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Webinar MINWOO CHAE
by Pierpaolo De Blasi 19 Oct '20

19 Oct '20

WEBINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO <https://www.carloalberto.org/events/category/seminars/seminars-in-statistic…> Joint initiative with MIDAS COMPLEX MODELING RESEARCH NETWORK <http://midas.mat.uc.cl/network> Venerdi 23 Ottobre 2020, alle ore 12:00, si terrà il seguente webinar: ------------------------------------------------ Speaker: *Minwoo Chae*(Pohang University of Science and Technology, South Korea) Title: *Posterior asymptotics in Wasserstein metrics on the real line* Zoom link: https://us02web.zoom.us/j/88252069649?pwd=V2Z3b1UrZVVWNWZ4OXhydUtIakxpUT09 Meeting ID: 882 5206 9649 Passcode: 581405 Abstract: We use the class of Wasserstein metrics to study asymptotic properties of posterior distributions. The first goal is to provide sufficient conditions for posterior consistency. In addition to the well-known Kullback-Leibler condition on the prior, the true distribution and most probability measures in the support of the prior are required to possess moments up to an order which is determined by the order of the Wasserstein metric. We further investigate convergence rates of the posterior distributions for which we need stronger moment conditions. The required tail conditions are sharp in the sense that the posterior distribution may be inconsistent or contract slowly to the true distribution without these conditions. We apply the results to density estimation with a Dirichlet process mixture prior. ------------------------------------------------ Il webinar è organizzato dalla "de Castro" Statistics Initiative www.carloalberto.org/stats in collaborazione con il Collegio Carlo Alberto e rientra nel Complex Data Modeling Research Network midas.mat.uc.cl/network Cordiali saluti, Pierpaolo De Blasi --- University of Torino & Collegio Carlo Alberto carloalberto.org/pdeblasi <https://sites.google.com/a/carloalberto.org/pdeblasi/>

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Seminario online Larry Wasserman
by Marco Perone Pacifico 17 Oct '20

17 Oct '20

Segnalo il seguente seminario online: SPEAKER: Larry Wasserman, Carnegie Mellon University TITOLO: Estimating Background Distributions in Particle Physics<https://economiaefinanza.luiss.it/seminar/2020/09/02/estimating-background-…> DISCUSSANTS: Pierpaolo Brutti e Hugo Lavenant DATA: giovedì 22 ottobre, ore 17:00 Per accedere al seminario usare questo link <https://luiss.webex.com/luiss/j.php?MTID=mc7aeaa48fd8e2a105eb34f4522a91c48> ABSTRACT: To test for new events in particle colliders, one needs a good estimate of the background distribution, that is the null distribution. I'll discuss our work on estimating the background distribution for di-Higgs events. Our methods are based on classifiers and optimal transport.This is joint work with Tudor Manole, Patrick Bryant, Mickael Kuusela and John Alison. Prossimi seminari presso il Dipartimento di Economia e Finanza della Luiss: https://economiaefinanza.luiss.it/seminari/prossimi-seminari Marco Perone Pacifico Full Professor of Statistics Department of Economics and Finance LUISS University Viale Romania 32 00197 Roma, ITALY La presente e-mail proviene da Luiss Guido Carli e s'intende inviata per scopi lavorativi. Tutte le informazioni ivi contenute, compresi eventuali allegati, sono da ritenersi esclusivamente confidenziali e riservati secondo i termini del vigente D.Lgs. 196/2003 in materia di privacy e del Regolamento europeo 679/2016 - GDPR. È vietato qualsiasi ulteriore utilizzo non autorizzato. Qualora la stessa Le fosse pervenuta per errore, La preghiamo di eliminarla immediatamente e di darcene tempestiva comunicazione. Grazie. This e-mail message is sent by Luiss Guido Carli for business purposes. All informations contained therein, including any attachments, are for the sole use of the intended recipient and may contain confidential and privileged information pursuant to Legislative Decree 196/2003 and the European General Data Protection Regulation 679/2016 - GDPR -. Any unauthorized review, use, disclosure or distribution is prohibited. If you are not the intended recipient, please contact the sender by soon reply this e-mail and destroy all copies of the original message. Thanks

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Postdoc position in Florence
by Gianmarco Bet 15 Oct '20

15 Oct '20

Dear colleagues, I would like to draw your attention to a recently-opened postdoc position at the University of Florence to work with Francesca R. Nardi and me on various metastability and cut-off topics Of course, the precise research directions will depend on the interests of the postdoc. You can find all the relevant details (including a brief summary of the research topics) at the link https://titulus.unifi.it/albo/viewer?view=files%2F003617972-UNFICLE-fbd4028… <https://titulus.unifi.it/albo/viewer?view=files/003617972-UNFICLE-fbd40280-…>, including instructions on how to apply. Please note that the deadline for applying is quite soon on October 23. Holding a PhD degree (or being close to completion of one) is highly preferred. Previous research experience in the topics above is a plus, but certainly not required. Please feel free to forward this announcement to anyone who might be interested, and don’t hesitate to contact Francesca and me for further information. Kind regards, Gianmarco ---------------------------------------------------------------------- Gianmarco Bet 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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PhD course by Prof. S. Levendorskii in Padova (Zoom)
by Giorgia Callegaro 14 Oct '20

14 Oct '20

Dear all, it is a pleasure to announce the forthcoming PhD course "Fourier-Laplace transform and Wiener-Hopf factorization in Finance, Economics and Insurance" given by Prof. Sergei Levendorskii for PhD students in Padova, starting from next week, online via Zoom. Here is a tentative program: - Lecture 1. Lévy models - Lecture 2. Evaluation of probability distributions and pricing European options in Lévy models - Lecture 3. Simplified trapezoid rule, Fast Fourier Transform and its variations - Lecture 4. Conformal acceleration techniques - Lecture 5. Barrier options with discrete monitoring and Bermudan options. Calculations in the state space - Lecture 6. Barrier options with discrete monitoring and Bermudan options. Calculations in the dual space - Lecture 7. Wiener-Hopf factorization - Lecture 8. Contingent claims with continuous monitoring, boundary value problems and Wiener-Hopf factorization - Lecture 9. Options with continuous monitoring, cont-d - Lecture 10. Affine models - Lecture 11. American options with infinite time horizon - Lecture 12. American options with finite time horizon and here is the schedule (Italian time): 1) 19th October 16.30-18 2) 21st October 16.30-18 3) 23rd October 16.30-18 4) 26th October 16.30-18 5) 28th October 16.30-18 6) 30th October 16.30-18 If interested and to obtain the link Zoom and attend the lectures, please send an e-mail to (me!): gcallega(a)math.unipd.it Thanks and have a nice afternoon, 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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AStat - Announcement: Algebraic Statistics Milestones
by Fabio Rapallo 14 Oct '20

14 Oct '20

Buongiorno a tutti, segnaliamo (inoltrando il messaggio in calce) due importanti novita' nel campo della Statistica Algebrica: - l'introduzione del codice 62R01 per 'Statistica algebrica' nella 2020 MSC classification - il primo volume (numerato 11 in riconoscimento del passato della comunita' di Statistica Algebrica) della rivista Algebraic Statistics https://msp.org/astat/ Cordiali saluti Fabio Rapallo Eva Riccomagno Maria Piera Rogantin ============================ Dear friends, The year 2020 has been very trying for many members of our community, but we can't fail to acknowledge two very important milestones for the field of algebraic statistics: that the 2020 MSC classification now includes 62R01 for 'algebraic statistics', and that a new journal has been established! It is with great pleasure that we announce the availability of the first issue of “Algebraic Statistics (AStat)”: —> https://msp.org/astat <— DOI: 10.2140/astat.2020.11-1 The first volume---numbered 11 to honour the past work of this community---will consist of two issues with a total of 11 papers, 5 of which are available online now. The second issue is forthcoming soon. AStat will be free to read until the end of 2021; thereafter, it will be available through an MSP or Project Euclid subscription. All papers become freely available 5 years after publication. Our publisher, MSP, is a nonprofit corporation based in Berkeley, USA. We see AStat as a primary forum serving the broad community in a focused way. As an interdisciplinary endeavor, by definition, a concerted effort will be made for AStat to serve various constituents interested in and interacting with algebraic statistics. We invite the community to send their best work in algebraic statistics to be considered for publication here. This may include contributions which connect statistical theory, methodology, or application to the world of algebra, geometry, and combinatorics in ways that may not be labeled as traditional. Do enjoy reading the first issue, and we look forward to welcoming your contributions to AStat. On behalf of the entire editorial board, Sonja and Thomas Managing Editors of Algebraic Statistics --- Sent via EditFlow by Sonja Petrović <sonja.petrovic(a)iit.edu> ============================ -- Fabio Rapallo Dipartimento di Economia Universita' di Genova

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Bando di assegni di ricerca
by Massimo Campanino 14 Oct '20

14 Oct '20

https://bandi.unibo.it/ricerca/assegni-ricerca?id_bando=52894 [https://bandi.unibo.it/logo.png]<https://bandi.unibo.it/ricerca/assegni-ricerca?id_bando=52894> Assegni di ricerca<https://bandi.unibo.it/ricerca/assegni-ricerca?id_bando=52894> property= bandi.unibo.it

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R: R: Annuncio seminario Marta Sanz-Sole (fwd)
by Tiziano Vargiolu 13 Oct '20

