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MSP 2018 - ERRATA CORRIGE
by gianluca cassese 14 Feb '18

14 Feb '18

*SECOND CALL FOR PAPERS* *The Mathematics of Subjective Probability - MSP 2018* The MSP 2018 Workshop will be held in September 3-5, at the University of Milan Bicocca. https://sites.google.com/view/MSP-2018. The workshop will host as keynote speakers - Ehud Kalai; - Rajeeva Karandikar; - Massimo Marinacci, - Eugenio Regazzini; - William D. Sudderth; MSP 2018 is open to contributions from all fields in which the subjective approach to probability is relevant, from Statistics to Economics and Game Theory. The list of potential topics includes (*but is not limited to*): - Ambiguity; - Bayesian statistics; - Coherence; - Conditioning; - Decision models under risk and uncertainty; - Equivalent martingale measures; - Finitely additive probabilities; - Gambling; - Game Theory; - Limit theorems; - Mass transportation; - Merging of opinions; - Multiple priors; - Partial knowledge. The Springer Journal "Decisions in Economics and Finance" plans to devote a special issue to the workshop *Important dates* - *Paper submission -- March 31st* - *Notification of acceptance -- April 30th* - *Conference subscription -- June 30th* The organizing committee, -------------------------------------------------------------------- Gianluca Cassese (Università Milano-Bicocca) Pietro Rigo (Università di Pavia) Barbara Vantaggi (Università Roma - La Sapienza) --------------------------------------------------------------------

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MSP 2018 - Second CALL
by gianluca cassese 13 Feb '18

13 Feb '18

*SECOND CALL FOR PAPERS* *The Mathematics of Subjective Probability - MSP 2018* The MSP 2018 Workshop will be held in September 3-5, at the University of Milan Bicocca Piazza della Scienza 4, 20126 Milan. The workshop will host as keynote speakers - Ehud Kalai; - Rajeeva Karandikar; - Massimo Marinacci, - Eugenio Regazzini; - William D. Sudderth; MSP 2018 is open to contributions from all fields in which the subjective approach to probability is relevant, from Statistics to Economics and Game Theory. The list of potential topics includes (*but is not limited to*): - Ambiguity; - Bayesian statistics; - Coherence; - Conditioning; - Decision models under risk and uncertainty; - Equivalent martingale measures; - Finitely additive probabilities; - Gambling; - Game Theory; - Limit theorems; - Mass transportation; - Merging of opinions; - Multiple priors; - Partial knowledge. The Springer Journal "Decisions in Economics and Finance" plans to devote a special issue to the workshop *Important dates* - *Paper submission -- March 31st* - *Notification of acceptance -- April 30th* - *Conference subscription -- June 30th* The organizing committee, --------------------------- Gianluca Cassese Pietro Rigo Barbara Vantaggi --------------------------

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Workshop in honour of Maurizio Pratelli
by Marco Romito 12 Feb '18

12 Feb '18

*Workshop in honour of Maurizio Pratell**i* We are delighted to announce a Workshop in honour of Maurizio Pratelli, which will be held on June 29, 2018, in the Aula Magna of the Department of Mathematics of the University of Pisa. Invited speakers are Paolo Baldi, Freddy Delbaen, Hans Foellmer, Marco Frittelli, Paolo Guasoni, Huyen Pham, Wolfgang Runggaldier, see http://people.dm.unipi.it/spass/workshop/20180629/ There is no registration fee, but participants are kindly requested to register sending an email to pratelline(a)gmail.com <mailto:pratelline@gmail.com> Since there is limited space available, admission will be on a first come, first served basis. The Organisation Committee Anna Battauz Francesca Biagini Sara Biagini Marzia de Donno Sabrina Mulinacci Dario Trevisan Franco Flandoli Marco Romito

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seminario MACCI
by Elena Villa 12 Feb '18

12 Feb '18

Con preghiera di diffusione tra tutti i possibili interessati, scusandomi per invii multipli. ******************************************* A v v i s o d i S e m i n a r i o ******************************************* *Mercoledì 21 Febbraio 2018, ore 11* Sala Rappresentanza, Dipartimento di Matematica, Universita' degli Studi di Milano via C. Saldini 50, Milano il Professor *CLAUDIO MACCI*(Università di Roma Tor Vergata) terrà un seminario dal titolo *Asymptotic behavior of some hitting probabilities for sums of IID Gaussian random sets* ABSTRACT: In this article, we consider sequences of partial sums of iid Gaussian random sets (with respect to the Minkowski sum) and we study the asymptotic behavior of some hitting probabilities (of suitable sets of $R^d$) for these partial sums. We also illustrate the use of the importance sampling for the estimation of these hitting probabilities by Monte Carlo simulations. We obtain the analog of well-known results for level crossing probabilities of random walks, and we refer to a version of the classical Cramér's Theorem in large deviations for random compact sets existing in the literature. Joint work with Barbara Pacchiarotti. Tutti gli interessati sono invitati a partecipare. Saluti Elena Villa -- ******************************************* Elena Villa Dipartimento di Matematica, Universita' degli Studi di Milano via C.Saldini 50, 20133 Milano, Italy Phone: +39 0250316132 - Fax: +39 0250316090 Web-page:http://users.mat.unimi.it/~villa

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Seminar at Scuola Normale Superiore, 16 February 2018, Paolo dai Pra
by Giulia 09 Feb '18

09 Feb '18

Dear all, On Friday, 16 February 2018 — from 11:30 to 13:00 — at the Scuola Normale Superiore (Room: Fermi) Prof. Paolo dai Pra (University of Padova, department of Mathematics) will hold the following Seminar: Title : Rhythmic behavior in complex stochastic dynamics Abstract: Interacting particle systems may exhibit, in the thermodynamic limit, a time-periodic behavior in the evolution of their law. We have made an attempt to understand which factors may produce this phenomenon, in particular those related to the time-symmetry breaking of the dynamics: dissipation, delay, asymmetry in the interaction. We will first review some examples of mean field dynamics for which the thermodynamic limit can be explicitly computed and analyzed. Later we will focus on some partial results concerning the first, to our knowledge, example of rhythmic behavior for a system with local interaction: the Ising model with dissipation. Fill free to forward this announcement to your colleagues. Fill free to forward this announcement to your colleagues. Best Giulia Livieri Assegnista di ricerca Scuola Normale Superiore Piazza dei Cavalieri, 7, 56126 Pisa PI room 65

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Advanced School on complexity and emergence: first announcement
by elisa mastrogiacomo 09 Feb '18

09 Feb '18

This is the *first announcement* of the upcoming *Advanced School on complexity and emergence: ideas, methods, with a special attention to economics and finance (CEIM)* The School will be held in the magnificent Villa del Grumello, Como (Italy) along the Lake Como shore on July 22-27, 2018. The main courses will be given by L. Boi (EHESS – Paris), I. Capelli (Università dell’Insubria), I. Ekeland (Ceremade - Universitè Paris-Dauphine), F. Guerra (Sapienza Università di Roma), J. Jost (Max Planck Institute for Mathematics in the Sciences - Leipzig), Florent McIsaac, (Agence Française pour le Développement), F. Patras (Université de Nice Sophia-Antipolis), F. Riedel (Center for Mathematical Economics, Bielefeld University), F. Semboloni (Università degli studi di Firenze), R. Seri (Università dell’Insubria). The potential participants of the School are primarily master and doctorate students of mathematics, information sciences, theoretical physics, and economics, as well as research workers in those areas, who want to enlarge their spectrum of knowledge towards the area of complexity. The aim of the School is to provide these researchers useful instruments from the theory of complex systems, both on the theoretical level and the methodological ones, bridging the present disciplinary gap, and profiting from knowledge and insights from both communities. The School may have some (limited number of) financial supports. Details about the registration, the application for financial support and the website will come soon in a follow-up message. We would be grateful if you could circulate this announcement among your PhD students, postdocs and colleagues. With our best regards, Sergio Albeverio Elisa Mastrogiacomo Fabio Minazzi Emanuela Rosazza Gianin Stefania Ugolini

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INdAM-DP-COFUND Call 2 is open
by davide gabrielli 09 Feb '18

09 Feb '18

lIstituto Nazionale di Alta Matematica Francesco Severi (INdAM), Ente Nazionale di Ricerca vigilato dal Ministero dellIstruzione, Università e Ricerca, ha bandito il secondo concorso per 10 borse di dottorato del programma INdAM Doctoral Programme in Mathematics and/or Applications Cofunded by Marie Sklodowska-Curie Actions, cofinanziato dalla UE nellambito di Horizon 2020. Il programma offre a ricercatori da tutto il mondo lopportunità di accedere a uno dei più di 20 dottorati italiani in Matematica e/o applicazioni che partecipano al Programma. La scadenza per la presentazione delle domande è il 31 maggio 2018. La scadenza per la presentazione del titolo di accesso al dottorato prescelto è il 30 settembre 2018 per i cittadini europei, il 31 maggio 2018 per i cittadini extra-europei Il sito per la presentazione delle domande è https://cofund.altamatematica.it The Istituto Nazionale di Alta Matematica Francesco Severi (INdAM) has published the second call for 10 PhD fellowships of the programme INdAM Doctoral Programme in Mathematics and/or Applications Cofunded by Marie Sklodowska-Curie Actions, in the framework of the European Horizon 2020 Marie Sklodowska-Curie Co-funding of Regional, National and International Programmes. These fellowships offer to researchers from all over the world the opportunity to enter a PhD School in Matehematics and/or applications in Italy. The deadline for submission of the application is 31 May 2018; the deadline for submission of the degree/diploma which allows to embark in a doctorate in Italy : EU citizens 30 September 2018, non EU citizens 31 May 2018. For further information, please visit the following link: Application website: https://cofund.altamatematica.it where the complete Call announcement and a Guide for applicants can be downloaded

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Annuncio Seminario
by gianmario tessitore 08 Feb '18

