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procedura selettiva Prof. di I fascia SECS-S/06, Dip. Memotef - Sapienza Roma
by Gabriele Stabile 13 Oct '21

13 Oct '21

Buonasera a tutti. Il Dipartimento di Metodi e Modelli per l'Economia, il Territorio e la Finanza (MEMOTEF), Facoltà di Economia, Università La Sapienza di Roma, ha bandito una procedura selettiva per la copertura di un posto di Professore di ruolo di prima fascia per il SSD SECS-S/06 Il bando è reperibile all'indirizzo https://web.uniroma1.it/trasparenza/dettaglio_bando_albo/181838 La scadenza per la presentazione della domanda è l'11 novembre 2021. Cordiali saluti Gabriele Stabile -- ________________________________________________________ Le informazioni contenute in questo messaggio di posta elettronica sono strettamente riservate e indirizzate esclusivamente al destinatario. Si prega di non leggere, fare copia, inoltrare a terzi o conservare tale messaggio se non si è il legittimo destinatario dello stesso. Qualora tale messaggio sia stato ricevuto per errore, si prega di restituirlo al mittente e di cancellarlo permanentemente dal proprio computer. The information contained in this e mail message is strictly confidential and intended for the use of the addressee only. If you are not the intended recipient, please do not read, copy, forward or store it on your computer. If you have received the message in error, please forward it back to the sender and delete it permanently from your computer system.

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PhD Bologna on "A mathematical-physics approach to improve energy efficiency in classical and quantum machine learning"
by giacomo.depalma＠sns.it 12 Oct '21

12 Oct '21

Dear all, The Department of Mathematics of the University of Bologna has an opening for a PhD Scholarship on the project "A mathematical-physics approach to improve energy efficiency in classical and quantum machine learning". The aim of the project is to reduce the computational complexity of machine learning devices, eliminate the enormous redundancy they come with, and drastically cut their energy consumption. The answer requires a paramount detailed knowledge on the principles those machines work on, nowadays still largely lacking. The statistical mechanics approach to the Boltzmann Machines is one of the major and most promising paths toward their clarification. The project plan to use one of the methods of coming from the theory of equilibrium, non-equilibrium, classical and quantum. The call for applications can be found at https://www.unibo.it/en/teaching/phd/new-call-for-applications-for-phd-addit ional-scholarships-on-innovation-and-green-topics,-funded-by-FSE-REACT-EU--- PON-ricerca-e-Innovazione-programme THE DEADLINE FOR THE APPLICATION IS OCTOBER 20 The call requires the candidates to get the MSc degree by October 31. Please feel free to forward this email to potentially interested candidates. Best regards, Giacomo De Palma

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PhD UniTn - PON 2014-2020 - Borsa di Dottorato aggiuntiva su tematiche Green e dell'Innovazione
by Luca Di Persio 12 Oct '21

12 Oct '21

Car* tutt*, a valere sul progetto: "PON 2014-2020 - Borse di Dottorato aggiuntive su tematiche Green e dell'Innovazione", che ha visto coinvolto anche il Dipartimento di Matematica di UniTn, è stata finanziata una borsa di Dottorato a valere sul progetto "Renewable Energy Forecasting for a green and sustainable development" la cui descrizione si può trovare a pag.33 del documento: https://www.unitn.it/alfresco/download/workspace/SpacesStore/d2234b74-f502-… le indicazioni per partecipare al relativo bando essendo reperibili (in fondo) alla pagina: https://www.unitn.it/bando-pon La scadenza è davvero molto stringente: 27 ottobre 2021, ore 16.00 (ora italiana) Vi sarei grato se poteste dare diffusione alla notizia. Non esitate a contattarmi per eventuali chiarimenti/dettagli. Grazie, LuCa __ Luca Di Persio - PhD College of Mathematics Dept. of Computer Science University of Verona strada le Grazie 15 - 37134 Verona - Italy Tel : +39 045 802 7968 Official UniVr spinoff: www.hpa.ai <http://www.hpa8.com>

