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seminario
by Brunero Liseo 31 Aug '16

31 Aug '16

Avviso di Seminario When September 8th 2016, 14:30 Where Sapienza Università di Roma facoltà di Economia Aula Fanfani, V piano Viale del Castro Laurenziano, 9 Speaker *Federico Camerlenghi* Università Luigi Bocconi, Milano Titolo *Distribution theory for hierarchical processes with statistical applications* Abstract In Bayesian nonparametrics, a large amount of literature has been carried out under the assumption that observations are exchangeable. However in a large variety of applications this may appear too restrictive, a typical example is when data are generated by different experiments: even if these experiments may be related, they have some specific features that induce heterogeneity across observations. In such a situation data are usually divided into different groups, and a more appropriate assumption is partial exchangeability. In particular the construction of dependent random probability measures to deal with partially exchangeable observations has recently attracted great attention in Bayesian nonparametric literature. In this talk we define and investigate general classes of nonparametric priors, namely hierarchical models, based on transformations of completely random measures. We are able to study all the analytical properties, i.e. the random partition structure, the predictive distributions and the posterior characterization of the processes. Finally some relevant applications to species sampling problems and survival analysis will be discussed. (This is a joint work with A. Lijoi, P. Orbanz and I. Prunster.) -- ============================================ Brunero Liseo *Dip. di metodi e modelli per il territorio, l'economia e la finanza * *Sapienza Università di Roma* *Viale Castro Laurenziano, 9 Roma I-00161 *Tel. +39 06 49766973 Fax +39 06 4957606 *http://www.memotef.uniroma1.it/users/liseo-brunero <http://www.memotef.uniroma1.it/users/liseo-brunero>* =============================================

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seminario Steven Scott (Google) 2/9 in Bicocca
by fabio.bellini 30 Aug '16

30 Aug '16

Cari colleghi, vi segnalo che il giorno venerdì 2 settembre alle ore 17, presso la Aula Martini al piano interrato dell'edificio U6, Steven Scott, Director of Statistics Research at Google, terrà un seminario su Predicting the Present with Bayesian Structural Time Series This article describes a system for short term forecasting based on an ensemble prediction that averages over different combinations of predictors. The system combines a structural time series model for the target series with regression component capturing the contributions of contemporaneous search query data. A spike-and-slab prior on the regression coefficients induces sparsity, dramatically reducing the size of the regression problem. Our system averages over potential contributions from a very large set of models and gives easily digested reports of which coefficients are likely to be important. We illustrate with applications to initial claims for unemployment benefits and to retail sales. Although our exposition focuses on using search engine data to forecast economic time series, the underlying statistical methods can be applied to more general short term forecasting with large numbers of contemporaneous predictors (joint work with Hal Varian). L'evento è organizzato in collaborazione con Innovation Pub e sarà seguito da un piccolo rinfresco. Sarà inoltre possibile seguire lo streaming su http://streaming.unimib.it/.

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Third StaTalk on Computational Tools for Statistical Modelling.
by Clara Grazian 29 Aug '16