13 Oct '20

---------- Forwarded message ---------- Date: Tue, 13 Oct 2020 09:57:12 +0000 From: michele giordano <g.michele(a)outlook.com> ------------------------- Dear all, This is an announcement of the: STAR Online Seminars. The seminar will be held on Friday 16. October from 11:00-12:00. You will recieve the link for the zoom room by registering for the seminar at the following link (https://nettskjema.no/a/159180) The lecture will last for 45 minutes + questions. This week's speaker is Marta Sanz-Sole from University of Barcelona, with the seminar: Stochastic wave equations with super-linear coefficients. Abstract: We consider a stochastic wave equation on $R^d , d \in {1, 2, 3}$, driven by a Gaussian noise in $(t, x)$, white in time. We assume that the free terms $b$ and $\sigma$ are such that, for $|x| \rightarrow \infty$, $|\sigma(x)| < \sigma_1 + \sigma_2|x| (\ln_+(|x|))^a , |b(x)| < \theta_1 + \theta_2|x| (\ln_+(|x|))^{\delta}$ , (1) where $\theta_2, \sigma_2 > 0, \delta , a > 0$, with $b$ dominating over $\sigma$. For any fixed time horizon $T > 0$ and with a suitable constraints on the parameters $a, \delta, \sigma_2$ and $\theta_2$, we prove existence of a random field solution to the equation and that this solution is unique, and bounded in time and in space a.s. The research is motivated by the article [R. Dalang, D. Khoshnevisan, T. Zhang, AoP, 2019] on a $1-d$ reaction-diffusion equation with coefficients satisfying conditions similar to (1). We see that the $L^\infty$- method used by these authors can be successfully implemented in the case of wave equations. This is joint work with A. Millet (U. Paris 1, Pantheon-Sorbonne). After the end of the seminar, you are invited to bring a cup of coffee or tea and have a chat in our ''Coffee in the Stars'' here you will have the chance to talk and interact with the other persons that attended the seminar, and have a digital "coffee break". We are looking forward to see you, online! Best regards, Michele Giordano Doctoral research fellow Department of Mathematics University of Oslo, Norway ------------------------------------------------------------------------- Register for the seminar: https://nettskjema.no/a/159180 Link for the seminar webpage: https://www.mn.uio.no/math/english/research/projects/storm/events/seminars/…

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Barcelona Mathematical Days 2020, 23-24 October
by Anna Paola Todino 13 Oct '20

13 Oct '20

Dear colleagues, I would like to announce the conference "Barcelona Mathematical Days 2020" which will take place in remote mode on October 23-24, 2020. - Registration is free but mandatory. - The deadline for registration is October 22. - The link is: https://bmd2020.espais.iec.cat/registration/ <https://bmd2020.espais.iec.cat/registration/> In particular there will be a probability session "Stochastic Analysis and Random Structures" organized by Eulàlia Nualart (UPF), Matthias Schulte (Heriot-Watt U) and Piotr Zwiernik (UPF). Best regards, Anna Paola Todino -- Anna Paola Todino Ruhr-University Bochum

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Junior researcher position in Statistics (Health Analytics) at Politecnico di Milano, Italy
by Laura Maria Sangalli 12 Oct '20

12 Oct '20

Please see the following announcement of a junior researcher (RTDa) position opening in the group of Applied Statistics at the Department of Mathematics, Politecnico di Milano. ————————————————————————————————————————— Dear colleagues, I would like to announce a *junior researcher* (RTDa) position opening in the group of Applied Statistics at the Department of Mathematics, Politecnico di Milano. Please kindly forward the following announcement to potential candidates. Best regards, Francesca Ieva ————————————————————————————————————————— *Junior Researcher position in Statistics * *Project title*: "Integration between study design and data analytics for generating credible evidence in the field of healthcare from heterogeneous sources of structured and unstructured data” ====================================================================== We are looking for a junior researcher (3 year contract, starting date is between Feb 2021 - March 2021) to join the research group of Applied Statistics working within the research plan between Politecnico and AstraZeneca. One key criticism of evidence-based medicine is that only a minority of patients benefits of even efficacious therapies, but all treated patients are exposed to the costs and potential harms of those therapies. As a result, the effect of any treatment is often uncertain in a specific patient. Personalized care and precision medicine are becoming the main perspectives for obtaining better health outcomes at sustainable costs. The activities will develop along these perspectives with particular focus towards integrating observational designs and big data analytics to obtain solid, reproducible evidence whose results are verifiable in terms of health and expenditure. To this end, the researcher will develop multiple lines of research on Health Analytics for monitoring the effect of innovative oncological drugs through Real World Data, in collaboration with highly qualified clinical research centers. The ideal candidate should have a background and skills in at least some of the following: - Data Science, Statistics, Health Economics, Applied Mathematics, Software/Mathematical Engineering. - Solid experience in the data management and data analysis with R, Python, Matlab or C++. - Working knowledge in at least one of the following topics: biostatistics, pharmacoepidemiology, applied statistics, health economics. The effort is of a collaborative nature so strong interpersonal and communication skills are required. Teaching for both statistics and medical programs will be required. Working language is Italian and English. **Deadline for applications** is *November 11th, 2020*. Information and details about procedure can be found at https://www.polimi.it/it/docenti-e-staff/bandi-e-concorsi/bandi-e-concorsi-… For any further information please send an e-mail to francesca.ieva(a)polimi.it<mailto:francesca.ieva@polimi.it>. ----------------------------------------------------------------------------------------------------------------------------------------------- —— Laura Maria Sangalli MOX - Dipartimento di Matematica Politecnico di Milano Piazza Leonardo da Vinci 32 20133 Milano - Italy tel: +39 02 2399 4554 fax: +39 02 2399 4568 email: laura.sangalli(a)polimi.it<mailto:laura.sangalli@polimi.it> url: http://mox.polimi.it/~sangalli

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Bruti Liberati Prize
by Daniele Marazzina 11 Oct '20

11 Oct '20

Con preghiera di diffusione The Bachelier Finance Society and the Department of Mathematics of the Politecnico di Milano, in cooperation with Springer, are proud to announce the 2020 Nicola Bruti Liberati Prize for the best doctoral thesis defended in 2019-2020 in all subjects of Mathematical Finance, such as, but not limited to: Derivative Pricing, Computational Finance, Econometrics and Statistical Methods applied to Finance, Risk Analysis, Portfolio Optimization, Probability Methods in Finance, and Numerical Methods in Finance. Applications must be sent no later than February 1, 2021. For details: https://www.qfinlab.polimi.it/bruti-liberati-prize/

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Pisa Online Seminars - Mauro Mariani and Marielle Simon (Tuesday, Oct. 13 at 14:00 and 15:00)
by Giacomo Filippo Di Gesu 09 Oct '20

09 Oct '20

Dear colleagues, I would like to announce the following online seminar organized by the Probability group of the University of Pisa. The talks will be accessible under the link Join Microsoft Teams Meeting<https://teams.microsoft.com/l/meetup-join/19%3a17115d7f6ef44c5e91974362906c…> <https://aka.ms/JoinTeamsMeeting> Best regards, Giacomo <https://aka.ms/JoinTeamsMeeting> Tuesday, Oct. 13, 14:00 Speaker: Mauro Mariani Title: Quasi-invariant measures for a model of evolutionary biology Abstract: I will discuss a class of random models for the genetic evolution of a population of individuals with asexual reproduction. Formally, this is a diffusion process on an infinite-dimensional simplex. subject to absorption. It has been largely investigated in the past, both numerically and analytically as a model for the Muller's ratchet. We prove the existence and uniqueness of quasi-invariant measures describing the long-time behavior of the genetic distribution of the population, conditioned to non-extinction. The seminar is mostly based on https://arxiv.org/abs/2007.14715 Tuesday, Oct. 13, 15:00 Speaker: Marielle Simon Title: Hydrodynamic limit for a facilitated exclusion process Abstract: In this talk we will be interested in a one-dimensional exclusion process subject to strong kinetic constraints, which belongs to the class of cooperative kinetically constrained lattice gases. More precisely, its stochastic short range interaction exhibits a continuous phase transition to an absorbing state at a critical value of the particle density. We will see that the macroscopic behavior of this microscopic dynamics, under periodic boundary conditions and diffusive time scaling, is ruled by a non-linear PDE belonging to free boundary problems (or Stefan problems). One of the ingredients is to show that the system typically reaches an ergodic component in subdiffusive time. Based on joint works with O. Blondel, C. Erignoux and M. Sasada

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Aggiornamento: il Seminario di Probabilita' di Roma Tre del 12-10-2020 (Thomas Finn) si terra' in modalita' Mista
by Alexandre Stauffer 09 Oct '20

09 Oct '20

SEMINARIO Probabilita' Thomas Finn (University of Bath) Titolo: Non-equilibrium multi-scale analysis and coexistence in competing first passage percolation Lunedi' 12 Ottobre 2020 ORE 14:00 Dipartimento di Matematica e Fisica Universita' degli Studi Roma Tre Largo San Leonardo Murialdo,1 - Pal.C - Aula 211 Abstract We consider a natural random growth process with competition on Z^d called first passage percolation in a hostile environment (FPPHE), in which two processes compete for the occupancy of sites. The first starts at the origin and spreads through the edges of Z^d at rate 1, while the second is initially dormant in seeds, which are distributed as a product of Bernoulli random variables of parameter p on Z^d, and grows from a seed at rate lambda>0 once either process attempts to occupy that seed. Depending on the value of p and lamba, the model observes a rich behaviour with multiple phase transitions. We prove that there is a coexistence phase in which both processes occupy a positive density of sites, which is a stark contrast to the behaviour of other competition models on Z^d. In studying FPPHE, we introduce a novel approach to multi-scale analysis that can be used to analyse processes with non-equilibrium dynamics. Indeed, FPPHE lacks both equilibrium dynamics and monotonicity (adding a seed could benefit the first process), preventing the use of a more standard multi-scale approach. In this talk, we outline our main results for FPPHE and provide an overview for how this new multi-scale approach can be applied. Il seminario si svolgera' in modalita' MISTA: IN PRESENZA: presso l'aula 211, palazzina C di Largo San Leonardo Murialdo 1. La capienza massima dell'aula e' di circa 10 persone; preghiamo chi intenda partecipare in presenza di scrivere un messaggio a astauffer(a)mat.uniroma3.it DA REMOTO: Per partecipare al seminario cliccare sul seguente link https://teams.microsoft.com/l/meetup-join/19%3ameeting_OTk4MzI5MzktY2EzNS00…

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Inaugural David G. Kendall Award: Call for Nominations
by Antonio DI CRESCENZO 07 Oct '20

