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Invitation to Research Seminars on December 18-th
by Asmerilda Hitaj 13 Dec '24

13 Dec '24

Dear all, We are pleased to invite you to two research seminars organized by the Department of Economics (DIECO), University of Insubria on *Wednesday, December 18th, 2024*. Seminar Schedule *11:30 - 12:15* *Speaker*: *Anna Maria Gambaro* (Università del Piemonte Orientale) *Topic*: *The Capital-on-Capital Cost in Solvency II Risk Margin* *12:15 - 13:00* *Speaker*: *Ilaria Peri* (Birkbeck University of London) *Topic*: *Numerical Methods for Lambda Quantiles: Robust Evaluation and Portfolio Optimization* Venue The seminars will be held in *Room 1, Padiglione Seppilli*, Via Ottorino Rossi 9, Varese. For those who cannot attend in person, the seminars will also be available online via Microsoft Teams. For further details, please refer to the attached files. We look forward to your participation! Best regards, Asmerilda Hitaj

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Fwd: Inquiry about Postdoc Opportunities
by Marco Romito 13 Dec '24

13 Dec '24

Ricevo e inoltro m. -------- Forwarded Message -------- Subject: Re: Inquiry about Postdoc Opportunities Date: Wed, 11 Dec 2024 16:21:41 +0000 From: Xue-Mei Li <xue-mei.li(a)epfl.ch> I have an Swiss NSF funded postdoc position. I would be grateful if you would let it known to potential candidate. Postdoc Positions in Stochastic Analysis <https://careers.epfl.ch/job/Lausanne-Postdoc-Positions-in-Stochastic-Analys…> careers.epfl.ch <https://careers.epfl.ch/job/Lausanne-Postdoc-Positions-in-Stochastic-Analys…> <https://careers.epfl.ch/job/Lausanne-Postdoc-Positions-in-Stochastic-Analys…> Regards, Xue-Mei

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SPASS Seminar: Filippo Quattrocchi
by Francesco Grotto 12 Dec '24

12 Dec '24

Dear Colleagues, We would like to invite you to the following SPASS seminar, jointly organized by UniPi, SNS, UniFi and UniSi: *Asymptotics for quantization of probability measures * by Filippo Quattrocchi (IST Austria) The seminar will take place TUE, 17.12.2024 at 11:00 CET in Aula Riunioni, Dipartimento di Matematica, UNIPI and streamed online at the link below. The organizers, A. Agazzi, G. Bet, A. Caraceni, F. Grotto, G. Zanco https://sites.google.com/unipi.it/spass *---------------------------------------------------------* *Abstract: * Quantization is the problem of approximating a given probability measure using discrete measures, supported on a prescribed number n of points. One of the fundamental questions is: At what rate does the minimal quantization error (measured in Wasserstein distance) tend to 0 as n grows? A classical answer is given by Zador's theorem. I will discuss this result along with some new findings on a variation of the problem, in which the discrete approximating measures are additionally constrained to be uniform. This talk is based on the work arXiv:2408.12924.

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Reminder: The 1st Hybrid Workshop on Smart Ports 2024
by Marco Corazza 12 Dec '24

