- Random - Mailing list — Dipartimento di Matematica, UniPI

Two Positions at Otago University
by elisa＠mi.imati.cnr.it 11 Nov '15

11 Nov '15

Alla cortese attenzione dei possibili interessati. Lecturer/Senior Lecturer in Statistics (2 positions; both confirmation Path) DEPARTMENT OF MATHEMATICS AND STATISTICS UNIVERSITY OF OTAGO Te Whare Wananga o Otago Dunedin, New Zealand To build our Statistics Group we are offering an opportunity for two permanent academic appointments that would suit motivated persons who wish to live in the vibrant southern city of Dunedin, gateway to the beautiful Otago Region of New Zealand. These positions are ideal for active researchers who want to further their career in an academic environment, particularly those interested in collaborative research with academics in medical and scientific fields. University of Otago is one of New Zealand's most research intensive Universities and members of the Department are well-placed to collaborate. Research interests of staff at Otago include environmental and ecological statistics, Bayesian inference, statistical theory, point processes, spatial statistics, biostatistics and bioinformatics. We welcome applications from candidates wishing to extend their research in any area of statistics. The successful applicants will teach statistics at the undergraduate and postgraduate levels, and supervise postgraduate research students. The research/teaching nexus is emphasised at Otago and we structure teaching loads to facilitate personal scholarship of our academics as well as to expose our students to research-informed teaching. Candidates should have a PhD in Statistics, a commitment to ongoing statistical research, and experience in teaching. We welcome international candidates and can provide financial assistance for relocation and visa applications. We encourage academics to maintain international research connections and support this with generous research and study leave provisions. The Department is committed to diversity in staffing and we encourage applications from women and other groups who are under-represented in the mathematical and statistical sciences. The University has generous parental leave provisions and operates childcare centres covering the period birth to eight years. The salary range for a Lecturer is $76,595 to $91,971 and for an exceptional candidate the Senior Lecturer salary range is $96,832 to $120,931. The positions are full time and permanent subject to the satisfactory completion of the confirmation path objectives for new appointees. Note that the U.S. equivalent level of appointment (for Lecturer) is Assistant Professor and that confirmation path is equivalent to tenure-track. Specific enquiries about these positions may be directed to Professor Richard Barker (phone +64 3 479 7756, email rbarker(a)maths.otago.ac.nz). Further details: https://otago.taleo.net/careersection/2/jobdetail.ftl?lang=en&job=1501638 Information about the Department: www.maths.otago.ac.nz. Applications quoting reference number 1501638 close on Friday 15 January 2016. Please apply online at: www.otago.ac.nz/jobs Equal opportunity in employment is University policy. E tautoko ana Te Whare Wananga o Otago i te kaupapa whakaorite whiwhinga mahi. Additional information: Dunedin: www.cityofdunedin.com/ Dunedin City Council: www.dunedin.govt.nz/ Otago: www.otago.co.nz/ University of Otago: www.otago.ac.nz/ Immigration New Zealand: www.immigration.govt.nz/

1 0

I: Multi-armed Bandit Workshop 2016 at STOR-i, Lancaster University, UK
by Cecchi, F. 10 Nov '15

10 Nov '15

Da: peter.jacko(a)gmail.com [peter.jacko(a)gmail.com] per conto di Peter Jacko [p.jacko(a)lancaster.ac.uk] Oggetto: Multi-armed Bandit Workshop 2016 at STOR-i, Lancaster University, UK -------- Multi-armed Bandit Workshop 2016 at STOR-i, Lancaster University, UK Dates: 11-12 January 2016 Webpage: http://www.stor-i.lancs.ac.uk/research/Workshops/Multi-armed-Bandit-Workshop The STOR-i Centre for Doctoral Training, which is a joint venture of the Operational Research group at the Department of Managment Science and the Statistics group at the Department of Mathematics at Lancaster University with strong links to the industry, will be holding a specialist workshop on multi-armed bandits. Lancaster university has a long tradition of research on this topic and several STOR-i PhD students have contributed to it. The multi-armed bandit problem has become classic because of its extreme difficulty. Researchers from different fields, especially statistics, operational research, applied probability and computer science, have made theoretical contributions that in the recent years started gaining wider popularity in practice due to the huge modelling power of this problem. This workshop will provide a forum for stimulating discussions, especially across the approaches that have developed independently of each other. The list of invited speakers includes recognised experts on reinforcement learning bandits, restless bandits, non-parametric bandits, Bayesian bandits, etc., covering both theoretical advances and applications in information technology, business & management, communications networks, health care, etc. We are grateful to EPSRC for support of the series of specialed workshops at STOR-i and to the London Mathematical Society for additional support for this workshop, in particular for significantly enhanced support for UK PhD students. Important Dates Friday 20th November 2015: Abstract submission and student bursaries request deadline Monday 14th December 2015: Registration deadline Monday 11th - Tuesday 12 January 2016: Workshop Invited Speakers (confirmed) Alexandra Carpentier - University of Potsdam, Germany Chris Gamble - Google UK Kevin Glazebrook - Lancaster University, UK Michael N. Katehakis - Rutgers University, USA Emilie Kaufmann - DYOGENE-INRIA, France Odalric Maillard - INRIA France Remi Munos - Google DeepMind, UK Yevgeny Seldin - University of Copenhagen, Denmark Sofia S. Villar - MRC Biostatistics Unit, UK Abstract Submission We invite researchers and practitioners to present their work on multi-armed bandits by submitting an abstract below. Please, send your name, e-mail, affiliation, title and abstract including a list of co-authors in a one-page PDF format by e-mail to stor-i-bandits(a)lancaster.ac.uk<mailto:stor-i-bandits@lancaster.ac.uk> by Friday 20th November 2015. We will aim at accommodating all the accepted abstracts as talks, but some may be accepted as posters. The topics of the workshop include, but are not limited to, the following: - multi-armed bandit formulations: classic, adversial, non-parametric, Bayesian, restless, stochastic, infinitely-armed, many-armed, arm-aquiring bandits, best-arm identification, etc. - theoretical aspects of exploration–exploitation tradeoff in sequential experimental design - optimality and convergence of randomised algorithms, index rules, and myopic policies - characterisation, computation, approximation and learning of (near-)optimal policies - applications of multi-armed bandit models in practice Student bursaries We have funding to support UK PhD students to attend the workshop. To apply, please email stor-i-bandits(a)lancaster.ac.uk<mailto:stor-i-bandits@lancaster.ac.uk> by Friday 20th November with a description of your current research topic and why the workshop is important to you. Registration To register, please go to the registration page: http://online-payments.lancaster-university.co.uk/browse/extra_info.asp?com… . The registration fee is £100 to be paid by Monday 14th December. Registration for STOR-i students is free, but is required by Monday 7th December. The conference fee includes access to the workshop presentations, meals and the conference dinner, but you will need to book your own accommodation. Programme The workshop will be held on Monday 11th and Tuesday 12th January 2016, from 9:00 - 18:00. The workshop dinner will be held on Monday. Detailed program of accepted presentations will be announced in early December 2015 Organisers David Leslie, Steffen Grunewalder, Peter Jacko. Location Postgraduate Statistics Centre Lancaster University Lancaster United Kingdom LA1 4YF -- ------------------------------------- Peter Jacko ------------------------------------- Lecturer in Management Science Department of Management Science Lancaster University Management School Lancaster, LA1 4YX, UK p.jacko(a)lancaster.ac.uk<mailto:p.jacko@lancaster.ac.uk> | +44-15245 94035 | Office B57 scholar.google.com/citations?user=Ym1nWHEAAAAJ<http://scholar.google.com/citations?user=Ym1nWHEAAAAJ> http://www.lancaster.ac.uk/lums/people/peter-jacko -------------------------------------

1 0

Seminario Dr. Cosetta Minelli - Mendelian Randomisation - 9 novembre 2015
by Alessandro Marcon 09 Nov '15

09 Nov '15

Gentilissimi/e, vi invio un avviso di seminario, con preghiera di massima diffusione. Sede del seminario: Istituti Biologici 2, Università di Verona, strada Le Grazie 8 (VERONA). Distinti saluti, Alessandro Marcon Alessandro Marcon, PhD Unit of Epidemiology & Medical Statistics Department of Diagnostics and Public Health University of Verona Strada Le Grazie 8, 37134 Verona, Italy tel. +39 045 8027668 Avviso di SEMINARIO Lunedì 9 novembre 2015 (ore 13.00-13.45) Aula E - Istituti Biologici (Istituti Biologici 2, blocco B, secondo piano) Dr. Cosetta Minelli Senior Lecturer in Medical Statistics, National Heart and Lung Institute, Imperial College London *Mendelian randomization: * *The use of genes as instruments to strengthen causal inference in epidemiology* Mendelian randomization is an approach that uses genes as instrumental variables to derive unconfounded estimates of the effects of risk factors (e.g. biomarkers) on disease traits, and is therefore increasingly being used in epidemiology to distinguish causal from spurious associations. Since genes are randomly allocated at conception, genetic effects on a biomarker cannot be affected by classical confounding (e.g. lifestyle factors) or reverse causation (e.g. biomarker level being influenced by the presence of disease). Demonstration that a genetic variant known to modify the biomarker also modifies the disease trait represents indirect evidence of a causal biomarker-disease association. The validity of Mendelian Randomization, however, is based on instrumental variable assumptions, the most important being absence of pleiotropy. This talk will describe the approach, discuss ways to assess pleiotropy, highlight opportunities and challenges offered by available genome-wide data, and discuss its extension to the field of epigenetics (two-step epigenetic Mendelian randomization).

