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Two open positions at BCAM - Bilbao
by Gianni Pagnini 13 Dec '22

13 Dec '22

Dear colleagues, I would like to remind you that we have open at BCAM in Bilbao two positions: one PostDoc and one Research technician. The Research technician is intended as a bridge contract after the Master and before to start a PhD. The deadline for both positions is the 16th of December 2022, with a possible extension of two weeks. Here are the corresponding links: Postdoc. Research program "Stochastic Modelling and Simulation of Anomalous Diffusion" http://www.bcamath.org/en/research/job/ic2022-10-postdoctoral-fellow-on-eff… <http://www.bcamath.org/en/research/job/ic2022-10-postdoctoral-fellow-on-eff…> Research technician. Research program "Data Analysis for Anomalous Diffusion in Biological Media" http://www.bcamath.org/en/research/job/ic2022-10-research-technician-on-eff… <http://www.bcamath.org/en/research/job/ic2022-10-research-technician-on-eff…> For any question, you can get in contact with me: gpagnini(a)bcamath.org <mailto:gpagnini@bcamath.org> Thank you very much. Sincerely, Gianni Ps: further open positions at BCAM can be found at http://www.bcamath.org/en/research/job <http://www.bcamath.org/en/research/job> — Gianni Pagnini Ikerbasque Research Associate BCAM - Basque Center for Applied Mathematics Alameda de Mazarredo, 14 E-48009 Bilbao, Basque Country - Spain Tel. +34 946 567 842 gpagnini(a)bcamath.org | www.bcamath.org/gpagnini ( matematika mugaz bestalde )

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LUISS Math Seminars: Katia Colaneri, Thursday 15 December
by Alessandro Calvia 13 Dec '22

13 Dec '22

Dear all, I am pleased to announce the next seminar in the LUISS math seminars series. Speaker: Katia Colaneri, Università di Roma Tor Vergata. Title: Some Optimisation Problems in Insurance with a Terminal Distribution Constraint. Abstract: We study two optimisation settings for an insurance company, under the constraint that the terminal surplus at a deterministic and finite time T follows a certain target distribution. First, we allow the insurance company to pay dividends and seek to maximise the expected discounted dividend payments or to minimise the ruin probability under the terminal distribution constraint that the surplus is Gaussian with given mean and variance. Here, we find explicit expressions for the optimal strategies in both cases, when the dividend strategy is updated at discrete points in time and continuously in time. Second, we let the insurance company buy a reinsurance contract for a pool of insured or a branch of business. In this setting we only allow for piecewise constant reinsurance strategies producing a normally distributed terminal surplus, whose mean and variance lead, e.g. to a given Value-at-Risk at some confidence level alpha. We investigate the question which admissible reinsurance strategy produces a smaller ruin probability, if the ruin-checks are due at discrete deterministic points in time. This presentation is based on an joint work with Julia Eisenberg (TU Vienna) and Benedetta Salterini (Univ. of Firenze) The seminar will take place on Thursday, 15 December at 12:00 PM in Room A202 - viale Romania 32, Roma. You can also attend the seminar online, at the link: https://luiss.webex.com/luiss/j.php?MTID=md2a2fee18ee7ce119c87b0babc7754c2 User: w_guest(a)luiss.it<mailto:w_guest@luiss.it> Password: iXqHekc0W7Q Best regards, Alessandro Calvia Alessandro Calvia Assistant Professor Dipartimento di Economia e Finanza Luiss Libera Università Internazionale degli Studi Sociali Guido Carli Viale Romania, 32 - 00197 Roma T +39 0685225907 acalvia(a)luiss.it<mailto:acalvia@luiss.it> www.luiss.it<http://www.luiss.it/> https://luiss.webex.com/meet/acalvia

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Seminar in Statistics - MARTA CATALANO
by Pierpaolo De Blasi 12 Dec '22