12 Dec '24

Dear All, We are are pleased to remind you about the *1st Hybrid Workshop on Smart Ports 2024 – From Theory to Practice: Bridging Technology, Society, and Environment,* jointly organized by the Ca’ Foscari University of Venice, Italy, the University of Tuscia, Italy, and the University of Le Havre, France. The workshopo will take pleace on December 16, 2024. The workshop is designed to be an opportunity for comparison, networking, and collaboration among Academia, Industry, and Governments. Please note that, due to limited space, only online attendance is available. Link for online participation - Topic: 1st Hybrid Workshop on Smart Ports 2024 – From Theory to Practice: Bridging Technology, Society, and Environment - Time: December 16, 2024; 09:00 CET - Link: https://unive.zoom.us/j/6495226635?pwd=RGpMQUlGemNlazg4Q2xoWnNibTQ3dz0 9&omn=82809208212 - ID: 649 522 6635 - Passcode: 04Gqzi Below is the workshop program: 09:00 - 09:30 Opening – Chair: Raffaele Pesenti ● Giacomo Pasini (Ca’ Foscari University of Venice, Head of the Department of Economics): Institutional greetings. [onsite] ● Stefano Soriani (Ca’ Foscari University of Venice, Head of the Centro Studi su Economia e Management della Portualità): Institutional greetings. [onsite] ● Enrico Maria Mosconi (University of Tuscia): Maritime activities and circular economy: Towards a new development model. [online] 09:30 - 11:15 Morning session 1 – Chair: Marco Corazza ● Daniela Ambrosino and Haoqi Xie (University of Genova): Yard management: Storage strategies in the maritime container yards. [onsite] ● Davide Giglio (University of Genova): Smart and sustainable ports. [online] ● Roy Cerqueti (Sapienza University of Rome and University of Angers): Methods for assessing the resilience of complex networks and application to airports systems. [onsite] ● Giulio Stella (Autorità di Sistema Portuale del Mare Adriatico Settentrionale): TBA. [onsite] 11:15 - 11:45 Refresh break 11:45 - 13:15 Morning session 2 – Chair: Frédéric Gannon ● Cristian Chiavetta (ENEA): Circular and regenerative approaches for the transition to sustainable port areas. [onsite/online: TBA] ● Benedetta Mantoan (Shipbreaking Platform): Shipyard as circular hubs: Boosting ethical and circular ship recycling. [online] ● Sabrina Rigo and David Stainer (Crowe Bompani): The EU Corporate Sustainability Reporting Directive and its implementation. [onsite] ● Mariarita Tarantino (University of Tuscia): Enhancing port logistics for a circular economy: A systematic literature review on the role of digital product passports and sustainable packaging in European supply chains. [onsite] 14:15 - 16:00 Afternoon session 1 – Chair: Andrea Marchioni ● Anna Maria Delussu (University of Tuscia): Toward a clear definition of Smart Ports: A systematic review and bibliometric analysis of sustainable port development Trends. [onsite] ● Antonio Di Bari (University of Campania), Giovanni Villani (University of Bari), and Marta Biancardi (University of Bari): A sequential real options game model to valuate PPP projects under non-competition right. [online] ● Frédéric Gannon and Arnauld Le Marchand (University of Le Havre): TBA. [onsite] ● Fiore Montini (University of Tuscia): Opportunities and new paths for industrial symbiosis diffusion in Italian port areas. [onsite] 16:00 - 16:30 Refresh break 16:30 - 17:45 Afternoon session 2 – Chair: Anna Maria Delussu ● Alessio Matacera (University of Tuscia): Artificial Intelligence for smart ports. [onsite] ● Carlo Alberto Magni (University of Modena), Andrea Marchioni (University of Udine), and Davide Baschieri (GRAF Spa): Impact of financing and payout policy on the economic profitability of green energy plants. [onsite] ● Marco Corazza and Raffaele Pesenti (Ca’ Foscari University of Venice): Scheduling ship movements in the Port of Venice. [onsite] 17:45 - 18:00 Closing Best regards, Marco Corazza

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Two-year postdoc position at the Scuola Normale Superiore (Pisa)
by Fabrizio Lillo 10 Dec '24

10 Dec '24

Dear colleagues, I would like to advertise the call for a two-year postdoc position at the Scuola Normale Superiore on: “Mathematical Finance on Microstructure of Financial Markets - Networks and Systemic Risk” Deadline for applications: January 2nd 2025 The call, both in Italian and English, as well as instructions for application, can be found here: https://trasparenza.sns.it/archivio22_bandi-di-concorso_0_25129_874_1.html Do not hesitate to contact me for further information. Best regards Fabrizio Lillo ---------------------------------------- Fabrizio Lillo Dipartimento di Matematica, Università di Bologna Scuola Normale Superiore, Pisa ITALY Personal website: fabriziolillo.wordpress.com University website: www.unibo.it/sitoweb/fabrizio.lillo <http://fabriziolillo.wordpress.com/> phone: +39 050509159

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affiliazione...
by Faggionato, Alessandra 09 Dec '24

