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Logic, Uncertainty and Games Summer School
by hykel hosni 06 Apr '18

06 Apr '18

*FINAL CALL FOR APPLICATIONS* Logic, Uncertainty and Games Summer School (LUG2018) Lake Como School of Advanced Studies 9th-13th July 2018 Aims and structure ================== The goal of the Logic, Uncertainty and Games School is to contribute towards the creation of cross-disciplinary common grounds for research on rational reasoning and (interactive) decision making under uncertainty. To this end the School will feature three eight-hour tutorials delivered by leading experts in the fields of Logic, Uncertainty and Games. Each tutorial is followed by one (or more) example-class session aimed at developing in greater detail one specific topic (e.g. the full proof of a theorem or a generalisation of a notion which is being used in a particular case). Finally, graduate students and junior researchers will deliver Work-in-progress sessions. This will provide them a unique opportunity to receive feedback from the School lecturers, while developing strong inter-disciplinary communication skills. The summer school is co-located with the LOFT 2018 workshop, to be held on the following week (16-18 July) at Bocconi University, Milan Confirmed tutorial speakers =========================== Logic ~~~~~ Sophie Pinchinat (Department of Electrical Engineering and Computer Science, University of Rennes 1) Uncertainty ~~~~~~~~~~~ Sujoy Mukerji (School of Economics and Finance, Queen Mary London) Games ~~~~~ Burkhard C. Schipper (Department of Economics, University of California, Davis) Closing lecture ~~~~~~~~~~~~~~~ Joe Halpern (Computer Science Department, Cornell University) How to apply ============ We invite applications from up to 35 advanced postgraduate students and early career researchers from Economics, Computer Science, Philosophy, and related disciplines to participate. The application process will be competitive and participants will be selected according to research interests and, whenever meaningful, publications. To apply visit [http://lucg.lakecomoschool.org/application/] In case you intend to give a presentation, you should add to your application: - the title of your talk - one page abstract of your contribution Registration fees ================= There is a registration fee of 250 euro (VAT 22% included) which covers all lectures; course material; wi-fi connections; lunches and coffee breaks; social dinner. Limited financial support may be available for strong applicants who do not have access to funding, please see the application webpage for details. Deadlines ========= - Application: April 10, 2018 - Notification of acceptance: May 2, 2018 - Registration (only accepted students): May 15, 2018 School Directors ================ Pierpaolo Battigalli, Università Bocconi, pierpaolo.battigalli(a)unibocconi.it Hykel Hosni, Università degli studi di Milano and Università Bocconi hykel.hosni(a)unibocconi.it Massimo Marinacci, Università Bocconi, massimo.marinacci(a)unibocconi.it

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Seminario LISEO
by Matteo Ruggiero 06 Apr '18

06 Apr '18

STATISTICS SEMINARS @ COLLEGIO CARLO ALBERTO Venerdì 13 Aprile 2018, alle ore 12:00, presso il nuovo edificio del Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario: ------------------------------------------------ Brunero LISEO (Università di Roma La Sapienza) MODELLING PREFERENCE DATA WITH THE WALLENIUS DISTRIBUTION The Wallenius distribution is a generalisation of the Hypergeometric distribution where weights are assigned to balls of different colours. This naturally defines a model for ranking categories which can be used for classification purposes. Since, in general, the resulting likelihood is not analytically available, we adopt an approximate Bayesian computational (ABC) approach for estimating the importance of the categories. We illustrate the performance of the estimation procedure on simulated datasets. Finally, we use the new model for analysing two datasets about movies ratings and Italian academic statisticians' journal preferences. The latter is a novel dataset collected by the authors. This is a joint work with Clara Grazian and Fabrizio Leisen. ------------------------------------------------ Tutti gli interessati sono invitati a partecipare. Il seminario è organizzato dalla "de Castro" Statistics Initiative (www.carloalberto.org/stats) in collaborazione con il Collegio Carlo Alberto. Cordiali saluti, Matteo Ruggiero --- Matteo Ruggiero University of Torino and Collegio Carlo Alberto www.matteoruggiero.it

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Seminar by Giacomo Livan, UCL April 19, 2018 11:00 AM @Bologna, Viale Filopanti 5 Aula Studio (ex Sala Biblioteca)
by Giacomo Bormetti 06 Apr '18