07 Oct '20

---------- Forwarded message --------- Da: International Statistical Institute <info(a)isi-web.org> View online <https://mailings.isi-web.org/?nltr=NjY7NDg3ODtodHRwczovL21haWxpbmdzLmlzaS13…> Inaugural David G. Kendall Award: Call for nominations The award committee invites nominations for the Bernoulli Society-Royal Statistical Society David G Kendall Award for Young Researchers. The award is open to those who obtained their PhD after January 1st 2013 (with extensions for disruptions to the candidate’s work available at the committee’s discretion). This new prize for an excellent young researcher will be awarded every two years. The subject will alternate between probability and mathematical statistics. The inaugural award, to be made in Summer 2021, is dedicated to probability theory. The name of the prize honours David G Kendall, who was the first president of the Bernoulli Society and was awarded the RSS Guy Medal in Gold in 1981. The prize will be presented at either a Bernoulli Society conference (typically the Bernoulli-IMS World Congress or the ISI-WSC) or RSS conference (as specified by the applicant). The prize consists of a certificate and the award of €2,000 to cover the expenses of attendance at the conference. Nominations should be communicated to the award committee through grg(a)statslab.cam.ac.uk and be signed by two members of the BS or the RSS. They must include the name, affiliation, and brief curriculum vitae (including a list of publications) of the nominee, a statement of no more than 100 words summarizing the case for nomination, a list of the best 3 articles, and a review of no more than 2 pages of the nominee's research contributions. Award Committee - Geoffrey Grimmett (Cambridge University and Heilbronn Institute) - Saul Jacka (University of Warwick and Alan Turing Institute) - Gesine Reinert (Oxford University and Alan Turing Institute) - Ruth Williams (University of California, San Diego) *Deadline for nominations:* *Sunday 31 January 2021* More details <https://mailings.isi-web.org/?nltr=NjY7NDg3ODtodHRwOi8vd3d3LmJlcm5vdWxsaS1z…> on the prize. <https://mailings.isi-web.org/?nltr=NjY7NDg3ODtodHRwczovL21haWxpbmdzLmlzaS13…>

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Fwd: Open positions for PhD studies at the Faculty of Mathematics at Bielefeld University
by Marco Romito 06 Oct '20

06 Oct '20

-------- Forwarded Message -------- Subject: Open positions for PhD studies at the Faculty of Mathematics at Bielefeld University Date: Mon, 5 Oct 2020 12:59:06 +0200 From: Benjamin Gess <benjamin.gess(a)gmail.com> To: marco.romito(a)unipi.it Dear Marco, there are currently still some open positions for PhD studies at the Faculty of Mathematics at Bielefeld University. The positions (TV-L E13 75%) are funded by the German Research Foundation with a net income of approximately 2000 EUR per month. If you know of any prospective PhD students please feel free to pass on this information. Applications are accepted at any time from now on until all positions have been filled. The education and research program is carried out within the German–Korean International Research Training Group (IRTG) 2235. The IRTG concentrates on advanced techniques from Analysis including Geometric, Stochastic and Numerical Analysis together with latest developments in neighboring fields such as Mathematical Physics, Machine Learning and Probability Theory. Applications by female candidates are particularly welcome. More information can be found here: https://irtg.math.uni-bielefeld.de/doctoral_positions/open2020 Best wishes, Ben and Michael

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Seminario di Thomas Finn a Roma Tre il 12 ottobre alle 14:00
by Pietro Caputo 05 Oct '20

05 Oct '20

Title: Non-equilibrium multi-scale analysis and coexistence in competing first passage percolation Speaker: Thomas Finn (University of Bath) Lunedi' 12 Ottobre 2020 ORE 14:00 Dipartimento di Matematica e Fisica Università degli Studi Roma Tre Largo San Leonardo Murialdo,1 - Pal.C - Aula 211 Abstract We consider a natural random growth process with competition on Z^d called first passage percolation in a hostile environment (FPPHE), in which two processes compete for the occupancy of sites. The first starts at the origin and spreads through the edges of Z^d at rate 1, while the second is initially dormant in seeds, which are distributed as a product of Bernoulli random variables of parameter p on Z^d, and grows from a seed at rate lambda>0 once either process attempts to occupy that seed. Depending on the value of p and lamba, the model observes a rich behaviour with multiple phase transitions. We prove that there is a coexistence phase in which both processes occupy a positive density of sites, which is a stark contrast to the behaviour of other competition models on Z^d. In studying FPPHE, we introduce a novel approach to multi-scale analysis that can be used to analyse processes with non-equilibrium dynamics. Indeed, FPPHE lacks both equilibrium dynamics and monotonicity (adding a seed could benefit the first process), preventing the use of a more standard multi-scale approach. In this talk, we outline our main results for FPPHE and provide an overview for how this new multi-scale approach can be applied.

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Online seminar Krishna Dasaratha
by Marco Scarsini 02 Oct '20

02 Oct '20

Thursday 8 October, h 17:00 *Krishna Dasaratha**,* Harvard University Innovation and Strategic Network Formation <http://mailsender.luiss.it/lists/lt.php?id=cRpRCgAESAUAAQxOVgFdBQs> Discussants: Leonie Baumann and Eduard Talamàs Click here to access the Virtual Room <http://mailsender.luiss.it/lists/lt.php?id=cRpRCgYHSAUAAQxOVgFdBQs> The paper can be found here: https://arxiv.org/abs/1911.06872 Information about future seminars can be found here: https://economiaefinanza.luiss.it/seminari/prossimi-seminari ******************************************************* Marco Scarsini Dipartimento di Economia e Finanza Luiss Viale Romania 32 00197 Roma, ITALY URL: http://docenti.luiss.it/scarsini/

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Fwd: [owps] One World Probability Seminar Thursday October 1, 2020
by Francesco Caravenna 30 Sep '20

30 Sep '20

---------- Forwarded message --------- Da: Ivan Corwin <ivan.corwin(a)gmail.com> Date: mer 30 set 2020 alle ore 09:03 Subject: [owps] One World Probability Seminar Thursday October 1, 2020 To: <owps(a)lists.bath.ac.uk> One World Probability Seminar Thursday October 1, 2020: Tomorrow's speaker in the One World Probability Seminar is (Note: all times are in UTC) ------------------------------------------------ (14:00-15:00 UTC) Rongfeng Sun (National University of Singapore): Scaling limits of disorder relevant systems. Abstract: In this talk, I will give an overview of continuum and weak disorder scaling limits of statistical mechanics systems which are disorder relevant, that is, disorder perturbations of an underlying pure system that alter its large scale behaviour, however small is the perturbation. Examples include the directed polymer model in dimension 1, the disordered pinning model, and the random field perturbation of the critical two-dimensional Ising model. (15:00-16:00 UTC) Adam Bowditch (University College Dublin): The two-dimensional continuum random field Ising model. Abstract: The critical two-dimensional Ising model with random field perturbation acting as site disorder is a well known example of a disorder relevant system. If the disorder strength is suitably weakened as the lattice mesh is refined then the model admits a continuum scaling limit. I will discuss this procedure and compare the continuum model with and without the random field perturbation. ------------------------------------------------ The zoom link will appear the day before on the OWPS website: https://www.owprobability.org/one-world-probability-seminar <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwww.owpro…> It is can also be directly access through the link below: https://impa-br.zoom.us/j/96846977028?pwd=QVFpcUVkSFpNQnFjZXhoMWJzWEhaQT09 <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fimpa-br.z…> Please feel free to circulate this email. We hope to see you all tomorrow! One World Probability Team

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3rd Asset Pricing Conference by LTI@UniTO - October 6th 2020 13.150-18.30 correct registration link
by Luca Regis 29 Sep '20

29 Sep '20

Apologies for re-posting, the previous announcement contained an incorrect link. ----------------------------------- Dear Colleagues, LTI@UniTO (www.carloalberto.org/lti) and Collegio Carlo Alberto are pleased to invite you to the *3rd Asset Pricing Conference by **LTI@UniTO*. This one-day online conference on October 6, 2020 hosted by the Collegio Carlo Alberto aims to promote the highest level and up-to-date research in asset pricing within the European academic community. Speakers and discussants are selected among the most innovative junior researchers and established scholars. The current edition devotes particular attention to the impact of the Covid-19 pandemic on the financial markets and industry. The conference will take place on the zoom platform on* October 6th, 13:50-18:30*. Please register here: https://3rdassetpricingconference.eventbrite.it Conference Program 13:50 *Welcome* 14:00 E. Luciano (UniTo/CCA) “Risk aversion of insurance companies and Covid-19 effects” Discussant: I. Cooper (LBS) 14:40 P. Meanhout (INSEAD) “Generalized Robustness and Dynamic Pessimism” Discussant: P. Guasoni (Dublin) 15:30 C. Schlag (Goethe) “Non-substitutable consumption growth risk” Discussant: F. Trojani (Geneva/SFI) 16:10 J. Penasse (Luxembourg) “Understanding Alpha Decay” Discussant: G. Vilkov (Frankfurt School) *Short break* 17:00 J. Detemple (Boston) “Asset Prices and Pandemics” Discussant: B. Dumas (INSEAD) 17:40 M. Croce (Bocconi) *TBA*Discussant: A. Mele (USI/SFI) 18:20 *Farewell* Conference website: https://www.carloalberto.org/event/lti-3rd-asset-pricing-conference Best, Luca Regis -- Luca Regis Associate Professor Department of Economics and Statistics (ESOMAS) University of Torinosites.google.com/view/lucaregis Office: +39 011 670 6065www.carloalberto.org/lti

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3rd Asset Pricing Conference by LTI@UniTO, October 6 h. 13.50-18.30
by Luca Regis 29 Sep '20

29 Sep '20

Dear Colleagues, LTI@UniTO (www.carloalberto.org/lti) and Collegio Carlo Alberto are pleased to invite you to the *3rd Asset Pricing Conference by **LTI@UniTO*. This one-day online conference on*October 6, 2020*hosted by the Collegio Carlo Alberto aims to promote the highest level and up-to-date research in asset pricing within the European academic community. Speakers and discussants are selected among the most innovative junior researchers and established scholars. The current edition devotes particular attention to the impact of the Covid-19 pandemic on the financial markets and industry. The conference will take place on the zoom platform on*October 6th, 13:50-18:30*. Please register here: https://3rdassetpricingconference.eventbrite.it <https://ltiwebinar15july.eventbrite.it/> *Conference Program* 13:50/Welcome/ 14:00 E. Luciano (UniTo/CCA) *“Risk aversion of insurance companies and Covid-19 effects” *Discussant: I. Cooper (LBS) 14:40 P. Meanhout (INSEAD)*“Generalized Robustness and Dynamic Pessimism” *Discussant: P. Guasoni (Dublin) 15:30 C. Schlag (Goethe)*“Non-substitutable consumption growth risk” *Discussant: F. Trojani (Geneva/SFI) 16:10 J. Penasse (Luxembourg)*“Understanding Alpha Decay” *Discussant: G. Vilkov (Frankfurt School) /Short break/ 17:00 J. Detemple (Boston)*“Asset Prices and Pandemics” *Discussant: B. Dumas (INSEAD) 17:40 M. Croce (Bocconi)/TBA /Discussant: A. Mele (USI/SFI) 18:20/Farewell/ Conference website: https://www.carloalberto.org/event/lti-3rd-asset-pricing-conference Best, Luca Regis -- Luca Regis Associate Professor Department of Economics and Statistics (ESOMAS) University of Torino sites.google.com/view/lucaregis Office: +39 011 670 6065 www.carloalberto.org/lti