12 Dec '22

SEMINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO <https://www.carloalberto.org/events/category/seminars/seminars-in-statistic…> Venerdi 16 Dicembre 2022, alle ore 12.00, presso il Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario: ------------------------------------------------ Speaker: *Marta Catalano* (University of Warwick) Title: *Optimal transport to measure the impact of the prior in Bayesian nonparametrics* Abstract: The Dirichlet process has been pivotal to the development of Bayesian nonparametrics, allowing one to learn the law of the observations through closed-form expressions. Still, its learning mechanism is often too simplistic and many generalizations have been proposed to increase its flexibility, a popular one being the class of normalized completely random measures. Here we investigate a simple yet fundamental matter: will a different prior actually guarantee a different learning outcome? To this end, we develop a new framework for assessing the merging rate of opinions based on three leading pillars: i) the investigation of identifiability of completely random measures; ii) the measurement of their discrepancy through a novel optimal transport distance; iii) the establishment of general techniques to conduct posterior analyses, unravelling both finite-sample and asymptotic behaviour of the distance as the number of observations grows. Our findings provide neat and interpretable insights on the impact of popular Bayesian nonparametric priors, with very mild assumptions on the data-generating process. ------------------------------------------------ Sarà possibile seguire il seminario anche in streaming: Join Zoom Meeting <https://us02web.zoom.us/j/84498069342?pwd=ZkJOcnlNalEybmlEdE1QUGFEczZmdz09> Il seminario è organizzato dalla "de Castro" Statistics Initiative www.carloalberto.org/stats -- Pierpaolo De Blasi University of Torino & Collegio Carlo Alberto carloalberto.org/pdeblasi <https://sites.google.com/a/carloalberto.org/pdeblasi/>

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PhD positions at the Maxwell Institute, Edinburgh
by Ottobre, Michela 09 Dec '22

09 Dec '22

Dear all, Heriot Watt and the Maxwell Institute, Edinburgh, are advertising a number of fully funded PhD Scholarships, of the duration of 3 and a half years. Applications are open in any area of Pure and Applied Mathematics, including (but not restricted to) Algebra, Mathematical Physics, Analysis of PDEs, Inverse Problems, Uncertainty Quantification, Calculus of Variations, Probability, Stochastic Analysis, Numerical Analysis, Mathematical Biology and Ecology, Modelling, Statistics, Computational Science, Actuarial Mathematics etc. The deadline for applications is 23rd of January 2023. We will accept applications also after this deadline, but best chances are before January 23rd. For information on our programmes, see the link below https://www.maxwell.ac.uk/graduate-school/ A description of (many of) the PhD projects offered by the HW research groups can be found here https://www.hw.ac.uk/uk/schools/mathematical-computer-sciences/research/phd… We actively promote Equality, Diversity and Inclusion and welcome applications from all qualified applicants. All the Best, Michela -------------------------------------- Michela Ottobre Associate Professor in Mathematics Heriot-Watt University ________________________________ Founded in 1821, Heriot-Watt is a leader in ideas and solutions. With campuses and students across the entire globe we span the world, delivering innovation and educational excellence in business, engineering, design and the physical, social and life sciences. This email is generated from the Heriot-Watt University Group, which includes: 1. Heriot-Watt University, a Scottish charity registered under number SC000278 2. Heriot- Watt Services Limited (Oriam), Scotland's national performance centre for sport. Heriot-Watt Services Limited is a private limited company registered is Scotland with registered number SC271030 and registered office at Research & Enterprise Services Heriot-Watt University, Riccarton, Edinburgh, EH14 4AS. The contents (including any attachments) are confidential. If you are not the intended recipient of this e-mail, any disclosure, copying, distribution or use of its contents is strictly prohibited, and you should please notify the sender immediately and then delete it (including any attachments) from your system.

