- Random - Mailing list — Dipartimento di Matematica, UniPI

JOB - Data Scientist for Energy, Climate and the Environment
by Matteo Fontana 08 Jun '20

08 Jun '20

Gentile Random; Vi inoltro un avviso per un assegno di ricerca in ambito statistica applicata / data science offerto dal Prof. Massimo Tavoni del Politecnico di Milano Cordiali Saluti Opening for a position for a data scientist to work for Prof. Massimo Tavoni<https://sites.google.com/site/massimotavoni/> at Politecnico di Milano. Duties include analyzing data coming from smart energy meters and coupling with observations on climate, air quality and other environmental variables. The selected candidate will work in a first class research team<http://www.cobham-erc.eu/team/>, who has ongoing research projects with international institutions and energy companies. Competencies include capacity to handle large databases and work with geospatial data, knowledge of scientific programming languages (e.g. Python, R, Julia), knowledge of regression and machine learning techniques, capacity to interact with a diverse team including environmental scientists and economists. Requirements include a Master's degree in a quantitative discipline, such as statistics, data science, computer science, mathematics, engineering, physics. Candidates considering pursuing a PhD are also encouraged to apply. For information, please send a CV to massimo.tavoni(a)polimi.it<mailto:massimo.tavoni@polimi.it> Dr. Matteo Fontana Postdoctoral Research Fellow MOX - Laboratory for Modelling and Scientific Computing Department of Mathematics - Politecnico di Milano e-mail: matteo.fontana(a)polimi.it<mailto:matteo.fontana@polimi.it>

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Isaac Meilijson's webinar @UniTO
by Bruno Toaldo 07 Jun '20

07 Jun '20

********************************************************************* WEBINAR DI PROBABILITÀ E STATISTICA MATEMATICA DIPARTIMENTO DI MATEMATICA "G. PEANO" UNIVERSITÀ DEGLI STUDI DI TORINO ********************************************************************* Martedì 23 Giugno 2020 alle ore 15:00 Il Prof. Isaac Meilijson (Tel Aviv University) terrà un seminario sulla piattaforma webex Collegamento riunione: https://unito.webex.com/unito/j.php?MTID=m28a1e666a170497b27a0d1e4d8772ff2 Password:ParolaRiunione Title: Random time transformation analysis of Covid19 2020 Speaker: Isaac Meilijson, Tel Aviv University Abstract: The SIR epidemiological equations model new affected and removed cases as roughly proportional to the current number of infected cases. The present report adopts an alternative that has been considered in the literature, in which the number of new affected cases is proportional to the α<1 power of the number of infected cases. After arguing that α=1 models exponential growth while α<1 models polynomial or linear growth, a simple method for parameter estimation in differential equations subject to noise, the random-time transformation RTT of Bassan, Meilijson, Marcus and Talpaz 1997, will be reviewed and applied to fit α and the other parameters in an attempt to settle the question as to the nature of Covid19. Joint work with Nitay Alon. Tutti gli interessati sono invitati a partecipare.

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LTI@UniTO Webinar in Finance: Sohnke Bartram (Warwick Business School) 03.06 h.15
by Luca Regis 04 Jun '20

04 Jun '20

Dear Colleagues, LTI@UniTO (www.carloalberto.org/lti) and Collegio Carlo Alberto are pleased to invite you to the following seminar in Quantitative Finance, that will take place on June 3rd at 3 pm via Zoom. Please register here https://ltiwebinar3june.eventbrite.it/ to get the Zoom link. Speaker: Sohnke Bartram (Warwick Business School) Title: "Currency Anomalies" || |*Abstract *| | This paper is the first to study the cross-section of currency anomalies to explore alternative explanations for their existence. Using real-time data, currency anomalies are profitable during in-sample and out-of-sample periods, both before and after transaction costs, but trading profits decrease substantially after the publication of the underlying academic research. The decline is greater for anomalies with larger in-sample profits and lower arbitrage costs, and signal ranks and performance decay quickly, suggesting that currency anomalies reflect mispricing rather than compensation for risk or statistical bias. Mispricing is systematically related to mistakes and changes in analysts’ currency forecasts. In particular, analysts expect anomaly payoffs that are too low compared with actual anomaly profits. However, analysts update their forecasts to incorporate lagged anomaly information. These results are consistent with a behavioral explanation for currency anomalies. | -- 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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Ph.D. position in Mathematical Finance at Bielefeld University: new deadline JUNE 19
by Giorgio Ferrari 03 Jun '20

03 Jun '20

Dear All, this is to inform that the deadline for applications for the following position has been prolonged. *Ph.D. position in Mathematical Finance* (in particular on the theory of stochastic optimal control and optimal stopping with financial and economic applications) at Bielefeld University within the "Bielefeld Graduate School in Economics and Management" ( http://www.bigsem.de/ ) _*NEW DEADLINE*_ for applications: *June 19* *DETAILS* about the post and the application procedure can be found at: <https://www.uni-bielefeld.de/Universitaet/Aktuelles/Stellenausschreibungen/…> https://www.uni-bielefeld.de/Universitaet/Aktuelles/Stellenausschreibungen/… The successful candidate will be based at the Center for Mathematical Economics (IMW) of Bielefeld University ( https://www.uni-bielefeld.de/imw/ ) and will work under my supervision. All the best wishes, Giorgio Ferrari -- Questa e-mail è stata controllata per individuare virus con Avast antivirus. https://www.avast.com/antivirus

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Probability Webminar: Alberto Chiarini (TU Eindhoven) [Padova 12/06, 15.00]
by alessandra bianchi 03 Jun '20

03 Jun '20

Dear Colleagues, We would like to invite you to the following Probability seminar that will take place on June 12 at 15 by the zoom platform. ________________________________________________________ Speaker: Alberto Chiarini (TU Eindhoven) Title: Entropic repulsion for the occupation-time field of random interlacements by disconnection 12 JUNE (Friday) - 15:00 - zoom link: TBA The link and password to access the seminar will be available at the following webpage https://www.math.unipd.it/~bianchi/seminari/ Abstract: The model of random interlacements was introduced in 2007 by A.-S. Sznitman, motivated by questions about the disconnection of discrete cylinders or tori by the trace of simple random walk. Since then, it has gained popularity among probabilists due to its percolative properties and also because of its connections to the free field. Random interlacements on transient graphs can be constructed as a Poisson point process of doubly infinite trajectories. After reviewing this model, we will focus on the rare event that these trajectories disconnect a macroscopic body from infinity, in the strongly percolative regime. We will ask the following question: What is the most efficient way for random interlacements to enforce such disconnection? In other words, how do the trajectories of random interlacements look like conditionally on disconnection? -- Alessandra Bianchi Dip. di Matematica Università di Padova Via Trieste, 63 - 35121 Padova, Italy phone: +39 049 827 14 06 fax: +39 049 827 14 28 e-mail: bianchi(a)math.unipd.it http://www.math.unipd.it/~bianchi/

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PostDoc Position at University of Innsbruck (Austria)
by Daniela Bertacchi 01 Jun '20

01 Jun '20

Ricevo e inoltro con preghiera di diffusione. Cordiali saluti, Daniela Bertacchi *************************************** Dear colleagues, I would like to draw your attention to an open PostDoc position at University of Innsbruck (Austria) starting on 01.08.2020 or later. Application deadline is 13.06.2020. The duration of the position is two years (Gross Salary: € 3.890 / month (14 times a year)). A PhD degree with focus on Probability and Stochastic Processes is required. German language skills are beneficial but not strictly required. The successful candidate is meant to carry out research in the field of stochastics. The position comes with 4 hours of teaching per week. The formal announcement can be found here: https://lfuonline.uibk.ac.at/public/karriereportal.details?asg_id_in=11284 Please forward this message to anyone you think might be interested and do not hesitate to contact Ecaterina Sava-Huss (Ecaterina.Sava-Huss(a)uibk.ac.at) for further details. Best wishes, Ecaterina Sava-Huss -- ----------------------------------------------------- Ecaterina Sava-Huss Department of Mathematics University of Innsbruck Technikerstrasse 13/7th floor/722b 6020 Innsbruck, Austria https://www.uibk.ac.at/mathematik/personal/sava-huss/ ----------------------------------------------------- <https://www.avast.com/sig-email?utm_medium=email&utm_source=link&utm_campai…> Mail priva di virus. www.avast.com <https://www.avast.com/sig-email?utm_medium=email&utm_source=link&utm_campai…> <#DAB4FAD8-2DD7-40BB-A1B8-4E2AA1F9FDF2>

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two 1-year (renewable to 2 years) postdoc positions at the Scuola Normale Superiore
by Stefano Marmi 01 Jun '20

01 Jun '20

Dear all, A call for two one-year research contracts (renewable up to 2 years) is open at the Scuola Normale Superiore di Pisa (Italy). The topics of the research are _"Quantitative construction and optimization of multi-factor portfolios in the equity and fixed income markets "_ and _"Portfolio construction and optimization of Multi-Asset Portfolios with a target volatility level, creation and optimization of “smart” Multi-Factor Portfolios in the Equity and Fixed Income asset classes "_ and it is part of a collaboration between Fineco and Scuola Normale. The research activity will be in tight collaboration with the Quantitative Team of Fineco Asset Management in Dublin. The details of the call are at - ITA: https://amministrazionetrasparente.sns.it/sites/default/files/bandi/assegni… - ENG: https://amministrazionetrasparente.sns.it/sites/default/files/bandi/assegni… The deadline is June 24. I would be grateful if you could forward this message to any potentially interested candidate. Thanks and all the best, Stefano Marmi

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8 PhD positions at GSSI (fwd)
by Michele Gianfelice 01 Jun '20

01 Jun '20

Salve, ricevo ed inoltro p.c.. Cordialmente, m.gianfelice ----------------------------------------------------------------------- Michele Gianfelice Dipartimento di Matematica e Informatica Università della Calabria Telephone : +39 0984 496412 Campus di Arcavacata Fax : +39 0984 496410 Ponte P. Bucci - cubo 30B email: gianfelice(a)mat.unical.it I-87036 Arcavacata di Rende (CS) www.mat.unical.it/~gianfelice/ ----------------------------------------------------------------------- ---------- Forwarded message ---------- Date: Sun, 31 May 2020 01:18:52 +0200 From: Pierangelo Marcati <pierangelo.marcati(a)gssi.it> To: Pierangelo Marcati <p.marcati(a)gmail.com> Subject: 8 PhD positions at GSSI DEADLINE June,11 Dear Colleagues, This is to announce the opening for 8 PhD Fellowships in ?Mathematics in Natural, Social and Life Sciences? at Gran Sasso Science Institute (GSSI) starting in October 2020 - deadline for application: June 11, 2020, info: https://applications.gssi.it/phd/ The 8 PhD fellowships including "4 years - ? 16.159,91 gross yearly - free accommodation - free luncheon vouchers and canteen", are awarded in the area of Mathematics of GSSI (https://www.gssi.it/people/professors/lectures-maths) Among them 2 fellowships are given within the GrowBot FET - EU project, under the direction of Professor Pierangelo Marcati. https://growbot.eu/ Interested candidates can apply to both programs by submitting two different applications. Students and researchers in Mathematics at GSSI are encouraged to interact with other scientific communities. At GSSI, we believe that the interdisciplinary endeavor is the most effective way to do science and benefit society. Mathematical models are ubiquitous in physics, engineering, information theory, social and life sciences, as they provide a formidable framework to describe the time evolution of deterministic, stochastic and complex systems, which is one of the main goals at GSSI. Within the PhD program in Mathematics in Natural, Social and Life Sciences a priority has been established on mathematical modeling, both towards the traditional areas of application, such as Physics or Engineering, and towards emerging issues in Biology and in the Social Sciences. GSSI mathematics researchers are interested in tackling many problems with complementary perspectives and methods. The area of Mathematics is characterized by four large macro-sectors: Applied Partial Differential Equations, Stochastic Analysis, Numerical methods and Continuum Mechanics modeling. Within these sectors there is a shared interest in problems related to fluid dynamics, quantum mechanics, statistical mechanics and also its applications to data science. Important ideas of classical analysis, probability theory, mathematical physics and theoretical physics are used also for less traditional applications. Numerical linear algebra and numerical optimization help to design new models and accompanying numerical algorithms for applications in data mining, machine learning and network science. Continuum mechanics models, computational methods in fluid dynamics are used not only in their traditional field at the boundary between applied mathematics and theoretical engineering, but also in nonconventional problems like modeling the full heart function.