08 Feb '18

Mercoledì 7 Febbraio 2018 alle ore 14:30 nell'aula 3014 del Dipartimento di Matematica dell' Università di Milano-Bicocca il dottor James Ting Feng Yang (University of Sydney) terrà un seminario dal titolo: Titolo: "A Survey into Singularly Perturbed Linear-Quadratic Stochastic Differential Games" Abstract: The purpose of this survey is to gain a clear understanding to open questions with regards to linear-quadratic (LQ) stochastic differential games whereby the dynamics of the two players evolve at different speeds. Some interesting questions include the existence and uniqueness of Nash equilibrium and the formulation and convergence of the limiting system as the speed of the two players diverge. To do so, we examine recent literature in LQ stochastic differential game theory and singularly perturbed LQ optimal control theory. As the array of literature is rather small in these fields, we will also talk about some achievements in their non-linear counterparts. Tutti gli interessati sono invitati a partecipare cordiali saluti Gianmario Tessitore Dipartimento di Matematica e Applicazioni Università degli Studi di Milano-Bicocca

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First announcement Summer School on "Information Theory: Inequalities, Distances and Analysis", Paris, June 25-29 2018 (fwd)
by Michele Gianfelice 07 Feb '18

07 Feb '18

Salve, ricevo ed inoltro p.c. scusandomi con chi l'ha già ricevuto. Cordialmente, m.gianfelice ---------- Forwarded message ---------- Date: Tue, 6 Feb 2018 10:51:13 +0100 From: Cyril ROBERTO <cyril.roberto(a)math.cnrs.fr> Reply-To: Cyril Roberto <summerschoolihp2018(a)gmail.com> Cc: Vincent Beffara <vbeffara(a)ens-lyon.fr>, hugo.duminil(a)gmail.com, izc202(a)nyu.edu, eyal(a)microsoft.com, Gerard Ben Arous <gba1(a)nyu.edu>, J. v.d. Berg <J.van.den.Berg(a)cwi.nl>, Amir Dembo <adembo(a)stat.stanford.edu>, r.w.v.d.hofstad(a)tue.nl, albertogandolfi(a)gmail.com, Fabio Martinelli <martin(a)mat.uniroma3.it>, Charles Newman <newman(a)courant.nyu.edu>, Vladas Sidoravicius <sidoravi(a)courant.nyu.edu>, richth(a)mathematik.uni-muenchen.de, bhamidi(a)email.unc.edu, colomo(a)fi.infn.it, toninelli.fabio(a)gmail.com, hochberg(a)macs.biu.ac.il, daniel(a)ueltschi.org, Demeter Kiss <D.Kiss(a)cwi.nl>, lorebaglio(a)hotmail.it, blondel(a)clipper.ens.fr, orenshtein.tal(a)gmail.com, Vetõ Bálint <vetob(a)math.bme.hu>, Quentin Berger <quentin.berger(a)ens-lyon.fr>, Balázs Ráth <rathb(a)math.ethz.ch>, Peter Windridge <pete(a)windridge.org.uk>, mfathi(a)clipper.ens.fr, artem.sapozhnikov(a)math.ethz.ch, luigi.bianchi(a)sns.it, m.t.joosten(a)vu.nl, t.vande.brug(a)vu.nl, Loren.Coquille(a)unige.ch, alessandra.cipriani(a)math.uzh.ch, Luca Avena <luca.avena(a)math.uzh.ch>, a.klymovskiy(a)tue.nl, alessandra7791(a)googlemail.com, Vladislav.Vysotsky(a)asu.edu, david.belius(a)math.ethz.ch, gagnebin.m(a)gmail.com, philipp.thomann(a)math.uzh.ch, renato(a)math.leidenuniv.nl, Owen.Daniel(a)warwick.ac.uk, sava(a)tugraz.at, bnblima(a)mat.ufmg.br, marcelo(a)impa.br, kim.dang(a)math.uzh.ch, laurent.tournier(a)normalesup.org, huss(a)mathematik.uni-siegen.de, vincent.tassion(a)ens-lyon.fr, markus(a)math.leidenuniv.nl, ptrapman(a)math.su.se, gianfelice(a)mat.unical.it, christophe.garban(a)gmail.com, caputo(a)mat.uniroma3.it, serban.nacu(a)gmail.com, "Olga Paseka, Moscow, MSU" <paseka(a)physics.msu.ru>, Prasad Tetali <tetali(a)math.gatech.edu>, Nicoletta Cancrini <Nicoletta.Cancrini(a)roma1.infn.it>, Alessandra Faggionato <faggiona(a)gmail.com>, Nathael Gozlan <nathael.gozlan(a)univ-mlv.fr>, SAMSON Paul-Marie <Paul-Marie.Samson(a)univ-mlv.fr>, Pascal Romon <pascal.romon(a)univ-mlv.fr> Subject: First announcement Summer School on "Information Theory: Inequalities, Distances and Analysis", Paris, June 25-29 2018 Dear Colleague, You are cordially invited to participate in the Summer School at the Henri Poincaré Institute, Paris, June 25-29, 2018. We are pleased to inform you that Sergey Bobkov (University of Minneapolis) and Mokshay Madiman (Delaware University) will give 10 hours lectures (each) on "Information theory: Inequalities, distances and analysis". To get more information about this Summer School, please go to the following web page: http://sites.math.u-pem.fr/summerschool.2018/index.php/Main_Page Registration is free but mandatory. In order to register, go to the "registration" link. Note that the school may have some (limited number of) financial supports for young people (PhD, postdocs). In case you ask for a support, please indicate it during the registration. Financial support is up to approximately 500 euros. Looking very much forward to seeing you in Paris, With all best wishes, The organizers (Nathael Gozlan, Cyril Roberto and Paul-Marie Samson) P.S.: Please bring this Summer School to the attention of graduate students, postdocs and colleagues who may be interested. P.P.S.: Sorry for the multiple instances of the same message.

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PhD position in Bern
by fabio bellini 07 Feb '18

07 Feb '18

A message from Prof. Ilya Molchanov: UNIVERSITY OF BERN (INSTITUTE OF MATHEMATICAL STATISTICS AND ACTUARIAL SCIENCE) PhD POSITION in PROBABILITY THEORY Funding from the SNF (Swiss National Science Foundation) is available for a PhD student (3 years) to work on the project `Poisson approximation and extreme values in stochastic geometry' awarded by SNF to Prof. Ilya Molchanov and Dr. Matthias Schulte. The whole project funds two PhD positions and one PostDoc and focuses on topics such as the Malliavin-Chen-Stein method, extreme values in stochastic geometry, random simplicial complexes and metric measure spaces. The advertised PhD position will be supervised by Ilya Molchanov. The research topics concern properties of point processes in metric measure spaces, related extreme values, and some generalisations of convex hulls involving marked point processes. Interactions with other members of the team will be encouraged. It is anticipated that the prospective PhD student has a background in mathematics with emphasis on probability theory. The salary will be at the level foreseen by the SNF, see http://www.snf.ch/SiteCollectionDocuments/allg_doktorierende_d.pdf. There is a possibility to complement the salary by taking up teaching and statistical consulting duties in the department. The starting date is September 2018 or as can be arranged by a mutual agreement. Applications (cover letter, CV, transcripts from the studies, and e-mail address of an academic referee) should be e-mailed as a single pdf file to Prof. Ilya Molchanov ilya.molchanov(a)stat.unibe.ch Deadline: 25/February 2018. E-mail enquiries are welcome.

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Fwd: FW: Research Associate post
by Elisabetta Candellero 07 Feb '18

07 Feb '18

---------- Forwarded message ---------- ________________________________________ From: Prof W.S.Kendall [w.s.kendall(a)warwick.ac.uk] Sent: Tuesday, February 6, 2018 2:08 PM To: Candellero, Elisabetta Subject: RA post Dear Elisabetta The ad for my RA, to follow up on my work with Bedard and Zanella on Dirichlet forms for MCMC, has just gone out. I'd be very grateful if you forwarded this to anyone you know who might be interested. Anyone who is interested could of course watch one of the movies at the following links (though of course they would also be very welcome to send enquiries to me): youtube.com/watch?v=_GJVwmaeH9U<https://www.youtube.com/watch?v=_GJVwmaeH9U> maths.dur.ac.uk/lms/106/movies/1341kend.mp4<http:// www.maths.dur.ac.uk/lms/106/movies/1341kend.mp4> Best W ------------------------------------------------------- The Department of Statistics at the University of Warwick invites applications for a 3-year EPSRC-funded Research Associate post, to work with Professor Wilfrid Kendall on recent advances in the applications of Dirichlet form theory to Markov chain Monte Carlo (MCMC). Candidates with a background either in probability / stochastic analysis, or in the development of statistical methodology relating to MCMC, and interested in working on novel interactions of these two sub-disciplines, are encouraged to apply. The detailed job advertisement and a link for online application can be found at https://atsv7.wcn.co.uk/search_engine/jobs.cgi?owner= 5062452&ownertype=fair&jcode=1713098 (note that the person spec mistakenly refers to "(a) Application Form, (b) Test/Exercise, (c) Interview, (d) Presentation" where it should read "(a) Application Form, (b) Interview, (c) Presentation": this is being corrected!) The post is funded for 36 months, starting 1 July, 2018 (or by agreement). Application deadline is 4 March 2018: note that applicants should arrange for 3 referees to email references to Paula.Matthews(a)warwick.ac.uk<mailto: Paula.Matthews(a)warwick.ac.uk> (Departmental Administrator, Statistics, University of Warwick) by the closing date.. Informal enquiries may be made to Prof Wilfrid Kendall (email w.s.kendall(a)warwick.ac.uk<mailto:w.s.kendall@warwick.ac.uk>) ------------------------------------------------------- -- Wilfrid S Kendall Phone: +44 (0)24 7652 3082 Department of Statistics<http://www.warwick.ac.uk/stats> Fax: +44 (0)24 7652 4532 University of Warwick<http://www.warwick.ac.uk> WWW: warwick.ac.uk/wsk<http://www.warwick.ac.uk/wsk> Coventry CV4 7AL, UK<http://tinyurl.com/2sxlbm> Email: w.s.kendall(a)warwick.ac.uk<mailto:w.s.kendall@warwick.ac.uk> My linkedIn profile<http://www.linkedin.com/in/wilfridkendall> Twitter: @WilfridKendall<http://twitter.com/WilfridKendall> My sporadic blog, "Random Curiosities"<http://blogs.warwick.ac.uk/ randomcuriosities/> Bernoulli Society for Mathematical Statistics and Probability<http://www. bernoulli-society.org> Academy for PhD Training in Statistics (APTS)<http://www.apts.ac.uk>, training Statistics PhDs from across the UK and beyond.

