- Random - Mailing list — Dipartimento di Matematica, UniPI

Corso JACOB
by Matteo Ruggiero 21 Apr '20

21 Apr '20

Cari colleghi, nell’ambito del programma di Visiting Professors per la Laurea Magistrale in Stochastics and Data Science dell’Università di Torino, siamo riusciti a confermare almeno parte delle attività previste per il secondo semestre in modalità telematica. Con grande piacere dunque annunciamo che a breve si terrà il seguente corso: ---------------------------------------------------------------------------- Pierre JACOB (Harvard University) PROBABILITY COUPLINGS AND MONTE CARLO The course is about the method of coupling in probability and its use in Monte Carlo methods, which refer to algorithms generating samples from probability distributions of interest. The course includes an introduction to Monte Carlo methods (rejection sampling, importance sampling, MCMC), followed by an introduction to the coupling method. This includes the celebrated "coupling inequality" and various coupling interpretations of notions of distances between probability distributions, such as total variation and Wasserstein. The course then focuses on Markov chain methods and describes how couplings of Markov chains can be employed to quantify their convergence. The last part of the course covers various Monte Carlo methods that rely on explicit coupling constructions in their implementations, such as Coupling From The Past (Propp & Wilson 1996), debiasing techniques (Glynn & Rhee 2014) and some convergence diagnostics for MCMC (Johnson 1996). ---------------------------------------------------------------------------- Il corso è rivolto agli studenti del primo anno della Laurea Magistrale, e consisterà in materiale misto live e registrato, reso disponibile a partire dal 28 aprile nell’arco di 3/4 settimane. Eventuali interessati possono fare richiesta di partecipazione allo scrivente. Outline del corso e una versione preliminare delle lecture notes sono disponibili alla pagina https://sites.google.com/site/pierrejacob/cmclectures Il programma completo di Visiting Professors può essere consultato alla pagina http://www.master-sds.unito.it/do/home.pl/View?round=1&doc=visitingprofesso… Cordiali saluti, Matteo Ruggiero --- Matteo Ruggiero University of Torino and Collegio Carlo Alberto www.matteoruggiero.it

1 0

proposta di Gruppo UMI
by Antonio DI CRESCENZO 19 Apr '20

19 Apr '20

Gent.mi, nel recente passato, nei convegni "Italian Meeting on Probability and Mathematical Statistics", tenuti a Torino (2017) e Vietri sul Mare (2019), è emersa un'esigenza sentita e condivisa da molti di creare un organismo che possa raccogliere anche in modo istituzionalizzato le energie della comunità con interessi in ambito probabilistico e statistico. Un'ottima opportunità per realizzare tale progetto è emersa di recente, in quanto l'Unione Matematica Italiana ha aperto un bando per la creazione dei *Gruppi UMI* (cf. https://umi.dm.unibo.it/gruppi-umi/) A tale scopo, seguendo le linee del bando, è stata predisposta una proposta di istituzione di un Gruppo UMI, con l'intento di promuovere in modo coordinato attività di ricerca, didattiche e di terza missione inerenti discipline legate a temi stocastici. La proposta è stata formulata con l'aiuto di membri del Comitato Scientifico della prossima edizione del convegno, che si terrà a Bologna nel 2021 (cf. https://site.unibo.it/probstat/en) ad anche con l'apporto di diverse persone interessate. Una sintesi dei punti presenti nella richiesta è riportata in fondo alla mail. Per ricevere informazioni più dettagliate potete inviare una email a prisma.umi(a)gmail.com La proposta deve pervenire all'UMI entro il *30 aprile*, corredata dall'elenco di almeno *15 proponenti* (*iscritti all'UMI*). Per dare maggiore peso alla richiesta è opportuno avere un elevato numero di proponenti. Sperando che la proposta riscuota consenso, invito con piacere gli interessati a dare la disponibilità ad essere inseriti nell'elenco dei proponenti (scrivendo a: prisma.umi(a)gmail.com) Coloro che non sono soci possono comunque effettuare l'iscrizione all'UMI (cf. https://umi.dm.unibo.it/area-soci/associarsi/) per poter poi divenire proponenti del Gruppo. Vi ringrazio molto per l'attenzione, confidando della vostra collaborazione, e vi saluto con l'augurio che si possa superare al meglio l'emergenza epidemiologica in atto, Antonio Di Crescenzo =========================== DESCRIZIONE SINTETICA: Le attività del Gruppo avranno connotazione interdisciplinare coinvolgente varie aree della matematica anche in vista di ricadute in vari ambiti culturali e scientifici. Mantenendo l’attenzione agli sviluppi della probabilità e della statistica matematica lungo le molte direzioni che dominano la scena internazionale, esse promuoveremo anche l’interazione con settori attuali ed emergenti, con particolare riferimento allo sviluppo di metodi formali e strumenti probabilistici e statistici in diversi ambiti. Le attività si suddividono in - attività di ricerca (organizzazione di un convegno scientifico biennale e di mini-workshop su temi emergenti, coordinamento di seminari e corsi di dottorato, database aggiornato delle iniziative scientifiche, ...) - attività d’insegnamento (censimento di attività didattiche universitarie su temi stocastici, promozione di attività didattiche su temi stocastici a livello universitario e per la didattica della probabilità nella scuola, anche in collaborazione col Piano Nazionale Lauree Scientifiche per la Matematica, ...) - divulgazione dei risultati (attraverso convegni, canali istituzionali, ...) - interazione con vari settori della scienza e della società (incontri scientifici su temi stocastici della matematica industriale, incontri con attori dell’economia e delle istituzioni per public engagement, ...) -- ============================================= Antonio Di Crescenzo Dipartimento di Matematica Università degli Studi di Salerno Via Giovanni Paolo II, n. 132 <https://maps.google.com/?q=Via+Giovanni+Paolo+II,+n.+132+%0D%0A84084+Fiscia…> 84084 Fisciano (SA) Italy Tel. +39-089-963349 Fax: +39-089-963303 E-mail(1): adicrescenzo(a)unisa.it E-mail(2): adicresc(a)gmail.com Web: http://www.unisa.it/docenti/antoniodicrescenzo/index Skype: antoniodicrescenzo =============================================

2 3

International Conference in Venice - CALL FOR PAPERS
by Monica Billio 17 Apr '20

17 Apr '20

CREDIT2020 <http://www.greta.it/credit/credit2020/credit2020.htm> *GRETA Associati* (Venice, Italy), *Cattolica Assicurazioni *(Verona, Italy), *CRIF* (Bologna, Italy), *European Investment* *Fund *(Luxembourg), *European Investment Bank* (Luxembourg) and*Intesa Sanpaolo *(Milan, Italy) are co-sponsors of a Conference to be held in Venice on September 24-25, 2020. The objective of the Conference is to bring together academics, practitioners and PhD students working in the area of risk management. The conference will provide an opportunity for participants engaged in research at the forefront of this area to discuss both the causes and implications of recent financial and climate-related events and may, in turn, suggest fruitful and policy-relevant directions for future research. The Conference, organised under the auspices of the *Department of Economics of the University Ca’ Foscari of Venice*, *ABI - Italian Banking Association*, *AIAF - Associazione Italiana per l'Analisi Finanziaria* and the *Joint Research Center*, *European Commission* (Ispra, Italy), is the *nineteenth *of a series dedicated to various aspects of credit risk. /The UN 2030 Agenda for Sustainable Development and the adoption of European Commission’s Action Plan on Sustainable Finance mark important international commitments to the objective of a more sustainable economy and society. However, their successful implementation is tightly related to the scaling up of low-carbon investments and divestment from carbon-intensive investments. This, in turn, requires an assessment of the credit risks stemming from investors’ exposure to economic activities and assets that could be stranded by climate change. For instance, regulators’ discussion about the revision of capital requirements aimed to foster green investments (i.e. a green-supporting or a brown-penalising factor) is hampered by the unclear understanding of the implications of a regulatory change on individual institutions and systemic financial risk. Thus, financing the low-carbon transition is primarily a discussion about credit risk./ /The financial sector, and in particular the banking and insurance industries need to develop new portfolios’ risk management strategies and to adjust their credit allocation practices to cope with the opportunities and challenges of the low-carbon transition in the economy and finance. All these changes call for a substantial amount of research to improve the knowledge of the mechanisms at play and to design tailored and effective policy tools./// // // // The organizers encourage submissions of papers on any topic within the overall theme of the conference and in the following areas in particular: * INVESTMENTS: Green Finance, Investments Principles, Real Estate Sustainability, Finance for Good; * POLICIES: Climate Policies, Climate Financial Risk; European Green New Deal, Social Sustainability * INFORMATION: Non Financial Disclosure, Climate risk disclosure, ESG Ratings, ESG Taxonomies The final program will include both submitted and invited papers. Acceptances received so far from invited speakers include *Marina Brogi* (Sapienza University of Rome) and *Andrew W. Lo *(MIT Sloan School of Management). The Conference will also feature panel discussions on researchers', practitioners' and policy makers’ views of the major issues at stake for embedding climate into credit risk. The Scientific Committee consists of: *Monica Billio *(Ca’ Foscari University of Venice & GRETA, Programme Chair)* Marina Brogi *(Sapienza University of Rome)* Francesca Campolongo* (Joint Research Center, European Commission)* Helmut Kraemer-Eis* (European Investment Fund)* Rainer Haselmann* (Goethe University, Frankfurt)* Irene Monasterolo* (Vienna University of Economics and Business)* Steven Ongena *(University of Zurich, Swiss Finance Institute, KU Leuven & CEPR)* Roberto Rigobon* (MIT Sloan School of Management)* Stephen Schaefer* (London Business School)* * Sponsors** *GRETA* <http://www.greta.it/> Cattolica Assicurazioni <https://www.cattolica.it/home-corporate/> CRIF <https://www.crif.it/> European Investment Fund <https://www.eif.org/> European Investment Bank <https://www.eib.org/en/> *IntesaSanpaolo* <http://www.group.intesasanpaolo.com/scriptIsir0/si09/eng_index.jsp> Auspices** ** <http://www.abi.it/Pagine/default.aspx> *Ca' Foscari - Economics Department* <http://www.unive.it/pag/16892> *ABI* <http://www.abi.it/Pagine/default.aspx> ** <http://www.abi.it/Pagine/default.aspx> AIAF <https://www.aiaf.it/> *JCR - European Commission <https://ec.europa.eu/jrc/en> * ** *CALL FOR PAPERS* **COVID-19 update: As of the time of this writing (Mid April 2020), the CREDIT 2020 Conference is still planned for September 24-25, 2020 in Venice, Italy. With the event still five months away, it is difficult to anticipate what meeting and travel restrictions will exist in the fall. However, as the global fight against COVID-19 continues, we are exploring and planning alternatives to an in-person event but we hope to continue in Venice as planned. Thus, the paper submission and selection process will run just as expected and we warmly invite you all again to submit your papers to CREDIT 2020.** Those wishing to present a paper at the Conference should submit by *May 31, 2020* to the address given below (preferably in electronic format). Please indicate to whom correspondence should be addressed. Decisions regarding acceptance will be made by *June 30, 2020*. The final version of accepted papers must be received by August 31, 2020. Please send papers to: GRETA Associati San Polo, 2605 - 30125 Venice, ITALY Phone : +39 041 5238178 e-mail: credit(a)greta.it <mailto:credit@greta.it> *IMPORTANT DATES* *May 31, 2020*: Papers submission deadline *June 30, 2020*: Paper acceptance notification *August 31, 2020*: Deadline for sending final version of accepted papers More detailed information on the Conference website: http://www.greta.it/credit/credit2020/credit2020.htm *** Please accept our apologies for any crossed e-mails. ** Probably you are in our mailing list from very long time because you collaborated with us or with our associates, you asked to be informed about our activities, you attended our conferences or you submitted papers to our call for papers. If you would like to continue enjoying the benefits of keeping up to date with our future events, invitations, and developments, you do not need to do anything. If you would prefer to no longer receive communications from us, please send an email with Subject "Cancel from Mailing List" to credit(a)greta.it <mailto:credid@greta.it>

