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Avviso di seminario: Prof Z. Brzezniak
by Cristina Zucca 11 Feb '15

11 Feb '15

A tutti gli interessati. Giovedì 19 febbraio 2015 alle ore 10.00 in AULA C (Palazzo Campana - Dip. di Matematica "G. Peano" - Univ. di Torino) il Prof. Z. Brzezniak (University of York) terrà un seminario dal titolo: Strong and weak solutions to stochastic Landau-Lifshitz equations Abstract: The talk is about the existence and uniqueness of weak and strong solutions to the stochastic Landau-Lifshitz equations for multi (one)-dimensional spatial domains. The corresponding large deviations principle and it's applications to a ferromagnetic wire will be also given. The talk is based on a joint works with B. Goldys and T. Jegaraj. -- Dr. Cristina Zucca Department of Mathematics University of Torino Via Carlo Alberto 10 10123 Torino, Italy tel: +39-011-6702850 fax: +39-011-6702878

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Fwd: Conference on "Advanced Modelling in Mathematical Finance" (fwd)
by Tiziano Vargiolu 10 Feb '15

10 Feb '15

---------- Forwarded message ---------- Date: Fri, 30 Jan 2015 23:52:27 +0100 From: Antonis Papapantoleon <papapan(a)gmail.com> To: vargiolu(a)math.unipd.it Subject: Fwd: Conference on "Advanced Modelling in Mathematical Finance" //// Dear colleagues, we are pleased to announce a conference on "Advanced Modelling in Mathematical Finance" in honour of Ernst Eberlein, taking place in Kiel from May 20 to 22, 2015. Details on invited speakers, registration etc. can be found on www.math.uni-kiel.de/ammf2015 . Limited financial support is available for young researchers presenting a poster. Best regards, Jan Kallsen and Antonis Papapantoleon ////

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Workshop announcement (fwd)
by Tiziano Vargiolu 10 Feb '15

10 Feb '15

---------- Forwarded message ---------- Date: Mon, 9 Feb 2015 15:45:46 +0000 From: bachelierfinance.org <office(a)bachelierfinance.org> To: Tiziano Vargiolu <vargiolu(a)math.unipd.it> Subject: Workshop announcement [header.jpg] WORKSHOP ANNOUNCEMENT Dear members of the Bachelier Finance Society We would like to draw your attention to this special workshop set up in memory of Marc Yor: Journees a la memoire de Marc Yor - from 3-5 June 2015. With kind regards, Denise and Mete H. Mete Soner BFS Executive Secretary

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Avviso di mini-corsi :: [Alfò + Liseo]@DSS (Scienze Statistiche, Sapienza)
by Pierpaolo Brutti 10 Feb '15

10 Feb '15

--------------------------------------------------------------------------------------- A v v i s o d i M i n i - C o r s i --------------------------------------------------------------------------------------- - Mercoledì, 18 Febbraio: Liseo dalle 10:30 alle 13:00 || Alfò dalle 15:00 alle 17:00 - Giovedì, 19 Febbraio: Liseo dalle 10:30 alle 13:00 || Alfò dalle 15:00 alle 17:00 - Venerdì, 20 Febbraio: Liseo dalle 10:30 alle 13:00 || Alfò dalle 15:00 alle 17:00 --------------------------------------------------------------------------------------- Aula VI (quarto piano) Dipartimento di Scienze Statistiche Sapienza Università di Roma Come sempre i corsi sono gratuiti ma, per motivi organizzativi, tutti gli interessati sono invitati a **prenotarsi** compilando il seguente form on line: url: http://goo.gl/JpzN75 --------------------------------------------------------------------------------------- BRUNERO LISEO (Dipartimento MEMOTEF, Sapienza) --------------------------------------------------------------------------------------- terrà un mini-corso dal titolo DENSITÀ GENERATE DA PERTURBAZIONI DI LEGGI SIMMETRICHE > Programma < Tre lezioni sulla costruzione di densità di probabilità asimmetriche a partire da leggi simmetriche. Queste distribuzioni presentano aspetti interessanti sia dal punto di vista probabilistico che inferenziale. - 1a lezione: Introduzione generale. Possibili costruzioni alternative della distribuzione normale asimmetrica scalare. Sue estensioni. Problemi inferenziali. - 2a lezione: Il caso multivariato. Altre possibili perturbazioni - 3a lezione: Metodi di stima e relativi problemi. Applicazioni con R. --------------------------------------------------------------------------------------- MARCO ALFÒ (Dipartimento di Scienze Statistiche, Sapienza) --------------------------------------------------------------------------------------- terrà un mini-corso dal titolo MODELLI A MISTURA FINITA > Programma < - Finite mixture models: basics - ML estimation, complete data and the EM algorithm - Variants of the EM algorithm - Choice of the number of components - Observed Information and the provision of standard errors - Gaussian mixtures, unconstrained and constrained estimation - Gaussian mixtures and dimensionality reduction - Finite mixtures with non Gaussian components - Finite mixtures of regression models, basics and link to semiparametric random parameter models --------------------------------------------------------------------------------------- Maggiori informazioni sui seminari e mini-corsi presso il DSS sono consultabili a quest'indirizzo: http://goo.gl/Y6OQYm Saluti Pierpaolo Brutti

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[COURSE] CSAMA 2015 : Statistics and Computing in Genome Data Science, 14-19 June 2015, Brixen (IT)
by stefano iacus 09 Feb '15

09 Feb '15

CSAMA 2015 (13th edition) Statistics and Computing in Genome Data Science Bressanone-Brixen, Italy (South Tyrol Alps) June 14-19, 2015 *** Registration for CSAMA 2015 is now open *** http://www-huber.embl.de/csama Lecturers: Martin Morgan, Fred Hutchinson Cancer Research Center (USA) PI of the Bioconductor project Wolfgang Huber, European Molecular Biology Laboratory Vincent J. Carey, Channing Laboratory, Harvard Medical School (USA) Michael Love, Dana Farber Cancer Institute and the Harvard School of Public Health (USA) Simon Anders, European Molecular Biology Laboratory Mark Robinson, University of Zurich (CH) Laurent Gatto, University of Cambridge (UK) Paul Pyl, University of Copenhagen (DK) The one-week intensive course “Statistics and Computing in Genome Data Science” teaches statistical and computational analysis of multi-omics studies in biology and biomedicine. It covers the underlying theory and state of the art (the morning lectures), and practical hands-on exercises based on the R / Bioconductor environment (the afternoon labs). The course covers the primary analysis (“preprocessing”) of high-throughput sequencing based assays in functional genomics (transcriptomics, epigenetics, etc.) as well as integrative methods including efficiently operating with genomic intervals, statistical testing, linear models, machine learning, bioinformatic annotation and visualization. At the end of the course, you should be able to run analysis workflows on your own (multi-)omic data, adapt and combine different tools, and make informed and scientifically sound choices about analysis strategies. Topics include: * Introduction to Bioconductor * Elements of statistics: hypothesis testing, multiple testing, regression, regularization, clustering and classification (machine learning), visualization * Computing with sequences and genomic intervals * RNA-Seq data analysis and differential expression * ChIP-Seq and epigenetics * Integrating DNA variant calls with functional data, and large-scale efficient computation with genomic intervals * Working with annotation – genes, genomic features and variants * Metagenomics and proteomics primers * Single-cell RNA-Seq primer * Interactive displays with Shiny The course consists of * morning lectures: 20 x 45 minutes: Monday to Friday 8:30am - 12:00am * 4 practical computer tutorials in the afternoons (2pm - 5pm) on Monday, Tuesday,Thursday and Friday Registration: Visit our website at: http://www-huber.embl.de/csama ----------------------------------- Stefano M. Iacus Director of MEF - Master in Economics & Finance http://www.mef.unimi.it 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 Master in Economics & Finance http://www.mef.unimi.it Twitter: @mefunimi Facebook: http://www.facebook.com/mefunimi Email and further informations 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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Fwd: [World] postdoc in combinatorics in Paris
by Gustavo Posta 09 Feb '15

09 Feb '15

Begin forwarded message: > From: Sylvie Corteel <corteel(a)liafa.univ-paris-diderot.fr> > Subject: [World] postdoc in combinatorics in Paris > Date: 06 febbraio 2015 11:51:58 GMT+01:00 > To: world(a)alea-research.eu > > The project Combinatoire à Paris is funded by the City of Paris and handled by the Fondation Sciences Mathématiques de Paris. It is a group of 12 researchers working in combinatorics and related fields, and based in several institutions in and around Paris, namely Université Paris Diderot, École normale supérieure, Université Paris-Sud, Université Paris-Est and Université Paris-Nord. > > This is a call for a postdoc position in combinatorics. The successful applicant will be able to work with any of the members of the project. > Keywords: exact enumeration, probability theory, algebraic combinatorics, asymptotic analysis, statistical physics. > > Some information: > > Suggested starting date: September-October 2015, > Duration: 1 to 2 years, > Location: the position can be based either at LIAFA or LPMA, Université Paris Diderot, or at DMA, École normale supérieure. > > Inquiries by e-mail are welcome: > For LIAFA, contact Guillaume Chapuy or Sylvie Corteel, > For LPMA, contact Justin Salez, > For DMA, contact Jérémie Bouttier. > > How to apply: http://combinatoire-a-paris.math.cnrs.fr/PostdocPosition > Deadline: February 15. > -- > Sylvie > _______________________________________________ > World mailing list > World(a)alea-research.eu > http://alea-research.eu/cgi-bin/mailman/listinfo/world

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Seminario Cristina di Girolami a Milano-Bicocca
by federica.masiero＠unimib.it 09 Feb '15

09 Feb '15

Il giorno 6 Febbraio, alle ore 15, presso il Dipartimento di Matematica e Applicazioni dell'Università di Milano-Bicocca, via Cozzi, 55, Edificio U5, stanza 3014 (terzo piano), la Dott.ssa Cristina di Girolami, Università G. D'Annunzio di Chieti-Pescara, terrà un seminario dal titolo "Stochastic calculus in Banach spaces, an infinite dimensional PDE and stability results" Tutti gli interessati sono invitati a partecipare. Cordiali saluti, Federica Masiero