06 Apr '18

? Dear all, Thursday April 19, 2018 at 11:00 AM in Aula Studio (ex Sala Biblioteca) 1st floor, Viale Filopanti, 5 Bologna. Giacomo Livan University College London will present Detecting and measuring bias in online platforms: A Network Science approach The last few years have witnessed the rise of the Sharing Economy, a collection of decentralized online platforms whose users exchange knowledge, goods, and resources on a peer-to-peer basis. Sharing Economy platforms are often praised for their meritocratic approach, where all participants, regardless of their gender or ethnicity, receive the same opportunities to emerge through digital peer review mechanisms. Yet, they have recently come under fire due to reports of discriminatory behaviours and manipulations of their reputation systems. This raises an important question: are Sharing Economy platforms fair marketplaces, where all participants operate on a level playing field, or are they large-scale online aggregators of offline human biases? In this talk I will address this question on a number of examples, showing how online platforms can be represented in terms of networks, and how this allows to detect and measure some of the biases that might affect their users' behaviour. In particular, I will present clear evidence of avoidance between users from different ethnic backgrounds on Airbnb, and I will show how user reputation scores are distorted by the widespread practice of reciprocating highly positive ratings in a variety of platforms. I will conclude by discussing how these findings can be used to provide platform design recommendations, aimed at exposing and possibly reducing the biases we detect, in support of a fairer and more inclusive growth of Sharing Economy platforms. ? Feel free to forward this message to anyone who is potentially interested in. Best, Giacomo Giacomo Bormetti Professore associato Metodi matematici per l'economia e le scienze attuariali e finanziarie Dipartimento di Matematica, Università di Bologna?

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From Blockchain&Bitcoin to Distributed Ledger Technologies, Smart Contracts and Cryptocurrencies in Finance
by Daniele Marazzina 06 Apr '18

06 Apr '18

Con preghiera di diffusione ________________________________ Da: qfinlab(a)polimi.it Oggetto: From Blockchain&Bitcoin to Distributed Ledger Technologies, Smart Contracts and Cryptocurrencies in Finance Il Nicola Bruti Liberati Quantitative Finance Lab del Dipartimento di Matematica del Politecnico di Milano organizza nei giorni 9-10 maggio 2018 la conferenza >From Blockchain&Bitcoin to Distributed Ledger Technologies, Smart Contracts and Cryptocurrencies in Finance La conferenza si svolge nell’ambito dell'iniziativa Polimi Fintech Journey grazie al supporto di Deloitte Consulting. Allego il programma in pdf. La conferenza si rivolge al mondo accademico e a quello dell’industria finanziaria con l’intenzione di fare il punto attorno a tre temi: aspetti tecnologici legati al mondo DLT e degli smart contracts, i risvolti economici e finanziari di questi strumenti, le potenziali applicazioni al mondo della finanza. La conferenza ha un taglio multidisciplinare con l’intervento di esperti informatici e del mondo della finanza, esponenti dell’industria finanziaria e delle autorità di regolazione, La conferenza sarà preceduta da un tutorial che intende fornire un’introduzione sulla tecnologia di questi strumenti. Per dettagli sul programma e per la registrazione si prega di consultare il sito https://www.mate.polimi.it/fintech/. Emilio Barucci

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[EVENT] Statalk2018@Polimi - REGISTRATION IS OPEN
by Matteo Fontana 06 Apr '18

06 Apr '18

Dear Random; The next StaTalk will be held in a month, on the 4th of May 2018 at Politecnico di Milano. The title of StaTalk@Polimi is "Complex Data and Real World Applications". StaTalks are one-day events organized by PhD students in statistics and related fields of different universities all around Italy. This time the StaTalk is organized and hosted by Department of Mathematics of Politecnico. StaTalk@Polimi is focused on giving a perspective on the modern challenges of applied statistics, combining novel statistical techniques with challenging problems in different application fields such as Neuroimaging, Smart Cities, Climate and Earth Sciences, and Administrative Data Analysis. You can have additional information about the schedule of the event, the topics and the speakers on the Statalk@Polimi website: https://statalk2018polimi.github.io/ Attendance is free but registration is required for organizational reasons. Save the date! For any additional information or questions you can contact us at statalk2018(a)polimi.it<mailto:statalk2018@polimi.it> Matteo Fontana for the StaTalk Organizing Committee