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Conference del prof. Phili Protter -June 8th 2020
by Fabio Antonelli 27 May '20

27 May '20

UNIVAQ RANDOM TALKS - The Ph.D. COLLOQUIUM ________________________________ Online conferences on Probability and Applications at DISIM - UNIVERSITÁ DI L'AQUILA Monday June 8th 2:30 p.m. - ZOOM Videoconference platform Prof. Philip Protter Statistics Department Columbia University Nonlinear Valuation in Credit Risk Everybody is welcome, please subscribe by the following form The day of the seminar, participants will receive an invitation by e-mail https://docs.google.com/forms/d/e/1FAIpQLSfivXQHs0ZbxtQG8anBnzTSy1Tq_uWN7sG… (max. 100 participants) No need to subscribe, if, in a previous form, you asked to be always included Abstract: In a series of recent papers, Damiano Brigo, Andrea Pallavicini, and co-authors have shown that the value of a contract in a Credit Valuation Adjustment (CVA) setting, being the sum of the cash flows, can be represented as a solution of a decoupled forward-backward stochastic differential equation (FBSDE). CVA is the difference between the risk-free portfolio value and the true portfolio value that takes into account the possibility of a counter party's default. In other words, CVA is the market value of counter party credit risk. This has achieved noteworthy importance after the 2008 financial debacle, where counter party risk played an under-modeled but huge risk. In their analysis, Brigo et al make the classical assumption of conditional independence of the default times, given the risk-free market filtration. This does not allow for the possibility of simultaneous defaults. We weaken their assumption, replacing it with a martingale orthogonality condition. This in turn changes the form of the BSDE that arises from the model. My talk is based on joint work with Aditi Dandapani. --------------------------------- Fabio Antonelli DISIM - Università di L'Aquila

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Probability Webminar: Giuseppe Cannizzaro (University of Warwick) [Padova 05/06, 11.00]
by alessandra bianchi 27 May '20

27 May '20

Dear Colleagues, We would like to invite you to the following Probability seminar that will take place on June 05 at 11 by the zoom platform. ________________________________________________________ Speaker: Giuseppe Cannizzaro (University of Warwick) Title: A new Universality Class in (1+1)-dimensions: the Brownian Castle 05 JUNE (Friday) - 11:00 - zoom link: TBA The link and password to access the seminar will be available at the following webpage https://www.math.unipd.it/~bianchi/seminari/ Abstract: In the context of randomly fluctuating interfaces in (1+1)-dimensions two Universality Classes have generally been considered, the Kardar-Parisi-Zhang and the Edwards-Wilkinson. Models within these classes exhibit universal fluctuations under 1:2:3 and 1:2:4 scaling respectively. Starting from a modification of the classical Ballistic Deposition model we will show that this picture is not exhaustive and another Universality Class, whose scaling exponents are 1:1:2, has to be taken into account. We will describe how it arises, briefly discuss its connections to KPZ and introduce a new stochastic process, the Brownian Castle, deeply connected to the Brownian Web, which should capture the large-scale behaviour of models within this Class. This talk is based on a joint ongoing work with Martin Hairer. -- Alessandra Bianchi Dip. di Matematica Università di Padova Via Trieste, 63 - 35121 Padova, Italy phone: +39 049 827 14 06 fax: +39 049 827 14 28 e-mail: bianchi(a)math.unipd.it http://www.math.unipd.it/~bianchi/

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PhD course "Fractional Brownian motion and non-Markovian modeling" by P. Pigato
by Lucia Caramellino 26 May '20

26 May '20

Dipartimento di Matematica, Università di Roma “Tor Vergata” PhD School in Mathematics Announcement of a PhD course (10 hours, online) Paolo Pigato (Università di Roma "Tor Vergata", WIAS Berlin): Fractional Brownian motion and non-Markovian modeling Abstract. In several applications of stochastic analysis (financial engineering, telecommunication networks, ...), it is desirable to model real-world quantities which are non-Markovian, for example because the noise process exhibits slowly decaying auto-correlations and long memory. In this course we will focus on fractional Brownian motion, a prototypical example of non-Markovian process. Such process is a generalisation of Brownian motion with Holder regularity possibly different than 1/2 and it is not a martingale. We will consider large deviations problems, simulation methods and some examples of application. Schedule. - Friday June 05, 2020; h. 14-16 - Tuesday June 09, 2020; h. 14-16 - Thursday June 11, 2020; h. 14-16 - Tuesday June 16, 2020; h. 14-16 - Thursday June 19, 2020; h. 14-16 Information at http://www.mat.uniroma2.it/~dott/corsi.html <http://www.mat.uniroma2.it/~dott/corsi.html> http://www.mat.uniroma2.it/~macci/corso-dottorato-pigato.htm <http://www.mat.uniroma2.it/~macci/corso-dottorato-pigato.htm> How to join the course. The course will take place on the "Teams" platform. Those who do not have an account on Teams can join the course through Chrome or Edge. Please write to caramell(a)mat.uniroma2.it <mailto:caramell@mat.uniroma2.it> (subject: PhD course) to be part of the mailing list to which instructions for accessing the course will be sent.

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PhD in Computational Mathematics and Decision Sciences
by Giacomo Aletti 26 May '20

26 May '20

The admission procedure for the PhD program in Computational Mathematics and Decision Sciences at University of Pavia is now open, see http://phd.unipv.it/call-36/ We have 6 scholarships, of which 1 reserved for foreign (non-Italian) students. The deadline is June 24, 2020. Please share this call for applications with potential candidates. Giacomo Aletti -- ------------------------------- Giacomo Aletti, Full Professor (Probability Theory and Mathematical Statistics) Department of Environmental Science and Policy (ESP) ADAMSS Centre (ex MIRIAM) Advanced Applied Mathematical and Statistical Sciences Università degli Studi di Milano Via Saldini, 50 20133 Milano, Italy Tel: +39-02-503.16158 Fax:+39-02-503.16090

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Fwd: [stoch-ned-l] COFUND: vacancies for PhD positions
by Gianmarco Bet 26 May '20

26 May '20

Cari colleghi, Vi segnalo numerose PhD openings nel programma NETWORKS in Olanda. Conosco personalmente i PI e il programma, e posso attestare che l’ambiente di ricerca è davvero ottimo. La scadenza è molto vicina, quindi vi invito a girare questo annuncio ai vostri studenti interessanti in probabilità applicata e/o combinatoria e/o modelli discreti. Sono a completa disposizione se voi (o i vostri studenti) avete domande specifiche. Un caro saluto, 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 22 ---------------------------------------------------------------------- > Begin forwarded message: > > From: "Mandjes, Michel via stoch-ned-l" <stoch-ned-l(a)lists.science.uu.nl> > Subject: [stoch-ned-l] COFUND: vacancies for PhD positions > Date: 8 May 2020 at 16:21:39 CEST > To: "Zanten, J.H. van via stoch-ned-l" <stoch-ned-l(a)lists.science.uu.nl> > Reply-To: "Mandjes, Michel" <m.r.h.mandjes(a)uva.nl> > > 14 PhD Positions in Stochastics and Algorithmics in NETWORKS (the Netherlands) > > The NETWORKS project is a collaboration of world-leading researchers from four institutions in The Netherlands: TU Eindhoven <https://eur04.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwww.youtu…>, University of Amsterdam <https://eur04.safelinks.protection.outlook.com/?url=https%3A%2F%2Fyoutu.be%…>, Leiden University <https://eur04.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwww.youtu…> and the Centrum Wiskunde & Informatica (CWI) <https://eur04.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwww.youtu…>. Research in NETWORKS focuses on stochastics and algorithmics for network problems. NETWORKS offers a highly stimulating research environment and an extensive training program for PhD students. > > Recently NETWORKS was awarded a COFUND grant the Marie Skłodowska-Curie Actions, funded by the European Commission. The grant allows NETWORKS to expand its activities by opening positions for an additional 14 PhD students. As a NETWORKS-COFUND PhD student you can define your own PhD project in one of the research areas mentioned above, in collaboration with your NETWORKS supervisors. > > Application deadline > 31 May 2020 > Contract > full time employment contract for 4 years > Salary indication > from €2.325 to €2.972 in 4 years > Location > The Netherlands (Amsterdam, Eindhoven, Leiden) > Are you interested in the stochastics and algorithmics behind network problems? And would you like to be part of this project with its many activities? Then go to https://www.thenetworkcenter.nl/Open-Positions/openposition/29/14-PhD-Posit… <https://eur04.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwww.thene…> > On this website you can find an extensive information package about these positions, including further details about the application procedure. > > _______________________________________________ > stoch-ned-l mailing list > SMS-VvS+OR/ > Section Mathematical Statistics of > The Netherlands Society for Statistics and Operations Research. > stoch-ned-l(a)lists.science.uu.nl > https://mailman.science.uu.nl/mailman/listinfo/stoch-ned-l

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Postdoc in stochastic control at University of Uppsala (Sweden)
by Tiziano De Angelis 25 May '20

25 May '20

Dear All, Please find below links for 2 open postdoctoral positions in stochastic control at the University of Uppsala (Sweden). The deadline for application is 12 June. https://www.math.uu.se/the-department/vacant-positions/?positionId=334386 and https://www.math.uu.se/the-department/vacant-positions/?positionId=334402 Best wishes Tiziano

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Junior Professorship (W1) in Mathematical Economics at Bielefeld: NEW DEADLINE JUNE 05
by Giorgio Ferrari 24 May '20

