- Random - Mailing list — Dipartimento di Matematica, UniPI

postdoctoral position in Bern
by Fabio Bellini 24 Aug '20

24 Aug '20

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

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

23 Aug '20

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

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

21 Aug '20

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

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

07 Aug '20

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

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RTD-A @Unisalento (SSD: 13/D4)
by Fabrizio Durante 05 Aug '20

05 Aug '20

Con preghiera di massima diffusione, segnalo la pubblicazione del bando per la copertura di n. 1 posto di RTD-A (SSD: SECS-S/06) presso il Dipartimento di Scienze dell’Economia dell'Università del Salento. L’attività di ricerca verte sullo sviluppo di metodi e strumenti matematici, ivi incluse le tecniche di calcolo e di elaborazione dei dati, per la costruzione di modelli matematici stocastici per l’analisi e il controllo ottimo di problemi relativi all’economia e alle scienze attuariali e finanziarie, con particolare attenzione alla loro applicabilità a “l'analisi dei mercati, dell'efficienza energetica e del comportamento dei consumatori”. Link: https://www.unisalento.it/bandi-concorsi/-/bandi/view/65239682 Scadenza: *29 agosto 2020* Per maggiori informazioni contattare Maria Chiarolla (maria.chiarolla@unisalento) e Fabrizio Durante (fabrizio.durante(a)unisalento.it) --- Fabrizio Durante Dipartimento di Scienze dell'Economia Centro Ecotekne Pal. C S.P. 6, Lecce - Monteroni LECCE (ITALY) Phone: +39 0832 29 8672 WWW: https://sites.google.com/site/fbdurante/ --

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Ricordo di Rosa Maria Mininni
by Nicola Cufaro Petroni 03 Aug '20

03 Aug '20

Care colleghe, cari colleghi, Venerdì 31 Luglio è venuta a mancare prematuramente la nostra collega Rosa Maria Mininni. Vogliamo ricordare Rosella per il suo impegno didattico costante e per la passione nel seguire i suoi giovani allievi. Il suo continuo interesse verso la ricerca l'ha portata ad occuparsi dei processi aleatori sia da un punto di vista teorico che applicativo, intessendo a tale riguardo fruttuosi legami con l'industria che hanno rafforzato l'identità dell'Università di Bari nel territorio. La sua visione del sapere e del ruolo dell'accademia l'ha spinta ad impegnarsi negli anni negli organi collegiali di ateneo e dipartimentali, facendosi apprezzare per la sua preparazione e per le sue doti umane e organizzative. Purtroppo non sempre ha ottenuto quanto meritato, e la malattia non le ha permesso di raggiungere traguardi ormai prossimi. Rosella lascia a noi colleghi di Dipartimento e a tutta la comunità italiana di Probabilità e Statistica Matematica un patrimonio di idee e azioni di cui fare tesoro. Yun Gang Lu, Nicola Cufaro Petroni, Marcello De Giosa, Vitonofrio Crismale, Stefano Rossi. -- ======================================================= Prof. Nicola Cufaro Petroni ------------------------------------------------------- Dipartimento di Matematica dell'Università di Bari, and INFN Sezione di Bari via E. Orabona 4, 70125 Bari (Italy) Tel ++39 080 5443212/5232289; Cell ++39 338 7408287 Emailcufaro(a)ba.infn.it http://www.ba.infn.it/~cufaro/homepage.html ------------------------------------------------------- "Ὁ βίος βραχὺς, ἡ δὲ τέχνη μακρὴ, ὁ δὲ καιρὸς ὀξὺς, ἡ δὲ πεῖρα σφαλερὴ, ἡ δὲ κρίσις χαλεπή" Ἱπποκράτης ὁ Κῷος, Ἀφορισμοί I.1 =======================================================

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Junior research positions in machine learning at BCAM, Bilbao, Basque Country - Spain
by Gianni Pagnini 02 Aug '20

02 Aug '20

Dear Colleagues, The Basque Center for Applied Mathematics (BCAM) is offering several positions for young researchers to work on machine learning problems. This is an opportunity for MS and last year BS students to start a research career while learning very interesting topics. The offers include internships, PhD student, and research technician positions. Candidates are expected to have strong mathematical background with experience on software languages for numerical computing such as Matlab and Python. You can find below the description of the positions. Further informations are available at the links http://www.bcamath.org/en/research/internships <http://www.bcamath.org/en/research/internships> and http://www.bcamath.org/en/research/job <http://www.bcamath.org/en/research/job> I appreciate if you can distribute the announcement to potential candidates. Thank you very much. Regards, Gianni ——————————————————————————————————————————— PhD Fellowship Research topic title: Supervised learning for COVID-19 prognosis The PhD Student will work on the research project “Early prognosis of COVID-19 infections via machine learning” funded by AXA Research Fund. The researcher will develop techniques for supervised classification based on minimax approaches and apply such techniques to predict the future severity of COVID-19 infections using medical health records. Keywords: supervised learning, supervised classification, statistics, probability, optimization, linear algebra ——————————————————————————————————————————— Internship 1 Research topic title: Multidimensional supervised regression with applications in Physics Most of machine learning methods developed for supervised regression assume the output is a scalar. In numerous applications, the output of interest is a multidimensional quantiy. For instance, in Physics, outputs of interest are usually tensors. This project will develop and implement techniques for multidimensional regression utilizing kernel methods. In addition, the techniques developed will be tested using datasets obtained in numerical Physics. Keywords: machine learning, statistics, reproducing kernel Hilbert spaces, Matlab/Python ——————————————————————————————————————————— Internship 2: Research topic title: Machine learning for very short-term load forecasting Conventional techniques for load forecasting predict energy consumptions for next several hours while multiple energy management tasks require predictions for next minutes. This project will develop and implement machine learning techniques for very short-term load forecasting that provide predictions for next minutes. In addition, such techniques will be based on probabilistic online learning that provides uncertainty assessments and adapts to patterns’ changes Keywords: machine learning, statistics, load forecasting, Matlab/Python ——————————————————————————————————————————— Internship 3: Research topic title: Minimax supervised classification under covariate shift Supervised classification can be approached as a zero sum game between learner and nature. In the standard scenario examples at training are similar to those at prediction while in practical scenarios the example types change. This project will develop supervised classification techniques based on game theory for scenarios where examples are affected by covariate shift. Keywords: machine learning, statistics, optimization, Matlab/Python ——————————————————————————————————————————— Internship 4: Research topic title: Machine learning techniques for emerging 5G networks Methods developed in machine learning and artificial intelligence fields are currently being used in multiple engineering tasks. One such applications is communication networks and specifically 5G networks. This project will develop machine learning techniques that utilize data obtained in a 5G network to obtain predictors of variables such as quality of service based on controlled features for the management of 5G networks. Keywords: machine learning, statistics, data science, Matlab/Python ================================================================ — Gianni Pagnini Ikerbasque Research Associate BCAM - Basque Center for Applied Mathematics Alameda de Mazarredo, 14 E-48009 Bilbao, Basque Country - Spain Tel. +34 946 567 842 gpagnini(a)bcamath.org | www.bcamath.org/gpagnini ( matematika mugaz bestalde )

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some useful information
by Francesco Caravenna 31 Jul '20

31 Jul '20

Dear Random subscribers, this is a friendly reminder that Random is a list of announcements about events of interest in probability, such as conferences, seminars, open positions, etc, but not a forum of discussion. Random has always been an open mailing list, in particular message submission is non-moderated. For this reason, it is important that all members adhere to the simple rules of the list. We take the occasion to remind you that an archive of all messages posted to Random since 2013 is available at the following link: https://fields.dm.unipi.it/pipermail/random/ that you can also find at the bottom of any message posted to Random. Whenever you send a message to Random, if you don't receive the message yourself (which sometimes can happen, due to a bug), you can check the above page to be sure that the message has been posted and thus avoid multiple postings. We also invite all subscribers to avoid the use of "heavy attachments" and, whenever possible, to replace them with links to resources available online. We remind that the list is currently congfigurated with a message size limit of 4 MB. With our best regards, the Random administrators

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International Conference in Venice - CALL FOR PARTICIPATION
by Monica Billio 30 Jul '20