1 1

TOR VERGATA - GIOVANNI LUCA TORRISI - MAURIZIA ROSSI - 17 NOVEMBRE
by Valentina Cammarota 06 Nov '15

06 Nov '15

Ciclo di Seminari - Progetto ERC grant PASCAL (Probabilistic and Statistical Techniques for Cosmological Applications) Avviso di seminario al Dipartimento di Matematica, Universita` di Roma Tor Vergata Martedi` 17 novembre Ore 14:15 in Aula D'Antoni Giovanni Luca Torrisi (Istituto per le Applicazioni del Calcolo "Mauro Picone" (C.N.R.)) Gaussian approximation of Hawkes processes Abstract: We give a general Gaussian bound for the innovation of a point process with stochastic intensity constructed by embedding in a bivariate Poisson process. We apply this result to Hawkes processes, providing a quantitative central limit theorem. Ore 16 in Aula Dal Passo Maurizia Rossi (Universita` di Roma Tor Vergata) The geometry of spherical random fields (discussione tesi di dottorato) Tutti gli interessati sono invitati a partecipare. . Valentina Cammarota Department of Mathematics Universita` degli Studi di Roma Tor Vergata http://www.mat.uniroma2.it/english.php https://sites.google.com/site/valentinacammarota/

1 0

TOR VERGATA - COLLOQUIUM GIOVANNI PECCATI - ALESSANDRO ARLOTTO - 18 NOVEMBRE
by Valentina Cammarota 06 Nov '15

06 Nov '15

Ciclo di Seminari - Progetto ERC grant PASCAL (Probabilistic and Statistical Techniques for Cosmological Applications) Annuncio di Colloquium al Dipartimento di Matematica, Universita` di Roma Tor Vergata Mercoledi` 18 novembre 2015 in Aula Dal Passo Ore 15 Giovanni PECCATI (Universite' du Luxenbourg) Connecting and projecting random points: a gate to novel functional estimates Abstract: I will formulate two simple models of stochastic geometry: the first one involves the projection of a random Gaussian point on a closed convex cone, and the second one consists in the construction of a random graph on the plane. For each of them, I will explain how the fluctuations of several key quantities can be controlled by using functional inequalities, like Poincare', logarithmic Sobolev and information/transport estimates. The resulting bounds will allow us to present a number of quantitative results that are part of a growing body of literature focussing on probabilistic approximations via variational techniques, that have been successfully applied to fields as diverse as compressed sensing, the geometry of random fields on homogeneous spaces, polymer models, computer sciences and time series analysis. The presentation will be adapted to a general mathematical audience, and is based on a large number of contributions by many authors, spread over almost a decade. Ore 16: coffee break Ore 16:45 Seminario Alessandro Arlotto (Duke University) Finite Horizon Markov Decision Problems and a Central Limit Theorem for Total Reward Abstract: We prove a central limit theorem for a class of additive processes that arise naturally in the theory of finite horizon Markov decision problems. The main theorem generalizes a classic result of Dobrushin (1956) for temporally non-homogeneous Markov chains, and the principal innovation is that here the summands are permitted to depend on both the current state and a bounded number of future states of the chain. We show through several examples that this added flexibility gives one a direct path to asymptotic normality of the optimal total reward of finite horizon Markov decision problems. The same examples also explain why such results are not easily obtained by alternative Markovian techniques such as enlargement of the state space. Tutti gli interessati sono invitati a partecipare. .. Valentina Cammarota Department of Mathematics Universita` degli Studi di Roma Tor Vergata http://www.mat.uniroma2.it/english.php https://sites.google.com/site/valentinacammarota/

1 0

Mini-corso "Martingale Optimal Transport" del prof. Nizar Touzi a Pisa
by Fausto Gozzi 05 Nov '15

05 Nov '15

Si avvisa che nei giorni 9-11 dicembre il prof. Nizar Touzi dell'Ecole Polytechnique terrÃ un mini-corso dal titolo "Martingale Optimal Transport" presso il Dipartimento di Matematica dell'UniversitÃ di Pisa. L'abstract ed il calendario sono riportati di seguito. -------------------------------------------------------------- - MER 9/12: ore 16 - 18 (Aula riunioni) - GIO 10/12: ore 10 - 12 (Aula seminari) - GIO 10/12: ore 15 - 17 (Aula seminari) - VEN 11/12: ore 9 - 13 (Aula seminari) Abstract: We provide an introduction to martingale optimal transport. In the context of the one-period version of the problem, we establish the Kantorovitch duality, we discuss the existence for the primal and the dual problems, and we provide the martingale version of the cyclic monotonicity condition together with of the one-dimensional Brenier theorem. We finally show the connection between continuous-time martingale transport and the Skorohod embedding problem, and we provide some applications. Fausto Gozzi >Fausto Gozzi >Dipartimento di Economia e Finanza >LUISS - Guido Carli >Viale Romania, 32 >00197 Roma >Italy >tel 06.85225723 (office) >FAX 06.86506513 >e-mail: fgozzi(a)luiss.it >webpage: http://docenti.luiss.it/gozzi/ > >old addresses: > >Fausto Gozzi >Dipartimento di Matematica per le Decisioni >Economiche Finanziarie e Assicurative >Facolta' di Economia >Universita' di Roma La Sapienza >via del Castro Laurenziano 9 >00161 Roma >Italy >tel 06/49766275 (office) >FAX 06/49766765 > >and also > >Fausto Gozzi >Dipartimento di Matematica >Universita' di Pisa >via Filippo Buonarroti n. 2 >56127 Pisa >Italy >tel 050/2213270 >FAX 050/2213224 >e-mail: GOZZI(a)DM.UNIPI.IT --- Questa e-mail è stata controllata per individuare virus con Avast antivirus. https://www.avast.com/antivirus

1 0

Conference MAF 2016 - Second call for paper
by Marco Corazza 05 Nov '15

05 Nov '15

====================================================== Seventh International Conference on MAF 2016 - MATHEMATICAL AND STATISTICAL METHODS FOR ACTUARIAL SCIENCES AND FINANCE March 30-31 and April 1, 2016 University Paris-Dauphine - Paris (France) http://maf2016-paris.dauphine.fr/fr.html ====================================================== Second call for papers ====================================================== Dear All, the seventh international conference "MAF 2016 - MATHEMATICAL AND STATISTICAL METHODS FOR ACTUARIAL SCIENCES AND FINANCE" will be held from March 30 to April 1, 2016 at the University Paris-Dauphine, in Paris (France). You can download the instructions for authors and the template from the webpage: http://maf2016-paris.dauphine.fr/fr/registration-submission.html. Here, I highlight only a few things: 1) Submission of abstracts (no more than two pages) within December 1, 2015. 2) Notification of the abstract acceptance within January 11th, 2016. 3) Please, give the widest possible diffusion to the call for paper. See you in Paris, Marco (Corazza) P.S. - Apologies for cross sending. -- Marco Corazza Department of Economics Ca' Foscari University of Venice San Giobbe, Cannaregio 873 30121 Venezia, Italy Mobile: (+39) 366 602-9134 Phone: (+39) 041 234-6921 Fax: (+39) 041 234-7444 E-mail: corazza(a)unive.it -- <<If a risk measure is coherent for return distributions, it may not be coherent for payoff distributions.>> S.T. Rachev, S.V. Stoyanov, F.J. Fabozzi, “A probability metrics approach to financial risk measures”, Wiley-Blackwell, 2011 [pag. 150]

1 0

Postdoc position in Probability, at the University of Bath, UK
by Pietro Caputo 05 Nov '15

05 Nov '15

Postdoc in probability at the University of Bath, UK A postdoc (research associate) position is available in the area of probability starting from 1st October 2016, or a date to be agreed. The position will be available for up to 3 years. The position is funded by the EPSRC fellowship "Mathematical analysis of strongly correlated processes on discrete dynamic structures" of Dr. Alexandre Stauffer. The area of research will be centered on the mathematical analysis of random large-scale interacting systems, such as interacting particle systems, random walks and other stochastic processes in random or dynamic environments, percolation, spin systems, and dynamically evolving graphs. The ideal candidate is expected to have a strong background in probability theory, and have a PhD in mathematics, theoretical computer science or related areas. The successful applicant will be associated with the probability laboratory (Prob-L@B) of the Department of Mathematical Sciences at the University of Bath. Prob-L@B is one of the world’s most vibrant probability groups, with eight permanent members, a large cohort of PhD students and postdocs, and a large number of different research activities and international visitors. Applications made to the on-line system should include: * an updated curriculum vitae, * the names and contact details of three academic referees, * a one-page research statement describing your research interests, your experience in the area of the position and your career aspirations. Deadline for applications: 20th January 2016. To apply, go to http://www.bath.ac.uk/jobs/Vacancy.aspx?ref=FY3536 Interview of short-listed applicants is expected to take place in the week of 15th February 2016. For informal enquiries please contact Dr. Alexandre Stauffer (a.stauffer(a)bath.ac.uk). For more information visit the website of Dr. Alexandre Stauffer (http://people.bath.ac.uk/ados20/) and Prob-L@B (http://www.bath.ac.uk/research/centres/probability-laboratory/).

1 0

de Finetti Risk seminar - november 2015
by Emanuela Rosazza 04 Nov '15

04 Nov '15

On behalf of the Scientific Committee of the de Finetti Risk Seminars, we are glad to invite you to participate at the following Lecture Title: Dynamic programming approach to Principal-Agent problems NIZAR TOUZI Ecole Polytechnique, Paris - France Abstract: We consider a general formulation of the Principal-Agent problem from Contract Theory, on a finite horizon. We show how to reduce the problem to a stochastic control problem which may be analyzed by the standard tools of control theory. In particular, Agent’s value function appears naturally as a controlled state variable for the Principal’s problem. Our argument relies on the Backward Stochastic Differential Equations approach to non-Markovian stochastic control, and more specifically, on the most recent extensions to the second order case. LOCATION: The seminar will be held on Wednesday, November 18, at 18.00, Aula di rappresentanza, Dept. of Mathematics, Milano University, Via C. Saldini 50, Milano. A refreshment will be offered at 17.30. Scientific Committee Prof. Simone Cerreia-Voglio (Univ. Bocconi) Prof. Marco Frittelli (Univ. degli Studi di Milano) Prof. Fabio Maccheroni (Univ. Bocconi) Prof. Massimo Marinacci (Univ. Bocconi) Prof. Emanuela Rosazza Gianin (Univ. Milano-Bicocca) Dott. Marco Maggis (Univ. degli Studi di Milano) **************************************************** Emanuela Rosazza Gianin Dipartimento di Statistica e Metodi Quantitativi Università di Milano Bicocca Edificio U7 – 4° Piano Via Bicocca degli Arcimboldi, 8 20126 Milano Tel. 02 64483208 Fax. 02 64483105 e-mail: emanuela.rosazza1(a)unimib.it *****************************************************

1 0

conferenza su "Guido Castelnuovo" 5 novembre 2015 Dip MATEMATICA, ROMA1
by Nappo, Giovanna 03 Nov '15