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Link to Tyler Helmuth's talk (Tuesday, Sept. 29 at 14:00)
by Giacomo Filippo Di Gesu 28 Sep '20

28 Sep '20

Dear colleagues, the previously announced seminar by Tyler Helmuth will be accessible under the following link: Join Microsoft Teams Meeting<https://teams.microsoft.com/l/meetup-join/19%3af828e8fe540e4d39b10802fc3edd…> Tuesday, Sept. 29, 14:00 Speaker: Tyler Helmuth Title: Random spanning forests and hyperbolic symmetry Abstract: The arboreal gas is the probability measure that arises from conditioning the random subgraph given by Bernoulli(p) bond percolation to be a spanning forest, i.e., to contain no cycles. This conditioning makes sense on any finite graph G, and in the case p=1/2 gives the uniform measure on spanning forests. The arboreal gas also arises as a q—> 0 limit of the q-state random cluster model. What are the percolative properties of these forests? This turns out to be a surprisingly rich question, and I will discuss what is known and conjectured. I will also describe a tool for studying connection probabilities, the magic formula, which arises due to an important connection between the arboreal gas and spin systems with hyperbolic symmetry. Based on joint work with Roland Bauerschmidt, Nick Crawford, and Andrew Swan. Best regards, Giacomo

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Premio Cuozzo 2020
by Lucia Caramellino 25 Sep '20

25 Sep '20

Buongiorno. Ricevo ed inoltro bando del Premio Cuozzo 2020. Buona giornata, Lucia +++++++++++++++++++++++++++++++++ Lucia Caramellino Dipartimento di Matematica Università di Roma “Tor Vergata” Web: http://www.mat.uniroma2.it/~caramell <http://www.mat.uniroma2.it/~caramell> > Inizio messaggio inoltrato: > > Da: Filippo Bracci <fbracci(a)mat.uniroma2.it> > Oggetto: Premio Cuozzo 2020 > > Carissimi, > > ho il piacere di segnalarvi che è uscito il bando per la 13-ma edizione del Premio Cuozzo dedicato alla memoria di Michele Cuozzo. > > Il premio, di 3000 euro, sarà consegnato al vincitore a Dicembre 2020. > > Possono partecipare coloro che abbiano conseguito il titolo di Dottore di Ricerca in Matematica, o titolo riconosciuto equipollente, presso un’università o istituzione scientifica italiana. Il titolo deve essere stato conseguito nei 12 mesi precedenti la data di scadenza del bando. > > La scadenza è il 23 ottobre ore 12:00. > > Allego il bando, che sarà a breve disponibile sul sito del Dipartimento di Matematica dell’Università di Roma “Tor Vergata” . > > Vi prego di dare pubblicità tra gli interessati, > > a presto > > Filippo > > > > -- > ************************ > Prof. Filippo Bracci > Dipartimento di Matematica > Universita' di Roma "Tor Vergata" > Via della Ricerca Scientifica 1 > 00133 Roma - ITALIA > Tel: (+39-)06-7259 4643/4105 > Fax: (+39-)06-7259 4699 > E-mail: fbracci(a)mat.uniroma2.it <mailto:fbracci@mat.uniroma2.it> > Web-page: www.mat.uniroma2.it/~fbracci <http://www.mat.uniroma2.it/~fbracci> > > > >

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Post-Doc position in Karlsruhe
by Giovanni Peccati 25 Sep '20

25 Sep '20

Dear Colleagues, I have been notified of an opening for a *3 years post-doc position in Karlsruhe*, in the domain of Stochastic Geometry. Here is the official link: http://www.pse.kit.edu/karriere/joboffer.php?id=54768&language=en With my best regards, Giovanni Peccati -- Prof. Giovanni Peccati ------------------------------------------ Head of the Department of Mathematics Faculty of Science, Technology and Medicine ------------------------------------------ University of Luxembourg ----------------------------------------- homepage: http://sites.google.com/site/giovannipeccati/Home E-mail: giovanni.peccati(a)gmail.com

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(1+1)-year post-doc position in mathematical finance at UniPD
by Claudio Fontana 24 Sep '20

24 Sep '20

1+1 year post-doc position at the University of Padova (Italy) A one-year postdoctoral position is available at the Department of Mathematics of the University of Padova (Italy), with the possibility of renewal for a second year. The position is funded by the STARS@UniPD project PRISMA, directed by Claudio Fontana (personal webpage: https://sites.google.com/site/fontanaclaud <https://sites.google.com/site/fontanaclaud>). The PRISMA project is focused on the development of stochastic methods for the modelling of information in finance and insurance, and related research directions in probability and finance. We are looking for a highly motivated candidate with a solid background in stochastic analysis and mathematical finance. A PhD degree in these fields is a necessary requirement. Previous research experience in arbitrage theory, stochastic filtering, enlargement of filtrations, mean-field games, or interest rate modelling will be especially appreciated. The candidate should have the ability to drive discovery by working independently, interacting with colleagues with different backgrounds and establishing relevant collaborations. Knowledge of the Italian language does not represent a requirement and language classes are offered by the University of Padova. We offer excellent working conditions and a stimulating research environment. Salary is fixed at a top level for a post-doctoral position at the University of Padova, corresponding to about 2100 euros/month (net). Generous financial support is available for participation to conferences and workshops, research visits and collaborations. The selected candidate will not have mandatory teaching duties, but will have the possibility of teaching. The Probability and Finance group (https://www.math.unipd.it/en/research/research-areas/mathematics/probability <https://www.math.unipd.it/en/research/research-areas/mathematics/probability>) at the University of Padova is a dynamic research unit, with a strong international visibility and well-established connections with foreign institutions and world leaders in the field of mathematical finance. The University of Padova provides excellent support to foreign candidates. Padova is a beautiful city in the Venetian region, home to one of the oldest universities in the world, with a thriving student life and an excellent quality of life. The official call and instructions for application are available at https://www.math.unipd.it/news/bando-assegno-di-ricerca-metodi-stocastici-p… <https://www.math.unipd.it/news/bando-assegno-di-ricerca-metodi-stocastici-p…> To be considered, the application package (including reference letters) has to arrive before October 14, 2020, at 1pm CET. The position is expected to start as soon as possible, and not later than in January 2021. For any further information on this position, please contact Claudio Fontana at fontana(a)math.unipd.it <mailto:fontana@math.unipd.it> Best regards (and apologies for cross-posting), Claudio Fontana

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Postdoc position at the University of Oslo, Norway
by Valeria Vitelli 24 Sep '20

24 Sep '20

Dear colleagues, below the announcement of a postdoc position in Bayesian Statistics at the Oslo Center for Biostatistics and Epidemiology, University of Oslo, Norway. Hope it will be of interest. all the best, Valeria Vitelli --------------------------------------------------------------------------------------------------------- *A three-years postdoc position in Biostatistics is offered at the Oslo Center for Biostatistics and Epidemiology (OCBE), University of Oslo (UiO), Norway. * *Deadline for submission: 30th November 2020IMPORTANT! Deadline for contacting the UiO host: 30th October 2020* Project: Scalable inference for genomic data integration Summary: The project focuses on scalable statistical methods for the integration and analysis of multi-omic data sources. We plan development of horizontal (multi-omic) and vertical (meta-analytic) integrative Bayesian clustering methods during the project course with intended application to disease subtyping and signature/biomarker discovery. *Call, detailed **information and how to apply:* (the call is under the thematic area in "biostatistics") https://www.med.uio.no/english/research/scientia-fellows/apply/ *SCIENTIA FELLOWS* is a transnational research fellowship programme in the field of Health Life Sciences at UiO, funded by the EU Horizon 2020 under the Maria Skłodowska-Curie scheme. The purpose of the three years postdoc is to produce scientific results of the highest quality, in collaboration with your host at UiO and its other partners. You will also be part of UiO's career development programme designed for researchers at the beginning of their career, including our Health Innovator course which aims to provide researchers with tools and insight into how innovation can be put to work for the benefit of patients, the healthcare system and society. At completion of your three year term, your academic profile will be such that you can successfully apply to the best research positions worldwide. *UiO Hosts: *Valeria Vitelli ( https://www.med.uio.no/imb/english/people/aca/valeriv/) and David Swanson ( https://sojourningnorth.github.io/) *If you are interested in the position, please contact the UiO hosts by sending CV and links to your papers as early as possible and before October 30th, 2020.* You and your hosts will identify common research interests and discuss the concept of your research proposal. While you are responsible for the research proposal, you will discuss your application with the hosts, who will help you to write a good proposal. Finally, in order to apply for the position, you have to submit the research proposal (and other documents as specified in the call) by November 30th, 2020. The position will be at the Oslo Center for Biostatistics and Epidemiology (OCBE), UiO (https://www.med.uio.no/imb/english/research/centres/ocbe/) *Eligibility:* - You possess a PhD degree (at the latest by 1 January 2021) in statistics, biostatistics, mathematics, computer science or other related disciplines with a documented competence in statistics, biostatistics or mathematics. - You have not been resident in Norway for more than 12 months in the last 3 years. *Salary: 515 200 NOK/year (roughly 50K EUR/year)* A Fellow of the Scientia Fellows programme will be employed at UiO for three years. The place of work is the UiO campus in Oslo. The gross salary of a Fellow will amount to 515 200 NOK/year. UiO will cover full health insurance and pay towards your pension with the Norwegian pension fund. As an employee in Norway you have several welfare benefits. In addition UiO will support research costs (laptop, travel, courses etc) with 54 600 NOK per year. For further information related to moving and settling in Norway, please visit the website of the International Staff Mobility Office ( https://www.uio.no/english/about/jobs/ismo/) which will also assist incoming fellows and their families with relocation to UiO. For more information, contact the hosts mentioned below. -- Valeria Vitelli Oslo Center for Biostatistics and Epidemiology, Department of Biostatistics, University of Oslo, Norway mailto: valeria.vitelli(a)medisin.uio.no

