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seminar announcement
by Marco Scarsini 19 Oct '18

19 Oct '18

October 25th, 2018 12:00 Room 207 *Department of Economics and Finance* LUISS Viale Romania 32 00196 Roma *Speaker:* Bernhard von Stengel / London School of Economics *Title: * *“Equilibria in the challenge tournament”* *Abstract:* *“Arad and Rubinstein (2013) describe a challenge tournament where n players have a binary choice and play a round-robin tournament where they score against each other randomly for a stake that depends on their choices. The player with the highest total score wins, with ties resolved randomly. They conjecture that for n > 3 the only equilibrium is that all players take the riskier choice. We present work in progress on an elementary proof of this conjecture which is based on a simple dominance argument.”* The calendar of the future seminars can be found at http://economiaefinanza.luiss.it/en/seminari/prossimi-seminari ******************************************************* Marco Scarsini Dipartimento di Economia e Finanza LUISS Viale Romania 32 00197 Roma, ITALY URL: http://docenti.luiss.it/scarsini/

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Winter Workshop on Complex Systems 2019 in Zakopane
by Mateusz Wilinski 18 Oct '18

18 Oct '18

Dear All, next year the Winter Workshop on Complex Systems will be held in Zakopane (Poland) from 4th to 8th February 2019. The event is tailored for PhD students and young scientists working in the broad area of Complex Systems (including problems from Biology, Physics, Finance and Economy, Machine Learning and many more). The call for participation in the 2019 edition is now open and the application deadline is 31st of October. All the details are available at: http://wwcs2019.org The cost of the workshop is just 100 euros, which includes accommodation, food, transport from Cracow, social events and more. Participants will also have the chance to interact and hear lectures from exciting scientist, namely: Fabrizio Lillo, Chiara Poletto, Pere Colet and Piotr Fronczak. I hope to see applications from many of you. :) We would also be really happy, if you could help to spread the information and encourage others to apply. Best wishes, on behalf of the organizing committee Mateusz Wilinski

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Bootstrap percolation: subcritical universality class and oriented percolation - Seminario di Ivailo Hartarsky il 24/10/18 a Roma Tre
by Pietro Caputo 16 Oct '18

16 Oct '18

Ivailo Hartarsky (ENS, France) Titolo: Bootstrap percolation : subcritical universality class and oriented percolation Mercoledi' 24 Ottobre 2018 ORE 16:00 Dipartimento di Matematica e Fisica Universita' degli Studi Roma Tre Largo San Leonardo Murialdo,1 - Pal.C - Aula 211 Abstract Bootstrap percolation is a wide class of deterministic monotone cellular automata with random initial state closely related to several other statistical physics models such as the kinetically constrained spin models for the spin glass transition. There are three `universality classes' of bootstrap percolation in two dimensions. Of them the `subcritical' ones those exhibiting a non-trivial phase transition are by far the most poorly understood. In this work we develop a first approach for studying them. We will start with a gentle introduction to the field and its universality picture to provide the necessary background. We will then introduce the main new notion of critical density and state our main result. We will then illustrate the method by applications to concrete examples yielding new and old results in the area. The approach establishes and exploits a tight connection with a new generalization of classical oriented percolation, whose further study will have a direct impact on bootstrap percolation. The talk will be based on the preprint arxiv:1806.11405.

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Assegno di ricerca presso Politecnico di Milano
by Alessandra Menafoglio 16 Oct '18

16 Oct '18

Il Dipartimento di Matematica del Politecnico di Milano ha bandito un assegno di ricerca di 12 mesi descritto in dettaglio al link https://www.polimi.it/index.php?id=3971 <https://www.polimi.it/index.php?id=3971&tx_wfqbe_pi1%5bID%5d=7923> &tx_wfqbe_pi1%5bID%5d=7923 sul tema Modellazione statistica e numerica di trasporto di sedimenti in bacini montani nell'ambito della partecipazione del laboratorio MOX al progetto della Fondazione CARIPLO SMART-SED. Eventuali interessati possono contattare <mailto:luca.bonaventura@polimi.it> luca.bonaventura(a)polimi.it <mailto:alessandra.menafoglio@polimi.it> alessandra.menafoglio(a)polimi.it per maggiori informazioni. La scadenza del bando è il 25 ottobre 2018 e la prevista data per la presa di servizio il primo dicembre 2018. Grazie in anticipo per la diffusione a tutti i potenziali interessati. Alessandra Menafoglio -- Alessandra Menafoglio MOX - Dept. of Mathematics Politecnico di Milano Piazza Leonardo da Vinci, 32, 20133, Milan Italy Phone: +39 02 2399 4642 Email: <mailto:alessandra.menafoglio@polimi.it> alessandra.menafoglio(a)polimi.it

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Seminario di Clement Erignoux il 23/10/18 a Roma Tre
by Pietro Caputo 16 Oct '18

16 Oct '18

Clement Erignoux Universita' di Roma Tre Titolo: Hydrodynamics for a non-ergodic activated exclusion process Martedi' 23 Ottobre 2018 ORE 14:30 Dipartimento di Matematica e Fisica Universita' degli Studi Roma Tre Largo San Leonardo Murialdo,1 - Pal.C Abstract The Entropy Method introduced by Guo, Papanicolaou and Varadhan (1988) has been used with great sucess to derive the scaling hydrodynamic behavior of wide ranges of conserved lattice gases (CLG). It requires to estimate the entropy of the measure of the studied process w.r.t. some nice, usually product, measure. In this talk, I will present an exclusion model inspired by a model introduced by Goncalves, Landim, Toninelli (2008), with a dynamical constraint, where a particle at site x can only jump to x+delta iff site x-delta (delta=pm1) is occupied as well. I will give some insight on the different microscopic and macroscopic situations that can occur for this model, and briefly describe the steps to derive the hydrodynamic limit for this model by adapting the Entropy Method to non-product reference measures. I will also expand on the challenges and question raised by this model and on some of its nice mapping features. Joint work with O. Blondel, M. Sasada, and M. Simon.

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Fwd: avviso seminari di Matematica proff. Paolo Butta, Michela Ottobre e Boguslaw Zegarlinski (18.10.2018)
by Franco Flandoli 13 Oct '18

13 Oct '18

SEMINARI DI MATEMATICA Giovedì 18 ottobre 2018 *Scuola Normale Superiore* Pisa Sala Conferenze, Collegio Puteano si terranno i seguenti seminari: 14:30 *Paolo Buttà* ( Università di Roma "La Sapienza"), *“On the large deviations of interface motions in statistical mechanics models”* *Abstract:* *In this talk, I consider the sharp interface limit of the action functional associated to either the Glauber dynamics for Ising systems with Kac potentials or the Glauber+Kawasaki process. The corresponding limit functionals provide, in the sense of large deviations theory, the probability of deviations from the mean curvature flow. I discuss, in the case of smooth interfaces, the derivation of these functionals, for which explicit formulae of the mobility and transport coefficients are given. This is joint work with L. Bertini and A. Pisante.* 15:20 *Michela Ottobre* (Heriot-Watt University, Edimburgh), *“Beyond the Hoermander condition”* *Abstract:* *The study of diffusion processes of elliptic and hypoelliptic type has by now produced a fully-fledged theory, involving several branches of mathematics: stochastic analysis, analysis of differential operators, (sub-)Riemannian geometry and control theory, just to mention the main players. One of the key steps in the development of such a theory has been the seminal paper of Hoermander and a large body of work has been dedicated for over 40 years to the study of diffusion processes under the Hoermander Condition (HC), which is a sufficient condition for hypoellipticity. We propose to study processes that do not, in general, satisfy the HC. In place of the HC, we wish to enforce a weaker condition, the so-called UFG condition, introduced by Kusuoka and Strook with probabilistic motivations, and, independently, by Sussman, Hermann and Lobry, this time in the field of control theory. In particular, Kusuoka and Strook showed that it is still possible to build a solid PDE theory for diffusion semigroups even in absence of the Hoermander condition. We will present new results on the geometry and long time behaviour of diffusion semigroups that do not satisfy the Hoermander condition. Our interest in UFG diffusions stems from the observation that they constitute a large class of SDEs which exhibit multiple invariant measures and such that it is possible to determine in a systematic way the basin of attraction of each equilibrium state. This is a joint work with P. Dobson (Maxwell Institute), T. Cass and D. Crisan (Imperial College).* 16:10 *Boguslaw Zegarlinski* (Imperial College London), *“Hypoelliptic diffusion in noncommutative setup”* *Abstract:* *I will review results and problems concerning hypoelliptic diffusion and coercive (Poincare and Log-Sobolev) inequalities.* Tutti gli interessati sono invitati a partecipare. Classe di Scienze Valeria Giuliani Scuola Normale Superiore Servizio alla Didattica e Allievi tel. 050 509260 Piazza dei Cavalieri, 7 56126 Pisa E-mail: valeria.giuliani(a)sns.it E-mail: classi(a)sns.it

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Politecnico di Milano - Seminario Iacopini
by Laura Maria Sangalli 12 Oct '18