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Seminari TORCINI & DEL GIUDICE (RGS & Matematica Applicata)
by Giacomo Aletti 09 Feb '15

09 Feb '15

Con preghiera di diffusione tra tutti i possibili interessati, scusandomi per invii multipli. Cordialmente, Giacomo Aletti -------------- Nell'ambito dei Reading Group Seminars e del Seminario di Matematica Applicata, il giorno lunedì 16 Febbraio 2015, a partire dalle ore 14.30, nella Sala di Rappresentanza (piano rialzato) del Dipartimento di Matematica dell'Universita' degli Studi di Milano, Via C. Saldini, 50, Milano, TALK 1 "Clique of functional hubs orchestrates population bursts in developmentally regulated neural networks" Alessandro Torcini, Computational Neuroscience Lab. Florence. ABSTRACT: http://goo.gl/mRLekT TALK 2 "Network events on multiple space and time scales in cultured neural networks and a stochastic rate model" Paolo Del Giudice, Istituto Superiore Sanità (ISS), Rome. ABSTRACT: http://goo.gl/njPh0Q ================= Reading Group Seminars: The Reading Group Seminars (RGS) are organized within an open community of researchers interested in applying up to date mathematical modeling and data analysis approaches to the study of biological systems. The RGS take place at the Math. Department in Milan (via Saldini). Initiatives and updates are published on the website: http://rgs.mat.unimi.it/. -- ------------------------------- Giacomo Aletti, Associate Professor ADAMSS Centre (ex MIRIAM) Advanced Applied Mathematical and Statistical Sciences Department of Mathematics (www.matematica.unimi.it) Via Saldini, 50 20133 Milano, Italy Tel: +39-02-503.16158 Fax:+39-02-503.16090 Cell: +39-340-9739142

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Seminario di Ilaria Peri presso Prometeia - Bologna
by Giacomo Scandolo 06 Feb '15

06 Feb '15

Il giorno Giovedì 12 Febbraio 2015, alle ore 14:30 presso la sede di Prometeia (sala grande, primo piano) via G.Marconi 43, Bologna Ilaria PERI (ESC Rennes School of Business) terrà un seminario dal titolo "Lambda value at risk: a new backtestable alternative to VaR" Abstract A new risk measure, the lambda value at risk (ΛVaR), has been recently proposed from a theoretical point of view as an immediate generalization of the value at risk (VaR). The ΛVaR appears to be attractive for its potential ability to solve several problems of the VaR. This paper presents the first empirical application of the ΛVaR to equity markets. Our benchmark approach reveals that the ΛVaR is able to capture extreme downward scenarios and react to market fluctuations significantly faster than the VaR and expected shortfall. In addition, we show that the ΛVaR satisfies the elicitability property under general conditions. This property guarantees proper backtesting and statistically meaningful comparisons among ΛVaR and VaR. Hence, we perform a backtesting exercise by adapting the VaR hypothesis-testing framework. The results display a higher level of accuracy for our ΛVaR calibrations. Our comparative analysis also shows that ΛVaR performs better than VaR.

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Seminario Francesco Russo
by c.ceci＠unich.it 05 Feb '15

05 Feb '15

Giovedi? 12 febbraio alle ore 14:30 presso l?aula comune del Dipartimento di Economia V.le della Pineta 4 (primo piano), Pescara Francesco Russo (ENSTA-ParisTech Unite? de Mathematiques Appliquees) terra' un seminario dal titolo "Calculus via regularizations in Banach spaces: path dependent calculus and Kolmogorov equations". Tutti gli interessati sono invitati a partecipare. Cari saluti Claudia Ceci, Cristina Costantini, Katia Colaneri ******************************************************* Claudia Ceci Dipartimento di Economia Universita? ?G. d?Annunzio? V.le Pindaro 42, 65127 Pescara c.ceci(a)unich.it

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[random] PhD position in Poitiers (France) in probability/statistics, application for scholarship before 31 March 2015
by Pierre-Yves Louis 04 Feb '15

04 Feb '15

Dear Colleagues, Please forward this announcement to interested master students and potential candidates. ========================================================== PhD POSITIONS are available at the Laboratoire de Mathématiques et Applications, UMR 7348 University of Poitiers and CNRS (France) http://www.univ-poitiers.fr/home-750171.kjsp?RH=1328179805685&RF=1328179651… http://rech-math.sp2mi.univ-poitiers.fr/en/index.shtml Applications for PhD candidates in applied probability and statistics are welcome. There is a possibility to work under the supervision of Pierre-Yves LOUIS http://pylouis.perso.math.cnrs.fr/ around the topic: Stochastic dynamics for large networks Stochastic models are nowadays of main interest in several applicative fields: ecology, population biology, wildfire, social networks. More individual specificities of constituting entities (sites) can be considered. A global macroscopic state emerges from the sites’ interaction. These individually-based models are following the micro/macro description workflow defining the statistical mechanics scientific field. A large, possibly infinite, number of sites is considered. These interacting dynamical systems motivate theoretical, numerical and applied challenges. These systems of stochastic processes may be used also to sample from random fields on complicated structures as the one considered in biology. Monte-Carlo methods are used to solve related statistical questions. The PhD thesis will consider one of the following topics which are strongly related to complex systems in computer science, statistical physics and computational biology. The PhD candidate has the opportunity to choose between the following challenging projects: - Interacting Stochastic Dynamics on trees - Stochastic algorithms, Gibbs sampling - Application of stochastic methods to data classification ======================== Application deadline: 31 March 2015 through http://s2i.ed.univ-poitiers.fr/dv_demarrer_une_these/recrutement-demarrer-u… AND please contact Pierre-Yves Louis as soon as possible Please send one pdf with your resume, and possibly a list of taken courses with grades, a copy of your master thesis and at least two names as references to pierre-yves.louis(a)math.cnrs.fr ======================== For more details please see the pdf-file http://pylouis.perso.math.cnrs.fr/proposition_sujet_these_2015_LOUIS_fr.pdf and for the application procedure to http://s2i.ed.univ-poitiers.fr/dv_demarrer_une_these/recrutement-demarrer-u… ======================== Requirements You have an MSc in mathematics, with a proven interest in probability theory and statistics. Candidates with background in computational physics, computer science, mathematical biology, computational biology may be considered. ======================== Conditions of employment You will be appointed for a period of 3 years through a PhD scholarship starting 1. September 2015 minimal income : 1684,93 EUR gross/month ======================== For more information and applications please contact pierre-yves.louis(a)math.cnrs.fr Best regards, Pierre-Yves LOUIS. pierre-yves.louis(a)math.cnrs.fr http://pylouis.perso.math.cnrs.fr/

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StaTalk on Biostatistics - second announcement
by Francesca Ieva 03 Feb '15

03 Feb '15

Dear all, we would like to remind you about the first StaTalk promoted by the young section of Italian Statistical Society (y-SIS), to be held in Milan (Italy) on April 24th, 2015. *STATALK ON BIOSTATISTICS* (https://sites.google.com/site/youngsocietaitalianastatistica/events/statalk…) Department of Mathematics "F. Enriques", Università degli Studi di Milano, via Saldini 50, Milano (Italy) All the information, including the program and the sign-up link for the conference, can be found on the conference website. Statalks are a series of one-day workshop aimed at early career statisticians, i.e., master degree students, people carrying out a PhD, post-docs and young researchers. StaTalks are a fantastic opportunity to share knowledge on advanced topics of statistics. The hosting research group will propose tutorials, seminars and interactive round tables on the main fields of research and application it is concerned. Participants can contribute bringing their own experience through presentations, ideas, poster and material to be shared in the debate. Registrations to the first StaTalk are opened.*No conference fees are due, but registration is mandatory, by March 30th*, using the form available on the website. For further information or any doubt and question, please visit the website https://sites.google.com/site/youngsocietaitalianastatistica/home and do not hesitate to contact me. Best Regards Francesca Ieva -- Francesca Ieva Department of Mathematics Università degli Studi di Milano, via Saldini 50, 20133 Milano web: https://sites.google.com/site/mypagefi mail to: francesca.ieva(a)unimi.it

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Seminario di Probabilita' - Universita' di Padova
by alessandra bianchi 03 Feb '15

03 Feb '15

Ho il piacere di invitarvi ai seguenti seminari, che si terranno giovedì 12 Febbraio, dalle ore 14:30, nell'aula 2BC30 della Torre Archimede presso il Dipartimento di Matematica dell'Universita' degli Studi di Padova. 14.30 -15.30 Giuseppe Canizzaro (Technical University of Berlin) TITLE: SDEs with distributional drift and Polymer measure ABSTRACT: We study existence and uniqueness of solution for stochastic differential equations with distributional drift by giving a meaning to the Strook-Varadhan martingale problem associated to such equations. The approach we exploit is the one of paracontrolled distributions recently introduced by Gubinelli, Imkeller and Perkowski in their by now celebrated paper "paracontrolled distributions and singular PDEs". As a result, we make sense of the two and three dimensional polymer measure and show some of its properties. 15.30-16.30 Alberto Chiarini (Technical University of Berlin) TITLE: (Local) CLT for symmetric Diffusions in a degenerate Random Environment. ABSTRACT: We study a symmetric diffusion $X$ on $\mathbb{R}^d$ in divergence form in a stationary and ergodic environment, with measurable unbounded and degenerate coefficients. The diffusion is formally associated with $L^\omega u = \nabla\cdot(a^\omega\nabla u)$. We prove for $X$ a quenched (local) central limit theorem, under some moment conditions on the environment; the key tools are the sublinearity of the corrector and a parabolic Harnack's inequality both obtained using the celebrated Moser's iteration technique. -- Alessandra Bianchi Dip. di Matematica Pura e Applicata Università di Padova Via Trieste, 63 - 35121 Padova, Italy phone: +39 049 827 14 06 fax: +39 049 827 14 28 e-mail: bianchi(a)math.unipd.it http://www.math.unipd.it/~bianchi/