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Pisa Online Seminar by Tyler Helmuth (Tuesday, Sept. 29 at 14:00)
by Giacomo Filippo Di Gesu 23 Sep '20

23 Sep '20

Dear colleagues, I would like to announce the following online seminar organized by the Probability group of the University of Pisa: Tuesday, Sept. 29, 14:00 on Microsoft Teams (the link will be sent in a forthcoming email) Speaker: Tyler Helmuth Title: Random spanning forests and hyperbolic symmetry Abstract: The arboreal gas is the probability measure that arises from conditioning the random subgraph given by Bernoulli(p) bond percolation to be a spanning forest, i.e., to contain no cycles. This conditioning makes sense on any finite graph G, and in the case p=1/2 gives the uniform measure on spanning forests. The arboreal gas also arises as a q—> 0 limit of the q-state random cluster model. What are the percolative properties of these forests? This turns out to be a surprisingly rich question, and I will discuss what is known and conjectured. I will also describe a tool for studying connection probabilities, the magic formula, which arises due to an important connection between the arboreal gas and spin systems with hyperbolic symmetry. Based on joint work with Roland Bauerschmidt, Nick Crawford, and Andrew Swan. Best regards, Giacomo _____________________ Giacomo Di Gesù Dipartimento di Matematica Università di Pisa Largo Bruno Pontecorvo 5 56127 - Pisa, Italy giacomo.digesu(a)unipi.it

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Webinar Passeggeri @Bocconi
by Giacomo Zanella 22 Sep '20

22 Sep '20

We announce the following DEC Statistics webinar: Date: Thursday, September 24, h12:00 Speaker: Riccardo Passeggeri (Sorbonne University) Title: On a class of completely random measures (CRMs) and its role in Bayesian analysis. The seminar will be mixed online and in-presence: - anybody can attend the seminar at the following link: https://zoom.us/j/92000724531 - members of Bocconi University can attend the meeting in presence at Roentgen building, floor -1, room AS-02, subject to appropriate prevention measures such as social distancing. Abstract: Quasi-infinitely divisible (QID) distributions have been recently introduced by Lindner, Pan and Sato (Trans. Amer. Math. Soc. 370 (2018) 8483-8520). A random variable X is QID if and only if there exist two infinitely divisible (ID) random variables Y and Z s.t. X +Y = Z (in distribution) and Y is independent of X. In this talk, we present QID random measures, describe their properties and their role in Bayesian analysis. In particular, we show that QID random measures are dense in the space of all CRMs with respect to convergence in distribution. In other words, *any CRM can be approximated in distribution by a QID random measure*. Moreover, we demonstrate that there exists a one to one correspondence between the law of QID random measures and certain characteristic pairs (as it happens for the Poisson point processes). That is, *the characteristic function of a QID random measure has an explicit formulation written in terms of two (unique) deterministic objects*. Finally, we present a nonparametric Bayesian statistical framework based on QID random measures, which extends recent works of Michael Jordan, Tamara Broderick, Trevor Campbell and co-authors. Kind regards, Giacomo Zanella

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Online seminar Eddie Nikolova
by Marco Scarsini 20 Sep '20

20 Sep '20

Thursday 24 September, h 17:00 *Evdokia Nikolova, *University of Texas at Austin Risk-aversion and diversity in network routing <http://mailsender.luiss.it/lists/lt.php?id=cRpRCgUDSAUBBwBOVgFdBQs> Discussants: Valerio Dose and Marc Schröder Luiss | Viale Romania, 32 | Virtual Room* 70 This is the link to access the virtual room: https://luiss.webex.com/luiss/j.php?MTID=mcf4af3f6b4da7e8a19cf1fb052a70517 Information about future seminars can be found here https://economiaefinanza.luiss.it/seminari/prossimi-seminari ******************************************************* Marco Scarsini Dipartimento di Economia e Finanza Luiss Viale Romania 32 00197 Roma, ITALY URL: http://docenti.luiss.it/scarsini/

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Call for interest - Assegno di ricerca @ Polimi
by Daniele Marazzina 17 Sep '20

17 Sep '20

Con preghiera di diffusione. Grazie mille -------------------------------------------------- Il Qfinlab, laboratorio di finanza quantitativa del Dipartimento di Matematica del Politecnico di Milano, in collaborazione con il gruppo di ricerca del Professor Agasisti del Dipartimento di Ingegneria Gestionale, sta valutando la possibilità di bandire un assegno di ricerca della durata di un anno su tematiche relative all'educazione finanziaria, creazione di percorsi per le scuole e analisi di impatto. Eventuali persone interessate possono inviare il loro cv all'indirizzo qfinlab(a)polimi.it<mailto:qfinlab@polimi.it> . Per informazioni sul gruppo, si rimanda a www.qfinlab.polimi.it<http://www.qfinlab.polimi.it/> Cordialmente Daniele Marazzina Emilio Barucci

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Call for interest - Assegno di ricerca @ Polimi
by Daniele Marazzina 17 Sep '20

17 Sep '20

Con preghiera di diffusione. Grazie mille -------------------------------------------------- Il Qfinlab, laboratorio di finanza quantitativa del Dipartimento di Matematica del Politecnico di Milano, in collaborazione con il gruppo di ricerca del Professor Agasisti del Dipartimento di Ingegneria Gestionale, sta valutando la possibilità di bandire un assegno di ricerca della durata di un anno su tematiche relative all'educazione finanziaria, creazione di percorsi per le scuole e analisi di impatto. Eventuali persone interessate possono inviare il loro cv all'indirizzo qfinlab(a)polimi.it . Per informazioni sul gruppo, si rimanda a www.qfinlab.polimi.it Cordialmente Daniele Marazzina Emilio Barucci

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seminar De Palma
by Dario Trevisan 17 Sep '20

17 Sep '20

Dear all, sorry for another message about today's seminar by G. De Palma. I just want to mention that there was an extra bracket in the google meet link. If you want to follow online please use the following link: meet.google.com/sdy-qmac-kch Regards, 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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PhD opportunity at the University of Leipzig
by Giovanni Conforti 16 Sep '20

16 Sep '20

Dear colleagues, Please find below the announcement for two Phd positions in the group of Max von Renesse. Best Regards Giovanni Conforti At the university of Leipzig we have two vacant PhD positions in the stochastic analysis group with a duration of three years under the supervision of Max von Renesse. Possible research directions concern applications of stochastic analysis e.g. in geometry, physics or statistics. Together with the Max Planck Institute for Mathematics in the Sciences (MPI-MIS) and some world class research groups Leipzig offers a lively and stimulating environment for research in a variety of intertwining mathematical disciplines. Each position comes with a teaching load of 2 hrs per week during semesters. The positions are to be filled by October 15th preferably. Some knowledge of basic German is helpful but no must. The ideal candidate (m./f.) has an excellent recent Masters or Diploma degree in mathematics or theoretical physics with a strong background in a combination of at least two of the following fields: stochastic analysis, differential geometry, (stochastic) PDE, optimal transport theory or statistics. Applications should include a CV, transcript of university diplomas and a list of up to three potential contacts for letters of recommendation. Further inquiries and applications should be sent to Prof. Dr. Max von Renesse, renesse(a)uni-leipzig.de. Application deadline is 24 September 2020.

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seminar by De Palma -- change of room
by Dario Trevisan 15 Sep '20

15 Sep '20

Dear colleagues, the previously announced seminar by G. De Palma, to be held on Thursday, September 17, in Pisa, will take place in a larger room (Aula Magna), to safely accommodate more participants (up to 25 people). If you wish to join us in person please write me an email. Regards, Dario %%% Location: Aula Magna, Dipartimento di Matematica, Pisa (due to restrictions to the number of participants, we strongly suggest to attend online) Google Meet Link: meet.google.com/sdy-qmac-kch) Time: September 17, 2020, 2 PM Speaker: Giacomo De Palma (MIT) Title: Adversarial robustness guarantees for random deep neural networks Abstract: The reliability of most deep learning algorithms is fundamentally challenged by the existence of adversarial examples, which are incorrectly classified inputs that are extremely close to a correctly classified input. We study adversarial examples for deep neural networks with random weights and biases and prove that the L^1 distance of any given input from the classification boundary scales at least as sqrt(n), where n is the dimension of the input. We also extend our proof to cover all the L^p norms. Our results constitute a fundamental advance in the study of adversarial examples, and encompass a wide variety of architectures, which include any combination of convolutional or fully connected layers with skipped connections and pooling. We validate our results with experiments on both random deep neural networks and deep neural networks trained on the MNIST and CIFAR10 datasets. Given the results of our experiments on MNIST and CIFAR10, we conjecture that the proof of our adversarial robustness guarantee can be extended to trained deep neural networks. This extension will open the way to a thorough theoretical study of neural network robustness by classifying the relation between network architecture and adversarial distance. -- 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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Three Postdoc positions at WIAS-Interacting random systems group
by Luisa Andreis 14 Sep '20

14 Sep '20

Dear colleagues, at the Weierstrass Institute in Berlin we are looking to fill up to three postdoc positions. We would be grateful if you could bring this advertisement to any interested candidate. Here is a brief description of the call: "The successful candidates will analyze large interacting random systems using probabilistic methods within the newly established DFG priority program SPP 2265 "Random Geometric Systems" (https://www.wias-berlin.de/projects/SPP2265/ <https://www.wias-berlin.de/projects/SPP2265/>). The main research topics of these positions are phase transitions during coagulation and condensation. The third position is financed from other funds and offers more thematic flexibility within the research group and organizational responsibility. Please direct scientific queries to Prof. Dr. W. König (Koenig(a)wias-berlin.de <mailto:Koenig@wias-berlin.de>). Deadline for applications: 30.09.2020" For more details and to apply please visit https://www.wias-berlin.de/jobs/job.jsp?lang=1&year=20&number=15 <https://www.wias-berlin.de/jobs/job.jsp?lang=1&year=20&number=15> Best regards, Luisa Andreis Post-Doc researcher WIAS-Weierstrass Institute Mohrenstrasse 39, 10117 Berlin, Germany Personal webpage: https://sites.google.com/view/luisaandreis/home <https://sites.google.com/view/luisaandreis/home> Email: andreis(a)wias-berlin.de <mailto:andreis@wias-berlin.de>