30 Jul '20

19^th INTERNATIONAL CONFERENCE CREDIT 2020 */Assessing and Managing Climate Change Risk: /* */Opportunities for Financial Institutions/* Venice, Italy 26 –27 September 2019 *COVID-19 update: the CREDIT 2020 Conference is both onsite and online but we are ready to move the conference remotely, if necessary.* *GRETA Associati*(Venice, Italy), *Cattolica Assicurazioni *(Verona, Italy), *European DataWarehouse* (Frankfurt am Main, Germany), *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 and VERA - Venice centre in Economic and Risk Analytics for public policies* (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 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) PROGRAMME *Thursday, September 24 2020* *08.30_Registration_* *09.00_Welcome and Opening Remarks_* *09.15_Session I: Regulation and Corporate Strategies_* •*Keynote talk: */TBA - /*Marina Brogi*,**Sapienza University of Rome •/Exporting Pollution: Where Do Multinational Firms Emit CO2? - /*Yeejin Jang*, University of New South Wales, Sidney(join with Itzhak Ben-David, Stefanie Kleimeier and Michael Viehs) •/National Climate Policies and Corporate Internal Carbon Pricing - /*Gianfranco Gianfrate*, EDHEC Business School, Rubaix(join with Nuno Bento and Joseph Aldy) *11.00_Coffee break_* *11.30_Session II: Climate Change_* •/Results presentation of EIBURS Project - /*Loriana Pelizzon*, SAFE-Goethe University Frankfurt & Ca’ Foscari University of Venice •/Climate Change Awareness: Empirical Evidence for the European Union - /*Claudio Morana*,**University of Milano-Bicocca, Collegio Carlo Alberto, Turin & Rimini Centre for Economic Analysis (join with Donatella Baiardi) •/Climate Change Concerns and Mortgage Lending - /*Frank Weikai Li*, Singapore Management University(join with Tinghua Duan) *13.00_Lunch_* *14.15_Session III: Financial System_* •/The Next Step in Green Bond Financing - /*Dion Bongaerts*, Erasmus University Rotterdam(join with Dirk Schoenmaker) •*Unintended*/Consequences of the Global Derivatives Market Reform - /*Pauline Gandré*, University Paris Nanterre(join with Mike Mariathasan, Ouarda Merrouche and Steven Ongena) •*Better*/Fewer, but Better: Stock Returns and the Financial Relevance and Financial Intensity of Materiality - /*Costanza Consolandi*, University of Siena(join with Robert G. Eccles and Giampaolo Gabbi) *15.45_Coffee break and POSTER SESSION_* *16.45_Session IV Corporate Sustainability and Value_* •/Layered Goals-Based Portfolio Optimization Utilizing the Production Properties of ESG Bias - /*Gordon H. Dash*, University of Rhode Island(join with Nina Kajiji) •*Corporate*/Sustainability and Stock Returns: Evidence from Employee Satisfaction - /*Aaron Yoon*, Northwestern University, Chicago(join with Kyle Welch) •/Stranded Fossil Fuel Reserves and Firm Value - /*Eduardo Schwartz*, UCLA Anderson, Los Angeles, Simon Fraser University, Vancouver & NBER *_Social dinner_* *Friday, September 25 2020* **09.00*_Session V: Time of ESG and COVID 19_* •///Are//Women Directors Inherently ESG Friendly? Evidence from Board Gender Quotas //- /*Caroline Raskopf*, University Paris–Dauphine (join with Edith Ginglinger) •///Assessing the Impact of Compound Covid-19, Climate Change and Financial Risk: What Role for Policy Complementarities? - /*Irene Monasterolo*, Vienna University of Economics and Business & Boston University (join with Nepomuk Dunz, Andrea Mazzocchetti and Marco Raberto) •///ESG Integration at the Time of COVID-19 - /*Andrea**Gasperini*, AIAF, Milan (join with Sonia Artuso, Lorena Sorrentino and Ilaria La Torre) *10.30_Coffee break_ * *11.00_Session VI_* •//*Keynote talk: */The EU Technical Support to Design, Develop and Implement Reforms - /*Mario Nava*, European Commission, Brussels *11.30_PANEL Session_* *12.45_Lunch_* *14.15_Session VII: Sustainable Investment_* •///ESG Considerations in Venture Capital and Business Angel Investment Decisions: Evidence from Two Pan-European Surveys - /*Antonia Botsari*, European Investment Fund, Luxembourg (join with Frank Lang) •///Skills and Sentiment in Sustainable Investing - /*Andreas Brøgger*, Copenhagen Business Schooly (join with Alexander Kronies) •///Mind the Gap! Machine Learning, ESG Metrics and Sustainable Investment - /*Ariel A. G. Lanza*, Northwestern University, Chicago (join with Enrico Bernardini and Ivan Faiella) *15.45_Coffee break_* *16.15_Session VIII_* •//*Keynote talk: */How Finance Can Cure Cancer, Solve the Energy Crisis, and Fix Climate Change - /*Andrew W. Lo*, MIT Sloan School of Management, Cambridge *17.00_Closing Remarks and End of the Conference_* *REGISTRATION* To register for the Conference you are requested to complete the registration form that is available on our website (http://www.greta.it/credit/credit2020/credit2020.htm) Registration fees are: PhD Students*: 75 Euro + VAT Onsite participation**: 200 Euro + VAT Online participation***: 200 Euro + VAT *VAT is currently 22% * * Students will have to provide valid proof of their student status. ** Seats are limited in compliance with the new regulations to contain the spread of COVID-19. The onsite registration fees cover admission to all scientific sessions, lunches, and coffee service during the Conference. The onsite registration fees do not fully cover the conference dinner on *September 24th, 2020*, for which there is an extra charge of 90.00 Euro per person (conference attendees as well as accompanying persons). The online registration fees cover access to the platform on September 24th and 25^th , interactivity with authors and other participants. More detailed information soon available on the Conference website: http://www.greta.it/credit/credit2020/credit2020.htm

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International Conference in Venice - CALL FOR PARTICIPATION - errata corrige (title and dates)
by Monica Billio 29 Jul '20

29 Jul '20

19^th INTERNATIONAL CONFERENCE CREDIT 2020 */Environmental, Social and Governance Risks/* Venice, Italy 24 –25 September 2020 *COVID-19 update: the CREDIT 2020 Conference is both onsite and online but we are ready to move the conference remotely, if necessary.* *GRETA Associati*(Venice, Italy), *Cattolica Assicurazioni *(Verona, Italy), *European DataWarehouse* (Frankfurt am Main, Germany), *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 and VERA - Venice centre in Economic and Risk Analytics for public policies* (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 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) PROGRAMME *Thursday, September 24 2020* *08.30_Registration_* *09.00_Welcome and Opening Remarks_* *09.15_Session I: Regulation and Corporate Strategies_* •*Keynote talk: */TBA - /*Marina Brogi*,**Sapienza University of Rome •/Exporting Pollution: Where Do Multinational Firms Emit CO2? - /*Yeejin Jang*, University of New South Wales, Sidney(join with Itzhak Ben-David, Stefanie Kleimeier and Michael Viehs) •/National Climate Policies and Corporate Internal Carbon Pricing - /*Gianfranco Gianfrate*, EDHEC Business School, Rubaix(join with Nuno Bento and Joseph Aldy) *11.00_Coffee break_* *11.30_Session II: Climate Change_* •/Results presentation of EIBURS Project - /*Loriana Pelizzon*, SAFE-Goethe University Frankfurt & Ca’ Foscari University of Venice •/Climate Change Awareness: Empirical Evidence for the European Union - /*Claudio Morana*,**University of Milano-Bicocca, Collegio Carlo Alberto, Turin & Rimini Centre for Economic Analysis (join with Donatella Baiardi) •/Climate Change Concerns and Mortgage Lending - /*Frank Weikai Li*, Singapore Management University(join with Tinghua Duan) *13.00_Lunch_* *14.15_Session III: Financial System_* •/The Next Step in Green Bond Financing - /*Dion Bongaerts*, Erasmus University Rotterdam(join with Dirk Schoenmaker) •*Unintended*/Consequences of the Global Derivatives Market Reform - /*Pauline Gandré*, University Paris Nanterre(join with Mike Mariathasan, Ouarda Merrouche and Steven Ongena) •*Better*/Fewer, but Better: Stock Returns and the Financial Relevance and Financial Intensity of Materiality - /*Costanza Consolandi*, University of Siena(join with Robert G. Eccles and Giampaolo Gabbi) *15.45_Coffee break and POSTER SESSION_* *16.45_Session IV Corporate Sustainability and Value_* •/Layered Goals-Based Portfolio Optimization Utilizing the Production Properties of ESG Bias - /*Gordon H. Dash*, University of Rhode Island(join with Nina Kajiji) •*Corporate*/Sustainability and Stock Returns: Evidence from Employee Satisfaction - /*Aaron Yoon*, Northwestern University, Chicago(join with Kyle Welch) •/Stranded Fossil Fuel Reserves and Firm Value - /*Eduardo Schwartz*, UCLA Anderson, Los Angeles, Simon Fraser University, Vancouver & NBER *_Social dinner_* *Friday, September 25 2020* **09.00*_Session V: Time of ESG and COVID 19_* •///Are//Women Directors Inherently ESG Friendly? Evidence from Board Gender Quotas //- /*Caroline Raskopf*, University Paris–Dauphine (join with Edith Ginglinger) •///Assessing the Impact of Compound Covid-19, Climate Change and Financial Risk: What Role for Policy Complementarities? - /*Irene Monasterolo*, Vienna University of Economics and Business & Boston University (join with Nepomuk Dunz, Andrea Mazzocchetti and Marco Raberto) •///ESG Integration at the Time of COVID-19 - /*Andrea**Gasperini*, AIAF, Milan (join with Sonia Artuso, Lorena Sorrentino and Ilaria La Torre) *10.30_Coffee break_ * *11.00_Session VI_* •//*Keynote talk: */The EU Technical Support to Design, Develop and Implement Reforms - /*Mario Nava*, European Commission, Brussels *11.30_PANEL Session_* *12.45_Lunch_* *14.15_Session VII: Sustainable Investment_* •///ESG Considerations in Venture Capital and Business Angel Investment Decisions: Evidence from Two Pan-European Surveys - /*Antonia Botsari*, European Investment Fund, Luxembourg (join with Frank Lang) •///Skills and Sentiment in Sustainable Investing - /*Andreas Brøgger*, Copenhagen Business Schooly (join with Alexander Kronies) •///Mind the Gap! Machine Learning, ESG Metrics and Sustainable Investment - /*Ariel A. G. Lanza*, Northwestern University, Chicago (join with Enrico Bernardini and Ivan Faiella) *15.45_Coffee break_* *16.15_Session VIII_* •//*Keynote talk: */How Finance Can Cure Cancer, Solve the Energy Crisis, and Fix Climate Change - /*Andrew W. Lo*, MIT Sloan School of Management, Cambridge *17.00_Closing Remarks and End of the Conference_* *REGISTRATION* To register for the Conference you are requested to complete the registration form that is available on our website (http://www.greta.it/credit/credit2020/credit2020.htm) Registration fees are: PhD Students*: 75 Euro + VAT Onsite participation**: 200 Euro + VAT Online participation***: 200 Euro + VAT *VAT is currently 22% * * Students will have to provide valid proof of their student status. ** Seats are limited in compliance with the new regulations to contain the spread of COVID-19. The onsite registration fees cover admission to all scientific sessions, lunches, and coffee service during the Conference. The onsite registration fees do not fully cover the conference dinner on *September 24th, 2020*, for which there is an extra charge of 90.00 Euro per person (conference attendees as well as accompanying persons). The online registration fees cover access to the platform on September 24th and 25^th , interactivity with authors and other participants. More detailed information soon available on the Conference website: http://www.greta.it/credit/credit2020/credit2020.htm

