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Fwd: StochMod 2018 at Lancaster University
by Antonio Di Crescenzo 14 Sep '17

14 Sep '17

ricevo e inoltro > > >---------- Forwarded message ---------- > >(First announcement) > >Dear Colleagues, > >We would like to invite you to attend the 7th >Stochastic Modelling meeting (StochMod 2018), >which will take place on 13-15 June 2018 at >Lancaster University, UK. > >The StochMod meeting has been organized by the >EURO Working Group on Stochastic Modelling >biennially since 2006, and its scope covers both >the theory and applications of stochastic models. > >StochMod 2018 will include keynote talks from >- Margaret Brandeau (Stanford University) >- Kevin Glazebrook (Lancaster University) >- Warren B. Powell (Princeton University) >- Kalyan Talluri (Imperial College London) > >For additional information about StochMod 2018, >please visit the meeting's webpage: > ><http://www.lancaster.ac.uk/staff/jacko/stochmod2018/>http://www.lancaster.ac.uk/staff/jacko/stochmod2018/ > >We look forward to welcoming you in Lancaster! > >Best regards, > >Peter Jacko and Rouba Ibrahim (StochMod 2018 co-chairs). > > >-------------------------------------------------------- >Additional information about EURO and the working group: > >EURO is the "Association of European Operational >Research Societies". It has sections which are >called "Working Groups", one of which is on >"Stochastic Modelling". > >Currently, the Stochastic Modelling working >group has around 350 members and anyone >interested in presenting their research, >participating in the discussions, or simply >learning about stochastic modelling is welcome >to join the working group and its meetings. >Membership is also free, so please join >at <http://stochmod.eu/Members/>http://stochmod.eu/Members/ if >interested. > > > >-- > >------------------------------------- >Peter Jacko >------------------------------------- > >Lecturer in Management Science >Department of Management Science >Lancaster University Management School >Lancaster, LA1 4YX, UK ><mailto:p.jacko@lancaster.ac.uk>p.jacko(a)lancaster.ac.uk | >+44-15245 94035 | Office B57 ><http://scholar.google.com/citations?user=Ym1nWHEAAAAJ>scholar.google.com/citations?user=Ym1nWHEAAAAJ > ><http://www.lancaster.ac.uk/lums/people/peter-jacko>http://www.lancaster.ac.uk/lums/people/peter-jacko > ><http://www.lancaster.ac.uk/staff/jacko/>http://www.lancaster.ac.uk/staff/jacko/ > >------------------------------------- > > > > --

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Postdoc positions. A reminder
by Marco Scarsini 12 Sep '17

12 Sep '17

Applications are open for three postdoc positions at LUISS on the following topics: “High-Dimensional Data”: Applications to Economics Stochastic control and duality methods to tackle model uncertainty in finance and insurance Efficiency of equilibria in large games. Deterministic and stochastic viewpoints The application deadline is September 30. Information can be found here: http://economiaefinanza.luiss.it/en/node/5166 ******************************************************* Marco Scarsini Dipartimento di Economia e Finanza LUISS Viale Romania 32 00197 Roma, ITALY URL: http://docenti.luiss.it/scarsini/

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Seminar at Luiss - Marcel Nutz
by Sara 12 Sep '17

12 Sep '17

Dear all, On Tuesday 26, at 2pm in room 106 - Luiss viale Romania 32, Roma, prof Nutz will give the following seminar: Supply and Shorting in Speculative Markets Abstract: We propose a continuous-time model of trading among risk-neutral agents with heterogeneous beliefs. Agents face quadratic costs-of-carry on their positions and as a consequence, their marginal valuation of the asset decreases when the magnitude of their position increases, as it would be the case for risk-averse agents. In the equilibrium models of investors with heterogeneous beliefs that followed the original work by Harrison and Kreps, investors are risk-neutral, short-selling is prohibited and agents face a constant marginal cost of carrying positions. The resulting resale option guarantees that the equilibrium price exceeds the price of the asset in a static buy-and-hold model where speculation is ruled out. Our model features three main novelties. First, increasing marginal costs entail that the price depends on the exogenous supply. Second, in addition to the resale option, agents may also value an option to delay, and this may cause the market to equilibrate below the static buy-and-hold price. Third, we introduce the possibility of short-selling; then the resale option for agents with short positions partly compensates the resale option for long agents. (Joint work with Jose Scheinkman) Best, Sara -- 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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Call for PhD position at University of Oslo
by Giulia Di Nunno 12 Sep '17

12 Sep '17

Dear Colleagues, this is to draw your attention to the call for a PhD position at the University of Oslo in stochastic analysis and its applications in the scopes of STORE "Stochastics of Renewable Energy Markets". You find the description and the call here: https://www.jobbnorge.no/en/available-jobs/job/141687/phd-research-fellowsh… Deadline for application is: September 20, 2017 Please help to advertise this call to all interested people and possible candidates. Thank you in advance! Best wishes Giulia --- Giulia di Nunno Professor Department of Mathematics University of Oslo http://folk.uio.no/giulian/

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Workshop Optimization & Big Data in Bicocca
by Fabio Bellini 12 Sep '17

12 Sep '17

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workshop 25 settembre
by Stefano Bonaccorsi 12 Sep '17

12 Sep '17

A tutti gli interessati. Stiamo organizzando un incontro per salutare il prof. Tubaro che andrà in pensione il 30 settembre. Questo incontro si terrà lunedì 25 settembre, dalle ore 9 alle 13, presso il Dipartimento di Matematica dell'Università di Trento. Al termine della parte scientifica si terrà un breve rinfresco. Troverete tutte le informazioni e il programma nella locandina allegata. La partecipazione è gratuita ma, per ragioni di organizzazione, vi chiediamo cortesemente di confermare la vostra partecipazione con una mail a stefano.bonaccorsi(a)unitn.it, possibilmente entro il 20 settembre. Gli organizzatori Stefano Bonaccorsi, Giuseppina Guatteri, Sonia Mazzucchi

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Slow Monday in Algebraic Statistics, Genova 18 settembre 2017
by Fabio Rapallo 11 Sep '17

11 Sep '17

Car* collegh*, vi segnalo che il prossimo lunedì 18 settembre, a partire dalle ore 10, si terrà presso il Dipartimento di Matematica dell'Università di Genova l'incontro Slow Monday in Algebraic Statistics con talk di Christiane Gorgen, Luigi Malagò, Giovanni Pistone, Jim Smith, Gherardo Varando e Henry Wynn. Maggiori dettagli nel documento qui disponibile: http://www.dima.unige.it/~riccomag/SeminarsGenova/18sept2017_details.pdf Cordiali saluti, Fabio Rapallo -- Fabio Rapallo Dipartimento di Scienze e Innovazione Tecnologica Universita' del Piemonte Orientale viale Teresa Michel, 11 15121 ALESSANDRIA - ITALY Tel: +39 0131 360223 web: http://people.unipmn.it/rapallo/

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Fwd: Postdoc position
by Marco Romito 08 Sep '17

08 Sep '17

ricevo e inoltro da Ismael Bailleul ----------------------------------- I have some funding for an *18 months postdoc position* in Rennes, for a project on the /paracontrolled approach to Singular PDEs/. Applications are welcome from PhD students that have defended their PhD after Sept. 2014 (or shortly before that date) and next December. /The successful applicant should however take the position between Jan. and March 2018/; the window is short, but this is imposed by the funding Agency. Applicants should email me for discussion before applying officially (ismael.bailleul(a)univ-rennes1.fr) Ismaël Bailleul

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Postdoc position in Statistics at Inria Grenoble, France
by Julyan Arbel 08 Sep '17

08 Sep '17

We are seeking a postdoc candidate interested in applying Bayesian inference to extreme value theory. Applications will be accepted until the position is filled. The starting date is flexible, from October 1st, 2017 onward. For more info see: https://doctorat.campusfrance.org/en/CF20172480 <https://doctorat.campusfrance.org/en/CF20172480> or contact me (Julyan Arbel, julyan.arbel(a)inria.fr) or Prof. Stéphane Girard (stephane.girard(a)inria.fr) A general overview of the stats group at Inria can be found at https://team.inria.fr/mistis/members/ <https://team.inria.fr/mistis/members/> Julyan Arbel Researcher, Mistis team Inria Grenoble Rhône-Alpes http://www.julyanarbel.com/ <http://www.julyanarbel.com/>

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PhD Studentship at Sussex on PDMP-based Monte Carlo Methods (2018)
by Enrico Scalas 06 Sep '17

06 Sep '17

Car* collegh*, all'Universita' del Sussex abbiamo una posizione di dottorato sull'analisi rigorosa di metodi di Monte Carlo: http://www.sussex.ac.uk/study/phd/fees-and-scholarships/scholarships/view/7… Per maggiori informazioni si puo' contattare il Dr Andrew Duncan ( Andrew.Duncan(a)sussex.ac.uk) Se conoscete persone potenzialmente interessate, per favore, passate l'annuncio. Grazie mille e cordiali saluti, Enrico Scalas

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Statistical Challenges in Big Data & Complex Systems, CLADAG 2017 SATELLITE MEETING September 12th, 2017
by stefano iacus 06 Sep '17

06 Sep '17

Dear all, this is a gentle reminder in case you missed the original announcement. We are glad to announce that on the day before the CLADAG conference <http://www.cladag2017.unimib.it/>, which is held in Milan 13-15 September 2017, a satellite event is proposed by Data Science Lab <http://datasciencelab.unimi.it/> of the University of Milan. The event title is STATISTICAL CHALLENGES IN BIG DATA & COMPLEX SYSTEMS <http://datasciencelab.unimi.it/index.php/2017/07/05/statistical-challenges-…>, is held on the 12th of September 2017 from 14 in Aula Crociera Alta di Giurisprudenza, Via Festa del Perdono 7. After the meeting an Aperitif in the suggestive Porticato San Nazaro will be offered to the participants. The event is free, but for organizational matters, please send an email to datasciencelab(a)unimi.it. <mailto:datasciencelab@unimi.it> The purpose of this scientific event is to take advantage of the presence in Milan of the international community of statisticians attending CLADAG 2017 Conference and to stimulate cross-discussion between the various researchers at the University of Milan who work on diversified topics related to Big Data & Complex Systems. The Flash Talk are meant for a wider audience, including the Press and colleagues from other disciplines. Problems, solutions and challenges for Big Data & Complex Systems vary upon the scientific field of study. This event is an attempt to out statisticians in connection with scientists of the many different disciplines. Download the leaflet <http://datasciencelab.unimi.it/wp-content/uploads/2017/07/Volantino-evento-…> Best wishes Stefano Iacus and Silvia Salini