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Seminar announcement
by Dario Trevisan 10 Sep '20

10 Sep '20

Dear colleagues, I would like to announce the following seminar by G. De Palma, in Pisa (and online, of course). Regards, Dario %%% Location: Sala Seminari, Dipartimento di Matematica, Pisa (due to restrictions to the number of participants, we strongly suggest to attend online) Google Meet Link: meet.google.com/sdy-qmac-kch) Time: September 17, 2020, 2 PM Speaker: Giacomo De Palma (MIT) Title: Adversarial robustness guarantees for random deep neural networks Abstract: The reliability of most deep learning algorithms is fundamentally challenged by the existence of adversarial examples, which are incorrectly classified inputs that are extremely close to a correctly classified input. We study adversarial examples for deep neural networks with random weights and biases and prove that the L^1 distance of any given input from the classification boundary scales at least as sqrt(n), where n is the dimension of the input. We also extend our proof to cover all the L^p norms. Our results constitute a fundamental advance in the study of adversarial examples, and encompass a wide variety of architectures, which include any combination of convolutional or fully connected layers with skipped connections and pooling. We validate our results with experiments on both random deep neural networks and deep neural networks trained on the MNIST and CIFAR10 datasets. Given the results of our experiments on MNIST and CIFAR10, we conjecture that the proof of our adversarial robustness guarantee can be extended to trained deep neural networks. This extension will open the way to a thorough theoretical study of neural network robustness by classifying the relation between network architecture and adversarial distance. -- 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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Fw: STAR - STochastics And Risk - Online Seminars kick-off
by michele giordano 09 Sep '20

09 Sep '20

Dear all, It is soon time to kick-off the online seminar series: STAR - STochastics And Risk - Online Seminars. This series of seminars brings together all interested people in probability, stochastic analysis, control, risk evaluation, statistics, with a view towards applications, in particular to renewable energy markets and production. This series brings together the major research themes of the projects SCROLLER<https://www.mn.uio.no/math/english/research/projects/scroller/index.html>, SPATUS<https://www.mn.uio.no/math/english/research/projects/spatus/>, and STORM<https://www.mn.uio.no/math/english/research/projects/storm/>. If you would like to take part to the seminars series please register here.<https://nettskjema.no/a/159180#/page/1> <https://nettskjema.no/a/159180#/page/1> On Friday 18. September from 11:00-12:00 the first seminar will be held, and after that it will run on a weekly basis. The lecture will last for 45 minutes + questions, and afterwards you are invited to bring a cup of coffee/tea and have a chat in our "Coffe in the Stars". The first speaker is Andreas Petersson, with the seminar: Finite element approximation of Lyapunov equations for the computation of quadratic functionals of SPDEs Abstract: We consider the computation of quadratic functionals of the solution to a linear parabolic stochastic partial differential equation (SPDE) with multiplicative Gaussian noise on a bounded domain. The functionals are allowed to be path dependent and the noise is white in time and may be white in space. An operator valued Lyapunov equation, whose solution admits a deterministic representation of the functional of the SPDE solution, is used for this purpose and error estimates are shown in suitable operator norms for a fully discrete approximation of this equation. We also use these estimates to derive weak error rates for a fully discrete approximation of the SPDE itself. In the setting of finite element approximations, a computational complexity comparison reveals that approximating the Lyapunov equation allows us to compute quadratic functionals more cheaply compared to applying Monte Carlo or covariance-based methods directly to the discretized SPDE. We illustrate the theoretical results with numerical simulations. For more details on this event, see: https://www.mn.uio.no/math/english/research/projects/storm/events/seminars/… There you will find a list of all the speakers, abstracts, and more details about the seminar series. If you register to the seminars series, you will receive a mail with the details for the zoom meeting next week. We are looking forward to see you, online! Best regards, Michele and Giulia

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AMASES Annual Conference 2020 - September 18 - online
by Tiziano Vargiolu 09 Sep '20

09 Sep '20

Dear Friends, this is to invite you to participate in AMASES 2020, the annual conference of the Association for Mathematics Applied to Social and Economic Sciences, which will take place in remote mode on September 18, 2020. The event is free of charge, it will be streamed via the Zoom platform provided by the Department of Mathematics of the University of Padova. The Invited Speakers are: Andreas Tsanakas Faculty of Actuarial Science and Insurance, Cass Business School, City University of London ?Sensitivity Analysis: From Scenario Weights to Dependence Cascades? Piero Manfredi Department of Economics and Management, University of Pisa ?Mathematical modeling of infectious diseases: from Sir Ronald Ross to COVID-19? Salvatore Greco Department of Economics and Business, University of Catania ?The Robust Ordinal Regression and the constructive approach of Multiple Criteria Decision Aiding? You can find all the information on the webpage: https://www.amases.org/annual-conference-2020/ All the people interested in attending the meeting are kindly invited to fill in the registration form at the following address until September 16 https://tinyurl.com/amases2020 Best wishes, The organizers A. Buratto G. Callegaro R. Cambini C. Fontana M. Grasselli L. Grosset E. Sartori T. Vargiolu B. Viscolani Tiziano -------------------------------------------------------------------------- Tiziano Vargiolu Dipartimento di Matematica Phone: +39 049 8271383 Universita' di Padova Fax: +39 049 8271428 Via Trieste, 63 E-mail: vargiolu(a)math.unipd.it I-35121 Padova (Italy) WWW: http://www.math.unipd.it/~vargiolu --------------------------------------------------------------------------

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Special Issue "Stochastic Optimization Methods in Economics, Finance and Insurance"
by c.ceci＠unich.it 09 Sep '20

09 Sep '20

Dear all, we are glad to inform you that submissions for the Special Issue "Stochastic Optimization Methods in Economics, Finance and Insurance" on Mathematics (https://www.mdpi.com/journal/mathematics) are open. The following is the official website: https://www.mdpi.com/journal/mathematics/sections/financial_mathematics Research articles, reviews, communications and concept papers will be considered. The deadline is December 2020, but it will be postponed in the future. Since Mathematics is an open access journal, there is a fee (1200 CHF) to be paid at acceptance. Short description of the Special Issue: stochastic optimization finds numerous and various applications in economics, finance and insurance. Among these, we may cite optimal portfolio selection, optimal reinsurance and investment problems, utility maximization and application to valuation of financial and insurance derivatives, optimal management of pension fund and public debt, risk measures. This Special Issue aims at collecting original research papers or comprehensive reviews on the theory and applications of dynamic stochastic optimization in economics, finance and insurance. Advanced mathematical tools have been employed to handle with these problems including viscosity solutions approach, martingale methods, backward stochastic differential equations (BSDEs), partial differential equations (PDEs), convex duality, filtering techniques and various numerical methods. Applications different from stochastic optimization will be possibly considered. If you have any questions, please do not hesitate to contact us. Please apologize for cross-posting. Guest Editor: Prof. Claudia Ceci Co-Guest Editor: Dr. Matteo Brachetta

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JOB: Assistant Professor in Data Science/Statistics at the University of Nottingham (Permanent)
by Fabrizio Leisen 09 Sep '20

09 Sep '20

------------------------------------------------------------------------ **Assistant Professor in Data Science/Statistics** School of Mathematical Sciences, The University of Nottingham Closing Date: Wednesday, 7th October 2020 Job Type: Research & Teaching - permanent post available from 04 Jan 2021. Salary: £36914 to £49553 per annum (pro-rata if applicable) depending on skills and experience. Salary progression beyond this scale is subject to performance. ------------------------------------------------------------------------ We are looking for an Assistant Professor to deliver outstanding teaching and research in Data Science or Statistics. This post, jointly funded for the first four years by Horizon (horizon.ac.uk) and the School of Mathematical Sciences (http://www.nottingham.ac.uk/mathematics/index.aspx) provides a pathway to a permanent academic position for an early-career researcher. The role-holder will initially focus on research within Horizon (horizon.ac.uk), with minimal teaching, then transition by the fourth year to working evenly between research within Horizon and teaching in Mathematical Sciences. After four years, the role-holder will become a permanent member of staff within the School of Mathematical Sciences, complementing and enhancing activity in the Statistics and Probability Section. We are particularly seeking candidates with expertise in computational statistics, especially Bayesian methodology and applications, and machine learning, though we welcome applications from any candidates who can show how their expertise fits with the Horizon, the Statistics and Probability Section, and/or other research groups within the School of Mathematical Sciences. Importantly, candidates must be keen to bring their skills and experience into the interdisciplinary team within Horizon addressing the overall socio-technical challenges of the future Digital Economy. Applicants should hold (or shortly expect to receive) a PhD or equivalent in Statistics, Data Science or related area. We believe that talented and inclusive teams deliver the highest quality research and are seeking applications from excellent candidates who enhance the diversity of our existing team. The School is committed to creating opportunities for people traditionally under-represented in Mathematical Sciences. You will have a proven track record, or demonstrated potential, in publishing research of international quality in Statistics, Data Science or related area, and be able to evidence how you will: - Develop research proposals to attract funding from Research Councils, Industry, EU, and other sources - Contribute to disseminating research outputs at national/international conferences, workshops, and meetings - Plan and deliver high quality teaching on Statistics modules - Provide curriculum development within your own area of expertise and collaborate with colleagues to design modules and/or programmes - Demonstrate excellent communication, organisation, interpersonal and time management skills Informal enquiries may be addressed to Professor Theodore Kypraios (Head of Statistics and Probability Section) by email at theodore.kypraios(a)nottingham.ac.uk. Please note that applications sent directly to this email address will not be accepted. More info (role profile, additional information, supporting information fro EU/EEA/Overseas nationals etc) can be found here: https://www.nottingham.ac.uk/jobs/currentvacancies/ref/SCI245020 -- Fabrizio Leisen Professor of Statistics University of Nottingham School of Mathematical Sciences University Park, Nottingham, NG7 2RD, UK http://sites.google.com/site/fabrizioleisen/

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REMINDER: MLDYN2020 - Scuola Normale Superiore, Nov 26-27 2020, Call for papers
by Giulia Livieri 09 Sep '20