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CIMPA School Buenos Aires. First Announcement
by davide gabrielli 06 Feb '18

06 Feb '18

Dear friends, This is the first announcement of the School Geometry and scaling of random structures at Buenos Aires July 16 to 27, 2018. This is a CIMPA School, the X Escuela Santaló and an ICM Rio Satellite workshop, There will be 4-hour courses by Amine Asselah, Christophe Garban, Milton Jara, Claudio Landim, Jason Miller and Perla Sousi and around 35 40-minute talks. More information and registration: http://mate.dm.uba.ar/~probab/cimpaBA2018/ Deadline for applying for support: March 11, 2018. Thank you in advance for passing this announcement forward to your Phd students, post-docs and colleagues. Best regards, Amine Asselah and Pablo Ferrari

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ISBA 2018: CALL FOR ABSTRACTS
by Matteo Ruggiero 06 Feb '18

06 Feb '18

Cari colleghi, inoltro una comunicazione su richiesta degli organizzatori. > *ISBA 2018: CALL FOR ABSTRACTS* > > The call for abstracts for ISBA 2018---the World Meeting of the International Society for Bayesian Analysis---is now live! > > https://bayesian.org/isba2018 <https://bayesian.org/isba2018> > > The meeting will take place in June 24-29, 2018 <x-apple-data-detectors://8>, in Edinburgh, a beautiful and historical location intimately associated with Thomas Bayes, who studied logic and theology at the University of Edinburgh as an undergraduate (circa 1719-1722). > > ISBA 2018 is the continuation of the traditional Valencia/ISBA Meetings regularly held since 1979. They represent a unique event where the Bayesian community gathers together to discuss recent advances and the future of the profession. > > Deadline for abstract submission: 1 March, 2018 <x-apple-data-detectors://10> > ISBA 2018; 24-29 June 2018 <x-apple-data-detectors://11>, Edinburgh UK > https://bayesian.org/isba2018 <https://bayesian.org/isba2018> --- Matteo Ruggiero University of Torino and Collegio Carlo Alberto www.matteoruggiero.it

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Avviso seminario_Delio Mugnolo_giovedì 8 febbraio_ore 11:00
by Stefano Bonaccorsi 05 Feb '18

05 Feb '18

Avviso di seminario, Università di Trento Parabolic theory of bi-Laplacians giovedì 8 febbraio 2018 *Luogo: *Dipartimento di Matematica, via Sommarive, 14 - Povo (TN) - Aula Seminari "-1" *Ore*: 11.00 Relatore: - Delio Mugnolo (Università di Hagen - Germania) Abstract: The integral kernel of the semigroup generated by the bi-Laplacian on $\mathbb R^d$ has been studied in several papers by E.B. Davies, while other authors have successively studied positivity issues. Most of these properties strongly depend on the fact that the bi-Laplacian acts on functions in $H^4(\mathbb R)$ as the square of the Laplacian; this is not true anymore if functions on bounded domains with generic boundary conditions are considered. We are going to show how the properties of the semigroup generated by bi-Laplacians on intervals and, more generally, network-like spaces strongly depend on the boundary conditions. Our most surprising finding is that, upon allowing the system enough time to reach diffusive regime, the parabolic equations driven by certain realizations of the bi-Laplacian on networks display Markovian features: analogous results seem to be unknown even in the classical case of domains. This is joint work with Federica Gregorio. *Referente: *Stefano Bonaccorsi

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bando per ricercatore di tipo a in SECS-S/06
by emanuela rosazza gianin 04 Feb '18

04 Feb '18

Si avvisa che è stato bandito un posto da ricercatore a tempo determinato di tipo A nel settore SECS-S/06 presso il Dipartimento di Statistica e Metodi Quantitativi dell'Università di Milano Bicocca. Scadenza del bando: 4 marzo 2018 Bando ed informazioni: https://www.unimib.it/ateneo/gare-e-concorsi/rtda-dr-n-16385-del-1012018 Vi prego di diffondere questa e-mail e di inoltrarla a tutti i possibili interessati. Un saluto cordiale, Emanuela ************************************************** 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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Fwd: 4th Barcelona Summer School on Stochastic Analysis
by Marco Romito 04 Feb '18

04 Feb '18

ricevo e inoltro m. -------- Forwarded Message -------- Subject: 4th Barcelona Summer School on Stochastic Analysis Date: Wed, 31 Jan 2018 09:29:13 +0100 From: Bústia CRM Difusions <crmdifusions(a)crm.cat> We are pleased to announce the upcoming *4th Barcelona Summer School on Stochastic Analysis* which will be held at the Centre de Recerca Matemàtica <http://www.crm.cat/en/About/General/Pages/LocationDirections.aspx>in Bellaterra (Barcelona) from *July 9 to July 13, 2018*. The school is addressed to PhD students and young researchers mainly in stochastic analysis. The courses will be the following: * /Some stochastic models in eco-evolution/, by *Sylvie Méléard*(École Polytechnique, France) * /Topology of zero sets of smooth random Gaussian functions, by**/*Mikhail Sodin*(Tel Aviv University, Israel) -Registration deadline: *June 1^st , 2018. * ** The period for submissions of proposals for poster presentations and contributed talks is currently open. The deadline to apply is *May 1^st , 2018*. ** *Financial support:* The CRM announces a call for full grants (registration+lodging) for those participants interested in taking part in this activity. Accommodation for granted participants will be in a shared apartment on campus from July 8^th to 14^th , 2018. ** -Deadline to apply for financial support: *April 1^st , 2018*. We invite you to visit the homepage of the school www.crm.cat/2018/StochasticAnalysisBCN <http://www.crm.cat/2018/StochasticAnalysisBCN>to keep posted with the progress of and news about the organization. *Organizing Committee* Xavier Bardina (Universitat Autònoma de Barcelona) Lluís Quer-Sardanyons (Universitat Autònoma de Barcelona) Marta Sanz-Solé (Universitat de Barcelona) Josep Vives (Universitat de Barcelona) *___________________________________________* *cid:part3.74A55CC1.61BE51D0@mat.uab.cat* *Centre de Recerca Matemàtica* *Campus de Bellaterra, Edifici C* *08193 Bellaterra (Barcelona)* *Tel.: + 34 93 581 10 81* *Fax: + 34 93 581 22 02* *www.crm.cat* <http://www.crm.cat/> *@CRMatematica* <https://twitter.com/CRMatematica>

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Conference "Recent Advances in Random Processes" in honor of Paolo Baldi's 70th birthday - first announcement
by Rossi Maurizia 03 Feb '18

03 Feb '18

Dear colleagues, we are glad to announce the conference "Recent Advances in Random Processes" in honor of Paolo Baldi's 70th birthday taking place in Rome on September 10-11, 2018, at Citta` dellAltra Economia, in (the picturesque) Rione Testaccio. The conference focuses on random processes and their recent use to several fields, for example finance, mathematical physics, statistics or cosmology, and wishes to celebrate Paolo Baldi's scientific contributions to probability and academic life. The meeting is supported by Gnampa-INdAM funds and the ERC Grant PASCAL n. 277742. For more details (e.g. invited speakers, registration and venue) please visit the (preliminary) conference website http://www.mat.uniroma2.it/~ricerca/probab/rarp/home.html For any other information do not hesitate to contact us at rarp(a)mat.uniroma2.it We are looking forward to welcoming you in Rome! Lucia Caramellino Claudio Macci Domenico Marinucci Barbara Pacchiarotti Maurizia Rossi Giulia Terenzi --- Maurizia Rossi FSMP Postdoctoral Fellow Laboratoire MAP5, Université Paris Descartes 45, Rue des Saints Pères 75006 Paris (France)

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Prof. Macci a Pisa
by RITA GIULIANO 02 Feb '18

02 Feb '18

Il Prof. Claudio Macci sara' ospite del Dipartimento di Matematica, Universita' di Pisa, nei giorni 15, 16 e 17 febbraio prossimi. Terra' un seminario il 15 febbraio alle ore 15 in Aula Seminari. TITOLO Asymptotic behavior of some hitting probabilities for sums of IID Gaussian random sets ABSTRACT In this article, we consider sequences of partial sums of iid Gaussian random sets (with respect to the Minkowski sum) and we study the asymptotic behavior of some hitting probabilities (of suitable sets of $R^d$) for these partial sums. We also illustrate the use of the importance sampling for the estimation of these hitting probabilities by Monte Carlo simulations. We obtain the analog of well-known results for level crossing probabilities of random walks, and we refer to a version of the classical Cramér’s Theorem in large deviations for random compact sets existing in the literature. Joint work with Barbara Pacchiarotti. Tutti gli interessati sono invitati Rita Giuliano

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annuncio seminario - dott.ssa L.Altieri
by Serena Arima 01 Feb '18

01 Feb '18

Tutti gli interessati sono invitati a partecipare. Dipartimento di Metodi e Modelli per l'Economia, il Territorio e la Finanza Facoltà di Economia, Sapienza Università di Roma Giovedì 15 febbraio Ore 14.00, auletta A, IV piano *A new approach to spatial entropy measures* L. Altieri, D. Cocchi, G. Roli Entropy is widely employed in many applied sciences to measure the heterogeneity of observations. Recently, many attempts have been made to build entropy measures for spatial data, in order to capture the influence of space over the variable outcomes. The main limit of these developments is that all indices are computed conditional on a single distance and do not cover the whole spatial configuration of the phenomenon under study. Moreover, most of them do not satisfy the desirable additivity property between local and global spatial measures. We compare some recent developments in this field to a new approach which achieves substantial innovations. Firstly, Shannon’s entropy may be decomposed into two terms: spatial mutual information, accounting for the role of space in determining the variable outcome, and spatial global residual entropy, summarizing the remaining heterogeneity carried by the variable itself. Secondly, both terms satisfy the additivity property, being sums of partial entropies measuring what happens at different distance classes. The new entropy measures are shown to be more informative and to answer a wider set of questions than the current proposals of the literature. A case study is presented with categorical lattice data, concerning the spatial heterogeneity of land use over the Emilia Romagna region.