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unibz - Free University of Bozen-Bolzano - Job Call - Associate Professor in Statistics (direct call from abroad)
by Bauer Monika 06 Sep '17

06 Sep '17

To the members of the RANDOM-list. The Faculty of Economics and Management of the Free University of Bozen-Bolzano is seeking excellent candidates to fill the following academic position Associate Professor in Statistics (13/D1 - SECS-S/01) Bozen-Bolzano Campus Profile The candidate should have a PhD in Statistics or related fields, obtained in Italy or abroad, and an excellent record of international scientific publications, preferably with an applied focus. Position The position offered is at the Associate Professor level in Statistics (Professore Associato SECS-S/01 in the Italian system). This is a tenured full-time position with a teaching load of 120 hours/year. The salary is competitive with that of top European universities. Approximate starting date: January 2018 For more information, please contact Prof. Mirco Tonin - mirco.tonin(a)unibz.it<mailto:mirco.tonin@unibz.it>. For general information about the position, terms and conditions of working at the Faculty of Economics and Management please contact the Dean Prof. Oswin Maurer - oswin.maurer(a)unibz.it<mailto:oswin.maurer@unibz.it>. Requirements According to Italian legislation, only candidates already holding an equivalent academic position (Associate Professor) at their current foreign university are qualifying for a "direct call from abroad". The Faculty is particularly interested in applicants who will substantially contribute to its strong cross-disciplinary international research, as well as to its multilingual teaching culture. All else equal, preference will be given to candidates with an interest in applied economics or econometrics. Furthermore, applicants need to meet the following conditions: a) record of excellence in scholarship at the international level, demonstrated by an appropriate publication record in leading international journals; b) evidence of high-quality teaching and mentoring; c) significant level of service to the department, the university, and the profession; d) knowledge of at least two of the three official teaching languages at the Faculty of Economics and Management (German, Italian, English). The Free University of Bozen-Bolzano aims to increase the proportion of women in research and teaching and therefore specifically encourages female scientists to submit their expression of interest. About the Faculty The Faculty of Economics and Management was founded in 1998 and now counts over 1000 students and more than 50 faculty members who study and work in three languages: German, Italian and English. Through academic excellence in research and teaching, the Faculty contributes to the development of the South-Tyrolean economy while being solidly connected to international scientific networks. Research carried out in our faculty has been ranked no 2 in the Research Quality Evaluation in Italy in 2017 and the university is among the Top-10 small universities worldwide by THE (Times Higher Education). The working language of the Faculty of Economics and Management is English but teaching is done also in German and Italian. More information is available on the Faculty's website: https://www.unibz.it/en/faculties/economics-management/ Application procedure Please send your expression of interest, together with a detailed curriculum vitae, a list of publications, an indication of your research focus, a short description of courses taught, your teaching evaluations, as well as a statement of your current academic position. We recommend the use of the form "Attachment A - University Academic CV" available on the following website: https://www.unibz.it/en/home/position-calls/positions-for-academic-staff/?g… Your application, duly signed and dated on the last page, must be sent to Free University of Bozen-Bolzano, Faculty of Economics and Management, attn. Mrs. Monika Bauer, Universitätsplatz 1, 39100 Bozen, or by e-mail: recruitment_economics(a)unibz.it<mailto:recruitment_economics@unibz.it> Expressions of interest will be accepted until September 13, 2017. Short-listed candidates will be invited to a skype interview on Wednesday, September 27, 2017 and afterwards to a personal interview provisionally scheduled for Wednesday, October 11, 2017. Faculty of Economics and Management Freie Universität Bozen - Libera Università di Bolzano Universitätsplatz 1 Piazza Università I-39100 Bozen - Bolzano Tel.: +39 0471 013 015 Fax: +39 0471 013 009 E-mail: monika.bauer(a)unibz.it<mailto:monika.bauer@unibz.it> www.unibz.it<http://www.unibz.it/> www.unibz.it/en/economics<http://www.unibz.it/en/economics> www.facebook.com/unibz<http://www.facebook.com/unibz> www.twitter.com/unibz_news<http://www.twitter.com/unibz_news> www.instagram.com/unibz<http://www.instagram.com/unibz> __________________________________________________________________ Im Sinne des Legislativdekrets 196/2003 informieren wir Sie, dass die in dieser E-Mail enthaltenen Informationen vertraulich und ausschließlich für den Adressaten bestimmt sind. Sollten Sie diese Nachricht irrtümlich erhalten haben, bitten wir Sie, diese zu vernichten, ohne sie zu kopieren oder an Dritte weiterzuleiten. Auch bitten wir Sie, uns darüber unverzüglich in Kenntnis zu setzen. Danke. Ai sensi del D.Lgs. 196/2003 si precisa che le informazioni contenute in questo messaggio sono riservate ed a uso esclusivo del destinatario. Qualora il messaggio in parola Le fosse pervenuto per errore, La invitiamo ad eliminarlo senza copiarlo e a non inoltrarlo a terzi, dandocene gentilmente comunicazione. Grazie.

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YoungCLADAG events coming soon
by Riccardo Pascuzzo 04 Sep '17

04 Sep '17

Dear all, we remind you that on the day before the CLADAG conference<http://www.cladag2017.unimib.it/> (classification and data analysis group), which is held in Milan 13-15 September 2017, two satellites events are proposed to young data scientists: an exciting data contest and a generous aperitivo milanese! DATA CONTEST The main activity will be the data contest<http://www.cladag2017.unimib.it/youngcladagcontest/>, that is held on the 12th of September 2017 from 9.00 am to 4.30 pm at Politecnico di Milano. The event is sponsored by Data Reply, Oracle and Fondazione Cariplo. During the contest, teams challenge themselves by analyzing the same dataset and proposing a solution to the related statistical problem. Lunch is provided for free for all the participants! PRIZES The best teams are awarded with amazing prizes kindly offered by our sponsors. In particular, we mention here the four scholarships for attending ‘The Data Incubator<http://www.reply.com/en/topics/big-data-and-analytics/the-data-incubator>’ course, about advanced techniques for machine learning and applied statistics, offered by Data Reply. Moreover, the winners have the opportunity to show their solutions during a dedicated moment within the CLADAG2017 conference. APERITIVO After the competition, in the evening of the 12th of September, an aperitivo milanese<http://www.cladag2017.unimib.it/aperitivo/> is provided for free for all the people attending the contest. Music, drink and food are the keywords of this event! For further information and free registrations to both the events, please visit the website of the youngCLADAG 2017<http://www.cladag2017.unimib.it/youngcladag-2/> or write an email to: youngcladag(a)unimib.it<mailto:youngcladag@unimib.it> Hurry up, the number of places is limited and the time is running out! Best wishes, the youngCLADAG organizing committee: Jacopo Di Iorio, Francesca Gasperoni, Andrea Martino, Chiara Masci, Riccardo Pascuzzo -- Riccardo Pascuzzo MOX Laboratory for Modeling and Scientific Computing Dept. of Mathematics - Politecnico di Milano Address: Piazza Leonardo da Vinci 32, 20133, Milan, Italy Phone: (+39) 02 2399 4604 Email: riccardo.pascuzzo(a)polimi.it Website: https://statistics.mox.polimi.it

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Call for interest - Financial Mathematics Researcher @ Polimi
by Daniele Marazzina 01 Sep '17

01 Sep '17

Con preghiera di diffusione >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> Il Dipartimento di Matematica del Politecnico di Milano è alla ricerca di manifestazioni di interesse per una posizione di ricercatore a tempo determinato o a tempo determinato in tenure track (RTDA o RTDB) nel settore scientifico disciplinare SECS-S/06 con un focus nell’ambito della finanza matematica. Gli interessati possono inviare la loro manifestazione di interesse all’indirizzo application-dmat(a)polimi.it<mailto:application-dmat@polimi.it> specificando nell’oggetto del messaggio ‘’finanza matematica’’ ed allegando: -curriculum vitae e lista delle pubblicazioni, -lettera di motivazione/interesse per la posizione e per il Politecnico di Milano, -eventuali lettere di referenze. Per essere prese in considerazioni, le manifestazioni di interesse debbono essere inviate entro il 18 settembre 2017 ore 24.00. Eventuali richieste di informazioni possono essere inviate all’indirizzo di cui sopra. Sito internet gruppo finanza quantitativa: https://www.mate.polimi.it/qfinlab<https://www.mate.polimi.it/qfinlab/index.php?cate=15> Disclaimer Questa è soltanto una richiesta di manifestazioni di interesse e non un annuncio di job vacancy o di una futura procedura di valutazione comparativa nel settore SECS-S/06. Il Dipartimento di Matematica si riserva di valutare se promuovere una procedura di valutazione comparativa e per quale posizione eventualmente farlo. >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> The Department of Mathematics, Politecnico di Milano, Italy, is seeking expressions of interest for positions of researcher (either temporary or temporary in tenure track) in financial mathematics. Notice that a solo temporary position lasts three years (renewable for two years) a temporary position (three years), in tenure track allows the candidate to become associate professor after three years provided that the candidate is habilitated at the national level before the end of the contract. Candidates are invited to apply. Successful candidates will be expected to contribute to the activities of the Department, in particular by doing: > Research, by contributing/defining research projects, attracting funding, and contributing to dissemination of results through top-level publications. > Teaching, by offering courses for approximately 80 (temporary)/120 (temporary in tenure track) hours per year to students at the undergraduate and graduate level. > Management, by serving in committees and boards of our University. Salary is conformal to national standards, gross salary for solo temporary position is 37.000 euro, temporary in tenure track is 50.000 euro. Interested candidates are kindly requested to send at application-dmat(a)polimi.it<mailto:application-dmat@polimi.it>, specifying the reference to ‘‘mathematical finance’’ on the object of the message, the following material: - a complete CV and list of publications - a short letter explaining their interest in working in Italy and at the Department of Mathematics, Politecnico di Milano - reference letters (if any). Applications to be considered should reach by 18 September 24.00(local time). For requests of information please contact the above email. Quantitative finance group website: https://www.mate.polimi.it/qfinlab/index.php?cate=15 Disclaimer Please note that this is a call for interest only, and not a job vacancy advertisement, and that the Department can decide on its own whether or not to open a position and at which level. The actual selection for a position will be based on a public selection procedure pursuant art. 18, comma 1 and 4, of Italian Law 240/2010.