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Fwd: Avviso seminario_Carlo Orrieri _10 aprile 2018_ore 11:45
by Stefano Bonaccorsi 05 Apr '18

05 Apr '18

Carissimi, il Dipartimento di Matematica dell'Università di Trento invita gli interessati al seguente seminario:Controlled interacting particle systems *martedì 10 Aprile 2018* *Luogo: *Dipartimento di Matematica, via Sommarive, 14 - Povo (TN) - Aula Seminari "-1" *Ore*: 11:45 *Relatore * - *Carlo Orrieri *(Università di Roma la Sapienza) *Abstract:* We want to connect the optimal control of Vlasov-type PDEs with large systems of controlled interacting particles. The main difference towards the classical mean-field theory is the presence of a central planner influencing the dynamic. In order to rigorously develop a limit theory for this problem we employ the concept of Gamma-convergence. We finally discuss some connections with large deviations theory. The talk is mostly based on a joint paper with M. Fornasier, S. Lisini and G. Savare. *Referente*: Stefano Bonaccorsi

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Seminar by Giacomo Livan, UCL April 19, 2018 11:00 AM @Bologna, Viale Filopanti 5 Aula Studio
by Giacomo Bormetti 05 Apr '18

05 Apr '18

Dear all, Thursday April 19, 2018 at 11:00 AM in Aula Studio (ex Sala Biblioteca) 1st floor, Viale Filopanti, 5 Bologna. Giacomo Livan University College London will present Detecting and measuring bias in online platforms: A Network Science approach The last few years have witnessed the rise of the Sharing Economy, a collection of decentralized online platforms whose users exchange knowledge, goods, and resources on a peer-to-peer basis. Sharing Economy platforms are often praised for their meritocratic approach, where all participants, regardless of their gender or ethnicity, receive the same opportunities to emerge through digital peer review mechanisms. Yet, they have recently come under fire due to reports of discriminatory behaviours and manipulations of their reputation systems. This raises an important question: are Sharing Economy platforms fair marketplaces, where all participants operate on a level playing field, or are they large-scale online aggregators of offline human biases? In this talk I will address this question on a number of examples, showing how online platforms can be represented in terms of networks, and how this allows to detect and measure some of the biases that might affect their users' behaviour. In particular, I will present clear evidence of avoidance between users from different ethnic backgrounds on Airbnb, and I will show how user reputation scores are distorted by the widespread practice of reciprocating highly positive ratings in a variety of platforms. I will conclude by discussing how these findings can be used to provide platform design recommendations, aimed at exposing and possibly reducing the biases we detect, in support of a fairer and more inclusive growth of Sharing Economy platforms. ? Feel free to forward this message to anyone who is potentially interested in. Best, Giacomo Giacomo Bormetti Professore associato Metodi matematici per l'economia e le scienze attuariali e finanziarie Dipartimento di Matematica, Università di Bologna

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Roma Tre 10-04-2018: Hubert Lacoin, Wetting and Layering for Solid-and-Solid
by Pietro Caputo 30 Mar '18

30 Mar '18

SEMINARIO Probabilita' Hubert Lacoin (IMPA, Rio de Janeiro, Brasil) Titolo: Wetting and Layering for Solid-and-Solid Martedi' 10 Aprile 2018 ORE 14:30 Dipartimento di Matematica e Fisica Universita' degli Studi Roma Tre Largo San Leonardo Murialdo,1 - Pal.C - AULA 311 Abstract Solid-on-Solid (SOS) was introduced in the early 50s as a simplified model for lattice interfaces. It is believed to display the same low temperature behavior as three-dimensiona systems with phase coexistence while being considerably easier to analyze. The objective of this talk is to present the result we recently obtained for SOS interacting with a solid substrate, which is the problem associated with the following energy functional $$ V(phi)=eta sum_{xsim y}|phi(x)-phi(y)|-sum_{x}left(h{f 1}_{{phi(x)=0}}-infty{f 1}_{{phi(x)<0}} ight), $$ for $(phi(x))_{xin mathbb Z^2}$ (the graph of $phi$ representing the interface). We prove that for eta sufficiently large, there exists a decreasing sequence $(h^*_n(eta))_{nge 0}$, satisfying $lim_{n oinfty}h^*_n(eta)=h_w(eta)$, and such that: (A) The free energy associated with the system is infinitely differentiable on $mathbb R setminus left({h^*_n}_{nge 1}cup h_w( eta) ight)$, and not differentiable on ${h^*_n}_{nge 1}$. (B) For each nge 0 within the interval $(h^*_{n+1},h^*_n)$ (with the convention $h^*_0=infty$), there exists a unique translation invariant Gibbs state which is localized around height $n$, while at a point of non-differentiability, at least two ergodic Gibbs states coexist. The respective typical heights of these two Gibbs states are $n-1$ and $n$. The value $h^*_n$ corresponds thus to a first order layering transition from level $n$ to level $n-1$.