03 Nov '15

In occasione dei 150 anni dalla nascita di Guido Castelnuovo giovedì 5 novembre presso il Dipartimento di Matematica, Università di Roma La Sapienza Piazzale Aldo Moro 2 si terrà una giornata dedicata alla sua figura di matematico e di didatta. Guido Castelnuovo, che fu un valente geometra, ebbe anche un ruolo chiave nello sviluppo della probabiltà in Italia: nel 1919 pubblicò il suo manuale di Calcolo delle probabilità, il primo libro di probabilità scritto in Italiano, successivamente ampliato sino alla terza edizione del 1948, e istituì la cattedra di Probabilità qui alla Sapienza, che tenne per diversi anni. Tutti gli interessati sono invitati a partecipare Giovanna Nappo ------------------------------------------------------------------------------------------------- Guido Castelnuovo: un ricordo a 150 anni dalla nascita Aula Picone del Dipartimento di Matematica 5 Novembre 2015 ----------------------------------------------------------------------------------------------------- PROGRAMMA Mattina 9.30-10.00 Saluti del Rettore, del Preside e del Direttore 10.00-11.00 Paola GARIO, Guido Castelnuovo: l'uomo e lo scienziato 11.00-11.30 Pausa caffè 11.30-12.00 Enrico ROGORA, Guido Castelnuovo e la Facoltà di Scienze 12.00-12.30 Eugenio REGAZZINI, Guido Castelnuovo e gli albori della Probabilità e della Statistica Matematica in Italia 12.30-13.00 Marta MENGHINI, Guido Castelnuovo e l’insegnamento della Matematica Pomeriggio 14.30-15.30 Enrico ARBARELLO, Guido Castelnuovo e la Geometria Algebrica Italiana 15.30-16.30 Edoardo SERNESI, Guido Castelnuovo e il teorema di Riemann-Roch 16.30-17.30 Ciro CILIBERTO, Guido Castelnuovo: il bello della razionalità Gli organizzatori Enrico Rogora, Marta Menghini, Giovanna Nappo ------------------------------------------------------------------------

1 0

Miniworkshop "Biostatistica: un punto di incontro tra Matematica e Medicina", Università di Torino
by Maria teresa Giraudo 03 Nov '15

03 Nov '15

L'11 novembre prossimo dalle 9:15 alle 16:30 si svolgerà nella sala Principi di Acaja del Rettorato dell'Università di Torino in Via Verdi 8 il Miniworkshop "Biostatistica: un punto di incontro tra Matematica e Medicina". Gli argomenti trattati consentono di esemplificarecome la matematica avanzata possa essere utilizzata in biostatistica e mettono in evidenza la natura interdisciplinare che li caratterizza. La partecipazione è libera, tuttavia le persone interessate a prendervi parte sono cortesemente pregate di inviarmi una mail entro il 6 novembre. Per ulteriori informazioni vi invito a visitare il sito https://sites.google.com/site/biostatunito/ Grazie molte, saluti cordiali Maria Teresa Giraudo

1 0

Concorso MAT/06
by Cristina Zucca 03 Nov '15

03 Nov '15

Carissimi, segnalo che nella Gazzetta Ufficiale n. 85 del 3/11/2015 è stato pubblicato l'avviso relativo alla bandizione della procedura selettiva (riservata ai sensi dell'art.18, comma 4 della L. 240/2010) per Professore di seconda fascia da coprire mediante chiamata ai sensi dell'art. 18 comma 1 della Legge 240/2010: - n. 1 posto - settore concorsuale 01/A3 - ssd MAT/06 Il relativo bando, pubblicato all'Albo di Ateneo, è disponibile al link http://iisced04.rettorato.unito.it/concorsi/rtd_scheda.pl?XY=C&codice=114AR oppure seguendo il percorso "www.unito.it" - "Università e Lavoro" - "Opportunità ed esperienze di Lavoro" "Personale Docente e Ricercatore" - "Procedure selettive per la chiamata di Professori di I e II fascia - Art.18, Legge 240/2010" Il termine di scadenza per la presentazione delle domande è il 3/12/2015. Cordiali saluti, Cristina Zucca -- Dr. Cristina Zucca Department of Mathematics University of Torino Via Carlo Alberto 10 10123 Torino, Italy tel: +39-011-6702850 fax: +39-011-6702878

1 0

SMPS 2016
by Barbara Vantaggi 02 Nov '15

02 Nov '15

[please distribute - apologies for multiple postings] SMPS 2016 8th International Conference on Soft Methods in Probability and Statistics September 12 - 14, 2016 Sapienza University of Rome, Rome, Italy http://www.sbai.uniroma1.it/smps2016 =========================================================== VENUE =========================================================== SMPS 2016 will be held in Rome, Italy. The conference venue will be San Pietro in Vincoli (Via Eudossiana, 18), in the historic centre of Rome, directly overlooking the Coliseum and next to the ancient Basilica of San Pietro in Vincoli, home to Michelangelo’s statue of Moses. =========================================================== SCOPE and TOPICS =========================================================== The scope of SMPS 2016 is to bring together experts working on and with Soft Methods in Probability and Statistics. SMPS 2016 invites submissions of papers dealing with a variety of topics in soft methods in probability and statistics, which include, but are not limited to: - Analysis of Censored Data - Analysis of Fuzzy Data - Random Sets - Fuzzy Random Variables - Fuzzy Regression Methods - Triangular Norms and Copulas - Imprecise Probabilities - Dempster-Shafer Theory - Robust Methods - Clustering and Classification - Graphical Models - Machine Learning - Heuristic Optimization - Soft Computing and Statistics - Statistical Software for Imprecise Data - Applications in Biology, Economics etc. =========================================================== PROCEEDINGS =========================================================== Papers accepted for presentation will be published in an edited volume of the series Advances in Intelligent and Soft Computing from Springer-Verlag. Full papers of 5-8 pages written in English and fulfilling the instructions for authors should be submitted not later than February 15, 2016, camera-ready versions of the accepted papers not later than April 30, 2016 (tentative). For accepted contributions to be included in the sessions and proceedings of the conference, the payment of the conference fees should be made not later than May 20, 2016. After the Conference there will be a SPECIAL ISSUE of International Journal of Approximate Reasoning (IJAR) dedicated to SMPS 2016. For this, all the selected papers will have to pass a regular reviewing process. =========================================================== PLENARY SPEAKERS =========================================================== Ana Colubi (University of Oviedo, Spain) Thierry Denoeux (University of Technology of Compiègne, France) Massimo Marinacci (Bocconi University, Italy) =========================================================== IMPORTANT DATES =========================================================== Proposal for organized sessions: December 15, 2015 Acceptance for organized sessions: January 10, 2016 Paper submission deadline: February 15, 2016 Notification of paper acceptance: April 10, 2016 Revised paper due: April 30, 2016 Early registration deadline: May 20, 2016 =========================================================== ORGANIZATION =========================================================== General Chairs: - Maria Brigida Ferraro (Rome, Italy) - Paolo Giordani (Rome, Italy) - Barbara Vantaggi (Rome, Italy) Executive Board: - María Ángeles Gil (Oviedo, Spain) - Przemyslaw Grzegorzewski (Warsaw, Poland) - Olgierd Hryniewicz (Warsaw, Poland) Best regards, Maria Brigida Ferraro, Paolo Giordani, Barbara Vantaggi SMPS 2016 Chairs – Sapienza University of Rome =========================================================== http://www.sbai.uniroma1.it/smps2016 ===========================================================

1 0

Workshop "Fractional differential equations" - Sapienza - 6/11/2015
by Luisa Beghin 02 Nov '15

02 Nov '15

Venerdì *6 Novembre 2015 dalle ore 14:30* presso l'*aula 34* del *Dipartimento di Scienze Statistcihe * Università *Sapienza*, p.le A.Moro 5, Roma si svolgerà il workshop: *Fractional differential equations and their applications in probability theory and physics * con il seguente programma *Probability theory and its applications:* 14,30 G.Basile (Dip.Matematica, La Sapienza), From a phonon Boltzmann equation to a fractional diffusion 15,00 C.Ricciuti (Dip.Scienze Statistiche, La Sapienza), Time non-homogeneous jump processes and variable order operators *Biophysical applications:* 15,30 J.Carcione (OGS), Wave simulation in biologic media based on the Kelvin-Voigt fractional derivative stress-strain relation16,00 A.Gabrielli (CNR ISC), NMR Anomalous Diffusion Measurements to investigate complex systems Mathematical Analysis: 17,00 F.Ferrari (Dip.Matematica, Università di Bologna), A weighted parabolic problem and the definition of the Marchaud derivative *Mathematical methods and physical applications:* 17,30 M.Fabrizio (Dip. Matematica, Università di Bologna), On new definitions of fractional derivatives 18,00 G.Dattoli (ENEA), Application of the evolution operator method for fractional partial equation and application to Physical problems, from relativistic equations to anomalous diffusion Tutti gli interessati sono invitati a partecipare. ***************************************************************** Luisa Beghin Dipartimento di Scienze Statistiche Fac. Ingegneria dell'Informazione, Informatica e Statistica "SAPIENZA" Università di Roma Piazzale Aldo Moro 5, 00185 Roma T (+39) 06 49910543 F (+39) 06 4959241 http://www.dss.uniroma1.it/dipartimento/persone/beghin-luisa *****************************************************************

1 0

Seminario di Economia e Probabilita' a RM1
by Fabio Spizzichino 01 Nov '15

01 Nov '15

La Dr.ssa Eleonora Perversi (Dipartimento di Matematica, Universita' di Pavia) terrà, presso il Dipartimento di Matematica dell'Universita' La Sapienza, un seminario su *Inequality and risk aversion in economies open to altruistic attitudes* Mercoledi' 4 Novembre, ore 14.00, Aula Picone Dipartimento di Matematica, Piazzale A. Moro, Roma Tutte le persone interessate sono invitate ad intervenire Fabio Spizzichino Abstract: In recent years there has been a great interest in the phenomenon of economic inequality, especially in relation to its connection with other important aspects of an advanced economy, for example attitude towards risk, growth, financial developments, and so on. In this talk, based on a joint work with Eugenio Regazzini, I will introduce a model for the surplus/deficit distribution, which points out a relationship between agents' risk aversion and inequality. More precisely, on the one hand, the long-time surplus/deficit distribution turns out to be a weak Pareto law whose exponent is given by an affine transformation of the agents relative risk aversion index, supposed to be the same for every agent. On the other hand, it is proved that concentration in a weak Pareto law can be measured through a function of its exponent. This way, a link is established between inequality and risk aversion. Finally, some feasible actions of economic policies suitable for the control of inequality are derived.