09 Sep '20

Dear colleagues, We are pleased to announce the organization of the 1st School in "Machine Learning of Dynamic Processes and Time Series Analysis” that will be held at Scuola Normale Superiore in Pisa (Italy) on 26-27 November 2020. There are no fees. The purpose of this School is to present recent developments in Machine Learning focusing on dynamical systems. Applications will also be discussed, such as the forecasting of financial time series. The School provides 4 main lectures given by Christa Cuchiero, University of Vienna Lyudmila Grigoryevya, University of Konstanz Juan-Pablo Ortega, University of St. Gallen and CNRS Josef Teichmann, ETH Zurich Detailed information on the School, on the issues related to the Covid-19 and instructions for applications can be found at: www.mldyn2020sns.com <http://www.mldyn2020sns.com/> The registration and application deadline is September 30, 2020. The organizers, Fabrizio Lillo Giulia Livieri Stefano Marmi Piero Mazzarisi

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New David G Kendall Award for Young Researchers
by Antonio DI CRESCENZO 07 Sep '20

07 Sep '20

---------- Forwarded message --------- Da: International Statistical Institute <info(a)isi-web.org> Date: lun 7 set 2020 alle ore 17:08 Subject: New David G Kendall Award for Young Researchers View online <https://mailings.isi-web.org/?nltr=NDU7NDg3ODtodHRwczovL21haWxpbmdzLmlzaS13…> <https://mailings.isi-web.org/?nltr=NDU7NDg3ODtodHRwOi8vd3d3LmJlcm5vdWxsaS1z…> <https://mailings.isi-web.org/?nltr=NDU7NDg3ODtodHRwczovL3d3dy5pc2ktd2ViLm9y…> Dear Members, The Bernoulli Society and the Royal Statistical Society has joined forces to launch a new award named in honour of David G Kendall, inaugural president of the Bernoulli Society and the 1981 recipient of the RSS Guy Medal in Gold. The David G Kendall Award <https://mailings.isi-web.org/?nltr=NDU7NDg3ODtodHRwczovL3Jzcy5vcmcudWsvdHJh…> is for early career researchers working in probability or mathematical statistics within eight years of getting their PhD (but could be extended for those having had a career break). It will be presented every other year, with the first in 2021. The €2,000 award should be used to cover the expenses of attendance at a BS or an RSS conference (typically the Bernoulli-IMS World Congress, the ISI World Statistics Congress or the RSS Annual Conference), where the recipient will receive their award and give a lecture. More about the nomination process is on the Bernoulli Society page <https://mailings.isi-web.org/?nltr=NDU7NDg3ODtodHRwOi8vd3d3LmJlcm5vdWxsaS1z…> . RSS President Deborah Ashby says: 'It is very exciting to be able to honour David Kendall’s memory by celebrating the work of young researchers. I hope that with this award, we can highlight some of the excellent research that’s currently taking place in mathematical statistics and probability.' Bernoulli Society President Claudia Klüppelberg adds: 'The Bernoulli Society (BS) is very proud to announce this joint BS and RSS Award in honour of David G Kendall. As their first president, BS would perhaps not exist without him, and now in his name a new and fruitful collaboration with RSS is initiated.’ Finally, David's son Wilfrid, says: 'DGK always put a high priority on encouraging career-young researchers, and urging them to make every effort to attend and speak at international conferences. And he was enormously proud of his RSS and Bernoulli affiliations. Consequently, I and the rest of the Kendall family are absolutely delighted that the RSS and Bernoulli Society are honouring his memory in this way.’ The award is based on donations – those who wish to donate can do so via the award page of RSS <https://mailings.isi-web.org/?nltr=NDU7NDg3ODtodHRwczovL3Jzcy5vcmcudWsvdHJh…>or the ISI <https://mailings.isi-web.org/?nltr=NDU7NDg3ODtodHRwczovL3d3dy5pc2ktd2ViLm9y…> page. Nominations should be sent to Bernoulli.President(a)ma.tum.de The deadline for nominations is 31 January 2021. Claudia Klüppelberg President of the Bernoulli Society http://www.bernoulli-society.org/ <https://mailings.isi-web.org/?nltr=NDU7NDg3ODtodHRwczovL21haWxpbmdzLmlzaS13…> <info@isi-web.org?body=Subscriber_ID:%204878%20(adicrescenzo@unisa.it)%0D%0AMailing:%20New+David+G+Kendall+Award+for+Young+Researchers%0D%0A%0D%0A&subject=UNSUBSCRIBE%20from%20mailing>

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POST DOCTORAL POSITION IN STATISTICS (DEADLINE: OCTOBER 6th, 2020)
by Alessandra Micheletti 07 Sep '20

07 Sep '20

The Centre of Excellence in Economics and Data Science (CEEDS) of the Department of Economics, Management and Quantitative Methods, University of Milan, Italy, is seeking candidates for a 18-month postdoctoral fellowship in a research project on the theme “COVID-19: Small Area Epidemiological Models for Italy and Europe”. For further details, please see the full position call available at: https://www.unimi.it/it/ricerca/ricerca-lastatale/fare-ricerca-da-noi/asseg… The application form is available at: https://www.unimi.it/it/ricerca/fare-ricerca-da-noi/assegni-di-ricerca Applications should be sent via certified email (PEC) or standard email to unimi(a)postecert.it and assegni.ricerca(a)unimi.it before October 6th, 2020 at midnight. CVs should be sent to curriculum.assegni(a)unimi.it. For further information please contact assegni.ricerca(a)unimi.it. ********* Federica Nicolussi Giancarlo Manzi Department of Economics, Management and Quantitative Methods Data Science Research Center University of Milan Via Conservatorio, 7 20122 Milan, Italy Tel.: +39 02 50321548 Emails: federica.nicolussi(a)unimi.it giancarlo.manzi(a)unimi.it ********* [image: MailScanner Signature Unimi] Il tuo 5x1000 al Fondo Ricerche Emergenza Coronavirus Università degli Studi di Milano - codice fiscale 80012650158 -- ------------------------------------ Alessandra Micheletti Associate Professor - Probability and Mathematical Statistics Dept. of Environmental Science and Policy - ESP Università degli Studi di Milano via Saldini 50, 20133 Milano, Italy phone: +39-02503-16130 fax: +39-02503-16090 http://users.mat.unimi.it/users/michel <http://www.mat.unimi.it/users/michel>

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I: ANNONCEMENT. Summer School @ CIRM: Distributed Control - Decentralization and Incentives
by Marco Alessandro Fuhrman 05 Sep '20

05 Sep '20

Buongiorno. Inoltro un avviso di scuola estiva presso il CIRM di Marsiglia. Cordiali saluti. Marco Fuhrman <signaturebeforequotedtext></signaturebeforequotedtext> -------- Messaggio originale -------- Da: Zhenjie REN <ren(a)ceremade.dauphine.fr> Data: 05/set/2020 13.16.33 Oggetto: ANNONCEMENT. Summer School @ CIRM: Distributed Control - Decentralization and Incentives P {margin-top:0;margin-bottom:0;} Dear All, I am glad to announce the forthcoming Summer School on “Distributed Control: Decentralization and Incentives”(https://distrib.sciencesconf.org/) that will take place at the CIRM in Luminy, from June 14 to 18, 2021. The summer school is open to all students (Master’s degree or PhD) interested in its topics. It will include: An Introduction to Mean-Field Games (4h30)- by Pr. Pierre Cardaliaguet (Université Paris-Dauphine) A Course on Principal-Agent Problems (4h30) - by Pr. Dylan Possamaï (ETH Zurich) A Course on Reinforcement Learning / Statistical Learning (4h30), by Pr. Romuald Elie (Deepmind & Université Gustave Eiffel) It will also include some lectures by expert practitioners : A lecture on Communication Networks (1h30) by Pr. Merouane Debbah (Centrale Supelec & Huawei Technologies) A lecture on Energy Markets (1h30) by Nadia Oudjane (EDF R&D) A lecture on Quantitative Finance (1h30) (speaker yet to be confirmed) It will also include some paper sessions and some poster sessions to allow the students to present the advancement of their research. The program will also include some spare time to allow the participants to discuss / advance their own research. The students willing to apply for the Summer School are invited to fill the online application form(https://forms.gle/eHyx654FMncNoGeZ6). The (accepted) students will have all their travel and accommodation expenses covered by the organisation. An outline of the event, including the themes covered is already available on the Summer School website. The Summer school is supported by the Chair “Finance and Sustainable Development”(http://events.chairefdd.org/), the “FiME Lab” Research Initiative(https://www.fime-lab.org/), the LABEX "Finance & Sustainable Growth"(Institut Louis Bachelier(https://www.institutlouisbachelier.org/en/homepage/)) and the CIRM(https://www.cirm-math.fr/). If you have any question regarding this event, you can send an email to: damien[dot]fessler[at]dauphine[dot]psl[dot]eu Do not hesitate to CIRCULATE this announcement to your colleagues and students. Best regards, Zhenjie <signatureafterquotedtext></signatureafterquotedtext>

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Ricercatore a tempo determinato (RTDA) - POLITECNICO DI MILANO
by Federico Bassetti 05 Sep '20

05 Sep '20

Con preghiera di massima diffusione, segnalo la pubblicazione del bando per Selezione pubblica per l'assunzione di 1 Ricercatore a tempo determinato (RTDA) Settore Scientifico Disciplinare - MAT/06 PROBABILITA' E STATISTICA MATEMATICA, bandita con Decreto Direttoriale n. 5396 del 29/07/2020, pubblicato sulla G.U. del 25/08/2020, n. 66 Sede: DIPARTIMENTO DI MATEMATICA - POLITECNICO DI MILANO Scadenza: 24/09/2020 Links: https://www.polimi.it/index.php?id=6196&tx_wfqbe_pi1[ID]=610

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Ricercatore Tipo B - sc 13/D1, ssd SECS-S/01
by Giovanni Puccetti 03 Sep '20

03 Sep '20

Alla pagina web http://www.unimi.it/it/ateneo/lavora-con-noi/reclutamento-ricercatori/selez… <http://www.unimi.it/it/ateneo/lavora-con-noi/reclutamento-ricercatori/selez…> è consultabile il bando per la selezione pubblica per un posto di ricercatore a tempo determinato ai sensi dell’art. 24, comma 3, lett. b), nel settore 13/D1 (SECS-S/01), presso il Dipartimento di Economia, Management e Metodi Quantitativi dell’Università degli Studi di Milano. Scadenza per invio domande: ore 12 del 16 Settembre 2020. Il testo integrale del bando, con allegato il facsimile della domanda e con l’indicazione dei requisiti e delle modalità di partecipazione è anche disponibile alla pagina Web https://www.unimi.it/it/node/581/ <https://www.unimi.it/it/node/581/> scegliendo il settore concorsuale attraverso il motore di ricerca a inizio pagina.

