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Seminar announcement [ A. Zalinescu at UniTn Dept.Math. FBK-CIRM initiative ]
by Luca di persio 16 Apr '18

16 Apr '18

Dear all, this is to announce the following: *Joint Seminar*: Dipartimento di Matematica – Centro Internazionale per la Ricerca Matematica (CIRM) BSDEs with time-delayed generators and associated path-dependent nonlinear Kolmogorov equations Thursday, 19th of April 2018 *Place*: Dipartimento di Matematica, via Sommarive, 14 - Povo (TN) - Aula Seminari "-1" Time: 10:30 *Speaker*: Adrian Zalinescu (Universitatea Alexandru Ioan Cuza - Iaşi, Romania) *Abstract*: We study the existence and uniqueness for a path-dependent nonlinear Kolmogorov equation. The result is obtained by a stochastic approach, by proving a new type of nonlinear Feynman–Kac representation formula associated to a backward stochastic differential equation with time–delayed generator which is of non–Markovian type. The initiative is funded by the Research in Pairs project [ FBK-CIRM - https://cirm.fbk.eu/research-pairs ] “PATH DEPENDENT PARTIAL DIFFERENTIAL EQUATIONS WITH NONLINEAR BOUNDARY CONDITIONS” ( L. Di Persio, L. Maticiuc, A. Zalinescu ) __ 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 <http://www.hpa8.com/>

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Seminario Prof. Mercuri (presso Dip. Scienze Statistiche, Roma)
by Alessandro Degregorio 16 Apr '18

16 Apr '18

------------------------------------------------------------ ----------------- A v v i s o d i S e m i n a r i o ------------------------------------------------------------ ----------------- Venerdì 20 Aprile 2018, ore 15 ------------------------------------------------------------ ----------------- *Stanza 34Dipartimento di Scienze Statistiche* *Sapienza Università di Roma* Prof. Lorenzo Mercuri (Università di Milano) Estimation and Simulation of Higher Order CARMA and COGARCH Models Abstract: We show how to simulate and estimate Higher Order CARMA and COGARCH Models in the R package yuima. The usage of continuous time models allows us to manage irregularly spaced data (for example in financial time series due to weekends, holidays and breaks during the trading hours) without considering any missing data imputation method. Several routines for simulation and estimation are discussed. The flexibility of the package is due to the fact that the user is allowed to choose several parametric L\'evy distributions for the increments. Tutti gli interessati sono invitati a partecipare. Saluti Alessandro De Gregorio -- ___________________________________________ *Il tuo 5 diventa 1000* Fai crescere la tua università Dona il 5 per mille alla Sapienza Codice fiscale: *80209930587* https://www.uniroma1.it/it/pagina/fai-crescere-la-tua-universita-con-il-cin… <https://www.uniroma1.it/it/pagina/fai-crescere-la-tua-universita-con-il-cin…>

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Postdocs in NYU-Shanghai
by Roberto Fernandez 16 Apr '18

16 Apr '18

NYU Shanghai invites applications for a number of postdoctoral fellowship positions from candidates with teaching and research interest in mathematical sciences or related disciplines. The fellows will also be part of the NYU-ECNU Institute of Mathematical Sciences at NYU Shanghai. The main scientific themes include theories and applications of probability and nonlinear partial differential equations. The fellows will work closely with faculty mentors, and will interact with groups at NYU Shanghai, including visiting scholars, ECNU, and NYU. The fellows are expected to present their work in seminars and related workshops or conferences. These positions include teaching activities of up to 20 hours per week (averaged over the whole academic year), which may include leading recitation sections, holding office hours, grading, etc. The positions are available starting August 1, 2018, and a later starting date in some cases are also possible, with either one-year or two-year terms, with the possibility to extend. Compensation and benefits will be comparable to international standards and the fellows may also be eligible for small travel grants. Applications are requested as soon as possible, preferably during early March, 2018 and will be considered on a rolling basis as soon as they arrive. To be considered, applicants should submit a letter of intent, curriculum vitae, and the names and addresses of two or more individuals willing to provide letters of reference to mathpostdoc.shanghai(a)nyu.edu. Please visit our website at https://shanghai.nyu.edu/about/work/fellowships for more information and instructions on how to apply. If you have any questions, please email mathpostdoc.shanghai(a)nyu.edu. Roberto Fernandez Department of Mathematics Utrecht University http://www.staff.science.uu.nl/~ferna107 Present address: New York University Shanghai Room 1149-3, 1555 Century Avenue, +8621 2059 5192 Pudong, Shanghai, rf87(a)nyu.edu China 200122