1 0

CALL FOR PAPERS: Energy and Commodity Finance Conference 2016 - ESSEC Business School - Paris (fwd)
by Tiziano Vargiolu 30 Oct '15

30 Oct '15

---------- Forwarded message ---------- Date: Tue, 27 Oct 2015 10:44:38 +0000 From: Sekretariat LEF <sekretariat.lef(a)wiwinf.uni-due.de> Cc: "\"Kiesel, R?diger\"" <Ruediger.Kiesel(a)uni-due.de> Subject: CALL FOR PAPERS: Energy and Commodity Finance Conference 2016 - ESSEC Business School - Paris Dear All, Attached please find the call for papers as well as more information on the Energy and Commodity Finance Conference taking place in Paris on 23 and 24 June 2016. Sincerely, Kirsten van der Koelen (Secretary to Professor R?diger Kiesel) Kirsten van der Koelen Lehrstuhl f?r Energiehandel und Finanzdienstleistungen Universit?t Duisburg-Essen Campus Essen Raum R09 R00 H35 Universit?tsstra?e 12 45141 Essen phone: +49 (0)201 183-4973 http://www.lef.wiwi.uni-due.de/ cid:ii_ifzgl33r0_150859ff1b992800 ? cid:ii_ifwqb9m81_1507bc9516360da0 ? ? Dear Colleague, The Energy and Commodity Finance Conference 2016 follows in the footsteps of a long standing series of Energy Finance meetings that held their first event in London in 2004 and nowadays represents the benchmark academic conference in the area. KEYNOTE SPEAKERS cid:ii_ifyp5eig13_15082e0cba744094 ? ? ? SCIENTIFIC COMMITTEE ? Carol Alexander (University of Sussex) ? Giovanni Barone-Adesi (Universit? della Svizzera Italiana) ? Fred Espen Benth (University of Oslo) ? Derek Bunn (London Business School) ? Jaime Casassus (Pontificia Universidad Cat?lica de Chile) ? Anna Creti (University Paris Dauphine) ? Rita D'Ecclesia (University of Rome La Sapienza) ? Jer?me Detemple (Boston University) ? Ronald Huisman (Erasmus University) ? Sebastian Jaimungal (University of Toronto) ? Scott Linn (University of Oklahoma) ? Nikos Nomikos (Cass Business School) ? Michel Robe (American University) ? Andrea Roncoroni (ESSEC Business School) ? Duane Seppi (Carnegie Mellon University) ? Ke Tang (Tsinghua University) ? Luca Taschini (London School of Economics) ? Anders Trolle (Swiss Finance Institute) ? Rafal Weron (Wroclaw University of Technology) TOPICS The conference covers all areas of energy finance and commodity finance, including: ? Asset pricing and hedging ? Contract securitization and derivative structuring ? Risk measurements and management ? Asset management and portfolio allocation ? Trading strategies and operations ? Macro market analysis and microstructure ? Corporate finance of producers and end consumers ? Long-term investment financing ? Regulation (EMIR, REMIT, MIFID, Dodd-Franck) ? Quantitative financial modeling ? Econometric analysis and statistics ? Physical operations management ? Real options and physical asset valuation ? Decision theory and the following markets: ? Conventional fossil energy: oil, gas, refined products ? Electricity ? Metals: precious, base, ferrous, specialist non-ferrous, rare ? Agriculturals: softs, grains and seeds, livestock ? Renewable energy sources ? Commoditized services (CO2 allowances, shipping freights) ? Weather-linked securities ? Currencies A round table will gather academic and professional experts to discuss major aspects of the financialization of energy and commodity markets in the current global environment, including international trading and investment opportunities, production-side corporate finance challenges, end consumer dynamics, accounting standards, and regulatory compliance. IMPORTANT DATES ? March 1, 2016: Submission deadline (full/working papers, PDF files) ? April 15, 2016: Notification of acceptance/rejection ? May 1, 2016: Registration deadline (early bird) WEBSITE For additional information, you are welcome to visit: http://ecomfin2016.essec.edu/ Energy and Commodity Finance 2016 website CONTACT For administrative inquiries, please write to: ecomfin2016(a)essec.edu ?We look forward to meeting you in Paris. Sincerely, The Organizing Committee (Francis Declerck, Giovanni Pagliardi, Sofia Ramos, Andrea Roncoroni) and The Energy and Commodity Finance Association Board (?lvaro Cartea, R?diger Kiesel, Andrea Roncoroni) cid:ii_ifwfoceb1_1507ab8b5fa953e7 -- Energy and Commodity Finance RESEARCH CENTER

1 0

Seminario Luciano Campi: On the support of extremal martingale measures [ presso DipMat UniTn ]
by Luca di persio 30 Oct '15

30 Oct '15

On the support of extremal martingale measures 4 novembre 2015 *Luogo:* Dipartimento di Matematica, via Sommarive, 14 - Povo (TN) - Aula Seminari *Ore* 15:00 *Relatore: * - *Luciano Campi *( LSE ) *Abstract: * After discussing some characterisations of extremal measures with given marginals available in the literature, going from functional analysis to combinatorics, we will turn to their martingale counterparts whose study is related to robust pricing and hedging. In particular, we will give some sufficient and necessary conditions with a geometric and combinatorial flavour for a given set to be the support of an extremal martingale measure with pre-specified discrete marginals. Some open problems will be discussed as well. This is based on joint work with Claude Martini. Il seminario si svolge all'interno del progetto Research in Pairs "McKean-Vlasov dynamics with Lévy noise with applications to systemic risk" , L.Campi e L. Di Persio , finanziato dal CIRM __ 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 Dept. Math University of Trento V. Sommarive, 14 - 38123 Povo - Italy Tel : +39 0461 281686

1 0

Kolmogorov meets Turing II: November 24th at Tor Vergata
by Pietro Caputo 30 Oct '15

30 Oct '15

=================================== Kolmogorov meets Turing II Workshop on probabilistic methods for the analysis of stochastic processes and randomized algorithms Where: Macroarea di Ingegneria, Universita Tor Vergata di Roma. Via del Politecnico, Roma - Aula Leonardo. When: Tuesday November 24th, 2015, 2:30 - 6:30 pm *Abstract* Following the spirit of the first edition held in Sapienza University of Rome, the goal of this workshop is to offer a multidisciplinary perspective over recent research directions in different areas, including applied probability theory, discrete mathematics and algorithmics, whose common denominator is the application of probabilistic tools to the analysis of complex stochastic processes and algorithms. *Schedule* 2:30 - 3:20. Luca Trevisan (UC Berkeley): Beating the random assignment on constraint satisfaction problems of bounded degree. 3:20 - 4:10. Stefano Leonardi (Univ. La Sapienza): Simple and efficient mechanisms for bayesian auctions. 4:10 - 4:50. Coffee Break 4:50 - 5:40. Fabio Martinelli (Univ. Roma Tre): Dynamics of lattice triangulations on thin rectangles. 5:40 - 6:30. Francesco Pasquale (Univ. Tor Vergata): Stabilizing Consensus Dynamics. *Registration* It is free but participants should send an email to clementi - at - mat.uniroma2.it by November 14th with subject KMT_II Organizing committee: Luca Becchetti, Andrea Clementi, Emanuele Natale, Francesco Pasquale ===================================

1 0

Assegno di ricerca Univ Cattolica del Sacro Cuore - Milano
by Consonni Guido 29 Oct '15

29 Oct '15

Universita' Cattolica del Sacro Cuore, Milano Dipartimento di Scienze Statistiche Si comunica che sul sito http://progetti.unicatt.it/progetti-ateneo-Bando_2063_ita.pdf e' disponibile il bando per un Assegno di ricerca annuale (rinnovabile per ulteriori tre anni) (DR 2063) sul tema : Disegni sperimentali ottimi la scheda per la domanda e' reperibile al seguente indirizzo http://progetti.unicatt.it/progetti-ateneo-milano-brescia-piacenza-e-cremon… Scadenza per la presentazione della domanda 25 novembre p.v. Per informazioni: Guido Consonni Dipartimento di Scienze Statistiche Università Cattolica del Sacro Cuore Largo Gemelli, 1 20123 Milano; ITALY https://sites.google.com/site/consonnibayes/home Ph: +39 02 7234 3049

1 0

Seminario ENRICO SCALAS @ UniTo
by Federico Polito 29 Oct '15

29 Oct '15

********************************************************************* SEMINARI DI PROBABILITA' E STATISTICA MATEMATICA DIPARTIMENTO DI MATEMATICA "G. PEANO" UNIVERSITA' DEGLI STUDI DI TORINO ********************************************************************* Martedì 10 Novembre 2015 alle ore 14:30 in Aula C presso il Dipartimento di Matematica "G. Peano" dell'Università degli Studi di Torino, Via Carlo Alberto 10, Il Prof. ENRICO SCALAS (Department of Mathematics, University of Sussex, UK) terrà un seminario dal titolo EXACTLY-SOLVABLE NON-MARKOVIAN DYNAMIC NETWORK Abstract: Non-Markovian processes are widespread in natural and human-made systems, yet explicit modelling and analysis of such systems is underdeveloped. In this letter we consider a dynamic network with random link activation and deletion (RLAD) with non-exponential inter-event times. We study a semi-Markov random process when the inter-event times are heavy tailed Mittag-Leffler distributed, thus considerably slowing down the corresponding Markovian dynamics and study the system far from equilibrium. We derive an analytically and computationally tractable system of forward equations utilizing the Caputo derivative for the probability of having a given number of active links in the network. http://journals.aps.org/pre/abstract/10.1103/PhysRevE.92.042801 Tutti gli interessati sono invitati a partecipare. -- Federico Polito Department of Mathematics University of Torino Via Carlo Alberto, 10 10123, Torino, Italy Email: federico.polito(a)unito.it Tel: +39 011 6702937 Web: www.federicopolito.it