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postdoctoral position at Warwick
by Giuseppe Cannizzaro 09 Dec '22

09 Dec '22

Gentili colleghi, vi scrivo per comunicarvi che ho aperto una posizione di postdoc presso l'università Warwick per lavorare con me su argomenti di probabilità, analisi stocastica e meccanica statistica. https://atsv7.wcn.co.uk/search_engine/jobs.cgi?owner=5062452&ownertype=fair… Vi prego di incoraggiare buoni candidati che stanno completando o hanno completato il dottorato a fare domanda. Cari saluti, Giuseppe

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Fw: job announcement 6-year position in Econometrics/Statistics at TU Wien
by Avalos Pacheco, Alejandra 08 Dec '22

08 Dec '22

Buongiorno, ricevo ed inoltro. Alejandra Avalos-Pacheco, PhD ________________________________ From: Ulrike Schneider <ulrike.schneider(a)tuwien.ac.at> Sent: 01 December 2022 09:52 Subject: job announcement 6-year position in Econometrics/Statistics at TU Wien Dear colleagues, the Econometrics group at TU Wien is announcing a job opening for a 6-year assistant professor position (non-tenure track) in Econometrics/Statistics with earliest start date in March 2023. I would be grateful if you could forward the announcement to potentially interested candidates - thank you! Best wishes from Vienna, Ulrike

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Assistant Professor in Mathematics at Dublin City University
by Paolo Guasoni 08 Dec '22

08 Dec '22

The School of Mathematical Sciences in Dublin City University is inviting applications for the post of Assistant Professor in Mathematics. This is a permanent position, involving teaching and research. It is expected that the successful candidate will start in September 2023. Further details are at https://www.dcu.ie/sites/default/files/inline-files/BC221106%20Assistant%20… and the application form at https://www.dcu.ie/hr/vacancies-current-vacancies-external-applicants The closing date for applications being* Friday 6 January 2023*. Please bring this position to the attention of any interested candidates. -- * *Séanadh Ríomhphoist/Email Disclaimer* *Tá an ríomhphost seo agus aon chomhad a sheoltar leis faoi rún agus is lena úsáid ag an seolaí agus sin amháin é. Is féidir tuilleadh a léamh anseo. <https://sites.google.com/view/seanadh-riomhphoist>* *This e-mail and any files transmitted with it are confidential and are intended solely for use by the addressee. Read more here. <https://sites.google.com/view/dcu-email-disclaimer>* * -- <https://www.facebook.com/DCU/> <https://twitter.com/DCU> <https://www.linkedin.com/company/dublin-city-university> <https://www.instagram.com/dublincityuniversity/?hl=en> <https://www.youtube.com/user/DublinCityUniversity>

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(PMS)^2 talk - Mario Maurelli - December 13 at 17.30
by Margherita Zanella 07 Dec '22

07 Dec '22

Dear colleagues, We are happy to announce the following online talk: Speaker: Mario Maurelli(Università di Pisa). Title: A McKean-Vlasov SDE and particle system with interaction from reflecting boundaries. Abstract: We consider a one-dimensional McKean-Vlasov SDE on a domain and the associated meanfield interacting particle system. The peculiarity of this system is the combination of the interaction, which keeps the average position prescribed, and the reflection at the boundaries; these two factors make the effect of reflection non local. We show path-wise well-posedness for the McKean-Vlasov SDE and convergence for the particle system in the limit of large particle number. Joint work with Michele Coghi, Wolfgang Dreyer, Peter K. Friz, Paul Gajewski, Clemens Guhlke. Date and time: Tuesday December 13, 17:30-18:30 (Rome time zone) Link: Entra nella riunione in Zoom https://polimi-it.zoom.us/j/92900386273?pwd=dG1xTUtsN0JpaFl2TWlzRTJ1a0lBZz09 ID riunione: 929 0038 6273 Passcode: 638099 This talk is part of the (PMS)^2: Pavia-Milano Seminar series on Probability and Mathematical Statistics organized jointly by the universities Milano-Bicocca, Pavia, Milano-Politecnico. Participation is free and welcome! Best regards The organizers (Carlo Orrieri, Maurizia Rossi, Margherita Zanella)

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Seminario del Dott. Ascari - 14 dicembre 16.00
by Enea Bongiorno 07 Dec '22