24 May '20

Dear All, I hope this email finds you well. I am writing to inform that the deadline for applications for the post advertised below has been extended to *JUNE 05, 2020*. Best wishes and have a nice Sunday, Giorgio Ferrari %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% The *Center for Mathematical Economics *(Institut für Mathematische Wirtschaftsforschung, IMW) and the *Faculty of Business Administration and Economics* at Bielefeld University are seeking to fill the following position as soon as possible: *Junior Professorship (W1) in Mathematical Economics* We are looking for outstanding, internationally visible candidates in research and teaching who are qualified by excellent publications in one of the research areas of the Center for Mathematical Economics. Interdisciplinary research and teaching across faculties traditionally plays an important role at the Center for Mathematical Economics. We expect participation in the existing and planned joint third-party funded projects of the Center, the Faculty of Economics and Business Administration, and other faculties, especially in the interdisciplinary context. The connection to the Collaborative Research Center 1283 `` Taming Uncertainty and Profiting from Randomness ... ’’ plays an important role for this professorship. We are looking for young researchers who can make a significant contribution to the economic sub-projects of the Collaborative Research Center; potential topics include dynamic game theory (differential games, mean-field games) as well as the analysis of financial markets (equilibrium models in continuous time), industrial dynamics (dynamic I.O.) or complex decisions under uncertainty (e.g. recursive dynamic utility). Teaching is to be provided in the research-oriented Master and Bachelor programs of the Faculty of Economics and Business Administration, especially in Mathematical Economics. The prerequisites for the position are a university degree, pedagogical aptitude and the special ability for scientific work, which is usually demonstrated by the outstanding quality of a doctorate. The position is initially for three years, and can be extended to six years after a positive evaluation. Applications from suitably qualified handicapped and severely handicapped persons are explicitly encouraged. Bielefeld University has received a number of awards for its achievements in the provision of equal opportunity and has been recognized as a family-friendly university. The university welcomes applications from women. Applications are handled according to the state's equal opportunity statutes. Applications with the usual documents (curriculum vitae, copies of certificates, list of publications with identification of up to 10 most important publications, a 2-page research and teaching concept) should preferably be submitted till *JUNE 05**, 2020* to: Bielefeld University Center for Mathematical Economics (IMW) Frau Buiwitt-Robson Postfach 10 01 31 33501 Bielefeld or by e-mail as a single PDF file to: IMW(a)uni-bielefeld.de Please refrain from submitting application folders and submit photocopies only, as the application documents will be destroyed at the end of the selection procedure. Please note that risks to confidentiality and unauthorized access by third parties cannot be ruled out when communicating via unencrypted e-mail. Information on the processing of personal data can be found at: https://www.uni-bielefeld.de/Universitaet/Aktuelles/Stellenausschreibungen/… -- Questa e-mail è stata controllata per individuare virus con Avast antivirus. https://www.avast.com/antivirus

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Fwd: [umr8050] Extension de la date limite de candidature M2 Bézout
by Lucia Caramellino 22 May '20

22 May '20

Ricevo e volentieri inoltro un annuncio di borsa di studio per un master presso Paris-Est, riservata a studenti stranieri. Per inciso, gli indirizzi del master sono: - mathematics: mathematics of finance and data; probability theory and statistics of new data; analysis and applications (images, compressed sensing); - computer science: imaging sciences; software; systems and services for the Internet of Things; smart systems and applications. Saluti, Lucia > De: "raphael danchin" <raphael.danchin(a)u-pec.fr <mailto:raphael.danchin@u-pec.fr>> > À: "umr8050" <umr8050(a)listes.math.cnrs.fr <mailto:umr8050@listes.math.cnrs.fr>> > Envoyé: Vendredi 22 Mai 2020 10:17:37 > Objet: [umr8050] Extension de la date limite de candidature M2 Bézout > > > Dear colleague, > > The 2020-2021 hiring campaign for the international Bézout master's program is now open until May 28, noon (Paris time). It is directed towards excellent students in mathematics or computer science (or both) from foreign institutions willing to pursue their studies in Université Paris Est at the master level. The laureates will receive a 11-month grant of about 1300€ per month and will be proposed a room on the campus. Furthermore, the best students will then be invited to join the PhD program of the Doctoral School MSTIC (Mathematics, Sciences and Information and Communication Technology) of Université Paris-Est. > > The details of the program and a link to the application website can be found here: http://bezout.univ-paris-est.fr/masters-scholarships/ <http://bezout.univ-paris-est.fr/masters-scholarships/> > > A description of the activities of the Bézout Labex can be found in the leaflet here: http://bezout.univ-paris-est.fr/wp-content/uploads/2020/03/bezout-leaflet.p… <http://bezout.univ-paris-est.fr/wp-content/uploads/2020/03/bezout-leaflet.p…> > Contact: Raphaël Danchin <danchin(a)u-pec.fr <mailto:danchin@u-pec.fr>> +++++++++++++++++++++++++++++++++ Lucia Caramellino Dipartimento di Matematica Università di Roma “Tor Vergata” Web: http://www.mat.uniroma2.it/~caramell <http://www.mat.uniroma2.it/~caramell>

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Master of Science in Economics (University of Rome "Tor Vergata")
by Paolo Gibilisco 22 May '20

22 May '20

Dear Colleagues, please find enclosed some information on the Master of Science in Economics of the Department of Economics and Finance of the University of Rome “Tor Vergata”. Do not hesitate to contact me if you need further information. Best regards Paolo Gibilisco Associate Professor Department of Economics and Finance University of Rome “Tor Vergata” Via Columbia 2, Rome, 00133, Italy Phone: +39-06-72595956 Email: paolo.gibilisco(a)uniroma2.it <mailto:paolo.gibilisco@uniroma2.it> Home page: https://economia.uniroma2.it/def/faculty/142/gibilisco-paolo <https://economia.uniroma2.it/def/faculty/142/gibilisco-paolo#> ----------------------------------------------------------------------------------------------------- Dear Colleague, I am pleased to announce the 2020/2021 edition of the Master of Science in Economics <https://economia.uniroma2.it/master-science/economics> at the Department of Economics and Finance of Tor Vergata University of Rome. I would be grateful if you could help me spread the information about our program and recommend us to your most talented and motivated students. The MSc Economics (LM-56) is a two-year graduate program entirely taught in English and designed for highly qualified students. It provides students with a thorough knowledge and understanding of the concepts, tools and methods of economics, together with the application of these methods to the analysis of economic problems. We are committed to providing our students with high quality teaching from some of the best in the Department, which was recognized as a department of excellence by the MIUR. We have already prepared contingency plans, including options for studying remotely, in the event that our standard practices must be changed due to the COVID-19 epidemic. An important characteristic of the program is that we follow our students closely. They are provided with academic support and a personal tutor who follows them throughout the entire program. Moreover, annual extra-curricular initiatives are organized to strengthen their professional skills and to allow easy access to employment or further academic opportunities. We offer study grants for the best students enrolling in the first year as well as monetary awards to the best-performing first-year students. Selected second-year students have the opportunity to attend a Dual Degree Program in partnership with the University of Gothenburg or the University of Konstanz. Additional funding is also awarded to students to encourage participation in Summer Schools, database purchases, GRE test and MATLAB Associate Level Certification. The MSc Economics is the ideal program for those who want to acquire advanced analytical skills to pursue a career in national and international institutions, or who want to prepare for a Ph.D. program in Economics. The excellent placement of our graduates may be consulted on the employment statistics page <https://economia.uniroma2.it/master-science/economics/employment-statistics…> and on the Alumni page <https://economia.uniroma2.it/master-science/economics/Alu/> of our website. Applications are currently open for the 2020/2021 academic year. The application deadline is June 30, 2020 for non-EU students and August 16, 2020 for EU students. The Call for applications is available here <https://economia.uniroma2.it/master-science/economics/admissions/>, feel free to share this link with interested candidates and other colleagues from your institution. I will be available to provide additional information during the Online Open Day on June 16, 2020 <https://economia.uniroma2.it/cal/855/msc-economics-online-open-day#.XsVCUC-…> at 5pm on Microsoft Teams. Should you wish to have additional information or discuss anything related to the program, please do not hesitate to contact me. Best regards, Alberto Iozzi Master of Science in Economics, Director ----------------------------------------------------------------- Prof. Alberto Iozzi Department of Economics and Finance Tor Vergata University of Rome Via Columbia 2, 00133 Rome - Italy Tel. +39 06 7259 5923 Fax + 39 06 2040 219 Webpage: sites.google.com/view/albertoiozzi/home <https://sites.google.com/view/albertoiozzi/home> ----------------------------------------------------------------

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Webinar RIGON
by Pierpaolo De Blasi 22 May '20

22 May '20

WEBINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO <https://www.carloalberto.org/research/webinars/> Venerdì 29 Maggio 2020, alle ore 15:00, si terrà il seguente webinar: ------------------------------------------------ Tommaso RIGON (Duke University) *A generalized Bayes framework for probabilistic clustering* Abstract: Clustering methods such as k-means and its variants are standard tools for finding groups in the data. However, despite their huge popularity, the underlying uncertainty can not be easily quantified. On the other hand, mixture models represent a well-established inferential tool for probabilistic clustering, but they are characterized by severe computational bottlenecks and may have unreliable solutions in presence of misspecifications. Instead, we rely on a generalized Bayes framework for probabilistic clustering based on Gibbs posteriors. Broadly speaking, in such a setting the log-likelihood is replaced by an arbitrary loss function and this arguably leads to much richer families of clustering methods. Our contribution is two-fold: first, we describe a clustering pipeline for efficiently finding groups and then quantifying the associated uncertainty. Second, we discuss two broad classes of loss functions which have advantages in terms of analytic tractability and interpretability. Specifically, we consider losses based on Bregman divergences and pairwise dissimilarities and we show they can be interpreted as profile and composite log-likelihoods, respectively. Full Bayesian inference is conducted via Gibbs sampling but efficient deterministic algorithms are available for point estimation. As an important byproduct of our work, we show that several existing clustering approaches can be interpreted as generalized Bayesian estimators under specific loss functions. Hence, our methodology can be also used to formally quantify the uncertainty in widely used clustering approaches. (joint work with Amy Herring and David Dunson, Duke University) ------------------------------------------------ Chiunque volesse collegarsi al webinar è pregato di inviare una email entro mercoledi 27 Maggio a pierpaolo.deblasi(a)unito.it Il webinar è organizzato dalla "de Castro" Statistics Initiative www.carloalberto.org/stats in collaborazione con il Collegio Carlo Alberto. 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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LMS Invited Lecture Series 2020
by Enrico Scalas 21 May '20

21 May '20

Car* collegh*, vi segnalo questo evento on-line: LMS Invited Lecture Series 2020 Fractional Calculus and Fractional Stochastic Calculus, Including Rough-Paths, with Applications, 15 Jun, 09:00 – 19 Jun, 16:00 https://www.lms2020.boguslavsky.net/ con lezioni di Yulia Mishura, Taras Shevchenko National University of Kyiv, Ukraine e vari seminari su temi correlati. Dalla pagina web e' possibile registrarsi. Cordiali saluti, Enrico Scalas

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Postdoc position in Vienna
by Ulisse Stefanelli 21 May '20

21 May '20

Dear Colleagues, I would like to bring to your attention a postdoc opening (University Assistant) in Vienna, details are below. Kind regards Ulisse Stefanelli ************************************************ The Faculty of Mathematics of the University of Vienna is inviting applications for a University-Assistant position (postdoc), limited to 3 years. We are looking for a highly qualified researcher with strong background in calculus of variations or evolution equations, also of stochastic type. The start date is 1.7.2020 or as soon as possible thereafter. The position comes with max. 4h of teaching per week, mostly exercise classes. The monthly gross salary is in the range 3.8-4.3 K€, depending on the experience level. Applications have to be submitted via the jobcenter of the University of Vienna: https://personalwesen.univie.ac.at/jobs-recruiting/job-center/ by navigating to 'Aktuelle Stellenausschreibungen', reference number 10846. Informal enquiries to ulisse.stefanelli(a)univie.ac.at ________________________________________ Ulisse Stefanelli (Univ.-Prof., PhD) Faculty of Mathematics, University of Vienna Oskar-Morgenstern-Platz 1,1090 Vienna, Austria ulisse.stefanelli(a)univie.ac.at ________________________________________

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Annuncio Convegno Online
by Enrica Pirozzi 20 May '20