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6 PhD positions in Machine Learning @ Sussex
by Enrico Scalas 23 Jul '20

23 Jul '20

Car* collegh*, vi segnalo la disponibilità di sei posti di dottorato all'Università del Sussex nell'ambito del progetto ERC "Bayesian Models and Algorithms for Fairness and Transparency" Per maggiori informazioni potete consultare il link seguente: https://www.sussex.ac.uk/study/fees-funding/phd-funding/view/1166-6-PhD-Stu… Vi prego di diffondere l'avviso a studentesse/i potenzialmente interessat*. Cordiali saluti, Enrico Scalas

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dottorato all'Aquila
by davide gabrielli 21 Jul '20

21 Jul '20

E' uscito il bando per l'ammissione al dottorato in Matematica e Modelli presso l'Università dell'Aquila Il bando di concorso è disponibile sul sito dell'Ateneo al link https://www.univaq.it/section.php?id=2026 la versione in inglese si trova al link https://www.univaq.it/en/section.php?id=2026&lang_s=en I candidati dovranno presentare la domanda utilizzando esclusivamente l'apposita procedura online disponibile all'indirizzo https://pica.cineca.it/univaq/univaq-dott36/ e dovranno attenersi alle previsioni contenute nell'art. 5 del bando. La scadenza per la presentazione online delle domande è fissata alle ore 13.00 (ora italiana) del 27 agosto 2020 Bando ed informazioni si trovano anche sulla pagina del programma di dottorato in Matematica e Modelli http://people.disim.univaq.it/~dottorato_mate_mode/ si prega di darne la massima diffusione, saluti Davide Gabrielli

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Mathematical Methods for Finance
by Giovanni Puccetti 20 Jul '20

20 Jul '20

> Cari colleghi, > > alla pagina web > > https://www.unimi.it/it/ateneo/lavora-con-noi/reclutamento-professori/contr… <https://www.unimi.it/it/ateneo/lavora-con-noi/reclutamento-professori/contr…> > > è bandito l’insegnamento di Mathematical Methods for Finance (SECS-S/06) > presso l’Università degli Studi di Milano. > Vi pregherei di diffondere il bando tra potenziali candidati interessati. > > Grazie e cordiali saluti > — > Giovanni Puccetti > https://sites.google.com/site/giovannipuccetti/ <https://sites.google.com/site/giovannipuccetti/>

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[dimai-consiglio] Emanazione bandi reclutamento RTD, scadenza 30 Luglio
by Francesca Romana Nardi 18 Jul '20

18 Jul '20

vi comunico che sono usciti i seguenti bandi di reclutamento per il DIMAI, tutti con scadenza 30 Luglio 1 posto RTD/A MAT/06 Seguono il link con i dettagli. Invito a diffondere presso potenziali candidati interessati. Cordialmente, Francesca R. Nardi Dipartimento di Matematica e Informatica Università degli Studi di Firenze Viale Morgagni 67, Firenze, Italy ----------------------------------------------------- L' avviso è stato pubblicato sulla G.U. n. 50 del 30 giugno 2020: Selezioni per la copertura di 33 posti di ricercatore a tempo determinato di tipologia a), ai sensi dell'art. 24, comma 3, della legge 30 dicembre 2010, n. 240 - (D.R. n. 602 del 4 giugno 2020) - (Albo Ufficiale repertorio n. 6135 ) visibile alla pagina https://www.unifi.it/p11821.html

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seminar announcement
by Franco Flandoli 18 Jul '20

18 Jul '20

Announcement On Wednesday 22, July, h. 14:00 (Pisa time) Philipp Forstner, TU Darmstadt will give a talk, invited by Scuola Normale Superiore: Title: SQG driven by Space-Time White Noise: An Approach using Regularity Structures Abstract: We show the existence of solutions of the 2D dissipative surface quasi-geostrophic equation driven by space-time white noise. Solutions will be obtained as a limit of solutions to regularised and renormalised equations. Therefore, we give a short introduction into the theory of regularity structures and show how the renormalisation procedure is done. The seminar can be attended at: https://meet.google.com/eyz-xwyc-ssn Franco Flandoli and Martin Saal

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seminario web Luisa Andreis, martedì 14 ore 17, Politecnico di Torino
by Enrico Bibbona 13 Jul '20

13 Jul '20

Martedì 14 luglio alle 17 si terrà il seminario di Luisa Andreis (WIAS, Berlin), virtualmente ospitata dal DISMA Politecnico di Torino, dal titolo The phase transition in random graphs and coagulation processes: a large deviation approach il link per seguire il talk è https://zoom.us/j/91884592112?pwd=dWxIYmlnUHFSUVVJLzF4Z1hCclcxQT09 Meeting ID: 918 8459 2112 Password: 9n1AQD Segue l'abstract Cordiali saluti, Enrico Bibbona Inhomogeneous random graphs are a natural generalization of the well- known Erdos Rényi random graph, where vertices are characterised by a type and edges are independent but distributed according to the type of the vertices that they are connecting. In the sparse regime, these graphs undergo a phase transition in terms of the emergence of a giant component exactly as the classical Erdos Rényi model. In this talk we will present an alternative approach, via large deviations, to prove this phase transition. This allows a comparison with the gelation phase transition that characterises some coagulation processes and with phase transitions of condensation type emerging in several systems of interacting components. This is an ongoing joint work with Wolfgang K ̈onig (WIAS and TU Berlin), Robert Patterson (WIAS) and Heide Langhammer (WIAS). Enrico Bibbona Associate Professor of Statistics Probability, Statistics and Optimization group Department of Mathematical Sciences "G. L Lagrange" Politecnico di Torino

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Junior Bayes webinar - 16 July - Christian Naesseth
by Giacomo Zanella 12 Jul '20

12 Jul '20

We are delighted to announce the fifth webinar of the series Junior Bayes Beyond the Borders (JB^3): an online seminar series jointly organized by the BayesLab (https://www.bayeslab.unibocconi.eu/) at Bocconi University and j-ISBA (https://j-isba.github.io/) the junior section of the International Society for Bayesian Analysis. JB^3 aims at highlighting the work of outstanding junior researchers in Bayesian Statistics (for more information visit www.bayeslab.unibocconi.eu/webinarseries<http://www.bayeslab.unibocconi.eu/webinarseries>). The webinar will be: Date: 16 July 2020, 3pm UTC (5pm Italy time) Speaker: Christian A. Naesseth (Columbia University) Title: Machine learning using approximate inference: Variational and sequential Monte Carlo methods Discussant: Arnaud Doucet (University of Oxford) The zoom links to join the webinars will be made available at www.bayeslab.unibocconi.eu/webinarseries<http://www.bayeslab.unibocconi.eu/webinarseries> a few hours before the webinars. Kind regards, Giacomo Zanella [La tua firma può scrivere un futuro. Aiuta gli studenti meritevoli a costruire il proprio. Dai il tuo 5x1000 alla Bocconi C.F. 80024610158] Please note that the above message is addressed only to individuals filing Italian income tax returns. 5x1000 is a percentage of Italian personal income tax that taxpayers can allocate to Universities, scientific research and non profit organizations.