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Post-Doc Position - Verona
by Alessandro Gnoatto 02 Sep '20

02 Sep '20

Job Description The Department of Economics (DSE, http://www.dse.univr.it/?lang=en) at the University of Verona is seeking to fill one position at the Postdoctoral level in any field of Economics and Finance. The position is ideally meant for newly minted or close to completion PhDs. The appointment is initially for three years but may be extended based on performance and availability of resources. It is expected to start in Spring 2021. The salary is approximately 2,100 euros per month (net). The evaluation will be based on the scientific quality of the candidate and his/her potential in developing research. Teaching is optional. Knowledge of Italian is not required. The DSE offers a vibrant research environment in the newly built campus of Santa Marta. According to the latest Italian Research Assessment Exercise (VQR), it ranks in the top 5% of the economics departments for the number of academics with only top publications and, according to REPEC, is in the top 10% in Italy for the proportion of cited publications. For additional information or any inquiry please write to postdoc(a)dse.univr.it <mailto:postdoc@dse.univr.it> Application Procedure Applications should be received by November 15, 2020. They should include a curriculum vitae, a cover letter with a clear statement of research interests and a detailed description of research skills, a representative research paper, and two reference letters. The application material should be uploaded on the EconJobMarket website https://econjobmarket.org/ or alternatively sent to postdoc(a)dse.univr.it <mailto:postdoc@dse.univr.it> Selected applicants will be interviewed at the 2020 European Job Market for Economists in Nottingham. Candidates who do not plan to attend the EJM should mention this in their cover letter and a selected group may be interviewed via Zoom/Skype. Submission materials required • Cover letter • Curriculum vitae • Job market paper • Other material (in one file) (optional) • Letters of reference: 2 -- Prof Alessandro Gnoatto, PhD Dipartimento di Scienze Economiche Università degli Studi di Verona Via Cantarane 24 37129, Verona, Italy Room 1.05 Tel: +39 045 802 8537 Homepage: www.alessandrognoatto.com E-mail: alessandro.gnoatto(a)univr.it -------------------------------------------------- View my research on my SSRN Author page: http://ssrn.com/author=1615989 --------------------------------------------------

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Workshop announcement - "Mean Field Games in Economics", September 7-8, 2020
by Alessandro Calvia 24 Aug '20

24 Aug '20

Dear colleagues, we are pleased to announce the upcoming online workshop "Mean Field Games in Economics", that will take place on September 7-8, 2020. The workshop is jointly organized by LUISS University and the Einaudi Institute for Economics and Finance (EIEF). The workshop is interdisciplinary in nature, with the aim of bringing together mathematicians and economists working on Mean Field Games either from a theoretical or an applied point of view. The workshop will be held from 3 p.m. to 7 p.m. (both afternoons), on the Zoom platform, and will feature talks given by: Fernando Alvarez, the University of Chicago, Galo Nuño Barrau, Banco de España, Pierre Cardaliaguet, Université Paris-Dauphine, Benjamin Moll, London School of Economics, Alessio Porretta, Università di Roma Tor Vergata, Panagiotis E. Souganidis, the University of Chicago. If interested in participating, please send an e-mail to acalvia(a)luiss.it by Monday, 31 August 2020, in order to give you all the relevant details and the link to access the workshop. Please, feel free to circulate this message to any colleagues or contacts you think may be interested. We are looking forward to seeing you online! The organizing committee, Alessandro Calvia Fausto Gozzi Francesco Lippi Giovanni Zanco

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postdoctoral position in Bern
by Fabio Bellini 24 Aug '20

24 Aug '20

---------- Forwarded message --------- Da: <johanna.ziegel(a)stat.unibe.ch> Subject: Posting on Italian lists To: <fabio.bellini(a)unimib.it> ******************************************************** Postdoctoral position on Statistical Verification of Weather Warnings In the framework of a collaboration being currently set up between the University of Bern and the Swiss Federal Office of Meteorology and Climatology (Meteoswiss), we are calling for applications for a 2-year postdoctoral position (80%-100%) to be funded subject to successful completion of the collaboration contract. The main goal is to investigate and develop a statistical framework for the verification of weather warnings. Warnings are traditionally issued for specific (often fixed) regions in space, defined time periods, and certain event types. Existing verification therefore often interprets warnings as forecasts of binary categorical events and counts of hits, misses, and false alarms form the basis to assess quality of warnings. In contrast to standard weather forecasts, the non-event (no warning, no event) is often not well defined for warnings, and near hits/misses create difficulties. Furthermore, the temporal complexities of warnings should be considered. To maximize user-relevance, the framework for the verification of warnings will be developed in close collaboration with ongoing sociological studies at MeteoSwiss to better understand how warnings are used in practice. The recruited postdoctoral researcher will be mentored from the academic side by Prof. Johanna Ziegel, Institute for Mathematical Statistics and Actuarial Sciences, and affilliated with the Oeschger Center for Climate Change Research (University of Bern). The recruited Postdoc will also work a substantial part of her/his time at MeteoSwiss (near Zürich) under the guidance of Dr. Jonas Bhend and Dr. Mark Liniger. This will ensure an optimal know-how transfer on the understanding of the motivating problems, meteorological expertise, the exact user needs and practical applicability and the work can build upon prior experience at MeteoSwiss. The ideal candidate either has a PhD in statistics with a strong taste for applications in areas related to meteorology and climate sciences, or a PhD in climate sciences with a strong background in theoretical and applied statistics. In all cases, the position will require outstanding data analysis and implementation skills, very good communication and team player abilities, and academic writing proficiency. We offer a multi-disciplinary environment with the possibility to have an impact on science and society. The starting date is as soon as possible. Applications will be reviewed swiftly and selected candidates will be contacted for interviews. CV, motivation letter and names of three references to be sent to johanna.ziegel(a)stat.unibe.ch

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Fwd: PostDoc position within FOR 2402 at TU Berlin
by Mario Maurelli 23 Aug '20

23 Aug '20

---------- Forwarded message --------- Da: Sebastian Riedel <riedel(a)wias-berlin.de> Date: ven 14 ago 2020 alle ore 18:21 Subject: PostDoc position within FOR 2402 at TU Berlin To: Sebastian Riedel <riedel(a)math.tu-berlin.de> Dear colleagues, We would like to draw your attention to an open PostDoc position at Technische Universität Berlin. The position is part of the DFG research unit “Rough Paths, Stochastic Partial Differential Equations and Related Topics” (DFG Forschergruppe 2402, https://www.for2402.tu-berlin.de/v_menue/home/) More information can be found in the announcement below and under the link https://www.personalabteilung.tu-berlin.de/menue/jobs/stellenausschreibunge… (ID: 82691 II-486/20 or 82692 II-486/20). Please feel free to forward this job offer to anyone who might be interested. Best regards, Sebastian Riedel and Michael Scheutzow Within the framework FOR 2402 of the German Research Council “Rough Paths, Stochastic Partial Differential Equations and Related Topics” (DFG Forschergruppe 2402), we offer one PostDoc position. Working field: - Research within the project TP4: "Rough paths and random dynamical systems". Requirements: - successfully completed university degree (Master, Diplom or equivalent) and PhD in mathematics - very good knowledge in the fields of "Stochastic Analysis" (in particular rough paths and stochastic partial differential equations) and "Dynamical Systems" - good command of German and/or English required; willingness to learn either English or German is expected Applications received after the closing date 28/08/20 may also be considered. More information can be obtained from Dr. Sebastian Riedel ( riedel(a)math.tu-berlin.de) and Prof. Dr. Michael Scheutzow ( ms(a)math.tu-berlin.de <scheutzow(a)math.tu-berlin.de>). Dr. Sebastian Riedel Weierstraß-Institut Mohrenstraße 39 D-10117 Berlin, Germany Office: Raum 208 Phone: +49 30 20372-484 E-mail: riedel(a)wias-berlin.de Homepage: http://page.math.tu-berlin.de/~riedel/

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Seminario divulgativo su TASEP e LPP
by Enrico Scalas 21 Aug '20

21 Aug '20

Car* collegh*, tra i tanti successi recenti della probabilità vi e' l'analisi rigorosa di modelli di fisica statistica introdotti nel XX secolo. A questo proposito, Vi segnalo il seguente seminario divulgativo tenuto da Nicos Georgiou del Dipartimento di Matematica dell'Università del Sussex e disponibile su YouTube: Nicos Georgiou Queues = Traffic = Zombies https://www.youtube.com/watch?v=X6hCTdz0QVw dedicato al processo di esclusione totalmente asimmetrico (TASEP). Se conoscete persone interessate fate pure circolare questo annuncio. Cordiali saluti, Enrico Scalas

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Brazilian School of probability 2020
by Giuseppe Cannizzaro 07 Aug '20

07 Aug '20

Ricevo e inoltro First announcement : *XXIV Brazilian School of Probability* It is a pleasure to announce the XXIV EBP which will take place in the week of August 31st to September 4th. This year's school consists of two mini courses. The first course will be given by *Perla Sousi* (Cambridge) and will be about some of the most recent developments in mixing of Markov chains. The second course will be taught by *Martin Hairer* (Imperial College London) and will be about a recently discovered process, the Brownian Castle. The school will be fully online, using the platform Google Meet and can be moreover followed on the youtube channel of IMPA https://www.youtube.com/impabr. The school will take place every day starting at 9:30am Brasília local time (13:30 British Summer Time) with a talk by Perla Sousi and will be followed at 11:00am Brasília local time (15:00 British Summer Time) by a talk of Martin Hairer. More information under https://www.ime.unicamp.br/ebp2020/index.html. We would be grateful if you could advertise the school among your colleagues. With kind regards, Dirk Erhard, Milton Jara, Adriana Neumann, Christian Olivera

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