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L’Aquila Expression of Interest Direct Call Programme
by Tobias Kuna 11 Oct '21

11 Oct '21

2021 Direct Calls Program at University of L'Aquila Expression of interest for positions in either of Computer Science/ Information Engineering/ Mathematics The Department of Information Engineering, Computer Science and Mathematics of the University of L’Aquila invites applications for academic openings at the Researcher, Associate, and Full Professor level in either of the fields of Computer Science, Information Engineering, and Mathematics. The positions will be covered through a Direct Call procedure (see below). Candidates are encouraged to apply by the end of October 31, 2021. Please note that this is not a permanent job vacancy advertisement. The expressions of interest received will contribute to the decision of the University of L’Aquila on whether or not to proceed with the request of positions to the Ministry of University and Research. For more details see https://www.disim.univaq.it/news/107/Expression%20of%20Interest%20for%20Pos…<https://eur03.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwww.disim…> Best regards, Tobias Kuna

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bando per RTDA MAT06 Univ. di Napoli
by Enrica Pirozzi 10 Oct '21

10 Oct '21

Carissimi, segnalo che alla pagina http://www.unina.it/ateneo/concorsi/concorsi-docenti-e-ricercatori/reclutam… trovate l'avviso http://www.unina.it/documents/11958/26912536/PON_GREEN_RTDA_2021_00_bando_5… relativo al bando per un posto di ricercatore a tempo determinato di tipo A nel settore MAT/06 (codice identificativo PON_GREEN_RTDA _2021_37), per lo svolgimento di attività di ricerca vincolata su tematiche Green presso il Dipartimento di Matematica e Applicazioni, Università degli Studi di Napoli Federico II. Scadenza della domanda: 20 Ottobre 2021, ore 15:00 Cari saluti Enrica Pirozzi -- Enrica Pirozzi Dipartimento di Matematica e Applicazioni Universita' di Napoli FEDERICO II Via Cintia, Monte S.Angelo, 80126, NAPOLI, ITALY Tel. 081 675634 https://www.docenti.unina.it/ENRICA.PIROZZI

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Special Issue - Annals of Operations Research
by Claudio Fontana 09 Oct '21

09 Oct '21

Dear all, We want to bring to your attention the Call for papers for the Special Issue "Recent Advances in Mathematical Methods for Finance" of the journal Annals of Operations Research (https://www.springer.com/journal/10479 <https://www.springer.com/journal/10479>). We are targeting original contributions in mathematical finance, including theoretical aspects as well as computational techniques. Submitted papers will undergo a regular review process under the supervision of the Guest Editors (G. Callegaro, C. Fontana, M. Grasselli, W.J. Runggaldier, T. Vargiolu). The deadline for submissions is November 30, 2021. This Special Issue is connected to the themes of the 10th General AMaMeF Conference (June 22-26, University of Padova, https://events.math.unipd.it/AMAMEF2021/home <https://events.math.unipd.it/AMAMEF2021/home>) but paper submission is open to the research community and not restricted to the conference attendees. Here attached the Call for papers. Best wishes, G. Callegaro, C. Fontana, M. Grasselli, W.J. Runggaldier, T. Vargiolu >

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[owps] OWPS, October 21st: B. Derrida and Z. Shi on "Renormalisation and disorder: a simple toy-model" (fwd)
by Michele Gianfelice 08 Oct '21