12 Oct '18

Si avvisa che in data 08-11-2018, alle ore 11:30 precise, presso l'Aula Seminari "F. Saleri" VI piano, Dipartimento di Matematica, Politecnico di Milano, si svolgerà il seguente seminario: Relatore Matteo Iacopini, Università Ca’ Foscari Venezia Titolo Bayesian Dynamic Tensor Regression Sommario Multidimensional arrays (i.e. tensors) of data are becoming increasingly available and call for suitable econometric tools. We propose a new dynamic linear regression model for tensor-valued response variables and covariates that encompasses some well known multivariate models such as SUR, VAR, VECM, panel VAR and matrix regression models as special cases. For dealing with the over-parametrization and over-fitting issues due to the curse of dimensionality, we exploit a suitable parametrization based on the parallel factor (PARAFAC) decomposition which enables to achieve both parameter parsimony and to incorporate sparsity effects. Our contribution is twofold: first, we provide an extension of multivariate econometric models to account for both tensor-variate response and covariates; second, we show the effectiveness of proposed methodology in defining an autoregressive process for time-varying real economic networks. Inference is carried out in the Bayesian framework combined with Monte Carlo Markov Chain (MCMC). We show the efficiency of the MCMC procedure on simulated datasets, with different size of the response and independent variables, proving computational efficiency even with high-dimensions of the parameter space. Finally, we apply the model for studying the temporal evolution of real economic networks. Tutti gli interessati sono invitati a partecipare. Cordiali saluti, Laura Sangalli -- Laura Maria Sangalli MOX - Dipartimento di Matematica Politecnico di Milano Piazza Leonardo da Vinci 32 20133 Milano - Italy tel: +39 02 2399 4554 fax: +39 02 2399 4568 email: laura.sangalli(a)polimi.it<mailto:laura.sangalli@polimi.it> url: http://mox.polimi.it/~sangalli

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Seminario VAN DER PAS
by Matteo Ruggiero 12 Oct '18

12 Oct '18

STATISTICS SEMINARS @ COLLEGIO CARLO ALBERTO Venerdì 19 Ottobre 2018, alle ore 12:00, presso il nuovo edificio del Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario: ------------------------------------------------ Stephanie VAN DER PAS (Leiden University) POSTERIOR CONCENTRATION FOR BAYESIAN REGRESSION TREES AND THEIR ENSEMBLES Since their inception in the 1980's, regression trees have been one of the more widely used nonparametric prediction methods. Tree-structured methods yield a histogram reconstruction of the regression surface, where the bins correspond to terminal nodes of recursive partitioning. Trees are powerful, yet susceptible to overfitting. Strategies against overfitting have traditionally relied on pruning greedily grown trees. The Bayesian framework offers an alternative remedy against overfitting through priors. Roughly speaking, a good prior charges smaller trees where overfitting does not occur. In this paper, we take a step towards understanding why/when do Bayesian trees and their ensembles not overfit. We study the speed at which the posterior concentrates around the true smooth regression function. We propose a spike-and-tree variant of the popular Bayesian CART prior and establish new theoretical results showing that regression trees (and their ensembles) (a) are capable of recovering smooth regression surfaces, achieving optimal rates up to a log factor, (b) can adapt to the unknown level of smoothness and (c) can perform effective dimension reduction. These results provide a piece of missing theoretical evidence explaining why Bayesian trees (and additive variants thereof) have worked so well in practice. ------------------------------------------------ Tutti gli interessati sono invitati a partecipare. Il seminario è organizzato dalla "de Castro" Statistics Initiative (www.carloalberto.org/stats) in collaborazione con il Collegio Carlo Alberto. Cordiali saluti, Matteo Ruggiero --- Matteo Ruggiero University of Torino and Collegio Carlo Alberto www.matteoruggiero.it

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numero speciale di DEF
by Rigo Pietro 10 Oct '18

10 Oct '18

La rivista Decisions in Economics and Finance (Springer) dedica un numero speciale al workshop The Mathematics of Subjective Probability (Milano, settembre 2018) Tutti gli interessati (anche se non hanno partecipato al workshop) sono invitati a sottomettere i loro lavori. La deadline e' 28 febbraio 2019. Ulteriori informazioni nel file allegato. Pietro Rigo

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12th Bayesian nonparametrics workshop
by Fabrizio Leisen 08 Oct '18

08 Oct '18

Dear All, the 12th Bayesian nonparametrics (BNP) meeting will be held in Oxford from the 24th to the 28th of June 2019: http://www.stats.ox.ac.uk/bnp12/ The Bayesian nonparametrics conference is a bi-annual international meeting bringing together leading experts and talented young researchers working on applications and theory of nonparametric Bayesian statistics. It is an official section meeting of the Bayesian Nonparametrics section of the International Society for Bayesian Analysis (ISBA). *****CALL for CONTRIBUTED TALKS**** The Scientific Committee invites submissions for possible contributed talks. The deadline for submitting a title/abstract is 15th December 2018. You can submit your abstract at: https://www.stats.ox.ac.uk/bnp12/index.html#abstract *****Call for TRAVEL SUPPORT***** The submission of applications for travel support opens on 1st October 2018 and closes on 15th December 2018. Currently, there are 35 awards that could be either travel awards or accommodation awards. The support is for junior researchers (students currently enrolled in a Dphil (PhD) programme or having graduated after 1st October 2015). The applicant agrees to present her/his work at the conference as a poster or oral if awarded the travel support. Please see the following link for further details. https://www.stats.ox.ac.uk/bnp12/index.html#travelsupport Best Wishes, Fabrizio Leisen -- Fabrizio Leisen Reader in Statistics Director of the Msc programmes in Statistics School of Mathematics, Statistics and Actuarial Sciences Sibson Building, University of Kent, Canterbury, CT2 7FS https://www.kent.ac.uk/smsas/our-people/profiles/leisen_fabrizio.html http://sites.google.com/site/fabrizioleisen/

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Dottorato in Statistica - Univ. Bocconi (2019-2020)
by Antonio Lijoi 08 Oct '18

08 Oct '18

Cari tutti, con preghiera di diffusione, inoltro l'annuncio relativo al bando (allegato) per l'ammissione al PhD in Statistics presso l'Universita' Bocconi, per l'a.a. 2019-2020. La scadenza per la presentazione delle domande e' l'1 Febbario 2019. Saluti, AL ------------------------------------------------- PhD in Statistics - a.y. 2019-2020 Call for applications for PhD student positions ------------------------------------------------- The Bocconi PhD School provides 4 scholarships for the PhD in Statistics and a position with tuition waiver. * Scholarship amount * 20.280 euro per annum in the 1st and 2nd year 15.343 euro per annum in the 3rd and 4th year Further funding is available through teaching and research assistantship. Visit www.unibocconi.eu/admissionphd for detailed information. ** Applications are due by February 1, 2019. ** Within the Bocconi PhD School, the four-year PhD program in Statistics provides a solid grounding for high level research in Statistics, Probability and Data Science. The curriculum is organized over two years of courses and two years entirely devoted to research. Students gain a deep mathematical and methodological preparation through the first-year. The second-year courses provide students with a more specialized competence and focus on topics that may be the object of the doctoral dissertation. The third and forth years are entirely devoted to research. Both theoretical and applied research, including methods for Machine Learning and Data Science, are supported and pursued. Multidisciplinary interchange with other graduate programs in Bocconi’s PhD School, as well as research experience abroad, are encouraged. Highly qualified and motivated students with M.Sc. degrees in Statistics, Mathematics, Economics, Engineering, as well as other quantitatively-oriented fields, are encouraged to apply for admission. Applicants should hold or be on their way to hold a graduate degree or equivalent. For more information about the PhD program in Statistics at Bocconi, visit www.unibocconi.eu/phdstatistics and feel free to contact: Antonio Lijoi (antonio.lijoi(a)unibocconi.it) Angela Baldassarre, PhD administrative assistant (angela.baldassarre(a)unibocconi.it) -- Antonio Lijoi Bocconi University http://mypage.unibocconi.it/antoniolijoi

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seminar announcement
by Marco Scarsini 05 Oct '18

05 Oct '18

October 11th, 2018, 12:00 *Department of Economics and Finance* *LUISS* Room 207, Viale Romania 32 00196 Roma *Speaker: *Vianney Perchet, École Normale Supérieure, Paris *Title: * *“Dynamic Pricing with Finitely Many Unknown Valuations”* *Abstract:* *“We consider revenue maximization in stochastic dynamic pricing where the distribution of buyers' private values is supported on an unknown set of points of unknown cardinality. This choice of setting is well-suited to model scenarios in which buyers are grouped in an unknown number of latent types, characterized by their private values for the good on sale. We focus on the construction of learning algorithm, using ideas and techniques from multi-armed bandit literature. We will show that if there are only two different possible, but unknown, private values, then the learning cost (called ``regret'') is not bigger than if the values are known (but not the demand at those points).We also consider the case of arbitrarily large number of private values, and show that logarithmic regret is only possible under some specific additional assumptions on the model and we provide such an algorithm.”* The calendar of the future seminars can be found at http://economiaefinanza.luiss.it/en/seminari/prossimi-seminari ******************************************************* Marco Scarsini Dipartimento di Economia e Finanza LUISS Viale Romania 32 00197 Roma, ITALY URL: http://docenti.luiss.it/scarsini/

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Seminario di E. Bisi a Milano - Bicocca (5 ottobre 2018)
by Francesco Caravenna 05 Oct '18

05 Oct '18

Scusandomi per lo scarso preavviso, segnalo il seguente seminario di probabilità che si terrà domani a Milano - Bicocca. Nell'ambito del ciclo "Insalate di matematica", venerdì 5 Ottobre alle ore 13.30 Elia Bisi (University College Dublin) terrà un seminario dal titolo: "How long does it take to go through a sequence of N queues?" nell'aula 3014 del Dipartimento di Matematica e Applicazioni dell'Università di Milano-Bicocca (edificio U5, terzo piano, via Cozzi 55, Milano). Trovate il sommario al seguente indirizzo: https://drive.google.com/file/d/1tcyQ3_hxS7SmifbmQ_ZIZT6YUHa86S-L/view?usp=… Tutti gli interessati sono invitati a partecipare. -- _________________________________________ Francesco Caravenna Dipartimento di Matematica e Applicazioni Università degli Studi di Milano-Bicocca Via Cozzi 55, 20125 Milano, Italy http://www.matapp.unimib.it/~fcaraven/ _________________________________________

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Seminario di Probabilità - Padova
by Paolo Dai Pra 05 Oct '18