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Annuncio seminario al CNR di Milano
by Sara Pasquali 01 Feb '18

01 Feb '18

A tutti gli interessati. SEMINAR ANNOUNCEMENT ON BIG DATA, OPTIMIZATION AND LEARNING /Prof. Andrea Lodi //(Department of Mathematical and Industrial Engineering, Polytechnique Montréal, Canada; Canada Excellence Research Chair in Data Science for Real-Time Decision-Making) / In this talk I review a couple of applications on Big Data that I personally like and I try to explain my point of view as a Mathematical Optimizer – especially concerned with discrete (integer) decisions – on the subject. I advocate a tight integration of Machine Learning and Mathematical Optimization (among others) to deal with the challenges of decision-making in Data Science. For such an integration I try to answer three questions: 1) what can optimization do for machine learning? 2) what can machine learning do for optimization? 3) which new applications can be solved by the combination of machine learning and optimization? Monday, February 5, 2018; 11:00 CNR Via Corti 12, 20133 Milan Room EXPO ORGANISERS Ettore Lanzarone ettore.lanzarone(a)cnr.it Silvia Zuffi silvia(a)mi.imati.cnr.it ᐧ

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DEF Call for Papers – Special Issue on “Quantitative developments in financial volatility - theory and practice"
by Maria Elvira Mancino 31 Jan '18

31 Jan '18

Dear colleagues and friends, We hope the email finds you well in the beginning of spring, 2018. We are delighted to inform that the journal of Decisions in Economics and Finance, the official publication vehicle of the Italian Association for Mathematics Applied to Social and Economic Sciences (AMASES), is now calling for papers for its special issue on "QUANTITATIVE DEVELOPMENTS IN FINANCIAL VOLATILITY - THEORY AND PRACTICE" On behalf of the co-editors of the journal's special issue, we cordially invite you to submit your recent work on financial volatility to the special issue. Contributions are welcome from all areas of study in financial volatility including but not restricted to * Parametric and nonparametric modeling of volatilities * Volatility estimation * Calibration and forecast of volatility models * Pricing of volatility linked derivatives * Modeling and inference of implied volatility * Efficient simulation schemes For more details, please see the attached PDF file or visit the journal's webpage at http://www.springer.com/economics/economic+theory/journal/10203?detailsPage… [1] Please allow us to reiterate that the submission DEADLINE for the special issue is _JULY 31, 2018._ Accepted papers will be published online individually prior to the final print publication. Please address all your inquiries concerning the submission to the special issue directly to us. We apologize if you receive the same email multiple times. Please kindly help us forward the call to your colleagues. We look forward to receiving your submissions. With best regards, Special issue co-editors Elisa Alos, Maria Elvira Mancino, and Tai-Ho Wang Decisions in Economics and Finance Links: ------ [1] http://www.springer.com/economics/economic+theory/journal/10203?detailsPage…

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Expressions of interest in the broad areas of Economics, Management and Statistics
by Giovanni Puccetti 31 Jan '18

31 Jan '18

The Department of Economics, Management and Quantitative Methods (DEMM) seeks expressions of interest for junior (post-doc and assistant professor) and senior (associate professor) positions from candidates interested in working with us in the broad areas of Economics, Management and Statistics. The University of Milan is a major research and teaching institution located in one of Europe’s most thriving cities. It is ranked in the top 200 for Economics in the Shanghai Ranking of World Universities. According to RepEc, the Department of Economics, Management, and Quantitative Methods – DEMM is one of the top five departments of economics in Italy and in the top four percent in Europe. The recent Italian research evaluation exercise (VQR 2011-2014) placed DEMM among the top 10 departments in the area of economics, management and statistics in Italy. DEMM has also been the recipient of a generous competitive funding in the recent “Bando Dipartimenti di Eccellenza” grant, awarded by the Italian ministry of education (MIUR) and aimed at creating the Centre of Excellence in Economics and Data Science (CEEDS). Particular attention will be given to candidates with an excellent research record and showing the potential to cooperate with the current members of the department in pursuing DEMM’s strategy. Informal enquiries may be directed via mail to Francesca Cottone, francesca.cottone(a)unimi.it. Interested candidates are invited to submit a CV to francesca.cottone(a)unimi.it, together with a short motivation letter specifying for which position they intend to apply for. There is no formal deadline for the expression of interest but an early assessment is expected to start in the second half of February 2018. Successful applicants will be contacted to work on the application for post-doc (2+2 years), assistant (tenure-track) or associate (permanent) professor positions. Gross salary: €30,000-40,000 according to experience (post-doc), €38,500 (assistant professor), €51,000 (associate professor) per annum. Tax exemption: a four-year tax exemption on 90 percent of the salary is available according to the Italian tax law for those candidates who have been residing outside Italy for 2 years or more. This would result in the following net salary (approx.): €33,500 (assistant professor), €45,000 (associate professor) per annum.

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PHD Lectures on Stochastic Processes
by Francesca Greselin 30 Jan '18

30 Jan '18

In the next two weeks, the Emeritus professor *Youri Davydov* will give lectures on* Stochastic Processes, * from Monday 5 till Thursday 15, February, from 9:30 to 12:30 in Room 2062, second floor, Building U7, Università degli Studi di Milano Bicocca. Prof. Davydov's Lectures will be given for the PhD curriculum in Statistics, Department of Statistics and Quantitative Methods. *PHD Lectures on Stochastic Processes* *Prof. Youri Davydov* *Emeritus Professor Laboratoire Painlévé - Université Lille 1,* *and St. Petersbourg State University, St. Petersbourg, Russia* Syllabus: Stochastic processes 1. Denitions and general notions 2. Examples 3. Processes with independent increments 4. Stationary processes 5. Gaussian processes 6. Martingales. *References* 1. Gikhman, I. I., & Skorokhod, A. V. (1969). Introduction to the theory of random processes. Philadelphia: WB Saunders. 2. Lamperti, J. (2012). Stochastic processes: a survey of the mathematical theory (Vol. 23). Springer Science & Business Media. 3. Resnick, S. I. (1992). Adventures in Stochastic Processes, Birkhauser, Boston. People interested to attend the lectures should send an e-mail to francesca.greselin(a)unimib.it for organizational purposes.

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A SPRING DAY IN PROBABILITY AND STATISTICAL PHYSICS
by Francesca Romana Nardi 30 Jan '18

30 Jan '18

Carissimi, stiamo cercando di organizzare in Italia, sulla falsariga del M. Kac Seminar in Olanda, una serie di incontri di probabilita` e delle sue applicazioni alla Fisica, Biologia e Scienze sociali, per stimolare lo scambio di idee e offrire ai piu` giovani l'opportunita` di venire a contatto con un ampio panorama di temi di ricerca. E` con grande gioia che vi comunico che il primo di questi eventi si terra` venerdì 26 Maggio 2017 a Firenze, in un'aula universitaria vicino alla stazione di S. Maria Novella. Sara` un'occasione per goderci una giornata scientifica insieme e per esplorare le possibilita` e le modalita` piu` opportune per ripetere questo tipo di incontri. Di seguito trovate i dettagli della giornata del 26 Maggio, che vedra` come oratori R. Fernandez (University of Utrecht, Olanda) e R. Morris (IMPA Instituto Nacional de Matemática Pura e Aplicada Rio de Janeiro, Brazil). A SPRING DAY IN PROBABILITY AND STATISTICAL PHYSICS University of Florence Friday 26 May 2017 Lecturers: R. Fernandez (Utrecht) and R. Morris (IMPA). Location: Aula Magna di Via S. Gallo 10, Firenze Prof. Roberto Fernandez Title: Signal description: process or Gibbs? Abstract: The distribution of signals such as spike trains is naturally modeled through stochastic processes where the probability of future states depend on the pattern of past spikes. Mathematically, this corresponds to distributions *conditioned on the past*. From a signal-theoretic point of view, however, one could wonder whether a more efficient description could be obtained through the simultaneous conditioning of past *and* future. Furthermore, such a formalism could be appropriate when discussing string without a particular "time" order, such as the distribution of DNA nucleotides, or even issues related to anticipation and prediction in neuroscience. On the mathematical level this double conditioning would correspond to a Gibbsian description analogous to the one adopted in statistical mechanics. In this talk I will introduce and contrast both approaches ---process and Gibbsian based--- reviewing existing results on scope and limitations of them. Prof. Robert Morris Title: Monotone cellular automata Abstract: Cellular automata are interacting particle systems whose update rules are local and homogeneous. Since their introduction by von Neumann almost 50 years ago, many particular such systems have been investigated, but no general theory has been developed for their study, and for many simple examples surprisingly little is known. Understanding their (typical) global behaviour is an important and challenging problem in statistical physics, probability theory and combinatorics. In this talk I will outline some recent progress in understanding the behaviour of a particular (large) family of monotone cellular automata -- those which can naturally be embedded in d-dimensional space -- with random initial conditions. For example, in the case where a site updates (from inactive to active) if at least r of its neighbours are already active, these models are known as bootstrap percolation, and have been extensively studied for various specific underlying graphs. Apart from their inherent mathematical interest, the study of these processes is motivated by their close connection to models in statistical physics, and I will discuss some applications to a family of models of the liquid-glass transition known as kinetically constrained spin models. Program: 11.00-11.45 Introductory lecture: R. Fernandez 11.45-12.00 Break 12.00-12.45 Seminar: R. Fernandez 13.00-14.30 Lunch 14.30-15.15 Introductory lecture: R. Morris 15.15-15.30 Break 15.30-16.15 Seminar: R. Morris Note pratiche: 1) E` importante prenotare il biglietto del treno il piu` presto possibile per poter usufruire di sconti!!!! 2) Stiamo prenotando un ristorante con un paio di menu fissi che possa ospitarci, ma ho bisogno del numero di persone che vogliono mangiare insieme. A coloro che fossero interessati chiedo di mandare un email a francescaromana.nardi(a)unifi.it Resta fermo il fatto che saremo in pieno centro di Firenze, quindi ci sono moltissime altre possibilita` per mangiare se preferite regolarvi indipendentemente. Organizers: F. Caravenna N. Cancrini E.N.M. Cirillo P. Dai Pra A. De Masi D. Fanelli F. Flandoli C. Giardina` R. Livi F. Martinelli I.G. Minelli F.R. Nardi E. Presutti B. Scoppola E. Scoppola Vi aspettiamo, Francesca R. Nardi Dipartimento di Matematica e Informatica Università degli Studi di Firenze Viale Morgagni 67, Firenze, Italy