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One post-doc position (1 year, renewable up to 2 years) at CEIS Tor Vergata (School of Economics)
by Davide Pirino 10 Jul '20

10 Jul '20

Dear all the Centre for Economic and International Studies <http://www.ceistorvergata.it> of the University of Rome Tor Vergata <https://web.uniroma2.it/home/newlang/english> is promoting a one-year post-doc position (renewable up to two years) within the project HIDEA (Advanced econometric methods for high-frequency data) financed by PRIN 2017 program. You may find details of the call at the link http://web.uniroma2.it/module/name/Content/newlang/italiano/action/showpage… or at the link https://bandi.miur.it/bandi.php/public/fellowship/id_fellow/177186 The deadline is July, 23, 2020. Do not hesitate to contact me for any information on the call. Kind regards Davide Pirino

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Assistant Professorship in Statistics @ TU Delft
by Alessandra Cipriani 09 Jul '20

09 Jul '20

Ricevo ed inoltro. Alessandra Cipriani Dear all, At TU Delft, we have a vacant position in our statistics section. For more details, please view the vacancy text: https://www.tudelft.nl/over-tu-delft/werken-bij-tu-delft/vacatures/details/… The application deadline is September 30. Feel free to forward the announcement to potential candidates! With best regards, Geurt --- Prof. dr. ir. Geurt Jongbloed Delft Institute of Applied Mathematics Faculty Electrical Engineering, Mathematics and Computer Science TU Delft W http://diamweb.ewi.tudelft.nl/~geurt/ Assistant: Cecilia van der Hoeven T +31 (0)15 27 81939 E Cecilia.vanderHoeven(a)tudelft.nl<mailto:Cecilia.vanderHoeven@tudelft.nl>

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MLDYN2020 - Scuola Normale Superiore, Nov 26-27 2020, Call for papers
by Piero MAZZARISI 08 Jul '20

08 Jul '20

Dear colleagues, We are pleased to announce the organization of the 1st School in "Machine Learning of Dynamic Processes and Time Series Analysis” that will be held at Scuola Normale Superiore in Pisa (Italy) on 26-27 November 2020. The purpose of this School is to present recent developments in Machine Learning focusing on dynamical systems. Applications will also be discussed, such as the forecasting of financial time series. The School provides 4 main lectures given by Christa Cuchiero, University of Vienna Lyudmila Grigoryevya, University of Konstanz Juan-Pablo Ortega, University of St. Gallen and CNRS Josef Teichmann, ETH Zurich Detailed information on the School, on the issues related to the Covid-19 and instructions for applications can be found at: www.mldyn2020sns.com <http://www.mldyn2020sns.com/> The registration and application deadline is September 30, 2020. The organizers, Fabrizio Lillo Giulia Livieri Stefano Marmi Piero Mazzarisi

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Corso in Trasferimento delle Tecnologie Matematiche per l'Innovazione - Seconda Edizione
by Maurizio Ceseri 08 Jul '20

08 Jul '20

A tutti gli interessati Visto il successo della prima edizione, lo Sportello Matematico per l'Innovazione e le Imprese <https://www.sportellomatematico.it/SMII/> sta organizzando la seconda edizione del corso in “Trasferimento delle Tecnologie Matematiche per l’Innovazione”. A seguito dell'emergenza COVID-19, la seconda edizione sarà interamente online. Il corso si svolgerà durante il periodo dal 1° Settembre al 10 Settembre 2020. Il corso è rivolto principalmente a giovani laureati in Scienze Matematiche e Fisiche, Ingegneria, Economia, Informatica e Statistica, con l’obiettivo di formare la figura professionale dell’Esperto in Trasferimento delle Scienze e Tecnologie Matematiche per l’Innovazione (in breve: Traduttore Tecnologico). Tale figura nasce per facilitare la comunicazione e promuovere collaborazioni tra imprese e centri di ricerca. Grazie alla sua formazione interdisciplinare, il Traduttore Tecnologico è in grado di abilitare un numero crescente di collaborazioni volte ad apportare benefici tangibili alle imprese e facilitare l’incontro e l’intermediazione tra i bisogni tecnologici delle PMI e le competenze nelle Scienze e Tecnologie Matematiche disponibili nel sistema della ricerca pubblica e privata, attraverso la mediazione e lo scambio continuo tra i diversi stakeholder Il corso è gratuito. Per favorire la partecipazione, il numero dei partecipanti è esteso a 50, selezionati sulla base del curriculum e di una lettera motivazionale. Modalità di presentazione Per procedere con la domanda di partecipazione, si prega di inviare entro il 31 Luglio 2020 il proprio CV aggiornato ed una lettera motivazionale di autopresentazione al seguente indirizzo email: sportello(a)sportellomatematico.it, indicando nell’oggetto “Domanda partecipazione – Corso Traduttore Tecnologico”. Per informazioni: www.corsotraduttoretecnologico.it Il Team dello Sportello Matematico CONTENUTI DEL CORSO Tecnologie Matematiche: cosa sono, come vengono applicate nelle imprese, tendenze del mercato della Ricerca e Innovazione, Prototipazione Virtuale e Digital Twinning. Trasferimento Tecnologico: contesto italiano ed internazionale, settori industriali, esperienze di successo e strategie di comunicazione. Gestione dell'Innovazione: concetti, fonti, forme, modelli ed ecosistemi dell'innovazione, Open Innovation e rapporto con la Proprietà Intellettuale Sistemi di Supporto alle Decisioni e Ricerca Operativa: abilitare il potenziale delle Tecnologie Matematiche nel Management. Attori e Strutture Organizzative: Best practices, il ruolo dello Sportello Matematico in Italia ed in Europa. SBOCCHI E OPPORTUNITÀ PROFESSIONALI Area Ricerca e Innovazione presso imprese manifatturiere e di servizi Trasferimento Tecnologico e Valorizzazione della Ricerca presso Università e Centri di Ricerca Tirocini formativi presso il progetto Sportello Matematico (IAC-CNR) Partecipazione a Progetti Europei su Tecnologie Matematiche per l’Innovazione Maurizio Ceseri Sportello Matematico per l'Innovazione e le Imprese Istituto per le Applicazioni del Calcolo (IAC-CNR) via dei Taurini 19, 00185 Roma (Italy) Tel: (+39) 0649937369 Website: sportellomatematico.it

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Fwd: Summer School on PDE & Randomness
by Antonio DI CRESCENZO 07 Jul '20

07 Jul '20

---------- Forwarded message --------- Dear Colleagues, We hope that you are well and safe! We would like to advertise again the Summer School on PDE & Randomness that starts in less than two weeks on 20/07/20. The school aims to present some of the most exciting recent developments at the interface of Statistical mechanics, Stochastic Analysis and PDEs. It will feature four courses: • Roland Bauerschmidt (Cambridge): "Log-Sobolev inequality and the renormalisation group” • Hugo Duminil-Copin (IHES and university of Geneva): "Marginal triviality of the scaling limits of critical 4D Ising and ϕ^4_4 models” • Martin Hairer (Imperial College London): “Stochastic Yang-Mills” • Nicolas Perkowski (Freie Universität Berlin, Germany): "A Markovian perspective on some singular SPDEs” You can visit our webpage https://sites.google.com/view/oneworld-pderandom/home for more informations, abstracts for the lectures and the finalised schedule. If you are interested in the event please subscribe to our mailing list: send an empty email (completely empty, it is important to delete automatic signatures, etc.) with the subject "subscribe pderandom your name“ to sympa(a)lists.bath.ac.uk. Please feel free to forward this announcement to everyone who might be interested. Best wishes, Hendrik Weber and Andris Gerasimovics ------------------------------

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Junior Bayes webinars - 9 July - Espen Bernton and Alejandra Avalos-Pacheco
by Giacomo Zanella 06 Jul '20

06 Jul '20

We are delighted to announce the third and forth webinars of the series Junior Bayes Beyond the Borders (JB^3): an online seminar series jointly organized by the BayesLab (https://www.bayeslab.unibocconi.eu/) at Bocconi University and j-ISBA (https://j-isba.github.io/) the junior section of the International Society for Bayesian Analysis. JB^3 aims at highlighting the work of outstanding junior researchers in Bayesian Statistics (for more information visit www.bayeslab.unibocconi.eu/webinarseries<http://www.bayeslab.unibocconi.eu/webinarseries>). The two webinars will be: Date: 09 July 2020, 2pm UTC (4pm Italy time) Speaker: Espen Bernton (Columbia University) Title: Schrödinger bridge samplers Discussant: Michela Ottobre (Heriot Watt University) Date: 09 July 2020, 3pm UTC (5pm Italy time) Speaker: Alejandra Avalos-Pacheco (Harvard University) Title: Factor regression for dimensionality reduction and data integration techniques with applications to cancer data Discussant: Peter Mueller (UT Austin) The zoom links to join the webinars will be made available at www.bayeslab.unibocconi.eu/webinarseries<http://www.bayeslab.unibocconi.eu/webinarseries> a few hours before the webinars. Kind regards, Giacomo Zanella [La tua firma può scrivere un futuro. Aiuta gli studenti meritevoli a costruire il proprio. Dai il tuo 5x1000 alla Bocconi C.F. 80024610158] Please note that the above message is addressed only to individuals filing Italian income tax returns. 5x1000 is a percentage of Italian personal income tax that taxpayers can allocate to Universities, scientific research and non profit organizations.