20 May '20

Carissimi nei pomeriggi dei giorni 1-2 e 8-9 Luglio si terrà in modalità online un workshop dal titolo: "Kick-Off Meeting of Prin 2017 Project: Stochastic Models for Complex Systems" (PRIN articolato nelle sedi di Lecce, Salerno e Napoli) dedicato alla presentazione dei primi risultati scientifici ottenuti nell'ambito del progetto. Per tutti i dettagli vi invitiamo a collegarvi al sito dedicato seguendo il link qui sotto: https://sites.google.com/view/kick-off-meeting/home Cari saluti Roberta Schiattarella, Mariella Longobardi, Nello Buonocore, Igia Caputo, Enrica Pirozzi. -- Enrica Pirozzi Dipartimento di Matematica e Applicazioni Universita' di Napoli FEDERICO II Via Cintia, Monte S.Angelo, 80126, NAPOLI, ITALY Tel. 081 675634 https://www.docenti.unina.it/ENRICA.PIROZZI

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Posizione RTD-B in Machine Learning presso la Scuola IMT Lucca
by Irene Crimaldi 20 May '20

20 May '20

Caro Collega, la Scuola IMT Lucca (www.imtlucca.it) sta valutando l'opportunità di bandire a breve una posizione di ricercatore a tempo determinato di tipo B nell'area del Machine Learning. Dato che il tema è affrontato da varie comunità scientifiche, il settore scientifico disciplinare nel quale bandire verrà scelto a valle della raccolta di espressioni di interesse. Chiunque fosse interessato alla posizione di cui sopra è pregato di inviare al decano, Prof. Rocco De Nicola (rocco.denicola(a)imtlucca.it) un cv e un breve *statement* motivazionale, *preferibilmente entro il 15 giugno 2020.* Di seguito riporto il profilo che è stato recentemente deliberato dagli organi della Scuola. Pregherei di inoltrare questo messaggio a chiunque fosse a conoscenza di potenziali interessati. Rimango a disposizione per qualsiasi altro dettaglio. Cari saluti, Irene Crimaldi --------PROFILO: L'assunzione di un esperto di Machine Learning è finalizzata ad accrescere le competenze sui metodi quantitativi per lo sviluppo di modelli di sistemi dinamici e alla loro previsione, regolazione e ottimizzazione, della Scuola IMT. Questa figura da un lato alimenterà l’arsenale di competenze metodologiche della Scuola e dall'altro lato sarà funzionale a fornire strumenti quantitativi alle aree dell'economia e del management nonché dell'analisi e gestione del patrimonio, delle attività e dei fenomeni culturali. Il ricercatore, oltre a consolidate conoscenze ed ottime pubblicazioni nel settore del machine learning, con particolare riferimento alle tematiche dell’apprendimento basato su reti neurali e alberi decisionali, dell’identificazione di sistemi dinamici, degli algoritmi di ottimizzazione, della regressione e all’analisi statistica multivariata, dovrà dimostrare la capacità di applicare le proprie competenze a problemi reali e di collaborare in attività di ricerca di tipo multidisciplinare.

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Borse di dottorato in area Statistica / Data Science presso il Politecnico di Milano
by Laura Maria Sangalli 19 May '20

19 May '20

Prego di dare la massima diffusione presso i potenziali interessati ITA E' uscito il bando di ammissione al 36esimo ciclo di dottorato presso il Politecnico di Milano, con scadenza il ** 29 Maggio, ore 14 ** http://www.dottorato.polimi.it/fileadmin/files/dottorato/concorso_linkweb/B… Sono disponibili varie borse in area Statistica / Data Science. Nell'ambito del dottorato in Metodi e Modelli Matematici per l'Ingegneria sono disponibili 8 borse libere, per le quali i candidati possono proporre progetti in area Statistica / Data Science Contatti: alessandra.guglielmi(a)polimi.it, anna.paganoni(a)polimi.it, laura.sangalli(a)polimi.it Nell'ambito del dottorato in Data Analytics and Decision Sciences sono disponibili le borse - "Patient representation methods for risk stratification in oncology" Contatto: francesca.ieva(a)polimi.it - "Impact Analysis in Real World Clinical Oncology" Contatto: anna.paganoni(a)polimi.it - "Learning analytics to support policies and managerial decision making in educational institutions" Contatto: anna.paganoni(a)polimi.it - “Cyber-Capital and impact on the urban rent” Contatti: valeria.fedeli(a)polimi.it, simone.vantini(a)polimi.it - "Neurosciences and genomics: advanced data analytic methods" Contatto: laura.sangalli(a)polimi.it ENGLISH: Several fellowships are available for a PhD in the area of Statistics / Data Science at Politecnico di Milano, Italy: Call: http://www.dottorato.polimi.it/en/ Deadline for applications: 29 May 2020 at 14:00, Italian time Within the PhD program in Mathematical Models and Methods in Engineering 8 fellowships are available in the generic field of Mathematics and Statistics, that can be targeted to Statistics / Data Science Contacts: alessandra.guglielmi(a)polimi.it, anna.paganoni(a)polimi.it, laura.sangalli(a)polimi.it Within the PhD program in Data Analytics and Decision Sciences fellowships on the following topics are available: - "Patient representation methods for risk stratification in oncology" Contact: francesca.ieva(a)polimi.it - "Impact Analysis in Real World Clinical Oncology" Contact: anna.paganoni(a)polimi.it - "Learning analytics to support policies and managerial decision making in educational institutions" Contact: anna.paganoni(a)polimi.it - “Cyber-Capital and impact on the urban rent” Contacts: valeria.fedeli(a)polimi.it, simone.vantini(a)polimi.it - "Neurosciences and genomics: advanced data analytic methods" Contact: laura.sangalli(a)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 url: http://mox.polimi.it/~sangalli

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2020/21 PhD Programs at the IMT School for Advanced Studies Lucca
by Irene Crimaldi 19 May '20

19 May '20

*2020/21 PhD Programs at the IMT School for Advanced Studies Lucca* Deadline for applications – July 10th 2020, 12 pm CEST Applications are now being accepted for the 2020/21 PhD Programs at the IMT School for Advanced Studies Lucca (www.imtlucca.it) one of the six Schools of Excellence in Italy and one of the highest rated graduate schools in Europe according to the most recent U-Multirank survey. Highly motivated candidates from all disciplines are invited to apply for one of the *32 fully-funded positions.* The 32 scholarships are equally divided between the two doctoral Programs that integrate scientific competences of economics, engineering, computer science, neuroscience and behavioral psychology, physics, applied mathematics, statistics, history and sciences of cultural heritage. *Economics, Networks and Business Analytics* is one of the four field-specific tracks offered and is under the “Systems Science” PhD Program. This Track provides participants with a solid knowledge on modern analytical methods in economics and management. With its multidisciplinary approach, the track is unique in its deployment of a strong integration of concepts, analytical foundations, and practical expertise, to educate the new generation of economists, scientists and practitioners with distinctive capabilities in analyzing, interpreting, and managing complex socio-economic systems. Graduates will be trained to become researchers and decision makers in academia, policy and industry by integrating knowledge at the boundary of Economics, Statistical Physics, Computer and Social Sciences with the unifying language of Mathematics and Statistics. Close associations with a selected set of companies and institutions provide the opportunity to analyze relevant problems, motivating new analytical techniques from practical problem solving. Students are involved in the analysis of real world high dimensional data, in collaboration with companies and institutions. During their doctoral studies, students are encouraged to carry out their research with the School’s Research Units. ENBA students also have the possibility of completing their theses under the joint supervision (Double-degree) with KU Leuven or the University of Alicante. Courses are led by world-renowned researchers and provide students with all the theoretical skills and advanced tools required for rigorously tackling a multitude of analysis, design and management problems within the broad framework of systems analysis in economic, social, scientific, technological and cultural domains. Specialized faculty and staff create a network that provides key guidance and support throughout the PhD Program. Working closely with faculty, both in the classroom and in the development of research, students reach the highest levels of scholarly achievement. IMT School PhD graduates will be able to use the skills they acquired during their studies to recognize and resolve complex problems, to choose the most appropriate method or instrument to utilize when approaching these problems, even in disciplines outside of their primary field of research. All students are based in the recently restored San Francesco complex, *a fully integrated Campus* in the historical center of the beautiful Tuscan city of Lucca. The Campus includes renewed residential facilities, an on-site canteen, study and living rooms, a state-of-the-art library and outdoor recreational spaces, which foster a unique cultural,professional and social environment for our doctoral program. Eligible students, in addition to *free room and* *board,* will also receive a *research scholarship which amounts to approximately €15,300/year. *The scholarships are *fully-funded for up to four years,* with a possibility of graduating after the third year. The PhD Programs at the IMT School attracts students from around the world, providing a truly international environment. English is the official language of the School. Moreover, all students will have the opportunity to spend periods abroad at research institutes, laboratories or universities, both within the Erasmus+ framework and through ad hoc mobility agreements. Most IMT School PhD Graduates have reached prominent roles in academics, governmental institutions, public and private companies or professions across the globe. To find out more about the School, the admission requirements and how to apply, please visit the following link: https://www.imtlucca.it/en/phd/information-for-students *Deadline for applications – July 10th 2020, 12 pm CEST* Find the IMT School on Facebook, Twitter, LinkedIn and YouTube for the latest news.

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Call of Interest on High-Dimensional Networks Econometrics
by Roberto Casarin UNIVE 18 May '20

18 May '20

*Advertiser: Department of Economics, Ca' Foscari University Venice (Università Ca’ Foscari)** **Field(s) of specialization: Econometrics* Position type(s): Research Assistant Target date for applications: 25 May 2020 Application deadline: 31 May 2020 (accepting applications) CALL OF INTEREST POSITIONS AS RESEARCH FELLOW AT ITALIAN UNIVERSITIES: University of Bologna, *Ca' Foscari University*, Free University of Bozen-Bolzano Under the Italian PRIN Project entitled “Hi-di network econometric analysis of high dimensional models with network structures in macroeconomics and finance – PROT. 2017TA7TYC” funded by the Italian Ministry of Education, the Departments of Economics at the University of Bologna, the *Department of Economics of the Ca’ Foscari University of Venice* and the Faculty of Economics and Management at Free University of Bozen-Bolzano are opening a call of interest for three positions as Research Fellow (one position for each university). The positions will be funded by the project up to 24 months. The research project covers the following topics: *(i) Development of novel multivariate econometric models and methods able to deal with network effects and to take into account time varying relationships. Attention will be paid on how latent factors drive economic systems and are subject to instability. Their roles will be studied and compared in the pre- and post-coronavirus era.** * *(ii) Analysis of interconnected networks: either physical or intangible networks, observed or estimated. Results will expand academic knowledge on statistical modelling of network event data in a broad range of areas including, but not limited to, social media information diffusion, economic/financial crises contagion and epidemic/disease spread phaenomena.** * (iii) Economic impact of uncertainty: uncertainty is expected to act as a key driving factor in the aftermath of the covid-19 shock and the focus will be also on the policy actions necessary at the macro level to offset the economic consequences of a shock of size never experienced by world economies after WW2. Interested researchers can express their willingness to apply not later than 31st May 2020. Applications should include the CV of the candidate a short research proposal related to the topics covered by the project, and the indication of the University where the research activity will be carried out. For further information please contact: *- Monica Billio (billio(a)unive.it) - Department of Economics of the Ca’ Foscari University of Venice** * - Giuseppe Cavaliere (giuseppe.cavaliere(a)unibo.it) - Departments of Economics at the University of Bologna - Francesco Ravazzolo (francescoravazzolo(a)unibz.it) - Faculty of Economics and Management at Free University of Bozen-Bolzano -- Roberto Casarin, PhD Professor of Econometrics University Ca' Foscari, Venice Address: San Giobbe 873/b 30121 Venezia, Italy Phone: +39 041.234.91.49 Web: http://sites.google.com/view/robertocasarin/ IMEF: http://www.unive.it/imef VERA: http://www.unive.it/vera ORCID: https://orcid.org/0000-0003-1746-9190 -- Questa e-mail è stata controllata per individuare virus con Avast antivirus. https://www.avast.com/antivirus