29 Aug '16

Dear all, we are pleased to announce that the third meeting of the *StaTalk* series will be held at *Facoltà di Economia di Sapienza Università di Roma *on *September 9, 2016*. StaTalks are one-day workshops on statistical topics during which the hosting group introduces and overviews the main research interests of their members. Aimed at Master’s and PhD students, as well as at post-docs and young researchers, StaTalks are intended to be informal gatherings which allow for a more proficient interaction between presenters and participants. They typically feature some introductory tutorials on the main workshop theme and a few seminars that overview more advanced research topics, still kept at an expository level. StaTalks are thus a great opportunity to become acquainted with the workshop main topic, as well as to share and update one's knowledge on the interface of Statistical research in an easy and informal atmosphere. StaTalks are endorsed by Y-SIS ( https://sites.google.com/site/youngsocietaitalianastatistica/) the young section of the Italian Statistical Society. The topic of the third StaTalk will be on *Computational Tools for Statistical Modelling*. We will present and discuss both standard and new computational methods which represents fundamental tools for new challenging applications, such as economic, finance, genetic and official statistics. *Programme* *09.30-10.00 *Opening *10.00-10.40 *Christian Macaro (SAS System) "*A mixture of heterogeneous models with time dependent weights*" *10.40-11.10* Coffee break *11.10-11.50* Clara Grazian (MEMOTEF Department) "*Modelling financial dependence through approximate Bayesian inference*" *11.50-12.30* Stefano Vaccari (MEMOTEF Department) "*Pricing in the Presence of Social Learning: Modelling Information Aggregation in a Competitive Market*" *12.30-14.30* Lunch break *14.30-15.10 *Andrea Tancredi (MEMOTEF Department) "*A Bayesian approach for de-duplication, record linkage and inference with linked data.*" *15.10-15.50 *Luca Tardella (Department of Statistical Science) "*Alternative approaches for approximating marginal likelihood.*" *15.50-16.30* Davide Di Cecco (ISTAT) "*Towards the use of administrative sources in official statistics: Some examples of methodologies for administrative multi source integration utilized at ISTAT.*" *16.30-17.00 *Closing Additional info can be found at the workshop page https://sites.google.com/site/youngsocietaitalianastatistica/events/statalk… or by writing to clara.grazian(a)uniroma1.it. REGISTRATION to the third StaTalk is now open. *No conference fees are due, but registration is mandatory*, using the form available on the website. Clara Grazian PhD in Statistics Research Fellow *Memotef* *Facoltà di Economia* *Sapienza Università di Roma* via del Castro Laurenziano 9, 00161, Roma

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Padova: call for interest for two positions at the level of Associate Professor
by Tiziano Vargiolu 25 Aug '16

25 Aug '16

Call for interest for two positions at the level of Associate Professor ============================================================= The Department of Mathematics of the University of Padova is seeking to fill two positions at the level of Associate Professor through direct appointment (Italian "chiamata diretta") or open competitive selection (Italian "concorso"). The call is open to scientists working in Mathematics or Computer Science. Candidates must be in possession of the Italian Scientific Qualification as Associate Professor ("abilitazione scientifica nazionale di seconda fascia") or hold a position equivalent to that of Italian Associate Professor at a foreign University or Research Institute. Candidates are asked to submit (at direzione(a)math.unipd.it) their CV and a letter of interest by 5th September 2016. Prospective candidates will be invited to the Department of Mathematics for a seminar talk and discussion with members of the Department. The Department plans to decide by the end of October 2016 whether to proceed with direct appointment or open competitive selection. In the case of open competitive selection a choice of the area (Italian "settore concorsuale) will be made and the selection is expected to take place in the first half of 2017. Tiziano -------------------------------------------------------------------------- Tiziano Vargiolu Dipartimento di Matematica Phone: +39 049 8271383 Universita' di Padova Fax: +39 049 8271428 Via Trieste, 63 E-mail: vargiolu(a)math.unipd.it I-35121 Padova (Italy) WWW: http://www.math.unipd.it/~vargiolu -------------------------------------------------------------------------- ---------- Forwarded message ---------- Date: Mon, 25 Jul 2016 09:00:28 +0200 From: Marco Ferrante <ferrante(a)math.unipd.it> To: afferenti(a)math.unipd.it Subject: Call per PA di settembre Cari colleghi, nelle news di dipartimento con link http://www.math.unipd.it/it/news/?id=1894 abbiamo inserito la call in inglese presentata all'ultimo CdD per le due posizioni da PA che valuteremo a settembre. Vi invito a segnalarla ai colleghi che voleste contattare Marco -- Prof. Marco Ferrante Dipartimento di Matematica Universit? degli Studi di Padova Via Trieste 63 , I-35121 Padova - ITALY Tel: +39-0498271366 Fax: +39-0498271499 E-Mail: ferrante(a)math.unipd.it URL: http://www.math.unipd.it/~ferrante