1 0

bando assegno di ricerca - Luiss, scadenza 10 Maggio 2020
by Fausto Gozzi 17 Apr '20

17 Apr '20

Cari colleghi, segnalo l'assegno di ricerca, SSD SECS-S/06 (Metodi matematici dell'economia e delle scienze attuariali e finanziarie ), della durata di TRE anni, dal titolo: "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… L'assegno è bandito all'interno di un progetto di cofinanziato PRIN 2017 presso la Luiss - Guido Carli. Grazie per l'attenzione. 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

1 0

Junior Professorship (W1) in Mathematical Economics at Bielefeld University
by Giorgio Ferrari 16 Apr '20

16 Apr '20

Dear All, please find below the annoucement 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

1 0

3-years post-doc position in Munich
by Faggionato, Alessandra 16 Apr '20

16 Apr '20

Buongiorno, vi inoltro l'annuncio per una posizione post-doc di 3 anni a Monaco. La scadenza e' prossima ma Markus Heydenreich mi ha scritto che anche le applications inviate la prossima settimana saranno prese in considerazione. Saluti Alessandra Faggionato ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~ VACANCY FOR A POSTDOCTORAL RESEARCHER IN PROBABILITY THEORY AT LMU MUNICH Subject to final confirmation from DFG, we have a vacancy for a scientific employee (fixed term) at the Mathematics Department at the University of Munich to join our research group in Probability Theory. The project is part of the newly established Priority Programme “Random Geometric Systems” (SPP 2265) funded by DFG. We are looking for a talented and motivated postdoctoral researcher to carry out a research project on the weight-dependent random connection model. The project is on the intersection of complex networks and (continuum) percolation theory in high dimensions. Prior research experience in percolation theory, spatial random networks, or random walks with dependencies (e.g. Mott's variable-range hopping) is appreciated. The position is fixed term for 36 months. Intended starting date is autumn 2020. The LMU Munich is one of the largest and most renowned universities in Germany. The Mathematics Department is located in the city center of Munich. Interested candidates are invited to submit applications (in German or English) containing full curriculum vitae, copies of relevant certificates, as well as name and contact details of three academic referees preferably by email to <m.heydenreich(a)lmu.de>. Applications received until April 17, 2020 will be fully considered; the hiring procedure continues until the position is filled. The university is an equal opportunity employer. Handicapped applicants will be given preference in the case of approximately equal qualifications. The university of Munich is interested in increasing the number of female faculty members and encourages women to apply. Please contact me directly for further questions about the project or the position. ~~~~~~~~~~~~~~~~~~~~~~~~~ Markus Heydenreich Mathematisches Institut Ludwig-Maximilans-Universität München http://www.math.lmu.de/~heyden/ -- ************************************************* 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 *************************************************

1 0

colloquium of A. Montanari - correction
by Marco Romito 14 Apr '20

14 Apr '20

dear all I am writing to update the broadcasting information about Andrea's talk on next Wednesday. In order to attend the online seminar, you can connect to https://meet.google.com/iwa-aetx-bky (needs authorization if you do not have a UniPi account and it is limited to 250 participants). The seminar will be also streamed live on the official YouTube channel <https://www.youtube.com/channel/UCfMLkaFzJYx6JoMxtGvvqJw> of the Department, at the URL: https://www.youtube.com/channel/UCfMLkaFzJYx6JoMxtGvvqJw * MATHEMATICAL PROBLEMS IN MODERN MACHINE LEARNING* /Andrea Montanari (Stanford University)/ April 15, 2020, 4pm (CEST) _Abstract_: The last fifteen years have witnessed dramatic advances in machine learning. This progress was mainly driven by engineering advances: greater computing power, and larger availability of training data. Not only the collection of methods that emerged from this revolution are not well understood mathematically, but they actually appear to defy traditional mathematical theories of machine learning. I will argue that future developments and applications will require to understand better the underlying mathematical principles. I will describe two recent examples of mathematical progress in this area that are connected to areas of modern mathematics: 1. Gradient flows in Wasserstein spaces; 2. Random matrix theory. [Based on joint work with: Song Mei, Phan-Minh Nguyen, Behrooz Ghorbani, Theodor Misiakiewicz]

1 0

Call for papers: special issue of the J. Math. Ind. on COVID19
by Alessandra Micheletti 14 Apr '20

14 Apr '20

Sorry for multiple posting. I would like to announce that the Journal of Mathematics in Industry <https://mathematicsinindustry.springeropen.com/>, with the support of the European Consortium for Mathematics in Industry – ECMI <https://ecmiindmath.org/> , has decided to publish a special issue entitled: *Mathematical models of the spread and consequences of the SARS-CoV-2 pandemics. Effects on health, society, industry, economics and technology*. This is a call for papers. The *Journal of Mathematics in Industry* is a high-quality *open-access* journal that brings together research on developments in mathematics for industrial applications, where industry is understood as *any activity of economic and/or social value. * In the disruptive period we are living in, in the middle of the spread of the SARS-CoV-2 pandemics, scientists, and in particular mathematicians and statisticians, are investing an unprecedented effort to forecast the course of the pandemic and to suggest measures to mitigate its unfortunate effects. We are conscious that this pandemic will very likely deeply affect our societies, production, health management, and many other aspects of human life. That is why there is an urgency to provide scientifically reliable studies of the many aspects of the problem to policy makers. This special issue will be devoted to articles that propose data-driven mathematical and statistical models of the spread of the SARS-CoV-2 virus, and/or of its foreseeable consequences on public health, society, industry, economics and technology. The editors of this special issue and the scientists of the ECMI Consortium will guarantee a *fast and fair peer-to-peer review procedure*, in order to provide society with a timely and reliable injection of scientific insights. Given the importance of the subject, *the APCs of all the articles accepted for this special issue will be waived.* Interested authors, during the submission procedure, will be asked to note whether their paper is tied to a Thematic Series or not, under the Additional Information section. Please select the MATHCOVID19 option, and apply for the waive of the APCs. Corresponding authors coming from an ECMI center may enter the ECMI code for APCs waive procedure (please refer to your national representative in the ECMI council to have this code). *Guest editors:* · Alessandra Micheletti, Università degli Studi di Milano (Lead guest editor) · Adérito Araújo, University of Coimbra · Neil Budko, Delft University of Technology · Ana Carpio, Universidad Complutense de Madrid · Matthias Ehrhardt, Bergische Universität Wuppertal *Topics of interest:* Scenarios of containment and mitigation; Socio-economic costs of the SARS-CoV-2 pandemic; Spatio-temporal spread of SARS-CoV-2; Estimating the unreported number of virus cases; Bats-Hosts-Reservoir-People (BHRP) virus transmission; *Methods of interest and keywords:* mathematical epidemiology, mathematical modelling, SIR-type models, delay differential equations, waning immunity models, quarantine models, θ-SEIHRD model, parameter estimation, numerical simulation, incidence forecast methods, econometric models, contagion models, Poisson autoregressive models, basic reproduction number, optimal control, dynamical system, time delay process, parameter identification, outbreak, prediction, isolation, transmission risk, data-driven time-dependent transmission rate, risk assessment of virus outbreaks, fitting dynamic models to epidemic outbreaks with quantified uncertainty, short-term forecasting epidemic waves, big data analysis and prediction, data mining, risk modelling and simulation, Epidemic prevention and control, outbreak emergency management, Impact of the epidemic on the economy, finance, society, companies -- ------------------------------------ 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>

1 0

colloquium of A. Montanari
by Marco Romito 08 Apr '20

08 Apr '20

dear all I am writing to announce the following Colloquium at the Mathematics department, Pisa University. *MATHEMATICAL PROBLEMS IN MODERN MACHINE LEARNING** */Andrea Montanari (Stanford University)/ April 15, 2020, 4pm Abstract: The last fifteen years have witnessed dramatic advances in machine learning. This progress was mainly driven by engineering advances: greater computing power, and larger availability of training data. Not only the collection of methods that emerged from this revolution are not well understood mathematically, but they actually appear to defy traditional mathematical theories of machine learning. I will argue that future developments and applications will require to understand better the underlying mathematical principles. I will describe two recent examples of mathematical progress in this area that are connected to areas of modern mathematics: 1. Gradient flows in Wasserstein spaces; 2. Random matrix theory. [Based on joint work with: Song Mei, Phan-Minh Nguyen, Behrooz Ghorbani, Theodor Misiakiewicz] In order to follow the exposition the audience can join the live streaming at the URL: https://stream.meet.google.com/stream/ea5a4a6c-6b34-428a-b45c-b0d625ee5610

1 0

Bando PhD in Economics 2020-21 -Ca' Foscari University
by Antonella Basso 04 Apr '20