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Webinar JACOB
by Pierpaolo De Blasi 16 May '20

16 May '20

WEBINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO <https://www.carloalberto.org/research/webinars/> Venerdì 22 Maggio 2020, alle ore 12:00, si terrà il seguente webinar: ------------------------------------------------ Pierre JACOB (Harvard University) *Unbiased Markov chain Monte Carlo with couplings* Abstract: Various tasks in statistics involve numerical integration, for which Markov chain Monte Carlo (MCMC) methods are state-of-the-art. MCMC methods yield estimators that converge to integrals of interest in the limit of the number of iterations. This iterative asymptotic justification is not ideal; first, it stands at odds with current trends in computing hardware, with increasingly parallel architectures; secondly, the choice of "burn-in" or "warm-up" is arduous. This talk will describe recently proposed estimators that are unbiased for the expectations of interest while having a finite computing cost and a finite variance. They can thus be generated independently in parallel and averaged over. The method also provides practical upper bounds on the distance (e.g. total variation) between the marginal distribution of the chain at a finite step and its invariant distribution. The key idea is to generate "faithful" couplings of Markov chains, whereby pairs of chains coalesce after a random number of iterations. This talk will provide an overview of this line of research. (joint work with John O'Leary, Yves Atchadé) Paper at: https://rss.onlinelibrary.wiley.com/doi/abs/10.1111/rssb.12336 ------------------------------------------------ Chiunque volesse collegarsi al webinar è pregato di inviare una email entro mercoledi 20 Maggio a pierpaolo.deblasi(a)unito.it Il webinar è organizzato dalla "de Castro" Statistics Initiative www.carloalberto.org/stats in collaborazione con il Collegio Carlo Alberto. 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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Ph.D. position in Mathematical Finance at Bielefeld University
by Giorgio Ferrari 15 May '20

15 May '20

Dear All, this is to inform about a *Ph.D. position in Mathematical Finance* (in particular on the theory of stochastic optimal control and optimal stopping with financial and economic applications) at Bielefeld University within the "Bielefeld Graduate School in Economics and Management" ( http://www.bigsem.de/ ) *DEADLINE* for applications: *June 05* *DETAILS* about the post and the application procedure can be found at: <https://www.uni-bielefeld.de/Universitaet/Aktuelles/Stellenausschreibungen/…> https://www.uni-bielefeld.de/Universitaet/Aktuelles/Stellenausschreibungen/… The successful candidate will be based at the Center for Mathematical Economics (IMW) of Bielefeld University ( https://www.uni-bielefeld.de/imw/ ) and will work under my supervision. All the best wishes, Giorgio Ferrari -- Questa e-mail è stata controllata per individuare virus con Avast antivirus. https://www.avast.com/antivirus

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RMTA 2020 New York May 25-29
by Davide Macera 14 May '20

14 May '20

ricevo ed inoltro: Dear colleague, we hope that you are in good health.You have registered for the conference "Random Matrices and Their Applications" (RMTA) which was supposed to take place in New York, May 25-29 2020. Due to the Covid-19 outbreak, the conference will be reorganized online. You can check the tentative schedule on the new website: https://www.ceremade.dauphine.fr/dokuwiki/mega:e-rmta-2020 <https://slack-redir.net/link?url=https%3A%2F%2Fwww.ceremade.dauphine.fr%2Fd…> We apologize for those of you who were supposed to present a poster: the poster session has been cancelled.Meanwhile, if you are interested to participate to the online RMTA conference, please register on the new website. Registration is free but mandatory to get the access details. We are looking forward to meeting you online!Best regards,Paul Bourgade, Djalil Chafaï, Alice Guionnet, Jamal Najim.

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COFUND: vacancies for PhD positions
by Matteo Quattropani 14 May '20

14 May '20

Ricevo ed inoltro. MQ 14 PhD Positions in Stochastics and Algorithmics in NETWORKS (the Netherlands) The NETWORKS project is a collaboration of world-leading researchers from four institutions in The Netherlands: TU Eindhoven <https://eur04.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwww.youtu…>, University of Amsterdam <https://eur04.safelinks.protection.outlook.com/?url=https%3A%2F%2Fyoutu.be%…>, Leiden University <https://eur04.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwww.youtu…> and the Centrum Wiskunde & Informatica (CWI) <https://eur04.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwww.youtu…>. Research in NETWORKS focuses on stochastics and algorithmics for network problems. NETWORKS offers a highly stimulating research environment and an extensive training program for PhD students. Recently NETWORKS was awarded a COFUND grant the Marie Skłodowska-Curie Actions, funded by the European Commission. The grant allows NETWORKS to expand its activities by opening positions for an additional 14 PhD students. As a NETWORKS-COFUND PhD student you can define your own PhD project in one of the research areas mentioned above, in collaboration with your NETWORKS supervisors. Application deadline 31 May 2020 Contract full time employment contract for 4 years Salary indication from €2.325 to €2.972 in 4 years Location The Netherlands (Amsterdam, Eindhoven, Leiden) Are you interested in the stochastics and algorithmics behind network problems? And would you like to be part of this project with its many activities? Then go to https://www.thenetworkcenter.nl/Open-Positions/openposition/29/14-PhD-Posit… <https://eur04.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwww.thene…> On this website you can find an extensive information package about these positions, including further details about the application procedure.

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Bando dottorato congiunto Politecnico di Torino, Università di Torino e Indam (con link)
by Enrico Bibbona 14 May '20

14 May '20

Cari colleghi, vi chiedo di far circolare la notizia che il Politecnico di Torino, congiuntamente con L'Università di Torino e l'Indam offre 8 posizioni di dottorato. La domanda deve pervenire entro il 30 Aprile. http://dottorato.polito.it/en/call_for_applications Applicazioni di studenti interessati alla probabilità e alla statistica sono naturalmente benvenute. Cordiali saluti, Enrico Enrico Bibbona Associate Professor of Statistics Probability, Statistics and Optimization group Department of Mathematical Sciences "G. L Lagrange" Politecnico di Torino

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Probability Webminar: Saeda Marello (University of Bonn) [Padova 22/05, 11.00]
by alessandra bianchi 13 May '20

13 May '20

Dear Colleagues, We would like to invite you to the following Probability seminar that will take place on May 22 at 11 by the zoom platform. ________________________________________________________ Speaker: Saeda Marello (University of Bonn) Title: Metastability for the randomly dilute Curie-Weiss model with Glauber dynamics". 22 MAY (Friday) - 11:00 - zoom link: TBA The link and password to access the seminar will be available the day of the seminar at the following webpage https://www.math.unipd.it/news/metastability-for-the-randomly-dilute-curie-… Abstract: The Curie-Weiss model (CW) is a classical model of a ferromagnetic spin system in which all spins interact with each other, namely the interaction graph is complete. The randomly dilute Curie-Weiss model (RDCW) is a generalisation of the CW in which the deterministic interaction between pairs of spins is replaced by iid random coefficients. It can be also viewed as an Ising model on a random graph. We will show results in the case where the interaction coefficients are iid Bernoulli random variables with fixed parameter p, i.e. the interaction graph is an Erdős–Rényi random graph. After giving an introduction on metastability and on the well known results for the CW, we will focus on how the mean metastable hitting time in the RDCW can be approximated by that of the CW, asymptotically as the system size grows. The main methods we used are potential theoretic approach to metastability and concentration of measure inequalities. Based on joint work with Anton Bovier and Elena Pulvirenti. -- Alessandra Bianchi Dip. di Matematica Università di Padova Via Trieste, 63 - 35121 Padova, Italy phone: +39 049 827 14 06 fax: +39 049 827 14 28 e-mail: bianchi(a)math.unipd.it http://www.math.unipd.it/~bianchi/

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Call for Expression of Interest: PhD in probability theory Göttingen-Strasbourg
by Vlada Limic 13 May '20

13 May '20

Dear colleague, This is to announce an opportunity for doctoral studies in probability theory starting Fall 2020, co-mentored by Anja Sturm (Göttingen) and Vlada Limic (Strasbourg). The research topics are in theoretical probability, more precisely in the area of near-critical random graphs and related processes. Interested candidates with strong mathematics research potential are encouraged to contact us, preferably by email, A. Sturm and V. Limic http://www.stochastik.math.uni-goettingen.de/~asturm/ https://irma.math.unistra.fr/~limic/ -- Kiva.org - Loans That Change Lives

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Fwd: Online Open Probability School is starting next week
by Faggionato, Alessandra 12 May '20

12 May '20

Buongiorno, inoltro con piacere l'annuncio per una scuola di probabilità online. Saluti Alessandra ---------- Forwarded message --------- Da: Omer Angel <angel(a)math.ubc.ca> Date: mar 12 mag 2020 alle ore 06:17 Subject: Online Open Probability School is starting next week To: <faggiona(a)mat.uniroma1.it> Dear Alessandra, Our apologies if you receive multiple versions of this message. This is a second general announcement of OOPS: the Online Open Probability School, which will start next week (May 18), and will continue through most of the summer (https://www.math.ubc.ca/Links/OOPS) The school will feature a sequence of mini-courses on diverse topics in probability and related topics. All courses will take place online, and are open to all interested participants. Most courses will consist of three 1-hour lectures, though some will have longer lectures. Some courses will be accompanied by an introductory lecture or short research talks on topics related to the course. For information on these and on any suggested readings related to the courses please visit the above website. Please advertise OOPS to anyone who may be interested in the courses. They may also join our mailing list at https://mailman-mail5.webfaction.com/listinfo/oops . The schedule for the first few weeks can be found on the website. Details about the first three mini-courses appear below. 1. Date and Time: May 18,19,21, 16:00 (UTC) Speaker: Jean-Christoph Mourrat Subject: Rank-one matrix estimation and Hamilton-Jacobi equations 2. Date and time: May 25,27,28, 16:00 (UTC) Speaker: Gady Kozma Subject: Critical and near-critical percolation 3. Date and time: June 1,2,4, 16:00 (UTC) Speaker: Nina Gantert Subject: Branching random walks: some recent results and open questions Please don't hesitate to contact any of us with questions, suggestions or ideas. Best wishes, Omer, On behalf of the organizers: Louigi Addario-Berry (louigi.addario(a)mcgill.ca) Omer Angel (angel(a)math.ubc.ca) Alex Fribergh (fribergh(a)dms.umontreal.ca) Sarai Alma Hernandez Torres (saraiht(a)math.ubc.ca) Thomas Hughes (hughes(a)math.ubc.ca) Mathav Murugan (mathav(a)math.ubc.ca) Edwin Perkins (perkins(a)math.ubc.ca) Lea Popovic (lea.popovic(a)concordia.ca) -- ************************************************* Prof. Alessandra Faggionato http://www1.mat.uniroma1.it/~faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 5, Phone (0039) 06 49913252 *************************************************

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bando di selezione al Center for Analysis Decisions and Society
by Antonio DI CRESCENZO 11 May '20