1 0

Deadline approaching: Winter School in Padova (February 2016)
by Tiziano Vargiolu 29 Oct '15

29 Oct '15

Dear all, this is to remind you that the deadline for the Winter School "Frontiers in Stochastic Modelling for Finance" is October, 31. For more details, see below and on the Winter School's website http://www.maths.univ-evry.fr/conferences/padova2016/index_ws.htm See you in Padova! Tiziano -------------------------------------------------------------------------- Tiziano Vargiolu Dipartimento di Matematica Phone: +39 049 8271383 Universita' di Padova Fax: +39 049 8271428 Via Trieste, 63 E-mail: vargiolu(a)math.unipd.it I-35121 Padova (Italy) WWW: http://www.math.unipd.it/~vargiolu -------------------------------------------------------------------------- --------------------------------------- Date: Wed, 30 Sep 2015 10:58:14 +0200 From: Giorgia Callegaro <giogiocallegaro(a)gmail.com> To: random(a)mail.dm.unipi.it Subject: [Random] Winter School in Padova (February 2016) Dear all, in collaboration with Evry University, ENSIIE and University Paris Diderot, the Department of Mathematics of the University of Padova (Organizing Committe in Padova: Giorgia Callegaro and Tiziano Vargiolu, Scientific Committe in Padova: Wolfgang J. Runggaldier) is organizing a Winter School on recent advances in Mathematical Finance, that will be held in Padova in the period 8-12 February 2016. Two main courses, on ?Energy Markets? and ?Pricing with Funding and Counterparty Risks? will be given, respectively, by Rene Aid (EdF) and Andrea Pallavicini (Banca IMI and Imperial College). Moreover, four mini-course are scheduled, on longevity risk (Nicole El Karoui), optimal stopping (Goran Peskir), polynomial processes (Martin Larsson) and numerical methods (Nadia Oudjane). More details can be found at the link: http://www.maths.univ-evry.fr/conferences/padova2016/index_ws.htm#section1 Accomodation during the period 7-12 February will provided to a limited number of students (maximum 35) selected among candidates who will send us, via the online form available here: http://www.maths.univ-evry.fr/conferences/padova2016/Application_ws.htm#sec… their CV and recommendation letter before the 31st October 2015. Thanks for your attention and see you in Padova! Giorgia Callegaro on behalf of the Organizing Committee -- Giorgia Callegaro Assistant Professor Department of Mathematics University of Padova Via Trieste 63 , I-35121 Padova - ITALY Tel: +39-0498271481 Fax: +39-0498271499 E-Mail: gcallega(a)math.unipd.it Web-page: https://sites.google.com/site/giogiocallegaro/Home ---------------------------------------------------------------- This message was sent using IMP, the Internet Messaging Program.

1 0

Politecnico di Milano - Seminari Jim Ramsay e Michelle Carey
by Laura M. Sangalli 28 Oct '15

28 Oct '15

Si avvisa che in data 6-11-2015, alle ore 10:30 precise, presso l'Aula Seminari "F. Saleri" VI piano - Dipartimento di Matematica, Politecnico di Milano, nell'ambito delle iniziative MOX, si svolgeranno i seguente seminari: ore 10:30 Jim Ramsay, McGill University, Exploring Functional Data with Dynamic Models ore 11:30 Michelle Carey, McGill University, Data2PDE: an iterative scheme for obtaining data driven estimates of the parameters of PDEs defined over complex domains Seguono gli abstracts dei due seminari. Jim Ramsay Exploring Functional Data with Dynamic Models Discrete observations of curves are often smoothed by attaching a penalty to the error sum of squares, and the most popular penalty is the integrated squared second derivative of the function that fits the data. But it has been known since the earliest days of smoothing splines that, if the linear differential operator D^2 is replaced by a more general differential operator L that annihilates most of the variation in the observed curves, then the resulting smooth has less bias and greatly reduced mean squared error. This talk will show how we can use the data to estimate such an operator. The differential equation estimated in this way is already an interesting model for the data that represents the dynamics of the processes being estimated. But, in addition to the advantages in bias and MSE, it emerges that exciting new ways of representing the data emerge that use an orthogonal basis system defined by the estimated operator. M. Carey Data2PDE: an iterative scheme for obtaining data driven estimates of the parameters of PDEs defined over complex domains Spatial data are abundant in many scientific fields, some examples include; satellite images of the earth, temperature readings from multiple weather stations and the spread of an infectious disease over a particular region. In many instances the spatial data are accompanied by mathematical models expressed in terms of partial differential equations (PDEs). These PDEs determine the theoretical aspects of the behaviour of the physical, chemical or biological phenomena considered. The parameters of the PDEs are typically unknown and must be inferred from expert knowledge of the phenomena considered. In this talk I will discuss extending the profiling with parameter cascading procedure outlined in Ramsay et al (2007) to incorporate PDE parameter estimation. Furthermore, following from Sangalli et al. (2013) the estimation procedure is extended to include nite element methods (FEMs). This allows the proposed method to account for attributes of the geometry of the physical problem such as irregular shaped domains, external and internal boundary features and strong concavities. Thus this talk introduces a methodology for data driven estimates of the parameters of PDEs dened over complex domains. Tutti gli interessati sono invitati a partecipare. Cordiali saluti, Laura Sangalli -- Laura Maria Sangalli MOX - Dipartimento di Matematica Politecnico di Milano Piazza Leonardo da Vinci 32 20133 Milano - Italy tel: +39 02 2399 4554 fax: +39 02 2399 4568 email: laura.sangalli(a)polimi.it url: http://mox.polimi.it/~sangalli

1 0

PIETRO CAPUTO - GIOVEDI 29 - TOR VERGATA - CICLO SEMINARI PASCAL
by Valentina Cammarota 27 Oct '15

27 Oct '15

Ciclo di Seminari - Progetto ERC grant PASCAL (Probabilistic and Statistical Techniques for Cosmological Applications) Giovedi` 29 ottobre ore 15:00 Aula Dal Passo Dipartimento di Matematica Università di Roma Tor Vergata Prof. Pietro Caputo Dipartimento di Matematica e Fisica, Università Roma Tre Titolo: Dynamical phase transition in random lattice triangulations Abstract: We consider lattice triangulations, i.e., triangulations of the integer points in Euclidean plane. Our focus is on random triangulations in which a triangulation \sigma has weight \lambda^{|\sigma|}, where \lambda is a positive real parameter and |\sigma| is the total length of the edges in \sigma. Empirically, this model exhibits a phase transition at \lambda=1 (corresponding to the uniform distribution): for \lambda<1 distant edges behave essentially independently, while for \lambda>1 very large regions of aligned edges appear. We substantiate this picture as follows. For \lambda<1 sufficiently small, we show that correlations between edges decay exponentially with distance (suitably defined), and also that the Glauber dynamics, namely the local Markov chain based on flipping edges, is rapidly mixing (in time polynomial in the number of edges in the triangulation). By contrast, for \lambda>1 we show that the mixing time is exponential. For thin rectangular regions we obtain sharp mixing time bounds for all values of \lambda<1. This is joint work with F. Martinelli, A. Sinclair and A. Stauffer Tutti gli interessati sono invitati a partecipare. . Valentina Cammarota Department of Mathematics Universita` degli Studi di Roma Tor Vergata http://www.mat.uniroma2.it/english.php https://sites.google.com/site/valentinacammarota/

1 0

Doctoral Seminar at LUISS
by Marco Scarsini 27 Oct '15

27 Oct '15

This is to invite you to our next doctoral seminar, on Thursday, October 29th, from 13:00 to 14:00 in room 405b. The speakers is Anna Zseleva (Maastricht University). The work presented will be: Title: Zero-sum games with charges Abstract: We consider two-player zero-sum games with infinite action spaces and bounded payoff functions. The players' strategies are finitely additive probability measures, called charges. Since a strategy profile does not always induce a unique expected payoff, we distinguish two extreme attitudes of players. A player is viewed as pessimistic if he always evaluates the range of possible expected payoffs by the worst one, and a player is viewed as optimistic if he always evaluates it by the best one. This approach results in a definition of a pessimistic and an optimistic value for each player. We provide an extensive analysis of the relation between these values, and connect them to the classical values. In addition, we also examine existence of optimal strategies with respect to these values. Updated calendar of our seminars at: http://ricerca.economiaefinanza.luiss.it/calendar ******************************************************* Marco Scarsini Dipartimento di Economia e Finanza LUISS Viale Romania 32 00197 Roma, ITALY URL: http://docenti.luiss.it/scarsini/