04 Apr '20

Dear Colleague, I would be grateful if you could bring to the attention of your best students the new edition 2020-2021 of the PhD Program in Economics offered by the Ca' Foscari University of Venice. The PhD Program in Economics aims at training selected students for a career as economists in academic institutions or in research departments of national and international organizations, public institutions, private corporations, central banks, financial institutions. Our recent PhDs first placement include positions both in Italian and foreign Universities such as Università Libera di Bolzano, Università degli Studi di Modena e Reggio Emilia, Luiss Guido Carli, Università degli studi di Padova, King’s College London, Boston University, Aberdeen Univeristy, University of Addis Abeba and Zhongnan University of Economics and Law. Some PhDs were employed by private companies such as Morgan Stanley-London, Microsoft and public and private research centers: Banca d’Italia, Bundesbank, Banque Centrale du Luxembourg, European Central Bank, Ecuador Ministry of Education. The considerable diversification of research areas covered by the members of Department of Economics and their international reputation provide an excellent environment where students of most fields in economics can find research ideas and tight guidance for their doctoral studies. The PhD program has a duration of four years. For the academic year 2020-2021, 6 positions are available. Five of them come with a scholarship (around 15,300 € per year), one is reserved for non-Italian applicants who can prove to have their own scholarship covering four years. Deadline for application is *April 21st 2020*, 13h00 (Italian time). Information and application procedure can be found at http://www.unive.it/phdapplication Information on the PhD in Economics can be found at http://www.unive.it/phdeconomics Any questions on the program may be addressed to the PhD Secretariat at: sse(a)unive.it <mailto:sse@unive.it> Thank you for your cooperation Best regards Antonella Basso ********************************************************************************************** Caro Collega, Ti scrivo per segnalarti l’apertura del bando per il programma di dottorato in Economics offerto dal dipartimento di Economia dell’Università Ca’ Foscari di Venezia. Quest’anno sono disponibili 5 posti con borsa quadriennale (circa 15.300€ annui per l’intera durata del dottorato), più un posto per studenti stranieri in possesso di borsa di studio propria. Il bando si chiude il *21 aprile 2020 alle 13.00,* ora italiana. Il dottorato ambisce a preparare un gruppo selezionato di studenti per la carriera accademica, ma anche per ricoprire posizioni in research departments di organizzazioni internazionali, istituzioni pubbliche, imprese private banche centrali e istituzioni finanziarie. I primi placement dei nostri più recenti dottori di ricerca includono contratti o assegni di ricerca presso atenei, italiani o stranieri, (Università Libera di Bolzano, Università degli Studi di Modena e Reggio Emilia, Luiss Guido Carli, Università Ca’ Foscari e Università degli studi di Padova). Alcuni dottori hanno invece intrapreso la carriera universitaria come ricercatori presso atenei stranieri: King’s College London, Boston University, Univeristy of Aberdeen, University of Addis Ababa, Zhongnan University of Economics and Law. Altri invece hanno trovato la loro prima occupazione presso enti o aziende privati (Euromonitor International a Vilnius, Morgan Stanley-London, Microsoft) e enti di ricerca pubblici o istituzioni pubbliche (Banca d'Italia, Bundesbank, Banque Centrale du Luxembourg, Banca Centrale Europea, Tertiary Education Commission e Ecuador Ministry of Education). Il programma di dottorato ha una durata quadriennale. Il primo anno i dottorandi seguono un intenso programma di corsi avanzati. Gli studenti ammessi al secondo anno si concentrano sul lavoro di tesi e partecipano attivamente alla vita del dipartimento. L'ampio spettro di interessi di ricerca e la reputazione internazionale della faculty di area economica e quantitativa di Ca’ Foscari, così come il ricco programma di seminari e workshop di livello internazionale organizzati in dipartimento permettono agli studenti di lavorare in un ambiente stimolante per tutta la durata del corso di dottorato. Gli studenti più meritevoli ricevono l’adeguato supporto, anche economico, per partecipare a conferenze e workshop internazionali e per poter competere sul job market internazionale. Puoi trovare maggiori dettagli riguardo il bando a questo link: http://www.unive.it/phdapplication Informazioni dettagliate sul PhD in Economics a Ca’ Foscari: http://www.unive.it/phdeconomics Qualsiasi richiesta di informazioni riguardo il programma può essere rivolta alla Segreteria del dottorato all'indirizzo: sse(a)unive.it <mailto:sse@unive.it> Cordiali saluti Antonella Basso -- Antonella Basso Prorettore alla Programmazione e Valutazione - Prorector at Planning and Valuation Dipartimento di Economia Università Ca' Foscari Venezia Fondamenta S. Giobbe - Cannaregio 873 30121 Venezia - Italy Tel. +39-041-2346914 E-mail address:basso@unive.it Web page:http://www.unive.it/data/persone/5591751

1 0

Fwd: Call for abstracts OICA online conference, deadline April 13th, 2020
by Elena Vigna 03 Apr '20

03 Apr '20

-------- Messaggio Inoltrato -------- Oggetto: Call for abstracts OICA online conference, deadline April 13th, 2020 Data: Thu, 2 Apr 2020 22:11:30 +0000 Mittente: LOISEL STEPHANE <stephane.loisel(a)univ-lyon1.fr> A: LOISEL STEPHANE <stephane.loisel(a)univ-lyon1.fr> Dear RIANA colleagues and friends, Can you please forward this announcement to your network and encourage your colleagues and PhD students to submit abstracts and/or attend ? Thanks, Best, Stephane Dear Colleagues and Friends, We organise at the end of the month (April 28-29, 2020) an _online_ conference in actuarial science, data science and finance. Abstract submission deadline : April 13th, 2020. Scientific committee : Hansjoerg Albrecher (Lausanne), Katrien Antonio (Leuven), Benjamin Avanzi (Melbourne), Pauline Barrieu (LSE), Mercè Claramunt (Barcelona), Nicole El Karoui (Paris), Romuald Elie (Berkeley), Stéphane Loisel (ISFA, chair), Mogens Steffensen (Copenhagen), Ruodu Wang (Waterloo), Hailiang Yang (Hong-Kong U.) We hope that’ll be able to submit an abstract : http://oica.univ-lyon1.fr <http://oica.univ-lyon1.fr> Details about the purpose of the conference are below. Parallel session talks are 15mins long. Take care and stay safe, Stéphane Loisel PS Registration is free but compulsory. ** *About OICA Conference* /(Online International Conference in Actuarial science, data science and finance)/ Covid19 is going to change the financial markets and the insurance-reinsurance network. As actuarial science, data science and finance researchers, we cannot easily help for the current phase as we are not medical doctors or epidemiologists. But we can help to mitigate/manage the financial/risk management consequences by carrying out relevant research in 2020-2021. For this we need to learn NOW from experts and decision makers what the research challenges are. Therefore we are organising an online conference on April 28-29, 2020 with two goals : * Enabling researchers and young researchers to present actuarial / data science / financial research that was done before covid19 (therefore NOT related to covid19) * Having 1 or 2 roundtables that describe covid19 implications on the economy, and which help us to know which research topics we could investigate in the future if we want to help (WACA roundtables : What Actuaries Could Accomplish researchwise in 2020-21). We also planned (classical) plenary talks on topics that could be useful for post-covid research, as well as a quite different talk by José Blanchet about a social platform startup that he created in response to covid19 in US and Mexico and the associated data science future challenges. INVITED PLENARY SPEAKERS *Beatrice ACCIAIO */(LSE, London, United Kingdom)/** *José BLANCHET */(Stanford University, CA, USA)/ *Caroline HILLAIRET */(ENSAE, Paris, France)/ *Nora PANKRATZ */(UCLA, CA, USA)/ *Jae Kyung WOO */(UNSW, Sydney, Australia)/ ** To be clear, this event is NOT about presenting super-fast, opportunistic research on epidemiology produced by actuaries. It is about presenting classical actuarial/data science/finance research works that have been done before, and reflecting about how we can contribute researchwise for the future. As almost everyone is at home at that time, we think that the timing is possible. We’ll have sessions in the morning, lunch time and up to evening to accomodate participants in different locations. The roundtables will be held between 11am and 4pm French time to maximize audience (including Asia-Pacific and America). We hope that you’ll join us to this OICA-WACA conference and roundtable (please use French accent to sound like Shakira’s song) !

1 0

ABC World Seminar
by Massimiliano ... 03 Apr '20

03 Apr '20

Dear all, I hope you are keeping safe and well. Inspired by the One World Probability Seminar, we decided to run The ABC World Seminar, a weekly/fortnightly series of seminars that will take place on Blackboard collaborate on Thursdays at 9am [UK time]. The idea is to gather members and disseminate results and innovation during these weeks and months under lockdown. The first speaker will be Dennis Prangle on "Distilling importance sampling" on 9th April. Please sign up to the mailing list https://listserv.csv.warwick.ac.uk/mailman/listinfo/abc_world_seminar to be able to join the talk. Full details are available on the webpage https://warwick.ac.uk/fac/sci/statistics/news/upcoming-seminars/abcworldsem… Please share this email to anyone who may be interested. Best wishes, Massimiliano Tamborrino, on behalf of the ABC World Seminar Organisers. ------ Dr. Massimiliano Tamborrino Assistant Professor Department of Statistics University of Warwick https://warwick.ac.uk/fac/sci/statistics/staff/academic-research/tamborrino

1 0

Vacancy for Lecturer, Financial Computing Group, University College London, deadline 27 April 2020
by Guido Germano 01 Apr '20

01 Apr '20

Dear Colleague, our Financial Computing and Analytics Group has advertised a lecturer position with application deadline on 27 April 2020: https://www.jobs.ac.uk/job/BZQ100/lecturer-in-financial-computing The job description is attached. This position has been held by Simone Righi, who at the end of June 2020 will leave for the Department of Economics, Ca’ Foscari University of Venice. Kind regards Guido Germano Dr Guido Germano, Associate Professor, UCL Department of Computer Science Programme Director and Admissions Tutor, UCL MSc Computational Finance Research Associate, Systemic Risk Centre, London School of Economics Associate Editor, Advances in Complex Systems www.cs.ucl.ac.uk/staff/g.germano

1 0

First announcement: 10th AMaMeF Conference *2021* - SAVE THE DATE!
by Tiziano Vargiolu 31 Mar '20