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Call for PhD position at University of Oslo (fwd)
by Lucia Caramellino 30 Aug '17

30 Aug '17

---------- Forwarded message ---------- Date: Wed, 30 Aug 2017 12:43:57 +0000 From: Giulia Di Nunno <giulian(a)math.uio.no> Subject: Call for PhD position at University of Oslo Dear Colleagues, this is to draw your attention to the call for a PhD position at the University of Oslo in stochastic analysis and its applications in the scopes of STORE "Stochastics of Renewable Energy Markets". You find the description and the call here: https://www.jobbnorge.no/en/available-jobs/job/141687/phd-research-fellowsh… rgy-finance Deadline for application is: September 20, 2017 Please help to advertise this call to all interested people and possible candidates. We would appreciated if you could bounce this advertising to the relevant local/national mailing lists. Thank you in advance! Best wishes Giulia --- Giulia di Nunno Professor Department of Mathematics University of Oslo http://folk.uio.no/giulian/

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Call for PhD position at University of Oslo
by Giulia Di Nunno 30 Aug '17

30 Aug '17

Dear Colleagues, this is to draw your attention to the call for a PhD position at the University of Oslo in stochastic analysis and its applications in the scopes of STORE "Stochastics of Renewable Energy Markets". You find the description and the call here: https://www.jobbnorge.no/en/available-jobs/job/141687/phd-research-fellowsh… Deadline for application is: September 20, 2017 Please help to advertise this call to all interested people and possible candidates. We would appreciated if you could bounce this advertising to the relevant local/national mailing lists. Thank you in advance! Best wishes Giulia --- Giulia di Nunno Professor Department of Mathematics University of Oslo http://folk.uio.no/giulian/

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research temporary position (two years) Department of Statistics and Quantitative Methods (University of Milano Bicocca)
by Francesca Greselin 29 Aug '17

29 Aug '17

Dear Colleagues, We have a research temporary position (two years) in our Department of Statistics and Quantitative Methods in the University of Milano Bicocca, that could be a good opportunity for a young person interested in research. A laurea magistrale is required and a good attitude toward research, at least shown through the thesis. No already published papers are required. In case you are interested in it, we have to prepare very quickly a little research project and present all the documents within August 31st (at 12.00 a.m.) Please send an email to francesca.greselin(a)unimib.it for more information. Best regards, Francesca Greselin -- Francesca Greselin Department of Statistics and Quantitative Methods University of Milano Bicocca Tel +39 02 6448 3118 Fax +39 02 6448 3105 *www.economia.unimib.it/ <http://www.economia.unimib.it/>GRESELIN* google scholar <http://scholar.google.com/citations?user=xOOTbBAAAAAJ&hl=en> researchgate <https://www.researchgate.net/profile/Francesca_Greselin> *Skype: francesca.greseli <francesca.greselin(a)unimib.it>n*

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International Master in Economics and Finance (IMEF) - Last Announcement
by Roberto Casarin VE 28 Aug '17

28 Aug '17

Dear Colleagues, We are pleased to send you information concerning the International Master in Economics and Finance (IMEF) offered by the Ca' Foscari University, Venice. We would be grateful if you could make this information visible in your department, and bring it to the attention of your best graduate students. The IMEF programme trains students to acquire a deeper and more sophisticated knowledge of the quantitative analysis of the economic system and financial institutions. IMEF is at its 21st edition and features the highest ranking of international faculty and learning. The programme is being held in English and offers internships c/o the main European and Italian institutions. Post-diploma placement reaches the 100%. The 2017-2018 edition has Allianz, Banca IFIS, Banca d'Italia, Generali, KPMG, Prometeia and PWC as sponsors and partners and includes training realised by Prometeia experts on risk management and by European Investment Fund on financial analysis. The faculty is composed of scholars and professionals from international institutions and includes among others Yacine Ait-Shalia from Princeton University, Alain Monfort from CREST, Banque de France and Maastricht University and Stephen Schaefer from London Business School. Applications can be submitted until September 1st 2017. Information and application material are available at http://virgo.unive.it/imef/ and any further question may be addressed to imef(a)unive.it Thank you in advance for bringing this program to the attention of suitable applicants from your school. Best regards Roberto Casarin -- Roberto Casarin University Ca' Foscari, Venice Address: San Giobbe 873/b 30121 Venezia, Italy Phone: +39 041.234.91.49 Fax: +39 041.234.91.76 Web: http://venus.unive.it/r.casarin/

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Brain Gain Program - Open call 2017
by Antonella Basso 26 Aug '17

26 Aug '17

Within the framework of the university-wide initiative Research for Global Challenges <http://www.unive.it/pag/15550/>, Ca’ Foscari University of Venice seeks applications to fill permanent, full-time positions in various fields. See the web page http://www.unive.it/pag/15535/ *Research Areas:* * *Cross Cultural Studies, Comparative Philosophy and Intercultural Dialogue* * *Accounting, Finance and Big Data* * *Applied Economics: Innovation, Development, International Industry* * *Software Engineering and Security* * *Management and Big Data* * *Heritage Science* Eligible applicants must have been employed as permanent faculty members or research staff by a foreign university or research institute for at least three consecutive years by the time of the call deadline. We seek individuals with a *strong research* commitment, an outstanding portfolio of *international publications*, and a proven teaching record in the field associated with the post. Experience in leading research groups, conducting/coordinating international projects, and a proven attitude to raise research funding are highly valued. *Please apply only by ResearchGate.net <https://www.researchgate.net/institution/Universita_Ca_Foscari_Venezia/jobs>* https://www.researchgate.net/institution/Universita_Ca_Foscari_Venezia/jobs (insert your complete CV together with a complete list of publications and the contacts of two references, from whom recommendations can be asked). *Deadline is **September 10th 2017* -- Antonella Basso Prorettore alla Programmazione e Valutazione - Prorector at Planning and Valuation Dipartimento di Economia Università Ca' Foscari Venezia Fondamenta S. Giobbe - Cannaregio 873 30121 Venezia - Italy Tel. +39-041-2346914 E-mail address: basso(a)unive.it Web page: http://www.unive.it/data/persone/5591751

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Posizioni per Teaching Assistant
by Davide Erminio Pirino 24 Aug '17

24 Aug '17

Segnalo (in scadenza) nove posizioni per Teaching Assistant presso il Dipartimento di Economia e Finanza dell'Università degli Studi di Tor Vergata: http://economia.uniroma2.it/def/selezioni-e-bandi/175-778/bando-coadiutori-…

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manifestazioni di interesse, SECS-S/06, Tor Vergata
by Davide Erminio Pirino 24 Aug '17

24 Aug '17

Il Dipartimento di Economia e Finanza dell’Università degli Studi di Roma “Tor Vergata” http://economia.uniroma2.it/def richiede manifestazioni di interesse nel settore scientifico disciplinare SECS-S/06 (Metodi matematici dell'economia e delle scienze attuariali e finanziarie) per le posizioni di: 1. Professore Associato 2. Ricercatore di Tipo B 3. Ricercatore di Tipo A Il Dipartimento di Economia e Finanza è stato ammesso alla selezione dei 180 dipartimenti di eccellenza con il punteggio massimo previsto. Gli interessati possono inviare la loro manifestazione di interesse, specificando per quale posizione, all’indirizzo info(a)def.uniroma2.it <https://webmail.uniroma2.it/imp/dynamic.php?page=mailbox#> allegando il proprio curriculum vitae. Saranno prese in considerazioni solo le manifestazioni di interesse inviate entro il 25 settembre 2017. Eventuali richieste di informazioni possono essere inviate all’indirizzo info(a)def.uniroma2.it <https://webmail.uniroma2.it/imp/dynamic.php?page=mailbox#> Nota Bene Questa è soltanto una richiesta di manifestazioni di interesse e non un annuncio di job vacancy o di una futura procedura di valutazione comparativa. Il Dipartimento di Economia e Finanza si riserva di valutare se promuovere una procedura di valutazione comparativa e per quale posizione eventualmente farlo. The Department of Economics and Finance of the University of Rome “Tor Vergata”, http://economia.uniroma2.it/def is seeking expressions of interest for positions of researcher, either temporary (RTDA) or temporary in tenure track (RTDB) and of associate professor in financial mathematics. The Department of Economics and Finance is part of the School of Economics at the University of Rome Tor Vergata. According to some of the most important national (VQR) and international (RePEc, QS) rankings, the DEF is amongst the leading departments in the fields of Economics, Finance and Statistics. The RTDA position lasts three years (renewable for two years), the RTDB position (three years) allows the candidate to become associate professor after three years provided that the candidate is habilitated at the national level before the end of the contract. Interested candidates are kindly requested to write to info(a)def.uniroma2.it <https://webmail.uniroma2.it/imp/dynamic.php?page=mailbox#> specifying the position of interest and enclosing their CV. Applications to be considered should be sent by 25 September 25th, 2017. For requests of information please contact info(a)def.uniroma2.it <https://webmail.uniroma2.it/imp/dynamic.php?page=mailbox#> Disclaimer Please note that this is a call for interest only, and not a job vacancy advertisement, and that the Department can decide on its own whether or not to open a position and at which level.