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Seminario REPETTO (RGS & Matematica Applicata)
by Giacomo Aletti 02 Feb '15

02 Feb '15

Con preghiera di diffusione tra tutti i possibili interessati, scusandomi per invii multipli. Cordialmente, Giacomo Aletti -------------- Nell'ambito dei Reading Group Seminars e del Seminario di Matematica Applicata, il giorno lunedì 9 Febbraio 2015, alle ore 14.30, nell'Aula C (secondo piano) del Dipartimento di Matematica dell'Universita' degli Studi di Milano, Via C. Saldini, 50, Milano, "Aqueous humour flow in the presence of intraocular lenses" Rodolfo REPETTO, Department of Civil, Chemical and Environmental Engineering, University of Genoa Abstract: Lens placement in the anterior chamber is an increasingly popular method of correcting vision. The lens has a diameter slightly larger than the pupil aperture, and it is placed centrally and just anterior to the iris. The use intraocular lenses is generally very effective and has proven to have good long term clinical outcomes. However, the presence of the lens can lead to possible undesired side effects, including a reduction in endothelial cell density onthe inner corneal surface, which reduces corneal nourishing. Another possible problem is an increase in the resistance to fluid flow between the posterior and anterior chambers of the eye. Aqueous humour is required to flow between these chambers and if the resistance increases sufficiently then pupillary block could occur, meaning the pressure in the posterior chamber increases, which could result in angle closure glaucoma. If the risk is thought to be high the niridotomy is typically used, in which a hole is created in the iris in order to allow flow to by pass the pupil aperture, creating an alternative low-resistance pathway for the aqueous humour. As well as the flow described above, other effects can lead to flow in the anterior chamber. Firstly, there is a temperature gradient between the inner corneal surface and the iris and lens, depending on the difference between atmospheric and body temperature. Combined with gravitational effects, this leads to a buoyancy-driven flow. Secondly, the eye performs saccades, and rotational saccades lead to accelerations and hence flow. In addition, other movements, such as lens movement during accommodation, rubbing the eye, and accidental impacts will lead to flow. In this presentation we show results from a model of flow due to pressure gradient, thermal and saccadic effects in the posterior and anterior chambers in an eye, both with and without the artificial lens in place. We adopt both an analytical approach based on the use of the lubrication theory and a fully numerical model to assess the wall shear stress on the corneal surface, the pressure drop between the posterior and anterior chambers, with the aim of understanding how the positioning of the lens affects these quantities. In the second part of the talk some open issues concerning the fluid mechanics of the eye will also be presented and briefly commented upon. ================= Reading Group Seminars: The Reading Group Seminars (RGS) are organized within an open community of researchers interested in applying up to date mathematical modeling and data analysis approaches to the study of biological systems. The RGS take place at the Math. Department in Milan (via Saldini). Initiatives and updates are published on the website: http://rgs.mat.unimi.it/. -- ------------------------------- Giacomo Aletti, Associate Professor ADAMSS Centre (ex MIRIAM) Advanced Applied Mathematical and Statistical Sciences Department of Mathematics (www.matematica.unimi.it) Via Saldini, 50 20133 Milano, Italy Tel: +39-02-503.16158 Fax:+39-02-503.16090 Cell: +39-340-9739142

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de Finetti Risk Seminar - February 2015
by emanuela.rosazza1＠unimib.it 01 Feb '15

01 Feb '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 Probabilistic sensitivity analysis for computer model structure uncertainty Jeremy Oakley The University of Sheffield LOCATION: The seminar will be held on Wednesday, February 4, 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. 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. Simone Cerreia-Voglio (Univ. Bocconi) Dott. Marco Maggis (Univ. degli Studi di Milano) **************************************************** Emanuela Rosazza Gianin Dipartimento di Statistica e Metodi Quantitativi Università di Milano Bicocca Edificio U7 – 4° Piano Via Bicocca degli Arcimboldi, 8 20126 Milano Tel. 02 64483208 Fax. 02 64483105 e-mail: emanuela.rosazza1(a)unimib.it *****************************************************

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Workshop on recent developments in dependence modelling with applications in finance and insurance (Brussels – May 29).
by giovanni.puccetti＠unifi.it 27 Jan '15

27 Jan '15

Dear colleagues, The finance research group of the Vrije Universiteit Brussel (VUB) organizes the second edition of a workshop on recent developments in dependence modelling with applications in finance and insurance (Brussels – May 29). The tentative program as well as details for the registration are available here: http://www.vub.ac.be/en/events/2015/recent-developments-dependence-modellin… Invited speakers: · Kjersti Aas, Norwegian Computer Science · Asimit Alexandru, Cass Business School · Valérie Chavez, Université de Lausanne · Paul Embrechts, ETH Zürich · Stefan Mittnik, LMU Munich · Giovanni Puccetti, University of Florence · Ludger Rüschendorf, University of Freiburg · Matthias Scherer, TU Munich · Andreas Tsanakas, Cass Business School The admission is free but a (confirmed) registration is mandatory as the number of participants is limited. ******************************************************** Giovanni Puccetti https://sites.google.com/site/giovannipuccetti/ Assistant Professor School of Economics and Management University of Firenze Building D6, office 2.30 via delle Pandette 32 50127, FIRENZE (FI) ITALY ******************************************************** Journal Editor Dependence Modeling DE GRUYTER OPEN http://www.degruyter.com/view/j/demo

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Avviso di seminario :: Macci@DSS (Scienze Statistiche, Sapienza)
by Pierpaolo Brutti 26 Jan '15

26 Jan '15

----------------------------------------------------------------------------- A v v i s o d i S e m i n a r i o ----------------------------------------------------------------------------- Venerdì 30 Gennaio, ore 11am ----------------------------------------------------------------------------- Stanza 34 Dipartimento di Scienze Statistiche Sapienza Università di Roma CLAUDIO MACCI (Dipartimento di Matematica, Università di Roma Tor Vergata) terrà un seminario dal titolo SOME RECENT LARGE DEVIATION RESULTS IN STATISTICS tutti gli interessati sono invitati a partecipare. ----------------------------------------------------------------------------- Maggiori informazioni sui seminari presso il DSS sono consultabili a quest'indirizzo: http://goo.gl/Y6OQYm Saluti Pierpaolo Brutti --- ABSTRACT We consider a family of statistical models with positive unknown parameter (which includes some well-known models for censored exponential data) and some statistical models for samples from stationary Gaussian processes. We prove large deviation results for posterior distributions and,in some cases, also for maximum likelihood estimators.

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ABS15 -- Summer school
by Raffaele Argiento 26 Jan '15

26 Jan '15

Please find below the announcement of the 12th edition of the ABS (Applied Bayesian Statistics) summer school. Like in the past two years, the 2015 school will be held in the magnificent Villa del Grumello, in Como (Italy), on the Lake Como shore. Guido Consonni and Fabrizio Ruggeri ABS15 Directors Raffaele Argiento ABS15 Executive Director ----------------------------------------------------------------------------------- ******************************* * ABS15 * ******************************* Applied Bayesian Statistics School MODERN BAYESIAN METHODS AND COMPUTING FOR THE SOCIAL SCIENCES June, 8 - 12, 2015 - Villa del Grumello, Como, Italy Lecturer: Jeff Gill, Washington University, St. Louis, MO, USA Professor of Political Science Professor of Biostatistics Professor of Surgery (Public Health Sciences) http://jgill.wustl.edu/Site/Homepage.html https://polisci.wustl.edu/Jeff_Gill The conference webpage is >>>> www.mi.imati.cnr.it/conferences/abs15.html <<<< Registration will start after February, 1st, 2015 and details on programme and accommodations will be provided very soon. The conference room allows only for a very limited number of participants (max. 35). Interested people are invited to contact the ABS15 Secretariat at abs15(a)mi.imati.cnr.it COURSE OUTLINE This course covers the theoretical and applied foundations of Bayesian statistical analysis with an emphasis on computational tools for Bayesian hierarchical models. We will discuss model checking, model assessment, and model comparison. The course will cover Bayesian stochastic simulation (Markov chain Monte Carlo) in depth with an orientation towards deriving important properties of the Gibbs sampler and the Metropolis Hastings algorithm. Extensions and hybrids will be discussed. We will then use Markov chain Monte Carlo tools to fit linear and nonlinear specifications with multiple levels, longitudinal features, and non-normal distributional assumptions. Lectures will include theoretical discussions of modeling and estimation as well as practical guidance for fitting complex multilevel models with R and JAGS software. Applications will be drawn from political science,sociology, epidemiology, economic policy, and public administration. Participants are expected to understand linear regression in matrix algebra terminology, have some exposure to R, and know basic statistical inference. PRACTICAL INFORMATION The school will be as usual, with lectures and practical sessions (run by a junior researcher), participants' talks, free Wednesday afternoon, start on Monday after lunch and ending on Friday before lunch. Accommodation is available either at the Villa guesthouse or in downtown hotels. Como can be easily reached by train from Milano and its airports. More details are available on the website. -- Dr Raffaele Argiento CNR IMATI -- Milano Tel. +39 02 23699.529 Web www.mi.imati.cnr.it/raffaele

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Convegno in onore di Patrizia Berti
by Fabrizio Leisen 26 Jan '15