08 Oct '21

Salve, ricevo ed inoltro p.c.. Cordialmente, m.gianfelice ---------- Forwarded message ---------- Date: Thu, 7 Oct 2021 19:16:53 +0200 From: One World Probability <ow.probability(a)gmail.com> To: owps(a)lists.bath.ac.uk Subject: [owps] OWPS, October 21st: B. Derrida and Z. Shi on "Renormalisation and disorder: a simple toy-model" Dear probabilists, We wish to thank you for participating in this OWPS session. The next session will be two weeks from now, on October 21sh, from 14:00 to 15:45 UTC. Bernard Derrida and Zhan Shi will talk about a simple toy-model for renormalization and disorder. Titles, abstracts and the Zoom link are below the signature, and can be found on the website https://www.owprobability.org/one-world-probability-seminar. Please feel free to circulate this email, the information for getting on the mailing list can be found there https://www.owprobability.org/mailing-list. Probabilistically yours, Bastien Mallein and Sébastien Martinea --------- Renormalisation and disorder: a simple toy model (I) Bernard Derrida (Collège de France) LPSM is inviting you to a scheduled Zoom meeting. Topic: OWPS Seminar October 21st Bernard Derrida & Zhan Shi Time: Oct 21, 2021 03:45 PM Paris Renormalisation and disorder: a simple toy model (II) Zhan Shi (AMSS, Chinese Academy of Sciences) After a short review of our understanding of how a weak disorder or a low density of impurities affect the universality class of a phase transition, we will discuss a simple tree-like toy model for which one can prove that, due to disorder, the depinning transition becomes an infinite order transition of the Berezinski-Kosterlitz-Thouless type. This toy model was introduced to understand the depinning transition of a line from a random substrate, one of the simplest problems in the theory of disordered systems. This depinning transition has a long history among physicists and mathematicians. Still the nature of the transition, one of the central questions of the problem, remains unsolved. Joint work with Xinxing Chen, Victor Dagard, Yueyun Hu and Mikhail Lifshits. Zoom-link: https://us02web.zoom.us/j/87978274605?pwd=NXFkc1JyTTNOWjJ2U1ZNYVBEMG16UT09 Meeting ID: 879 7827 4605 Passcode: 771185 If you are having trouble with zoom, or if the capacity of the zoom room gets exceeded, you can also access to the Youtube live stream at the channel of the seminar: https://www.youtube.com/channel/UCiLiEQGTp6bZEhuHDM-WNWQ

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Seminar in Statistics BAS KLEIJN
by Pierpaolo De Blasi 08 Oct '21

08 Oct '21

SEMINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO <https://www.carloalberto.org/events/category/seminars/seminars-in-statistic…> Venerdi 15 Ottobre 2021, alle ore 12.00, presso il Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario: ------------------------------------------------ Speaker: *Bas Kleijn *(University of Amsterdam) Title: *Confidence sets in a sparse stochastic block model with two * *communities of unknown sizes* Abstract: In a sparse stochastic block model with two communities of unequal sizes we derive two posterior concentration inequalities, that imply (1) posterior (almost-)exact recovery of the community structure under sparsity bounds comparable to well-known sharp bounds in the planted bi-section model; (2) a construction of confidence sets for the community assignment from credible sets, with finite graph sizes. The latter enables exact frequentist uncertain quantification with Bayesian credible sets at non-asymptotic graph sizes, where posteriors can be simulated well. There turns out to be no proportionality between credible and confidence levels: for given edge probabilities and a desired confidence level, there exists a critical graph size where the required credible level drops sharply from close to one to close to zero. At such graph sizes the frequentist decides to include not most of the posterior support for the construction of his confidence set, but only a small subset of community assignments containing the highest amounts of posterior probability (like the maximum-a-posteriori estimator). It is argued that for the proposed construction of confidence sets, a form of early stopping applies to MCMC sampling of the posterior, which would enable the computation of confidence sets at larger graph sizes. Paper available at: https://arxiv.org/abs/2108.07078 ------------------------------------------------ In ottemperanza alle norme anti Covid, per partecipare in presenza è necessario prenotarsi tramite il seguente form online: https://forms.gle/ZpaUtXCEPeei98yE8 Sarà possibile seguire il seminario anche in streaming: Join Zoom Meeting <https://us02web.zoom.us/j/85083283178?pwd=WUV4ZlUxc1c4NDJqbkpYNWw1eENSdz09> Meeting ID: 850 8328 3178 Passcode: 046282 Il seminario è organizzato dalla "de Castro" Statistics Initiative www.carloalberto.org/stats Cordiali saluti, Pierpaolo De Blasi --- University of Torino & Collegio Carlo Alberto carloalberto.org/pdeblasi <https://sites.google.com/a/carloalberto.org/pdeblasi/>