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PhD Scholarship in probability theory Strasbourg-Göttingen
by Vlada Limic 02 Jul '20

02 Jul '20

A PhD scholarship in probability theory is available at University of Strasbourg, France. The studies will be comenthored by Dr. Vlada Limic (Strasbourg) and Prof.dr. Anja Sturm (Göttingen, Germany). The scholarship amount is 10800 EUR, for three consecutive years. Extra funding is planned to cover candidate's relocation costs and longterm stays in Göttingen. The research program is in probability theory, more precisely in the area of near critical random graphs and networks. Good language of English is required. Teaching duties (in French, possibly English) are optional, and they would be additionally remunerated. Strong candidates are encouraged to write directly to limic(a)math.unistra.fr. -- Kiva.org - Loans That Change Lives

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(NetSci2020-Satellite) Statistical Mechanics Methods for Networks
by Piero MAZZARISI 01 Jul '20

01 Jul '20

(RE-OPENED) 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 has been confirmed in on-line mode and we would like to draw your attention to a satellite session which will take place before the main conference. Since there are some available spots for contributed talks, we invite interested applicants to submit one-page abstract, to be considered for the satellite session. 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 through a form at https://sites.google.com/view/smmn/submission <https://sites.google.com/view/smmn/submission> Important dates: * Abstract/Paper submission deadline: 20.04.2020 14.07.2020 * Notification of acceptance: 27.04.2020 16-07-2020 - subject to change, depending on the final NetSci 2020 timeline Where: Online When: 17th September 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)

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Fwd: [owps] One World Probability Seminar Thursday 2nd July 2020:
by Faggionato, Alessandra 01 Jul '20

01 Jul '20

---------- Forwarded message --------- Da: Andreas Kyprianou <ak257(a)bath.ac.uk> Date: mer 1 lug 2020 alle ore 14:01 Subject: [owps] One World Probability Seminar Thursday 2nd July 2020: To: <owps(a)lists.bath.ac.uk> One World Probability Seminar Thursday 2nd July 2020: PLEASE NOTE WE ARE EXPERIMENTING WITH A NEW TIME: OWPS WILL START 1HR LATER THAN USUAL AT 1400 UTC Tomorrow's speakers in the One World Probability Seminar are ------------------------------------------------------------ 14.00 UTC: Ron Peled (Tel Aviv): Fluctuations of random surfaces and concentration inequalities for log-concave distributions Abstract: Random surfaces in statistical physics are commonly modeled by a real-valued function on a d-dimensional lattice, whose probability density penalizes nearest-neighbor fluctuations according to an interaction potential U. The case U(x)=x^2 is the well-studied lattice Gaussian free field, while one-dimensional random surfaces are equivalent to random walks. Our focus is on dimensions d>=2 and general U. Brascamp-Lieb-Lebowitz conjectured in 1975 that such random surfaces are localized in dimensions d>=3 under mild assumptions on U. Their work establishes the conjecture when U is uniformly convex (its second derivative is uniformly bounded from zero), as a consequence of the Brascamp-Lieb concentration inequality. To date, this remains the main case for which the conjecture is verified, with the result missing even when U(x) = x^4. We establish new concentration inequalities for log-concave distributions, extending the Brascamp-Lieb inequality, and use them to prove localization in many new cases, including the family U(x) = |x| ^p with p>1. Further consequences regard the maximum height for a class of random surfaces discussed by Deuschel-Giacomin (2000). The talk will be a gentle introduction to the model and the results. No prior knowledge of random surfaces or log-concave distributions will be assumed. Joint work with Alexander Magazinov. 15.00: UTC Omer Angel (Vancouver): Excited martingales Abstract: We consider a random walk that moves in the Z^2 that moves vertically on the first visit to each site and horizontally on subsequent visits. We give new lower bounds on the growth of the range of such walks. Joint with Mark Holmes and Alejandro Ramirez. ------------------------------------------------------------ As always, the Zoom-room link will appear on the OWPS seminar webpage: https://www.owprobability.org/one-world-probability-seminar But you can also link to it directly by clicking this link tomorrow: https://us02web.zoom.us/j/83512390999 Meeting-ID: 835 1239 0999 Please feel free to circulate this email. We hope to see you all tomorrow! One World Probability Team For the videos you can also subscribe to the Youtube or Bilibili channels: https://www.youtube.com/channel/UCiLiEQGTp6bZEhuHDM-WNWQ and https://space.bilibili.com/151014650 -- ************************************************* Prof. Alessandra Faggionato http://www1.mat.uniroma1.it/~faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 5, Phone (0039) 06 49913252 *************************************************

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JB^3 webinar - 2 July - Lindsay Berry
by Giacomo Zanella 30 Jun '20

30 Jun '20

We are delighted to announce the second webinar of the series Junior Bayes Beyond the Borders (JB^3): an online seminar series jointly organized by the BayesLab (https://www.bayeslab.unibocconi.eu/) at Bocconi University and j-ISBA (https://j-isba.github.io/) the junior section of the International Society for Bayesian Analysis. JB^3 aims at highlighting the work of outstanding junior researchers in Bayesian Statistics (for more information visit: www.bayeslab.unibocconi.eu/webinarseries<http://www.bayeslab.unibocconi.eu/webinarseries>). The webinar will be: Date: 02 July 2020, 3pm UTC (5pm Italy time) Speaker: Lindsay Berry (Berry Consultants) Title: Bayesian dynamic modeling and forecasting of count time series Discussant: Christopher Glynn (University of New Hampshire) The link to join the webinar will be made available at www.bayeslab.unibocconi.eu/webinarseries<http://www.bayeslab.unibocconi.eu/webinarseries> a few hours before the seminar. Kind regards, Giacomo Zanella [La tua firma può scrivere un futuro. Aiuta gli studenti meritevoli a costruire il proprio. Dai il tuo 5x1000 alla Bocconi C.F. 80024610158] Please note that the above message is addressed only to individuals filing Italian income tax returns. 5x1000 is a percentage of Italian personal income tax that taxpayers can allocate to Universities, scientific research and non profit organizations.

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Phd position opened in Nancy, France
by Marianne Clausel 27 Jun '20

27 Jun '20

Dear all The university of Lorraine in France is opening a PhD position in machine learning. Feel free to contact Professor Radu Stoica (radu-stefan.stoica(a)univ-lorraine.fr) if you are interested https://drive.google.com/file/d/18bXFvaq90LRnGmSP15e64od7WQ1unkkn/view?usp=… Best Marianne

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online Workshop SMOCS2020
by Enrica Pirozzi 26 Jun '20

26 Jun '20

Dear Friend this is to remind that on July 1-2 and 8-9 there will be the online meeting: "Kick-Off Meeting of Prin 2017 Project: Stochastic Models for Complex Systems" (PRIN-project of University of Lecce, Salerno and Napoli) devoted to the presentation of scientific results obtained in the first year of the project and future research topics. For details see: https://sites.google.com/view/kick-off-meeting/home You are kindly invited to join the meeting. We recall that the registration is free but compulsory. Please send an email to: smocswn2020(a)gmail.com Subject: Registration including the following information Name: Family Name: Affiliation: E- mail: Best regards, Roberta Schiattarella, Mariella Longobardi, Nello Buonocore, Igia Caputo, Enrica Pirozzi. -- Enrica Pirozzi Dipartimento di Matematica e Applicazioni Universita' di Napoli FEDERICO II Via Cintia, Monte S.Angelo, 80126, NAPOLI, ITALY Tel. 081 675634 https://www.docenti.unina.it/ENRICA.PIROZZI

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5 year Postdoc TU Berlin, Probability and Financial Mathematics Group
by Tiziano De Angelis 25 Jun '20

25 Jun '20

Dear All, I was asked to circulate the advert below for an excellent postdoc opportunity in Berlin. The deadline is 10 August. Best wishes Tiziano ------------------------------- Applications are invited for a Postdoc position 5 years, TV-L E13, 100% (>2300 EUR per month after taxes etc.) in the group of Prof. Peter Bank at TU Berlin’s department of Mathematics. We are particularly interested in stochastic optimization problems arising in finance and are looking for early career researchers who want to actively contribute to this field of research, for instance by working towards a habilitation. The teaching load is 4 hours per week during term and includes teaching of exercise classes in the department and the supervision of Bachelor and Master theses. Please see https://tub.stellenticket.de/de/offers/80735 for the formal details. The "usual documents" mentioned there are meant to include - a cover letter explaining the applicant’s movitation, - a scientific CV, - a list of publications and talks, - a description of future research plans (outlining, when applicable, the habilitation project), - teaching record, - at least two, preferably three letters of recommendation. Deadline for applications is August 10, 2020.