31 Mar '20

Dear Colleague, on behalf of the organising committee, it is a pleasure to announce that the 10th AMaMeF Conference will take place in Padova on June 22-25, *2021*. The conference will feature plenary lectures, invited sessions and contributed sessions covering the forefront areas of research in theoretical and quantitative finance, risk, insurance. Abstract submission for contributed talks and posters will be announced in due time. Follow the development at the website (in continuous development): https://events.math.unipd.it/AMAMEF2021/ Please help to distribute this announcement among your all contacts. Welcome to Padova in June 2021! 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 --------------------------------------------------------------------------

1 0

Fwd: New online Oxford Discrete Mathematics and Probability seminar
by Silvestri, Vittoria 31 Mar '20

31 Mar '20

Segnalo un'altra iniziativa di seminari online, gestita dal gruppo di Oxford. Il primo seminario è oggi pomeriggio (Rob Morris, IMPA) alle 15:00. Cari saluti, Vittoria ******************************** Vittoria Silvestri Assistant Professor Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome ******************************** Begin forwarded message: *From:* Christina Goldschmidt <goldschm(a)stats.ox.ac.uk> *Date:* 27 March 2020 at 16:40:54 GMT *To:* "APPLIEDPROB(a)jiscmail.ac.uk" <APPLIEDPROB(a)JISCMAIL.AC.UK> *Subject:* *New online Oxford Discrete Mathematics and Probability seminar* *Reply-To:* Christina Goldschmidt <goldschm(a)STATS.OX.AC.UK> Dear colleagues, We hope that you are all well, and finding a way to adjust to our new circumstances. We are writing to announce the new Oxford Discrete Mathematics and Probability Seminar, which will take place on Tuesdays, on Zoom, starting on 31st March, and will feature talks in both Combinatorics and Probability. For the first week we will have a single seminar at 2pm (UK time); in most future weeks we will also have a second seminar at 3.30pm. The talks are open to everybody: please feel free to forward this announcement to anyone you think might be interested. The first two talks will be: 31st March, 2pm: Rob Morris (IMPA), Erdős covering systems 7th April, 2pm: Louigi Addario-Berry (McGill), Hipster random walks. More details can be found at http://people.maths.ox.ac.uk/scott/dmp.htm . This will be something of an experiment while we get to grips with the technology, but we're excited about the possibilities this format might bring! We are aware of several other excellent such initiatives going on, and will be keen to share our experiences and learn what works. We have set up a mailing list for seminar announcements, discmathprob(a)maillist.ox.ac.uk. In order to subscribe, please send an email to sympa(a)maillist.ox.ac.uk with subject “subscribe discmathprob Firstname Lastname” (replace “Firstname” and “Lastname” appropriately); leave the message body blank. You should receive a message to let you know that your subscription has been successful. Our intention (of course with the agreement of the speakers) is to record the seminars and put them on YouTube for an indefinite period of time, to act as a resource for the community. This has consequences from the perspective of data protection since, by default, if you participate, personal data consisting of your username, audio and video may be recorded. If you wish to participate but do not want your personal data recorded, you should please make sure to turn off your video and mute your microphone. All best wishes, Christina Goldschmidt and Alex Scott. -- Christina Goldschmidt | http://www.stats.ox.ac.uk/~goldschm | she/her Department of Statistics and Lady Margaret Hall, University of Oxford ------------------------------ To unsubscribe from the APPLIEDPROB list, click the following link: https://www.jiscmail.ac.uk/cgi-bin/webadmin?SUBED1=APPLIEDPROB&A=1

1 0

Associate Professor Position @ Luxembourg University
by Giovanni Peccati 30 Mar '20

30 Mar '20

Dear Colleagues, The *Department of Mathematics* of the *Faculty of Science, Technology, and Medicine* (FSTM) of the *University of Luxembourg* (UL) has an opening for an *Associate Professor in Mathematics (promotion track) – Area of Statistics and Machine Learning*. - Ref: *F1-50011779* (to be mentioned in all correspondence) - Full-time position (40 hrs/week) - Earliest starting date: September 2020 - Permanent position, with promotion track (after 5 years there is the possibility of being promoted to full professor after an evaluation). In case of an excellent more senior candidate, appointment at the level of full professor can be considered Deadline: *May 31, 2020* (NB: the previous deadline for this position was March 31, 2020 - we decided to postpone it by two months, mainly because of the current international crisis). All details can be found at the address: http://emea3.mrted.ly/2f9vz With my best regards, Giovanni Peccati -- Prof. Giovanni Peccati ------------------------------------------ Head of the Department of Mathematics Faculty of Science, Technology and Medicine ------------------------------------------ University of Luxembourg ----------------------------------------- homepage: http://sites.google.com/site/giovannipeccati/Home E-mail: giovanni.peccati(a)gmail.com

1 0

Datathon on Covid-19
by Fabrizio Lillo 30 Mar '20

30 Mar '20

Dear colleagues, please find below the announcement of a Datathon (real-time forecasting competition) on Covid-19 just started. Feel free to distribute to all interested parties. Best regards, Fabrizio Lillo ------------------------------------- Announcement and call for participation at Real-time Epidemic Datathon https://www.epidemicdatathon.com Real-time Epidemic Datathon is a collective open-source real-time forecasting challenge aimed at joining forces to push modeling limits further for real-time epidemic forecasting at large scale. Organized by ETH Zürich, UCLA, EU SoBigData++ project, NYU COURANT, and other partner organizations. The goal of this project is to bring together researchers and students from different disciplines (e.g., computer science, epidemiology, physics, statistics, applied math, ...) and advance real-time epidemic modeling frameworks. We provide a platform for scientific exchange and discussion. Participating teams can submit predictions of COVID-19 case evolutions in different countries and evaluate/compare their modeling approaches. Who can join? Everyone can join and contribute in various ways: (i) register as a developer (individual or with a team) of a real-time epidemic forecasting model, (ii) register and monitor scientific developments (see our disclaimer section), or (iii) share the news about this event and help us to reach more contributors. -------------------------------------- ---------------------------------------- Fabrizio Lillo Dipartimento di Matematica Università di Bologna ITALY Personal website: fabriziolillo.wordpress.com University website: www.unibo.it/sitoweb/fabrizio.lillo <http://fabriziolillo.wordpress.com/> phone: +39 050509159

1 0

One World Probability Seminar
by enrico priola 30 Mar '20

30 Mar '20

Dear All, maybe you already know https://www.wim.uni-mannheim.de/doering/one-world/ All the best. Enrico -- Enrico Priola Dipartimento di Matematica, Università di Pavia Via Adolfo Ferrata 5, 27100 Pavia tel +39 0382 985639

1 0

Open combined PhD-Junior Lecturer position at VU Amsterdam
by Zocca, A. 26 Mar '20

26 Mar '20

Dear colleagues, Here is the announcement for a combined PhD + lectureship position in the math department where I work at the Vrije Universiteit in Amsterdam: PhD-Junior Lecturer position The department of Mathematics at the VU is advertising for a combined PhD - Junior Lecturer position in Mathematics. This is a position meant for a PhD student who also wants to acquire teaching experience and contribute to the educational program of the department as a junior lecturer. The position is for 6 years instead of the usual 4 for a “standard” PhD student. The PhD position is not tied to a particular topic nor supervisor: the research can be in any area that falls within the expertise available in the department. You can find more information for this position at https://workingat.vu.nl/ad/phd-judo-in-mathematics/o44o25 The deadline for applications is April 19th. The link above provides most of the information needed (salary, research-to-teaching ratio, benefits, etc.), but feel free to contact me for further details or if you may be interested to apply to work in the area of applied probability or reinforcement learning. Best regards, Alessandro Zocca ================================ Assistant Professor Department of Mathematics Vrije Universiteit Amsterdam https://sites.google.com/site/zoccaale/

1 0

Call for PhD
by Faggionato, Alessandra 25 Mar '20

25 Mar '20

Buongiorno, ricevo da Alberto Chiarini ed inoltro. Saluti Alessandra ---------- Forwarded message --------- Da: Chiarini, A. <a.chiarini(a)tue.nl> Date: mer 25 mar 2020 alle ore 11:15 Subject: Call for PhD To: faggiona(a)mat.uniroma1.it <faggiona(a)mat.uniroma1.it> ... Applications are invited for a PhD position at TU Eindhoven (TU/e), under the supervision of Alberto Chiarini. This PhD project is part of a larger collaboration between the Analysis and Stochastics groups of the Department of Mathematics and Computer Science, and the PhD student will benefit from being embedded in both groups. The subject of the PhD project will be decided together with the student, and will be chosen from a range of topics on the interface between probability theory and analysis, including Gaussian free fields, particle systems, large deviations, gradient flows and partial differential equations. Ideally, applicants have a sound training in probability theory (including stochastic processes and stochastic differential equations), analysis (including partial differential equations and functional analysis), and measure theory. Students with deficiencies in one of these areas but who are strong in others are nonetheless encouraged to apply. PhD positions at TU/e are salaried, fixed-term, four-year positions; We offer you: - An exciting job in a dynamic work environment. - A full time appointment for 4 years at Eindhoven University of Technology. - The salary is in accordance with the Collective Labour Agreement of the Dutch Universities, increasing from approximately € 2.325 per month initially, to € 2.972 in the fourth year. - An attractive package of fringe benefits, including end-of-year bonus (8,3% in December), an extra holiday allowance (8% in May), moving expenses and excellent sports facilities. Applicants are encouraged to send their applications as early as possible; the position will be filled as soon as a suitable candidate is found. The starting date is open for discussion. In case you decide to apply, please complete the following form: Form for application <https://forms.gle/Ejrurx7w8Mkggrw88> https://forms.gle/Ejrurx7w8Mkggrw88 Department of Mathematics and Computer Science MetaForum Groene Loper 5 5612 AZ Eindhoven The Netherlands -- ************************************************* 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 *************************************************