07 Dec '22

Buongiorno, con piacere segnalo il seguente seminario: -------------------------------- 14 dicembre ore 16.00 - aula 203, campus Perrone, via Perrone, 18, Novara. Università del Piemonte Orientale. - on-line: meet.google.com/yvq-ccbt-pzt Dott. Roberto Ascari Università di Milano-Bicocca Title: The flexible Latent Dirichlet Allocation Abstract: Over recent years, text modeling techniques have been employed in several applications, including the detection of latent topics in text documents. A widespread statistical tool for topic modeling is the Latent Dirichlet Allocation (LDA), which allows for a document representation in terms of topic composition. A well-known limitation of the LDA is related to the stiffness of the Dirichlet prior imposed on the topic distributions. To consider a richer dependence structure, we propose a generalization of the Dirichlet distribution as an alternative distribution, namely the flexible Dirichlet (FD). The FD is a distribution defined on the simplex space allowing for a finite mixture structure. This choice introduces additional parameters in the LDA, and ensures more flexibility, still maintaining the model interpretability, as well as conjugacy to the multinomial model. The latter property allows for a Collapsed Gibbs Sampling-based estimation procedure. The generalization of the LDA based on the FD distribution is illustrated via an application to a real dataset. ----------------------------------- Tutti gli interessati sono invitati a partecipare. Cordiali saluti, Enea -- Enea Bongiorno,PhD Associate Professor of Statistics Università degli Studi del Piemonte Orientale Via Perrone 18, 28100, Novara, Italia Phone: +390321375317 enea.bongiorno(a)uniupo.it upobook.uniupo.it/enea.bongiorno

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SPASS seminar: Milo Viviani - TUE 13.12 at 14:00
by Andrea Agazzi 07 Dec '22

07 Dec '22

Dear Colleagues, We would like to invite you to the following SPASS <https://sites.google.com/unipi.it/spass> seminar, jointly organized by UniPi, SNS, UniFi and UniSi: *On the infinite dimension limit of invariant measures and solutions of Zeitlin's 2D Euler equations* by Milo Viviani (Centro de Giorgi, Scuola Normale Superiore di Pisa) The seminar will take place in person on *TUE, 13.12.2022 at 14:00 CET* in Aula Seminari, Department of Mathematics, University of Pisa and streamed online here <https://meet.google.com/gji-phwo-vbg>. The organizers, A. Agazzi, G. Bet, A. Caraceni, F. Grotto, G. Zanco https://sites.google.com/unipi.it/spass -------------------------------------------- *Title: **On the infinite dimension limit of invariant measures and solutions of Zeitlin's 2D Euler equations* *Abstract: **In this talk we consider a finite dimensional approximation for the 2D Euler equations on the sphere, proposed by V. Zeitlin, and show their convergence towards a solution of the Euler equations with marginals distributed as the enstrophy measure. The method relies on nontrivial computations on the structure constants of the Poisson algebra of functions on S², that appear to be new. Finally, we discuss the problem of extending our results to Gibbsian measures associated with higher Casimirs, via Zeitlin’s model.*

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Seminar Wager @Bocconi - 12Dec at 12:00
by Giacomo Zanella 06 Dec '22

06 Dec '22

We are glad to announce the following hybrid seminar: Monday, 12 of December 2022 at 12:00 In person: Room 3-E4-SR03, floor 3, Bocconi University, Via Roentgen 1, Milan Zoom link: https://unibocconi-it.zoom.us/j/95882011831; Meeting ID: 958 8201 1831 Speaker: Stefan Wager (Stanford University) Title: Learning from a Biased Sample Abstract: The empirical risk minimization approach to data-driven decision making assumes that we can learn a decision rule from training data drawn under the same conditions as the ones we want to deploy it under. However, in a number of settings, we may be concerned that our training sample is biased, and that some groups (characterized by either observable or unobservable attributes) may be under- or over-represented relative to the general population; and in this setting empirical risk minimization over the training set may fail to yield rules that perform well at deployment. Building on concepts from distributionally robust optimization and sensitivity analysis, we propose a method for learning a decision rule that minimizes the worst-case risk incurred under a family of test distributions whose conditional distributions of outcomes Y given covariates X differ from the conditional training distribution by at most a constant factor, and whose covariate distributions are absolutely continuous with respect to the covariate distribution of the training data. We apply a result of Rockafellar and Uryasev to show that this problem is equivalent to an augmented convex risk minimization problem. We give statistical guarantees for learning a robust model using the method of sieves and propose a deep learning algorithm whose loss function captures our robustness target. We empirically validate our proposed method in simulations and a case study with the MIMIC-III dataset. Best regards, Giacomo Zanella