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CLADAG 2017 SATELLITE MEETING September 12th, 2017
by stefano iacus 21 Aug '17

21 Aug '17

Dear all, we are glad to announce that on the day before the CLADAG conference <http://www.cladag2017.unimib.it/>, which is held in Milan 13-15 September 2017, a satellite event is proposed by Data Science Lab <http://datasciencelab.unimi.it/> of the University of Milan. The event title is STATISTICAL CHALLENGES IN BIG DATA & COMPLEX SYSTEMS <http://datasciencelab.unimi.it/index.php/2017/07/05/statistical-challenges-…>, is held on the 12th of September 2017 from 14 in Aula Crociera Alta di Giurisprudenza, Via Festa del Perdono 7. After the meeting an Aperitif in the suggestive Porticato San Nazaro will be offered to the participants. The event is free, but for organizational matters, please send an email to datasciencelab(a)unimi.it. <mailto:datasciencelab@unimi.it> The purpose of this scientific event is to take advantage of the presence in Milan of the international community of statisticians attending CLADAG 2017 Conference and to stimulate cross-discussion between the various researchers at the University of Milan who work on diversified topics related to Big Data & Complex Systems. The Flash Talk are meant for a wider audience, including the Press and colleagues from other disciplines. Problems, solutions and challenges for Big Data & Complex Systems vary upon the scientific field of study. This event is an attempt to out statisticians in connection with scientists of the many different disciplines. Download the leaflet <http://datasciencelab.unimi.it/wp-content/uploads/2017/07/Volantino-evento-…> Best wishes Stefano Iacus and Silvia Salini ----------------------------------- Prof. Stefano M. Iacus, Ph.D. Director of MEF - Master in Finance & Economics http://www.mef.unimi.it CEO/CTO/Co-Founder VOICES from the Blogs http://www.voices-int.com Department of Economics, Management and Quantitative Methods University of Milan Via Conservatorio, 7 I-20123 Milan - Italy Ph.: +39 02 50321 461 Fax: +39 02 50321 505 Twitter: @iacus http://scholar.google.com/citations?user=JBs9tJ4AAAAJ&hl=en http://orcid.org/0000-0002-4884-0047 Master in Finance & Economics http://www.mef.unimi.it Twitter: @mefunimi Facebook: http://www.facebook.com/mefunimi Email and further information at: mef(a)unimi.it ------------------------------------------------------------------------------------ Please don't send me Word or PowerPoint attachments if not absolutely necessary. See: http://www.gnu.org/philosophy/no-word-attachments.html

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fellowship for PhD in Mathematics and Models in L'Aquila
by davide gabrielli 15 Aug '17

15 Aug '17

PLEASE DIFFUSE BETWEEN INTERESTED PEOPLE 6+2 fellowships for the PhD program in: Mathematics and Models Dipartimento di Ingegneria e Scienze dell'Informazione e Matematica, Università L'AQUILA, Italy Information and details on: http://people.disim.univaq.it/~dottorato_mate_mode/ Deadline: August, 24 2017 -13 pm (local time) APPLICATIONS ON LINE ONLY DO NO SEND ANYTHING IN DIFFERENT WAYS,IT WILL NOT GET ANY CONSIDERATION FOLLOW THE RULES GIVEN IN ART.5 OF THE ANNOUNCEMENT For information you may contact: dottorato.ricerca(a)cc.univaq.it

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fellowship for PhD in Mathematics and Models in L'Aquila
by davide gabrielli 12 Aug '17

12 Aug '17

PLEASE DIFFUSE BETWEEN INTERESTED PEOPLE 6+2 fellowships for the PhD program in: Mathematics and Models Dipartimento di Ingegneria e Scienze dell'Informazione e Matematica, Università L'AQUILA, Italy Information and details on: http://people.disim.univaq.it/~dottorato_mate_mode/ Deadline: August, 24 2017 -13 pm (local time) APPLICATIONS ON LINE ONLY DO NO SEND ANYTHING IN DIFFERENT WAYS, IT WILL NOT GET ANY CONSIDERATION FOLLOW THE RULES GIVEN IN ART.5 OF THE ANNOUNCEMENT For information you may contact: dottorato.ricerca(a)cc.univaq.it

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YoungCLADAG 2017 events - free registration open
by Riccardo Pascuzzo 10 Aug '17

10 Aug '17

Dear all, we are glad to announce that on the day before the CLADAG conference<http://www.cladag2017.unimib.it/>, which is held in Milan 13-15 September 2017, two satellites events are proposed to young data scientists: an exciting data contest and a generous aperitivo milanese! DATA CONTEST The main activity will be the data contest<http://www.cladag2017.unimib.it/youngcladagcontest/>, that is held on the 12th of September 2017 from 9.00 am to 4.30 pm at Politecnico di Milano. The event is sponsored by Data Reply, Oracle and Fondazione Cariplo. During the contest, teams challenge themselves by analyzing the same dataset and proposing a solution to the related statistical problem. Lunch is provided for free for all the participants! PRIZES The best teams are awarded with amazing prizes kindly offered by our sponsors. In particular, we mention here the four scholarships for attending ‘The Data Incubator<http://www.reply.com/en/topics/big-data-and-analytics/the-data-incubator>’ course, about advanced techniques for machine learning and applied statistics, offered by Data Reply. Moreover, the winners have the opportunity to show their solutions during a dedicated moment within the CLADAG2017 conference. APERITIVO After the competition, in the evening of the 12th of September, an aperitivo milanese<http://www.cladag2017.unimib.it/aperitivo/> is provided for free for all the people attending the contest. Music, drink and food are the keywords of this event! For further information and free registrations to both the events, please visit the website of the youngCLADAG 2017<http://www.cladag2017.unimib.it/youngcladag-2/> or write an email to: youngcladag(a)unimib.it<mailto:youngcladag@unimib.it> Hurry up, the number of places is limited! Best wishes, the youngCLADAG organizing committee: Jacopo Di Iorio, Francesca Gasperoni, Andrea Martino, Chiara Masci, Riccardo Pascuzzo

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Statistics/Applied Mathematics positions at Bath (UK)
by Ilaria Prosdocimi 09 Aug '17

09 Aug '17

Dear all, May I bring to your attention several open positions in Statistics at all levels at the University of Bath (UK): Professor(s): http://www.bath.ac.uk/jobs/Vacancy.aspx?ref=SF5136 Lecturer/SL/Reader http://www.bath.ac.uk/jobs/Vacancy.aspx?ref=SF5137 There is also a related Applied Mathematics Lecturer position at http://www.bath.ac.uk/jobs/Vacancy.aspx?ref=SF5138 Please share this information with anybody who might be interested. Best Wishes Ilaria Prosdocimi

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Fwd: PhD position
by Marco Romito 08 Aug '17

08 Aug '17

Inoltro per gli interessati: PhD position in Bielefeld http://www.uni-bielefeld.de/Universitaet/Aktuelles/Stellenausschreibungen/A… m. -------- Forwarded Message -------- Subject: PhD position Date: Fri, 4 Aug 2017 16:19:43 +0200 From: Martina Hofmanova <hofmanov(a)math.tu-berlin.de> To: Marco Romito <marco.romito(a)unipi.it> Dear Marco, attached is the advertisement for the PhD position I told you about. Could you please forward it to whoever might be interested? Thank you very much in advance! Best, Martina

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unibz - Free University of Bozen-Bolzano - Job Call - Associate Professor in Statistics (direct call from abroad)
by Bauer Monika 02 Aug '17

02 Aug '17

PLEASE POST THIS TO THE mailing list RANDOM. The Faculty of Economics and Management of the Free University of Bozen-Bolzano is seeking excellent candidates to fill the following academic position Associate Professor in Statistics (13/D1 - SECS-S/01) Bozen-Bolzano Campus Profile The candidate should have a PhD in Statistics or related fields, obtained in Italy or abroad, and an excellent record of international scientific publications, preferably with an applied focus. Position The position offered is at the Associate Professor level in Statistics (Professore Associato SECS-S/01 in the Italian system). This is a tenured full-time position with a teaching load of 120 hours/year. The salary is competitive with that of top European universities. Approximate starting date: January 2018 For more information, please contact Prof. Mirco Tonin - mirco.tonin(a)unibz.it<mailto:mirco.tonin@unibz.it>. For general information about the position, terms and conditions of working at the Faculty of Economics and Management please contact the Dean Prof. Oswin Maurer - oswin.maurer(a)unibz.it<mailto:oswin.maurer@unibz.it>. Requirements According to Italian legislation, only candidates already holding an equivalent academic position (Associate Professor) at their current foreign university are qualifying for a "direct call from abroad". The Faculty is particularly interested in applicants who will substantially contribute to its strong cross-disciplinary international research, as well as to its multilingual teaching culture. All else equal, preference will be given to candidates with an interest in applied economics or econometrics. Furthermore, applicants need to meet the following conditions: a) record of excellence in scholarship at the international level, demonstrated by an appropriate publication record in leading international journals; b) evidence of high-quality teaching and mentoring; c) significant level of service to the department, the university, and the profession; d) knowledge of at least two of the three official teaching languages at the Faculty of Economics and Management (German, Italian, English). The Free University of Bozen-Bolzano aims to increase the proportion of women in research and teaching and therefore specifically encourages female scientists to submit their expression of interest. About the Faculty The Faculty of Economics and Management was founded in 1998 and now counts over 1000 students and more than 50 faculty members who study and work in three languages: German, Italian and English. Through academic excellence in research and teaching, the Faculty contributes to the development of the South-Tyrolean economy while being solidly connected to international scientific networks. Research carried out in our faculty has been ranked no 2 in the Research Quality Evaluation in Italy in 2017 and the university is among the Top-10 small universities worldwide by THE (Times Higher Education). The working language of the Faculty of Economics and Management is English but teaching is done also in German and Italian. More information is available on the Faculty's website: https://www.unibz.it/en/faculties/economics-management/ Application procedure Please send your expression of interest, together with a detailed curriculum vitae, a list of publications, an indication of your research focus, a short description of courses taught, your teaching evaluations, as well as a statement of your current academic position. We recommend the use of the form "Attachment A - University Academic CV" available on the following website: https://www.unibz.it/en/home/position-calls/positions-for-academic-staff/?g… Your application, duly signed and dated on the last page, must be sent to Free University of Bozen-Bolzano, Faculty of Economics and Management, attn. Mrs. Monika Bauer, Universitätsplatz 1, 39100 Bozen, or by e-mail: recruitment_economics(a)unibz.it<mailto:recruitment_economics@unibz.it> Expressions of interest will be accepted until September 13, 2017. Short-listed candidates will be invited to a skype interview on Wednesday, September 27, 2017 and afterwards to a personal interview provisionally scheduled for Wednesday, October 11, 2017. Faculty of Economics and Management Freie Universität Bozen - Libera Università di Bolzano Universitätsplatz 1 Piazza Università I-39100 Bozen - Bolzano Tel.: +39 0471 013 015 Fax: +39 0471 013 009 E-mail: monika.bauer(a)unibz.it<mailto:monika.bauer@unibz.it> www.unibz.it<http://www.unibz.it/> www.unibz.it/en/economics<http://www.unibz.it/en/economics> www.facebook.com/unibz<http://www.facebook.com/unibz> www.twitter.com/unibz_news<http://www.twitter.com/unibz_news> www.instagram.com/unibz<http://www.instagram.com/unibz> __________________________________________________________________ Im Sinne des Legislativdekrets 196/2003 informieren wir Sie, dass die in dieser E-Mail enthaltenen Informationen vertraulich und ausschließlich für den Adressaten bestimmt sind. Sollten Sie diese Nachricht irrtümlich erhalten haben, bitten wir Sie, diese zu vernichten, ohne sie zu kopieren oder an Dritte weiterzuleiten. Auch bitten wir Sie, uns darüber unverzüglich in Kenntnis zu setzen. Danke. Ai sensi del D.Lgs. 196/2003 si precisa che le informazioni contenute in questo messaggio sono riservate ed a uso esclusivo del destinatario. Qualora il messaggio in parola Le fosse pervenuto per errore, La invitiamo ad eliminarlo senza copiarlo e a non inoltrarlo a terzi, dandocene gentilmente comunicazione. Grazie.