11 May '20

Cari colleghi, il Center for Analysis Decisions and Society, centro di ricerca congiunto di Human Technopole e del Politecnico di Milano, ha pubblicato un bando per la selezione di Group Leader. Trovate il bando qui: https://www.humantechnopole.it/en/join-us?p_p_id=JobViewer_INSTANCE_axOoepe… <https://www.humantechnopole.it/en/join-us?p_p_id=JobViewer_INSTANCE_axOoepe…> Potete pubblicizzare il bando ai vostri contatti potenzialmente interessati. Cordiali saluti, Antonio Di Crescenzo

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Webinar CASTILLO
by Pierpaolo De Blasi 08 May '20

08 May '20

WEBINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO <https://www.carloalberto.org/research/webinars/> Venerdì 15 Maggio 2020, alle ore 12:00, si terrà il seguente webinar: ------------------------------------------------ Ismael CASTILLO (Sorbonne Université Paris) *Multiscale analysis of Bayesian CART* Abstract: This work affords new insights about Bayesian CART in the context of structured wavelet shrinkage. We show that practically used Bayesian CART priors lead to adaptive rate-minimax posterior concentration in the supremum norm in Gaussian white noise, performing optimally up to a logarithmic factor. To further explore the benefits of structured shrinkage, we propose the g-prior for trees, which departs from the typical wavelet product priors by harnessing correlation induced by the tree topology. Building on supremum norm adaptation, an adaptive nonparametric Bernstein–von Mises theorem for Bayesian CART is derived using multiscale techniques. For the fundamental goal of uncertainty quantification, we construct adaptive confidence bands with uniform coverage for the regression function under self-similarity. (joint work with Veronika Rockova, University of Chicago). ------------------------------------------------ Chiunque volesse collegarsi al webinar è pregato di inviare una email entro mercoledi 13 Maggio a pierpaolo.deblasi(a)unito.it Il webinar è organizzato dalla "de Castro" Statistics Initiative www.carloalberto.org/stats in collaborazione con il Collegio Carlo Alberto. 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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May 18th 2020: Prof. Giorgio Ferrari 's online seminar at University of L'Aquila
by Fabio Antonelli 08 May '20

08 May '20

------------------------------------------------ UNIVAQ RANDOM TALKS ________________________________ Online talks on Probability and Applications at DISIM - UNIVERSITÁ DI L'AQUILA Using Zoom Videoconference system Monday 18th 2:30 p.m. Prof. Giorgio Ferrari - Bielefeld University TITLE: Singular Control of the Drift of a Brownian System Everybody is welcome, please subscribe by the following form The day of the seminar, participants will receive an invitation by e-mail [https://lh5.googleusercontent.com/CWhLsT4lqNWzIjVe3mEN_7Iq4wxE9g204khy6mYxf…]<https://docs.google.com/forms/d/e/1FAIpQLSclukp_QZeujS15nbL3IvtRKGJWvHkx-E5…> UNIVAQ RANDOM TALKS 3 - UNIVERSITÁ DI L'AQUILA<https://docs.google.com/forms/d/e/1FAIpQLSclukp_QZeujS15nbL3IvtRKGJWvHkx-E5…> ONLINE May 18th 2020 - 2:30 p.m. Prof. Giorgio Ferrari - Bielefeld University: Singular Control of the Drift of a Brownian System docs.google.com No need to subscribe, if, in a previous form, you asked to be always included ABSTRACT: Consider a standard Brownian motion whose drift can be increased or decreased in a possibly singular manner. The objective is to minimize an expected functional involving the time-integral of a running cost and the proportional costs of adjusting the drift. The resulting two-dimensional degenerate singular stochastic control problem with interconnected dynamics is solved by combining techniques of viscosity theory and free boundary problems. We provide a detailed description of the problem's value function and of the geometry of the state space, which is split into three regions by two monotone curves. Our main result shows that those curves are continuously differentiable with locally Lipschitz derivative and solve a system of nonlinear ordinary differential equations. The optimal control is also constructed (weakly) under further specifications of the model. This talk is based on a joint work with Salvatore Federico (University of Siena) and Patrick Schuhmann (Bielefeld University). --------------------------------- Fabio Antonelli DISIM - Università di L'Aquila

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Reminder of Junior Professorship (W1) in Mathematical Economics at Bielefeld University: deadline MAY 15
by Giorgio Ferrari 08 May '20

08 May '20

Dear All, this is a gentle reminder of a *Junior Professorship (W1) in Mathematical Economics *at Bielefeld University. *Deadline for applications is May 15.* All the best wishes, Giorgio Ferrari %%%%%%%%%%%%%%%%%%%% The *Center for Mathematical Economics *(Institut für Mathematische Wirtschaftsforschung, IMW) and the *Faculty of Business Administration and Economics* at Bielefeld University are seeking to fill the following position as soon as possible: *Junior Professorship (W1) in Mathematical Economics* We are looking for outstanding, internationally visible candidates in research and teaching who are qualified by excellent publications in one of the research areas of the Center for Mathematical Economics. Interdisciplinary research and teaching across faculties traditionally plays an important role at the Center for Mathematical Economics. We expect participation in the existing and planned joint third-party funded projects of the Center, the Faculty of Economics and Business Administration, and other faculties, especially in the interdisciplinary context. The connection to the Collaborative Research Center 1283 `` Taming Uncertainty and Profiting from Randomness ... ’’ plays an important role for this professorship. We are looking for young researchers who can make a significant contribution to the economic sub-projects of the Collaborative Research Center; potential topics include dynamic game theory (differential games, mean-field games) as well as the analysis of financial markets (equilibrium models in continuous time), industrial dynamics (dynamic I.O.) or complex decisions under uncertainty (e.g. recursive dynamic utility). Teaching is to be provided in the research-oriented Master and Bachelor programs of the Faculty of Economics and Business Administration, especially in Mathematical Economics. The prerequisites for the position are a university degree, pedagogical aptitude and the special ability for scientific work, which is usually demonstrated by the outstanding quality of a doctorate. The position is initially for three years, and can be extended to six years after a positive evaluation. Applications from suitably qualified handicapped and severely handicapped persons are explicitly encouraged. Bielefeld University has received a number of awards for its achievements in the provision of equal opportunity and has been recognized as a family-friendly university. The university welcomes applications from women. Applications are handled according to the state's equal opportunity statutes. Applications with the usual documents (curriculum vitae, copies of certificates, list of publications with identification of up to 10 most important publications, a 2-page research and teaching concept) should preferably be submitted till *May 15, 2020* to: Bielefeld University Center for Mathematical Economics (IMW) Frau Buiwitt-Robson Postfach 10 01 31 33501 Bielefeld or by e-mail as a single PDF file to: IMW(a)uni-bielefeld.de Please refrain from submitting application folders and submit photocopies only, as the application documents will be destroyed at the end of the selection procedure. Please note that risks to confidentiality and unauthorized access by third parties cannot be ruled out when communicating via unencrypted e-mail. Information on the processing of personal data can be found at: https://www.uni-bielefeld.de/Universitaet/Aktuelles/Stellenausschreibungen/… -- Questa e-mail è stata controllata per individuare virus con Avast antivirus. https://www.avast.com/antivirus

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15 PhD scholarships in Mathematical Sciences - University of Padova, Italy - Deadline June 16, 2020 - 13:00 (CEST)
by Tiziano Vargiolu 08 May '20

08 May '20

Fifteen PhD scholarships (9 funded by the University of Padova, 4 funded by external public/private bodies, 1 "industrial doctorate" and 1 higher-level apprenticeship contract) are available at University of Padova for candidates interested in the area of Mathematical Sciences (start of activities: October 1st, 2020). Eligibility The scholarship competition is open to applicants of any age or citizenship, holding a 2nd cycle degree or a single cycle degree from an Italian university or an equivalent qualification from other countries of at least four years' duration (applicants can get their qualification no later than 30th September 2020). Admission is decided on a preselection, based on qualifications, and an oral examination. Grant awarded The annual grant will be of euros 15,343.28. The grant will be awarded for three years and it will be subject to satisfactory progresses evaluated on a yearly basis. How to apply The call is published (deadline June 16, 1 pm CEST) at the page http://www.unipd.it/ricerca/dottorati-di-ricerca/bandi-e-graduatorie English version at the page http://www.unipd.it/en/node/1053 Applications are only accepted online using the link indicated in the call See https://dottorato.math.unipd.it/prospective-students 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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9 PhD scholarships in Statistical Sciences – University of Padova, Italy – Deadline June 16, 2020 - 13:00 (CEST)
by piacent 07 May '20

07 May '20

Nine PhD scholarships (7 funded by the University of Padova and 2 funded by the Fondazione Cassa di Risparmio di Padova e Rovigo of which 1 is a fully funded grant reserved to foreign, non-italian, graduate students) are available at University of Padova for candidates interested in the area of Statistical Sciences (start of activities: October 1st, 2020). Eligibility The scholarship competition is open to applicants of any age or citizenship, holding a 2nd cycle degree or a single cycle degree from an Italian university or an equivalent qualification from other countries of at least four years’ duration (applicants can get their qualification no later than 30th September 2020). Admission is decided on the basis of qualifications only and does not require an entry examination. Grant awarded The annual grant will be of euros 18,052.04 (gross amount). This is an increased scholarship with respect to the standard University of Padova scholarship of euros 15,343.28. The additional amount of euros 2,708.76 is funded by the Department of Statistical Sciences "Department of Excellence" grant, financed by the Italian Ministry of Education, Universities and Research (MIUR). The grant will be awarded for three years and it will be subject to satisfactory progresses evaluated on a yearly basis. How to apply The call is published (deadline June 16, 1 pm CEST) at the page http://www.unipd.it/ricerca/dottorati-di-ricerca/bandi-e-graduatorie English version at the page http://www.unipd.it/en/node/1053 Please, note that the curriculum has to be written by filling the template CV_XXXVI available from the Course web page http://www.stat.unipd.it/ricerca/ammissione and uploading the filled template in the online procedure. Applications are only accepted online using the link indicated in the call See http://www.stat.unipd.it/ricerca/ammissione or contact phd(a)stat.unipd.it Kindest regards, PhD Secretariat on behalf of prof. Massimiliano Caporin Coordinator of the PhD Course in Statistics University of Padova - Italy *We apologize for cross posting *

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ITN ETN funded PhD positions on large scale optimization for machine learning - University of Genova, Italy
by villa silvia 04 May '20