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Assegno annuale SSD: MAT/05 e MAT/06
by Faggionato, Alessandra 30 Jan '18

30 Jan '18

E' stato pubblicato sul sito web del Dipartimento il seguente bando per assegno di ricerca https://www2.mat.uniroma1.it/sites/default/files/bando2018-1.pdf n.1/2018 per il conferimento di n. 1 assegno annuale categoria B tip. II SSD: MAT/05 e MAT/06 scadenza: 1° marzo 2018 Responsabile scientifico: Dott.ssa Nadia Ansini -- ************************************************* 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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Workshop “One day in Stochastic Analysis” [Verona - Dept. Comp. Science]
by Luca di persio 29 Jan '18

29 Jan '18

Dear all, this is to announce the workshop "One day in Stochastic Analysis", that will take place the next 5th of February, within the Verona Paris Stochastic Modeling Semester: vpsms2018.org Invited speakers and their contributions are: Sergio Albeverio ( Bonn University ) *S(P)DEs,asymptotics,singularities: emerging structures* Robert Dalang ( Ecole Polytechnique Fédérale de Lausanne ) *Hitting probabilities for systems of stochastic partial differential equations* Francesco Russo ( ENSTA ParisTech ) *Bsdes, Martingale problems, associated deterministic equations and applications* You can find more details here: vpsms2018.org/event/workshop-one-day-in-stochastic-analysis Do not hesitate to contact me if you need further info. LuCa __ Luca Di Persio - PhD assistant professor of Probability and Mathematical Finance Dept. Informatics University of Verona strada le Grazie 15 - 37134 Verona - Italy Tel : +39 045 802 7968 Head of R&D info(a)hpa8.com | www.hpa8.com

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PhD opportunity at Verona - Stochastic geometric control and applications
by Luca di persio 29 Jan '18

29 Jan '18

Dear all, this is to announce the opportunity for a PhD fellowship funded by the University of Verona, Department of Computer Science, and focused on stochastic geometric control, with particular emphasis about parameters estimation and random noise actions within the Lie group theory framework. Possible applications to real systems, e.g. in robotics, will be considered. Due to Department's constraints, we ask potential candidates to write their expression of interest, an email to the underwritten will be sufficient, *within next** two weeks.* Selections for the fellowship are foreseen between May/June 2018, while the PhD fellowship is supposed to effectively start in October. Every interested people are cordially invited to write me for further info. All the best, LuCa __ Luca Di Persio - PhD assistant professor of Probability and Mathematical Finance Dept. Informatics University of Verona strada le Grazie 15 - 37134 Verona - Italy Tel : +39 045 802 7968 Head of R&D info(a)hpa8.com | www.hpa8.com

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PhD opportunity at Verona - Stochastic geometric control and applications
by Luca di persio 29 Jan '18

29 Jan '18

Dear all, this is to announce the opportunity for a PhD fellowship funded by the University of Verona, Department of Computer Science, and focused on stochastic geometric control, with particular emphasis about parameters estimation and random noise actions within the Lie group theory framework. Possible applications to real systems, e.g. in robotics, will be considered. Due to Department's constraints, we ask potential candidates to write their expression of interest, an email to the underwritten will be sufficient, *within next** two weeks.* Selections for the fellowship are foreseen between May/June 2018, while the PhD fellowship is supposed to effectively start in October. Every interested people are cordially invited to write me for further info. All the best, LuCa __ Luca Di Persio - PhD assistant professor of Probability and Mathematical Finance Dept. Informatics University of Verona strada le Grazie 15 - 37134 Verona - Italy Tel : +39 045 802 7968 Head of R&D info(a)hpa8.com | www.hpa8.com

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Marie Sklodowska-Curie Ph.D. studentship in Statistical Sciences at the University of Padova (Italy) - Deadline April 15, 2018 at 5PM CET
by Patrizia Piacentini - PhD 29 Jan '18

29 Jan '18

As a partner of the Marie Skłodowska-Curie European Innovative Training Network (ITN) named "/International Training Network of Statistics for High Energy Physics and Society/" (*INSIGHTS*), the INFN (Italian National Institute for Nuclear Physics) offers a *Ph. D. scholarship in Statistical Sciences at the University of Padova*. The early-stage researcher (ESR) recipient of the scholarship will be hired by INFN and enrolled in the three-year Ph. D. program offered by the Department of Statistical Sciences of the University of Padova. The ESR will conduct his or her research at the Padova section of INFN; the research will focus on statistical methods targeting the analysis of data from proton-proton collisions collected by the CMS experiment at the Large Hadron Collider operating at the CERN laboratory in Geneva, Switzerland, aiming at the detection of new physics phenomena. The research and training plan includes the participation to international doctoral schools, workshops, and conferences in Physics and Statistics, as well as month-long visiting periods to CERN and to other European institutions belonging to the Network, plus a three-month internship at a non-academic institution, for a stage centered on industry applications of Machine Learning tools. The trainee will work in close connection with a dozen ESR colleagues hired by the partners of the INSIGHTS network. The network vows to provide outstanding, interdisciplinary training and to provide the trainees with excellent employability, both within and outside the academic world. At the end of the three-year program the ESR will obtain a Ph. D. title from the University of Padova. * ELIGIBILITY CRITERIA *Candidates should have an at least four year full time university education degree in Statistics, Mathematics, Physics or related fields, *formally enabling them to embark in a doctorate program in the country where the degree was obtained*; in any case they should possess a strong background in Mathematics, Statistics and Statistical Learning. Additional favorable traits include good computing skills and an interest in the application of statistical methods to fundamental research. *The application of females is encouraged as INSIGHTS applies affirmative-action measures to ensure gender neutrality in the recruitment process*. In addition to the above, at the time of recruitment by INFN eligible candidates*must NOT have resided or carried out their main activity (work, studies, etc.) in Italy *for more than 12 months in the three years immediately preceding the recruitment date (short stays such as holidays are not taken into account). Eligible candidates must *NOT have been awarded a doctoral degree* and also be, at the time of recruitment, *in the first four years* (full-time equivalent) of their research careers. This is measured from the date when they obtained the degree which would formally entitle them to embark on a doctorate, either in the country in which the degree was obtained or in Italy. * CONDITIONS *The gross scholarship amounts to euro *3,318.37*/month; in addition to it, a gross mobility allowance of euro *600.00*/month is provided for, as well as a gross family allowance of euro *500.00*/month if applicable. The cost of enrolment in the Ph. D. school and of the doctoral courses, as well as all expenses related to travel to schools, workshops, and network-organized events and internships will be sustained by the network. * HOW TO APPLY*Applications shall be sent by e-mail to the address insights(a)pd.infn.it <mailto:insights@pd.infn.it> until the deadline, set to *April 15^th 2018 at 5PM CET*. Eligible applications shall be entirely written in English, and have as e-mail subject the text “/INSIGHTS application -/” followed by last name and first name of the applicant; in case of memory limitations, applicants may send the material in more than one e-mail by adding to the subject a proper numbering ("/part 1/", "/part 2/", etc.). E.g., “/INSIGHTS application – Doe, John (part 1)” /for the first e-mail, and/“INSIGHTS application – Doe, John (Part 2)/” for the second. The e-mail(s) shall include as attachments: -a properly filled *application form,* which can be downloaded at this link: http://www.pd.infn.it/%7Edorigo/INSIGHTS.docx -an exhaustive *curriculum vitae*; -scans of the original certificates for all titles (university degree, scholarships, etc.) claimed by the applicant in the application form; -a readable *passport scan*. Applications will be considered valid if *at least one, and no more than two reference letters* supporting the applicant are received before the above deadline by the already mentioned e-mail address. The subject of e-mails containing reference letters should be of the form “/Reference letter for INSIGHTS application of /” followed by the candidate’s last and first name.** * SELECTION PROCESS *After a preselection, the most promising candidates will be invited to a one-hour colloquium by video-conference with the selection committee in early May 2018; non-preselected candidates will be notified by e-mail of the result of the preselection. The selection committee will be formed by INFN and Padova University personnel. During the colloquia candidates will be asked to introduce themselves and shortly describe their past research experience. The outcome of the selection process will be notified to preselected candidates within two weeks. *The research activities and scholarship will start in the month of September 2018*, and the Ph. D. program courses are expected to start at the beginning of October 2018. The hired candidate is required to _take residence in the province of Padova_ for the full duration of the program. Further information on the position and on the program of the INSIGHTS training network can be obtained by visiting the network’s web site at https://www.insights-itn.euor by contacting by e-mail the ESR supervisor Prof. Bruno Scarpa at scarpa(a)stat.unipd.it <mailto:scarpa@stat.unipd.it>or the INFN PI dr. Tommaso Dorigo at dorigo(a)pd.infn.it <mailto:dorigo@pd.infn.it> *INSIGHTS ITN - Call for applications* https://lhcb.web.cern.ch/lhcb/lhcb_page/collaboration/jobs/INSIGHTS%20call%…

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Workshop “One day in Stochastic Analysis” [Verona - Dept. Comp. Science]
by Luca di persio 28 Jan '18

28 Jan '18

Dear all, this is to announce the workshop "One day in Stochastic Analysis", that will take place the next 5th of February, within the Verona Paris Stochastic Modeling Semester: vpsms2018.org Invited speakers and their contributions are: Sergio Albeverio ( Bonn University ) *S(P)DEs,asymptotics,singularities: emerging structures* Robert Dalang ( Ecole Polytechnique Fédérale de Lausanne ) *Hitting probabilities for systems of stochastic partial differential equations* Francesco Russo ( ENSTA ParisTech ) *Bsdes, Martingale problems, associated deterministic equations and applications* You can find more details here: vpsms2018.org/event/workshop-one-day-in-stochastic-analysis Do not hesitate to contact me if you need further info. LuCa __ Luca Di Persio - PhD Probability and Mathematical Finance Dept. Informatics University of Verona strada le Grazie 15 - 37134 Verona - Italy Tel : +39 045 802 7968 <+39%20045%20802%207968> Head of R&D info(a)hpa8.com | www.hpa8.com

