firenze, Italy Office 64 ----------------------------------------------------------------------

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Job announcement @ European Commission - Joint research Centre Ispra (IT). Deadline 28-Jul-2021.
by IACUS Stefano 07 Jul '21

07 Jul '21

Dear Colleagues, please forward this job announcement to potential candidates. We are looking for a data scientist and forecasting expert to join our team on "data innovation for migration and demography". This is a 3+3 contract at the European Commission - Joint Research Centre, Ispra (IT), with highly competitive salary. If you want to make the difference and impact the policy making cycle, apply by 28-Jul-2021 (Job# 2021-IPR-E6-FGIV-017868) here: https://lnkd.in/dWu5hBE The successful candidate, as a member of a team of researchers and analysts, will be requested to: * Contribute to early warning, situational awareness and forecast of migration patterns using traditional and innovative data sources as well as big data * Contribute to the research activity on innovative data for migration, by collecting and analysing these data but also working on the related methodological challenges of integrating these data with official statistics; * Collaborate with academic institutions and networks, Eurostat and other statistical offices, international organisations and data producers. The ideal candidate shall have: * A Ph.D. (doctoral degree) in data science, computer science, statistics or a related quantitative analysis discipline, or a minimum of five years professional experience after university studies, with a focus on data for policy; * Experience in the domain of migration and/or mobility; * Hands-on experience with data analytics, scientific programming tools (R and Python), large volumes of unstructured data, modelling and capability to transform data into information by extracting relevant insights, trends and patterns; * Experience in machine learning and forecasting methods. * Demonstrated experience in working with policy makers will be an asset; * Flexibility, openness and collaborative attitude is required; * Ability to work both autonomously and in team, result orientation, resilience to work under pressure; * Capacity to communicate well and represent the Unit in EU policy-related events. Looking forward to receive your application ! Stefano M. Iacus Project Officer [1571651612864] European Commission Joint Research Centre Demography, Migration and Governance Office: 26B 00/40 Via Enrico Fermi 2749 I-21027 Ispra / Italy Tel +39 0332 78.6088 Fax +39 0332 78.9045 [1571651625394] DISCLAIMER: The views expressed are purely those of the writer and may not in any circumstances be regarded as stating an official position of the European Commission.

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Fwd: PhD/Postdoc position in Interacting Particle Systems, Augsburg
by Faggionato, Alessandra 05 Jul '21

05 Jul '21

Ricevo ed inoltro con piacere. Saluti Alessandra ---------- Forwarded message --------- Da: Stefan Grosskinsky <s.w.grosskinsky(a)tudelft.nl> Date: lun 5 lug 2021 alle ore 11:35 Subject: PhD/Postdoc position in Interacting Particle Systems, Augsburg To: <Stefan.Grosskinsky(a)math.uni-augsburg.de> Dear colleagues, I am advertising a PhD or PostDoc position at Augsburg, Germany, to start in October this year. It would be great if you can forward the announcement below to suitable candidates. Please excuse if you have already received this via another channel. Thanks a lot and best wishes Stefan Grosskinsky We are inviting applications for a research associate position from October 1st, to support the new research group on Interacting Particle Systems of Stefan Grosskinsky at the University of Augsburg, Germany. For technical reasons the position is initially fixed for one year, but can be extended to 3 years. The position is suitable for PhD or Postdoc, and includes a modest amount of teaching. The official announcement in German can be found here: https://www.uni-augsburg.de/de/jobs-und-karriere/stellenangebote/2021/06/22… Possible research topics include: Phase transitions and large-scale dynamics in stochastic particle systems, condensation and aggregation phenomena, hydrodynamic scaling limits, metastability, rare event simulation; stochastic modelling of complex systems in economy, biology or physics; for more details see https://stefangrosskinsky.wordpress.com/ I am very happy to answer any questions, please get in touch preferably before the end of July. Stefan.Grosskinsky(a)math.uni-augsburg.de Please send applications as PDF, which should include a CV, relevant qualifications, research interests and contact details of two references. Best wishes Stefan Grosskinsky -- Dr Stefan Grosskinsky Associate Professor DIAM, TU Delftstefangrosskinsky.wordpress.com -- ************************************************* 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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Seminar by Prof. Giorgio Ferrari in Padova and via Zoom!
by Giorgia Callegaro 03 Jul '21