26 Jan '15

Gentili Colleghi, con grande piacere vi segnalo il seguente convegno organizzato in onore della Prof. Patrizia Berti: Alcuni argomenti di Probabilita', Statistica e Teoria della Misura Modena, 8-9 giugno 2015 I seguenti speakers hanno già confermato la loro presenza: Eugenio Regazzini Giorgio Letta Romano Scozzafava Fabio Spizzichino Giulianella Coletti Domenico Candeloro Barbara Vantaggi Irene Crimaldi Luca Pratelli Emanuele Dolera Sonia Petrone Fabrizio Leisen Pietro Rigo Nelle prossime settimane verrá inviato un programma più dettagliato su questa lista. Anche se la partecipazione al convegno é gratuita, vi chiediamo gentilmente di inviare una mail per confermare la vostra presenza. Indirizzi email: pietro.rigo(a)unipv.it o fl79(a)kent.ac.uk Un cordiale saluto, Fabrizio Leisen e Pietro Rigo -- Fabrizio Leisen Senior Lecturer in Statistics School of Mathematics, Statistics and Actuarial Sciences Cornwallis Building, University of Kent, Canterbury, CT2 7NF http://sites.google.com/site/fabrizioleisen/

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Bicocca Winter School (2-6 February 2015)
by Francesco Caravenna 22 Jan '15

22 Jan '15

Last announcement for the Bicocca Winter School: RECENT BREAKTHROUGHS IN SINGULAR STOCHASTIC PDEs University of Milano-Bicocca (2-6 February 2015) People willing to take part in the school are requested to register no later than Thursday 29 January 2015. For updated information, we refer to the website: http://www.matapp.unimib.it/~fcaraven/spdes2015/ The Organizing Committee Francesco Caravenna, Federica Masiero, Gianmario Tessitore

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Seminar Matteo Ruggiero (University of Torino and Collegio Carlo Alberto), Venice, January 26/2015, 2.00pm
by Roberto Casarin VE 21 Jan '15

21 Jan '15

Dear all, University Ca' Foscari of Venice invites you to the seminar: Title: Filtering hidden Markov measures (joint with Papaspiliopoulos, O. and Spanò, D.) Speaker: Matteo Ruggiero University of Torino and Collegio Carlo Alberto When/Where: Januray 25/2015, 2.00pm Room 10C, Department of Economics San Giobe 873/b, Venice Apologies for cross posting Kind 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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PhD position in probability/stochastic analysis at Leeds university
by Elena Issoglio 21 Jan '15

21 Jan '15

Dear Colleague, a PhD position for UK/EU students at Leeds University is available within the framework "Leeds York NERC Doctoral Training Partnership (DTP)". Title: An Abstract Model for Surface Water Flow; Stochastic Differential Equations on Graphs and related Fractal Limits Deadline: February 2nd 2015. Supervisor: Elena Issoglio, e.issoglio @ leeds.ac.uk How to apply: http://www.nercdtp.leeds.ac.uk/how-to-apply/ More info at http://www.nercdtp.leeds.ac.uk/projects/index.php?id=151 Please forward to any potential candidate.

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[Fwd: GSSI Postoctoral positions in Math- 2nd announcement]
by davide gabrielli 21 Jan '15

21 Jan '15

For any question regarding the application procedure please email info(a)gssi.infn.it. DO NOT REPLY TO THIS E-MAIL 3 Post Doctoral Positions in Mathematics @GSSI - Deadline February 2, 2015 Second Announcement WE APOLOGIZE FOR REPEATED E-MAILS The International Doctoral School Gran Sasso Science Institute (GSSI) L'Aquila Italy, offers 3 postdoctoral research positions. http://www.gssi.infn.it/postdoc/ The annual gross salary is EURO 40K, positions are for two years. Candidates must have earned their doctoral degree not earlier than January 1, 2011. Selected candidates are expected to start their appointments not later than September 1st, 2015. Research Topics: Stochastic particles systems and macroscopic limits. Euler and Navier -Stokes equations, Nonlinear hyperbolic PDEs, Mathematical models of collective dynamics, self-organizing complex systems arising from biology and social sciences. Variational methods in continuum mechanics of solids, fluids and biological matter. Numerical methods for nonlinear PDEs. * Pierangelo Marcati * Mathematics & Computer Science Division, Chair GranSasso Science Institute, INFN - L'Aquila - Italy http://www.gssi.infn.it http://www.gssi-aq.eu Professor at Department of Information Engineering, Computer Science and Mathematics University of L'Aquila - Italy Skype name: p.marcati http://univaq.it/~marcati ++39(086)243-3143 ++39(086)243-3180 -- This message has been scanned for viruses and dangerous content by MailScanner, and is believed to be clean.

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seminario LEGLAND
by Elena Villa 20 Jan '15

20 Jan '15

Con preghiera di diffusione tra tutti i possibili interessati, scusandomi per invii multipli. ******************************************* A v v i s o d i S e m i n a r i o ******************************************* *Lunedi' 26 Gennaio*,*ore 16:00* Aula Dottorato, Dipartimento di Matematica, Universita' degli Studi di Milano via C. Saldini 50, Milano *DAVID LEGLAND* (Institut National de la Recherche Agronomique, UMR-LGMPA, Thiverval-Grignon) terrà un seminario dal titolo *Image analysis developements for plant tissues microstructure quantification* ABSTRACT: In a context of valorisation of plant products, such as food processing or biorefinery, it is often required to better understand the relationships between experimental condition and end-usage properties: mechanical properties, sensory texture, degradability... In order to know how the cellular structure or the tissue organisation impacts the final properties, adequate quantitative methods are required. We will present several methodological developments in the quantification of the microstructure of plant products from digital images acquired at different scales. For quantifying the 3D cellular structure of cells observed at microscopic scales, a stereological approach was developed, involving local discretization of geometric features from 3D binary images using Minkowski functionals formalism, and an estimation at the scale of the organ based on the Horvitz-Thomspon principle. Image texture analysis from mathematical morphology can be used to quantify cellular structure from grey-level macroscopy images. At a larger scale, the spatial organisation of tissues within the organ was described based on tools from spatial statistics. At each quantification scale, the question of the integration of image collection is adressed through the computation of statistical cartographies of the cellular morphology. Tutti gli interessati sono invitati a partecipare. Saluti Elena Villa -- ******************************************* Elena Villa Dipartimento di Matematica, Universita' degli Studi di Milano via C.Saldini 50, 20133 Milano, Italy Phone: +39 0250316132 - Fax: +39 0250316090 Web-page: http://users.mat.unimi.it/~villa

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Avviso di mini-corso :: Lijoi@DSS (Scienze Statistiche, Sapienza)
by Pierpaolo Brutti 20 Jan '15

20 Jan '15

----------------------------------------------------------------------------- A v v i s o d i M i n i - C o r s o ----------------------------------------------------------------------------- Lunedì, 9 Febbraio, ore 10:30-12:30 e 14:00-16:00 Martedì, 10 Febbraio, ore 10:30-12:30 e 14:00-16:00 ----------------------------------------------------------------------------- Aula VI (quarto piano) Dipartimento di Scienze Statistiche Sapienza Università di Roma ANTONIO LIJOI (University of Pavia, Department of Economics and Management) terrà un mini-corso rivolto principalmente (ma non solo) agli studenti di dottorato dal titolo AN INTRODUCTION TO BAYESIAN NONPARAMETRICS Il corso è gratuito ma, dato il numero limitato di posti disponibili in aula, tutti gli interessati sono invitati a **prenotarsi** compilando il seguente form on line: url: http://goo.gl/ASdZE3 Entro Martedì 3/2 verrà inviata conferma dell'effettiva disponibilità del posto richiesto all’indirizzo email fornito. Ovviamente “first come, first served”, con possibile piccolo bias in favore di studenti di dottorato. ----------------------------------------------------------------------------- Maggiori informazioni sui seminari e mini-corsi presso il DSS sono consultabili a quest'indirizzo: http://goo.gl/Y6OQYm Saluti Pierpaolo Brutti --- Syllabus del corso - Exchangeable sequences and prediction. Species sampling problems - The Dirichlet process: definition and main properties - Beyond the Dirichlet process: priors based on completely random measures - Stick-breaking priors - Density estimation: mixtures of the Dirichlet process and of more general discrete random probability measures - Beyond exchangeability: an overview of recent advances in the literature

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Limit Theorems in Probability, March 23-26, Imperial College
by Enrico Scalas 20 Jan '15

20 Jan '15

Dear colleagues, you may be interested in the conference: Limit Theorems in Probability, http://wwwf.imperial.ac.uk/~amijatov/IP/LimitTheorems/LTP.html at Imperial College from Monday 23 March to Thursday 26 March. It will celebrate the 70th birthday of N.H. Bingham (Nick Bingham). Best regards, Enrico Scalas

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PhD Course di M. Pinar al DISMEQ - reminder
by Fabio Bellini 19 Jan '15

19 Jan '15

Cari colleghi, domani pomeriggio dalle 14 alle 17 nell'aula seminari del Dipartimento di Statistica e Metodi Quantitativi (DISMEQ) della Università di Milano-Bicocca inizierà il corso intensivo in 6 lezioni dal titolo "Optimization: theory and algorithms" tenuto dal Prof. Mustafa Pinar della Bilkent University di Ankara. Il corso, che proseguirà nei giorni 21-22-23-26-27 gennaio, fa parte del programma di internazionalizzazione del Dottorato in Statistica e Matematica per la Finanza ed è rivolto a studenti di dottorato e giovani ricercatori in Matematica, Statistica, Economia e Finanza. La partecipazione è libera ma per motivi organizzativi occorre registrarsi mandando una email a nicoletta.alghisi(a)unimib.it. 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

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invito al decennale CUSSB
by Paola Rancoita 19 Jan '15