1 0

DRM 2015 - final program
by Fabio Bellini 27 Oct '15

27 Oct '15

1 0

seminario di Pablo Rodriguez a Milano-Bicocca
by daniela.bertacchi 26 Oct '15

26 Oct '15

~~~~~~~~~~~~~~~~~~~~~~~~~~ ~ ANNUNCIO DI SEMINARIO ~ ~~~~~~~~~~~~~~~~~~~~~~~~~~ Il giorno 30 ottobre 2015, alle ore 14 in aula 2109 del Dipartimento di matematica e Applicazioni dell'Università di Milano-Bicocca, il dott. PABLO RODRIGUEZ (Department of Applied Math. and Statistics, Universidade de Sao Paulo. Sao Carlos, Brazil.) terrà un seminario dal titolo PHASE TRANSITIONS IN SOME STOCHASTIC TOY-MODELS. Abstract: The aim of the talk is to discuss about the formulation and phase transition results regarding three stochastic toy-models. More precisely, we consider a modified ErdosRényi random graph, an accessibility percolation model on trees and an interacting particle system on Zd. We will discuss about motivation, results, open problems, and some ideas for the proofs. Tutti gli interessati sono invitati a partecipare Daniela Bertacchi ********************************************* * Daniela Bertacchi * Dipartimento di Matematica e Applicazioni * Università di Milano-Bicocca * Via Cozzi 53 * 20125 Milano * * Tel. +39 0264485716 * Fax +39 0264485705 * email: daniela.bertacchi(a)unimib.it * http://www.matapp.unimib.it/~bertacchi *********************************************

1 0

Postdoc on Models and algorithms for large networks from Big Data
by Fabrizio Lillo 26 Oct '15

26 Oct '15

The call for a two-year postdoc is open at the Scuola Normale Superiore di Pisa (Italy). The topic of the research is *Models and algorithms for large networks from Big Data”* under the following EU project: *“SoBigData Research Infrastructure”, *Acronym “*SoBigData*” (call H-2020-INFRAIA-2014-2015). The details of the call are at http://www.sns.it/en/servizi/job/assegnidiricerca/assegno502/ The research fellow shall carry out the following activities: study and implementation of models and algorithms for the study and inference of large complex networks of social, economic, financial, and computational origin; networks from time series; social pattern discovery; empirical analysis of Big Data. The deadline is November 9. I would be grateful if you could forward this message to any potentially interested candidate. The interested candidates can either contact me (fabrizio.lillo(a)sns.it) or the addresses in the call in case they need further information. Thanks and all the best, Fabrizio Lillo ---------------------------------------- Fabrizio Lillo Scuola Normale Superiore di Pisa Piazza dei Cavalieri 7 56126 Pisa ITALY Check the new website: fabriziolillo.wordpress.com phone: +39 050509159

1 0

LUISS Seminar_28/10 Alessandro Arlotto
by Marco Scarsini 26 Oct '15

26 Oct '15

The next Research Seminar of Economics and Finance Dept. is scheduled for Wednesday, October 28th , from 2.30 p.m. to 4.00 p.m., room 205/a, viale Romania. Our guest speaker will be Prof. Alessandro Arlotto (Duke University), who will held a lecture titled “Markov Decision Problems Where Means Bound Variances” Abstract We identify a rich class of finite-horizon Markov decision problems (MDPs) for which the variance of the optimal total reward can be bounded by a simple linear function of its expected value. The class is characterized by three natural properties: reward nonnegativity and boundedness, existence of a do-nothing action, and optimal action monotonicity. These properties are commonly present and typically easy to check. Implications of the class properties and of the variance bound are illustrated by examples of MDPs from operations research, operations management, financial engineering, and combinatorial optimization. Best regards, Dipartimento di Economia e Finanza Viale Romania, 32 - 00197 Roma economiaefinanza(a)luiss.it t +39 06 85225550 f +39 06 85225985

1 0

Seminario Sergio Albeverio: Symmetries and stochastic differential equations (DipInf - UniVr)
by Luca di persio 23 Oct '15

23 Oct '15

Giovedi' 29 Ottobre, ore 16:30 (16:15 rinfresco, 16:30 inizio seminario) Presso: Dipartimento di Informatica (Sala Verde) Strada le Grazie, 15 https://goo.gl/maps/6mB9N2SSeqC2 Il prof. Sergio Albeverio (HCM - UniBonn) terrà il seguente seminario Title: Symmetries and stochastic differential equations. Abstract: Recently the study of relations between symmetries and stochastic (partial) differential equations has received renewed interest,in particular in relations with areas like hydrodynamics,finance and quantum field theory.The seminar will briefly present some of these developments. Speaker: Sergio Albeverio, HCM - University of Bonn __ Luca Di Persio - PhD assistant professor of Probability and Mathematical Finance Dept. Informatics University of Verona strada le Grazie 15 - 37134 Verona - Italy Dept. Math University of Trento V. Sommarive, 14 - 38123 Povo - Italy Tel : +39 0461 281686

1 0

RETTIFICA ORARIO SEMINARIO PABLO RODRIGUEZ
by Angelica Yohana Pachon Pinzon 22 Oct '15

22 Oct '15

****************************************************** SEMINARI DI PROBABILITA' E STATISTICA DIPARTIMENTO DI MATEMATICA G. PEANO UNIVERSITA' DEGLI STUDI DI TORINO ****************************************************** *Si comunica che il seminario del Dott. Pablo Rodriguez e' spotato alle ore 12:00 del 29/10/2015 in Aula 1 presso il Dipartimento di Matematica "G. Peano" dell'Università degli Studi di Torino, Via Carlo Alberto 10. * Il Dott. PABLO RODRIGUEZ (Department of Applied Math. and Statistics, Universidade de São Paulo. São Carlos, Brazil.) terrà un seminario dal titolo PHASE TRANSITIONS IN SOME STOCHASTIC TOY-MODELS. Abstract: The aim of the talk is to discuss about the formulation and phase transition results regarding three stochastic toy-models. More precisely, we consider a modified Erdős–Rényi random graph, an accessibility percolation model on trees and an interacting particle system on Zd. We will discuss about motivation, results, open problems, and some ideas for the proofs. Tutti gli interessati sono invitati a partecipare. Cordiali saluti, Angelica Pachon. ---------------------------------------------------------- Dipartimento di Matematica “Giuseppe Peano” Università degli Studi di Torino Via Carlo Alberto 10, 10123 Torino

1 0

RETIFICA ORARIO SEMINARIO PABLO RODRIGUEZ
by Angelica Yohana Pachon Pinzon 22 Oct '15

22 Oct '15

****************************************************** SEMINARI DI PROBABILITA' E STATISTICA DIPARTIMENTO DI MATEMATICA G. PEANO UNIVERSITA' DEGLI STUDI DI TORINO ****************************************************** S Giovedi 29 Ottobre 2015 alle ore 11:00 in Aula 3 presso il Dipartimento di Matematica "G. Peano" dell'Università degli Studi di Torino, Via Carlo Alberto 10, Il Dott. PABLO RODRIGUEZ (Department of Applied Math. and Statistics, Universidade de São Paulo. São Carlos, Brazil.) terrà un seminario dal titolo PHASE TRANSITIONS IN SOME STOCHASTIC TOY-MODELS. Abstract: The aim of the talk is to discuss about the formulation and phase transition results regarding three stochastic toy-models. More precisely, we consider a modified Erdős–Rényi random graph, an accessibility percolation model on trees and an interacting particle system on Zd. We will discuss about motivation, results, open problems, and some ideas for the proofs. Tutti gli interessati sono invitati a partecipare

1 0

Seminario PABLO RODRIGUEZ
by Angelica Yohana Pachon Pinzon 21 Oct '15

21 Oct '15

****************************************************** SEMINARI DI PROBABILITA' E STATISTICA DIPARTIMENTO DI MATEMATICA G. PEANO UNIVERSITA' DEGLI STUDI DI TORINO ****************************** ************************ Giovedi 29 Ottobre 2015 alle ore 11:00 in Aula 3 presso il Dipartimento di Matematica "G. Peano" dell'Università degli Studi di Torino, Via Carlo Alberto 10, Il Dott. PABLO RODRIGUEZ (Department of Applied Math. and Statistics, Universidade de São Paulo. São Carlos, Brazil.) terrà un seminario dal titolo PHASE TRANSITIONS IN SOME STOCHASTIC TOY-MODELS. Abstract: The aim of the talk is to discuss about the formulation and phase transition results regarding three stochastic toy-models. More precisely, we consider a modified Erdős–Rényi random graph, an accessibility percolation model on trees and an interacting particle system on Zd. We will discuss about motivation, results, open problems, and some ideas for the proofs. Tutti gli interessati sono invitati a partecipare.

1 0

de Finetti Risk Seminar - october 2015
by Emanuela Rosazza 20 Oct '15

20 Oct '15

On behalf of the Scientific Committee of the de Finetti Risk Seminars, we are glad to invite you to participate at the following Lecture A Bayesian Decision-Theoretic Model of Sequential Clinical Trials with Delayed Responses Stephen Chick INSEAD LOCATION: The seminar will be held on Wednesday, October 21, at 18.00 at room 3-E4-SR03, Bocconi University, Via Rontgen 1, 3rd floor, Milano. A refreshment will be offered at 17.30. Scientific Committee: Prof. Simone Cerreia-Voglio (Univ. Bocconi) Prof. Marco Frittelli (Univ. degli Studi di Milano) Prof. Fabio Maccheroni (Univ. Bocconi) Prof. Massimo Marinacci (Univ. Bocconi) Prof. Emanuela Rosazza Gianin (Univ. Milano-Bicocca) Dott. Marco Maggis (Univ. degli Studi di Milano) **************************************************** Emanuela Rosazza Gianin Dipartimento di Statistica e Metodi Quantitativi Università di Milano Bicocca Edificio U7 – 4° Piano Via Bicocca degli Arcimboldi, 8 20126 Milano Tel. 02 64483208 Fax. 02 64483105 e-mail: emanuela.rosazza1(a)unimib.it *****************************************************

1 0

Borse di dottorato e di ricerca in memoria di Guido Cazzavillan (scadenze 8 novembre e 31 ottobre 2015)
by Monica Billio 19 Oct '15

19 Oct '15

Nella primavera del 2014 è prematuramente scomparso un valente studioso di economia, Guido Cazzavillan, che è stato una figura importante in ambito economico e per l'Università Ca’ Foscari di Venezia, dove è stato direttore del Dipartimento di Economia e componente del Senato Accademico. La famiglia Cazzavillan, attraverso il Dipartimento di Economia dell'Università Ca' Foscari, ha voluto ricordare Guido bandendo una borsa di studio per poter frequentare il primo anno di un corso dottorato presso una Università di eccellenza internazionale (la borsa è rinnovabile per un anno) e una borsa di ricerca post-doc da utilizzare presso una istituzione di livello internazionale sui problemi della povertà e del sottosviluppo, temi che Guido sentiva particolarmente cari. Entrambi i bandi sono disponibili all’indirizzo: http://www.unive.it/nqcontent.cfm?a_id=193090 e si segnala che la scadenza per la borsa di dottorato è l’8 novembre 2015 mentre la scadenza per la borsa di ricerca è il 31 ottobre 2015. Si chiede cortesemente di informare dell'iniziativa giovani e studiosi che potrebbero essere interessati. Grazie per l'attenzione e un cordiale saluto, Monica -- Monica Billio Dipartimento di Economia, Università Ca' Foscari Venezia Fondamenta San Giobbe 873, 30121 Venezia Tel +39 041 2349170, Fax +39 041 2349176 E-mail billio(a)unive.it http://venus.unive.it/billio http://ideas.repec.org/e/pbi55.html http://papers.ssrn.com/sol3/cf_dev/AbsByAuth.cfm?per_id=303041