05 Oct '18

SEMINARIO DI CALCOLO DELLE PROBABILITA' Ho il piacere di invitarvi al seguente seminario, che si terrà Venerdì 12 Ottobre alle 11:30, nella Sala Riunioni del VII piano della Torre Archimede, in Via Trieste 63, Padova, LUISA ANDREIS (Weierstraß-Institut für Angewandte Analysis und Stochastik - WIAS) Titolo: A large-deviations approach to the multiplicative coagulation process Abstract: At least since the days of Smoluchovski, there is a desire to understand the behaviour of large particle systems that undergo chemical reactions of coagulation type. One of the phenomena that attracts much attention is the question for the existence of a phase transition of gelation type, i.e., the appearance of a particle of macroscopic size in the system. In this talk, we consider the (non-spatial) coagulating model (sometimes called the Marcus-Lushnikov model), starting with N particles with mass one each, where each two particles coagulate after independent exponentially distributed times that depend on a given coagulation kernel, function of the two masses. We focus on the case in which the corresponding coagulation kernel is multiplicative in the two masses, hence the process is identified as the multiplicative coagulation process. This case is of particular interest also for its strong relations with the time dependent Erdös-Rényi random graph. We work for fixed time t > 0 and derive, for the number N of initial particles going to infinity, a joint large-deviations principle for all relevant quantities in the system (microscopic, mesoscopic and macroscopic particle sizes) with an explicit rate function. We deduce laws of large numbers and in particular derive from that the well-known phase transition at time t = 1, the time at which a macroscopic particle (the so-called gel) appears, as well as the Smoluchovski characterisation of the statistics of the finite-sized particles. This is a joint work with Wolfgang König and Robert Patterson (WIAS). Paolo Dai Pra

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RTDA mat/06 presso il Dipartimento di Matematica, La Sapienza.
by Faggionato, Alessandra 04 Oct '18

04 Oct '18

Buongiorno è stato pubblicato sul sito web del Dipartimento e di Ateneo il seguente bando per ricercatore a tempo determinato di tipologia A https://web.uniroma1.it/trasparenza/sites/default/files/bando%20RTD_A%202_2… n. 2_2018 per il conferimento di n. 1 posto da ricercatore a tempo determinato Settore concorsuale 01/A3 SSD: MAT/06 scadenza: 1° novembre 2018 Vi prego di trasmetterne notizia ai possibili interessati Grazie per la collaborazione Saluti Alessandra -- ************************************************* 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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1year PostDoc position @ Scuola Normale Superiore
by Daniele Tantari 04 Oct '18

04 Oct '18

A call for a one-year postdoc is open at the Scuola Normale Superiore di Pisa (Italy). The topic of the research is *“**Dynamic networks: measure, model and mitigate financial risks”* and it is funded by the Scuola Normale. The details of the call are at - ITA: *https://www.sns.it/bando/assegno-di-ricerca-la-collaborazione-al-programma-di-ricerca-%E2%80%9Creti-dinamiche-il-rischio-finanziario-misure-e-modelli%E2%80%9D <https://www.sns.it/bando/assegno-di-ricerca-la-collaborazione-al-programma-…>* - ENG: *https://en.sns.it/bando/research-contract-part-research-project-%E2%80%9Cdynamic-networks-measure-model-and-mitigate-financial <https://en.sns.it/bando/research-contract-part-research-project-%E2%80%9Cdy…>* The deadline is October 23. I would be grateful if you could forward this message to any potentially interested candidate. Thanks and all the best, Daniele Tantari

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Seminario di Alessandra Caraceni a Roma Tre il 17/10/18
by Pietro Caputo 03 Oct '18

03 Oct '18

Alessandra Caraceni (University of Bath, UK) Titolo: Polynomial mixing time for edge flips on quadrangulations. Mercoledi' 17 Ottobre 2018 ORE 16:00 Dipartimento di Matematica e Fisica Universita' degli Studi Roma Tre Largo San Leonardo Murialdo,1 - Pal.C - Aula 211 Abstract This talk will revolve around recent joint work with Alexandre Stauffer in which we give the first polynomial upper bound for the relaxation time of the edge flip Markov chain on rooted quadrangulations. A quadrangulation of size n is a connected planar graph endowed with a cellular embedding in the sphere such that all of its n faces have degree 4, considered up to orientation-preserving homeomorphisms of the sphere itself; we call it rooted when it is endowed with a distinguished oriented edge. Given a (rooted) quadrangulation of size n, a step of the Markov chain we are interested in a so-called “edge flip” consists in choosing an edge uniformly at random, deleting it and replacing it with one of the three possible edges (two when the original edge is adjacent to only one face) which, if drawn, recreate a quadrangulation. We will see how one can relate the edge flip chain on quadrangulations to a “leaf translation” chain on plane trees (which has a natural interpretation as a chain on the set of Dyck paths, and on other Catalan structures as well). Having discussed how to set up a successful comparison between the two chains which exploits the well-known bijection by Schaeffer and a specific construction of leaf translations as sequences of edge flips, we shall estimate the relaxation time of the leaf translation chain by improving on a result by Movassagh and Shor.

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4 PhD positions in Stochastics in Bochum and Essen (Germany)
by Hutzenthaler, Martin, Prof. Dr. 03 Oct '18

03 Oct '18

Dear Random, The Research Training Group High-Dimensional Phenomena in Probability - Fluctuations and Discontinuity (RTG 2131), funded by the Deutsche Forschungsgemeinschaft (DFG), invites applications for * 4 Ph.D. positions (salary scale TV-L E 13, 75%; including social benefits) for a three-year structured Ph.D. program. Start of the positions will be October 1st, 2018. The RTG is based at the faculties of mathematics at the three universities of Bochum<http://www.ruhr-uni-bochum.de/>, Dortmund<https://www.tu-dortmund.de/uni/Uni/index.html> and Duisburg/Essen<https://www.uni-due.de/>, Germany. Candidates should have obtained (or be about to obtain) a M.Sc. degree (or equivalent) in mathematics or closely related fields with excellent results, and intend to pursue graduate studies in mathematics within the research areas of the RTG. All graduate students will be expected to work towards a Ph.D. degree at one of the universities in Bochum<http://www.ruhr-uni-bochum.de/> and Duisburg/Essen<https://www.uni-due.de/>. No German language skills are required. The topics of the 4 projects are: * Probabilistic Networks * The separation of time-scales in the Buri-experiment * Applications of isomorphism theorems to continuous state Markov chains and their continuum limits * Strong convergence rates for stochastic partial differential equations For a description of the projects go to https://wiki.ruhr-uni-bochum.de/RTG2131/images/4/4b/Promotionsbeschreibunge… Applications should provide the usual documents: * letter of application * curriculum vitae * copies of certificates * Diploma/masters thesis and relevant publications if available * statement of purpose sketching the applicants' research interests The RTG particularly encourages the applications of female candidates. Disabled persons will be given preferential treatment in cases of otherwise equal qualification. Applications and inquiries should be addressed to: Prof. Dr. Peter Eichelsbacher<http://www.ruhr-uni-bochum.de/ffm/Lehrstuehle/stochastik/eichelsbacher.html>, Coordinator, GRK 2131 Faculty of Mathematics, Ruhr University of Bochum NA 3/66, Universitätsstraße 150, 44780 Bochum, Germany preferably via e-mail to peter.eichelsbacher(a)rub.de<mailto:peter.eichelsbacher@rub.de> DEADLINE: Applications are requested before august 19th 2018 Best wishes, Martin Hutzenthaler ————————————— Prof. Dr. Martin Hutzenthaler University of Duisburg Essen Thea-Leymann-Str. 9 45127 Essen, Germany Phone: +49 (0)201 183 6844 Fax: +49 (0)201 183 2381 martin.hutzenthaler(a)uni-due.de<mailto:martin.hutzenthaler@uni-due.de> https://www.uni-due.de/mathematik/ag_stochastische_analysis/

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Avviso di Seminario: Prof Leonenko
by Enrica Pirozzi 02 Oct '18

02 Oct '18

AVVISO di SEMINARIO Title: Asymptotic properties of the partition function and applications in tail index inference of heavy-tailed data. Prof. N.N. Leonenko School of Mathematics, Cardiff University, UK Abstract: Heavy tailed distributions are of considerable importance in modelling a wide range of phenomena in finance geology, hydrology, physics, queuing theory and telecommunication. We develop a new method for estimating unknown tail index for independent and dependent data. Our estimator is based on a variant of statistics sometimes called empirical structure function or partition function. Joint work with D. Grahovac (Osijek University, Croatia) and M. Taqqu (Boston University, USA). Il seminario si terrà il giorno 8 Ottobre 2018 ore 15:30 nella Aula C primo livello del Dipartimento Matematica e Applicazioni, Università di Napoli FEDERICO II, Complesso di Monte Sant'Angelo, Via Cintia, Napoli. -- 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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Seminario K. Colaneri - Università di Milano-Bicocca
by elena bandini 02 Oct '18

02 Oct '18

Annuncio di Seminario Speaker: Katia Colaneri (University of Leeds) Titolo: Indifference pricing of life insurance contracts in a market with longevity bounds via BSDEs under partial informations. Giovedì' 04 Ottobre 2018, ore 12:00 Dipartimento di Matematica e Applicazioni Università di Milano-Bicocca Via Cozzi 55, Milano - edificio U5 - Aula 3014 Abstract: We investigate the pricing problem of a pure endowment contract when the insurer has a limited information on the mortality intensity of the policyholder. We consider a financial market, where investments in a riskless asset, a risky asset and a longevity bond are allowed. Our modelling framework that takes into account mutual dependence between the financial and the insurance markets via an observable stochastic process, which affects the risky asset and the mortality index dynamics. Computing indifference price amounts to solve a stochastic control problem. Under partial information this methodology requires filtering techniques that can reduce the original control problem to an equivalent problem in complete information. We characterize the value function as well as the indifference price in terms of the solution to a quadratic-exponential backward stochastic differential equation. Tutti gli interessati sono invitati a partecipare. Cordialmente, Elena Bandini

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de Finetti Risk Seminar - October 2018
by Emanuela Rosazza 01 Oct '18