1 1

Fwd: One World Probability Seminar
by Faggionato, Alessandra 24 Mar '20

24 Mar '20

cari tutti, vi giro un messaggio ricevuto da andreas kyprianou. saluti alessandra faggionato %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% Dear all, Firstly, we hope this email finds you safe and well. As we look forward to the next few weeks and months being under lockdown, we are all confronted with the reality of building up new communication channels. This presents us with an unprecedented opportunity that has arguably been long overdue. We would like to invite you to participate in a new grass roots project: the *One World Probability Seminar.* https://www.wim.uni-mannheim.de/doering/one-world/ *Every Thursday at 15:00 and 16:00 Central European Time, *two seminars will take place on line via the free webinar tool Zoom. Follow the information and link on the webpage and just tune in. No need to register, no need to announce your presence, we have capacity for an audience of up to 500 viewers. The short-term goal is to provide access to a seminar for as many researchers as possible, bringing a sense of normality and academic closeness. *For the indefinite future, the seminar is intended to foster ideas among our truly global research community and to help reduce our impact on climate change.* As a grass roots project, the seminar will evolve with time - in particular please keep a close eye on the webpage which will provide updated information of speakers. We have speakers lined up for the next month or so, and we hope you will all feel enthused to participate in the long term. * Please circulate this email as widely as you can.* Andreas Kyprianou and Leif Doering. -- Professor Andreas Kyprianou Co-director of EPSRC CDT SAMBa Department of Mathematical Sciences University of Bath BA2 7AY -- ************************************************* 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 *************************************************

1 0

Fwd: Fw: One World Probability Seminar: This Thursday opening seminar
by Enrico Scalas 23 Mar '20

23 Mar '20

Car* collegh*, Spero stiate bene. Vi segnalo l'iniziativa qua sotto (e scusate se vi e' gia' arrivata la notizia). Cordiali saluti, Enrico Scalas ------------------------------ *From:* Andreas Kyprianou <ak257(a)bath.ac.uk> *Sent:* Monday, March 23, 2020 4:42 PM *To:* Leif Doering <doering(a)uni-mannheim.de> *Subject:* One World Probability Seminar: This Thursday opening seminar Dear all, Firstly, we hope this email finds you safe and well. As we look forward to the next few weeks and months being under lockdown, we are all confronted with the reality of building up new communication channels. This presents us with an unprecedented opportunity that has arguably been long overdue. We would like to invite you to participate in a new grass roots project: the *One World Probability Seminar.* https://www.wim.uni-mannheim.de/doering/one-world/ *Every Thursday at 15:00 and 16:00 Central European Time, *two seminars will take place on line via the free webinar tool Zoom. Follow the information and link on the webpage and just tune in. No need to register, no need to announce your presence, we have capacity for an audience of up to 500 viewers. The short-term goal is to provide access to a seminar for as many researchers as possible, bringing a sense of normality and academic closeness. *For the indefinite future, the seminar is intended to foster ideas among our truly global research community and to help reduce our impact on climate change.* As a grass roots project, the seminar will evolve with time - in particular please keep a close eye on the webpage which will provide updated information of speakers. We have speakers lined up for the next month or so, and we hope you will all feel enthused to participate in the long term. Please circulate this email as widely as you can. Andreas Kyprianou and Leif Doering. -- Professor Andreas Kyprianou Co-director of EPSRC CDT SAMBa Department of Mathematical Sciences University of Bath BA2 7AY -- Professor Andreas Kyprianou Co-director of EPSRC CDT SAMBa Department of Mathematical Sciences University of Bath BA2 7AY

1 0

PhD position in Prague: Duality Techniques in Interacting Particle Systems
by Marco Formentin 23 Mar '20

23 Mar '20

PhD position in Prague: Duality Techniques in Interacting Particle Systems The Institute of Information Theory and Automation of the Czech Academy of Sciences, in cooperation with Charles University (Prague) offers a: PhD position Duality Techniques in Interacting Particle Systems For a period of 4 years. Preferred starting date September 1, 2020 or according to agreement. The successful candidate will work under the supervision of Jan Swart on topics chosen from a list of concrete problems. For more information: http://staff.utia.cas.cz/swart/advertentie.html Applicants are encouraged to send their applications as early as possible; the position will be filled as soon as a suitable candidate is found.

1 0

Special Issue on Algorithms for complex network and its applications
by Yilun Shang 22 Mar '20

22 Mar '20

CALL FOR PAPERS Algorithms https://www.mdpi.com/journal/algorithms/special_issues/complex_network Submission Deadline: 15 September 2020 ********* Manuscripts can be submitted continuously until the deadline. Once a paper is submitted, the review process will start immediately. Accepted papers will be published continuously in the journal. All accepted papers will be listed together in an online special issue published in the journal website. ********* Network science has become an important and growing field in today’s society as many sectors using information technology, wireless communications, big data, and the Internet of Things are formed by a large number of interacting components and underpinned with self-organizing principles. The need to understand algorithms underlying complex networks, large-scale structures, and the dynamics governing them is imperative. In this Special Issue we invite authors to submit high-quality papers from both theoretical/mathematical and practical points of view addressing algorithm-related problems arising from complex networks. Some of the topics of interest include (but are not limited to): Algorithms for random structure Combinatorial algorithms Complex network analysis Network visualization Community detection algorithms Web analytics Artificial intelligence Sensor networks Social network analysis Biological network analysis Algorithms for wireless networks Simulation for complex networks Network synchronization algorithms Distributed algorithms Optimization algorithms Guest Editors Joanna Józefowska, Poznan University of Technology, Poznan, Poland Yilun Shang, Northumbria University, Newcastle upon Tyne, UK *** Instructions for submission *** Manuscripts should be submitted online at www.mdpi.com by registering and logging in to this website. Once you are registered, click here to go to the submission form. Manuscripts can be submitted until the deadline. All papers will be peer-reviewed. Accepted papers will be published continuously in the journal (as soon as accepted) and will be listed together on the special issue website. Research articles, review articles as well as short communications are invited. For planned papers, a title and short abstract (about 100 words) can be sent to the Editorial Office for announcement on this website. Submitted manuscripts should not have been published previously, nor be under consideration for publication elsewhere (except conference proceedings papers). All manuscripts are thoroughly refereed through a single-blind peer-review process. A guide for authors and other relevant information for submission of manuscripts is available on the Instructions for Authors page. Algorithms is an international peer-reviewed open access monthly journal published by MDPI. Please visit the Instructions for Authors page before submitting a manuscript. The Article Processing Charge (APC) for publication in this open access journal is 1000 CHF (Swiss Francs). Submitted papers should be well formatted and use good English. Authors may use MDPI's English editing service prior to publication or during author revisions. For further information, please contact the guest editors at Joanna.Jozefowska(a)cs.put.poznan.pl yilun.shang(a)northumbria.ac.uk

1 0

Statistical Mechanics Methods for Networks - satellite during NetSci2020
by Mateusz Wilinski 22 Mar '20

22 Mar '20

*CALL FOR ABSTRACTS* *NETSCI2020 - SATELLITE CONFERENCE* *"STATISTICAL MECHANICS METHODS FOR NETWORKS**”* *https://sites.google.com/view/smmn <https://sites.google.com/view/smmn>* The NetSci 2020 conference was postponed to September. The situation is dynamic and it is still unclear what will be the final outcome. Nevertheless, we would like to draw your attention to a satellite session, which will surely follow the main conference. The objective of the Satellite conference on "Statistical Mechanics Methods for Networks” is to bring together academics, young researchers and PhD students working in the area of statistical models of both static and dynamic networks. A particular focus is then given to the study of methods based on Statistical Mechanics of networks, which permit the learning of mechanisms driving the formation and the evolution of the networked systems. The Satellite will provide an opportunity for participants engaged in research at the forefront of this area to discuss the novel results and may, in turn, suggest fruitful and relevant directions for future research. *How:* Submit your one page abstract by email to *mateusz.wilinski(a)sns.it <mateusz.wilinski(a)sns.it>* *Important dates**:* * Abstract/Paper submission deadline: 20.04.2020 * Notification of acceptance: 27.04.2020 *- **subject to change, depending on the final NetSci 2020 timeline* *Where and When:* TBA *INVITED SPEAKERS:* Rossana Mastrandrea (IMT Lucca) Andrey Lokhov (Los Alamos National Laboratory) *TOPICS:* - Graphs Ensembles - Network Reconstruction - Statistical Inference - Phase Transitions in Network Models - Percolation in Networks - Maximum Entropy for Networks - Statistically Validated Networks *ORGANIZING COMMITTEE:* Piero Mazzarisi (Scuola Normale Superiore of Pisa) Mateusz Wilinski (Uniwersytet Warszawski) *PROGRAM COMMITTEE:* Paolo Barucca (University College London) Agata Fronczak (Politechnika Warszawska) Fabrizio Lillo (Università di Bologna) Leto Peel (Université Catholique de Louvain) Tiago Peixoto (Central European University) Katarzyna Sznajd-Weron (Politechnika Wroclawska) Daniele Tantari (Università di Bologna)

1 0

OSD2020-postponed
by malongob＠unina.it 21 Mar '20

21 Mar '20

Dear all, we strongly hoped that the spread of Covid-19 would quickly attenuate, but it is now clear that, even if the situation were to become stable in Italy, there would be difficulties in reaching the conference venue for participants from abroad. For this reason, we regret to announce that the 14th International Conference on Ordered Statistical Data (OSD2020) has been postponed by one year, i.e., to May 2021 (same location - Vietri sul Mare, Italy). New announcements with the new dates of the conference will be send to all of you in October. We hope that the coronavirus outbreak will end soon, and we expect to see you next year. The OSD2020 Chief Organizers Maria Longobardi, Ph.D. in Applied Mathematics Associate Professor of Probability and Mathematical Statistics E-mail: maria.longobardi(a)unina.it Dipartimento di Biologia Università degli Studi di Napoli FEDERICO II Via Cintia - 80126 Napoli - Italy Studio 114 - V livello del Dipartimento di Matematica e Applicazioni Tel. +39 081 675620

1 0

ECSO - CMS 2020 suspended
by Martina Nardon 20 Mar '20

20 Mar '20

_Important Announcement_ Joint EUROPEAN CONFERENCE ON STOCHASTIC OPTIMIZATION and COMPUTATIONAL MANAGEMENT SCIENCE Conference Venice 1-3 July 2020 *Due to the uncertainty caused by the Coronavirus outbreak, the chairs of the Scientific and Organizing Committees of Ecso-Cms2020 have decided to suspend the conference and postpone it, in order to guarantee a safe and successful participation. The conference will be rescheduled in 2021. * *Further information will be announced through the conference website soon *www.unive.it/ecsocms2020 *Submissions that have already been made are still valid and can be later updated or withdrawn. Registration is suspended.* Best Regards, Diana Barro, Stein-Erik Fleten and Martina Nardon Organizing and Program Committee Chairs -------------------------------------- Dr. Martina Nardon Dipartimento di Economia Università Ca' Foscari Venezia San Giobbe - Cannaregio, 873 30121 Venezia, Italy tel. +39 041 234 7413 --------------------------------------