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Lecturers in Financial Mathematics at University of Leeds
by Tiziano De Angelis 02 Aug '17

02 Aug '17

Dear All, I am glad to announce that the School of Mathematics at the University of Leeds is advertising up to two posts for* Lecturers in Actuarial/Financial Mathematics*. Please follow the link for details: https://jobs.leeds.ac.uk/Vacancy.aspx?ref=MAPMA1061 *Deadline for application: *17 September 2017. The expected interview dates are 6/7 November. I would be most grateful if you could please forward this announcement to suitable candidates. The newly advertised jobs are part of a major strategic plan of the School to strengthen its expertise in Applied Probability and Financial Maths (last May we appointed 2 lecturers who are due to start in the autumn semester). The School is keen on supporting research in the area: last year it funded and hosted the conference "Stochastic Analysis of Dynamical Systems, Stochastic Control and Games" (www.maths.leeds.ac.uk/sandsycog ); in September it will host and partly fund the conference "Stochastic Control, Ambiguity and Games" followed by the research week "Stopping Games for Ambiguity-Averse Players" (www.ambiguity2017.leeds.ac.uk ). People representative of current research interests within the group are: 1. Georgios Aivaliotis (https://www.maths.leeds.ac.uk/index.php?id=263&uid=1000) 2. Leonid Bogachev (https://www.maths.leeds.ac.uk/index.php?id=263&uid=1005) 3. Katia Colaneri (appointed in May and due to join us in November 2017)( https://sites.google.com/site/katiacolaneri/home) 4. Tiziano De Angelis (http://www.maths.leeds.ac.uk/index.php?id=263&uid=1447) 5. Elena Issoglio (https://www.maths.leeds.ac.uk/index.php?id=263&uid=1389) 6. Lanpeng Ji (appointed in May and due to join us in January 2018)( https://scholar.google.co.uk/citations?user=7SYyoJQAAAAJ&hl=en) 7. Jan Palczewski (http://www1.maths.leeds.ac.uk/~jp/) 8. Alexander Veretennikov (https://www.maths.leeds.ac.uk/index.php?id=263&uid=1080) 9. Jochen Voss (https://www1.maths.leeds.ac.uk/~voss/) Best wishes Tiziano De Angelis

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International Conference on "Interest Rates, Growth and Regulation" in Venice - Programme
by Monica Billio 30 Jul '17

30 Jul '17

16^th INTERNATIONAL CONFERENCE CREDIT 2017 */INTEREST RATES, GROWTH and REGULATION /*Venice, Italy 28-29 September 2017 *GRETA Associati *(Venice, Italy), the *European Investment Fund* (Luxembourg), *European DataWarehouse* (Frankfurt am Main) and *Intesa Sanpaolo* (Milan, Italy) are co-sponsors of a Conference to be held in Venice on September 28-29, 2017. 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 *sixteenth* of a series dedicated to various aspects of credit risk. The Scientific Committee for the Conference consists of: *Alain Monfort* (CREST-Paris, Programme Chair), *Monica Billio* (Ca' Foscari University of Venice & GRETA), *Francesca Campolongo* (JRC, European Commission), *Helmut Kraemer-Eis* (European Investment Fund), *Jan Peter Krahnen* (Research Center SAFE at Goethe University Frankfurt), *Steven Ongena* (University of Zurich, SFI & CEPR), *Jean-Paul Renne* (University of Lausanne), *Fulvio Pegoraro* (Bank of France) and *Bernd Schwaab* (European Central Bank) PROGRAMME *Thursday, September 28 2017 * 9.00 - 9.15 _Opening Remarks:_*Alain Monfort *(CREST-Paris, Programme Chair) 9.15 - 11.00 _Session I: LOW INTEREST RATES, CREDIT AND LIQUIDITY RISKS _*Key-note talk:* /A Macrofinance Perspective of Interest Rates and Credit Risk Modelling, /*Jean-Paul Renne *(University of Lausanne) /Bank Business Models at Zero Interest Rates, /André Lucas (Vrije Universiteit Amsterdam & Tinbergen Institute), Julia Schaumburg (Vrije Universiteit Amsterdam & Tinbergen Institute) and *Bernd Schwaab* (European Central Bank) /Feedback Between Credit and Liquidity Risk in the US Corporate Bond Market, /Rob C. Sperna Weiland (University of Amsterdam), Roger J.A. Laeven (University of Amsterdam) and *Frank de Jong* (Tilburg University) 11.30 - 13.00 _Session II: UNCONVENTIONAL MONETARY POLICIES _/Did ECB Liquidity Injections Help The Real Economy?, /Stine Louise Daetz//(Copenhagen Business School), *Marti G. Subrahmanyam*//(New York University), Dragon Yongjun Tang//(University of Hong Kong) and Sarah Qian Wang//(University of Warwick) * */Central Bank Policy Announcement and Changes in Investment Behavior: Evidence from Micro Data in Bond Futures Markets, /Koichiro Kamada (Bank of Japan), *Tetsuo Kurosaki* (Bank of Japan), Ko Miura (Bank of Japan) and Tetsuya Yamada (Bank of Japan) /Does Monetary Policy Impact Market Integration? Evidence from Developed and Emerging Markets, /Massimiliano Caporin (University of Padova), Loriana Pelizzon (SAFE-Goethe University Frankfurt) and *Alberto Plazzi* (Institute of Finance, Università della Svizzera Italiana & Swiss Finance Institute) 14.15 - 16.00 _Session III: STRESS TESTING, BANKING REGULATION AND RESOLUTION _*Key-note talk:* /Sress Testing, Design, Interpretation and Quality Control, /*Thomas Philippon* (New York University) /Bank Deposits and Liquidity Regulation: Evidence from Ethiopia, /*Nicola Limodio* (Bocconi University) and Francesco Strobbe**(World Bank) /Optimal Bank Resolution, /*Ansgar Walther* (University of Warwick) and Lucy White (Boston University) 17.00 - 18.00 _Session IV: FINANCING AND INNOVATION _/The Value of Innovation for VC Backed Startups, /*Helmut Kraemer-Eis* (European Investment Fund), Simone Signore (European Investment Fund) and Wouter Torfs (European Investment Fund) /Government Ownership of Banks and Corporate Innovation, /Bo Bian (London Business School), *Rainer Haselman* (Goethe University Frankfurt), Vikrant Vig (London Business School) and Beatrice Weder di Mauro (INSEAD Singapore) *Friday, September 29 2017 * 9.00 - 10.30 _Session V: IMPACT OF NEGATIVE INTEREST RATES _/Life Below Zero: Bank Lending Under Negative Policy Rates, /Florian Heider (European Central Bank & CEPR), Farzad Saidi (Stockholm School of Economics & CEPR) and *Glenn Schepen* (European Central Bank) /Banks Response to Negative Interest Rates: Evidence from the Swiss Exemption Threshold, /*Christoph Basten* (FINMA & ETH Zürich) and Mike Mariathasan (KU Leuven) /How Would U.S. Banks Fare in a Negative Interest Rate Environment?, /*David M. Arseneau* (Federal Reserve Board) 11.00 - 13.00 _Session VI: MACROPRUDENTIAL POLICY, BANKS AND REAL ESTATE SECTOR _/Assessing the Costs and Benefits of Capital-based Macroprudential Policy, /Markus Behn (European Systemic Risk Board), Marco Gross (European Systemic Risk Board) and *Tuomas Peltonen* (European Systemic Risk Board) /The Anatomy of the Transmission of Macroprudential Policies: Evidence from Ireland, /Viral V. Acharya (New York University & Reserve Bank of India), Katharina Bergant (Central Bank of Ireland), Matteo Crosignani (Federal Reserve Board), *Tim Eisert* (Erasmus University Rotterdam) and Fergal McCann (Central Bank of Ireland) /Helping the Middle-Class: How Interest Rates Affect the Distribution of Housing Wealth, /*Isaac Hacamo* (Indiana University, Bloomington) /Empirical evidence on the calculation of the CDR based on loan level data for RMBS, /*Ludovic Thebault *(European DataWarehouse) 14.15 - 15.30 _Session VII: BANKS DEPOSITS AND LOANS _*Key-note talk:* /Deposit Dynamics in Distressed Banks, /*Manju Puri *(Duke University) /Asymmetric Information and the Securitization of SME Loans, /Ugo Albertazzi (Bank of Italy), *Margherita Bottero* (Bank of Italy), Leonardo Gambacorta (Bank for International Settlements & CEPR) and Steven Ongena (University of Zurich, Swiss Finance Institute, KU Leuven & CEPR) 16.30 - 18.00 _PANEL Session_: BEYOND GROWTH, POSITIVE INTEREST RATES AND FINANCIAL REGULATION 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/credit2017/credit2017.htm <http://www.greta.it/credit/credit2017/credit2017.htm>). Registration fees are: Early registrationLate registration (within August 31st)(from September 1st on) Academics: 250 Euro + VAT300 Euro + VAT Practitioners: 800 Euro + VAT1000 Euro + VAT Academics Poster Presenter:130 Euro + VAT130 Euro + VAT Practitioners Poster Presenter: 500 Euro + VAT500 Euro + VAT PhD Students*: 80 Euro + VAT130 Euro + VAT *VAT is currently 22%* For participants presenting a paper there are no fees. *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 28th, 2017, for which there is an extra charge of 90.00 Euro per person (conference attendees as well as accompanying persons). IMPORTANT DATES August 31, 2017: Deadline for sending final version of accepted papers August 31, 2017: Deadline for early registration More detailed information available on the Conference website: http://www.greta.it/credit/credit2017/credit2017.htm <http://www.greta.it/credit/credit2017/credit2017.htm> * Please accept our apologies for any crossed e-mails.