03 Jul '21

Dear all, it's a pleasure to announce the forthcoming seminar by Giorgio Ferrari, which will be held in room 2BC30 of the Mathematics Department (Torre Archimede) of the University of Padova and online, via Zoom, next week. Here are the details: * Date and time: 7 July, 14.30 pm * Title: Multidimensional singular control and related Skorokhod problem: sufficient conditions for the characterization of optimal controls * Abstract: Singular stochastic control problems naturally arise in applications and are intimately related to variational inequalities and free-boundary problems. A key difficulty in the analysis of singular stochastic control problems in multiple dimensions concerns the characterization of an optimal policy, being the latter typically related to the construction of a stochastic process with reflecting boundary conditions. In this talk we show how to construct the optimal control for a class of singular stochastic control problems as the unique solution to a related Skorokhod reflection problem. The considered optimization problems concern the minimization of a discounted cost functional over an infinite time-horizon through a process of bounded variation affecting an Itô-diffusion. The setting is multidimensional, the dynamics of the state and the costs are convex, the volatility matrix can be constant or linear in the state. We prove that the optimal control acts only when the underlying diffusion attempts to exit the so-called waiting region, and that the direction of this action is prescribed by the derivative of the value function. Our approach is based on the study of a suitable monotonicity property of the derivative of the value function through its interpretation as the value of an optimal stopping game. Such a monotonicity allows to construct nearly optimal policies which reflect the underlying diffusion at the boundary of approximating waiting regions. The limit of this approximation scheme then provides the desired characterization. Our result applies to a relevant class of linear-quadratic models, among others. Furthermore, it allows to construct the optimal control in degenerate and non degenerate settings considered in the literature, where this important aspect was only partially addressed. The talk is based on a joint work with Jodi Dianetti. * Zoom link: please visit the webpage https://www.math.unipd.it/news/multidimensional-singular-control-and-relate… 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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3 POSTDOCTORAL FELLOWSHIPS
by Tiziano De Angelis 02 Jul '21

02 Jul '21

Dear All, I am forwarding the announcement below, which may be of interest to young researchers in the applied probability community. Best wishes Tiziano *-------------------------3 POSTDOCTORAL FELLOWSHIPS IN MODELING AND ENGINEERING RISK AND COMPLEXITY (MERC) AVAILABLE AT THE SSM-SCHOOL FOR ADVANCED STUDIES OF THE UNIVERSITY OF NAPLES (Call no. MERC_021_01)* The call for applications for three postdoctoral fellowships in Modeling and Engineering Risk and Complexity iat the SSM-School for Advanced Studies of the University of Naples is now available at: http://www.ssm.unina.it/en/postdoctoral-fellowships-calls-and-procedures/ The research programme will focus on the development of new methodological approaches for the study, management and control of complex systems, the design and engineering of resilient systems and the analysis and management of risks (natural, anthropogenic, industrial and na-tech) and cascading effects. The programme focuses on the integrated description and management of phenomena affecting complex systems and the risks to which they are exposed, in different application domains, through the use of methods for mathematical, stochastic, computational and data-driven modelling. The programme should be characterised by a strongly multi- and inter-disciplinary approach, based on the theory of dynamical systems and control, the study of complex systems, infrastructures and networks, the theory of reliability for the modelling of uncertainty, the analysis and management of risks deriving from natural and anthropic phenomena on complex and interdependent systems and the study of their emerging properties and domino and cascade effects. The candidate's activity should lie in at least one of the following three multidisciplinary research areas (i) modelling, analysis and control of non-linear, uncertain, complex and multi-agent systems (ii) stochastic modelling and reliability theory (iii) Modelling and analysis of natural, Na-Tech, man-made and industrial hazards. The winners will carry out their research at the Scuola Superiore Meridionale of the Università degli Studi di Napoli Federico II in close collaboration with the research groups already involved in the activities of the PhD students active there. They will also be required to engage in the teaching and tutoring activities of the School, by either giving courses at PhD level or undergraduate level for the students of the School. Each fellowship is 1 year long (renewable up to 3 years) with a yearly gross salary of EUR 35,000. *Deadline for applications: 31st July 2021 at 2pm CET.* For any further information you can check the related PhD program website at http://www.ssm.unina.it/en/modeling-and-engineering-risk-eng-and-complexity… or contact us via email at merc(a)unina.it <https://mailto:merc@unina.it>

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