1 0

BaYSM 2020 -- Postponed
by Federico Camerlenghi 17 Mar '20

17 Mar '20

Dear all, due to the ongoing coronavirus pandemic, the Bayesian Young Statistician Meeting (BaYSM 2020) will be postponed by one year, i.e. to the two days 25-26 June 2021. BaYSM 2021 will be held at the same location (Kunming, China) and right before the postponed ISBA 2020 world meeting. We will invite you to visit the webpage of the event-- https://baysm2020.uconn.edu/-- that will be updated with the new dates and deadlines. We will send a new call for abstract after the summer. Note that we will consider only abstracts that will be sent in the new submission window. We hope that the coronavirus pandemic will end soon, and to see you all at the BaYSM meeting next year. On behalf of the BAYSM2021 organizing committee, best regards, Federico Camerlenghi -- Federico Camerlenghi Department of Economics, Management and Statistics University of Milano Bicocca, Milano, Italy. web-page: https://www.unimib.it/federico-camerlenghi

1 0

Fwd: postdoc position
by Marco Romito 16 Mar '20

16 Mar '20

*From:*Beniamin Goldys [mailto:beniamin.goldys@sydney.edu.au] *Subject:* postdoc position Please, distribute it among potential applicants for a postdoc in Stochastic Partial Differential Equations at University of Sydney. *https://sydney.nga.net.au/?jati=1C49462E-B789-B239-6EBB-B62E19A9DFAD <https://urldefense.proofpoint.com/v2/url?u=https-3A__sydney.nga.net.au_-3Fj…>* Best, Ben ***************************************** Professor Beniamin Goldys School of Mathematics and Statistics Carslaw F07 The University of Sydney Sydney 2006, Australia phone: (612)93512976 fax: (612)93514534

1 0

Cancellazione di ECQT'20
by Antonio DI CRESCENZO 12 Mar '20

12 Mar '20

Su richiesta degli organizzatori si rende noto quanto segue: ECQT20 : IV European Conference on Queueing Theory July 20-22, 2020 Madrid (Spain) IMPORTANT ANNOUNCEMENT Due to the COVID-19/SARS-CoV-2 outbreak, we regrettably must announce that ECQT-20 is CANCELLED and is postponed to a time when the situation becomes more stable. We are very sorry for the inconvenience this situation may cause, and gratefully appreciate if you could circulate this information to any appropriate channel. Kind regards, The Organizing Committee

1 0

Fwd: Assegno di ricerca MAT/03, MAT/06 e INF/01, con preghiera di diffusione
by Francesco Morandin 12 Mar '20

12 Mar '20

Ricevo e inoltro: assegno di ricerca in Deep Reinforcement Learning per candidati di settori diversi, anche senza esperienza, all'Università di Chieti-Pescara, Dipartimento di Economia, all'interno di un gruppo di ricerca di matematici. Dovrebbe essere la sede di Pescara. Scadenza 3 aprile 2020. ---------- Forwarded message --------- From: Maurizio Parton <parton(a)unich.it> Date: Tue, Mar 10, 2020 at 5:13 PM Subject: Assegno di ricerca MAT/03, MAT/06 e INF/01, con preghiera di diffusione Carissimi, potete per cortesia inoltrare questo messaggio nelle liste e alle persone che ritenete più opportune? Tre i settori interessati: MAT/03, MAT/06, INF/01. Scadenza 3 aprile 2020. Grazie mille, Mau ---------------------------------------------------------------- Apologies for multiple posting - English version below ---------------------------------------------------------------- Assegno di ricerca 1 anno + 1 anno, settori di interesse MAT/03, MAT/06 e INF/01. Bando: http://www.albo-pretorio.it/albo/archivio4_atto_0_356914_0_3.html Scadenza: 3 aprile 2020. È stato pubblicato il bando per un assegno di ricerca di un anno, rinnovabile, a tema Deep Reinforcement Learning (DRL), con sede Pescara. Richiesta laurea magistrale o equivalenti. Si cerca un candidato in grado di inserirsi in un gruppo di ricerca su problemi di varia natura. -) Problemi teorici. Ad esempio, ci sono vari algoritmi in DRL che sono molto usati perché funzionano bene, ma dei quali non si hanno ancora risultati teorici di convergenza o ottimalità. Competenze utili: probabilità, geometria. -) Problemi sperimentali. Ad esempio, estendere algoritmi tipicamente usati in giochi a due giocatori e informazione perfetta a giochi a più giocatori con informazione imperfetta. Competenze utili: algoritmi, teoria dei giochi, Python e TensorFlow o framework affini. -) Problemi applicati. Ad esempio, applicazioni nel mondo della finanza, che ben si presta a essere affrontata tramite DRL grazie alla grande quantità di dati a disposizione in questo settore. Competenze utili: probabilità, finanza. Seppur utile, una conoscenza di Deep Learning e/o Reinforcement Learning non è indispensabile, in quanto è prevista una prima fase di formazione e inserimento nel gruppo di ricerca. Per maggiori informazioni scrivere a parton(a)unich.it. ---------------------------------------------------------------- English version ---------------------------------------------------------------- Research grant 1 year + 1 year. Apply at: http://www.albo-pretorio.it/albo/archivio4_atto_0_356914_0_3.html Deadline: 3 April 2020. University of Pescara is opening a one-year position extendable to one more year, for research on Deep Reinforcement Learning (DRL). Applicants must have a master degree in informatics or mathematics, but are not requested to have previous expertise in Deep Learning and Reinforcement Learning, since a training period is foreseen. Knowledge of probability or geometry or finance or computer science, and expertise in Python or TensorFlow or similar frameworks are preferred. The research team is active on a wide range of topics. -) Theoretical problems: for instance, convergence or optimality for DRL algorithms. -) Experimental problems: for instance, extension of algorithms for two-players perfect information games to multi-player settings with imperfect information. -) Applied problems: for instance, applications to finance. For additional information, don't hesitate to contact parton(a)unich.it. ---------------------------------------------------------------- -- Francesco Morandin -- frmor.net Department of Mathematical, Physical and Computer Sciences Parma University -- sfmi.unipr.it To call in the statistician after the experiment is done may be no more than asking him to perform a post-mortem examination: he may be able to say what the experiment died of. (R.A. Fisher)

1 0

Corso di dottorato "Topics from the Gaussian World" a Milano-Bicocca
by Gianmario Tessitore 09 Mar '20

09 Mar '20

Carissimi La lezione iniziale del corso di dottorato di F. Caravenna e M. Rossi a Milano-Bicocca "Topics from the Gaussian World", prevista per giovedì 12 marzo 2020 in aula 3014, è annullata. A causa dell'emergenza sanitaria, il corso non si svolgerà più in presenza ma in modalità telematica. Informazioni aggiornate sulla pagina web: http://staff.matapp.unimib.it/~fcaraven/did1920/phd/index.html -- Gianmario Tessitore Dipartimento di Matematica e Applicazioni Università degli Studi di Milano-Bicocca

1 0

PhD course by Prof A. Jacquier in Padova: postponement
by Giorgia Callegaro 09 Mar '20

09 Mar '20

Dear all, due to the coronavirus emergency in Italy and, in particular, in Padova, we clearly had to postpone the visit of Professor Antoine Jacquier and as a consequence, also his course "*A smooth tour around rough models in finance (From data to stochastics to machine learning)*", which was scheduled in March/April 2020. Hopefully he will visit Padova and give his course later this year. At the moment, the new schedule is not available. I am sorry for the inconvenient, this cancellation was necessary. I wish to all of you a nice week, despite the virus, Giorgia Callegaro -- Giorgia Callegaro Assistant Professor Department of Mathematics - University of Padova Via Trieste 63 , I-35121 Padova - ITALY Tel: +39-0498271481 Fax: +39-0498271499 E-Mail: gcallega(a)math.unipd.it <https://webmail.math.unipd.it/horde3/imp/message.php?mailbox=Sent&index=598#> Personal web-page: https://sites.google.com/site/giogiocallegaro/Home

1 0

rimandato il corso del prof. Zegarlinski
by Carbone Raffaella 09 Mar '20

09 Mar '20

Cari colleghi, per l'emergenza coronavirus, abbiamo deciso di rimandare al prossimo anno accademico il corso ''Introduction to coercive inequalities with applications in analysis and probability theory'' del prof. Boguslaw Zegarlinski (Imperial College, London) presso il Dipartimento di Matematica dell'Università di Pavia. Le date precise saranno stabilite in seguito. Cordiali saluti, Raffaella Carbone -- Raffaella Carbone, PhD Probabilità e Statistica Matematica Dipartimento di Matematica dell'Università degli Studi di Pavia

1 0

rinvio corso di dottorato Maurelli
by Marco Alessandro Fuhrman 09 Mar '20

09 Mar '20

Buongiorno. Rimando questo messaggio che è rimasto sospeso qualche giorno su Random. Mi dispiace del disguido. Marco Fuhrman A causa dell'emergenza sanitaria, il corso di Mario Maurelli su Regularization by noise cambierà modalità di svolgimento. Di seguito il messaggio del docente. Cordiali saluti a tutti. Marco Fuhrman -------------------- Dear all, Unfortunately, given the situation with the coronavirus, I am forced to change plans for my course on Regularization by noise. Lectures will likely not take place anymore in the Aula Dottorato of the Dipartimento di Matematica, Università degli Studi di Milano, and will be replaced by recorded lectures. I will be available for questions and discussions on the recorded lectures. I invite those who are interested to contact me in order to have access to the recorded lectures. I am sorry for the change but I believe this is the best compromise in this situation. Best regards Mario Maurelli ------------------ <signaturebeforequotedtext></signaturebeforequotedtext><signatureafterquotedtext></signatureafterquotedtext>