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postdoc positions
by Marco Scarsini 27 Jul '17

27 Jul '17

Applications are open for three postdoc positions at LUISS on the following topics: “High-Dimensional Data”: Applications to Economics Stochastic control and duality methods to tackle model uncertainty in finance and insurance Efficiency of equilibria in large games. Deterministic and stochastic viewpoints Information can be found here: http://economiaefinanza.luiss.it/en/node/5166 ******************************************************* Marco Scarsini Dipartimento di Economia e Finanza LUISS Viale Romania 32 00197 Roma, ITALY URL: http://docenti.luiss.it/scarsini/

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First announcement Workshop YEQT: Winterschool on Energy Systems, December 2017 (fwd)
by Tiziano Vargiolu 26 Jul '17

26 Jul '17

---------- Forwarded message ---------- Date: Wed, 26 Jul 2017 14:09:35 +0000 From: "Koorn, P.M." <Koorn(a)eurandom.tue.nl> To: "Koorn, P.M." <Koorn(a)eurandom.tue.nl> Cc: "Sloothaak, F." <f.sloothaak(a)tue.nl> Subject: First announcement Workshop YEQT: Winterschool on Energy Systems, December 2017 Dear All, Although it is now summer holiday for many of you, we are very busy with the organization of the next YEQT workshop at Eurandom. This YEQT will be held in Eindhoven, December 11-15, 2017. It will have a different format than previous years. We invite you to visit the workshop webpage to find out more and if you are interested to come and participate, please use the online link to register! http://www.eurandom.tue.nl/events/workshops/2017/YEQT_XI_2017/YEQT_XI_2017_ index.html On behalf of the organizers, Kind regards, Patty Koorn Eurandom P.O.Box 513 (MF 4.081) 5600 MB EINDHOVEN The Netherlands tel. +31 40 247 81 00 e-mail koorn(a)eurandom.tue.nl www.eurandom.tue.nl

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Fwd: Bando per l'ammissione al dottorato
by Gustavo Posta 21 Jul '17

21 Jul '17

Begin forwarded message: > From: Adriana Garroni <garroni(a)mat.uniroma1.it> > Date: 21 luglio 2017 08.21.58 GMT+02.00 > Subject: Bando per l'ammissione al dottorato > > Care colleghe e cari colleghi, > > vi scrivo per ricordarvi che il bando per l’ammissione al 33esimo ciclo di dottorato e’ aperto da una ventina di giorni e la sua scadenza e’ il 31 luglio. > > Vi prego di segnalarlo a tutti i possibili interessati e anche di pubblicizzarlo usando i vostri canali (nazionali e internazionali). > > Il link per l’iscrizione si trova sulla nostra pagina > > http://www.mat.uniroma1.it/en/dottorato/ammissione > > Vi ringrazio > > Saluti > > Adriana > > Prof. Adriana Garroni > Coordinatrice del dottorato di Ricerca in Matematica > Sapienza > Roma > > > > -- ___________________________________________ *Il tuo 5 diventa 1000* Fai crescere la tua università Dona il 5 per mille alla Sapienza Codice fiscale: *80209930587*

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Research Fellow and PhD in Ethical Machine Learning at University of Sussex, UK
by Enrico Scalas 19 Jul '17

19 Jul '17

Car* Collegh*, vi invio due bandi con preghiera di diffusione a persone interessate. Cordiali saluti, Enrico Scalas *** *Research Fellow in Ethical Machine Learning at University of Sussex, UK* *** A research position funded by the EPSRC is available in the group of Dr Novi Quadrianto on a project titled “EthicalML: Injecting Ethical and Legal Constraints into Machine Learning Models”. The long-term goal of the project is to develop a probabilistic machine learning framework with plug-and-play constraints that is able to handle fairness, transparency, and confidentiality constraints, their combinations, and also new constraints that might be stipulated in the future. The successful candidate will participate in the research activities in the Predictive Analytics Lab (PAL) co-directed by Dr Quadrianto at Sussex. The successful candidate will engage in a number of exciting ongoing national and international research collaborations of PAL (e.g. with the Leverhulme Centre for the Future of Intelligence, universities in Cambridge, Sydney, Moscow, and Darmstadt) in the topics of privileged learning, Bayesian methods, and deep learning. In addition to undertaking high quality research and publishing in top machine learning conferences/journals including NIPS, ICML, JMLR, and TPAMI, the PAL group also creates significant impact by providing support, technology, and highly-trained specialists to a new generation of technology companies. It is expected that the successful candidate will take a leadership role in supporting the group activities including the supervision of Ph.D and MSc students. The successful candidate will normally be of doctoral level or equivalent qualification. Research experience in machine learning is essential. Experience with Bayesian methods and non-convex optimization is a distinct advantage. For full details and how to apply see: http://www.sussex.ac.uk/about/jobs/research-fellow-ethical-m achine-learning-2313. Applications must be received by midnight of 10th September 2017. Informal enquiries are welcome and can be made to Novi Quadrianto ( http://www.sussex.ac.uk/profiles/335583) *** PhD Studentship in Ethical Machine Learning *** Location: Falmer, Brighton "London-by-Sea", UK Funding amount: £14,553 tax free stipend plus UK/EU tuition fees waiver Start Date: 1st October 2017 A PhD position is available in the Predictive Analytics Lab (PAL) in the Department of Informatics at the University of Sussex. The PhD position is linked with an EPSRC funded project titled "EthicalML: Injecting Ethical and Legal Constraints into Machine Learning Models". The long-term goal of the project is to develop a probabilistic machine learning framework with plug-and-play constraints that is able to handle fairness, transparency, and confidentiality constraints, their combinations, and also new constraints that might be stipulated in the future. The successful candidate will engage in a number of exciting ongoing national and international research collaborations of PAL (e.g. with the Leverhulme Centre for the Future of Intelligence, universities in Cambridge, Sydney, Moscow, and Darmstadt) in the topics of privileged learning, Bayesian methods, and deep learning. In addition to undertaking high quality research and publishing in top machine learning conferences/journals including NIPS, ICML, JMLR, and TPAMI, the PAL group also creates significant impact by providing support, technology, and highly-trained specialists to a new generation of technology companies. University of Sussex is a research intensive university, in the sunniest part of UK, 50min by train to Central London, and 30min by cycle to the Brighton Beach (which has a 300m long zip wire). Requirements · Good Bachelor's or Master's degree in Computer Science, Statistics, Mathematics, Physics or related disciplines (essential) · Good programming skills in at least one of Python/R/Matlab/C++ (essential) · Ability to work independently and be self-motivated (essential) · Experience in machine learning (desirable) Timetable The studentship will be allocated as soon as a suitable candidate is found. Review of applications will commence on 10th September 2017 and will continue until the position is filled. Early application is advised. Procedure Applications must be submitted via the University of Sussex Postgraduate Admissions System at https://www.sussex.ac.uk/pgapplication/. Please select Informatics PhD as your programme of study and indicate Dr. Novi Quadrianto as your preferred supervisor. For more information Informal enquiries are welcome and can be made to Novi Quadrianto ( http://www.sussex.ac.uk/profiles/335583)

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Call for interest ricercatore in finanza matematica
by Daniele Marazzina 18 Jul '17

18 Jul '17

Il Dipartimento di Matematica del Politecnico di Milano è alla ricerca di manifestazioni di interesse per una posizione di ricercatore a tempo determinato o a tempo determinato in tenure track (RTDA o RTDB) nel settore scientifico disciplinare SECS-S/06 con un focus nell’ambito della finanza matematica. Gli interessati possono inviare la loro manifestazione di interesse all’indirizzo application-dmat(a)polimi.it<mailto:application-dmat@polimi.it> specificando nell’oggetto del messaggio ‘’finanza matematica’’ ed allegando: -curriculum vitae e lista delle pubblicazioni, -lettera di motivazione/interesse per la posizione e per il Politecnico di Milano, -eventuali lettere di referenze. Per essere prese in considerazioni, le manifestazioni di interesse debbono essere inviate entro il 18 settembre 2017 ore 24.00. Eventuali richieste di informazioni possono essere inviate all’indirizzo di cui sopra. Sito internet gruppo finanza quantitativa: <https://www.mate.polimi.it/qfinlab/index.php?cate=15>https://www.mate.polimi.it/qfinlab/ Disclaimer Questa è soltanto una richiesta di manifestazioni di interesse e non un annuncio di job vacancy o di una futura procedura di valutazione comparativa nel settore SECS-S/06. Il Dipartimento di Matematica si riserva di valutare se promuovere una procedura di valutazione comparativa e per quale posizione eventualmente farlo. &&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&& The Department of Mathematics, Politecnico di Milano, Italy, is seeking expressions of interest for positions of researcher (either temporary or temporary in tenure track) in financial mathematics. Notice that a solo temporary position lasts three years (renewable for two years) a temporary position (three years), in tenure track allows the candidate to become associate professor after three years provided that the candidate is habilitated at the national level before the end of the contract. Candidates are invited to apply. Successful candidates will be expected to contribute to the activities of the Department, in particular by doing: Research, by contributing/defining research projects, attracting funding, and contributing to dissemination of results through top-level publications. Teaching, by offering courses for approximately 80 (temporary)/120 (temporary in tenure track) hours per year to students at the undergraduate and graduate level. Management, by serving in committees and boards of our University. Salary is conformal to national standards, gross salary for solo temporary position is 37.000 euro, temporary in tenure track is 50.000 euro. Interested candidates are kindly requested to send at application-dmat(a)polimi.it<mailto:application-dmat@polimi.it>, specifying the reference to ‘‘mathematical finance’’ on the object of the message, the following material: - a complete CV and list of publications - a short letter explaining their interest in working in Italy and at the Department of Mathematics, Politecnico di Milano - (eventually) reference letters. Applications to be considered should reach by 18 September 24.00(local time). For requests of information please contact the above email. Quantitative finance group website: https://www.mate.polimi.it/qfinlab/<https://www.mate.polimi.it/qfinlab/index.php?cate=15> Disclaimer Please note that this is a call for interest only, and not a job vacancy advertisement, and that the Department can decide on its own whether or not to open a position and at which level. The actual selection for a position will be based on a public selection procedure pursuant art. 18, comma 1 and 4, of Italian Law 240/2010.