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Bernoulli-IMS One World Symposium 2020, held on 24th to 28th of August.
by Faggionato, Alessandra 25 Jun '20

25 Jun '20

Buongiorno, ricevo da Andreas Kyprianou e Leif Doering, ed inoltro a tutti voi (vedere sotto) Saluti Alessandra *********************************************************** Dear all, as a reaction to the current situation, a virtual alternative to the postponed 2020 Bernoulli-IMS World Congress in Seoul has been set up. The meeting will allow all researchers from PhD student to established researchers to present and discuss with the community their latest research on probability and mathematical statistics! Please join the *Bernoulli-IMS One World Symposium 2020, held on 24th to 28th of August,* jointly organized by the Bernoulli Society, IMS and the One World Probability Project. The symposium will be virtual with many new experimental features. No registration fees apply! The daily program will be arranged around live talks (each held twice to reach the entire planet): - 4 plenary lectures: Emmanuel Candes (Stanford), Martin Hairer (London), Kerrie Mengersen (Queensland), Wendelin Werner (Zurich) - 7 early career speakers All researchers around the world are invited to submit abstracts for 10 minute talks by July 13th which will be assessed by the 23 session chairs. Accepted 10 minute talks will have to be produced before August 9th. They will appear on the website and the YouTube channel one week before the symposium. In slots during the symposium, every speaker of a prerecorded 10 minute talk will have the chance to discuss live with the audience in one of the 23 session zoom rooms. It will never be easier to reach a large audience with the little effort of producing a 10 minute video at home! It’s easy, just go for it! To allow for discussions among participants, the symposium will run different kinds of interactive events. Have you ever participated in a workshop excursion of the world? Stay tuned! Go to https://www.worldsymposium2020.org/ <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwww.world…> to see how you can participate and don’t forget to submit your *abstract before July 13th*! Producing a 10 minute video is little work for maximum connectivity, give it a go and help us make this happen! *Please redistribute this mail as you like!* All the best and „see“ you in August, Andreas & Leif -- ************************************************* Prof. Alessandra Faggionato http://www1.mat.uniroma1.it/~faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 5, Phone (0039) 06 49913252 *************************************************

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ECSO-CMS 2021 First Announcement
by Martina Nardon 25 Jun '20

25 Jun '20

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

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[owps] Bernoulli-IMS One World Symposium 2020: 24th to 28th of August. (fwd)
by Tiziano Vargiolu 25 Jun '20

25 Jun '20

---------- Forwarded message ---------- Date: Wed, 24 Jun 2020 18:47:00 +0100 From: Andreas Kyprianou <ak257(a)bath.ac.uk> To: owps(a)lists.bath.ac.uk Subject: [owps] Bernoulli-IMS One World Symposium 2020: 24th to 28th of August. Dear all, as a reaction to the current situation, a virtual alternative to the postponed 2020 Bernoulli-IMS World Congress in Seoul has been set up. The meeting will allow all researchers from PhD student to established researchers to present and discuss with the community their latest research on probability and mathematical statistics! Please join the Bernoulli-IMS One World Symposium 2020, hold on 24th to 28th of August, jointly organized by the Bernoulli Society, IMS and the One World Probability Project. The symposium will be virtual with many new experimental features. No registration fees apply! The daily program will be arranged around live talks (each held twice to reach the entire planet): - 4 plenary lectures: Emmanuel Candes (Stanford), Martin Hairer (London), Kerrie Mengersen (Queensland), Wendelin Werner (Zurich) - 7 early career speakers All researchers in the world are invited to submit abstracts for 10 minute talks by July 13th which will be assessed by the 23 session chairs. Accepted 10 minute talks will have to be produced before August 9th. They will appear on the website and the YouTube channel one week before the symposium. In slots during the symposium, every speaker of a prerecorded 10 minute talk will have the chance to discuss live with the audience in one of the 23 session zoom rooms. It will never be easier to reach a large audience with the little effort of producing a 10 minute video at home! It?s easy, just go for it! To allow for discussions among participants, the symposium will run different kinds of interactive events. Have you ever participated in a workshop excursion of the world? Stay tuned! Go to https://www.worldsymposium2020.org/ to see how you can participate and don?t forget to submit your abstract before July 13th! If you have questions, you can ask them after tomorrow's second OWPS talk of Augusto in the main room (questions to the speakers as usual in the breakout room). Please redistribute this mail as you like! All the best and ?see? you tomorrow or in August, Andreas & Leif

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Call for interest
by Domenico Marinucci 24 Jun '20

24 Jun '20

Call for interest : The Department of Mathematics at the University of Rome Tor Vergata invites expressions of interest for Senior (Tenure-Track) Assistant Professor ('RTD-B') and Tenured Associate Professor positions in the following areas of Mathematics: a) Data Analysis, Statistics and Machine Learning; b) Historical and pedagogical aspects of mathematics; c) Numerical optimization with special focus on big data and machine learning applications. More details can be found at the following link: https://www.mat.uniroma2.it/Docs_avvisi/call-of-interest.pdf Please feel free to forward this message to potentially interested candidates. -- @@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@ Domenico Marinucci Dipartimento di Matematica Università di Roma Tor Vergata https://www.mat.uniroma2.it/~marinucc/ @@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@

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Fwd: [owps] One World Probability Seminar Thursday 25th June 2020
by Faggionato, Alessandra 24 Jun '20

24 Jun '20

---------- Forwarded message --------- Da: Andreas Kyprianou <ak257(a)bath.ac.uk> Date: mer 24 giu 2020 alle ore 13:23 Subject: [owps] One World Probability Seminar Thursday 25th June 2020 To: <owps(a)lists.bath.ac.uk> One World Probability Seminar Thursday 25th June 2020 Tomorrow's speakers in the One World Probability Seminar are ------------------------------------------------------------ 15.00: Augusto Teixeira (Rio): Random walks on dynamical random environments with non-uniform mixing (Part 1) 16.00: Marcelo Hilário (Belo Horizonte): Random walks on dynamical random environments with non-uniform mixing (Part 2) The first talk will be a non-technical introduction to the subject. ------------------------------------------------------------ Abstract: In these two consecutive talks we will discuss recent results on the limiting behavior of random walks on dynamical random environments. The strength of these results depends a great deal on space-time mixing properties imposed to the environment but also on other features like the dimension and the allowed transitions. In our case, we restrict ourselves to random walks evolving on one-dimensional random environments given by conservative interacting particle systems such as the simple symmetric exclusion process. For this setting, conservation of particles leads to poor-mixing conditions which complicates the applicability of some available tools. Our goal is to explain how renormalization can be used to handle these difficulties in order to obtain law of large numbers, large deviation estimates. The first talk will be a non-technical introduction to the subject. In the second talk, we provide a more detailed idea of how to prove the results. All the results were obtained on several joint works with Oriane Blondel, Frank den Hollander, Daniel Kious, Renato dos Santos and Vladas Sidoravicius. ------------------------------------------------------------ Please keep in mind that we are working with Central European summer time. As always, the Zoom-room link will appear on the OWPS seminar webpage: www.owprobability.org But you can also link to it directly by clicking this link tomorrow: https://us02web.zoom.us/j/86868081342 Meeting-ID: 868 6808 1342 Please feel free to circulate this email. We hope to see you all tomorrow! One World Probability Team For the videos you can also subscribe to the Youtube or Bilibili channels: https://www.youtube.com/channel/UCiLiEQGTp6bZEhuHDM-WNWQ https://space.bilibili.com/151014650 -- ************************************************* Prof. Alessandra Faggionato http://www1.mat.uniroma1.it/~faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 5, Phone (0039) 06 49913252 *************************************************

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Special Issue on "Applied Mathematical Methods in Financial Risk Management"
by Elisa Mastrogiacomo 23 Jun '20

23 Jun '20

Apologize for cross-posting ******************************* Dear colleagues, we are Guest Editors of a Special Issue on "Applied Mathematical Methods in Financial Risk Management" for the journal Mathematics. Mathematics is an Open Access journal with a section on Financial Mathematics. See https://www.mdpi.com/journal/mathematics/ for details. Topics of particular interest for the special issue may include, but are not limited to: - risk management, - risk measures, - risk minimization, - portfolio optimization, - capital allocation, actuarial theory, - insurance premia, - ambiguity, - set-valued risk measures, - systemic risk. The deadline for submission is April 15, 2021. Due to Open Access, the fee to be paid at acceptance of the paper is of 1200 CHF. Please see https://www.mdpi.com/journal/mathematics/special_issues/applied_mathematica… for further details on the Special Issue. All those concerned are welcome to submit a scientific or a review paper. Best regards, Elisa Mastrogiacomo and Emanuela Rosazza Gianin

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Probability Webminar: Lucio Galeati (University of Bonn) [Padova 26/06, 11.00]
by barbato＠math.unipd.it 22 Jun '20

22 Jun '20

Dear Colleagues, We would like to invite you to the following Probability seminar that will take place on June 26, 2020 at 11 by the zoom platform. ---------------------------------------------------- Speaker: Lucio Galeati (University of Bonn) Title: Regularisation by noise and notions of irregularity June 26, 2020 (Friday) - 11:00 - zoom link: TBA The link and password to access the seminar will be available at the following webpage https://www.math.unipd.it/~bianchi/seminari/ Abstract: A natural question in the field of regularisation by noise phenomena is to understand under which conditions on a path $w$, the additively perturbed ODE $x'=b(x)+w'$ is well-posed, even when its unperturbed counterpart $x'=b(x)$ is not. In order to answer this question, Catellier and Gubinelli (SPA 2016) introduced the theory of nonlinear Young integrals and the concept of $\rho$-irregularity of $w$; they also proved that fBm paths are $\rho$-irregular. In this talk, I will first review their work and then present its more recent extensions. The property of $\rho$-irregularity can be linked to the regularity of the local time of $w$ and, in the case of Gaussian processes, can be established under a suitable local non-determinism (LND) condition. Moreover, it can be shown that $\rho$-irregular paths are necessarily nowhere $\alpha$-Holder continuous, for suitable values $\alpha=\alpha(\rho)$. This gives a rigorous proof of the frequently observed paradigm "the rougher the noise, the better the regularisation". Based on joint works with Massiliano Gubinelli. --------------- David Barbato Dip. di Matematica Università di Padova Via Trieste, 63 - 35121 Padova, Italy

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Probability Webminar: Elena Pulvirenti (University of Bonn) [Padova 03/07, 11.00]
by alessandra bianchi 22 Jun '20