1 0

ECSO - CMS 2020 deadline extension
by Martina Nardon 06 Mar '20

06 Mar '20

_Deadline extension_ Joint EUROPEAN CONFERENCE ON STOCHASTIC OPTIMIZATION and COMPUTATIONAL MANAGEMENT SCIENCE Conference Venice 1-3 July 2020 We invite you to participate and submit your contribution to the joint conference ECSO - CMS 2020. Venue: Department of Economics, Ca' Foscari University of Venice San Giobbe Campus – Cannaregio 873, 30121 Venice, Italy Webpage: www.unive.it/ecsocms2020 IMPORTANT DATES Abstract submission: *March 31, 2020* Notification of acceptance: *April 20, 2020* Early registration: *April 30, 2020* ECSO - CMS 2020 is jointly organized by the Department of Economics of Ca' Foscari University of Venice, the CMS Journal and the EURO Working Group on Stochastic Optimization. ECSO 2020 is the 3rd edition of a stream of conferences organized by the EURO Working Group on Stochastic Optimization (EWGSO). The previous editions were held in Paris (2014) and Rome (2017). The scope of the conference is to bring together researchers and professionals in Stochastic Optimization and its applications in different fields spacing from economics and finance to supply chain, logistics, etc. CMS 2020 is the 17th edition of an annual meeting associated with the journal of Computational Management Science published by Springer. The aim of the conference is to provide a forum for theoreticians and practitioners from academia and industry to exchange knowledge, ideas and results in a broad range of topics relevant to the theory and practice of computational methods in management science. This joint event will provide a forum for fruitful discussions and interactions among researchers and professionals from industry and institutional sectors on decision making under uncertainty in a complex world. The conference will be within the scopes of both CMS and EWGSO and, in particular, it will focus on models, methods and computational tools in stochastic, robust and distributionally robust optimization and on computational aspects of management science with emphasis on risk management, valuation problems, measurement applications. Traditional fields of application, such as finance, energy, water management, logistics, supply chain management, and emerging ones, such as healthcare, climate risk and sustainable development, will be included. A Best Student Paper Prize of 600 euro will be awarded. Papers should be nominated via e-mail by the students' supervisors (ecsocms2020(a)unive.it) Deadline for the submissions to the prize is May 15. The program will include a devoted session for presenting the best papers to compete for the prize, such that the jury could make the final choice. The paper does not have to be published. The papers should be principally authored by the student, but co-authors are permitted as long as their contributions are clarified. Only registered participants' papers will be considered for the prize. Jury for the Student Best Paper Prize: Stein-Erik Fleten (NTNU Norwegian University of Science and Technology), Milos Kopa (Charles University of Prague), Francesca Maggioni (University of Bergamo), Ruediger Schultz (University Duisburg-Essen). PLENARY SPEAKERS DARINKA DENTCHEVA, Stevens Institute of Technology (USA) DAVID MORTON, Northwestern University (USA) GAH-YI BAN, London Business School (UK) DANIEL KUHN, École polytechnique fédérale de Lausanne (CH) GIORGIO CONSIGLI, Università di Bergamo (I) WARREN POWELL, Princeton University (USA) Conference Secretariat: ecsocms2020(a)unive.it Conference hashtag: #ecsocms2020 Best Regards, Diana Barro, Stein-Erik Fleten and Martina Nardon Organizing and Program Committee Chairs -------------------------------------- Dr. Martina Nardon Dipartimento di Economia Università Ca' Foscari Venezia San Giobbe - Cannaregio, 873 30121 Venezia, Italy tel. +39 041 234 7413 --------------------------------------

1 1

Lecturer or Associate Professor in Statistics at Leeds university
by Elena Issoglio 05 Mar '20

05 Mar '20

Dear all, We have a position available for Lecturer or Associate Professor in Statistics. The job description can be found at the link http://jobs.leeds.ac.uk/EPSMA1012 The closing date is 16 Mar 2020. Best wishes Elena %%%%%%%%%%%%%%%%%%%% I am currently participating in ‘Action Short of a Strike’ as part of the UCU HE disputes on pay, equality, workloads and casualisation, and on pension justice. This includes working to contract, not covering for absent colleagues, not rescheduling teaching cancelled due to strike action; not undertaking any voluntary activities. This action will continue until the dispute is resolved, or until 29 April 2020 if that is sooner. Unfortunately, this means that I am unlikely to be able to complete all tasks punctually or respond to all requests immediately, and I would ask for your patience and understanding. More information about the disputes is available at www.ucu.org.uk/why-we-are-taking-action<http://www.ucu.org.uk/why-we-are-taking-action> and more about our working to contract at www.ucu.org.uk/working-to-contract<http://www.ucu.org.uk/working-to-contract> Dr Elena Issoglio Lecturer in Financial Mathematics Office 11.02, School of Mathematics School of Mathematics, University of Leeds, Leeds, LS2 9JT E: e.issoglio(a)leeds.ac.uk<mailto:e.issoglio@leeds.ac.uk> T: 0113 34 3 4660

1 0

PhD position in theoretical probability at TU Delft
by Alessandra Cipriani 04 Mar '20

04 Mar '20

The Institute of Applied Mathematics at TU Delft invites applicants for a PhD position in Mathematics (theoretical probability) employed full-time. The research work lies in the intersection of the area of theoretical probability, analysis and distribution theory. The PhD project aims at understanding a long-standing question in analysis and probability, namely how to define functions of (random) distributions. In particular we will construct functions of random distribution using suitable discrete models and we plan to investigate the scaling limits of certain quantities of physical systems in different geometries as well. See https://www.academictransfer.com/en/290256/phd-position-in-theoretical-prob… for more details. This project is a joint collaboration between Dr. Cipriani from the Department of Applied Mathematics at TU Delft and Dr. Ruszel from the Mathematics Institute of Utrecht University. For information about the position contact A. Cipriani at A.Cipriani(a)tudelft.nl<mailto:A.Cipriani@tudelft.nl>. To apply for this vacancy, please send an email to vacancies-eemcs@tudelft<mailto:vacancies-eemcs@tudelft>.nl. Please ensure that you upload the following additional documents quoting the vacancy number EWI2020-23: * a detailed CV (including list of publications if available), * a list of courses taken and grades obtained, * a copy or link to your Master's thesis, * contact details of 2-3 references. Only applications received no later than 1st May 2020 can be considered.

1 0

Master's Scholarships in Strasbourg
by Vlada Limic 03 Mar '20

03 Mar '20

Title : Second year of master program in probability at University of Strasbourg Attractive scholarships are available for our program http://irma.math.unistra.fr/article645.html?lang=en The application procedure is described at http://labex-irmia.u-strasbg.fr/spip.php?article62&lang=fr The deadline for applying is March 30, 2020. J. Bérard, N. Juillet, V. Limic and X. Zeng -- Kiva.org - Loans That Change Lives

1 0

Rinvio corso di dottorato "Topics from the Gaussian World" a Milano-Bicocca
by Gianmario Tessitore 02 Mar '20

02 Mar '20

La lezione iniziale del corso di dottorato di F. Caravenna e M. Rossi a Milano-Bicocca "Topics from the Gaussian World", prevista per giovedì 5 marzo, è *rinviata a giovedì 12 marzo 2020* (ore 14:30-17:00, aula 3014). Informazioni aggiornate sulla pagina web del corso: http://staff.matapp.unimib.it/~fcaraven/did1920/phd/index.html cordiali saluti Gianmario Tessitore -- Gianmario Tessitore Dipartimento di Matematica e Applicazioni Università degli Studi di Milano-Bicocca

1 0

Reminder: Special issue "Stochastic Modeling in Biology" of "Mathematics" (ISSN 2227-7390); deadline: 31 May 2020
by Mario Abundo 02 Mar '20

02 Mar '20

REMINDER: (APOLOGIES FOR CROSS-POSTING) Dear Colleagues, The Journal "Mathematics" (ISSN 2227-7390) will publish the special issue "Stochastic Modeling in Biology" https://www.mdpi.com/journal/mathematics/special_issues/Stochastic_Modeling… of which I am guest editor. The deadline for manuscript submissions is 31 May 2020. The aim of this Special Issue is to publish original research articles covering advances in the theory of stochastic modeling in biology. In this framework, continuous and discrete time stochastic processes will be discussed, as well as stochastic differential equations, fractional differential equations, correlated processes, first-passage-time problems, stochastic optimal controls, parameter estimation, and simulation techniques. All the above topics are intended to be treated in the spirit of modeling the evolution of stochastic systems of interest in Biology. Potential topics include but are not limited to the following: -Stochastic processes for neuronal activity; -Jump-diffusion processes; -Markov and semi-Markov processes; -Time-changed processes; -Markov chains; -Fractional processes; -Fractional Brownian motion. I hope that you will consider this special issue as an interesting and useful forum for publishing your latest research work in stochastic modeling in Biology. I would be glad if you will submit a paper to this special issue. Your submission should be made at the web site: https://www.mdpi.com/journal/mathematics/special_issues/Stochastic_Modeling… The deadline for manuscript submissions is 31 May 2020. Best Regards, Mario Abundo ================================== Mario Abundo Dipartimento di Matematica Universita' di Roma "Tor Vergata" via della Ricerca Scientifica 00133 Roma, Italy e-mail: abundo(a)mat.uniroma2.it http://www.mat.uniroma2.it/~abundo tel: +39 06 7259 4627 fax: +39 06 7259 4699 ==================================

1 0

Reminder: Special issue "Stochastic Modeling in Biology" of "Mathematics" (ISSN 2227-7390); deadline: 31 May 2020
by Mario Abundo 02 Mar '20

02 Mar '20

REMINDER: (APOLOGIES FOR CROSS-POSTING) Dear Colleagues, The Journal "Mathematics" (ISSN 2227-7390) will publish the special issue "Stochastic Modeling in Biology" https://www.mdpi.com/journal/mathematics/special_issues/Stochastic_Modeling… of which I am guest editor. The deadline for manuscript submissions is 31 May 2020. The aim of this Special Issue is to publish original research articles covering advances in the theory of stochastic modeling in biology. In this framework, continuous and discrete time stochastic processes will be discussed, as well as stochastic differential equations, fractional differential equations, correlated processes, first-passage-time problems, stochastic optimal controls, parameter estimation, and simulation techniques. All the above topics are intended to be treated in the spirit of modeling the evolution of stochastic systems of interest in Biology. Potential topics include but are not limited to the following: -Stochastic processes for neuronal activity; -Jump-diffusion processes; -Markov and semi-Markov processes; -Time-changed processes; -Markov chains; -Fractional processes; -Fractional Brownian motion. I hope that you will consider this special issue as an interesting and useful forum for publishing your latest research work in stochastic modeling in Biology. I would be glad if you will submit a paper to this special issue. Your submission should be made at the web site: https://www.mdpi.com/journal/mathematics/special_issues/Stochastic_Modeling… The deadline for manuscript submissions is 31 May 2020. Best Regards, Mario Abundo ================================== Mario Abundo Dipartimento di Matematica Universita' di Roma "Tor Vergata" via della Ricerca Scientifica 00133 Roma, Italy e-mail: abundo(a)mat.uniroma2.it http://www.mat.uniroma2.it/~abundo tel: +39 06 7259 4627 fax: +39 06 7259 4699 ==================================

1 0

PhD Course of Paolo Pigato deferred to a later date
by Claudio Macci 01 Mar '20

01 Mar '20

The PhD Course "Fractional Brownian motion and non-Markovian modeling" (by Paolo Pigato) is deferred to a later date. Best regards. Claudio Macci.