19 Jan '15

Vi inoltro l'invito della Prof.ssa Di Serio alla giornata di seminari, che e' stata organizzata per il 27 gennaio in occasione del decennale del CUSSB. L'evento e' gratuito ma, per questioni organizzative, viene richiesta una breve registrazione ai partecipanti. Cordiali saluti, Paola Rancoita ---------------------------------------------------------------------------------------------------- Care Colleghe, Cari Colleghi, in data 27 gennaio 2015, a dieci anni dalla fondazione, il CUSSB vuole festeggiare l'importante traguardo con una giornata di seminari che vede ospiti coautori e amici italiani e da tutto il mondo. La giornata sarà dedicata a diversi aspetti con cui la metodologia statistica, biostatistica e bioinformatica puo' contribuire in modo fondamentale ad affrontare le problematiche biomediche moderne. Il programma è in allegato. Saremo lieti di avervi nostri ospiti per questo evento presso la sede dell'Università Vita-Salute San Raffaele, Aula Ippocrate a partire dalle ore 9:00. Per ovvi motivi organizzativi chiederei agli interessati di completare una breve registrazione - a titolo gratuito - cui è possibile accedere dal tasto REGISTRATION (al link http://www.cussb.unisr.it/view.asp?id=48) oppure direttamente da https://docs.google.com/forms/d/1m2rafGoJiJwSQVbQZrV2wwWU4eudwLBmABpA0BqWBs…. Nell'attesa di vedervi numerosi vi invio un caro saluto Clelia ________________________________________________________________ Clelia Di Serio, PhD Full Professor in Medical Statistics and Epidemiology Director of CUSSB (University Centre for Statistics in the Biomedical Sciences) www.cussb.unisr.it Vita-Salute San Raffaele University Via Olgettina 58 20132 Milan, Italy ________________________________________________________________

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Fwd: First announcement: Spring School on discrete Ricci curvature, Paris, Paris, IHP, May 18-22 2015
by Gustavo Posta 19 Jan '15

19 Jan '15

Begin forwarded message: > > From: Cyril ROBERTO <croberto(a)math.cnrs.fr> > Subject: First announcement: Spring School on discrete Ricci curvature, Paris, Paris, IHP, May 18-22 2015 > Date: 19 gennaio 2015 11:59:58 GMT+01:00 > FIRST ANNOUNCEMENT > Spring School > IHP, Paris > Monday – Friday, May 18-22, 2015 > > > Dear Colleague, > > You are cordially invited to participate in the Spring School at the Henri Poincaré Institute, Paris, May 18-22, 2015. > > We are pleased to inform you that Jürgen Jost (Max Plank Institute, Leipzig) and Christian Leonard (Paris Ouest University) will give 10 hours lectures (each) > on Discrete Ricci curvature. The aim is to bring researchers from different communities (Geometry, Probability, Analysis) on the common topic of the Ricci curvature and its consequences. > > To get more information about this Spring School, please go to the following web page (in construction): > > http://wiki-math.univ-mlv.fr/gemecod/doku.php/springschool2015 > > Registration is free but mandatory. In order to register, fill the form on the bottom of the aforementioned web page. > > Note that the school may have some (limited number of) financial supports for young people (PhD, postdocs). In case you ask for a support, please > indicate it during the registration. Financial support is up to approximately 500 euros. Please read the conditions on the bottom of the school web page. > > Looking very much forward to seeing you in Paris, > > With all best wishes, > The organizers (N. Gozlan, C. Roberto, P. Romon and P.M. Samson) > > P.S.: Please bring this Winter School to the attention of graduate students, postdocs and colleagues who may be interested. > P.P.S.: Sorry for the multiple instances of the same message. >

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Seminario ANCHISI (RGS & Matematica Applicata)
by Giacomo Aletti 19 Jan '15

19 Jan '15

Con preghiera di diffusione tra tutti i possibili interessati, scusandomi per invii multipli. Cordialmente, Giacomo Aletti -------------- Nell'ambito dei Reading Group Seminars e del Seminario di Matematica Applicata, il giorno lunedì 26 Gennaio 2015, alle ore 14.30, nell'Aula Dottorato (primo piano) del Dipartimento di Matematica dell'Universita' degli Studi di Milano, Via C. Saldini, 50, Milano, "A Bayesian model of pain perception and its modulation" Davide ANCHISI, Dipartimento di Scienze Mediche e Biologiche, Università di Udine Abstract: While pain and pain modulation are most studied at the molecular and circuitry level, little is known about the logic and computational strategies underlying them. In the talk I'll describe a probabilistic model of pain inspired by those developed mainly in research on vision. The model can account for pain perception and for phenomena related to pain such as the placebo effect or the modulation of pain due to emotions, motivation and context. Moreover, the model makes novel predictions, confirmed by experimental findings. I will also discuss the relevance of a theoretical model not only in fitting the data and making new predictions but also for it's power to unveil what the nociceptive system is pursuing and why the modulation of pain occurs as it does (e.g. why there is a placebo effect) ================= Reading Group Seminars: The Reading Group Seminars (RGS) are organized within an open community of researchers interested in applying up to date mathematical modeling and data analysis approaches to the study of biological systems. The RGS take place at the Math. Department in Milan (via Saldini). Initiatives and updates are published on the website: http://rgs.mat.unimi.it/. ------------------------------- Giacomo Aletti, Associate Professor ADAMSS Centre (ex MIRIAM) Advanced Applied Mathematical and Statistical Sciences Department of Mathematics (www.matematica.unimi.it) Via Saldini, 50 20133 Milano, Italy

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2-year Post Doc research position
by Antonella Basso 16 Jan '15

16 Jan '15

Subject: 2-year Post Doc research position The Department of Economics of Ca' Foscari University of Venice announces a selection for a 2-year Post Doc research position (with no teaching obligation) in Mathematics applied to economics and finance (Italian code for Scientific Disciplinary Sector: SECS-S/06, 13/D4). The details and Information about the selection procedure can be found at the following link: http://www.unive.it/nqcontent.cfm?a_id=138305 The deadline for applications is February 16, 2015. Candidates are expected to submit a research project. Research projects focused on models and methods useful for evaluation are specially appreciated, either for the evaluation of scientific research, or for the valuation of financial instruments, or for the evaluation of public organizations/structures or the public administration itself. Please spread the information to all the people that might be interested. Best regards, Antonella Basso -- Antonella Basso Dipartimento di Economia Università Ca' Foscari Venezia Fondamenta S. Giobbe - Cannaregio 873 30121 Venezia - Italy Tel. +39-041-2346914 - Fax +39-041-2347444 E-mail address: basso(a)unive.it Web page: http://www.unive.it/nqcontent.cfm?a_id=415&persona=000893

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SUMMER SCHOOL ON COPULAS: change of dates
by Gianfausto Salvadori 16 Jan '15

16 Jan '15

Dear Colleagues, all interested people (especially PhD and Post-doc students) are kindly invited to attend the following INTERNATIONAL SUMMER SCHOOL ON COPULAS. *** PLEASE CIRCULATE THIS MAIL TO ALL INTERESTED PEOPLE. THANKS. *** For infos, feel free to contact "gianfausto.salvadori(a)unisalento.it" _________________________________________________________________ SUMMER SCHOOL ON COPULAS FOR HYDROLOGY AND ENVIRONMENTAL SCIENCES Université de Pau et des Pays de l'Adour Pau, France, July 6-10, 2015 The Instructors are top scientists in the fields of Copulas and Environmental Applications. The international event is organized by the INTERNATIONAL COMMISSION ON STATISTICAL HYDROLOGY. For all participants, attendance certificates will be provided. *** SCOPE *** The statistical modeling of natural events frequently involves the modeling of the joint distribution of several random phenomena. Copulas are mathematical objects that are particularly suitable for modeling the multivariate dependence between several continuous random variables, independently of their marginal distributions. This explains why they are more and more often used in hydrology and environmental sciences. With the development of powerful statistical software (such as the R statistical system), a multivariate analysis based on copulas appears increasingly feasible. This one-week short course will focus on the theory and statistical practice of copulas with applications to hydrological problems and related environmental issues. It will also contain an introduction to multivariate extreme-value theory from a copula perspective. Theoretical concepts will be illustrated through the analysis of real-world datasets using the R statistical system. *** VENUE *** Université de Pau et des Pays de l'Adour. Pau, France, July 6-10, 2015 *** WEB SITE *** http://lma-umr5142.univ-pau.fr/copula/ ____________________________________________________ Gianfausto SALVADORI ____________________________________________________ Università del Salento Dipartimento di Matematica e Fisica "E. De Giorgi" Provinciale Lecce-Arnesano, P.O.Box 193 I-73100 Lecce (Italy) ____________________________________________________ PHONE: +39-0832-29 7584. FAX: +39-0832-29 7594 ____________________________________________________ E-MAIL: gianfausto.salvadori(a)unisalento.it http://www.unisalento.it/people/gianfausto.salvadori http://www.degruyter.com/view/j/demo ____________________________________________________

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Second announcement: de Finetti Workshop on 21/01/2015
by Marco Maggis 16 Jan '15

16 Jan '15

On the behalf of the Scientific Committee we are glad to invite you to a one day Workshop which will be held in Milan on Wednesday the 21st of January 2015, at the Department of Mathematics, Sala di Rappresentanza, via C. Saldini 50. Final program: 09:50-10:00 Welcome Remarks 10:00-10:45 Emanuela Rosazza Gianin, Università Milano Bicocca. *Dual Representation of Minimal Supersolutions of Convex BSDEs* *Coffee break* 11.15-12.00 Sergio Pulido, EPFL, Lausanne. *Polynomial preserving diffusions on the unit ball* 12.00-12.45 Stefano De Marco, Ecole Polytechnique, Paris. *On robust bounds for options on VIX given marginals* *Lunch* 14:45-15:30 Beatrice Acciaio, LSE, London. *Arbitrage of the first kind and filtration **enlargements* 15:30-16:15 Jacopo Mancin, LMU, Munich. *Robust Quadratic Hedging via G-expectations* *Coffee break* 16.45-17:30 Simone Cerreia-Vioglio, Bocconi University. *Hilbert A-modules* The workshop will end up with the usual *De Finetti Risk Seminar* 18:00-19:00 Bruno Bouchard, Universitè Paris-Dauphine. *Hedging under market impact* We kindly ask to send an email to marco.maggis(a)unimi.it if you are willing to partecipate. Kind regards. Marco Frittelli Marco Maggis Matteo Burzoni