01 Oct '18

On behalf of the Scientific Committee of the de Finetti Risk Seminars, we are glad to invite you to participate at the following Lecture (Boundary) regularity for solutions of the Plateau problem Guido De Philippis Scuola Internazionale Superiore di Studi Avanzati Abstract: Plateau problem consists in finding the surface of minima area spanning a given boundary. Since the beginning of the 50’s the study of this problem led to the development of fundamental tools in Geometric Analysis and in the Calculus of Variations. Aim of the talk is to give an overview of the problem and of the techniques used to solve it. In the end I will also present some recent results concerning boundary regularity. LOCATION: The seminar will be held on Wednesday, October 3, at 18.00 at room 3-E4-SR03, Bocconi University, Via Rontgen 1, 3rd floor, Milano. A refreshment will be offered at 17.30. Scientific Committee: Prof. Simone Cerreia-Voglio (Univ. Bocconi) Prof. Marco Frittelli (Univ. degli Studi di Milano) Prof. Fabio Maccheroni (Univ. Bocconi) Prof. Massimo Marinacci (Univ. Bocconi) Prof. Emanuela Rosazza Gianin (Univ. Milano-Bicocca) Dott. Marco Maggis (Univ. degli Studi di Milano) ******************************************************************************************* Emanuela Rosazza Gianin Dipartimento di Statistica e Metodi Quantitativi Università di Milano-Bicocca Edificio U7 – 4° Piano Via Bicocca degli Arcimboldi, 8 20126 Milano Tel. 02 64483208 Fax. 02 64483105 e-mail: emanuela.rosazza1(a)unimib.it *******************************************************************************************

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Call for Interest: 2 Associate Professor positions
by Roberto Casarin 29 Sep '18

29 Sep '18

Dear Colleagues, The Department of Economics at the Ca’ Foscari University of Venice (DEC) invites expressions of interest for two Associate Professor positions in any area of *Economics*, *Econometrics *and *Finance*. Our Department is devoted to promoting high quality research, seminars and conference activities, with the aim of contributing to the national and international policy debate. QS ranks our Department as top 250 worldwide, Shanghai Ranking as top 300, the most recent Italian National Research Assessment ranked us as fifth economics department in Italy. The Department has been recently financed by the Italian Ministry of Education, University and Research under the program “Departments of Excellence” for the 2018/2022 period. More information about the DEC can be found at http://www.unive.it/pag/28365/. The Associate Professorships are tenured positions. Applicants should have an established track record of publications in top international journals and evidence of recognition in the international academic community, including grant application and project management. Standards of excellence in teaching are also expected. All positions will start in 2019. Applications from scholars working abroad are welcome and treated under a favorable tax waiver scheme. Knowledge of Italian is not required. *Application Instructions** *Applications should be received by October 31st, 2018. They should include a CV, and should be sent to *recruiting.dec(a)unive.it.** * There are no restrictions regarding the nationality of the applicants. DEC is an equal opportunity employer. Please note that this is a call for interest, not a job vacancy announcement. The Department will advertise job vacancies later in the year. best regards Roberto -- Roberto Casarin Professor of Econometrics IMEF Director University Ca' Foscari, Venice Address: San Giobbe 873/b 30121 Venezia, Italy Phone: +39 041.234.91.49 Web: http://venus.unive.it/r.casarin/ IMEF: http://www.unive.it/imef/ -- Nota automatica aggiunta dal sistema di posta.

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Seminario QUINTANA
by Matteo Ruggiero 28 Sep '18

28 Sep '18

STATISTICS SEMINARS @ COLLEGIO CARLO ALBERTO Venerdì 5 Ottobre 2018, alle ore 12:00, presso il nuovo edificio del Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario: ------------------------------------------------ Fernando A. QUINTANA (Pontificia Universidad Catolica de Chile) DISCOVERING INTERACTIONS USING COVARIATE INFORMED RANDOM PARTITION MODELS Combination chemotherapy treatment regimens created for patients diagnosedwith childhood acute lymphoblastic leukemia have had great success inimproving cure rates. Unfortunately, patients prescribed these types oftreatment regimens have displayed susceptibility to the onset ofosteonecrosis. Some have suggested that this is due to pharmacokineticinteraction between two agents in the treatment regimen (asparaginase anddexamethasone) and other physiological variables. Determining whichphysiological variables to consider when searching for interactions inscenarios like these, minus a priori guidance, has proved to be achallenging problem, particularly if interactions influence the responsedistribution in ways beyond shifts in expectation or dispersion only. We propose an exploratory technique that is able to discoverassociations between covariates and responses in a very general way. Theprocedure connects covariates to responses very flexibly through dependentrandom partition prior distributions, and then employs machine learningtechniques to highlight potential associations found in each cluster. Weapply the method to data produced from a study dedicated to learning whichphysiological predictors influence severity of osteonecrosis multiplicatively. ------------------------------------------------ Tutti gli interessati sono invitati a partecipare. Il seminario è organizzato dalla "de Castro" Statistics Initiative (www.carloalberto.org/stats) in collaborazione con il Collegio Carlo Alberto. Cordiali saluti, Matteo Ruggiero --- Matteo Ruggiero University of Torino and Collegio Carlo Alberto www.matteoruggiero.it

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Seminario Prof. N. Leonenko - Roma
by Luisa Beghin 28 Sep '18

28 Sep '18

*Seminario congiunto Università Sapienza - Tor Vergata, Roma* *Mercoledì 3 ottobre 2018* Ore 15:00, Aula 34 (iv piano) Dipartimento di Scienze Statistiche, Sapienza *Titolo: *Limit theorems, scaling of moments and intermittency for integrated finite variance supOU processes *Speaker:* Prof. N. Leonenko (Cardiff University, UK) *Abstract:* Superpositions of Ornstein-Uhlenbeck type (supOU) processes provide a rich class of stationary stochastic processes for which the marginal distribution and the dependence structure may be modeled independently. In this paper we investigate the limiting behavior of integrated supOU processes with finite variance. We show that after suitable normalization four different limiting processes may arise. The type of limit depends on the decay of the correlation function as well as on the characteristic triplet of the marginal distribution. SupOU processes, moreover, may exhibit intermittency, a phenomenon affecting the rate of growth of moments. We establish this rate for each of the four limiting scenarios. The rate changes at some point indicating that there is a change-point in the asymptotic behavior of absolute moments. For such a behavior to be possible, the moments in the limit theorem do not converge beyond some critical point. We show that this point is related to the dependence structure of the supOU process. The intermittency phenomenon appears also in some other models, for example, Intermittency of trawl processes. Joint work with D. Grahovac (Osijek University, Croatia) and M. Taqqu (Boston University, USA). Tutti gli interessati sono invitati ad intervenire. Cordiali saluti. Luisa Beghin *************************************************************** Luisa Beghin Dipartimento di Scienze Statistiche Fac. Ingegneria dell'Informazione, Informatica e Statistica "SAPIENZA" Università di Roma Piazzale Aldo Moro 5, 00185 Roma T (+39) 06 49910543 F (+39) 06 4959241 https://sites.google.com/site/luisabeghin/ *****************************************************************

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Annuncio di seminario a Roma La Sapienza
by Faggionato, Alessandra 27 Sep '18

27 Sep '18

Martedi` 2 Ottobre, ore 14.00 Aula di Consiglio, Dipartimento di Matematica, La Sapienza Speaker: F. Patras (University of Nice) Title: Revisiting chaos expansions and Wick products Abstract: Recently, the interest in the structure of cumulants and Wick products for non-Gaussian variables has been revived, since they both play important roles in M. Hairer’s theory of regularity structures. We present a new approach to the theory based on tools (group actions, Hopf algebras) that allow to understand the theory of Wick products as a deformation, a presentation from which many of their properties follow easily. We also discuss how these ideas appear in the theory of regularity structures. Based on j.w. with K. Ebrahimi-Fard, N. Tapia, L. Zambotti. Cordiali saluti Alessandra Faggionato ************************************************* 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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Premio Cuozzo
by Lucia Caramellino 27 Sep '18

27 Sep '18

L’Università di Roma “Tor Vergata” indice una selezione pubblica, per titoli ed eventuale colloquio, per il conferimento di un premio di studio intitolato “Michele Cuozzo” (11° edizione) destinato ai candidati che abbiano conseguito il titolo di dottore di Ricerca in Matematica presso un’università italiana. Il bando è disponibile all'indirizzo https://www.mat.uniroma2.it/~lucia/Docs_avvisi-dip/PremioCuozzo2018_prot.pdf <https://www.mat.uniroma2.it/~lucia/Docs_avvisi-dip/PremioCuozzo2018_prot.pdf> Scadenza: 26 Ottobre 2018, ore 12:00 +++++++++++++++++++++++++++++ Lucia Caramellino Dipartimento di Matematica Università di Roma “Tor Vergata” Via della Ricerca Scientifica 1 00133 Roma www.mat.uniroma2.it/~caramell <http://www.mat.uniroma2.it/~caramell>

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Autumn School “From interacting Particle systems to Kinetic equations: modelling, control and numerical methods”
by Luca di persio 27 Sep '18