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International Conference on "Credit Solutions for the Real Economy: Implications for Investors, Financial Stability and Policy Design" in Venice - Programme
by GRETA Associati 18 Aug '16

18 Aug '16

15th INTERNATIONAL CONFERENCE C R E D I T 2016 *Credit Solutions for the Real Economy: Implications for Investors, Financial Stability and Policy Design *Venice, Italy 6 - 7 October 2016 The objective of the Conference is to bring together academics, practitioners and PhD students working in the area of risk management. The conference this year focuses on *New Credit Solutions for the Real Economy and their Implications for Investors, Financial Stability and Policy Design *and will provide an opportunity for participants engaged in research at the forefront of this area to discuss both the causes and implications of recent events in financial markets and may, in turn, suggest fruitful directions for future research. The Conference is the *fifteenth *of a series dedicated to various aspects of credit risk. The *co-sponsors* of the Conference are *GRETA Associati* (Venice, Italy), *Intesa Sanpaolo *(Milan, Italy), the*European Investment Fund *(Luxembourg), *Research Center SAFE *at Goethe University Frankfurt (Frankfurt, Germany) and *European Investment Bank__*(Luxembourg). The Conference is organised under the auspices of the *Department of Economics of the University Ca Foscari of Venice*, *ABI - Italian Banking Association__*and*European Investment Bank Institute*. The Scientific Committee for the Conference consists of: *Loriana Pelizzon *(Systemic Risk Lab, SAFE - Goethe University, Ca Foscari University of Venice & GRETA, Programme Chair), *Francesca Campolongo *(JRC Unit Financial and Economic Analysis), *Marco Da Rin *(Tilburg University), *Helmut Kraemer-Eis *(European Investment Fund), *Jan Pieter Krahnen *(SAFE - Goethe University Frankfurt),*Adair Morse *(University of California, Berkeley), *Steven Ongena *(University of Zurich, SFI & CEPR) and *Stephen Schaefer *(London Business School) PROGRAMME Thursday, October 6 2016 9.00 - 9.15_Welcome and Opening Remarks _*Monica Billio* (Ca Foscari University of Venice) *Loriana Pelizzon* (Systemic Risk Lab, SAFE - Goethe University & CaFoscari University of Venice, Programme Chair) 9.15 - 11.00_Session I: Alternative and Digital Financing I _Key-note talk: *Adair Morse* (University of California, Berkeley) /Payment Instruments, Enforceability and Development: Evidence from Mobile Money Technology/, Thorsten Beck (City University London & CEPR), Haki Pamuk (Tilburg University & Wageningen University), Ravindra Ramrattan (FSD Kenya & Tilburg University) and *Burak R. Uras* (Tilburg University & European Banking Center) /How Does P2P Lending Fit Into the Consumer Credit Market?/, *Calebe deRue* (Frankfurt School of Finance & Management), Loriana Pelizzon (Systemic Risk Lab, SAFE - Goethe University & Ca Foscari University of Venice) and Paolo Tasca (SAFE - Goethe University Frankfurt & London School of Economics) 11.45 - 12.45_Session II: Credit Risk _/Keeping It Personal or Getting Real? On the Drivers and Effectiveness of Personal versus Real Loan Guarantees/, *Sergio Mayordomo *(Bank of Spain), Antonio Moreno (University of Navarra), Steven Ongena (University of Zurich, Swiss Finance Institute & CEPR) and María Rodríguez-Moreno (University of Navarra) /Default Risk Premium in Credit and Equity Market: A New Approach for Structural Model Estimation/, Alessandro Beber (City University London), *Raffaele Corvino* (City University London) and Gianluca Fusai (Università del Piemonte Orientale, Novara) 14.15 - 15.30_Session III: The Role of the Public Sector in Promoting the Development of Alternative Financing Channels _*Helmut Kraemer-Eis* (European Investment Fund) *Luca Bertalot* (European Mortgage Federation - European