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Fwd: Three Associate Professorships or Professorships at Oxford
by Francesco Caravenna 16 Jan '15

16 Jan '15

Ricevo e inoltro. > Three Associate Professorships (or Professorships) at the Mathematical Institute, Oxford University, in > > Pure Mathematics, > The Analysis of Nonlinear Partial Differential Equations, > Probability > > are being advertised (see below for more details and links). Please bring them to the attention of anyone who might be interested. The Institute is very keen to encourage more applications from women. > > Best wishes > Frances Kirwan > > ---------------------------------- > > Associate Professorship (or Professorship) of Pure > Mathematics > https://www.maths.ox.ac.uk/node/13652 > > Salary Range: > On a scale from £44,620 per annum with substantial additional benefits > Closing Date: > Friday, January 30, 2015 - 12:00 > The Mathematical Institute proposes to appoint an Associate Professor (or Professor) of Pure Mathematics from 1 September 2015 or as soon as possible thereafter. The successful candidate will be offered a Tutorial Fellowship at Pembroke College under arrangements described in the job description. The combined University and College salary will be on a scale from £44,620 per annum with substantial additional benefits. > > The main duties of the post are to carry out, disseminate the results of, obtain funding for, and supervise research at a high international standard in pure mathematics, to teach a range of topics in mathematics via lectures, classes and tutorials, and to perform administrative and pastoral functions associated with teaching and research. > > The successful candidate will have a PhD in mathematics or closely related subject and will demonstrate the ability to carry out research at a high international level in pure mathematics and the ability to teach effectively across a range of topics in mathematics. Preference will be given to applicants working in Algebra, broadly interpreted, or at the interface of Algebra and another core area of mathematics. The duties and responsibilities of the post are set out in the further particulars, which may be obtained from vacancies(a)maths.ox.ac.uk. The job description also contains details of the application procedure. > > The closing date for applications is 30 January 2015. > > Queries about the post should be addressed to Brenda Willoughby at vacancies(a)maths.ox.ac.uk or telephone: +44 (0) 1865 273576. > > Applications are particularly welcome from women and black and minority ethnic candidates, who are under-represented in academic posts in Oxford. > > Committed to equality and valuing diversity > > ---------------------------- > > Associate Professorship (or Professorship) of The > Analysis of Nonlinear Partial Differential Equations > https://www.maths.ox.ac.uk/node/13654 > > Salary Range: > On a scale from £44,620 per annum with substantial additional benefits > Closing Date: > Friday, January 30, 2015 - 12:00 > The Mathematical Institute proposes to appoint an Associate Professor (or Professor) of the Analysis of Nonlinear Partial Differential Equations from 1 September 2015 or as soon as possible thereafter. The successful candidate will be offered a Tutorial Fellowship at Trinity College under arrangements described in the job description. The combined University and College salary will be on a scale from £44,620 per annum with substantial additional benefits. > > The main duties of the post are to carry out, disseminate the results of, obtain funding for, and supervise research at a high international standard in the analysis of nonlinear partial differential equations, to teach a range of topics in mathematics via lectures, classes and tutorials, and to perform administrative and pastoral functions associated with teaching and research. > > The successful candidate will have a PhD in mathematics or closely related subject and will demonstrate the ability to carry out research at a high international level in the analysis of nonlinear partial differential equations and the ability to teach effectively across a range of topics in mathematics. The duties and responsibilities of the post are set out in the further particulars, which may be obtained from vacancies(a)maths.ox.ac.uk. The job description also contains details of the application procedure. > > The closing date for applications is 30 January 2015. > > Queries about the post should be addressed to Brenda Willoughby at vacancies(a)maths.ox.ac.uk or telephone: +44 (0) 1865 273576. > > Applications are particularly welcome from women and black and minority ethnic candidates, who are under-represented in academic posts in Oxford. > > Committed to equality and valuing diversity > > -------------------------------- > > Associate Professorship (or Professorship) of > Probability > https://www.maths.ox.ac.uk/node/13653 > > Salary Range: > On a scale from £44,620 per annum with substantial additional benefits > Closing Date: > Friday, January 30, 2015 - 12:00 > The Mathematical Institute proposes to appoint an Associate Professor (or Professor) of Probability from 1 September 2015 or as soon as possible thereafter. The successful candidate will be offered a Tutorial Fellowship at St Hugh’s College under arrangements described in the job description. The combined University and College salary will be on a scale from £44,620 per annum with substantial additional benefits. > > The main duties of the post are to carry out, disseminate the results of, obtain funding for, and supervise research at a high international standard in probability (including stochastic analysis), to teach a range of topics in mathematics via lectures, classes and tutorials, and to perform administrative and pastoral functions associated with teaching and research. > > The successful candidate will have a PhD in mathematics or closely related subject and will demonstrate the ability to carry out research at a high international level in probability (including stochastic analysis) and the ability to teach effectively across a range of topics in mathematics. The duties and responsibilities of the post are set out in the further particulars, which may be obtained from vacancies(a)maths.ox.ac.uk. The job description also contains details of the application procedure. > > The closing date for applications is 30 January 2015. > > Queries about the post should be addressed to Brenda Willoughby at vacancies(a)maths.ox.ac.uk or telephone: +44 (0) 1865 273576. > > Applications are particularly welcome from women and black and minority ethnic candidates, who are under-represented in academic posts in Oxford. > > Committed to equality and valuing diversity >

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Seminario SALOMOND
by Matteo Ruggiero 16 Jan '15

16 Jan '15

**************************************************************** STATISTICS SEMINARS @ COLLEGIO CARLO ALBERTO **************************************************************** Venerdi' 23 Gennaio 2015 alle ore 12:00, presso la sala rossa del Collegio Carlo Alberto, Moncalieri (TO), si terra' il seguente seminario: Jean-Bernard SALOMOND (CWI, Netherlands) BAYESIAN NONPARAMETRIC TESTING FOR EMBEDDED HYPOTHESES WITH APPLICATION TO SHAPE CONSTRAINS Abstract: If Bayesian nonparametric methods have received a great interest in the literature, only a few is known for testing nonparametric hypotheses, and especially the asymptotic properties of such tests. The problem of testing between two nonparametric hypotheses is known to be difficult, but the problem becomes even harder when the hypotheses are embedded. In this work, we propose a method to circumvent these difficulties with a special focus on shape constrains testing. We propose an approach that allows us to derive a Bayesian answer to testing problems that has good asymptotic properties and that are easy to use in practice. Furthermore, from our method, we can easily derive posterior separation rate of the tests which to our best knowledge has not been studied in the Bayesian literature so far. We apply our approach to several testing problems with a special attention to the problems of testing for positivity or monotonicity in a nonparametric regression problem. 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 http://sites.carloalberto.org/ruggiero

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Seminar announcement
by Luca di persio 15 Jan '15

15 Jan '15

DATE AND TIME Wednesday, January 21, 2015 at 3:30 PM PLACE Dept. Computer Science - UniVr - Strada le Grazie 15 - Ca'Vignal 2 - Room M *Michele Bonollo* *Market Risk and the FRTB (R)-Evolution ? Review and Open Issues* ** We will present the so called * fundamental review of trading book *(FRTB) a new market risk approach published by the Basel commitee directive (i.e. papers 265 and 305). Such an approach implies that banking institutions have to move from the standard Value at Risk (VaR, quantile based) approach to the Expected Shortfall (ES, average over the tail) methodology as a measure of risk. The theoretical differences are well known, but some implementaion issues are very challenging for the banking industry, such as the backtesting procedures. In the seminar after a thoretical revew some practical cases will be discussed. Details: http://www.di.univr.it/?ent=seminario&id=3262&lang=en Best, LuCa __ Luca Di Persio - PhD assistant professor of Probability and Mathematical Finance Dept. Informatics University of Verona strada le Grazie 15 - 37134 Verona - Italy Tel : +39 045 802 7968 Dept. Math University of Trento V. Sommarive, 14 - 38123 Povo - Italy Tel : +39 0461 281686

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Fwd: [World] 22 PhD positions in Discrete Mathematics in Graz and Leoben (Austria)
by Gustavo Posta 14 Jan '15

14 Jan '15

Begin forwarded message: > From: Christoph Koch <ckoch(a)math.tugraz.at> > Subject: [World] 22 PhD positions in Discrete Mathematics in Graz and Leoben (Austria) > Date: 14 gennaio 2015 14:25:02 GMT+01:00 > > > The Doctoral Program "Discrete Mathematics" (in its second phase > 2015-2018) offers up to 22 PhD positions for an advanced PhD training > and research program. > > It is run jointly by > > - Graz University of Technology, > - University of Graz, > - University of Leoben. > > The doctoral program is funded by the Austrian Science Fund (FWF) and > the three supporting universities. > > The range of topics comprises the following topics: > > - Commutative and non-commutative Algebra > - Number Theory > - Additive Combinatorics > - Discrete Dynamics and Fractals > - Graph Theory > - Combinatorial Group Theory > - Discrete Stochastics > - Combinatorial Optimization > - Computational and Discrete Geometry > - Analysis of Algorithms > > We offer up to 22 PhD positions for up to 4 years and a gross salary > of 27.900 EUR per year. There is additional funding for extended > stays abroad. The official language is English. The positions are > assigned to 11 specific research projects within the above areas. For > details about the research projects as well as the formal application > criteria, see > > www.math.tugraz.at/discrete > > A selection of candidates will be invited for an interview. There will > be two major interview sessions, one in March 2015 and a second one in > June 2015. For being considered for the first interview session, and > possible start in March/April, applications have to arrive by February > 15, 2015. Later applications, which are to be considered for the > second interview session and possible start in October, have to arrive > by May 15, 2015. > > Applications should be sent by e-mail to > > discrete(a)TUGraz.at > to the coordinators of the doctoral program. > > _______________________________________________ > World mailing list > World(a)alea-research.eu > http://alea-research.eu/cgi-bin/mailman/listinfo/world

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Seminario di Paolo Foschi presso Prometeia - Bologna
by Giacomo Scandolo 13 Jan '15

13 Jan '15

Il giorno Giovedì 22 Gennaio 2015, alle ore 14:30 presso la sede di Prometeia (sala grande, primo piano) via G.Marconi 43, Bologna Paolo FOSCHI (Università di Bologna) terrà un seminario dal titolo "Forecasting forward price curves in electricity markets: a factor model" Abstract A dynamic factor model for the cross section for italian electricity forward prices is presented. This market is characterised by a small number of quotations for each forward contract and by a large bid-ask spread. Moreover, it is not uncommon to observe inconsistencies in the cross section of forward quoted prices. The aim of the proposed model is twofold. Firstly, this approach allows to filter out noise and to help in identifying inconsistencies. Secondly, it provide a tool to fill-in missing quotations and to unpack forward contract with long delivery into smaller ones (i.e. a quarter or a calendar into its monthly components). The model is built using monthly contracts are used as basic entities and their dynamics is modeled as follows. The cross section of those contracts is decomposed in two set of factors: the first set, which depends on the time-to-delivery, allows to financial structure of the market. The second set, which depends on the actual delivery month, will capture the seasonal component. The parameters of those factors are allowed to be slowly varying to achieve maximal flexibility.