27 Sep '18

Dear colleagues We are happy to announce the following Autumn School *“From interacting Particle systems to Kinetic equations: **modelling, control and numerical methods”* to be held* from* *26th to 30th, November *in* Verona, Italy.* The school is addressed to PhD, and last year master students, and organized in *3 mini-courses*, - "Agent Models of 1st and 2nd order: From micro to macro <https://unimathverona.wixsite.com/optke/carrillo>", José A. Carrillo (Imperial College London); - "Mean-Field optimal control and other types of games <https://unimathverona.wixsite.com/optke/fornasier>", Massimo Fornasier (TU München); - "Efficient Numerical Methods for Kinetic Equations <https://unimathverona.wixsite.com/optke/hu>", Jingwei Hu (Purdue University); and *3 focused **seminars* with tutorial sessions, - "Numerical Methods for Control and Games over Multiscale Agent-Based Models" <https://unimathverona.wixsite.com/optke/kalise>, Dante Kalise (Imperial College London); - "Herding Sheep - a mathematical approach" <https://unimathverona.wixsite.com/optke/totzeck>, Claudia Totzeck (TU Kaiserslautern); - "Uncertainty Quantification for Kinetic Equations of the Collective Behavior <https://unimathverona.wixsite.com/optke/zanella>", Mattia Zanella (Politecnico di Torino). Registration is free but mandatory, and places available are limited. For additional informations refer to the dedicated web-site: https://unimathverona.wixsite.com/optke/, Please, feel free to forward this announcement to people who might be interested in the school. Hope to seeing you in Verona! The local organizers, Giacomo Albi, Ph.D. Dept. of Computer Science University of Verona web: giacomoalbi.com <http://www.giacomoalbi.com/> __ Luca Di Persio - PhD College of Mathematics Dept. of Computer Science - University of Verona strada le Grazie 15 - 37134 Verona - Italy Tel : +39 045 802 7968 <http://www.hpa8.com/>

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Seminario F. Caravenna - Univ. Bocconi, Milano
by Antonio Lijoi 25 Sep '18

25 Sep '18

DEC-Statistics Seminar @ Bocconi University, Milano Thursday, September 27 12:30 Meeting room 3-e4-sr03, Via Roentgen 1, 3rd floor Francesco Caravenna (Universita' degli studi di Milano - Bicocca) Title: Local large deviations and the strong renewal theorem Abstract: We present two different, but related results for random walks with heavy tails (more precisely: in the domain of attraction of a stable law with infinite mean). The first result is a local large deviation upper bound, which improves on the classical local central limit theorem. The second result is the derivation of necessary and sufficient conditions for the so-called strong renewal theorem, which is the analogue of Blackwell's renewal theorem in the case of infinite mean. This solves a long standing problem, which dates back to a classical paper by Garsia and Lamperti (Comment. Math. Helv. 1962). (Based on joint work with Ron Doney) The DEC statistics seminars schedule is available at http://www.unibocconi.eu/statseminar ---------- Please note: If you are a guest and you do not have a Bocconi ID Card to access to the Bocconi Buildings, please communicate your participation by sending an email to arianna.colombo(a)unibocconi.it In addition, we suggest to print, fill out and send the attached form (to give your consent to personal data handling) via email to the same address. In this way, the check-in procedure at the entrance will be faster and easier.

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Seminario di Lorenzo Taggi a Roma Tre il 3/10/18 h16
by Pietro Caputo 24 Sep '18

24 Sep '18

Annuncio di Seminario Speaker: Lorenzo Taggi (TU Darmstadt, Germania) Titolo: Conservative interacting particle systems: "Oil and Water" and "Activated Random Walk". Mercoledi' 03 Ottobre 2018 ORE 16:00 Dipartimento di Matematica e Fisica Universita' degli Studi Roma Tre Largo San Leonardo Murialdo,1 - Pal.C - Aula 211 Abstract We consider two interacting particle systems, Activated Random Walk (ARW) and Oil and Water (OW). One of the main features of these systems is that the number of particles is conserved: This conservation law introduces hard-core constraints and long-range correlations which make the mathematical analysis particularly challenging. In this talk the main questions and results concerning these models are presented: In ARW, if the particle density is small enough, the activity dies out with time, while if the particle density is large enough the activity is sustained; moreover a non-trivial characterization of the critical density is available. Contrary to ARW, no phase transition occurs in OW: The activity dies out with time does not matter how large the particle density is. Based on joint works with E. Candellero and A. Stauffer.

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avviso di seminario: Prof. N.N. Leonenko
by Enrica Pirozzi 24 Sep '18

24 Sep '18

-------------- AVVISO di SEMINARIO Fractional Pearson Diffusions and Continuous Time Random Walks Prof. N.N. Leonenko School of Mathematics, Cardiff University, UK Abstract: We define fractional Pearson diffusions by non-Markovian time change in the corresponding Pearson diffusions. They are governed by the time-fractional diffusion equations with polynomial coefficients depending on the parameters of the corresponding Pearson distribution. We present the spectral representation of transition densities of fractional Pearson diffusions, which depend heavily on the structure of the spectrum of the infinitesimal generator of the corresponding non-fractional Pearson diffusion. Also, we present the strong solutions of the Cauchy problems associated with heavy-tailed fractional Pearson diffusions and the correlation structure of these diffusions. Continuous time random walks have random waiting times between particle jumps. We define the correlated continuous time random walks (CTRWs) that converge to fractional Pearson diffusions (fPDs). The jumps in these CTRWs are obtained from Markov chains through the Bernoulli urn-scheme model and Wright-Fisher model. The jumps are correlated so that the limiting processes are not Lévy but diffusion processes with non-independent increments. The waiting times are selected from the domain of attraction of a stable law. Il seminario si terrà il giorno 27 Settembre 2018 ore 15:00 nella Aula G terzo livello del Dipartimento Matematica e Applicazioni, Università di Napoli FEDERICO II, Complesso di Monte Sant'Angelo, Via Cintia, Napoli. 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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Seminar at Dep. of Economics - Verona, 27 September 2018, Giacomo Bormetti
by Alessandro Gnoatto 24 Sep '18

24 Sep '18

Dear all, On Thursday 27 September 2018 at 12.00 - Polo Santa Marta, Via Cantarane 24, Sala Vaona Prof. Giacomo Bormetti - University of Bologna will give the seminar "Modeling correlation dynamics with canonical Vines" Abstract: When modeling correlation dynamics, tackling the issue of positive definiteness is a challenging task. At high frequencies in a multivariate financial setting, observational noise and asynchronicity makes the goal even more difficult. After reviewing different observation-driven approaches available in literature, I will focus on a recently proposed modeling framework based on regular vines. Please also find attached the full list of our Finance seminars. Feel free to forward this announcement to your colleagues. Best Regards, -- Prof Alessandro Gnoatto, PhD Dipartimento di Scienze Economiche Università degli Studi di Verona Via Cantarane 24 37129, Verona, Italy Room 1.05 Tel: +39 045 802 8537 Homepage: www.alessandrognoatto.com E-mail: alessandro.gnoatto(a)univr.it -------------------------------------------------- View my research on my SSRN Author page: http://ssrn.com/author=1615989 --------------------------------------------------

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Position at Luxembourg University (repost)
by Giovanni Peccati 21 Sep '18

21 Sep '18

Dear All, I would like to announce once again the opening of a very attractive full professor position in data science at Luxembourg University. A detailed discussion can be found here https://wwwen.uni.lu/university/news/slideshow/university_receives_2_5_mill… together with a link to the application page. Best regards, GP -- Prof. Giovanni Peccati ------------------------------------------ UR en Mathématiques Faculté des Sciences, de la Technologie et de la Communication ------------------------------------------ Université du Luxembourg ----------------------------------------- homepage: http://sites.google.com/site/giovannipeccati/Home E-mail: giovanni.peccati(a)gmail.com

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Scaling limits & SPDEs, Cambridge, 10-14 dec 2018
by A. Giuliani 20 Sep '18

20 Sep '18

Dear colleague, this is an announcement of the workshop `Scaling limits & SPDEs: recent developments and future directions' which will be held at the Isaac Newton Institute (INI) for Mathematical Sciences in Cambridge, UK, from December 10 to 14, 2018, see http://www.newton.ac.uk/event/srqw03 [www.newton.ac.uk] We invite all the interested participants to register as soon as possible on the website. DEADLINE FOR APPLICATIONS IS **SEPTEMBER 30, 2018** There is limited financial support available for students and young researchers; if you wish to apply for a grant, please indicate it in the application form. The workshop is the closing event of the 4-months programme `Scaling limits, rough paths, quantum field theory', which will be held at INI from September 3, to December 21, 2018, see https://www.newton.ac.uk/event/srq [www.newton.ac.uk] The confirmed speakers are: Cedric Bernardin Iwan Corwin Jean-Dominique Deuschel Franco Flandoli Yan Fyodorov Christophe Garban Gianbattista Giacomin Alessandro Giuliani Martin Hairer Claudio Landim Pierre Le Doussal Ian Melbourne Eveliina Peltola Jeremy Quastel Remi Rhodes Slava Rychkov Makiko Sasada Hao Shen Panagiotis Souganidis Herbert Spohn Hendrik Weber Weijun Xu Please forward this announcement to all the potentially interested colleagues and students. Thanks and best regards, Patricia Goncalves Antti Kupiainen Felix Otto Jeremy Quastel

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Spring school on Random Interfaces
by Luigi Amedeo Bianchi 19 Sep '18

19 Sep '18

Dear all, this is the first announcement for the spring school on Random Interfaces to be held at the University of Augsburg, Germany, for three full days from March 13th to March 15th, 2019. The school will focus on random interfaces, both continuous (approached by means of stochastic partial differential equations) and discrete (together with their hydrodynamic limits). The school will feature a main course by Tadahisa Funaki (Waseda University/University of Tokyo), a minicourse by Fabio Toninelli (Université Claude Bernard Lyon 1) and an invited lecture by Dimitra Antonopoulou (University of Chester). A poster session for participants is also foreseen. This spring school is intended for PhD students and young researchers, but open for everyone. Registration to the school is free, but compulsory for organisatorial purposes. Limited funds are available to offer financial support to some selected students and young researchers (post-docs). The deadline for application is 15th December 2018. More information and the registration form are available on the website https://www.math.uni-augsburg.de/de/prof/ana/Workshops_Tagungen/Spring-Scho… <https://www.math.uni-augsburg.de/de/prof/ana/Workshops_Tagungen/Spring-Scho…> We are looking forward to seeing you in Augsburg. The organisers, Lisa Beck, Luigi Amedeo Bianchi, Dirk Blömker, Franco Flandoli, Marco Romito, Dario Trevisan

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I: Avviso di seminario
by Massimo Campanino 18 Sep '18

18 Sep '18

Il giorno 20 settembre alle ore 14 nell'Aula Seminario 2 del Dipartimento di Matematica dell'Università di Bologna in piazza Porta S. Donato 5 il prof. Pietro Rigo del Dipartimento di Matematica dell'Università di Pavia terrà un seminario dal titolo: CLASSICAL VERSUS COHERENT CONDITIONAL PROBABILITIES ABSTRACT: The standard (Kolmogorovian) notion of conditional probability is compared with the (de Finettian) notion based on the coherence principle. Each notion has both merits and drawbacks, and the talk aims to highlight them with special attention to the connection points. Various results, both old and new, are discussed and some open problems are mentioned. The talk is split into four parts. (i) Classical (Kolmogorovian) conditional probabilities; (ii) Disintegrability; (iii) Coherent (de Finettian) conditional probabilities; (iv) Some statistical implications.