22 Jun '20

Dear Colleagues, We would like to invite you to the following Probability seminar that will take place on July 3 at 11 by the zoom platform. ________________________________________________________ Speaker: Elena Pulvirenti (University of Bonn) Title: The Widom-Rowlinson model: metastability, mesoscopic and microscopic fluctuations for the critical droplet 3 JULY (Friday) - 11:00 - zoom link: TBA The link and password to access the seminar will be available at the following webpage https://www.math.unipd.it/~bianchi/seminari/ Abstract: We introduce the equilibrium Widom-Rowlinson model on a two-dimensional finite torus in which the energy of a particle configuration is attractive and determined by the union of small discs centered at the positions of the particles. We then discuss the metastable behaviour of a dynamic version of the WR model. This means that the particle configuration is viewed as a continuous time Markov process where particles are randomly created and annihilated as if the outside of the torus were an infinite reservoir with a given chemical potential. In particular, we start with the empty torus and are interested in the first time when the torus is fully covered by discs in the regime at low temperature and when the chemical potential is supercritical. In order to achieve the transition from empty to full, the system needs to create a sufficiently large droplet, called critical droplet, which triggers the crossover. We compute the distribution of the crossover time and identify the size and the shape of the critical droplet. The analysis relies on a mesoscopic and microscopic description of the surface of the critical droplet. It turns out that the critical droplet is close to a disc of a certain deterministic radius, with a boundary that is random and consists of a large number of small discs that stick out by a small distance. We will show how the analysis of surface fluctuations in the WR model allows us to derive the leading order term of the condensation time and also the correction order term. This is a joint work with Frank den Hollander (Leiden), Sabine Jansen (Munich) and Roman Kotecky (Prague & Warwick). -- Alessandra Bianchi Dip. di Matematica Università di Padova Via Trieste, 63 - 35121 Padova, Italy phone: +39 049 827 14 06 fax: +39 049 827 14 28 e-mail: bianchi(a)math.unipd.it http://www.math.unipd.it/~bianchi/

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Phd position in mathematical statistics in Pau/Melbourne
by Ivan Kojadinovic 21 Jun '20

21 Jun '20

Dear Colleagues, Buongiorno, I hope that you are doing well in these complicated times. I would be very grateful if you could transfer the following link advertising a PhD position in mathematical statistics at the University of Pau jointly with the University of Melbourne to any of your potentially interested students or colleagues : http://ikojadin.perso.univ-pau.fr/phd-position.pdf Many thanks in advance for your help and apologies if you have already received this email by another channel. Grazie mille ! Ivan Kojadinovic

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Junior Bayes Beyond the Borders (JB^3) webinars
by Giacomo Zanella 19 Jun '20

19 Jun '20

We are delighted to announce Junior Bayes Beyond the Borders (JB^3), an online seminar series jointly organized by the BayesLab (https://www.bayeslab.unibocconi.eu/) at Bocconi University and j-ISBA (https://j-isba.github.io/) the junior section of the International Society for Bayesian Analysis. The seminar series aims at highlighting the work of outstanding junior researchers in Bayesian Statistics. The first edition (June/July 2020) will feature talks by this year's five Savage award finalists, see www.bayeslab.unibocconi.eu/webinarseries<http://www.bayeslab.unibocconi.eu/webinarseries> for more details. Each seminar will include a 45 minutes presentation by the speaker and a 10 minutes discussion by a senior scholar. The first webinar will be: Date: 25 June 2020, 3pm UTC (5pm Italy time) Speaker: Francois-Xavier Briol (University College London) Title: Stein's method for Bayesian computation Discussant: Nicolas Chopin (ENSAE Paris) The link to join the seminar will be made available at www.bayeslab.unibocconi.eu/webinarseries<http://www.bayeslab.unibocconi.eu/webinarseries> a few hours before the seminar. Kind regards, Giacomo Zanella [La tua firma può scrivere un futuro. Aiuta gli studenti meritevoli a costruire il proprio. Dai il tuo 5x1000 alla Bocconi C.F. 80024610158] Please note that the above message is addressed only to individuals filing Italian income tax returns. 5x1000 is a percentage of Italian personal income tax that taxpayers can allocate to Universities, scientific research and non profit organizations.

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5PhD positions at Berlin-Oxford International Research Training Group (IRTG) 2544 “Stochastic Analysis in Interaction”
by Tiziano De Angelis 19 Jun '20

19 Jun '20

Dear All, I was asked to circulate the advert below. It looks like a very good opportunity for bright students. Best wishes Tiziano --------------------- The recently established Berlin-Oxford International Research Training Group (IRTG) 2544 “Stochastic Analysis in Interaction” offers 5 PhD positions (75% TVL E 13, about 1700 EUR p.m. after taxes, social security...) for 3 years starting October 1, 2020, or soon thereafter. Funded by the Deutsche Forschungsgemeinschaft (DFG), the IRTG is a joint research initiative of the stochastic analysis group of FU, HU, TU and WIAS Berlin with its counterpart at the University of Oxford. The advertised positions will be based in Berlin and will offer ample opportunities to interact also with members of the Oxford team, most notably in a 6-months exchange. Embedded in a truly international environment, the IRTG students will get excellent research training in a structured programme focussing on challenges at the mathematical foundations of Stochastic Analysis as well as on challenges arising from its various applications, e.g., in physics, biology, finance or data science. The combined expertise from the Berlin and Oxford groups will provide a significant breadth in depth and fertile ground for our students' ambitious research ideas. Successful candidates will have an MSc degree (or equivalent) in Mathematics (or a closely related field), strong knowledge of stochastic analysis, and feel eager to engage in the exchange of ideas with the teams in both Berlin and Oxford. Deadline for applications is August 10, 2020. Please see https://tub.stellenticket.de/de/offers/80625/ for the official job ad and for instructions how to apply. Our IRTG webpage www.math.tu-berlin.de/irtg offers more information on the Berlin-Oxford IRTG 2544.

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PhD Position in Mathematical Statistics at the University of Twente
by Gianluca Finocchio 17 Jun '20

17 Jun '20

The department of Electrical Engineering, Mathematics, and Computer Science (EEMCS) of the University of Twente (UT) has an opening for three full-time, 4-year, fully-funded PhD positions to strengthen the newly started Theme Team in Sports, Data and Interaction. The PhD candidates will work closely together on an interdisciplinary project, combining the fields of Statistics, Human Media Interaction and Biomedical Signals and Systems. The focus of the position in statistics (Position 2: Statistical tools for modeling sports data) is on developing new statistical tools and approaches to model the sports data in a way that is suitable for use in interactive applications. The candidate will also collaborate to integrate these tools into a computational system for real-time analysis, in close collaboration with the other candidates.Possible directions to shape the research project are - Anomaly detection - nonparametric statistics and machine learning - time series analysis, specifically change-point detection - Simultaneous inference Candidates should have acquired a Master’s degree in mathematics, statistics, data science or a closely related domain with a strong background in probability and statistics, as well as some programming skills in R or Python.Further information can be found here https://www.utwente.nl/en/organisation/careers/!/1215111/3-phd-positions-at… apply online until June 30, 2020 using the webform provided on the above page. The intended starting date for all three candidates is September 1, 2020.For further information, please do not hesitate to contact Katharina Proksch (k.proksch(a)utwente.nl)

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6 fully funded PhD positions in MODELING AND ENGINEERING RISK AND COMPLEXITY
by Maria CHIAROLLA 16 Jun '20

16 Jun '20

N*ew 4-year PhD program in MODELING AND ENGINEERING RISK AND COMPLEXITY at a new School for Advanced** Studies of the University of Naples "Federico II"- ITALY* >From climate change and sustainability to seismic engineering and Industry 4.0, all the crucial challenges facing mankind today require the ability to understand and engineer ever growing reliable interdependent, complex and interconnected systems and infrastructures. The Call for Applications for the new 4 year PhD Program in Modeling and Engineering Risk and Complexity of the Scuola Superiore Meridionale (a brand new School for Advanced Studies in Naples) is now out and available at http://www.ssm.unina.it/en/calls-and-news/ We are looking for bright and ambitious students from any area of Mathematics, Science and Engineering to join this exciting new program. *6 fully funded 4-year scholarships are available this year* Each scholarship includes a stipend of EUR 19,000 per year which is increased by 50% when the student is spending time abroad Students are expected to spend at least 9-12 months abroad during their PhD. Each Scholarship also includes approx EUR 4,000 for research costs/travel per year Applicants must submit a brief scientific report (description of their MSc thesis work, CV, personal statement and reference letters) following the instructions provided at the website above *by* *no later than 30th June 2020.* Successful candidates will be announced the end of July 2020 with course officially starting on 2nd November 2020. For any further information contact the PhD Coordinator, Prof Mario di Bernardo, at merc(a)unina.it or check out the PhD website at: http://www.ssm.unina.it/en/modeling-and-engineering-risk-eng-and-complexity… -- Maria Chiarolla Full Professor of Mathematical Methods of Economics, Finance and Actuarial Sciences Dipartimento di Scienze dell'Economia Centro Ecotekne, Università del Salento, Lecce - ITALY --

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Mathematics of shuffling, Video Conference by Cheryl Praeger - June 23, at 2pm
by Pietro Caputo 15 Jun '20