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Fwd: Workshop "Interplay of Random Media and Stochastic Interface Models"
by Francesco Caravenna 26 Jan '18

26 Jan '18

Ricevo e inoltro. > Inizio messaggio inoltrato: > > Da: Sebastian Andres <sa836(a)cam.ac.uk> > Oggetto: Workshop "Interplay of Random Media and Stochastic Interface Models" > > Dear friends and colleagues, > > On the occasion of Jean-Dominique Deuschel’s 60th birthday we are organising the workshop "Interplay of Random Media and Stochastic Interface Models" taking place at TU Berlin on June 25-27, 2018. You can find more details and a list of speakers on the conference website > > http://www3.math.tu-berlin.de/stoch/RMSI2018/ <http://www3.math.tu-berlin.de/stoch/RMSI2018/> > > The registration will be opened in the upcoming days. On behalf of Jean-Dominique we most warmly invite you to participate in the event. We would also be most grateful if you could help us advertising the workshop by displaying the attached poster in your department. > > With best regards, > Sebastian Andres, Wolfgang König, Martin Slowik

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Seminario LEISEN
by Matteo Ruggiero 26 Jan '18

26 Jan '18

STATISTICS SEMINARS @ COLLEGIO CARLO ALBERTO Venerdì 2 Febbraio 2018, alle ore 12:00, presso il nuovo edificio del Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terra' il seguente seminario: ------------------------------------------------ Fabrizio LEISEN (University of Kent) COMPOUND RANDOM MEASURES Compound Random Measures (CoRM's) have been recently introduced by Griffin and Leisen (2017) and represent a general and tractable class of vectors of Completely Random Measures. This talk aims to provide an overview about CoRM's by illustrating some recent developments about their use in Bayesian nonparametrics. ------------------------------------------------ Tutti gli interessati sono invitati a partecipare. Il seminario e' 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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Bocconi summer school on "Graphical Models"
by Antonio Lijoi 23 Jan '18

23 Jan '18

** CALL FOR APPLICATIONS ** Bocconi Summer School in Advanced Statistics and Probability: “Graphical Models” July 9-20, 2018 http://asps.lakecomoschool.org We are pleased to announce that the 2018 edition of the Bocconi Summer School in Advanced Statistics and Probability, on "GRAPHICAL MODELS", will take place on July 9-20, 2018, at Villa del Grumello, on the shores of the Lake of Como, Italy. PROGRAM Graphical models yield a rich framework for encoding probability distributions over complex domains, involving large numbers of random variables that interact with each other. These representations rely on concepts from probability theory, graph algorithms, statistics, computer science and more. They are the basis for revolutionary methods in a wide variety of applications, such as medical diagnosis, image understanding, forensic genetics, speech recognition, natural language processing, machine learning problems, and much more. The course will present the fundamental theory and methodology, illustrated with applications and case studies. INSTRUCTORS Steffen Lauritzen (Department of Mathematical Sciences, University of Copenhagen) Robin Evans (Department of Statistics, University of Oxford, UK) Tutorials: Søren Wengel Mogensens (Department of Mathematical Sciences, University of Copenhagen) The Bocconi Summer School in Statistics and Probability is offered by Bocconi University, Milano, and is hosted by the Lake Como School of Advanced Studies. The aim of the School is to establish a track of high level courses on cutting-edge topics in Statistics and Probability. The school offers lectures delivered by internationally leading scholars on the specific designated topic, and supervised tutorials. The summer school is open to all interested scholars, but is especially addressed to PhD students, and possibly to brilliant MSc graduates/students interested in pursuing doctoral studies in Statistics, Probability, Data Science, Computer Science and related fields. APPLICATIONS: In order to foster active interaction among students and instructors, the School is targeted for a class of at most 30 qualified and selected participants. Applications can be submitted by March 15, 2018. REGISTRATION and FEES. The registration fee (450 euro) covers all the school activities and course material; wi-fi connection; all work-days lunches; welcome cocktail; accommodation for the 2 weeks (July 8-July 21, 2018). Admitted participants should register by April 20, 2018. For more information, please visit the school website http://aspas.lakecomoschool.org or contact BBS.statistics(a)unibocconi.it

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Seminar at Scuola Normale Superiore, 15 February 2018, Luciano Campi
by Giulia 22 Jan '18

22 Jan '18

Dear all, On Thursday, 15 February 2018 — from 11:00 to 13:00 — at the Scuola Normale Superiore (Room: Mancini) Prof. Luciano Campi (London School of Economics) will hold the following Seminar: Title : Nonzero-sum stochastic differential games with impulse controls: a verification theorem with applications Abstract: We consider a general nonzero-sum impulse game with two players. The main mathematical contribution of the paper is a verification theorem which provides, under some regularity conditions, a suitable system of quasi-variational inequalities for the value functions and the optimal strategies of the two players. As an application, we study an impulse game with a one-dimensional state variable, following a real-valued scaled Brownian motion, and two players with linear and symmetric running payoffs. We fully characterize a Nash equilibrium and provide explicit expressions for the optimal strategies and the value functions. We also prove some asymptotic results with respect to the intervention costs. Finally, we consider two further non-symmetric examples where a Nash equilibrium is found numerically. Fill free to forward this announcement to your colleagues. Best Giulia Livieri Assegnista di ricerca Scuola Normale Superiore Piazza dei Cavalieri, 7, 56126 Pisa PI room 65

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Workshop “Stochastic Models in Ecology and Evolutionary Biology” - second announcement
by Marco Formentin 22 Jan '18

22 Jan '18

Dear colleagues, we are glad to announce the workshop “Stochastic Models in Ecology and Evolutionary Biology” that will be held in Venice, 5-7 April 2018, at the Istituto Veneto di Scienze, Lettere ed Arti. Aim of the workshop is to bring together scientists with different background - people from biology, physics and mathematics - interested in stochastic models in ecology and evolutionary biology, to discuss issues and exchange methods and ideas. A partial list of topics includes: stochastic population dynamics, branching processes, robustness and adaptability of ecosystems, resilience and criticality of ecological systems, models and prediction of biodiversity, molecular evolution, and microbial community dynamics. Invited Speakers (in alphabetical order -*tbc): J.-F. Arnoldi, E. Baake, Otto X. Cordero, J. Dalmau, J. Friedman, J. Gore*, A. Lambert, M. Loreau, P. Metha, , T. Parsons*, A. Sanchez, B. Trubenova*. The cost for workshop attendance will be 90 Euro, which includes coffee breaks and workshop material. There are TWO registration free waivers for Ph.Ds / young Post-docs. Look in the website for instructions. We will also have contributed talks and posters sessions. The call of abstracts will close on March 2, 2018. For abstracts submission, information on accommodation and programme, please check http://www.pd.infn.it/~maritan/veniceworkshop/veniceworkshop.html Please help us to promote this meeting by forwarding this email to anyone you know might be interested, and especially bring this announcement to the attention of your students or post-docs, who are those most likely not to be on our mailing lists. Apologies for cross-posting. The organizers, Paolo Dai Pra Amos Maritan Marco Formentin Samir Suweis

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Reminder - mini-workshop on "Machine Learning and Big Data Analytics with MATLAB" at Roma Tre University
by Francesco Cesarone 19 Jan '18

19 Jan '18

Dear Colleagues, on 23 January 2018 from 14:00 to 17:00 (Computer Lab, ground floor, Department of Business Studies-Roma Tre University, Via Silvio D'Amico, 77 -00145, Roma), Dr. Francesca Perino, Application Engineer at MathWorks, will hold a mini-workshop on "Machine Learning and Big Data Analytics with MATLAB". The attendance of the course is free, but for organizational reasons it is necessary to register to register on the following web page: https://it.mathworks.com/company/events/seminars/ml-da- with-matlab-2373496.html. *Overview* *At the heart of many financial applications are machine learning techniques used for risk classification, economic analysis, credit scoring, time series forecasting, estimating default probabilities, and data mining. Big data represents an opportunity for quantitative analysts and data scientists alike to impact the way organizations make informed business decisions. By building machine learning models that harness big data, a greater level of insight and confidence can be achieved.* *However, implementing and comparing machine learning techniques to choose the best method can be challenging. Furthermore, there is no single approach to solving the many challenges arising from working with big data. MATLAB minimizes these challenges by providing you with a number of built-in functions and tools for quick prototyping, integration, and scaling, to take you from initial prototype all the way to business-critical production system.* *In this session, we will introduce ways of working with big data systems, the different types of machine learning techniques in MATLAB, how to determine the best techniques for your problem by evaluating model performance, and rapidly deploying your machine learning models into production. We will cover several new workflows and data types in MATLAB and the toolboxes that have been designed to address the most common challenges with big data analytics and machine learning.* *Highlights* *Data management and integration with databases, live market data, and big data environments* *Efficient workflows for heterogenous time-series data using new data management capabilities* *Parallel Computing techniques to speed up long-running computations and deal with out-of-memory data* *Predictive modeling and using supervised machine learning techniques to build a credit rating engine* We look forward to meeting you in Roma Tre! Best regards, Francesco Cesarone -- http://disa.uniroma3.it/qfw2018/ -- Francesco Cesarone - Ph.D. Ricercatore - Assistant Professor Facoltà di Economia Dipartimento di Studi Aziendali Università Roma Tre Via Silvio D'Amico, 77 00145 - Roma tel: +39 06 57335744 Skype: francesco.cesarone email: francesco.cesarone(a)uniroma3.it Studio n. 20 piano V WWW: http://host.uniroma3.it/docenti/cesarone/

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Reminder - ARPM mini-workshop on "Advanced statistical techniques across disparate asset classes" at Roma Tre University
by Francesco Cesarone 19 Jan '18