Covered Bond Council (EMF-ECBC)) *Christian Thun* (European DataWarehouse GmbH) 15.30 - 16.30_Poster Session 1 _ 16.30 - 17.30_Session IV: Alternative and Digital Financing II _/Informational Synergies in Consumer Credit/, *Martin Hibbeln* (University of Duisburg-Essen), Lars Norden (Getulio Vargas Foundation, Praia de Botafogo), Piet Usselmann (Braunschweig Institute of Technology) and Marc Gürtler (Braunschweig Institute of Technology) /The Evolution of the Bitcoin Economy: Extracting and Analyzing the Network of Payment Relationships/, *Paolo Tasca* (SAFE - Goethe University Frankfurt & London School of Economics), Shaowen Liu (Deutsche Bundesbank) and Adam Hayes (University of Wisconsin, Madison & The New School, New York) Friday, October 7 2016 9.00 - 10.45_Session V: Financing SME _Key-note talk: *Thomas Hellman* (Oxford Said Business School) /Assessing Italian SME and Mini-bond Issuer Credit Worthiness/, Edward I. Altman (NYU Stern, NYU Salomon Center & Classis Capital S.p.A), Maurizio Esentato (Classis Capital S.p.A) and *Gabriele Sabato* (Classis Capital S.p.A) /Support for the SME Supporting Factor - Multi-Country Empirical Evidence on Systematic Risk Factor for SME Loans/, *Michel Dietsch* (ACPR Banque de France), Klaus Düllmann (European Central Bank), Henri Fraisse (ACPR Banque de France), Philipp Koziol (European Central Bank) and Christine Ott (Deutsche Bundesbank) 11.30 - 13.15_Session VI: Credit and Unconventional Monetary Policies _Key-note talk:*Philipp Hartmann* (European Central Bank) /The Effect of Central Bank Liquidity Injections on Bank Credit Supply/, Luisa Carpinelli (Bank of Italy) and *Matteo Crosignani* (NYU Stern) /The Demand and Supply of Mortgage Rate Fixation Periods. Managing Interest Rate Risk and Credit Risk in a Low Rate Environment/, Christoph Basten (Swiss Financial Market Supervisory Authority & ETHZ), *Benjamin Guin* (Bank of England) and Cathérine Koch (Bank for International Settlements) 14.30 - 16.00_PANEL Session_ 16.00 - 17.00_Poster Session 2 _17.00 - 18.00_Session VII: Bank Business Models _/Nothing Special about Banks: Competition and Bank Lending in Britain, 1885-1925/, *Fabio Braggion* (Tilburg University & CentER), Narly Dwarkasing (University of Bonn) and Lyndon Moore (University of Melbourne) /Bank Business Models at Zero Interest Rates/, André Lucas (VU University Amsterdam & Tinbergen Institute), Julia Schaumburg (VU University Amsterdam & Tinbergen Institute) and *Bernd Schwaab* (European Central Bank) REGISTRATION To register for the Conference you are requested to complete the registration form that is available on our website (http://www.greta.it/credit/credit2016/credit2016.htm <file:///http://www.greta.it/credit/credit2016/credit2016.htm>). Registration fees are: Early registrationLate registration (within August 31st)(from September 1st on) Academics: 250 Euro + VAT300 Euro + VAT Practitioners: 800 Euro + VAT1000 Euro + VAT PhD Students*: 80 Euro + VAT130 Euro + VAT *VAT is currently 22%* For participants presenting a paper there are no fees. *Students will have to provide valid proof of their student status. The registration fees cover: Admission to all scientific sessions; Lunches and coffee service during the Conference; Conference kit. The registration fees do not fully cover the conference dinner on October 6th, 2016, for which there is an extra charge of 80.00 Euro per person (conference attendees as well as accompanying persons). For more detailed information (registration, accommodation and Conference venue), please refer to the Conference website: http://www.greta.it/credit/credit2016/credit2016.htm <file:///http://www.greta.it/credit/credit2016/credit2016.htm> GRETA Associati San Polo, 2605 - 30125 Venice, ITALY Phone : +39 041 5238178 - Fax : +39 041 5286166 e-mail: credit(a)greta.it <mailto:credit@greta.it> website: _www.greta.it_ <http://www.greta.it/>