09 Dec '24

Buongiorno scusate il secondo messaggio. Correggo l'affiliazione: Ivailo Hartarsky e' Ricercatore CNRS presso l'Institut Camille Jordan, Université Claude Bernard Lyon 1. Grazie! Alessandra ************************************************* Prof. Alessandra Faggionato https://www1.mat.uniroma1.it/people/faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 123, first floor *************************************************

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Seminario di Ivailo Hartarsky alla Sapienza
by Faggionato, Alessandra 09 Dec '24

09 Dec '24

Buongiorno, la prossima settimana Ivailo Hartarsky (ENS, Lione) sarà ospite del Dipartimento di Matematica dell'Università La Sapienza. Lunedì 16 terrà un seminario. Sotto trovate i dettagli. Grazie Saluti Alessandra %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% When: Monday 16 December, 16:00. Room: Sala di Consiglio, Department of Mathematics, Sapienza University of Rome Speaker: Ivailo Hartarsky (ENS, Lyon) Title: Catalan percolation Abstract: In Catalan percolation, one declares the edges {i,i+1}, for integer i, *occupied* and each edge {i,j} with j> i+1 *open* independently with probability p. For k> i+1, we recursively define {i,k} to be *occupied*, if {i,k} is open and both {i,j} and {j,k} are occupied for some j in {i+1,...,k-1}. The model was introduced by Gravner and Kolesnik in the context of polluted bootstrap percolation, but is tightly linked with Catalan structures and oriented percolation. We establish that the critical parameter of the model is strictly between the natural lower and upper bounds given by 1/4 and the critical probability of oriented site percolation on Z^2 respectively. The most challenging part of the proof is a strict inequality for the critical parameter of an oriented percolation model with non-decaying infinite range dependencies, not relying on the Aizenman--Grimmett argument for essential enhancements. The talk is based on joint work with Eleanor Archer, Brett Kolesnik, Sam Olesker-Taylor, Bruno Schapira and Daniel Valesin available at https://arxiv.org/abs/2404.19583. -- ************************************************* Prof. Alessandra Faggionato https://www1.mat.uniroma1.it/people/faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 123, first floor *************************************************

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Seminar DE ANGELIS
by Stefano Pagliarani 09 Dec '24

09 Dec '24

Dear all, On December 10th, in the classroom Aula E2, Department of Computer Science and Engineering of the University of Bologna, the following seminar will take place: * 15:00-16:00: Tiziano DE ANGELIS "A PROBABILISTIC VIEW ON FREE BOUNDARY PROBLEMS" as part of the cycle Stochastics and Applications. The abstract is available at https://www.dm.unibo.it/seminari/mat/serials/36. For any question, please contact the organizer: Stefano Pagliarani (stefano.pagliarani9(a)unibo.it) ------------------------------------------------------------------------------------------------------------------------ Stefano Pagliarani, Associate Professor Piazza di Porta S. Donato, 5 University of Bologna (Alma Mater) 40126 Bologna (BO), Italy Department of Mathematics Cell. Phone +39 366 5013755 Email: stepagliara1(a)gmail.com<mailto:stepagliara1@gmail.com>, <mailto:stefano.pagliarani9@unibo.it> stefano.pagliarani9(a)unibo.it<mailto:stefano.pagliarani9@unibo.it> Zoom: https://unibo.zoom.us/j/3755841669 -----------------------------------------------------------------------------------------------------------------------

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Seminari Padova - Pablo Lopez Rivera e Nicolas Agote
by alekos.cecchin＠unipd.it 06 Dec '24