19 Jan '18

Dear Colleagues, on 24 January 2018 from 9:30 to 13:00 (Aula 8, Department of Business Studies-Roma Tre University, Via Silvio D'Amico, 77 -00145, Roma ), Dr. Angela Loregian, senior researcher at ARPM <https://www.arpm.co/>, will hold a min-workshop on "Advanced statistical techniques across disparate asset classes" ( http://disa.uniroma3.it/wp-content/uploads/2017/03/ARPM-mini-workshop-A3.pdf ). The attendance of the course is free, but for organizational reasons it is necessary to register by sending an email to francesco.cesarone(a)uniroma3.it with the following subjects: Name Surname - ARPM mini-workshop. *About the Program.* *We introduce the concept of "risk driver" and **"invariant“, illustrating:* *- the asset-specific art of building risk drivers across the financial markets* *- the asset-agnostic science of applying statistics (econometrics and **machine learning) to extract the invariants and estimate their joint * *distribution. **Then, we translate the above statistical analysis into the asset-specific **joint distribution of instrument returns.* We look forward to meeting you in Roma Tre! Best regards, Francesco Cesarone -- http://disa.uniroma3.it/qfw2018/ -- Francesco Cesarone - Ph.D. Ricercatore - Assistant Professor Facoltà di Economia Dipartimento di Studi Aziendali Università Roma Tre Via Silvio D'Amico, 77 00145 - Roma tel: +39 06 57335744 Skype: francesco.cesarone email: francesco.cesarone(a)uniroma3.it Studio n. 20 piano V WWW: http://host.uniroma3.it/docenti/cesarone/

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Seminario a RM1
by Faggionato, Alessandra 18 Jan '18

18 Jan '18

Seminario di Probabilita' Aula di Consiglio, Dipartimento di Matematica, La Sapienza Lunedi' 22 Gennaio, ore 16.00 Speaker: A. Chiarini (ETH Zurigo) Title: Invariance principle for the degenerate dynamic random conductance model. Abstract: After the brilliant result of Papanicolau and Varadhan (1979) in the case of bounded stationary and ergodic environments, there has been a recent upsurge in the research of quenched homogenization in random media. In particular, to identify the optimal conditions that a general stationary and ergodic environment must satisfy in order to obtain the convergence to a non-degenerate Brownian motion, is still an open problem. In this talk, we study a continuous-time random walk on Z^d in an environment of dynamic random conductances. We assume that the law of the conductances is ergodic and stationary with respect to space-time shifts. We prove a quenched invariance principle for the random walk under some moment conditions on the environment. The key result on the sublinearity of the corrector is obtained by the celebrated Moser’s iteration scheme. This is joint work with S. Andres, J-D. Deuschel and M. Slowik. ************************************************* 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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1st international conference on " Quantitative Finance and Financial Econometrics ", sponsored by SoFiE - Marseille - May 2018
by Monica Billio 17 Jan '18

17 Jan '18

-------- Messaggio Inoltrato -------- Oggetto: 1st international conference on " Quantitative Finance and Financial Econometrics ", sponsored by SoFiE - Marseille - May 2018 Data: Wed, 17 Jan 2018 21:14:38 +0100 Mittente: Sébastien Laurent <sebastien.laurent(a)univ-amu.fr> Rispondi-a: qffe2018(a)amse-aixmarseille.fr A: qffe2018(a)amse-aixmarseille.fr Dear colleagues, I am pleased to announce the organisation of the first conference on " Quantitative Finance and Financial Econometrics " (QFFE) that will be held in Marseille (France) from May 30^th to June 1^st , 2018. This conference received a scientific sponsorship from the Society for Financial Econometrics (SoFiE). Our guest speakers are *Andrew J. PATTON (*Duke University) and *Dick van DIJK (*Erasmus University Rotterdam). Prior to this conference we also organise a summer school made up by two courses delivered from May 28^th to May 30^th , 2018 by *Sébastien LAURENT* (Aix-Marseille University), on /Forecasting Risk with Intra-Day Data/ and *Andrew J. PATTON (*Duke University) on /Forecasting Risk with Intra-Day Data/ For more information (on submission, registration, accommodations, etc), see the attached call for papers and the conference website https://qffe2018.sciencesconf.org/ _Important dates:_ Submissions of a complete paper : February 28th, 2018 Decision : March 20th, 2018 Registration deadline for the conference and/or summer school: May 2nd, 2018 _Submissions on the following topics are welcome:_ • Big-data in finance • Empirical finance • High-frequency data • New methods in quantitative finance • Time series forecasting • Volatility and risk modeling On behalve of the conference chairs and the scientific committee, Best Regards Sébastien Laurent -- Nota automatica aggiunta dal sistema di posta.

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New Perspectives in Analysis, Probability and Applications
by Enrico Scalas 16 Jan '18

16 Jan '18

Dear Colleagues, On January 24-26 there will be a 3 day workshop at Sussex funded by the London Mathematical Society on New Perspectives in Analysis, Probability and Applications January 24: "Mathematics in Materials Science" (speakers: John Ball, Lucia Scardia and Konstantinos Koumatos) January 25: "Diffusions: Theory and Applications” (speakers: Michela Ottobre, Grigorios Pavliotis and Andrew Duncan) January 26: “Markov Chains” (speakers: Dmitry Korshunov, Denis Denisov and Vladislav Vysotsky) The venue is Room Pevensey 1A6 at the Falmer Campus and all details can be found here http://www.sussex.ac.uk/maths/research/perspectives Please do come along (coffee will be provided) and, if you know of anyone else who may be interested to attend, feel free to circulate this email. Kind regards, Enrico Scalas

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Bayesian Young Statisticians Meeting (BAYSM2018)
by Raffaele Argiento 16 Jan '18

16 Jan '18

The 4rd Bayesian Young Statisticians Meeting, BAYSM2018, will take place at University of Warwick, Coventry, UK (2-3 July 2018), as a satellite to the ISBA 2018 world meeting. BAYSM is dedicated to Ph.D. Students, M.S. Students, Post-Docs, Young and Junior Reseachers working in the field of Bayesian statistics, providing an opportunity to connect with the Bayesian community at large. Senior discussants will be present at each session, providing participants with advise and comments to their work. Recognized figures of the Bayesian community will also participate as keynote speakers, making an altogether exciting program. Registration is now open (https://warwick.ac.uk/baysm) and will be available with an early bird discount until April 30. The event will be hosted by the Department of Statistics of the University of Warwick ( https://warwick.ac.uk/statistics/). It will include social events, providing the opportunity to get to know other junior Bayesians. Young researchers interested in giving a talk or presenting a poster are invited to submit an abstract. The call for submissions is now open and closes March 26 (https://warwick.ac.uk/baysm/calldates/). Thanks to generous support of ISBA, a number of travel awards are available to support young researchers. Keynote speakers: Kerrie Mengersen (Queensland University of Technology) Igor Prünster (Bocconi University) Judith Rousseau (University of Oxford) Stephen Senn (University of Glasgow) Yee Whye Teh (University of Oxford) Discussants: Deborah Ashby (Imperial College) Bärbel Finkenstädt Rand (University of Warwick) Jim Griffin (University of Kent) Michele Guindani (University of California, Irvine) Amy Herring (Duke University) Jim Smith (University of Warwick) Mark Steel (University of Warwick) Sebastian Vollmer (University of Warwick) While the meeting is organized for and by junior Bayesians, attendance is open to anyone who may be interested. For more information, please visit the conference website: https://warwick.ac.uk/baysm On behalf of the BAYSM2018 organizing committee (https://warwick.ac.uk/baysm/organiserssponsors/) Raffaele Argiento -- Dr. Raffaele Argiento University of Torino and Collegio Carlo Alberto www.raffaeleargiento.it

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Seminari prof. Berger
by Brunero Liseo 16 Jan '18

16 Jan '18

A completamento dell'annuncio sul ciclo di seminari che il prof. James O. Berger terrà presso la facoltà di Economia Sapienza Università di Roma secondo il calendario seguente Bayesian Model Selection Aula 6B, piano terra F acoltà di Economia, Via del Castro Laurenziano, 9, Lunedì 22 gennaio ore 11-13 Martedì 23 gennaio ore 16.30-18 Mercoledì 24 gennaio 11.30-13 Mercoledì 24 gennaio 14.30-16 si allega abstract dei singoli seminari Abstract: These lectures address the Bayesian approach to hypothesis testing and model uncertainty, with extensive comparisons to the classical approaches to these subjects. The first lecture, "Introduction to Bayesian Hypothesis Testing," begins with a brief introduction to Bayesian analysis, for students who have not been exposed to the subject. The lecture then goes on to highlight the main issues, through a discussion of p-values (the classical approach to hypothesis testing) versus Bayes factors (the Bayesian approach), primarily done through pedagogical examples. The first lecture (after a break) will go on to present the formalism of Bayesian hypothesis testing, with examples. The second lecture "Interfaces Between Testing Paradigms," will take a step back to the historical development of statistics, and describe how the classical and Bayesian approaches of hypothesis testing developed, and show that there is currently methodology that is completely compatible with both perspectives. The third lecture "Essentials of Bayesian Model Uncertainty," extends the first two lectures to the subject of dealing with many possible statistical models. Interestingly, none of the basic methodology changes - it just becomes more difficult to implement. The final lecture focuses on "Variable Selection in the Linear Model," arguably the most important statistical problem, and discusses Bayesian resolutions that have amazing properties, as well as software that implements the methodology. -- ============================================ Brunero Liseo *Dip. di metodi e modelli per il territorio, l'economia e la finanza * *Sapienza Università di Roma* *Viale Castro Laurenziano, 9 Roma I-00161 *Tel. +39 06 49766973 Fax +39 06 4957606 *https://sites.google.com/a/uniroma1.it/bruneroliseo/ <https://sites.google.com/a/uniroma1.it/bruneroliseo/>* ============================================

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Fwd: Postdoc Position at Washington University in St. Louis
by Cecilia Mancini 15 Jan '18

15 Jan '18

-------- Messaggio Inoltrato -------- Oggetto: Postdoc Position at Washington University in St. Louis Data: Sun, 14 Jan 2018 21:05:03 +0000 Mittente: Figueroa-Lopez, Jose <figueroa-lopez(a)wustl.edu> A: Figueroa-Lopez, Jose <figueroa-lopez(a)wustl.edu> Dear Colleagues, I hope this email finds you well. My department has an opening for a Postdoc in statistics, probability, or a related area (including mathematical finance). Please encourage strong candidates to apply to MathJobs. Personal references of potential candidates are very much welcomed. The teaching load is 2 courses per semester and the official posting can be found at https://www.mathjobs.org/jobs/jobs/11299 Department of Mathematics, Washington University in St. Louis <https://www.mathjobs.org/jobs/jobs/11299> www.mathjobs.org Full service online faculty recruitment site for mathematical institutions worldwide, offered by the American Mathematical Society (AMS). Thank you very much and happy new year, Jose Enrique. J.E. FIGUEROA-LÓPEZ Professor of Mathematics Washington University in St. Louis One Brookings Drive, St. Louis, MO 63130-4899 Phone: (314)935-7539 E-mail: figueroa(a)math.wustl.edu