04 May '20

3 PHD positions to work broadly on large scale optimization for machine learning, supported by an ITN ETN project (https://trade-opt-itn.eu <https://trade-opt-itn.eu/>). All the projects will aim at developing theoretical and algorithmic ideas that can explain the success of current systems as well as suggest the development of novel practical and efficient solutions. Candidates must have strong mathematical and computational skills. Specific topics of interest include but are not limited to: • the development of optimization methods (stochastic, accelerated, distributed , parallel) for non-smooth and possibly non convex problems • exploitation of data geometric structure to develop efficient optimization and machine learning algorithms • unsupervised features learning from multivariate time series (in collaboration with the SME CAMELOT biomedical systems, https://www.camelotbio.com <https://www.camelotbio.com/>) While the emphasis is on methodological and computational aspects, the candidates will have the opportunity to work in close collaborations on a number of applications, in connections with the industrial partners of the project. All the research activities will be carried out at the University of Genova within a newly formed machine learning center across the Mathematics and Computer Science departments. The center counts over 10 faculties and 30 between PhD students + postdocs and provides a lively and dynamic work environment. Genova sits amidst of the Italian riviera and offer excellent life quality. PhD salaries are commensurated to international standards, including mobility and family allowance, according to Marie Curie actions. All position should start November 2020 (delays due to COVID19 are possible). Applicants need to apply to an open call that will be available by end of may. Eligibility criteria • Candidates must – at the date of recruitment – have obtained the MSc degree entitling you to embark on a doctorate • Candidates must – at the date of recruitment – be within the first four years (full-time equivalent research experience) of your research career and not have a doctoral degree • Mobility rule: candidates must not have resided or carried out your main activity (work, studies, etc.) in the country of the host organisation you are applying (i.e. Italy) for more than 12 months in the 3 years immediately prior to the recruitment date. Compulsory national service and/or short stays such as holidays are not taken into account. Please make sure you comply with the eligibility criteria before applying. You need to be able to provide documentation proving your eligibility for recruitment. You can read the full description of eligibility criteria in the Information Note for ITN Fellows. At this point, we recommend prospective candidates to make an expression of interest by filling this https://docs.google.com/forms/d/e/1FAIpQLSddINJ-ox1MySLYyuTKDWvkYnmuBNkWSdA… <https://docs.google.com/forms/d/e/1FAIpQLSddINJ-ox1MySLYyuTKDWvkYnmuBNkWSdA…> within the ***31st of May***. ____________________________________________ A total of 15 PhD positions are funded by the project, to see them all please check: https://euraxess.ec.europa.eu/jobs/516136 <https://euraxess.ec.europa.eu/jobs/516136>

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Fwd: PhD position in Statistics at KU Leuven
by fcollet＠math.unipd.it 04 May '20

04 May '20

Ricevo ed inoltro Buona giornata, Francesca Collet ---------------------------------------------- PhD position in statistics at KU Leuven Project The research group ORSTAT of KU Leuven (Belgium) has a vacancy for a full-time PhD scholarship for the period of September 1, 2020 until September 1, 2024, for scientific research in the field of statistics. The candidate will work in the area of survival analysis. He/she will work under the supervision of Ingrid Van Keilegom. Profile Candidates should hold a Master's degree in (bio)statistics, mathematics, or equivalent. An average degree of "distinction" during preliminary studies is required, as well as an appropriate command of written and spoken English. Offer We offer an employment as full-time doctoral scholar for 1 year, renewable till max. 4 years after positive evaluation. You will find a dynamic and pleasant working environment, in a group that is actively involved in scientific research at the highest international level. Application Applicants should submit their expression of interest to Ingrid Van Keilegom (ingrid.vankeilegom(a)kuleuven.be) together with their CV, letter of motivation, a list of passed courses and grades, copies of diplomas and coordinates of 2 referees as soon as possible and before May 15, 2020. ---------------------------------------------- Ingrid Van Keilegom ORSTAT, KU Leuven, HOG 05.112 Naamsestraat 69 3000 Leuven, Belgium +32 16 32 87 44 ingrid.vankeilegom(a)kuleuven.be<mailto:ingrid.vankeilegom@kuleuven.be> https://feb.kuleuven.be/ingrid.vankeilegom ----------------------------------------------

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New deadline for postdoc position (assegno di ricerca) at Luiss
by Fausto Gozzi 03 May '20

03 May '20

Dear colleagues, this is to inform you that the deadline of the postdoc call mentioned in the email below has been extended to June 16, 2020 at 2pm. All the best Fausto Gozzi >Date: Fri, 17 Apr 2020 08:19:13 +0200 >To: random(a)dm.unipi.it >From: Fausto Gozzi <faustogozziluiss(a)gmail.com> > > >Dear colleagues, > >this email is to inform about the following postdoc call at Luiss University >(THREE years) entitled > >"The Time-Space Evolution of Economic Activities: Mathematical >Models and Empirical Applications ' (scadenza 10/05/2020) > >https://economiaefinanza.luiss.it/ricerca/assegni-di-ricerca/bandi-di-conco… > > > >https://economiaefinanza.luiss.it/sites/economiaefinanza.luiss.it/files/Ban… > > >The postdoc is partly financed by a PRIN 2017 project. > >All the best > > >Fausto Gozzi > >-- > >Fausto Gozzi >Dipartimento di Economia e Finanza >LUISS - Guido Carli >Viale Romania, 32 >00197 Roma >Italy >tel 06.85225723 (office) >FAX 06.86506513 >e-mail: fgozzi(a)luiss.it >webpage: http://docenti.luiss.it/gozzi/ > >old address, sometimes still used: > >Fausto Gozzi >Dipartimento di Matematica >Universita' di Pisa >Largo Bruno Pontecorvo n.5 >56127 Pisa >Italy >tel 050/2213270 >e-mail: gozzi(a)dm.unipi.it >_______________________________________________ >Random mailing list > >Per informazioni e per disiscriversi: >https://fields.dm.unipi.it/listinfo/random >Per contattare gli amministratori: random-admin(a)fields.dm.unipi.it >Per inviare un messaggio alla mailing list: Random(a)fields.dm.unipi.it >Archivio dei messaggi inviati: https://fields.dm.unipi.it/pipermail/random Fausto Gozzi Dipartimento di Economia e Finanza LUISS - Guido Carli Viale Romania, 32 00197 Roma Italy tel 06.85225723 (office) FAX 06.86506513 e-mail: fgozzi(a)luiss.it webpage: http://docenti.luiss.it/gozzi/ old address, sometimes still used: Fausto Gozzi Dipartimento di Matematica Universita' di Pisa Largo Bruno Pontecorvo n.5 56127 Pisa Italy tel 050/2213270 e-mail: gozzi(a)dm.unipi.it

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Post-Doc Position in Freiburg: Linking Finance and Insurance
by Claudio Fontana 01 May '20

01 May '20

Un'interessante possibilità di post-doc all’Università di Friburgo (v. sotto). Buon primo maggio a tutti! Claudio Fontana > Applications are invited for a postdoc position at the Department of Mathematical Stochastics, University of Freiburg. > > The successful candidate will hold a Ph.D. and has an excellent profile in mathematical finance, insurance mathematics, stochastic processes or a related field. The position is funded by a DFG research grant and will study fundamental valuation questions in the area of insurance contracts linked to financial market. The excellent research environment in Freiburg offers optimal scientific conditions for deep and highest-level research. > > The contract is for an initial time of two years, an extension is possible. Review of applications begins immediately. The starting point is quite flexible, but we hope to start the work on this exciting project in summer. > For inquiries please contact Prof. Dr. Thorsten Schmidt (thorsten.schmidt at stochastik.uni-freiburg,de) Please send your application in PDF format (cover letter, CV, research statement) per email to Monika Hattenbach (htb at stochastik.uni-freiburg.de <http://stochastik.uni-freiburg.de/>) with reference „Post Doc Position“. > Additionally, we ask for two letters of reference which should be sent directly to the same address.

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Two years postdoc grant at Luiss
by Sara 30 Apr '20

30 Apr '20

Dear colleagues, please circulate the following information about the postdoc grant. With my best wishes, Sara ----------------------------------------------------------------------------------- Here is the link to the call: https://economiaefinanza.luiss.it/ricerca/assegni-di-ricerca/bandi-di-conco rso-2020 and the description: RESEARCH PROJECTS Name of the research project Energy and capacity Head(s) Prof.ssa Sara BIAGINI Summary description of the project The goal of this two years project is the study of the newborn capacity markets. Hereby we propose an innovative approach to the problems, in a dynamic setup and with interplay among the economics agents, namely producers and retailers. Both types of agents face an utility maximization problem, to be solved via a blend of dynamic programming and duality techniques. The study of optimal strategies will reveal information on the structure of the relation between the capacity price and the energy price. The existence of Nash equilibria will lead to an equilibrium solution for the capacity price, and also will lead to the confirmation or modification of the actual incentives/penalties system. Thus, we expect both theoretical results on the resolutions of the problems, and relevant applied results, given the nature of the project itself. Countries in which the research can be conducted (apart from Italy) All Countries of residence of the candidates All Nationality of candidates All -- Sara Biagini, Professor of Mathematical Finance Department of Economics and Finance LUISS Guido Carli Address: viale Romania, 32 - 00197 Roma Web: http://sites.google.com/site/sarabiagini/ -- Sara Biagini, Professor of Mathematical Finance Department of Economics and Finance LUISS Guido Carli Address: viale Romania, 32 - 00197 Roma Web: http://sites.google.com/site/sarabiagini/

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I: Seminario prof. Claudia Ceci
by Fabio Antonelli 27 Apr '20

27 Apr '20

________________________________ Chiunque volesse partecipare da esterno all'Università di L'Aquila è pregato di inviare una email a fabio.antonelli(a)univaq.it entro lunedì 27 aprile alle 11:30 per essere invitato come ospite nel Team Lunedì 27 aprile alle ore 14:30 sul Team Pubblico Seminari Aleatori https://teams.microsoft.com/_#/school/conversations/Generale?threadId=19:52… la prof. Claudia Ceci dell'Università di Chieti-Pescara terrà il seminario dal titolo A BSDE-BASED APPROACH FOR THE OPTIMAL REINSURANCE PROBLEM UNDER PARTIAL INFORMATION Abstract. We investigate the optimal reinsurance problem under the criterion of maximizing the expected utility of terminal wealth when the insurance company has restricted information on the loss process. We propose a risk model with claim arrival intensity and claim sizes distribution affected by an unobservable environmental stochastic factor. By filtering techniques, we reduce the original problem to an equivalent stochastic control problem under full information. Since the classical Hamilton-Jacobi-Bellman approach does not apply, due to the infinite dimensionality of the filter, we choose an alternative approach based on Backward Stochastic Differential Equations (BSDEs). Precisely, we characterize the value process and the optimal reinsurance strategy in terms of the unique solution to a BSDE driven by a marked point process. The talk is based on the paper: Brachetta M., Ceci C. (2019). A BSDE-based approach for the optimal reinsurance problem under partial information, tutti gli interessati sono benvenuti a collegarsi Fabio Antonelli ---------------------------------------------------------------- -- ------------------ Comunicazioni DISIM Universita' degli Studi dell'Aquila Dipartimento di Ingegneria Scienze dell'Informazione e Matematica L'Aquila

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proposta gruppi UMI su Intelligenza Artificiale e Machine Learning
by Ernesto De Vito 24 Apr '20