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Fwd: Seminario Elena Di Bernardino a ROMA 1, 20 luglio 2017
by Nappo, Giovanna 17 Jul '17

17 Jul '17

Mi scuso per l'errore del cognome nel precedente messaggio Giovanna Nappo ---------- Forwarded message ---------- From: "Nappo, Giovanna" <nappo(a)mat.uniroma1.it> Date: Mon, 17 Jul 2017 13:38:50 +0200 Subject: Seminario Elena Bernardini a ROMA 1, 20 luglio 2017 To: random <random(a)fields.dm.unipi.it> SEMINARI DI PROBABILITA' E STATISTICA MATEMATICA DIPARTIMENTO DI MATEMATICA Guido Castelnuovo Università di Roma "La Sapienza" Piazzale A. Moro 5 . 00185 ROMA ***************************************************************************** Giovedì 20 luglio 2017, Ore 11,30 Aula di Consiglio Elena Di Bernardino CNAM, Paris (FRANCE) A test of Gaussianity based on the Euler characteristic of excursion sets Abstract: We deal with a stationary isotropic random field X:R^d→R and we assume it is partially observed through some level functionals. We aim at providing a methodology for a test of Gaussianity based on this information. More precisely, the level functionals are given by the Euler characteristic of the excursion sets above a finite number of levels. On the one hand, we study the properties of these level functionals under the hypothesis that the random field X is Gaussian. In particular, we focus on the mapping that associates to any level u the expected Euler characteristic of the excursion set above level u. On the other hand, we study the same level functionals under alternative distributions of X, such as chi-square, harmonic oscillator and shot noise. In order to validate our methodology, a part of the work consists in numerical experimentations. We generate Monte-Carlo samples of Gaussian and non-Gaussian random fields and compare, from a statistical point of view, their level functionals. Goodness-of-fit p−values are displayed for both cases. Simulations are performed in one dimensional case (d=1) and in two dimensional case (d=2), using R. ***************************************************************************************** Tutti gli interessati sono invitati a partecipare Giovanna Nappo

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Seminario Elena Bernardini a ROMA 1, 20 luglio 2017
by Nappo, Giovanna 17 Jul '17

17 Jul '17

SEMINARI DI PROBABILITA' E STATISTICA MATEMATICA DIPARTIMENTO DI MATEMATICA Guido Castelnuovo Università di Roma "La Sapienza" Piazzale A. Moro 5 . 00185 ROMA ***************************************************************************** Giovedì 20 luglio 2017, Ore 11,30 Aula di Consiglio Elena Di Bernardino CNAM, Paris (FRANCE) A test of Gaussianity based on the Euler characteristic of excursion sets Abstract: We deal with a stationary isotropic random field X:R^d→R and we assume it is partially observed through some level functionals. We aim at providing a methodology for a test of Gaussianity based on this information. More precisely, the level functionals are given by the Euler characteristic of the excursion sets above a finite number of levels. On the one hand, we study the properties of these level functionals under the hypothesis that the random field X is Gaussian. In particular, we focus on the mapping that associates to any level u the expected Euler characteristic of the excursion set above level u. On the other hand, we study the same level functionals under alternative distributions of X, such as chi-square, harmonic oscillator and shot noise. In order to validate our methodology, a part of the work consists in numerical experimentations. We generate Monte-Carlo samples of Gaussian and non-Gaussian random fields and compare, from a statistical point of view, their level functionals. Goodness-of-fit p−values are displayed for both cases. Simulations are performed in one dimensional case (d=1) and in two dimensional case (d=2), using R. ***************************************************************************************** Tutti gli interessati sono invitati a partecipare Giovanna Nappo

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Bando RTD-A, SECS-S/06, Università di Firenze
by Giacomo Scandolo 16 Jul '17

16 Jul '17

Il Dipartimento di Scienze per l'Economia e l'Impresa (DISEI), Università degli Studi di Firenze, ha bandito un posto di Ricercatore a Tempo Determinato di tipo A nel SSD SECS-S/06 (Metodi Matematici dell’Economia e delle Scienze Attuariali e Finanziarie). Il bando si trova al link: http://www.unifi.it/cmpro-v-p-11205.html Le domande di partecipazione vanno inviate esclusivamente con la modalità telematica descritta nel bando. Il termine ultimo per l'invio è il 10 agosto 2017. Cordiali saluti Giacomo Scandolo

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Data Science and Statistical Learning Post Doc positions - Human Technopole
by Piercesare Secchi 14 Jul '17

14 Jul '17

The Center for Analysis, Decision and Society of the Human Technopole, based in Milano, Italy (https://htechnopole.it/en/) is opening a few positions for post-doc in data science and statistical learning. Details can be found here: https://htechnopole.it/en/openings ------------------------------------------------ Piercesare Secchi MOX - Dipartimento di Matematica Politecnico di Milano Via Bonardi 9 20133 Milano - Italy tel. +39 02 2399 4592 fax. +39 02 2399 4568 e.mail: piercesare.secchi(a)polimi.it<mailto:piercesare.secchi@polimi.it>

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[Fwd: [gdre-conedp] Post-doctoral position at university Blaise Pascal (France)] (fwd)
by Tiziano Vargiolu 12 Jul '17

12 Jul '17

---------- Forwarded message ---------- Date: Wed, 12 Jul 2017 07:51:42 +0200 From: Fabio Ancona <ancona(a)math.unipd.it> To: users(a)math.unipd.it Subject: [Fwd: [gdre-conedp] Post-doctoral position at university Blaise Pascal (France)]

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2 postdocs in Geometry of Deep Learning and Reinforcement Learning at RIST
by Luigi Malagò 11 Jul '17

11 Jul '17

=========================================================== 2 postdoc positions in Machine Learning (1 year, renewable up to 3 years) Institution: RIST - Romanian Institute of Science and Technology, Cluj-Napoca Keywords: Deep Learning, Reinforcement Learning, Stochastic Optimization, Optimization over Manifolds, Information Geometry, Riemannian Geometry Application deadline: 30 July 2017 (applicants are encouraged to apply earlier) Salary: around 2190 euro net Official announcement: http://rist.ro/en/details/news/postdoc-positions-in-deep-learning-and-machi… =========================================================== Dear colleagues, the Romanian Institute of Science and Technology (RIST) has an opening for 2 postdoc positions, in the context of the DeepRiemann project “Riemannian Optimization Methods for Deep Learning”, funded by European structural funds through the Competitiveness Operational Program (POC 2014-2020). The appointments will be for 1 year, with possible extensions up to 3 years. The DeepRiemann project aims at the design and analysis of novel training algorithms for Neural Networks in Deep Learning, by applying notions of Riemannian optimization and differential geometry. The task of the training a Neural Network is studied by employing tools from Optimization over Manifolds and Information Geometry, by casting the learning process to an optimization problem defined over a statistical manifold, i.e., a set of probability distributions. The project is highly interdisciplinary, with competences spanning from Machine Learning to Optimization, Deep Learning, Statistics, and Differential Geometry. The objectives of the project are multiple and include both theoretical and applied research, together with industrial activities oriented to transfer knowledge, from the institute to a startup or spin-off of the research group. The positions will be part of the new Machine Learning and Optimization group http://luigimalago.it/group.html, which performs research at the intersection of Machine Learning, Stochastic Optimization, Deep Learning, and Optimization over Manifolds, from the unifying perspective of Information Geometry. The group is one of two newly-formed groups in Machine Learning at RIST, where about 20 new postdoctoral research associates and research software developers will be hired by 2018. The official job announcement can be seen here: http://rist.ro/en/details/news/postdoc-positions-in-deep-learning-and-machi… Informal inquiries can be sent to Dr. Luigi Malagò <malago(a)rist.ro>, principal investigator of the DeepRiemann project. Application deadline: 30 July 2017 (applicants are encouraged to apply earlier)

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Position of Lecturer/Senior Lecturer/Reader in Mathematics, University of Sussex
by Enrico Scalas 10 Jul '17

10 Jul '17

Car* Collegh*, al Dipartimento di Matematica dell'Universita' del Sussex stiamo reclutando in probabilita' e statistica. Vi prego di diffondere l'annuncio se conoscete persone interessate. I link sono: http://www.sussex.ac.uk/about/jobs/lecturer-senior-lecturer-in-mathematics-… http://www.jobs.ac.uk/job/BCQ418/lecturer-senior-lecturer-or-reader-in-math… Il profilo e': Applications are invited from all areas of mathematics strengthening and complementing the Department's research portfolio. Applications are particularly welcome from probability and statistics including, for example, mathematical statistics, rigorous data science, stochastic analysis, processes in random environments, and probabilistic modelling. Il bando contiene poi i link a "job description" e "person specification". Grazie per l'attenzione e cordiali saluti, Enrico Scalas Professor of Statistics and Probability Head of Department, Mathematics University of Sussex, UK

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deadline early-bird registration to the 11th ClaDAG Conference
by Francesca Greselin 10 Jul '17