15 Jun '20

ricevo e inoltro: -------- Messaggio originale -------- Da: riccardo colpi <colpi(a)math.unipd.it> Data: 13/06/20 10:15 (GMT+01:00) A: matematica(a)fermat.unipv.it, mat-direttori(a)fermat.unipv.it Oggetto: [mat-direttori] Videoconferenza Prof.ssa Cheryl Praeger - University of, Western Australia - 23 giugno ore 14:00 Gentili Colleghi, vi prego di diffondere presso i vostri colleghi l'invito a partecipare alla seguente videoconferenza del ciclo "Colloquia" del Dipartimento di Matematica "Tullio Levi-Civita" di Padova (in allegato la locandina): -------- LECTURER Cheryl Praeger, University of Western Australia -------- WHEN June 23, 2020 - From 2:00 pm to 3:00 pm -------- WHERE Online, YouTube address: https://www.youtube.com/watch?v=S7KTCA_1ntk -------- TITLE Mathematics of shuffling (https://www.math.unipd.it/news/mathematics-of-shuffling/ ) -------- ABSTRACT The crux of a card trick performed with a deck of cards usually depends on understanding how shuffles of the deck change the order of the cards. By understanding which permutations are possible, one knows if a given card may be brought into a certain position. The mathematics of shuffling a deck of 2n cards with two ``perfect shuffles'' was studied thoroughly by Diaconis, Graham and Kantor in 1983. I will report on our efforts to understand a generalisation of this problem, with a so-called ``many handed dealer'' shuffling kn cards by cutting into k piles with n cards in each pile and using k! possible shuffles. A conjecture of Medvedoff and Morrison suggests that all possible permutations of the deck of cards are achieved, as long as k is not 4 and n is not a power of k. We confirm this conjecture for three doubly infinite families of integers, but the conjecture remains open. We initiate a more general study of shuffle groups, which admit an arbitrary subgroup of shuffles. This is joint work with Carmen Amarra and Luke Morgan. -------- SHORT BIO SPEAKER Cheryl Praeger is Emeritus Professor of Mathematics at the University of Western Australia. In 2007 she won an Australian Research Council Federation Fellowship and in 2010-14 she served as inaugural Director of the Centre for the Mathematics of Symmetry and Computation at UWA. Her mathematical research work has transformed our understanding of how groups act on large complex systems, through new theories, constructions, algorithms and designs, which exploit the classification of the finite simple groups. Professor Praeger received BSc and MSc degrees from the University of Queensland, a DPhil degree from the University of Oxford in 1973, and has received honorary doctorates from Universities in six countries on three continents. She has served on the Executive of the International Mathematical Union and on the Council and Executive of the Australian academy of Science. She is a former Vice President of the International Commission for Mathematical Instruction, and former Foreign Secretary of the Australian Academy of Science. She is Fellow of the American Mathematical Society, an Honorary member of the London Mathematical Society, and she was the first woman to be President of the Australian Mathematical Society of which she is now an Honorary Life Member. In 2019 she was awarded the Prime Minister’s Prize for Science in recognition of her incredible contribution to mathematics research and education in Australia and around the world. Professor Praeger has published more than 400 journal articles and five research monographs, many of them with her students (30 PhD students, 10 research masters students, 21 postdoctoral research associates) and research colleagues. She has played an active role supporting and mentoring young scientists, especially women. More infos are available here: https://research-repository.uwa.edu.au/en/persons/cheryl-praeger https://en.wikipedia.org/wiki/Cheryl_Praeger Grazie, un caro saluto, Riccardo Colpi

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Fwd: Presentazione ENBA
by Irene Crimaldi 15 Jun '20

15 Jun '20

Dear all, we have scheduled a webinar to present the ENBA PhD track to potential candidates for the next doctoral cycle at IMT School for Advanced Studies Lucca. The webinar is scheduled on Tuesday 23/06 from 11.00 am to 12.30 am. The webinar is organized as follows: Short Introduction - Massimo Riccaboni 5 m Economics - Ennio Bilancini 15 m Networks - Guido Caldarelli 15 m Business - Alessia Patuelli 15 m Analytics - Falco Bargagli Stoffi 15 m Q&A - 25 min max This is the link: meet.google.com/oky-svxy-cfn <https://meet.google.com/oky-svxy-cfn?hs=122&authuser=0> All the best, Irene > >> >> >>

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Workshop announcement: Stochastic Analysis Brats, June 23-26, 2020
by Dario Trevisan 12 Jun '20

12 Jun '20

Dear colleagues, we are pleased to announce the upcoming mini-workshop ``Stochastic Analysis Brats'' to be held on June 23-26, 2020. Its aim is to gather some brilliant young researchers in stochastic analysis and related topics, although only virtually, since we will use Google Meet: https://meet.google.com/jmf-ndtz-gnh The list of speakers include Carlo Bellingeri (TU Berlin) Martin Brückerhoff (Münster) Giuseppe Cannizzaro (Warwick) Alberto Chiarini (Eindhoven) Paolo Grazieschi (Bath) Marta Leocata (Roma LUISS) Pierre Perruchaud (Notre Dame) Leonardo Tolomeo (Bonn HCM) A detailed programme is available at the page https://sites.google.com/unipi.it/sabpisa/home Please feel free to circulate this message to those who may be interested to attend the event. Regards, Dario (on behalf of the organizers) -- Dario Trevisan, Università degli Studi di Pisa, Dipartimento di Matematica, Largo Bruno Pontecorvo 5, 56127 - Pisa (PI) Italy telephone: (+39) 050 2213832 mobile: (+39) 331 2899761 Skype: dario-trevisan e-mail: dario.trevisan AT unipi.it webpage: http://people.dm.unipi.it/trevisan/

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Open PhD and post doc positions in stochastics and energy systems (fwd)
by Tiziano Vargiolu 12 Jun '20

12 Jun '20

---------- Forwarded message ---------- Date: Fri, 12 Jun 2020 05:07:39 +0000 From: Fred Espen Benth <fredb(a)math.uio.no> To: Tiziano Vargiolu <vargiolu(a)math.unipd.it> Subject: Open PhD and post doc positions in stochastics and energy systems Dear Tiziano, may I ask you for a favour: could you please send around to your network the announcement of two new positions in stochastics and energy systems in Oslo : https://www.jobbnorge.no/en/available-jobs/job/188863/phd-research-fellow-i… Best regards, Fred

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Time corrections to Univaq Random Talks: June 18th
by Fabio Antonelli 11 Jun '20

11 Jun '20

Sorry about this, but the time difference between Italy and Japan is 7 hours (not 6) so the talk Prof. Arturo Kohatsu-Higa, Dept .of Mathematical Sciences - Ritsumeikan University: "UPPER BOUNDS FOR THE JOINT DENSITY OF A STABLE PROCESS AND ITS MAXIMUM" will be on June 18th 2020 - 10:00 a.m. Fabio Antonelli

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Webinar Fabio Moneta (U. Ottawa) 17.06 h. 15 - LTI@UniTO Webinars in Finance
by Luca Regis 11 Jun '20

11 Jun '20

Dear Colleagues, LTI@UniTO (www.carloalberto.org/lti) and Collegio Carlo Alberto are pleased to invite you to the following seminar in Quantitative Finance, that will take place on June 17th at 3 pm CET via Zoom. Please register here: https://www.eventbrite.it/e/biglietti-holding-horizon-a-new-measure-of-acti… to get the Zoom link to join the webinar. /Speaker/: Fabio Moneta <https://telfer.uottawa.ca/en/directory/professors/moneta-fabio/> (University of Ottawa) Title: Holding horizon: a new measure of active investment management Abstract: This paper proposes a new holding horizon (HH) measure of active management and examines the relation between horizon and manager skill. Our HH measure identifies, in the cross-section, funds with higher future long-term alphas, while reported turnover identifies, in the time-series, when a particular fund is likely to exhibit a higher short-run alpha. The superior long-term performance of long-horizon funds is due to their selection of stocks with strong long-run fundamentals. Moreover, stocks largely held by long-horizon funds outperform stocks largely held by short-horizon funds by 2.7%-3.5% per year, adjusted for risk, over the following five-year period. We hope you will be able to join us! Best, Luca Regis -- Luca Regis Associate Professor Department of Economics and Statistics (ESOMAS) University of Torino sites.google.com/view/lucaregis Office: +39 011 670 6065 www.carloalberto.org/lti

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UNIVAQ RANDOM TALKS: Prof. Arturo Kohatsu-Higa - June 18th 11:00 a.m.
by Fabio Antonelli 11 Jun '20

11 Jun '20

If interested, please subscribe by https://docs.google.com/forms/d/e/1FAIpQLSfDWIEYewlpF_SWEeVV8DaTrzbftSTST8K… UNIVAQ RANDOM TALKS 5 Thursday June 18th 11:00 a.m. - ZOOM Videoconference platform Prof. Arturo Kohatsu-Higa Department of Mathematical Sciences Ritsumeikan University UPPER BOUNDS FOR THE JOINT DENSITY OF A STABLE PROCESS AND ITS MAXIMUM Abstract: In this article, we obtain integration by parts formulas for the joint law of a stable process and its maximum. The argument is based on a multi-level representation for the joint law which uses the theory of convex majorants for stable processes and the Chambers-Mallows-Stuck representation for stable random variables. As applications, we obtain regularity results for the joint law and upper bounds for the density and its space derivatives. Everybody is welcome, please subscribe by the following form The day of the seminar, participants will receive an invitation by e-mail (max. 100 participants)

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