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Corso Marta CATALANO (University of Warwick)
by Matteo Ruggiero 05 Dec '22

05 Dec '22

Cari colleghi, nell’ambito del programma di Visiting Professors della Laurea Magistrale in Stochastics and Data Science dell’Università di Torino (il programma completo è consultabile alla pagina https://www.master-sds.unito.it/go/visiting) con piacere annunciamo il seguente corso: -------------------------------------- MARTA CATALANO (University of Warwick) DEPENDENT NONPARAMETRIC PRIORS VIA COMPLETELY RANDOM MEASURES Bayesian nonparametrics provides a natural framework for performing flexible inference with principled quantification of uncertainty. The main ingredients are discrete random measures, whose laws act as prior distribution for infinite-dimensional parameters and, combined with the data, provide their posterior distribution. Recent works use dependent random measures to perform simultaneous inference across multiple samples. The borrowing of strength across different samples is regulated by the dependence structure of the random measures, with complete dependence corresponding to maximal sharing of information and fully exchangeable observations. In these lectures we start from the notion of completely random measure and describe several ways of introducing dependence between them. Different models may still induce the same amount of borrowing of information, measured by an index of dependence. In the two sample case, this is often achieved by second order summaries of the joint distribution through linear correlation. In the multivariate scenario, we characterise dependence in terms of distance from exchangeability by relying on optimal transport. This allows for informed prior elicitations and provides a fair ground for model comparison. -------------------------------------- Il corso si svolgerà solo in presenza secondo il seguente calendario Lez 1: mar 13/12: 14-16 - Aula 4 Lez 2: mer 14/12: 9.15-11.15 - Aula 4 Lez 3: mer 14/12: 14-16 - Aula 30 Lez 4: gio 15/12: 14-16 - Aula 11 Sede dei corsi: Corso Unione Sovietica 218/bis, 10134, Torino Il corso è rivolto agli studenti della Laurea Magistrale ma la partecipazione è aperta a tutti gli interessati. Cordiali saluti, Matteo Ruggiero --- Matteo Ruggiero University of Torino and Collegio Carlo Alberto www.matteoruggiero.it

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Fwd: Postdoc jobs
by Matteo Ruggiero 05 Dec '22

05 Dec '22

ricevo e inoltro --- Matteo Ruggiero University of Torino and Collegio Carlo Alberto www.matteoruggiero.it > Inizio messaggio inoltrato: > > Da: Andreas Kyprianou <ak257(a)bath.ac.uk> > Oggetto: Postdoc jobs > Data: 5 dicembre 2022 08:42:23 CET > > A number of postdoc openings, please distribute to any potential candidates: > > https://atsv7.wcn.co.uk/search_engine/jobs.cgi?owner=5062452&ownertype=fair… <https://www.google.com/url?q=https://atsv7.wcn.co.uk/search_engine/jobs.cgi…> > > (To help explain the context: I am moving to Warwick from 1st Jan). > > Queries to Andreas Kyprianou (a.e.kyprianou(a)gmail.com <mailto:a.e.kyprianou@gmail.com>)

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post-doc grant at UNIFI
by Maria Elvira Mancino 03 Dec '22

03 Dec '22

Title: Non Gaussian multivariate time series models with applications to economics and finance. Deadline: 9/1/2023 link: https://bandi.miur.it/bandi.php/public/fellowship/id_fellow/224520 -- Maria Elvira Mancino, PhD Professor of Mathematical Finance Head of the Department of Economics and Management University of Firenze Via delle Pandette, 9 50127 Firenze https://www.unifi.it/p-doc2-2014-0-A-2b333931392b-1.html

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Thematic semester 2023 at Centre Henri Lebesgue
by Alessandra OCCELLI 01 Dec '22