06 Dec '24

Buongiorno a tutti, Vorremmo segnalarvi che venerdì prossimo (13 Dicembre) in aula 2BC30 (Torre Archimede, Università di Padova) ci saranno due seminari per il ciclo di seminari in Probabilità e Finanza di: 1) Pablo López Rivera (Université Paris Cité) <https://www.ljll.fr/lopezrivera/> https://www.ljll.fr/lopezrivera/ Title: Functional inequalities in the discrete setting and the Poisson-Föllmer Process Date: December 13, 2024, at 14:30, room 2BC30 Abstract: Functional inequalities are a ubiquitous tool in probability, since they help us quantify the convergence to equilibrium of ergodic Markov processes and imply good concentration properties. In the continuous setting, the Gaussian measure is a central object, since it satisfies both a Poincaré and a log-Sobolev inequality. In particular, Caffarelli's contraction theorem states that the optimal transport map pushing forward the Gaussian towards a measure which is more log-concave than it is 1-Lipschitz, a fact that allows us to extend these inequalities to those measures. Can we prove an analogous result in the discrete setting if we replace the Gaussian by the Poisson distribution? The type of measures that can arise as a pushforward of a discrete distribution is very limited; in addition, the lack of a chain rule in the discrete setting hinders the argument used in the continuous setting. In the first part of the talk, I will show how these obstacles can be overcome via a stochastic proof based on an entropy-minimizing process constructed by Klartag and Lehec, which we call the Poisson-Föllmer process. In the second part of the talk I will also use this process to give a stability result for Wu's log-Sobolev inequality, the Poissonan analog of the Gaussian one.. 2) Nicolas Agote (Universidad de Buenos Aires) Title: The potential method for community detection Date: December 13, 2024, at 15:30, room 2BC30 Abstract: The Stochastic Block Model (SBM) is a random graph model where nodes are (randomly) partitioned into classes, or communities, which share a common label, and edges are (randomly) added between each pair of nodes depending on their community membership. It is a very popular model to study the community detection problem, where the aim is to predict the communities given a sample graph. In this talk we will explore the potential estimators, which exploit information obtained via random walks, specifically expected first visit times to some subset of revealed nodes, to predict the community structure. We will show that they allow for strongly consistent and efficient estimations, particularly for small subsets of nodes. This work has been done in collaboration with Inés Armendáriz (UBA), Pablo Ferrari (UBA), and Florencia Leonardi (USP). Vi aspettiamo numerosi! Alberto Chiarini e Alekos Cecchin Sito web del seminario: https://www.math.unipd.it/~chiarini/seminars/

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Seminars in Statistics at Collegio Carlo Alberto - S. Pulido (ENSIIE) and K. Ray (Imperial College London)
by Matteo Giordano 06 Dec '24

06 Dec '24

SEMINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO <https://www.google.com/url?q=https://www.carloalberto.org/events/category/s…> Venerdì 13/12/2024, presso il Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente doppio seminario: ------------------------------------------------ 11.00-12.00 Speaker: Sergio Pulido (ENSIIE) Title: Polynomial Volterra processes Abstract: Recent studies have extended the theory of affine processes to the stochastic Volterra equations framework. In this talk, I will describe how the theory of polynomial processes extends to the Volterra setting. In particular, I will explain the moment formula and an interesting stochastic invariance result in this context. Potential applications to fractional volatility models will be discussed. This is joint work with Eduardo Abi Jaber, Christa Cuchiero, Luca Pelizzari and Sara Svaluto-Ferro. 12.00-13.00 Speaker: Kolyan Ray Title: Bayesian nonparametric inference in a McKean-Vlasov model Abstract: We study nonparametric estimation of the interaction term in a McKean-Vlasov model where noisy observations are drawn from the nonlinear parabolic PDE arising in the mean-field limit as the number particles grows to infinity. In this model, the long-time invariant state can be uninformative about the interaction potential. We therefore show that under certain regularity conditions on the initial state, the short-time behaviour of this system contains sufficient information to consistently recover the interaction potential using Gaussian process priors. This involves establishing a stability-type estimate for this PDE to solve the resulting inverse problem. ------------------------------------------------ Sarà possibile il seminario anche in streaming: chiunque volesse collegarsi è pregato di inviare una email entro *mercoledì 11/12/2024 * a matteo.giordano(a)unito.it <mailto:matteo.giordano@unito.it> Il webinar è organizzato dalla "de Castro" Statistics Initiative (www.carloalberto.org/stats <http://www.carloalberto.org/stats>) in collaborazione con il Collegio Carlo Alberto. Cordiali saluti, A presto, Matteo Giordano Assistant Professor (RTDA) Department of Economics, Social Studies, Applied Mathematics and Statistics (ESOMAS) www.matteogiordano.weebly.com <https://matteogiordano.weebly.com/>

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