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Fwd: DEM Workshop in Financial Mathematics - Verona 31.10. (fwd)
by Tiziano Vargiolu 18 Sep '18

18 Sep '18

Dear All, We are pleased to announce the "DEM Workshop in Financial Mathematics?, taking place at the Department of Economics (University of Verona, Italy) on October 31st, 2018. Description: the workshop is organised by the PhD course "Dottorato in Economia e Management" (DEM). Speakers will present recent developments in financial mathematics with focus on numerical methods, xVA and commodity markets. Speakers: Giorgia Callegaro (University of Padova) Daniele Marazzina (Politecnico of Milan) Andrea Pallavicini (Banca IMI and Imperial College London) Christa Cuchiero (University of Vienna) Registration: Registration is free. Interested participants are requested to register via an E-Mail to alessandro.gnoatto(a)univr.it Website/Program: See http://dse.univr.it/demwfm/ Best Regards, Alessandro Gnoatto

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Fwd: Fw: Job advert
by Marco Romito 18 Sep '18

18 Sep '18

ricevo e inoltro m. -------- Forwarded Message -------- Subject: Fw: Job advert Date: Thu, 13 Sep 2018 19:20:49 +0000 From: Pennanen, Teemu <teemu.pennanen(a)kcl.ac.uk> Dear Random, We would like to advertise the following position via your mailing list: Lecturer in Financial Mathematics King's College London https://my.corehr.com/pls/kingrecruit/erq_jobspec_version_4.jobspec?p_id=00… Deadline 14 October 2018. Please let me know if you require more info. Best, Teemu --------------------------------------------------------------------------------------------------- Professor of Mathematical Finance, Probability and Statistics Department of Mathematics King's College London http://www.mth.kcl.ac.uk/~teemu/

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Concorso Ricercatore tipo B - Lecce
by Enrico Priola 18 Sep '18

18 Sep '18

Gentili colleghi, con l'invito a volerne dare la massima diffusione, vi segnalo che e' uscito il bando per una posizione da Ricercatore a tempo Determinato tipo B nel settore MAT/06 (Probabilità e Statistica Matematica) presso il Dipartimento di Matematica e Fisica "E. De Giorgi" dell'Università del Salento. https://www1.unisalento.it/c/document_library/get_file?p_l_i d=63872469&folderId=64317337&name=DLFE-355230.pdf Un saluto. Prof. Diego Pallara Dipartimento di Matematica e Fisica "E. De Giorgi" Università del Salento diego.pallara(a)unisalento.it

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Eurocast 2019 – 30 years - Stochastic Models and Applications to Natural, Social and Technical Systems
by Antonio DI CRESCENZO 17 Sep '18

17 Sep '18

Dear Colleagues, we are pleased to inform you about the Conference Eurocast 2019 – 30 years 17th International Conference on Computer Aided Systems Theory Museo Elder de la Ciencia y la Tecnología. Las Palmas de Gran Canaria, Spain 17-22 February, 2019 http://eurocast2019.fulp.ulpgc.es/ Among the planned activities we point out the following workshop, that we hope you find of interest. An extended two pages abstract must be sent by the Abstract Submission form before November 15, 2018. *Stochastic Models and Applications to Natural, Social and Technical Systems (Nobile, Di Crescenzo)* The Workshop deals with theory and applications of probability in the modeling of random phenomena in the natural sciences, social sciences and technology, focusing on mathematical theory, analytical, algorithmic, experimental approaches and computational methods. Practical applications of stochastic models to diverse areas such as biology, computer science, telecommunications modeling, inventories, reliability, queueing theory, optimization and operations research are very welcome as well. Attention is given also to probabilistic methods in data science and related areas, and their applications to the treatment of big data. Many greetings, Amelia Nobile and Antonio Di Crescenzo

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Special Issue “Applications of Stochastic Optimal Control to Economics and Finance” in Risks
by salvatore federico 14 Sep '18

14 Sep '18

[Risks] Feature Paper (Free of Charge) Invitation for Special Issue “Applications of Stochastic Optimal Control to Economics and Finance” – edited by Salvatore Federico (University of Siena), Giorgio Ferrari (University of Bielefeld) and Luca Regis (University of Siena). We are pleased to inform you that we are guest editing for a special issue entitled “Applications of Stochastic Optimal Control to Economics and Finance” which will be published in //Risks// (<http://www.mdpi.com/journal/risks>http://www.mdpi.com/journal/risks <http://www.mdpi.com/journal/risks>, ISSN 2227-9091). This special issue is now open to receive submissions of full research articles and comprehensive review papers for peer-review. Details can be found at the following link: http://www.mdpi.com/journal/risks/special_issues/Stochastic_Optimal_Control <http://www.mdpi.com/journal/risks/special_issues/Stochastic_Optimal_Control> We welcome your contribution that will be peer-reviewed. If accepted, your article will be published free of charge (in Open Access form). Let me know as soon as possible if you can contribute by sending a tentative title and short abstract by email. The submission deadline is *30 November 2018*but it can be extended upon request. We also encourage authors to send a short abstract or tentative title to the Editorial Office (risks(a)mdpi.com <mailto:risks@mdpi.com> <mailto:risks@mdpi.com><mailto:risks@mdpi.com> <mailto:risks@mdpi.com>). For further details on the submission process, please see the instructions for authors at the journal website (<http://www.mdpi.com/journal/risks/instructions>http://www.mdpi.com/journal/risks/instructions <http://www.mdpi.com/journal/risks/instructions>) //Risks//is fully open access. Open access (unlimited and free access by readers) increases publicity and promotes more frequent citations, as indicated by several studies. Open access is supported by the authors and their institutes. This year, 2018, Risks has been accepted for funding by the Knowledge Unlatched initiative (http://www.knowledgeunlatched.org <http://www.knowledgeunlatched.org/>). The Article Processing Charges (350 CHF) for papers published in the journal are fully covered via the Knowledge Unlatched crowd-funding mechanism. Please note this is a pilot program experimenting ways to support authors in the humanities and social sciences fields publishing in open access format. Thank you very much in advance for your consideration of this request. Salvatore Federico Giorgio Ferrari Luca Regis Guest Editors of Special Issue “Applications of Stochastic Optimal Control to Economics and Finance”

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Luiss seminar, dott. Marco Bianchetti
by Sara 14 Sep '18

14 Sep '18

Dear all, on October 18 at 12 in Room 207, Marco Bianchetti, Unicredit, Head of Fair valuation and Financial risk models will give the following seminar: Title: "Bitcoin, Brexit and other Bubble Stories - Evidence from Quantitative Models" Abstract "We develop a bubble detection methodology based on a combination of quantitative models, calibration approaches, global stochastic optimization algorithms, and sentiment analysis. We apply such methodology to a variety of financial data related to cryptocurrency, Brexit and tech bubbles, confirming ex-ante a number of bubble events actually observed ex-post." -- Sara Biagini, Professor of Mathematical Finance Department of Economics and Finance LUISS Guido Carli Address: viale Romania, 32 - 00197 Roma Web: http://sites.google.com/site/sarabiagini/

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1year PostDoc position @ Scuola Normale Superiore
by Daniele Tantari 11 Sep '18

11 Sep '18

A call for a one-year postdoc is open at the Scuola Normale Superiore di Pisa, related to the project *“UNSUPERVISED LEARNING WITH MULTI-LAYER BOLTZMANN MACHINES: A STATISTICAL MECHANICS PERSPECTIVE”,* funded by Istituto Nazionale d'Alta Matematica. The topic of the research concerns Mathematical aspects of Data Mining through Neural Networks and applications, with emphasis to the study of phase transitions in inference and learning from a Statistical Mechanics perspective. The details of the call are at https://www.altamatematica.it/blog/2018/09/05/bando-di-concorso-a-n-1-asseg… The deadline is October 4, 2018. I would be grateful if you could forward this message to any potentially interested candidate. You can contact me for any further information. Thanks and all the best, Daniele Tantari

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International Conference in Venice - CALL FOR PARTICIPATION
by Monica Billio 10 Sep '18