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[Gnampa] Bando Giovani Ricercatori Enti Pubblici di Ricerca (fwd)
by Tiziano Vargiolu 11 Aug '16

11 Aug '16

---------- Forwarded message ---------- Date: Fri, 05 Aug 2016 18:06:26 +0200 From: Presidente INdAM <presidente(a)altamatematica.it> To: gnampa(a)lists.altamatematica.it, gncs(a)lists.altamatematica.it, gnfm(a)lists.altamatematica.it, gnsaga(a)lists.altamatematica.it Subject: [Gnampa] Bando Giovani Ricercatori Enti Pubblici di Ricerca Cari Colleghi, vi informo che, a seguito del decreto ministeriale ?Assunzione di giovani ricercatori negli Enti Pubblici di Ricerca?, ? stato bandito un Concorso Pubblico per Titoli ed Esami per l?assunzione di un Ricercatore a Tempo Indeterminato, III Livello professionale, presso l?Istituto Nazionale di Alta Matematica ?F. Severi?. Il bando scade il giorno 7 settembre 2016 alle ore 18. Le informazioni si trovano nella pagina web: http://www.altamatematica.it/it/node/517 dove, oltre al bando e al modulo di domanda, si trova il link al sito dove poter presentare telematicamente le candidature. Cordiali saluti, Giorgio Patrizio Presidente INdAM gnampa(a)lists.altamatematica.it, gncs(a)lists.altamatematica.it, gnfm(a)lists.altamatematica.it, gnsaga(a)lists.altamatematica.it ---------------------------------------------------------------- This message was sent using IMP, the Internet Messaging Program. _______________________________________________ Gnampa mailing list Gnampa(a)lists.altamatematica.it http://lists.altamatematica.it/cgi-bin/mailman/listinfo/gnampa

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Fwd: Lecturer in Mathematics at the University of Dundee
by Rigo Pietro 08 Aug '16

08 Aug '16

Salve, ho ricevuto questa lettera, che, a prima vista, sembra attendibile. Quindi, ve la giro. Pietro Rigo ---------- Forwarded message ---------- From: Mariya Ptashnyk (Staff) <m.ptashnyk(a)dundee.ac.uk> Date: 2016-08-06 17:00 GMT+02:00 Subject: Lecturer in Mathematics at the University of Dundee To: "pietro.rigo(a)unipv.it" <pietro.rigo(a)unipv.it> Dear Professor Rigo, I would like to bring the advert below to your attention and would be grateful if you could forward it to suitable candidates. With kind regards, Mariya Ptashnyk =============================================================== Lecturer in Mathematics at the University of Dundee The School of Science and Engineering at the University of Dundee is looking to appoint a number of outstanding academics to form a cohesive expansion in the development of interdisciplinary research and innovative, research-led teaching. Among these posts we are looking to recruit a *Lecturer in Mathematics (Teaching & Research)* in the general area of *Stochastic Processes and Probability *to join our team. We particularly encourage applicants with an expertise in risk or complexity in either natural or manmade systems. Candidates working on applications to finance and/or industry would be especially welcome, but we are open to all areas of application. Further details https://ig5.i-grasp.com/fe/tpl_uod01.asp?newms=jj& id=96848&aid=14197 Salary range: Grade 7-8 ( £34,576 to £46,414) depending on experience. Closing date: 16 August 2016 Job Ref: SSEN0055 Mariya Ptashnyk Division of Mathematics University of Dundee Fulton Building, Dundee DD1 4HN mptashnyk(a)maths.dundee.ac.uk The University of Dundee is a registered Scottish Charity, No: SC015096

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Fwd: Departmental Lecturer in Mathematical Finance (fwd)
by Tiziano Vargiolu 08 Aug '16