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PhD in Statistics @Bocconi
by Antonio Lijoi 15 Jan '18

15 Jan '18

------------------------------------------------------------- PhD in Statistics -- Bocconi University, Milano Call for applications for PhD student positions ------------------------------------------------------------- The PhD School of Bocconi University, Milano, offers four positions with scholarships for the PhD in Statistics. The scholarship amounts to 20.280 euro per annum in the 1st and 2nd year, and 13.838 euro per annum for the 3rd and 4th year. Further funding is available for teaching and research assistanships. Visit www.unibocconi.eu/admissionphd for all information. ** Applications are due by February 1, 2018. ** Within the PhD School at Bocconi University, the four-year PhD program in Statistics provides a solid grounding for high level research, either theoretical or applied, in statistics, probability and data science. The curricula is organized over two years of courses and two years entirely devoted to research. Students acquire a deep mathematical and methodological preparation through the first-year courses, and more specialized competence, addressed to the doctoral dissertation, through the second-year courses. 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 encouraged. Multidisciplinary interchange with other graduate programs in Bocconi’s PhD School, as well as research experience abroad, are also encouraged. The PhD in Statistics is designed for highly motivated students who wish to undertake first-rate research careers in theoretical or applied statistics and data science. Career opportunities also include central banks, financial institutions, governments and international organizations, and public health institutions. 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 our website www.unibocconi.eu/phdstatistics and please feel free to contact the PhD Director, Professor Sonia Petrone, at sonia.petrone(a)unibocconi.it or our Program Assistant at infophd(a)unibocconi.it ------------------------- PhD School - Università Bocconi Via Roentgen, 1 20136 Milano (Italia) Tel.+39-02.5836.3367 angela.baldassarre(a)unibocconi.it

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PhD studentship in Probability at University of Bath (UK)
by Alexandre Stauffer 12 Jan '18

12 Jan '18

The position will be held in the probability group at the University of Bath, under the supervision of Alexandre Stauffer. The project is flexible, but the main areas of interest are interacting particle systems, random walks, and Markov chain mixing time. Applications should be submitted through the online system (see http://www.bath.ac.uk/math-sci/postgraduate/). Interested candidates are encouraged to write to a.stauffer(a)bath.ac.uk to discuss their research interests. Best wishes, Alexandre

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Seminario di Probabilita' a RM1
by Faggionato, Alessandra 12 Jan '18

12 Jan '18

Giovedi' 18 Gennaio, ore 12.00, Aula C Speaker: M. Maurelli (WIAS, Berlin) Title: Enhanced Sanov theorem for Brownian rough paths and an application to interacting particles Abstract: We establish a Sanov type large deviation principle for an ensemble of interacting Brownian rough paths. As application a large deviations principle for the (k-layer, enhanced) empirical measure of weakly interacting diffusions is obtained. This in turn implies a propagation of chaos result in rough path spaces and allows for a robust subsequent analysis of the particle system and its McKean-Vlasov type limit. The talk is based on a work in collaboration with J.D. Deuschel, P. Friz and M. Slowik -- ************************************************* 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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Seminario LA VECCHIA
by Matteo Ruggiero 12 Jan '18

12 Jan '18

STATISTICS SEMINARS @ COLLEGIO CARLO ALBERTO Venerdì 19 Gennaio 2018, alle ore 12:00, presso il nuovo edificio del Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terra' il seguente seminario: ------------------------------------------------ Davide LA VECCHIA (University of Geneva) SADDLEPOINT TECHNIQUES FOR DEPENDENT DATA Saddlepoint techniques provide numerically accurate, higher-order, small sample approximations to the distribution of estimators and test statistics. While a rich theory is available for saddlepoint techniques in the case of independently and identically distributed observations, only a few results have been obtained for dependent data. In this talk, we explain how to fill this gap in the literature. Using the method of the tilted-Edgeworth expansion, we devise new saddlepoint density approximations and saddlepoint test statistics in the settings of time series (short or long memory) and spatial processes (panel data models, with fixed effects, time-varying covariates and spatially correlated errors). We compare our new approximations to the ones obtained by standard asymptotic theory, by Edgeworth expansion and by resampling methods. The numerical exercises illustrate that our approximations yield accuracy's improvements, while preserving analytical tractability. ------------------------------------------------ Tutti gli interessati sono invitati a partecipare. Il seminario e' organizzato dalla "de Castro" Statistics Initiative (www.carloalberto.org/stats <http://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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ARPM min-workshop on "Advanced statistical techniques across disparate asset classes" at Roma Tre University
by Francesco Cesarone 11 Jan '18

11 Jan '18

Dear Colleagues, on 24 January 2018 from 9:30 to 13:00 (Aula 8, Department of Business Studies-Roma Tre University, Via Silvio D'Amico, 77 -00145, Roma ), Dr. Angela Loregian, senior researcher at ARPM, will hold a min-workshop on "Advanced statistical techniques across disparate asset classes". The attendance of the course is free, but for organizational reasons it is necessary to register by sending an email to francesco.cesarone(a)uniroma3.it with the following subjects: Name Surname - ARPM min-workshop. *About the Program.* *We introduce the concept of "risk driver" and **"invariant“, illustrating:* *- the asset-specific art of building risk drivers across the financial markets* *- the asset-agnostic science of applying statistics (econometrics and **machine learning) to extract the invariants and estimate their joint * *distribution. **Then, we translate the above statistical analysis into the asset-specific **joint distribution of instrument returns.* For more details, see the attached pdf file. We look forward to meeting you in Roma Tre! Best regards, Francesco Cesarone -- http://disa.uniroma3.it/qfw2018/ -- Francesco Cesarone - Ph.D. Ricercatore - Assistant Professor Facoltà di Economia Dipartimento di Studi Aziendali Università Roma Tre Via Silvio D'Amico, 77 00145 - Roma tel: +39 06 57335744 Skype: francesco.cesarone email: francesco.cesarone(a)uniroma3.it Studio n. 20 piano V WWW: http://host.uniroma3.it/docenti/cesarone/

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min-workshop on "Machine Learning and Big Data Analytics with MATLAB" at Roma Tre University
by Francesco Cesarone 11 Jan '18

11 Jan '18

Dear Colleagues, on 23 January 2018 from 14:00 to 17:00 (Computer Lab, ground floor, Department of Business Studies-Roma Tre University, Via Silvio D'Amico, 77 -00145, Roma), Dr. Francesca Perino, Application Engineer at MathWorks, will hold a min-workshop on "Machine Learning and Big Data Analytics with MATLAB". The attendance of the course is free, but for organizational reasons it is necessary to register to register on the following web page: https://it.mathworks.com/company/events/seminars/ml-da-with-matlab-2373496.… . *Overview* *At the heart of many financial applications are machine learning techniques used for risk classification, economic analysis, credit scoring, time series forecasting, estimating default probabilities, and data mining. Big data represents an opportunity for quantitative analysts and data scientists alike to impact the way organizations make informed business decisions. By building machine learning models that harness big data, a greater level of insight and confidence can be achieved.* *However, implementing and comparing machine learning techniques to choose the best method can be challenging. Furthermore, there is no single approach to solving the many challenges arising from working with big data. MATLAB minimizes these challenges by providing you with a number of built-in functions and tools for quick prototyping, integration, and scaling, to take you from initial prototype all the way to business-critical production system.* *In this session, we will introduce ways of working with big data systems, the different types of machine learning techniques in MATLAB, how to determine the best techniques for your problem by evaluating model performance, and rapidly deploying your machine learning models into production. We will cover several new workflows and data types in MATLAB and the toolboxes that have been designed to address the most common challenges with big data analytics and machine learning.* *Highlights* *Data management and integration with databases, live market data, and big data environments* *Efficient workflows for heterogenous time-series data using new data management capabilities* *Parallel Computing techniques to speed up long-running computations and deal with out-of-memory data* *Predictive modeling and using supervised machine learning techniques to build a credit rating engine* We look forward to meeting you in Roma Tre! Best regards, Francesco Cesarone -- http://disa.uniroma3.it/qfw2018/ -- Francesco Cesarone - Ph.D. Ricercatore - Assistant Professor Facoltà di Economia Dipartimento di Studi Aziendali Università Roma Tre Via Silvio D'Amico, 77 00145 - Roma tel: +39 06 57335744 Skype: francesco.cesarone email: francesco.cesarone(a)uniroma3.it Studio n. 20 piano V WWW: http://host.uniroma3.it/docenti/cesarone/

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[Forum SIS] : Seminari prof. Berger, Duke University
by Brunero Liseo 11 Jan '18

11 Jan '18

Avviso Ciclo di Seminari Il prof. James O. Berger, Duke University, https://en.wikipedia.org/wiki/Jim_Berger_(statistician) sarà ospite del Dipartimento MEMOTEF, Sapienza Università di Roma dal 22 al 26 gennaio 2018. Nel corso della settimana il prof. Berger terrà una serie di seminari su Bayesian Model Selection I seminari si terranno in Aula 6B, al piano terrà della facoltà di Economia, Via del Castro Laurenziano, 9, secondo il seguente orario: Lunedì 22 gennaio ore 11-13 Martedì 23 gennaio ore 16.30-18 Mercoledì 24 gennaio 11.30-13 Mercoledì 24 gennaio 14.30-16 I seminari sono rivolti ad un pubblico di dottorandi ma tutti gli interessati sono invitati a partecipare. Brunero Liseo -- ============================================ Brunero Liseo *Dip. di metodi e modelli per il territorio, l'economia e la finanza * *Sapienza Università di Roma* *Viale Castro Laurenziano, 9 Roma I-00161 *Tel. +39 06 49766973 Fax +39 06 4957606 *https://sites.google.com/a/uniroma1.it/bruneroliseo/ <https://sites.google.com/a/uniroma1.it/bruneroliseo/>* ============================================

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