10 Sep '18

CREDIT2018 <http://www.greta.it/credit/credit2018/credit2018.htm> * * *GRETA Associati *(Venice, Italy), the *European Investment Fund *(EIF, Luxembourg), *European DataWarehouse*(Frankfurt am Main, Germany) and *Intesa Sanpaolo *(Milan, Italy) are co-sponsors of a Conference to be held in Venice on September 27-28, 2018.* * 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 events in financial markets and may, in turn, suggest fruitful directions for future research. * * The Conference, organised under the auspices of the *Department of Economics**of the University Ca’ Foscari of Venice*, *ABI - Italian Banking Association* and *European Investment Bank*, is the seventeenth of a series dedicated to various aspects of credit risk.** The Scientific Committee consists of: *Hans Degryse *(KU Leuven, Halle Institute for Economic Research & CEPR, Programme Chair) *Monica Billio *(Ca’ Foscari University of Venice & GRETA) *Vasso Ioannidou *(Lancaster University & CEPR) *Helmut Kraemer-Eis *(European Investment Fund) *Jan Pieter Krahnen *(SAFE - Goethe University) *Steven Ongena *(University of Zurich, Swiss Finance Institute, KU Leuven & CEPR) *Guillaume Plantin*(Sciences Po & CEPR) *Stephen Schaefer *(London Business School) *Enrico Sette *(Bank of Italy) *Ludovic Thebault *(European DataWarehouse) Sponsors** *GRETA* <http://www.greta.it/> *EIF* <http://www.eif.org/index.htm> *European Datawarehouse* <https://eurodw.eu/> *IntesaSanpaolo* <http://www.group.intesasanpaolo.com/scriptIsir0/si09/eng_index.jsp> Auspices** *ABI* <http://www.abi.it/Pagine/default.aspx> *EIB* <http://www.eib.org/> <http://www.unive.it/pag/16892> **PROGRAMME ** *Thursday, September 27 2018* * 9.15 - 11.00 Session I: RECENT DEVELOPMENTS IN CREDIT RISK MEASUREMENT *- Chairman: *Hans Degryse* (KU Leuven, Halle Institute for Economic Research & CEPR) • *Key-note talk:* /Trade Credit - for Better or Worse: Contagion, Risk-sharing, and Pricing/, *Tor Jacobsen*(Sweden's Central Bank) • /Credit Risk Analysis Using Machine and Deep Learning Models/, Peter Martey Addo (French Development Agency & Laboratory of Excellence for Financial Regulation, Paris), *Dominique Guegan* (Laboratory of Excellence for Financial Regulation, Paris, University Paris 1 Pantheon Sorbonne & Ca’ Foscari University of Venice) and Bertrand Hassani(Laboratory of Excellence for Financial Regulation, Paris & Capgemini Consulting, Courbevoie) - Discussant: *Monica Billio *(Ca’ Foscari University of Venice & GRETA) • /Estimation of Probability of Default with Machine Learning Techniques: A Comparative Approach/, *Stefano Bonini *(Accenture Finance&Risk & University of Bologna) and Giuliana Caivano (Accenture Finance&Risk & University of Bologna) - Discussant: *Roberto Casarin *(Ca’ Foscari University of Venice & GRETA) *11.30 - 13.00 Session II: DISCIPLINING BANKS, BAILOUTS AND BAIL-INS *- Chairman: *Alain Monfort *(CREST & Bank of France) • /Unconventional Monetary Policy and Credit Rating Inflation/, Nordine Abidi (European Central Bank), *Matteo Falagiarda* (European Central Bank)and Ixart Miquel-Flores (European Central Bank) - Discussant: *Stephen Schaefer* (London Business School) • /Sharing the Pain? Credit Supply and Real Effects of Bank Bail-ins/, Thorsten Beck (University of London, CEPR & CESifo), Samuel Da-Rocha-Lopes(European Banking Authority & Nova School of Business & Economics, Lisbon) and *André F. Silva* (University of London & International Monetary Fund) - Discussant: *Hans Degryse* (KU Leuven, Halle Institute for Economic Research & CEPR) • /Does Size Matter? Bailouts with Large and Small Banks/, Eduardo Dávila (New York University & NBER) and*Ansgar Walther* (University of Warwick) - Discussant:*Guillaume Plantin *(Sciences Po & CEPR) *14.30 - 16.00 Session III: * *BANK LENDING POLICIES *- Chairman: *Stephen Schaefer* (London Business School) • /Adapting Lending Policies When Negative Interest Rates Hit Banks’ Profits/, Oscar Arce (Bank of Spain), Miguel García-Posada (European Central Bank), *Sergio Mayordomo* (Bank of Spain) and Steven Ongena(University of Zurich, Swiss Finance Institute, KU Leuven & CEPR) - Discussant:*Glenn Schepens* (European Central Bank) • /Loan Underwriting Time: A New Determinant of Bank Lending Standards/, Mikel Bedayo (Bank of Spain), *Gabriel Jiménez* (Bank of Spain), José-Luis Peydró(ICREA, Pompeu Fabra University, Barcelona Graduate School of Economics, Imperial College London & CEPR) and Raquel Vegas(Bank of Spain)- Discussant: *Mike Mariathasan* (KU Leuven) • /Can Technology Undermine Macroprudential Regulation? Evidence from Peer-to-Peer Credit in China/, Fabio Braggion(Tilburg University & CentER), *Alberto Manconi* (Bocconi University) and Haikun Zhu(Tilburg University & CentER) - Discussant: *Christoph Basten *(University of Zurich) *16.00 - 17.00 Poster Session 1* *17.00 - 18.00 Session IV: DEFAULTS: TIME AND CONTAGION *- Chairman: *Domenico Sartore *(Ca’ Foscari University of Venice & GRETA)** • /Disastrous Defaults/, Christinan Gouriéroux(University of Toronto & Toulouse School of Economics), Alain Monfort (CREST & Bank of France), Sarah Mouabbi (Bank of France) and *Jean-Paul Renne*(HEC Lausanne) - Discussant: *Andrea Giacomelli *(Knowshape & GRETA) • /Time Matters: How Default Resolution Times Impact Final Loss Rates/, *Jennifer Betz* (Regensburg University), Ralf Kellner (Regensburg University) and Daniel Rösch (Regensburg University) - Discussant: *Alain Monfort* (CREST & Bank of France) *Friday, September 28 2018* *9.00 - 11.00 Session V: ***DEFAULTS, DEFAULT RISK AND DERIVATIVES**- Chairman: *Helmut Kraemer-Eis *(European Investment Fund)** • /The European Venture Capital Landscape: an EIF Perspective/, Helmut Kraemer-Eis (European Investment Fund) and *Simone Signore*(European Investment Fund) /• Residential Mortgage Defaults and Positive Equity: Lessons from Europe/, Virginia Gianinazzi (Università della Svizzera Italiana & Swiss Finance Institute), Loriana Pelizzon (Ca' Foscari University of Venice & SAFE-Goethe University Frankfurt)and *Alberto Plazzi* (Università della Svizzera Italiana & Swiss Finance Institute)- Discussant: *Ludovic Thebault* (European DataWarehouse) • /Credit Default Swaps Around the World: Investment and Financing Effects/, Söhnke M. Bartram (Warwick Business School), Jennifer Conrad (University of North Carolina at Chapel Hill), Jongsub Lee (University of Florida) and *Marti G. Subrahmanyam* (New York University) - Discussant: *Yalin Günduz* (Deutsche Bundesbank) • /The Differential Impact of Leverage on the Default Risk of Small and Large Firms/, Lara Cathcart (Imperial College London), Alfonso Dufour (ICMA Centre & University of Reading), Ludovico RossiICMA Centre & University of Reading) and *Simone Varotto* (ICMA Centre & University of Reading) - Discussant: *Roberto Savona *(University of Brescia) *11.30 - 13.15 Session VI: ***BANKS, COLLATERAL AND ASYMMETRIC INFORMATION **- Chairman: *Davide Alfonsi *(Intesa Sanpaolo, Turin)** •*Key-note talk: *C/ustomers and Investors: A Framework for Understanding Financial Institutions/, *Robert Merton*(Massachusetts Institute of Technology & NBER) • /Collateral and Asymmetric Information in Lending Markets/, Vasso Ioannidou (Lancaster University & CEPR), *Nicola Pavanini*(Tilburg University & CEPR) and Yushi Peng (University of Zurich & Swiss Finance Institute) - Discussant: *Bogdan Stacescu* (BI Norwegian Business School) • /Lending Relationships and the Collateral Channel/, Gareth Anderson (Bank of England), Saleem Bahaj (Bank of England), *Matthieu Chavaz* (Bank of England), Angus Foulis(Bank of England) and Gabor Pinter (Bank of England) - Discussant: *Olivier De Jonghe* (National Bank of Belgium & Tilburg University) *14.30 - 16.00 PANEL Session***: SMALL BUSINESS RISK, FINANCIAL REGULATION AND BIG DATA ANALYTICS**- Moderator: *Fabrizio Galimberti* (Columnist, Il Sole 24 Ore) *_Participants:_* *D**avide Alfonsi *(Group Risk Manager, Intesa Sanpaolo, Turin) *Renzo Avesani* (Chief Risk Officer, Unipol Gruppo Finanziario, Bologna) *Francesco Giavazzi* (Full professor of Economics, Bocconi University, Milan) *Dale Gray* (Senior Risk Expert, International Monetary Fund, Washington) *Nina B. Shapiro* (former Vice President Finance and Treasurer, World Bank Group's International Finance Corporation, Washington) *16.00 - 17.00 Poster Session 2* *17.00 - 18.15 Session VII: BANKS AND INCENTIVES *- Chairman: *Ludovic Thebault* (European DataWarehouse) • *Key-note talk:* /Marking to Market versus Taking to Market/, *Guillaume Plantin*(Sciences Po & CEPR) • /Bank Bonus Pay as a Risk Sharing Contract/, *Matthias Efing*(HEC Paris), Harald Hau (University of Geneva, CEPR & Swiss Finance Institute), Patrick Kampkötter(University of Tübingen) and Jean-Charles Rochet (University of Geneva & Swiss Finance Institute) - Discussant: *Roman Goncharenko* (University of Vienna moving to KU Leuven) **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/credit2018/credit2018.htm_). Registration fees are: Academics: 300 Euro + VAT Practitioners: 1000 Euro + VAT PhD Students*: 130 Euro + VAT ** *VAT is currently 22%* *Students will have to provide valid proof of their student status. The registration fees cover: * Admission to all scientific sessions * Lunches and coffee service during the Conference * Conference kit The registration fees do not fully cover the conference dinner on September 27th, 2018, for which there is an extra charge of 90.00 Euro per person (conference attendees as well as accompanying persons). More detailed information available on the Conference website: http://www.greta.it/credit/credit2018/credit2018.htm -- Nota automatica aggiunta dal sistema di posta.