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Expression of interest for Full Professorship in Venice
by Marco LI CALZI 14 Apr '18

14 Apr '18

Il Dipartimento di Management dell’Università Ca’ Foscari Venezia ha pubblicato un avviso per manifestazioni d’interesse ad una chiamata in prima fascia finanziata sui fondi MIUR di Eccellenza in relazione a temi di “Analytical Intelligence in Management”. Al candidato selezionato sarà successivamente affidata la selezione di due RTD-B per creare un gruppo di ricerca. Per maggiori dettagli si rinvia ai link https://www.akadeus.com/announcement,a3755.html <https://www.akadeus.com/announcement,a3755.html> https://inomics.com/job/call-for-expressions-of-interest-for-a-full-profess… <https://inomics.com/job/call-for-expressions-of-interest-for-a-full-profess…> Con preghiera di diffusione. Cordialmente, marco licalzi. ___________________________ Marco Li Calzi Department of Management Università Ca' Foscari Venezia San Giobbe, Cannaregio 873 30121 Venezia, Italy Tel.: (+39) 041 234-6925 Fax: (+39) 041 234-7444 E-mail: licalzi(a)unive.it WWW: http://virgo.unive.it/licalzi -- Nota automatica aggiunta dal sistema di posta.

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Call for application! Master in Economics and Finance (IMEF) 2018/2019 - University Ca’ Foscari of Venice
by Roberto Casarin 13 Apr '18

13 Apr '18

Gentili colleghi, con preghiera di diffusione, invio la "call for applications" relativa all'International Master in Economics and Finance dell'Università Ca' Foscari di Venezia. cordiali saluti Roberto Casarin The 25th May 2018 is the deadline for the application to the new edition of the International Master in Economics and Finance (IMEF) - University Ca' Foscari of Venice. For more detailed information please visit: *www.unive.it/imef* *New Edition!** ** After 20 years of IMEF, we are pleased to announce that this new edition will include new courses, that will be still taught by the members of our *International Faculty* <http://www.unive.it/pag/33235/> * Students will benefit from new scholarship provided by our major sponsor: *Prometeia <https://www.prometeia.it/home> and Generali*. * Specialized 4th term and *internship-Prometeia* reserved to IMEF students recruited by Prometeia during the 2nd term. *Why choose IMEF?** *1) IMEF provides a highly qualified programme thanks to its prestigious *International Faculty* <http://www.unive.it/pag/33235/> 2) Students’ Placement is supported directly by IMEF Secretariat and the Director of the Programme. Please have a look to the Former students' experience. Over the past editions, the *Placement rate reached 100%*. See past students: *http://www.unive.it/pag/33229/* 3) Attending IMEF courses will introduce you to *high quality jobs*, which wouldn’t be achievable with only a Master’s Degree title. 4) Preparation for the admission to *PhD Programmes*. *For further information*: Monica Andrighetti <imef(a)unive.it>, tel. 041 234 9108. Best regards Roberto Casarin -- Roberto Casarin Professor of Econometrics IMEF Director University Ca' Foscari, Venice Address: San Giobbe 873/b 30121 Venezia, Italy Phone: +39 041.234.91.49 Web: http://venus.unive.it/r.casarin/ IMEF: http://www.unive.it/imef/ -- Nota automatica aggiunta dal sistema di posta.

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DEC statistics seminars - April 19
by Sandra Fortini 13 Apr '18

13 Apr '18

Dear all, We are glad to announce the next DEC - Statistics Seminar Thursday, April 19 12:30 Meeting room 3-e4-sr03, Via Roentgen 1, 3rd floor Pietro Muliere (Bocconi University) The two-armed Bayesian nonparametric beta-Stacy bandit problem Kind regards, Raffaella Piccarreta and Isadora Antoniano The DEC statistics seminars schedule is available at http://www.unibocconi.eu/statseminar ATTENTION: If you are a guest and you do not have a Bocconi ID Card to access to the Bocconi Buildings, please communicate your participation by sending an email to arianna.colombo(a)unibocconi.it In addition, we suggest to print, fill out and send the attached form (to give your consent to personal data handling) via email to the same address. In this way, the check-in procedure at the entrance will be faster and easier. ****************************** ********************* Isadora Antoniano Villalobos Assistant Professor DEC - Department of Decision Sciences, Bocconi University, via Guglielmo Röntgen 1 (3rd floor, room D1-16). 20136, Milano. email : isadora.antoniano(a)unibocconi.it Web page: http://faculty.unibocconi.eu/isadoraantonianovillalobos *************************************************** --- Dai il tuo 5x1000 alla Bocconi. Aiuta gli studenti meritevoli a costruire il proprio futuro. CF 80024610158. www.unibocconi.it/5x1000 Please note that the above message is addressed only to individuals filing Italian income tax returns. 5x1000 is a percentage of Italian personal income tax that taxpayers can allocate to Universities, scientific research and non profit organizations. ---