01 Dec '22

Dear Colleagues, The Centre Henri Lebesgue is organising a thematic semester in probability that will take place in the summer semester 2023 between Angers, Nantes, Rennes and Roscoff. The semester consists in a series of conferences and summer schools on various topics, such as * Reflected Brownian motion: [ https://www.lebesgue.fr/en/40yearsRBM | https://www.lebesgue.fr/en/40yearsRBM ] * Probability and dynamics: [ https://www.lebesgue.fr/en/prody | https://www.lebesgue.fr/en/prody ] * Branching processes: [ https://www.lebesgue.fr/en/BPAA | https://www.lebesgue.fr/en/BPAA ] * Polymers and self-avoiding walks: [ https://www.lebesgue.fr/en/polywalks | https://www.lebesgue.fr/en/polywalks ] * Random nodal domains: [ https://www.lebesgue.fr/en/nodaldomain | https://www.lebesgue.fr/en/nodaldomain ] * Mean field models: [ https://www.lebesgue.fr/en/meanfield | https://www.lebesgue.fr/en/meanfield ] * Processes and heat kernels with symmetries: [ https://www.lebesgue.fr/en/heat | https://www.lebesgue.fr/en/heat ] The complete list of events can be found on the website [ https://www.lebesgue.fr/fr/ST2023 | https://www.lebesgue.fr/en/ST2023 ] . I would appreciate if you could circulate this announcement to those who may be interested. In particular, the CHL has allocated funds to cover accommodation and participation costs of some PhD students and young researchers. I hope many of you will join the West of France next year! Best regards, Alessandra Occelli

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Families in times of accelerated societal and demographic changes workshop - 11-14 January
by Sara Pillan 01 Dec '22

01 Dec '22

Buongiorno, segnaliamo, con preghiera di diffusione, l'opportunità di partecipare al workshop "*Families in times of accelerated societal and demographic changes*" dall'11 al 14 gennaio 2023. Il workshop si terrà nel complesso dell'antico monastero Terme San Marco a Monteortone, Abano Terme (Pd, Italy). News: https://www.unipd.it/news/families-times-accelerated-societal-and-demograph… ******** Organised jointly by the University of Lausanne and Padova, the workshop “Families in times of accelerated societal and demographic changes” will take place on January 11-14 2023 in Monteortone, Abano Terme (Italy). This workshop aims to allow early career scholars and senior researchers to discuss in both formal and informal ways cutting-edge papers, suggesting new hypothesis, specific case studies and comparative studies around the themes of family changes in challenging times. *CALLS FOR PARTICIPATION:* Open to: • Up to 28 PhD students, postdocs and early career scholars • coming from either European and not European University • having an interest in family studies • willing to present a paper in this field • the call is open to researchers with different backgrounds: e.g. Sociologists, Demographers, Psychologists, Statisticians, Economists… • a good command of English as a working language is also required.

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8 PhD positions in Berlin-Oxford IRTG
by Tiziano De Angelis 01 Dec '22

01 Dec '22

The Berlin-Oxford International Research Training Group (IRTG) 2544 “Stochastic Analysis in Interaction” offers 8 PhD positions (75% TVL E 13, about 1900 EUR p.m. after taxes, social security...) for 3 years starting April 1st, 2023, or soon thereafter. Funded by the Deutsche Forschungsgemeinschaft (DFG), the IRTG is a joint research initiative of the stochastic analysis group of FU, HU, TU and WIAS Berlin with its counterpart at the University of Oxford. The advertised positions will be based in Berlin and will offer ample opportunities to interact also with members of the Oxford team, most notably in a 6-months exchange. Embedded in a truly international environment, the IRTG students will get excellent research training in a structured programme focussing on challenges at the mathematical foundations of Stochastic Analysis as well as on challenges arising from its various applications, e.g., in physics, biology, finance or data science. The combined expertise from the Berlin and Oxford groups will provide a significant breadth in depth and fertile ground for our students' ambitious research ideas. Successful candidates will have an MSc degree (or equivalent) in Mathematics (or a closely related field), strong knowledge of stochastic analysis, and feel eager to engage in the exchange of ideas with the teams in both Berlin and Oxford. Deadline for applications is December 9, 2022. Please see https://stellenticket.de/157323/TUB/?lang=en for the official job ad and for instructions on how to apply. Our IRTG webpage www.math.tu-berlin.de/irtg offers more information on the Berlin-Oxford IRTG 2544.