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Seminario MAZZONI (RGS & Matematica Applicata)
by Giacomo Aletti 12 Jan '15

12 Jan '15

Con preghiera di diffusione tra tutti i possibili interessati, scusandomi per invii multipli. Cordialmente, Giacomo Aletti -------------- Nell'ambito dei Reading Group Seminars e del Seminario di Matematica Applicata, il giorno lunedì 19 Gennaio 2015, alle ore 14.30, nell'Aula C del Dipartimento di Matematica dell'Universita' degli Studi di Milano, Via C. Saldini, 50, Milano, "Neuromorphic tactile computation" Alberto MAZZONI The Biorobotics Institute, Scuola Superiore S.Anna http://sssa.bioroboticsinstitute.it/user/1627 Abstract: One of the main challenges in upper limb neuroprosthetics is to implement realistic tactile feedback. An emerging trend for tactile feedback is to mimic the neuronal activity of biological mechanoreceptors in order to enable natural learning of feedback. We implemented real-time neuromorphic artificial touch by injecting the raw output of a biomimetic tactile sensor into an Izhikevich neuronal model emulating the firing behavior of mechanoreceptors. The resulting neuromorphic spike trains were able to classify naturalistic textures with high accuracy by mean of Victor Purpura metrics. Crucially, we found that the decoding performance based on neuromorphic spike trains was robust for a broad range of sensing conditions. Being able to categorize naturalistic textures in different sensing conditions, these neurorobotic results pave the way to the use of neuromorphic tactile sensors in future real-life neuroprosthetic applications. ================= Reading Group Seminars: The Reading Group Seminars (RGS) are organized within an open community of researchers interested in applying up to date mathematical modeling and data analysis approaches to the study of biological systems. The RGS take place at the Math. Department in Milan (via Saldini). Initiatives and updates are published on the website: http://rgs.mat.unimi.it/. -- ------------------------------- Giacomo Aletti, Associate Professor ADAMSS Centre (ex MIRIAM) Advanced Applied Mathematical and Statistical Sciences Department of Mathematics (www.matematica.unimi.it) Via Saldini, 50 20133 Milano, Italy Tel: +39-02-503.16158 Fax:+39-02-503.16090 Cell: +39-340-9739142

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Workshop "Images of the mind:new frontiers in brain imaging"
by Andrea Ongaro 12 Jan '15

12 Jan '15

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ISIPTA'15 second call for papers and posters
by Serena Doria 12 Jan '15

12 Jan '15

*ISIPTA '15 SECOND CALL FOR PAPERS & POSTERS* 9th International Symposium on Imprecise Probability: Theories and Applications 20-24 July 2015 Pescara, Italy Website with up-to-date information on all aspects of the conference: http://www.sipta.org/isipta15 Scientific program contact: isipta15(a)easychair.org Local organization contact: isipta15(a)unich.it *Important Dates* 30 Jan - Paper abstracts & preliminary papers due 13 Feb - Review-ready papers due 31 Mar - Conference hotel pre-reservation deadline 08 Apr - Paper notification 17 Apr - Poster-only abstracts due 06 May - Poster-only notification 29 May - Early-bird registration deadline (?350 full; ?200 student) *Scope & Symposium Format* ISIPTA is the primary international forum to present and discuss new results related to imprecise probability. We welcome both theoretical and applied original contributions. In this edition, we especially welcome papers connecting imprecise probabilities with related research in fields such as economics, philosophy, sociology, and engineering. There will be no parallel sessions. Each paper that is accepted is presented both (i) in a plenary session, meant for a short introduction and a sketch of the context and relevance; and (ii) in a poster session, where ample time is given for in-depth explanation and discussion. The poster-only track provides a second, free format presentation option. It is also open for preliminary results, challenges, etc. *New: non-proceedings papers* To adapt to different publication cultures in different fields, we introduce a new option: the non-proceeding papers. Authors may request that their contribution is not published in the proceedings in case this precludes later publication of an expanded journal version. The PC Board will decide on a case-by-case basis. If accepted, a one-page abstract will be published in the proceedings, and the paper must be freely available on-line (e.g., as a working paper). *Invited Speakers* Massimo Marinacci, AXA-Bocconi Chair in Risk Department of Decision Sciences, Bocconi University, Milan, Italy Itzhak Gilboa, Professor of Economics and Decision Sciences Eitan Berglas School of Economics, Tel-Aviv University, Israel & HEC, Paris, France Peter M. Williams, a Founding Father of Imprecise Probability and Principal BW Mining, Brighton, UK *Special Issue* After the conference, a special issue with a selection of the accepted papers will be published in an expanded version in the International Journal of Approximate Reasoning. *Steering Committee* T. Augustin (LMU München, Germany) + PC Board G. de Cooman (Ghent University, Belgium) S. Doria (University G. d'Annunzio, Italy) + Local Organization E. Miranda (University of Oviedo, Spain) + PC Board E. Quaeghebeur (CWI, Amsterdam, Netherlands) + PC Board T. Seidenfeld (Carnegie Mellon University, USA) We look forward to your contribution and to seeing you in Pescara!

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2015 AMMCS-CAIMS Congress (Waterloo, ON, Canada, June 7-12, 2015)
by Enrico Scalas 12 Jan '15

12 Jan '15

Care colleghe e cari colleghi, vi segnalo due sessioni/minisimposi che si terranno all'AMMCS-CAIMS (http://www.ammcs-caims2015.wlu.ca/) e che sono potenzialmente interessanti per chi si occupa di probabilita' applicata: Fractional Calculus and Probability http://www.ammcs-caims2015.wlu.ca/special-sessions/fcp/ Wealth Distribution and Statistical Equilibrium in Economics http://www.ammcs-caims2015.wlu.ca/special-sessions/wdsee/ Cordiali saluti Enrico Scalas

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Bando per assegno di ricerca biennale nel settore SECS-S/06
by Antonella Basso 11 Jan '15

11 Jan '15

Si informa che alla pagina web http://www.unive.it/nqcontent.cfm?a_id=1538 è stato pubblicato il bando per un *assegno di ricerca biennale nel settore SECS-S/06 (13/D4)* con scadenza il 16/02/2015. Si tratta di un assegno d'area della durata di 24 mesi per lo svolgimento di attività di collaborazione alla ricerca nel settore scientifico disciplinare SECS-S/06 (13/D4) presso il Dipartimento di Economia dell'Università Ca' Foscari Venezia. Si richiede la presentazione da parte del candidato di un progetto di ricerca. In particolare si sollecita la presentazione di progetti sui modelli e metodi per la valutazione, che potranno essere relativi alla valutazione della ricerca scientifica, alla valutazione di strumenti finanziari, alla valutazione di strutture della pubblica amministrazione ecc. Si invitano tutti gli interessati a presentare domanda. Cordiali saluti Antonella Basso -- Antonella Basso Dipartimento di Economia Università Ca' Foscari Venezia Fondamenta S. Giobbe - Cannaregio 873 30121 Venezia - Italy Tel. +39-041-2346914 - Fax +39-041-2347444 E-mail address:basso@unive.it Web page:http://www.unive.it/nqcontent.cfm?a_id=415&persona=000893

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22 PhD positions in Discrete Mathematics in Graz and Leoben (Austria)
by Fabio Zucca 10 Jan '15

10 Jan '15

Ricevo e inoltro il seguente messaggio con preghiera di diffusione a chi pensate possa essere interessato. Mi scuso con chi l'avesse già ricevuto. Fabio Zucca ____________________________________________________________________ ---------- Forwarded message ---------- Date: Fri, 09 Jan 2015 19:49:46 +0100 From: DK Discrete Mathematics <discrete(a)tugraz.at> To: dmlist(a)math.tugraz.at Subject: 22 PhD positions in Discrete Mathematics in Graz and Leoben (Austria) The Doctoral Program "Discrete Mathematics" (in its second phase 2015-2018) offers up to 22 PhD positions for an advanced PhD training and research program. It is run jointly by - Graz University of Technology, - University of Graz, - University of Leoben. The doctoral program is funded by the Austrian Science Fund (FWF) and the three supporting universities. The range of topics comprises the following topics: - Commutative and non-commutative Algebra - Number Theory - Additive Combinatorics - Discrete Dynamics and Fractals - Graph Theory - Combinatorial Group Theory - Discrete Stochastics - Combinatorial Optimization - Discrete and Computational Geometry - Analysis of Algorithms We offer up to 22 PhD positions for up to 4 years and a gross salary of 27.900 EUR per year. There is additional funding for extended stays abroad. The official language is English. The positions are assigned to 11 specific research projects within the above areas. For details about the research projects as well as the formal application criteria, see www.math.tugraz.at/discrete<http://www.math.tugraz.at/discrete> Doctoral Program Discrete Mathematics Doctoral Program Discrete Mathematics Altre info...<http://www.math.tugraz.at/discrete> A selection of candidates will be invited for an interview. There will be two major interview sessions, one in March 2015 and a second one in June 2015. For being considered for the first interview session, and possible start in March/April, applications have to arrive by February 15, 2015. Later applications, which are to be considered for the second interview session and possible start in October, have to arrive by May 15, 2015. Applications should be sent by e-mail to discrete(a)TUGraz.at to the coordinators of the doctoral program.