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Fwd: Premio Cuozzo
by Lucia Caramellino 08 Oct '21

08 Oct '21

Buongiorno. Inoltro volentieri l’avviso del bando del premio Cuozzo 2021 (premio di dottorato in Matematica, bandito annualmente dal dipartimento di Matematica a Tor Vergata). Cari saluti, Lucia +++++++++++++++++++++++++++++++++ Lucia Caramellino Dipartimento di Matematica Università di Roma “Tor Vergata” Web: http://www.mat.uniroma2.it/~caramell <http://www.mat.uniroma2.it/~caramell> > Inizio messaggio inoltrato: > > Da: Filippo Bracci <fbracci(a)mat.uniroma2.it> > Oggetto: Premio Cuozzo > Data: 7 ottobre 2021 15:38:48 CEST > A: Filippo Bracci <fbracci(a)mat.uniroma2.it> > > Carissimi, > > vi informo che è uscito il bando del premio Cuozzo: > > https://www.mat.uniroma2.it/Docs_avvisi/Bando-cuozzo-2021 <https://www.mat.uniroma2.it/Docs_avvisi/Bando-cuozzo-2021> > > Il premio, di Euro 3000, giunto alla XIV edizione, è dedicato alla memoria di Michele Cuozzo: http://www.mat.uniroma2.it/~dott/cuozzo.html <http://www.mat.uniroma2.it/~dott/cuozzo.html> . > > Possono far domanda tutti coloro che hanno conseguito il titolo di Dottore di Ricerca in Matematica presso una Università o Istituzione Italiana nei 12 mesi precedenti alla scadenza del bando. La scadenza del bando è il 5 Novembre p.v. ore 12:00. > > Vi prego di dare diffusione della notizia tra gli interessati, > > grazie > > cari saluti > > Filippo Bracci > -- > ************************ > Prof. Filippo Bracci > Direttore > Dipartimento di Matematica > Universita' di Roma "Tor Vergata" > Via della Ricerca Scientifica 1 > 00133 Roma - ITALIA > Tel: (+39-)06-7259 4643/4105 > Fax: (+39-)06-7259 4699 > E-mail: fbracci(a)mat.uniroma2.it <mailto:fbracci@mat.uniroma2.it> > Web-page: www.mat.uniroma2.it/~fbracci <http://www.mat.uniroma2.it/~fbracci>

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Mini-course about Rough Volatility by Jim Gatheral CUNY
by Giacomo Bormetti 08 Oct '21

08 Oct '21

Dear all, in collaboration with Jim Gatheral from City University of New York we organize a mini-course about Rough Volatility. The course will take place only in presence in Bologna at the Department of Mathematics (Piazza di Porta San Donato 5). Below all the details. All interested people are kindly invited. Sincerely Giacomo Bormetti and Fabrizio Lillo Gio 14 Ottobre, 4:00-7:00 PM CET Aula Tonelli Jim Gatheral, Baruch College CUNY, New York Titolo: Rough volatility I Rough volatility connects the microstructure of financial markets with the large-scale behavior of volatility. This approach results in parsimonious models that are consistent across different time-scales and show remarkable agreement with econometric data. In this first lecture of two, we will focus on the econometric motivation of rough volatility and explore its consequences for pricing, focusing on the rough Bergomi model. As an application, we will show how to forecast realized variance and the forward variance curve. Gio 21 Ottobre, 4:00-7:00 PM CET Aula Tonelli Jim Gatheral, Baruch College CUNY, New York Titolo: Rough volatility II In this second lecture, we will present the microstructural foundation for rough volatility models. This leads to the class of affine forward variance (AFV models) and more recently to so-called super Heston models, a special case of which is the quadratic rough Heston model. We give a brief overview of recent developments, including numerical solution techniques. Numerical experiments are performed to give intuition for the effect of changing model parameters. Both lectures will be in the form of Jupyter notebooks that will be made available afterwards, including code to reproduce most of the computations.

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