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Seminario Sapienza - Alberto Chiarini - Martedì 6 Dicembre
by Lorenzo Taggi 30 Nov '22

30 Nov '22

Titolo: On the cost of covering a fraction of a macroscopic body by a simple random walk. Abstract: In this talk we aim at establishing large deviation estimates for the probability that a simple random walk on the Euclidean lattice (d>2) covers a substantial fraction of a macroscopic body. It turns out that, when such rare event happens, the random walk is locally well approximated by random interlacements with a specific intensity, which can be used as a pivotal tool to obtain precise exponential rates. Random interlacements have been introduced by Sznitman in 2007 in order to describe the local picture left by the trace of a random walk on a large discrete torus when it runs up to times proportional to the volume of the torus, and has been since a popular object of study. In the first part of the talk we introduce random interlacements and give a brief account of some results surrounding this object. In the second part of the talk we study the event that random interlacements cover a substantial fraction of a macroscopic body. This allows to obtain an upper bound on the probability of the corresponding event for the random walk. Finally, by constructing a near-optimal strategy for the random walk to cover a macroscopic body, we discuss a matching large deviation lower bound. The talk is based on ongoing work with M. Nitzschner (NYU Courant). Martedì 6 Dicembre, ore 14:00 Dipartimento di Matematica, Sapienza Università di Roma, Sala di Consiglio Speaker: Alberto Chiarini, Università di Padova

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Avviso chiamate dirette - Call for Professorship positions
by Michele Gianfelice 29 Nov '22

29 Nov '22

Salve, ricevo e inoltro. Cordialmente, m.gianfelice Call for Manifestation of interest to fill Professorship positions, Full or Associate Professor and Tenure-Track Assistant Professor art. 24, (3) (b), law 240/2010, at the University of Calabria, through the institution of "direct call" pursuant to art. 1, c. 9 of law no. 230 of 4 November 2005. Avviso a manifestare l'interesse a ricoprire la posizione di professore di ruolo di prima o di seconda fascia e ricercatore a tempo determinato art. 24, comma 3, lett. b, legge 240/2010 presso l'Università della Calabria mediante l'istituto della "chiamata diretta" ai sensi dell'art. 1, c. 9 della legge 4 novembre 2005, n. 230.

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Seminario del Prof. Consiglio - 6 dicembre 16.00
by Enea Bongiorno 29 Nov '22

29 Nov '22

Buongiorno, con piacere segnalo il seguente seminario: -------------------------------- 6 dicembre ore 16.00 - aula 101, campus Perrone, via Perrone, 18, Novara. Università del Piemonte Orientale. - on-line: meet.google.com/yvq-ccbt-pzt Prof. Andrea Consiglio Università di Palermo Title: Simulation and Optimization Models to Assess Sovereign Debt Sustainability Abstract: We model sovereign debt sustainability with optimal financing decisions under macroeconomic, financial, and fiscal uncertainty, with endogenous risk and term premia. Using a coherent risk measure we trade off debt stock and flow risks subject to sustainability constraints. We optimize static and dynamic financing strategies and demonstrate economically significant savings from optimal financing compared with simple rules and consols, and find that optimizing the trade-offs can be critical for sustainability. ----------------------------------- Tutti gli interessati sono invitati a partecipare. Cordiali saluti, Enea -- Enea Bongiorno,PhD Associate Professor of Statistics Università degli Studi del Piemonte Orientale Via Perrone 18, 28100, Novara, Italia Phone: +390321375317 enea.bongiorno(a)uniupo.it upobook.uniupo.it/enea.bongiorno

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[PRISMA] seminari di Antonio Lijoi e Federico Camerlenghi
by Domenico Marinucci 28 Nov '22