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[WORKSHOP] Stochastic Analysis, Geometry and Statistics at Imperial College London, June 21-22
by Brigo, Damiano 27 Mar '18

27 Mar '18

Workshop on Stochastic Analysis, Geometry and Statistics at Imperial College London, June 21-22, 2018. http://www.imperial.ac.uk/sagest-2018/ Invited speakers: Michael Betancourt (Symplectomorphic, LLC) David Elworthy (Warwick) Peter Friz (TU Berlin) Mark Girolami (Alan Turing Institute) Karen Haberman (Bonn) Martin Hairer (Imperial College London) Yves Le Jan (Université Paris-Sud) Xue-Mei Li (Imperial College London) Terry Lyons (Oxford) Nigel Newton (Essex) James Norris (Cambridge) Grigorios Pavliotis (Imperial College London) Giovanni Pistone (Turin) Amanda Turner (Lancaster) ORGANISING COMMITTEE John Armstrong (KCL) Damiano Brigo Thomas Cass CONFERENCE SECRETARIAT Claudio Bellani Emilio Rossi Ferrucci FUNDING BODIES CFM - Imperial Institute of Quantitative Finance Department of Mathematics, Imperial College London Department of Mathematics, King's College London London Mathematical Society CONTACTS AND REGISTRATION http://www.imperial.ac.uk/sagest-2018/contacts-and-registration/ ------ Prof. Damiano Brigo Chair at the Department of Mathematics Mathematical Finance and Stochastic Analysis Groups Imperial College London www3.imperial.ac.uk/people/damiano.brigo

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HFFE2018 CALL FOR PAPERS @ Scuola Normale Superiore
by Daniele Tantari 26 Mar '18

26 Mar '18

Dear colleagues, we are pleased to announce the workshop *Frontiers in High-Frequency Financial Econometrics * that will be held at Scuola Normale Superiore in Pisa (Italy) on 28-29 September 2018. The aim of the Workshop is to bring together leading experts and young researchers in the field of financial econometrics and mathematical finance with application to high-frequency finance. The main purpose is to listen to new ideas, and discuss about future perspective in the field. The organizers encourage submissions of papers on any topic within the overall theme of the conference with a special emphasis on the following areas: realized (co)variance estimation and forecasting, high-frequency finance, liquidity and price discovery, market microstructure analysis. The scientific committee of the workshop consists of: Giacomo Bormetti (University of Bologna), Fulvio Corsi (University of Pisa), Fabrizio Lillo (University of Bologna), Maria Elvira Mancino (University of Florence), Stefano Marmi (Scuola Normale Superiore), Davide Pirino (University of Rome "Tor Vergata"), Roberto Renò (University of Verona) *CALL FOR PAPERS* *Both papers and extended abstracts (max 4 pages) are accepted for presentation in a regular session or a poster session.* The final program of the workshop will include both submitted and invited papers. Our keynote speakers are: - *Yacine Ait-Sahalia *(Princeton University) - *Nikolaus Hautsch* (University of Vienna) - *André Lucas *(VU University Amsterdam) - *Mathieu Rosenbaum *(Ecole Polytechnique) For more information on submission and registration, see the attached flyer and the conference website https://www.hffe2018sns.com/ or contact hffe.workshop(a)gmail.com *Important dates:* Submission of a complete paper or extended abstract: May 31th, 2018 Decision: June 30th, 2018 Registration deadline: August 15th, 2018 On behalf of the organizing committee, Best Regards, Daniele Tantari

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