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1year PostDoc position (applications by September, 12th)
by Giacomo Aletti 05 Sep '18

05 Sep '18

Sorry for cross-posting. Public competition for one year type b fellowship for collaboration to research activities in the scientific area of mathematical and computer sciences (see attached file for detailed description). Please share these documents with possible interested candidates. Thank you, Giacomo Aletti -- ------------------------------- Giacomo Aletti, Full Professor (Probability Theory and Mathematical Statistics) Department of Environmental Science and Policy (ESP) ADAMSS Centre (ex MIRIAM) Advanced Applied Mathematical and Statistical Sciences Università degli Studi di Milano Via Saldini, 50 20133 Milano, Italy Tel: +39-02-503.16158 Fax:+39-02-503.16090 Cell: +39-340-9739142

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(senza oggetto)
by Sara 04 Sep '18

04 Sep '18

Con preghiera di diffusione ------------------------------------------------------------------------------------------------------------------------------- Dear Colleagues, This is to announce the opening of a new post-doc position on " *Energy and capacity* prices " at LUISS University in Rome. The length is 3 years, starting in the first semester 2019 The deadline for applications is September 28th, 2018, h.14:00 Central European Time. Details and the application form at the following link http://economiaefinanza.luiss.it/en/node/5166 Please share this announcement with whoever might be interested Kindest regards, -- Sara Biagini, Professor of Mathematical Finance Department of Economics and Finance LUISS Guido Carli Address: viale Romania, 32 - 00197 Roma Web: http://sites.google.com/site/sarabiagini/

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Winter School on “Stochastic PDEs and Mean-Field Games” Bologna, January 15-16, 2019, First Announcement
by Alberto Lanconelli 03 Sep '18

03 Sep '18

We are pleased to announce the Winter School on “Stochastic PDEs and Mean-Field Games” to be held at the Department of Mathematics of the University of Bologna on January 15-16, 2019. This is a two-day scientific activity consisting of the following two courses: 1) Stochastic PDEs, by Franco Flandoli (Scuola Normale Superiore, Pisa, Italy) 2) Mean-Field Games, by François Delarue (Université Nice-Sophia Antipolis, Nice, France) The two courses, having an introductory nature, are mainly addressed to PhD students and young researchers. Participants are also given the opportunity to deliver talks. There is no participation fee. However, for organizational reasons, we kindly ask you to register. For more information please visit https://events.unibo.it/spde-mfg We look forward to meeting you in Bologna. Organizing Committee Andrea Cosso, Università di Bologna Alberto Lanconelli, Università di Bologna Stefano Pagliarani, Università di Udine Andrea Pascucci, Università di Bologna Antonello Pesce, Università di Bologna

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MAM10 - Conference on Matrix Analytic Methods
by Federico Poloni 26 Aug '18

26 Aug '18

The Tenth International Conference on Matrix-Analytic Methods in Stochastic Models (MAM10) will be held in Hobart, Australia, on February 13-15, 2019. MAM10 aims to bring together researchers working on the theoretical, algorithmic and methodological aspects of matrix-analytic methods and the applications of such methods across a broad spectrum of research fields. MAM10 provides an international forum for: - Presenting recent results on theory, algorithms and applications of matrix-analytic methods; - Discussing methodologies and the related algorithmic analysis; - Improving collaborations among researchers in applied probability, engineering and numerical analysis; - Tracing the current state of the art and the lines of the future research, pointing out the main topics of interest. Informal proceedings comprised of the accepted abstracts will be distributed at the conference. Keynote Speakers (confirmed): Søren Asmussen, Jevgenijs Ivanovs, Giang Nguyen, Zbigniew Palmowski, and Phil Pollett. Sponsors: Australian Mathematical Sciences Institute (AMSI), ARC Centre of Excellence for Mathematical and Statistical Frontiers (ACEMS), Australian Laureate Fellow Professor Peter Taylor, Professor Andrew Bassom The organising committee is currently negotiating with the publishers of Stochastic Models, with a view to reserve a Special Issue of the journal to papers associated with MAM10. Research results presented at the conference can be submitted to that Special Issue, which will undergo an independent evaluation process according to the regular standards of Stochastic Models. A preliminary schedule of the conference and the publication process is as follows (TBC): Registration starts – August 2018 Short abstract (of the talk) submission deadline – September 15, 2018 Notification of short abstract acceptance – October 1, 2018 Extended abstract submission deadline – November 15, 2018 Conference – February 13-15, 2019 Special issue submission deadline – June 1, 2019 For full details, including LaTeX templates, please refer to the conference website. Conference Chair: Malgorzata O’Reilly, University of Tasmania, Australia Program Co-Chairs: Sophie Hautphenne, University of Melbourne, Australia Federico Poloni, University of Pisa, Italy MAM10 website: http://www.maths.utas.edu.au/People/oreilly/mam/mam10.html (To be updated.) -- --federico poloni Dipartimento di Informatica, Università di Pisa http://www.di.unipi.it/~fpoloni/ tel:+39-050-2213143

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Esperti di matematica e statistica per Ercea
by Antonio DI CRESCENZO 24 Aug '18

24 Aug '18

L’Agenzia Esecutiva del Consiglio Europeo della Ricerca (ERCEA) seleziona agenti del Programma di Ricerca in Matematica e/o Statistica. Per questo, organizza un bando di concorso per la creazione di un elenco di riserva di massimo 15 candidati (riferimento: ERCEA/TA/164/2018). Le domande vanno presentate entro domenica 16 settembre 2018 alle 12 (ora di Bruxelles). link: https://www.epsoconcorsi.com/esperti-matematica-statistica-ercea/

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Fwd: Assistant Professor with possible tenure track agreement (fwd)
by Tiziano Vargiolu 21 Aug '18

21 Aug '18

---------- Forwarded message --------- From: Eller, Brigitte <Brigitte.Eller(a)uibk.ac.at> Date: mar 7 ago 2018 alle ore 12:59 Subject: Assistant Professor with possible tenure track agreement The department of mathematics (at the faculty of mathematics, computer science and physics) at the University of Innsbruck seeks to fill the position of a full-time (40 hours per week) assistant professor as of February 01, 2019. The position is limited to 6 years. However, a tenure track agreement can be offered within the first year of employment. Upon positive evaluation the position is converted into a tenured associate professorship. MAIN TASKS The holder of the position is expected to do independent research in a modern field of mathematical statistics, to acquire third-party funding and to build up a research group. The holder of the position is expected to prepare and conduct teaching at university level within the study programs of the department of mathematics (in English and German). Participation in the teaching of students in other study programs and faculties is also expected. Moreover, the holder of the position is expected to supervise students. In addition to duties in research and teaching, the holder of the position is expected to initiate cooperations within the department of mathematics and the university and to take part in academic self-management. JOB REQUIREMENTS a) excellent doctoral degree in mathematics or in mathematical statistics b) postdoc experience, teaching experience at university level desirable c) relevant scientific achievements beyond dissertation/PhD level, in particular independent publication activity d) research experience in at least one modern field of mathematical statistics e) relevant research success documented via publications in leading international, refereed journals and lectures?at international conferences/workshops f) experience with third-party funding and with academic self-management g) experience in the acquisition of third-party funding would be an advantage h) mobility experience i) the ability to work in a team and communication skills SALARY For this position the minimum gross salary is ? 3.711 / month (14 times). There is a wage increase with relevant working experience. Furthermore the university offers numerous attractive corporate employee benefits. (https://www.uibk.ac.at/universitaet/zusatzleistungen/index.html.en ) APPLICATION DOCUMENTS The application has to be submitted in English or German. It has to include the following: curriculum vitae including a description of the scientific and professional career, a list of scientific publications in which all publications that can be assigned to the dissertation are marked, list of talks, list of courses taught and credentials. Please also submit a research and teaching statement (with a maximum of two pages each) and the names of at least three persons who are willing to write a letter of reference. We encourage applications of female scientists. We are looking forward to your online application (chiffre MIP 10008) by 14.09.2018 under the following link: https://orawww.uibk.ac.at/public/karriereportal.home (legally binding text in German) https://www.uibk.ac.at/public-relations/grafik_design/images/logo/download/ signaturen/institute/mathematik.jpg Universit?t Innsbruck Institut f?r Mathematik Brigitte Eller Technikerstra?e 13, ZiNr. 702, 6020 Innsbruck Telefon +43 512 507-53802 Fax +43 512 507-53899 E-Mail brigitte.eller(a)uibk.ac.at ____________________________________________________________________________ To unsubscribe from the EWM-ALL list, click the following link: https://www.jiscmail.ac.uk/cgi-bin/webadmin?SUBED1=EWM-ALL&A=1

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Senior Lectureship in Statistics At Birkbeck, University of London (fwd)
by Tiziano Vargiolu 20 Aug '18

20 Aug '18

---------- Forwarded message --------- From: Sarah Hart <s.hart(a)bbk.ac.uk> Date: mer 8 ago 2018 alle ore 13:52 Subject: Senior Lectureship in Statistics At Birkbeck, University of London Dear all, We are recruiting for a Senior Lecturer in Statistics at Birkbeck (part of the University of London), to start January 2019 or as soon as possible thereafter. The job is full-time and permanent, with a salary range of ?54,268 - ?60,600. The closing date is August 31st. https://cis7.bbk.ac.uk/vacancy/senior-lecturer-in-statistics-361872.html We particularly encourage applications from women and other under-represented groups. The department of Economics, Mathematics and Statistics has around 30 faculty divided into four active research groups. Academics have at most 100 teaching contact hours each year, and these are concentrated into one or two three-hour blocks each week, meaning it?s possible to work very flexibly. Please circulate to anyone who might be interested. Sarah Sarah Hart Professor of Mathematics, and Head of the Department of Economics, Mathematics and Statistics Birkbeck, University of London ____________________________________________________________________________ To unsubscribe from the EWM-ALL list, click the following link: https://www.jiscmail.ac.uk/cgi-bin/webadmin?SUBED1=EWM-ALL&A=1

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