08 Aug '16

https://www.maths.ox.ac.uk/node/16466 The Mathematical Institute proposes to appoint a Departmental Lecturer in Mathematical Finance. This is a 3 year fixed-term position starting from 1st January 2017 or as soon as possible thereafter. The Departmental Lecturer will be expected to have an outstanding research record in Mathematical or Computational Finance and will be expected to engage in advanced study and academic research in the area. The Departmental Lecturer will be responsible to lecture and teach (principally but not exclusively) graduate students, and will contribute to the academic administration of the Mathematical and Computational Finance research group and the wider department. The Departmental Lecturer will lead independent research projects or specific areas of research within a broad programme. The successful candidate will be expected to hold a relevant Ph.D/D.Phil. He/she will have the ability to carry out research to an international excellent standard in Mathematical Finance, as evidenced by a strong publication record and familiarity with the existing literature and research with sufficient specialist knowledge in the discipline to develop research projects and methodologies Applicants should read the job description before writing their applications. As part of the online application, the applicant will be required to upload a statement setting out how she or he meets the selection criteria, a curriculum vitae including details of teaching and other relevant experience, and the names and contact details of three referees. The applicant is responsible for asking his or her referees to send their references by the closing date. Please direct informal enquiries to the Administrative Assistant (email: vacancies(a)maths.ox.ac.uk) quoting vacancy reference 124786. Applications for this vacancy are to be made online. To apply for this post and for further details, including the job description and selection criteria, please click on the link below: https://www.recruit.ox.ac.uk/pls/hrisliverecruit/erq_jobspec_version_4.jobs pec?p_id=124786 Only applications received before 12:00 noon UK time on Monday 19th September 2016 can be considered. Committed to equality and valuing diversity. Miss Nims Damney Administrative Assistant Mathematical Institute, Andrew Wiles Building Radcliffe Observatory Quarter, Woodstock Road Oxford, OX2 6GG Tel: 01865 (2) 73518

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Workshop on Random Processes in Discrete Structures (Warwick): Deadline Approaching
by Elisabetta Candellero 04 Aug '16

04 Aug '16

Dear all, I would like to remind you of the "*Workshop on Random Processes in Discrete Structures*", which I am organizing at Warwick together with Alexandre Stauffer (Bath). The workshop is about recent advances on random processes on graphs and other discrete structures, including percolation, voter model, contact processes and random graphs, and will take place at the *University of Warwick *from *Tuesday 30th of August *until *Friday 2nd of September 2016*. More information (including the list of speakers, details about the accommodation, and a description of how to reach Warwick campus) can be found on the official website http://www2.warwick.ac.uk/fac/sci/statistics/crism/workshops/randomprocesses . Registration is FREE but COMPULSORY (mainly for catering purposes). If you would like to register to this event, please send an email to E.Candellero(a)warwick.ac.uk including the subject "Workshop on Random Processes in Discrete Structures" by **Tuesday 9th of August**. I'm looking forward to seeing many of you there! Best regards, Elisabetta Candellero

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assegno di ricerca a Pisa
by Marco Romito 04 Aug '16

04 Aug '16

Alla pagina https://www.unipi.it/ateneo/bandi/assegni/pra2016/matematica/31ago2016/inde… è stato pubblicato un bando (disponibile in italiano e inglese) per un assegno di ricerca annuale presso il dipartimento di Matematica dell'università di Pisa con scadenza il 31 agosto 2016 su ``Studio di fenomeni singolari in problemi deterministici e stocastici'' Per ulteriori informazioni: Marco Romito romito(a)dm.unipi.it A call for a one-year ``assegno di ricerca'' is open, with deadline August 31, 2016, at the department of Mathematics, Pisa university, on ``Analysis of singular phenomena in deterministic and stochastic problems'' The details of the call (english and italian versions available) can be found at https://www.unipi.it/ateneo/bandi/assegni/pra2016/matematica/31ago2016/inde… For further information: Marco Romito romito(a)dm.unipi.it

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