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Avviso seminario_Giovanni Zanco_16 aprile 2018_ore 11:00
by Stefano Bonaccorsi 13 Apr '18

13 Apr '18

Carissimi, il Dipartimento di Matematica dell'Università di Trento invita gli interessati al seguente seminario: A mean-field model with discontinuous coefficients for interacting neurons *Lunedì 16 aprile 2018* *Luogo*: *Aula seminari (piano terra)* *Dipartimento di Fisica* *Ore*: 15:00 Relatore: - *Giovanni Alessandro Zanco* (IST Wien) Abstract: We propose a new stochastic model for a system of interacting neurons that follow an integrate-and-fire dynamics with interaction that depends on the (random) spatial configuration of neurons and with discontinuous coefficients. We prove strong well-posedness of the resulting system of SDEs and study the mean-field limit as the number of particles tends to infinity. We obtain a Fokker-Planck-type PDE and show that it has a unique weak function-valued solution, obtained as the limit of the laws of the empirical measures for the system of particles. *Referente:* Stefano Bonaccorsi

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Fwd: Sujet de thèse à diffuser
by RITA GIULIANO 13 Apr '18

13 Apr '18

Buongiorno. Informo i possibili interessati che Il Prof.Faïcel Chamroukhi, (Universita' di Caen) https://chamroukhi.users.lmno.cnrs.fr/ cerca studenti in tesi in statistica. Il soggetto di tesi e' disponibile all'indirizzo https://chamroukhi.users.lmno.cnrs.fr/phd-training-positions/These-DeepMoE-… Cordiali saluti Rita Giuliano

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rtd-a position in MAT/06 at the University of Trento
by Stefano Bonaccorsi 12 Apr '18

12 Apr '18

The Department of Mathematics of the University of Trento (henceforth referred to as "the Department") has just opened a call for a junior researcher position (Ricercatore a tempo determinato di tipo a) in the area of Probability/Stochastic Processes. Candidates are expected to hold a Ph.D. and to have a good publication record in the area of Probability/Stochastic Processes. The successful candidate is expected to participate in the activities of the research group in Stochastic Processes. The successful candidate will be required to provide lecturing and tutoring activities in the area of Probability and Mathematical Statistics (typically one course per year). The position is a fixed-term contract of employment for three years, renewable for a further two years. At the end of the period, the Department will have the opportunity to open a call for a tenure-track position in the same area. Applications should be submitted exclusively through the web sitehttp://www.unitn.it/ateneo/bando-dr-valcomp/50780/valutazione-comparativa-a-n-1-posto-di-ricercatore-a-tempo-determinato-tipo-a-l-2402010-settore-co The deadline is May 10 2018 at 13:00 CEST. Incomplete applications, or application submitted after that deadline, will not be considered. For information on the scientific aspects of the positions, please contact the Head of Department at direttore.maths(a)unitn.it (current Head is Professor Andrea Caranti) For information on preparing and submitting the application, please contact the Personnel Office for Professors and Researchers (by telephone on +39 0461 283348 or +39 0461 283306, by email at recruitment(a)unitn.it)

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Bayesian Inference and Approximations of High-Dimensional Network Models: PhD e postdoc all'Universita' del Sussex, UK
by Enrico Scalas 12 Apr '18

12 Apr '18

Car* collegh*, al Dipartimento di Matematica dell'Universita' del Sussex abbiamo due bandi aperti sul tema: Bayesian Inference and Approximations of High-Dimensional Network Models. 1. Research fellow http://www.sussex.ac.uk/about/jobs/research-fellow-in-mathematics-3077 2. PhD http://www.sussex.ac.uk/study/fees-funding/phd-funding/view/911-Bayesian-In… 3. Inoltre potrebbe interessare anche questa borsa di dottorato su Big Data Machine Learning for Human Behaviour Modelling http://www.sussex.ac.uk/study/fees-funding/phd-funding/view/912-Big-Data-Ma… Cordiali saluti, Enrico Scalas Professor of Statistics and Probability Head of Department, Mathematics University of Sussex, UK

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