1 0

Fwd: Positions in EU project
by Marco Romito 14 Oct '15

14 Oct '15

1 0

Politecnico di Milano - Seminario Bill Sudderth
by Laura M. Sangalli 13 Oct '15

13 Oct '15

Si avvisa che in data 16-10-2015, alle ore 14:30 precise, presso l'Aula Seminari "F. Saleri" VI piano - Dipartimento di Matematica, Politecnico di Milano, nell'ambito delle iniziative MOX, si svolgerà il seguente seminario: Relatore: Bill Sudderth School of Statistics, University of Minnesota Titolo: How to Control a Process to a Goal Abstract: Suppose that you have a fortune of $10 and seek to reach $100 by placing bets at xed odds on repetitions of a given event such as the appearance of red (or black) on each spin of a roulette wheel. What is the best strategy for you to reach your goal? What strategy will get you there in the least expected time? What if you are competing with another player? I will discuss these and related problems in both discrete and continuous time. Tutti gli interessati sono invitati a partecipare. Cordiali saluti, Laura Sangalli -- Laura Maria Sangalli MOX - Dipartimento di Matematica Politecnico di Milano Piazza Leonardo da Vinci 32 20133 Milano - Italy tel: +39 02 2399 4554 fax: +39 02 2399 4568 email: laura.sangalli(a)polimi.it url: http://mox.polimi.it/~sangalli

1 0

Half day in stochastic processes
by Paolo Dai Pra 12 Oct '15

12 Oct '15

Half day in stochastic processes Venerdì 16 Ottobre, presso la Sala Riunioni del VII piano del Dipartimento di Matematica dell’Università di Padova, si svolgeranno i seguenti seminari. 9:15 Eva Locherbach (Université de Cergy-Pontoise). On oscillating systems of interacting neurons 9:55 Vlad Bally (Université de Marne-la-Vallée). Convergence in distribution norms in the CLT 10:35: Francois Delarue (Université Nice-Sophia Antipolis). Restoring uniqueness in mean-field games by randomization of the equilibria 11:15 - 11:30 Break 11:30. Paolo Pigato (Università di Padova e Université de Marne-la-Vallée). Tube Estimates for Hypoelliptic Diffusions and Scaling Properties of Stochastic Volatility Models (Ph.D. Defense) Paolo Dai Pra Dipartimento di Matematica Via Trieste, 63 35121 Padova Tel. +39 0498271361 Fax +39 0498271428 daipra(a)math.unipd.it

1 0

RINVIATO: Seminario Dr. Cosetta Minelli - Mendelian Randomisation - 12 ottobre 2015
by Alessandro Marcon 10 Oct '15

10 Oct '15

Gentilissimi/e, vi avviso che il seminario in oggetto è stato rimandato a data da destinarsi, a causa del grave lutto che ha colpito la nostra Sezione. Il Prof. Roberto de Marco, ordinario di Statistica presso la scuola di Medicina e Chirurgia, Università di Verona, ci ha lasciati ieri mattina. Tutti noi, orgogliosi di essere stati suoi allievi, vi diamo questo annuncio con profondo dolore. L'ultimo saluto verrà dato presso le celle dell'ospedale di Borgo Roma (Verona) lunedì 12 ottobre dalle ore 13.30 alle ore 14.30. Alessandro Marcon Alessandro Marcon, PhD Unit of Epidemiology & Medical Statistics Department of Diagnostics and Public Health University of Verona Strada Le Grazie 8, 37134 Verona, Italy tel. +39 045 8027668 2015-09-11 12:15 GMT+02:00 Alessandro Marcon <alessandro.marcon(a)gmail.com>: > > Gentilissimi/e, > vi invio un avviso di seminario, con preghiera di massima diffusione. > > Sede del seminario: Istituti Biologici 2, Università di Verona, strada Le > Grazie 8 (VERONA). > > > Distinti saluti, > Alessandro Marcon > > Alessandro Marcon, PhD > Unit of Epidemiology & Medical Statistics > Department of Diagnostics and Public Health > University of Verona > Strada Le Grazie 8, 37134 Verona, Italy > tel. +39 045 8027668 > > > > Avviso di SEMINARIO > > > > Lunedì 12 ottobre 2015 ore 11.00-11.45 > > Aula Igiene & Statistica > > (Istituti Biologici 2, blocco B, secondo piano) > > > > Dr. Cosetta Minelli > > Senior Lecturer in Medical Statistics, National Heart and Lung Institute, > Imperial College London > > > > *Mendelian randomization: * > > *The use of genes as instruments to strengthen causal inference in > epidemiology* > > Mendelian randomization is an approach that uses genes as instrumental > variables to derive unconfounded estimates of the effects of risk factors > (e.g. biomarkers) on disease traits, and is therefore increasingly being > used in epidemiology to distinguish causal from spurious associations. > Since genes are randomly allocated at conception, genetic effects on a > biomarker cannot be affected by classical confounding (e.g. lifestyle > factors) or reverse causation (e.g. biomarker level being influenced by the > presence of disease). Demonstration that a genetic variant known to modify > the biomarker also modifies the disease trait represents indirect evidence > of a causal biomarker-disease association. The validity of Mendelian > Randomization, however, is based on instrumental variable assumptions, the > most important being absence of pleiotropy. This talk will describe the > approach, discuss ways to assess pleiotropy, highlight opportunities and > challenges offered by available genome-wide data, and discuss its extension > to the field of epigenetics (two-step epigenetic Mendelian randomization). > > > > >

1 0

Seminario ROSSELL
by Matteo Ruggiero 09 Oct '15

09 Oct '15

******************************************************************* STATISTICS SEMINARS @ COLLEGIO CARLO ALBERTO ******************************************************************* Veberdi 16 Ottobre 2015 alle ore 12:00, presso l’Aula Rossa del Collegio Carlo Alberto, Moncalieri (TO), si terra' il seguente seminario: David ROSSELL (University of Warwick) CONSISTENCY OF POSTERIOR MODEL PROBABILITIES IN HIGH-DIMENSIONAL MODEL SELECTION Abstract: In recent years there has been an increasing interest in developing Bayesian formulations that remain effective in high-dimensional and non-standard problems. We focus on high-dimensional model selection problems where the number of parameters may grow with the sample size, and review results characterizing the situations under which one can hope for the posterior probability assigned to the data-generating truth to eventually converge to 1 (often termed "strong consistency"). As it turns out, under certain regularity conditions for the canonical linear model such consistency can only be achieved if the prior formulation is based on so-called non-local priors. We will review the non-local prior framework and present some recent extensions for high-dimensional estimation. Our theoretical and empirical results show that inducing model selection parsimony via non-local priors allows working with simpler models and improving prediction accuracy simultaneously. Although for simplicity we shall focus on variable selection settings, time allowing we will touch upon extensions to more complex settings such as graphical models or mixture models. Tutti gli interessati sono invitati a partecipare. Il seminario e' organizzato dalla "de Castro" Statistics Initiative (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

1 0

mini-corso Ruodu Wang in Bicocca
by runggal＠math.unipd.it 08 Oct '15

08 Oct '15

Nell'ambito del programma di internazionalizzazione del Dottorato in Statistica e Matematica per la Finanza della Bicocca, il prof. Ruodu Wang del Department of Statistics and Actuarial Science della University of Waterloo terrà nei giorni 9,10 e 11 novembre un mini-corso su Risk aggregation and Fréchet problems Fréchet problems refer to questions related to an aggregation (sum, typically) of several random variables, where the marginal distribution of each individual random variable is known and the joint distribution (copula) is unspecific. Unfortunately (in fact, fortunately), a large number of questions in this field are still mathematically open. In the modeling of risk aggregation, individual risks and their dependence structure are often modeled separately, leading to uncertainty arising at the level of a joint model. As the dependence structure is typically uncertain, the study on quantitative characteristics (e.g. risk measures) of risk aggregation under model uncertainty leads to a variety of Frèchet problems. This course covers various topics in this quickly expanding field. The content is mainly based on recent research of the instructor and his collaborators. Le lezioni si svolgeranno dalle ore 14.30 alle 17.30 presso la Sala del Consiglio al IV piano dell'edificio U7. La partecipazione è libera ma è necessario iscriversi mandando una email a drm2015(a)unimib.it. Ulteriori informazioni sono disponibili sulla pagina https://sites.google.com/site/dependenceriskmeasures/mini-course[1] Saluti Prof. Fabio Bellini Department of Statistics and Quantitative Methods University of Milano-Bicocca Via Bicocca degli Arcimboldi 8, 20126 Milano 0039-2-64483119 http://www.economia.unimib.it/bellini http://scholar.google.it/citations?user=P61L8P4AAAAJ&hl=it Links: ------ [1] https://sites.google.com/site/dependenceriskmeasures/mini-course ---------------------------------------------------------------- This message was sent using IMP, the Internet Messaging Program. _______________________________________________ Random mailing list Per informazioni e per disiscriversi: https://fields.dm.unipi.it/listinfo/random Per contattare gli amministratori: random-admin(a)fields.dm.unipi.it Per inviare un messaggio alla mailing list: Random(a)fields.dm.unipi.it Archivio dei messaggi inviati: https://fields.dm.unipi.it/pipermail/random/#end

1 0

mini-corso Ruodu Wang in Bicocca
by Fabio Bellini 08 Oct '15

08 Oct '15

1 0

Paolo Guasoni lectures on Portfolio Choice and Asset Pricing at University of Verona
by Luca di persio 07 Oct '15

07 Oct '15

Dear all, this is to announce that Prof. Paolo Guasoni [ Dublin City University ] will give a mini course (8 hours) concerning Lectures on Portfolio Choice and Asset Pricing within the Mathematical Finance Course (Master degree in Mathematics) at the Department of Computer Science, University of Verona. The lectures will cover the attached programme, and they have been scheduled according to the following calendar Monday 26/10 : 1330 - 1630 Tuesday 27/10 : 1030 - 1230 Thursday 29/10 : 1230 - 1530 All the lesson will be given here https://goo.gl/maps/6mB9N2SSeqC2 Strada le Grazie, 15 - 37134 Verona VR Ca' Vignal 2, first floor , Room M Do not hesitate to contact me for further details: luca.dipersio(a)univr.it LuCa __ Luca Di Persio - PhD assistant professor of Probability and Mathematical Finance Dept. Informatics University of Verona strada le Grazie 15 - 37134 Verona - Italy Dept. Math University of Trento V. Sommarive, 14 - 38123 Povo - Italy Tel : +39 0461 281686