24 Apr '20

Carissimi, vi scrivo per segnalarvi che verra' presentata una proposta per la formazione di un gruppo UMI su tematiche matematiche legate all'Intelligenza Artificiale e al Machine Learning, di cui sarò il rappresentante. Si tratta di un'iniziativa interdisciplinare che coinvolge ricercatori di diverse aree matematiche. In fondo al messaggio trovate un documento che descrive brevemente le finalita' del gruppo, gli aspetti scientifici ed organizzativi. L'iniziativa si affianca a quella proposta dal Prof. Antonio Di Crescenzo, di cui siete stati informati qualche giorno fa su questa lista di distribuzione, e che trova tutto il mio sostegno. A mio parere, per le loro caratteristiche le due proposte non sono in contrapposizione, mi auguro sinceramente che entrambe abbiano successo e vi sia la possibilita' di instaurare una proficua collaborazione, poiché la probabilita' e la statistica sono sicuramente il fondamento matematico del Machine Learning. Se qualcuno di voi fosse interessato a partecipare al nostro progetto UMI, il cui termine di presentazione scade il 30 aprile ore 24, deve a) risultare iscritto all'UMI per il 2020 ed in regola con il pagamento della quota sociale come socio ordinario (e' possibile iscriversi ancora per qualche giorno); b) inviare un messaggio di posta elettronica a ernesto.devito(a)unige.it entro lunedì 27 aprile ore 24. Vi chiederei gentilmente di diffondere l'iniziativa a tutti coloro che sono potenzialmente interessati a partecipare al progetto. Resto a vostra disposizione per ogni chiarimento e suggerimento. Mi scuso per il poco anticipo con cui vi informo dell'iniziativa, ma ho aspettato di avere pronta una bozza di documento più stabile. Un caro saluto, Ernesto De Vito ---------------- Dipartimento di Matematica Universita' di Genova http://www.dima.unige.it/~devito/ ernesto.devito(a)unige.it %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% Proposta per la costituzione di un gruppo UMI “Matematica per l’Intelligenza Artificiale ed il Machine Learning” Uno dei più vecchi sogni del nostro sapere e' quello di capire il funzionamento dell'intelligenza degli esseri umani e la possibilita' di emularne i processi cognitivi da parte di sistemi automatici. L’intelligenza artificiale rappresenta quindi una delle più grandi sfide della scienza moderna coinvolgendo un ampio spettro di discipline e il suo realizzarsi probabilmente portera' ad una nuova rivoluzione “industriale”, di cui si possono gia' constatare i primi effetti. Ad esempio, negli ultimi anni sono stati sviluppati sistemi di Intelligenza Artificiale in grado di risolvere compiti complessi considerati fuori portata per decenni, quali riconoscimento di immagini o del linguaggio e apprendimento di strategie complesse. Al centro di questi successi c’e' il Machine Learning, i cui algoritmi sono addestrati ad apprendere dai dati piuttosto che essere esplicitamente programmati dall’uomo per risolvere un compito specifico. Per sua natura l’Intelligenza Artificiale e' un campo di ricerca multidisciplinare che vede la matematica fortemente coinvolta in tutti i suoi tradizionali settori (logica, algebra, geometria, analisi matematica, probabilita', fisica matematica, analisi numerica e ricerca operativa). La matematica affronta la varieta' dei problemi che si presentano in Intelligenza Artificiale con modelli, metodi e applicazioni, rispondendo quindi ad esigenze di tipo teorico, numerico ed implementativo. In questo contesto, in Italia molti ricercatori hanno indirizzato i loro interessi verso l’Intelligenza Artificiale ed il Machine Learning, ottenendo anche importanti risultati riconosciuti a livello internazionale. Tuttavia manca un quadro di riferimento nazionale per la matematica, che raccolga e sia un incubatore di iniziative e diventi punto di riferimento per le tematiche dell’Intelligenza Artificiale all’interno della nostra comunita' Lo scopo principale della creazione del gruppo UMI di “Matematica per l’Intelligenza Artificiale ed il Machine Learning” e' quello di colmare tale lacuna agendo lungo tre direzioni: ricerca, insegnamento e divulgazione. Innanzitutto il gruppo si prefigge di mettere in contatto i ricercatori che si occupano di queste tematiche al fine di mettere a sistema le risorse favorendo le collaborazioni e la diffusione dei risultati. Oltre a sostenere le interazioni tra le varie discipline e a rafforzare i contatti con i più affermati centri di ricerca internazionali, il gruppo potra' anche avvalersi delle sinergie gia' presenti per rendere accessibili le problematiche attuali e gli argomenti di ricerca alla comunita' matematica italiana. Accrescere la visibilita' delle attivita' di ricerca matematica in questo ambito sara' anche prezioso per attrarre l’interesse e promuovere collaborazioni con altri scienziati in campi sia teorici che applicativi nonché con potenziali utilizzatori dei metodi e delle tecniche di Intelligenza Artificiale. In secondo luogo il gruppo intende promuovere discussioni sul ruolo di questa nuova disciplina in relazione alla formazione, sia a livello di laurea che post-laurea, con l’obiettivo di formare matematici ben preparati che lavorino attivamente su queste tematiche portando risultati originali a più ambiti matematici. Questa esigenza e' particolarmente sentita sia nella ricerca che nelle applicazioni, dove i problemi matematici posti sono di una complessita' tale da richiedere figure ad hoc. Infine il gruppo intende favorire la disseminazione delle tematiche dell’Intelligenza Artificiale e del ruolo della matematica al loro interno presso le scuole e, più in generale, la societa' civile, anche tenuto conto delle delicate implicazioni di carattere etico, legale e filosofico che sono connesse con le moderne applicazioni dell’Intelligenza Artificiale alla vita di tutti i giorni. In conclusione il gruppo ha tra i suoi principi fondanti l’armonizzazione di ricerca, didattica e divulgazione intorno a questa disciplina emergente. Uno strumento per perseguirla e' quello di mantenere contatti stretti con altre macroaree che se ne occupano, in particolare l’informatica e la fisica, sia all’interno che oltre l’ambiente accademico. Questo perché si ritiene fondamentale l’interazione interdisciplinare sia per i contributi teorici sia per quelli implementativi ed applicativi, che richiedono un dialogo aperto con gli esperti dei settori. Aspetti organizzativi e sociali L’attivita' del gruppo si concentrera' principalmente sui seguenti aspetti: a) Organizzazione dell’assemblea annuale del gruppo b) Organizzazione di seminari periodici, anche in modalita' telematica: seminari di ricerca, di formazione e di divulgazione. c) Contribuire all’organizzazione di scuole (dottorato/post-doc) e convegni. d) Organizzazione del sito web e) Newsletter (eventualmente integrata nel Notiziario UMI). f) Indagine conoscitiva allo scopo di individuare i ricercatori italiani attivi nel settore AI e ML. g) Contributo al dibattito etico e sociale dell'intelligenza artificiale.

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ECMI webinar announcement: Mathematics of the COVID-19 crisis
by Alessandra Micheletti 24 Apr '20

24 Apr '20

ECMI Webinar announcement: Mathematics of the COVID-19 crisis – In the eye of the storm The COVID-19 pandemic is currently generating considerable activity among applied and industrial mathematicians across Europe. The mathematics of modelling, simulation, and optimisation in all its various forms has experienced an unusual level of attention from authorities and from the media. In recent weeks, separate teams of researchers in countries across Europe (and elsewhere) have been busy with the urgent task of providing a rigorous basis for difficult political decisions. To aid exchange of ideas and preliminary results, to stimulate discussion, and to foster international collaboration, the European Consortium for Mathematics in Industry (ECMI) is organising a web seminar to be held on April 29, 2020 at 2:00-4:30 pm CET (=GMT+1) The webinar will bring together experts from different countries, who will outline their approaches in short presentations. The webinar is primarily an exchange between applied mathematicians, but it is public, and will be viewable on YouTube. To attend the seminar on YouTube in real time, please connect to this link: https://www.youtube.com/channel/UC91b85JbKwOmWuGHP1mkUgg and select the live streaming window, under the “VIDEO” tab. Each talk will be 15-20 minutes long and will be followed by a session of questions. The attendees may use the YouTube live chat to address questions to the speakers. Information about speakers, times, and abstracts are at the URL: https://sites.google.com/view/math4covid/ -- ------------------------------------ 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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Borse dottorato congiunto PoliTO - UniTo - Indam
by Enrico Bibbona 24 Apr '20

24 Apr '20

A parziale correzione degli annunci precedenti, vi prego di pubblicizzare le seguenti informazioni. Il Politecnico di Torino, congiuntamente con L'Università di Torino e l'Indam offre - 8 posizioni di dottorato con borse a tematica libera - 6 posizioni di dottorato con borse a tematica vincolata La domanda deve pervenire entro il *14 Maggio*. Applicazioni di studenti interessati alla *probabilità *e alla* statistica* sono naturalmente benvenute, e sono particolarmente coerenti col tema T4 del progetto scientifico del DISMA - Dipartimento di eccellenza T4. Approximation and statistical interface in random reaction (and interaction) networks <https://areeweb.polito.it/disma-excellence/scientificProject.html#tema-quat…> Cordiali saluti, Enrico Enrico Bibbona Associate Professor of Statistics Probability, Statistics and Optimization group Department of Mathematical Sciences "G. L Lagrange" Politecnico di Torino

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Bando dottorato congiunto Politecnico di Torino, Università di Torino e Indam
by Enrico Bibbona 23 Apr '20

23 Apr '20

Cari colleghi, vi chiedo di far circolare la notizia che il Politecnico di Torino, congiuntamente con L'Università di Torino e l'Indam offre 8 posizioni di dottorato. La domanda deve pervenire entro il 30 Aprile. Applicazioni di studenti interessati alla probabilità e alla statistica sono naturalmente benvenute. Cordiali saluti, Enrico Enrico Bibbona Associate Professor of Statistics Probability, Statistics and Optimization group Department of Mathematical Sciences "G. L Lagrange" Politecnico di Torino

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Borse di dottorato in area Statistica / Data Science presso il Politecnico di Milano
by Laura Maria Sangalli 22 Apr '20

22 Apr '20

Prego di dare la massima diffusione presso i potenziali interessati ITA E' uscito il bando di ammissione al 36esimo ciclo di dottorato presso il Politecnico di Milano, con scadenza il ** 29 Maggio, ore 14 ** http://www.dottorato.polimi.it/fileadmin/files/dottorato/concorso_linkweb/B… Sono disponibili varie borse in area Statistica / Data Science. Nell'ambito del dottorato in Metodi e Modelli Matematici per l'Ingegneria sono disponibili 8 borse libere, per le quali i candidati possono proporre progetti in area Statistica / Data Science Contatti: alessandra.guglielmi(a)polimi.it, anna.paganoni(a)polimi.it, laura.sangalli(a)polimi.it Nell'ambito del dottorato in Data Analytics and Decision Sciences sono disponibili le borse - "Patient representation methods for risk stratification in oncology" Contatto: francesca.ieva(a)polimi.it - "Impact Analysis in Real World Clinical Oncology" Contatto: anna.paganoni(a)polimi.it - "Learning analytics to support policies and managerial decision making in educational institutions" Contatto: anna.paganoni(a)polimi.it - “Cyber-Capital and impact on the urban rent” Contatti: valeria.fedeli(a)polimi.it, simone.vantini(a)polimi.it - "Neurosciences and genomics: advanced data analytic methods" Contatto: laura.sangalli(a)polimi.it ENGLISH: Several fellowships are available for a PhD in the area of Statistics / Data Science at Politecnico di Milano, Italy: Call: http://www.dottorato.polimi.it/en/ Deadline for applications: 29 May 2020 at 14:00, Italian time Within the PhD program in Mathematical Models and Methods in Engineering 8 fellowships are available in the generic field of Mathematics and Statistics, that can be targeted to Statistics / Data Science Contacts: alessandra.guglielmi(a)polimi.it, anna.paganoni(a)polimi.it, laura.sangalli(a)polimi.it Within the PhD program in Data Analytics and Decision Sciences fellowships on the following topics are available: - "Patient representation methods for risk stratification in oncology" Contact: francesca.ieva(a)polimi.it - "Impact Analysis in Real World Clinical Oncology" Contact: anna.paganoni(a)polimi.it - "Learning analytics to support policies and managerial decision making in educational institutions" Contact: anna.paganoni(a)polimi.it - “Cyber-Capital and impact on the urban rent” Contacts: valeria.fedeli(a)polimi.it, simone.vantini(a)polimi.it - "Neurosciences and genomics: advanced data analytic methods" Contact: laura.sangalli(a)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 url: http://mox.polimi.it/~sangalli

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