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seminari al CNR-IMATI
by Antonella Bodini 09 Jan '15

09 Jan '15

A causa di perduranti problemi di accesso al sito dell'IMATI, di cui ci scusiamo, si ricorda il programma di seminari previsti il pomeriggio di mercoledi' 14 p.v. presso la sede di Milano, via Bassini 15, aula A: 14.30 Hedibert Lopes - (INSPER, Sao Paulo, Brazil) Sparse Bayesian Latent Factor Stochastic Volatility Models for High-Dimensional Financial Time Series 15:00 Sonia Petrone - (Bocconi University, Milano, Italy) TBA 15:30 Coffee break 16:00 Nick Polson - (University of Chicago, USA) Vertical Likelihood Sampling 16:30 Refik Soyer - (George Washington University, Washington, USA) Markov Modulated Bayesian Queues La partecipazione e' gratuita, ma per ragioni organizzative si invitano gli interessati a segnalare la partecipazione tramite mail ad antonella.bodini AT mi.imati.cnr.it. -- Dott. Antonella Bodini CNR-Istituto di Matematica Applicata e Tecnologie Informatiche Via Bassini 15, 20133 Milano (Italy) tel +39 02 23699524 fax +39 02 23699538 http://www.mi.imati.cnr.it/~anto/

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WORKSHOP “PATH-DEPENDENT PDEs AND STOCHASTIC EQUATIONS WITH MEMORY”
by Salvatore Federico 08 Jan '15

08 Jan '15

WORKSHOP “PATH-DEPENDENT PDEs AND STOCHASTIC EQUATIONS WITH MEMORY” Friday, January 23rd, 2015 Dipartimento di Economia, Management e Metodi Quantitativi Via Conservatorio 7, Milano Aula Seminari TALKS: - Nizar Touzi, Ecole Polytechnique, Paris, "Comparison of viscosity solutions of semilinear path-dependent PDE" - Zhenjie Ren, Ecole Polytechnique, Paris, "Viscosity solution of semi linear path dependent PDE: Existence via Perron’s method" - Andrea Cosso, Universite' Paris Diderot, "Viscosity solutions for path-dependent PDEs in infinite dimension, I" - Mauro Rosestolato, LUISS, Roma, "Viscosity solutions for path-dependent PDEs in infinite dimension, II" - Federica Masiero, Universita' di Milano Bicocca, "Optimal control of stochastic delay equation via the Pontryagin maximum principle" - Giovanni Zanco, Universita' di Pisa, "Infinite dimensional methods in path-dependent SDEs and PDEs" - Cecilia Prosdocimi, LUISS, Roma, "Appreciating the past to value the future" Link: http://www.demm.unimi.it/ecm/home/aggiornamenti-e-archivi/tutte-le-notizie/… Attached the full program For further information, please contact Salvatore Federico, salvatore.federico(a)unimi.it <salvatore.federico(a)unimi.it>

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[Job offer] PostDoc Position in Statistics, University of Milan, Deadline: 17-Feb-2015
by stefano iacus 08 Jan '15

08 Jan '15

[Apologizes for cross-posting but please circulate to potential candidates] The Department of Economics, Management and Quantitative Methods, University of Milan, offers a two years postdoc position in Statistics. * The research theme of the postdoc is: "Social Well Being Index: integrating big data, social media and official statistics to develop a new social wealth indicator." This project aims to build an index of subjective well-being based on the analysis of data from Twitter. This SWBI = "Social Well Being Index" makes use of million of opinions expressed every day on Twitter to investigate dynamically the perception of personal well-being and relationships within society. SWBI focuses on "personal" and "social" as well as well-being at "work". The SWBI will be coupled and compared with other wealth indicators, like GDP, to perform cross-country analyses. * Directors of research: Stefano M. Iacus, Silvia Salini * Who should apply: Successful candidate should have a PhD in Statistics, Mathematics, Computer Science or related fields and good knowledge of the R programming language. * How to apply? Read the complete call here: http://www.unimi.it/cataloghi/ass_collaborazione_ricerca/BANDO_tipo_A_2014e… * Salary: The postdocs will be employed with a fixed term employment contract at the University of Milan. Gross salary amounts to approximately 21K EUR/year. * Deadline: 17 February 2015 For further informations mail to: Stefano M. Iacus, stefano.iacus(a)unimi.it ----------------------------------- Stefano M. Iacus Director of MEF - Master in Economics & Finance http://www.mef.unimi.it 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 Master in Economics & Finance http://www.mef.unimi.it Twitter: @mefunimi Facebook: http://www.facebook.com/mefunimi Email and further informations 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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Fwd: Postdoctoral positions in Buenos Aires
by davide gabrielli 07 Jan '15

07 Jan '15

---------- Forwarded message ---------- From: Leonardo Rolla <leonardo.rolla(a)gmail.com> Date: 2015-01-07 15:11 GMT+01:00 Subject: Fwd: Postdoctoral positions in Buenos Aires To: Dear friends and colleagues, I would much appreciate if you could help me broadcast the announcement below. Sorry in advance for any duplicates. Best regards, Leonardo T Rolla Universidad de Buenos Aires ---------- Forwarded message ---------- From: Probability Buenos Aires <probab(a)dm.uba.ar> Date: Wed, Jan 7, 2015 at 10:59 AM Subject: Postdoctoral positions in Buenos Aires Applications are invited for a post-doctoral position in Probability and related areas. Please feel free to forward this message to other colleagues and potential candidates. The deadline is January 23. The position lasts one year (possibly renewable) and has a monthly stipend of 11000 pesos, to start at anytime in 2015. Applicants should be write to probab(a)dm.uba.ar attaching: - CV - Motivation letter - Short research statement Two recommendation letters should be sent confidentially to probab(a)dm.uba.ar by January 26. Information on the group activities and projects can be found at http://mate.dm.uba.ar/~probab/ Thank you in advance, Buenos Aires Probability Group -- This message has been scanned for viruses and dangerous content by MailScanner, and is believed to be clean.

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Böhning@DSS (Scienze Statistiche, Sapienza)
by Pierpaolo Brutti 07 Jan '15

07 Jan '15

----------------------------------------------------------------------------- A v v i s o d i M i n i - C o r s o ----------------------------------------------------------------------------- Giovedì, 22 Gennaio, ore 10:00 - 12:30 e 15:00 - 17:30 ----------------------------------------------------------------------------- Aula VII (piano terra) Dipartimento di Scienze Statistiche Sapienza Università di Roma DANKMAR BÖHNING (University of Southampton) terrà un mini-corso dal titolo ROMAN INTRODUCTION INTO CLOSED POPULATION CAPTURE-RECAPTURE ESTIMATION Il corso è gratuito ma, dato il numero limitato di posti disponibili nel lab, tutti gli interessati sono invitati a **prenotarsi** compilando il seguente form on line: url: http://goo.gl/KQm8zW Entro Lunedì 19 Gennaio verrà inviata conferma dell'effettiva disponibilità del posto richiesto all’indirizzo email fornito. Ovviamente “first come, first served”, con possibile piccolo bias in favore di studenti di dottorato. ----------------------------------------------------------------------------- Maggiori informazioni sui seminari e mini-corsi presso il DSS sono consultabili a quest'indirizzo: http://goo.gl/Y6OQYm Questo corso fa parte delle attività promosse nell’ambito del FIRB Futuro in Ricerca 2012: “Modelli mistura e a variabili latenti per l'inferenza causale e l'analisi di dati socio-economici”. Saluti Marco Alfò, Paolo Giordani (+ Pierpaolo Brutti) --- Syllabus del corso > Lincoln-Petersen-Chapman estimation > Log-linear modelling for multiple sources > Marginal modelling using Chao and ratio regression > Marginal modelling using covariates: zero-tranucated Poisson and Chao with covariates. The course will make use of various case studies on homeless populations, family violence, drug users and the problem of disease occurence underestimation. Software: STATA

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Bando per "Risk Assessment & Management" [SECS P09 e affini], Laurea Magistrale "Economics & Finance", LM-16, Scadenza 22.1.2015
by stefano iacus 07 Jan '15

07 Jan '15

Cari tutti, vi pregherei di far circolare anche presso i colleghi Economisti di area Aziendale [SECS P09 e affini] la notizia di bando qui sotto. E' stato bandito un corso di "Risk Assessment and Management", Secs P09, per il corso di Laurea Magistrale in Economics & Finance (LM-16, http://www.mef.unimi.it). More details on the course: TITLE: Risk Assessment and Management LANGUAGE: English CONTENT: The course (40h) to be held on the third trimester 2015 should focus on risk management in the context of portfolios of stocks and fixed income securities along these lines: * fixed income securities: pricing, term structure relationships, interest-rate risk management; * equity securities: valuation models, financial statement analysis, price risk management; * options, futures and other derivatives: valuation and risk management. DEADLINE: 22.1.2105 HOW TO APPLY: http://www.unimi.it/cataloghi/affidamenti_bandi/DR_16962_BANDO_CONTRATTI.doc REFERENCE AND FURTHER INFOS: mef(a)unimi.if ----------------------------------- Stefano M. Iacus Director of MEF - Master in Economics & Finance http://www.mef.unimi.it 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 Master in Economics & Finance http://www.mef.unimi.it Twitter: @mefunimi Facebook: http://www.facebook.com/mefunimi Email and further informations 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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