10 Jul '17

---- We apologize for cross posting ---- Dear all, this is just a friendly reminder that *today* is the deadline for early-bird registration to the *11th Scientific Meeting of the CLAssification and Data Analysis Group of the Italian Statistical Society * http://www.cladag2017.unimib.it/ For the 2017 edition of the Conference, the University of Milano-Bicocca, Bocconi University, Politecnico di Milano, University of Milano and Università Cattolica del Sacro Cuore are cooperating and supporting the event, that will be hosted at University of Milano-Bicocca. *Papers* Around 150 papers have been submitted for the Conference, for which the usual blind referee process has been carried out by the Scientific Program Committee, chaired by Francesco Mola. *Keynote speakers:* - J. Sunil Rao, <http://www.biostat.med.miami.edu/people/primary-faculty/sunil-rao> Division of Biostatistics, Department of Public Health Sciences University of Miami, Florida, USA, - *Classified Mixed Model Prediction*- Antony Davison, <http://statwww.epfl.ch/davison/davison.html> Institute of Mathematics, Ecole Poytechnique Federale de Lausanne, Switzerland - *Statistical models for complex extremes*- Roberto Rocci <http://economia.uniroma2.it/faculty/145/rocci-roberto>, Dipartimento di Economia e Finanza, Università degli studi di Tor Vergata, Rome, Italy - *An URV approach to cluster ordinal data* *Young researchers data challenge*Young researchers are invited to a data challenge, at Politecnico di Milano the day before the Conference, say on September 12, and sponsored by Oracle and Data Reply. Amazing prices are announced for the winners! *Statistical Challenges in Big Data & Complex Systems* A satellite Conference will take place on Tuesday September 12, at the University of Milano. More information will be available soon at http://www.cladag2017.unimib.it/ *Social dinner*The social dinner will take place on September 14th, in the *San Nazaro Porch* of the ancient “*Cà Granda*” complex, entrusted to the Tuscan architect Antonio Averlino, known as Filarete. Founded on 12 April, 1456 by the Duke of Milan Francesco Sforza and his wife Bianca Maria, the gigantic complex was built to provide medical care for the city’s poorest people. *Conference Proceedings* The Conference Proceedings will be published in digital edition with ISBN and distributed for free to all the Cladag2017 Participants. *Post conference publications* After the Conference, the Program Committee encourages authors of the best papers to submit an extended version for possible publication in the *Springer Series:* "Studies in Classification, Data Analysis, and Knowledge Organization", or alternatively to submit to a *special issue* of the following journals: Statistical Analysis and Data Mining <http://www.statisticsviews.com/details/journal/2285261/Statistical-Analysis…>, published on behalf of the American Statistical Association <http://www.amstat.org/>, and Statistics and Applications <http://statisticaeapplicazioni.vitaepensiero.it/> Both journals will offer the possibility to publish a selection of the best 10-15 papers presented at CLADAG 2017. Topics covered in these papers should be in line with the aims and scope of the journal and will undergo a regular review process. We look forward to see you in Milan on 12-15 September for CLADAG 2017! The organizing Committee

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Fwd: Ph.D. position at Imperial college
by Marco Romito 07 Jul '17

07 Jul '17

Roth Studentship in Stochastic Analysis (for EU student) Imperial college, London The studentship is for a project in stochastic analysis, to work with Professor Xue-Mei Li starting 1st October 2017 or as soon as possible. The candidate should have a strong background in two of the following topics: stochastic analysis and probability; real analysis; pdes; and differential geometry. For some idea about stochastic analysis on manifolds, please see http://www.xuemei.org/Homepage/Research.html, See also http://www2.warwick.ac.uk/fac/sci/maths/people/staff/xue_mei_li/. The interested students should apply directly to Imperial college, mention this particulars. Applicants are directed to this page: http://www.imperial.ac.uk/mathematics/postgraduate/phd/how-to-apply <http://www.imperial.ac.uk/mathematics/postgraduate/phd/how-to-apply/> ------------------------------------------------------------------------------------------------------- Xue-Mei Li Professor Mathematics Institute The University of Warwick Coventry CV4 7AL U.K. Tel 44 (0) 2476 528 319 --------------------------

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Avviso di seminario: Cardinali@DISMEQ (Dipartimento di Statististica e Metodi Quantitativi, Milano-Bicocca)
by Fulvia Pennoni 06 Jul '17

06 Jul '17

----------------------------------------------------------------------------- Dipartimento di Statistica e Metodi Quantitativi Via Bicocca degli Arcimboldi, 8 - 20126 Milano ----------------------------------------------------------------------------- “COSTATIONARY INFERENCE FOR LOCALLY STATIONARY TIME SERIES” Alessandro Cardinali School of Computing and Mathematics, Plymouth University University of Plymouth Lunedì 10 Luglio ore 14.00 Ed. U7, 2° piano, aula 2061 __________________________________________________________ Abstract: In this presentation we illustrate a novel inferential approach to estimate time-varying parameters of locally stationary time series. This approach is based on costationary combinations, that is, time-varying deterministic linear combinations of locally stationary time series that are second-order stationary. We first review the theory of costationarity and formalize a Generalised Method of Moments estimator for the coefficient vectors. We then use this new framework to derive an estimator for the (time-varying) covariance of locally stationary time series and we show that the new covariance estimator is more efficient than classical estimators exclusively based on the evolutionary cross-periodogram. We confirm our theoretical findings through a simulation experiment. We then present a new analysis of financial log-returns showing that our new estimator is capable to highlight well known economic shocks. As a second example of our approach we finally discuss forecasting of locally stationary time series based on costationary combinations. __________________________________________________________ Cordiali saluti Fulvia Pennoni -- Fulvia Pennoni Department of Statistics and Quantitative Methods University of Milano-Bicocca http://www.statistica.unimib.it/utenti/pennoni/

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Avviso di seminario: Cardinali@DISMEQ (Dipartimento di Statististica e Metodi Quantitativi, Milano-Bicocca)
by Fulvia Pennoni 06 Jul '17

06 Jul '17

----------------------------------------------------------------------------- Dipartimento di Statistica e Metodi Quantitativi Via Bicocca degli Arcimboldi, 8 - 20126 Milano ----------------------------------------------------------------------------- “COSTATIONARY INFERENCE FOR LOCALLY STATIONARY TIME SERIES” Alessandro Cardinali School of Computing and Mathematics, Plymouth University University of Plymouth Lunedì 10 Luglio ore 14.00 Ed. U7, 2° piano, aula 2061 __________________________________________________________ Abstract: In this presentation we illustrate a novel inferential approach to estimate time-varying parameters of locally stationary time series. This approach is based on costationary combinations, that is, time-varying deterministic linear combinations of locally stationary time series that are second-order stationary. We first review the theory of costationarity and formalize a Generalised Method of Moments estimator for the coefficient vectors. We then use this new framework to derive an estimator for the (time-varying) covariance of locally stationary time series and we show that the new covariance estimator is more efficient than classical estimators exclusively based on the evolutionary cross-periodogram. We confirm our theoretical findings through a simulation experiment. We then present a new analysis of financial log-returns showing that our new estimator is capable to highlight well known economic shocks. As a second example of our approach we finally discuss forecasting of locally stationary time series based on costationary combinations. __________________________________________________________ Cordiali saluti Fulvia Pennoni -- Fulvia Pennoni Department of Statistics and Quantitative Methods University of Milano-Bicocca http://www.statistica.unimib.it/utenti/pennoni/

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3-year Ph.D. position at Bielefeld University
by Giorgio Ferrari 06 Jul '17

06 Jul '17

Dear Colleagues, this is to announce a *3-year Ph.D. position at Bielefeld University* starting on *October 1, 2017*. The successful candidate will participate in the Collaborative Research Centre (CRC) 1283 "Taming uncertainty and profiting from randomness and low regularity in analysis, stochastics and their applications" https://www.sfb1283.uni-bielefeld.de/Pages/home within the project C4 “Stochastic games of singular control and games of stopping”. More information on the post and on the application procedures can be found here http://www.uni-bielefeld.de/Universitaet/Aktuelles/Stellenausschreibungen/A… *DEADLINE FOR APPLICATION:* August 2, 2017 All the best, Giorgio Ferrari

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Postgraduate programmes at the University of Kent
by Fabrizio Leisen 03 Jul '17

03 Jul '17

Con preghiera di diffusione, Cordiali saluti, Fabrizio Leisen A postgraduate degree in Statistics from the University of Kent can open many doors both in industry and research. The taught programmes in Statistics and Statistics with Finance provide exemption from the professional examinations of the Royal Statistical Society and qualification for Graduate Statistician status. The School of Mathematics, Statistics and Actuarial Science has a strong reputation for world-class research and a well-established system of support and training, with a high level of contact between staff and research students. Postgraduate students develop analytical, communication and research skills. Developing computational skills and applying them to mathematical problems forms a significant part of the postgraduate training in the School. The School encourages all postgraduate statistics students to take part in statistics seminars and to help in tutorial classes. The Statistics Group is forward-thinking, with varied research, and received high rankings in the Research Excellence Framework (REF) 2014 for research power and quality. For more information about postgraduate statistics programmes at Kent visit www.kent.ac.uk/smsas or contact the Admissions Officer: E: smsaspgadmissions(a)kent.ac.uk T: +44 (0) 1227 816050 -- Fabrizio Leisen Reader in Statistics School of Mathematics, Statistics and Actuarial Sciences Sibson Building, University of Kent, Canterbury, CT2 7FS http://www.kent.ac.uk/smsas/statistics/our-people/profiles/leisen_fabrizio.… http://sites.google.com/site/fabrizioleisen/

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Assegno di Ricerca Biennale (scadenza imminente)
by Federico Polito 28 Jun '17

28 Jun '17

Gentili colleghi, è aperta la procedura per l'assegnazione di un *assegno di ricerca biennale* nel Dipartimento di Matematica, Università di Torino. La ricerca verrà svolta all'interno del progetto "Memory in Evolving Graphs" (fondi Università di Torino / Compagnia di San Paolo). Sono apprezzate conoscenze di grafi aleatori e tecniche di cambi di tempo aleatori. Data prevista di inizio: Settembre/Ottobre 2017. Data ultima per chiudere la domanda: *Ore 12 del 14 luglio 2017* Bando: https://www.serviziweb.unito.it/albo_ateneo/?area=federico.polito@unito.itA… <https://www.serviziweb.unito.it/albo_ateneo/?area=Albo&action=Read_Download…> Procedura per la domanda: https://pica.cineca.it Maggiori dettagli qui: http://bandi.miur.it/bandi.php/public/fellowship/id_fellow/132390 Per ogni chiarimento o domanda potete scrivermi: federico.polito(a)unito.it Un saluto. Federico Polito -- Federico Polito Department of Mathematics University of Torino Via Carlo Alberto, 10 10123, Torino, Italy Email: federico.polito(a)unito.it Tel: +39 011 6702862 Web: www.federicopolito.it

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Seminario di Probabilita', La Sapienza
by Faggionato, Alessandra 27 Jun '17

27 Jun '17

Seminario di Probabilita' Mercoledi' 5 Luglio 2017, Ore 14.30, Aula C, Dipartimento di Matematica G Castelnuovo, Sapienza Speaker: V. Silvestri (Cambridge) Title: The reset time of Internal DLA Abstract: Consider Internal DLA on cylinder graphs of the form GxZ. How does a large cluster typically look like? How long does it take for the process to forget its initial profile? In this talk I will address these questions, explaining how the answer depends on the mixing properties of the base graph G. Joint work with Lionel Levine. -- ************************************************* 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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