1 0

Seminario Prof. Henry Wynn
by DI NARDO Elvira 07 Oct '15

07 Oct '15

******************************************************************** SEMINARI per i corsi di Laurea in Economia Aziendale (triennale) Economia delle Risorse Naturali e Culturali (magistrale) ******************************************************************** Mercoledi' 14 Ottobre 2015 alle ore 9:30 presso l'Aula 10 del Dipartimento di Matematica, Informatica ed Economia, Campus Macchia Romana, Universita' degli Studi della Basilicata Prof. Henry Wynn (Department of Statistics, London School of Economics) "What is learning? A Bayesian approach" Abstract: Simple examples show that data can contradict prior beliefs; one can be "surprised". But theoretically one always expects to learn in a well-defined way and the class of information functionals for which this is true is known and includes Shannon information. Tutti gli interessati sono invitati a partecipare. Cordiali saluti, Elvira Di Nardo -- ...................................................... Elvira Di Nardo Dept. Mathematics, Computer Science and Economics University of Basilicata Viale dell'Ateneo Lucano 10 I-85100 (Potenza) alternative address: dinardo.el(a)gmail.com (room) +390971205890 (cell.) +393470033068 (fax) + 390971205896 (skype) elvira.di.nardo (web) http://oldwww.unibas.it/utenti/dinardo/home.html ......................................................

1 0

Call for Papers: XVII WORKSHOP on QUANTITATIVE FINANCE, Pisa, January 28-29, 2016, Second Announcement
by Fabrizio Lillo 05 Oct '15

05 Oct '15

Second Announcement: XVII WORKSHOP on QUANTITATIVE FINANCE January 28-29, 2016 Venue: Scuola Normale Superiore Piazza dei Cavalieri 7 56126 Pisa Italy The Workshop is the seventeenth edition of an annual meeting place for academia and financial industry on theoretical topics of quantitative finance and their application to the current issues facing the industry. The Workshop welcomes contributions from Mathematical Finance, Quantitative Risk Management, Financial Economics, Computational Finance, Financial Econometrics, Statistics of Financial Markets, Corporate Finance. As in the previous edition of the workshop, we wish to particularly encourage an international participation of young researchers and both theoretical and applied contributions. SCIENTIFIC COMMITTEE Fabio Bellini (Università degli Studi di Milano Bicocca), Giacomo Bormetti (Scuola Normale Superiore, Pisa), Andrea Consiglio (Università degli Studi di Palermo), Friederich Hubalek (Technische Universität Wien), Fabrizio Lillo (Scuola Normale Superiore, Pisa), Elisa Luciano (Università degli Studi di Torino), Maria Elvira Mancino (Università degli Studi di Firenze), Stefano Marmi (Scuola Normale Superiore, Pisa), Massimo Morini (Banca IMI), Aldo Nassigh (Unicredit Group), Loriana Pelizzon (Università Ca’ Foscari Venezia), Mustafa Pinar (Bilkent University, Ankara), Mathieu Rosenbaum (École Polytechnique, Paris), Sergio Scarlatti (Università degli Studi di Roma “Tor Vergata”), Carlo Sgarra (Politecnico di Milano), Peter Tankov (Université Denis Diderot, Paris), Josef Teichmann (ETH Zurich), and Tiziano Vargiolu (Università degli Studi di Padova). LOCAL COMMITTEE Giacomo Bormetti, Fabrizio Lillo, Maria Elvira Mancino, Stefano Marmi, Davide Pirino, Daniele Regoli, Chiara Sabelli. Deadline for submission: November 8, 2015 Web site: http://mathfinance.sns.it/qfwxvii/ ---------------------------------------- Fabrizio Lillo Scuola Normale Superiore di Pisa Piazza dei Cavalieri 7 56126 Pisa ITALY Check the new website: fabriziolillo.wordpress.com phone: +39 050509159

1 0

Conference "Risk Measures: frontiers of mathematics and regulation", Bologna
by Sabrina Mulinacci 03 Oct '15

03 Oct '15

Dear Colleagues, we are glad to invite you to the Conference on "Risk Measures: frontiers of mathematics and regulation" that is going to be held in Bologna, October 29-30-31, 2015. The program will include a tutorial directed to students, scholars and practitioners interested in mastering the state of the art of theory. Interested students may earn 3 credits upon attending the conference and providing a written discussion of some the presentations in the conference. On Saturday October 31st, there will be an informal meeting for networking on current research and discussion of special topics for future research. More detailed informations are available at http://www2.stat.unibo.it/risk-measures Best Regards Sabrina Mulinacci

1 0

Seminario Prof. D. De Canditiis (presso Dip. Scienze Statistiche, Roma)
by Alessandro Degregorio 02 Oct '15

02 Oct '15

----------------------------------------------------------------------------- A v v i s o d i S e m i n a r i o ----------------------------------------------------------------------------- Giovedì 8 Ottobre, ore 10,30 ----------------------------------------------------------------------------- Stanza 34 Dipartimento di Scienze Statistiche "Sapienza" Università di Roma Prof. D. De Canditiis (CNR-IAC) Titolo: *Stima della densità dell'intensità di dati Poisson* Sintesi: Motivati dall'analisi di dati astronomici di tipo conteggio si presenterà un metodo per la stima della f.d.p. (funzione densità di probabiltà) della intensità di dati di tipo Poisson. La necessità di dare all'intensità un carattere stocastico nasce dall'esigenza di modellizzare una extra-variabilità contenuta nei dati. Le difficoltà della stima della f.d.p. sono assimilabili a quelle della soluzione (numerica) di un problema inverso lineare mal-posto. La soluzione, intesa come uno stimatore della f.d.p, ha ottime proprietà di convergenza. La metodologia verrà presentata in termini generali e dunque può essere presa come spunto per la risoluzione di altri problemi di analisi dati anche non necessariamente di tipo conteggio. Tutti gli interessati sono invitati a partecipare. Cordiali saluti Alessandro De Gregorio

1 0

SPRING SCHOOL IN FINANCE 2016 (fwd)
by Tiziano Vargiolu 02 Oct '15

02 Oct '15

---------- Forwarded message ---------- Date: Fri, 2 Oct 2015 11:54:08 +0200 From: Andrea Pascucci <andrea.pascucci(a)unibo.it> Subject: SPRING SCHOOL IN FINANCE 2016 [We apologize if you receive multiple copies of this announcement] SPRING SCHOOL IN FINANCE 2016 March 10-12, 2016 University of Bologna, Italy https://events.unibo.it/ssf2016 A three day spring school in financial mathematics will be held in Bologna on March 10-12, 2016. The school is open to both practitioners and people from the academic world and intends to provide two crash courses on Credit and Counterparty risk given by * St?phane Cr?pey (University of Evry) * Andrea Pallavicini (Banca IMI, Milan - Imperial College, London) For further information and registration, see: https://events.unibo.it/ssf2016/registration ********************************************************************************************************* -- --------------------------------------------------------------- Andrea Pascucci andrea.pascucci(a)unibo.it Dipartimento di Matematica http://www.dm.unibo.it/~pascucci P.zza di Porta S. Donato, 5 40126 Bologna - Italy Office Tel. +39-0512094428 Fax +39 0510821834 Skype: andrea.pascucci Get DropBox here: http://db.tt/Y2GN2TCx ---------------------------------------------------------------

1 0

position at the University of Bern
by Fabio Bellini 01 Oct '15

01 Oct '15

1 0

CHRISTIAN HENNIG - Quantile-based classifiers - 6.10.15 ore 12.30 - Dipartimento di Statistica e Metodi Quantitativi - Bicocca Milano
by Francesca Greselin 30 Sep '15

30 Sep '15

Dipartimento di Statistica e Metodi Quantitativi Martedì 6 ottobre 2015 ore 12.30 U7/2104 (AULA ECONOMICA) II PIANO Quantile-based classifiers with application to the classification of bioaerosols CHRISTIAN HENNIG Senior Lecturer, Department of Statistical Science, University College London Abstract Quantile classifiers are generalisations of the median-based classifiers recently introduced by Hall et al. (2009). They work for potentially high-dimensional data, and are defined by classi- fying an observation according to a sum of appropriately weighted component-wise distances of the components of the observation to the within-class quantiles. The optimal quantiles can be chosen by minimizing the misclassification error in the training sample. I will present some theory and simulations results demonstrating that quantile classifiers are very competitive. Quantile classifiers will also be applied to the detection of bioaerosol particles based on gaseous plasma electrochemistry (Sarantaridis et al., 2012). As several other classifiers, quantile classifiers aggregate information coming from the indivi- dual variables. This depends on selection and standardisation of the variables. I will discuss the- se issues in a way that may hopefully be of more general statistical interest. The first aspect is the extraction of some meaningful features from the high-dimensional and quite redundant ori- ginal form of the bioaerosol data. The second aspect is to understand standardisation as va- riable weighting, including the option to refrain from standardisation in situations where the variability of variables may be roughly proportional to the variable importance for classification, or to standardise certain groups of variables against each other, as will be suggested for the bioaerosol data. Tutti gli interessati sono invitati a partecipare per maggiori informazioni: www.dismeq.unimib.it - francesca.greselin(a)unimib.it

1 0

Seminario Prof. Mesiar a RM1
by Fabio Spizzichino 30 Sep '15

30 Sep '15

Il Prof. Radko Mesiar (STU Bratislava) terrà un seminario sul tema *On the role of ultramodularity (and Schur concavity) in the construction of binary copulas* Il prossimo Venerdì 2 ottobre, ore 14:30, presso l'Aula di Consiglio del Dipartimento di Matematica dell'Universita' La Sapienza Tutte le persone interessate sono invitate ad intervenire Fabio Spizzichino *Abstract. * We discuss and stress the role of ultramodularity in special types of constructions of binary copulas. After recalling of some known ultamodularity-based results, we focus on a the so-called D-product of a copula and its dual. We show that for each copula D which is ultramodular and Schur concave on the left upper triangle of the unit square, this D-product of an arbitrary copula and its dual is again a copula. Several examples and counterexamples are given. Finally, some of our results are generalized to the case of semicopulas and quasi-copulas. Work in collaboration with E. P. Klement, A. Kolesarova and S. Saminger-Platz

1 0

2025

2024

2023

2022

2021

2020

2019

2018

2017

2016

2015

2014

2013

Random