1 0

Fwd: 2-Year Lecturership in Mathematics (Probability), University College Dublin
by Elia Bisi 29 Feb '20

29 Feb '20

FYI ______________________ Elia Bisi Research Scientist School of Mathematics and Statistics University College Dublin Personal webpage <https://eliabisi.wordpress.com/> > Begin forwarded message: > > From: Neil O'Connell <neil.oconnell(a)ucd.ie> > Subject: 2-Year Lecturership in Mathematics (Probability), University College Dublin > Date: 27 February 2020 at 05:35:35 GMT-6 > To: Neil O'Connell <neil.oconnell(a)ucd.ie> > > Dear Colleagues, > > University College Dublin is seeking to appoint a Lecturer/Assistant Professor in Mathematics in the UCD School of Mathematics & Statistics, specifically in the area of Probability. Applications in related areas are also very welcome, especially random matrices and algebraic/enumerative combinatorics. > > It is a 2-year post, commencing on 1st September 2020. The salary scale is €34,065 - €59,788 per annum. > > For further details, and to apply, go to https://www.ucd.ie/workatucd/jobs/ <https://www.ucd.ie/workatucd/jobs/>(search under 'External Applicants'). > > The application period will close at 17:00hrs (local Irish time) on 24th March 2020. > > Please forward to anyone who might be interested. > > Best regards, > Neil

1 0

CALL for the 2nd MSP
by Rigo Pietro 28 Feb '20

28 Feb '20

We are pleased to announce the 2nd Workshop on *The Mathematics of Subjective Probability (MSP2020)* to be held in Milano, on 2-4 september 2020 at Università Milano-Bicocca. Plenary speakers will be: Nabil A-NAJJAR, Kellog, Northwestern; Bhaskara-Rao KOPPARTY, Indiana University Northwest; Pierpaolo BATTIGALLI, Università Bocconi; Giulianella COLETTI, Università di Perugia; Massimo MARINACCI, Università Bocconi; Frank RIEDEL, University of Bielefeld. More information, including a non exhaustive list of topics, are available at the conference website, https://www.msp2020.campus.unimib.it/ <https://www.msp2020.campus.unimib.it/home> We invite all researchers in the areas of probability, statistics, economics, game theory to submit papers for presentation at the Workshop. *Important dates*: March 1, Submission starts; July 15, Acceptance notification; March 1, Registration starts THE ORGANIZING COMMITTEE: Gianluca Cassese (Università Milano-Bicocca); Pietro Rigo (Università di Bologna); Barbara Vantaggi (Università La Sapienza, Roma).

1 0

Fwd: Fw: Equilibrium Conference
by Tiziano De Angelis 27 Feb '20

27 Feb '20

Ricevo ed inoltro l'annuncio della conferenza riportato di seguito. Cordialmente Tiziano ------------------------------ *From:* Muhle-Karbe, Johannes <j.muhle-karbe(a)imperial.ac.uk> *Sent:* 24 February 2020 17:57 *To:* Tiziano De Angelis <T.DeAngelis(a)leeds.ac.uk> *Subject:* Equilibrium Conference Dear Tiziano, I hope this email finds you well! Together with Kostas Kardaras and Daniel Schwarz, I am organising a conference on *Equilibrium Theory — Economic, Financial and Mathematical Aspects* https://sites.google.com/view/equilibriumtheory/ The conference will take place at *UCL* on *6-7 April 2020*. Attendance is free, but registration on the website is required. If this is interesting for you or some of your colleagues at Leeds, we would be happy to see you there! All the best, Johannes Johannes Muhle-Karbe Chair in Mathematical Finance Director, CFM-Imperial Institute of Quantitative Finance Department of Mathematics Imperial College London email: j.muhle-karbe(a)imperial.ac.uk http://wwwf.imperial.ac.uk/~jmuhleka/

1 0

"Harmonic Analysis, Stochastics and PDEs" at ICMS, June 08 - 12, 2020.
by enrico priola 27 Feb '20

27 Feb '20

There will be a 5-day workshop "Harmonic Analysis, Stochastics and PDEs" at ICMS, June 08 - 12, 2020. This workshop includes mini-courses by - Franco Flandoli (Scuola Normale Superiore, Pisa): Regularization by noise for linear and nonlinear PDEs - Massimiliano Gubinelli (Hausdorff Center for Mathematics, Bonn): TBA - Nicolai Krylov (University of Minnesota, USA): Ito stochastic processes, Ito stochastic equations, and Markov diffusion processes with drift in L^d - Lutz Weis (Karlsruhe Institute for Technology, Germany): TBA See also https://www.maths.ed.ac.uk/~toh/ICMS2020.html for a list of speakers. Public registration is now open at https://www.icms.org.uk/harmonicanalysis2020.php with limited financial support available. If interested, please apply online by March 31, 2020. Regards, Tadahiro Oh on behalf of the Organizers: Zdzislaw Brzezniak, University of York Istvan Gyongy, University of Edinburgh Tadahiro Oh, University of Edinburgh Oana Pocovnicu, Heriot-Watt University %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% -- Enrico Priola Dipartimento di Matematica, Università di Pavia Via Adolfo Ferrata 5, 27100 Pavia tel +39 0382 985639

1 0

Meeting CIRM "Set estimation" June 2020
by DI BERNARDINO Elena 26 Feb '20

26 Feb '20

Dear all, We, Christophe Biscio, Elena Di Bernardino, Céline Duval and Alberto Rodriguez Casal are organizing a meeting at the CIRM on « Set Estimation » from 29 June to 3 July 2020: https://conferences.cirm-math.fr/2296.html You will find below a short description of the theme of the conference. The conference will include long talks and 2 short courses given by Antonio Cuevas (Universidad Autónoma de Madrid) and Georg Lindgren (Lund University). The full list of speakers is available on the website. It is a pleasure for us to ask you to participate to this event and we hope that you will respond positively. If so, could you register on the website: « pre-registrations-apply-here ». Note that during registration young researchers are encouraged to submit an abstract for a short talk or a poster session. If you intend to come, we would greatly appreciate if you could register before March 10th 2020. We remain available if you have any question. Best regards, Christophe Biscio Elena Di Bernardino Céline Duval Alberto Rodriguez Casal Abstract: Set estimation appears in many applied fields, for instance in cosmology, imaging, biology, environmental science, sea waves modeling, big data. Many mathematical issues arise and are studied by both random geometry and spatial statistics communities. The purpose of this meeting is to gather these two communities around this common question. The considered sets are obviously multidimensional. They can be either random or the observation of a random phenomenon. Among others, we can name the support of multi- dimensional densities, realizations of point processes, Gibbs or Boolean models, excursion sets of random fields, discrete or continuous, level sets or high dimensional data. Regard- ing estimation, it could include inference for the localization of the set, its frontier or its extremal points, its shape, its volume or any other geometrical functional. The study of these objects naturally leads to parametric or non-parametric estimation issues and the need for testing procedures (Gaussianity, isotropy,...). By set estimation, we mean the study of an inverse statistical problem to build consistent inference procedures and associated algorithms, starting from eventually sparse observations. Talks will be devoted to this question by firstly presenting the set of interest and its properties then the methods developed for its estimation. The program will include talks directed toward theory and applications. Warning: We encountered some technical issues with the registration of people who already visited the CIRM and who did not fully completed the registration procedure. When you register be careful to follow the procedure until the end, you will then receive an automatic email confirming that you are registered. If you do not receive this email, please contact us.

1 0

PhD call for interest
by Andrea Ongaro 26 Feb '20

26 Feb '20

*University of Milano-Bicocca* *Graduate School* *Department of Economics, Management and Statistics* *PhD in Economics and Statistics* *Call for Interest * *Academic Year 2020- 2021* The Graduate School of the University of Milano-Bicocca and the Department of Economics, Management and Statistics promote a *Call for Interest* for the PhD Programme in Economics and Statistics, academic year 2020-2021 (XXXVI cycle). The *length* of the PhD Programme in Economics and Statistics, which is organized on *two curricula (“Economics” and Statistics”)*, is *four* years, *starting in late October/early November 2020. * We offer at least eight fellowships (four for each curriculum) to the highest ranked applicants. Each fellowship pays a grant of a minimum of € 16.200 (gross income) per year. The monthly allowance can be increased up to 50% for our PhD students visiting academic or scientific institutions abroad. The number of scholarships may increase if sponsorships on specific research projects become available. There will also be allowances (research funds) for short-period mobility (from the second year). Candidates are invited to state their interest in one of the two curricula, either “Economics” or “Statistics”. Detailed information concerning The Call for Interest and the PhD Programme in Economics and Statistics can be found at the PhD website: https://www.dems.unimib.it/en/research/phd-programme

1 0

tenure-track on Mathematical Finance in Vienna
by Ulisse Stefanelli 25 Feb '20

25 Feb '20

Dear Colleagues, I would like to point to your attention the current Tenure-Track opening on 'Mathematical Finance' at the Faculty of Mathematics of the University of Vienna (deadline 18.03.20). We are looking for candidates in mathematical finance and probability. Connections to other fields in analysis, statistics or stochastic optimisation are especially welcome. The call text can be found at the URL https://www.mathjobs.org/jobs/jobs/15649 I would be grateful if you could pass this information to anyone interested. Many thanks in advance. With my best wishes Ulisse Stefanelli ________________________________________ Ulisse Stefanelli (Univ.-Prof., PhD) Faculty of Mathematics, University of Vienna Oskar-Morgenstern-Platz 1,1090 Vienna, Austria ulisse.stefanelli(a)univie.ac.at ________________________________________

1 0