28 Nov '22

Care colleghe e colleghi il prossimo incontro del ciclo di seminari del gruppo UMI-Prisma si svolgerà come al solito il primo lunedì del mese, quindi il 5 dicembre dalle 16 alle 18 su piattaforma Teams (link alla fine del messaggio). Parleranno Antonio Lijoi e Federico Camerlenghi (cf. http://www.umi-prisma.polito.it/webinars.html) titoli ed abstract qui sotto: ------------------------------------------------------------------------------------------- Antonio Lijoi, Università Bocconi TITLE: Discrete random structures and Bayesian nonparametric modeling ABSTRACT: Discrete random structures, such as random partitions and discrete random measures, have emerged as effective tools for Bayesian modeling and have fueled exciting advances in density estimation, clustering, prediction, feature allocation and survival analysis. The Dirichlet process (DP) has undoubtedly emerged as a reference model, mostly due to its analytical tractability. Nonetheless, the DP shares also some well-known limitations that have spurred a very lively area of research aiming at the proposal and the investigation of more general and flexible discrete nonparametric priors. The talk will provide a broad overview of such classes of priors and will specifically focus on those obtained as normalization of completely random measures. Characterizations of the induced random partitions and predictive rules will be illustrated and their role in designing computational algorithms for the approximation of Bayesian inferences of interest will be highlighted, both in exchangeable and non-exchangeable settings. Federico Camerlenghi, Milano Bicocca TITLE: Normalized random measures with atoms' interaction ABSTRACT: The seminal work of Ferguson (1973), who introduced the Dirichlet process, has spurred the definition and investigation of more general classes of Bayesian nonparametric priors, with the aim at increasing flexibility while maintaining analytical tractability. Among the numerous generalizations, a fundamental class of random probability measures has been introduced by Regazzini et al. (2003): this is the class of normalized random measures with independent increments (NRMIs). NRMIs are random probability measures with almost surely discrete realizations, defined through the specifications of two ingredients: i) a sequence of unnormalized weights, which are the jumps of a Levy process on the positive real line; ii) a sequence of i.i.d. random atoms from a common base measure. The proposed construction is appealing from a mathematical standpoint, because analytical tractability is preserved, however NRMIs do not allow interaction among atoms, which are supposed to be independent and identically distributed. In some applied frameworks, the i.i.d. assumption could be too restrictive, for instance, in model-based clustering, when they are used as mixing measures in mixture models. To overcome this limitation, we propose a new class of normalized random measures with atoms' interaction. In our construction the atoms come from a finite point process, which is marked with i.i.d. positive weights. Thus, a new class of random probability measures is obtained by normalization. The desired interaction among atoms is then induced by a suitable choice of the law of the point process, which can create a repulsive or attractive behaviour. By means of Palm calculus, we are able to characterize marginal, predictive and posterior distributions for the proposed model. We specialize all our results for several choices of the finite point process, i.e., in the Determinantal, Gibbs and Shot-Noise Cox case. (Based on a joint work with Raffaele Argiento, Mario Beraha and Alessandra Guglielmi.) ------------------------------------------------------------------------- Grazie per l'attenzione, Domenico Marinucci Link per il collegamento: https://teams.microsoft.com/l/meetup-join/19%3a667d2414be564c5d8fba30acffeb… -- @@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@ Domenico Marinucci Dipartimento di Matematica Università di Roma Tor Vergata https://www.mat.uniroma2.it/~marinucc/ @@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@

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Fw: postdoc position at CEREMADE (Paris-Dauphine)
by Cristina TONINELLI 28 Nov '22

28 Nov '22

Ricevo e inoltro --------------------------------------------------------------------------------------------- Cristina Toninelli Postal Address: Ceremade Univ.Paris Dauphine Place du Marechal de Lattre de Tassigny 75775 Paris Cedex 16 - France Office: P207bis -------------------------------------------------------------------------------------------- ________________________________ From: Alessandra IACOBUCCI <iacob(a)ceremade.dauphine.fr> Sent: Monday, November 28, 2022 2:02 PM To: Cristina TONINELLI <toninelli(a)ceremade.dauphine.fr> Subject: postdoc position at CEREMADE (Paris-Dauphine) Dear collegues, A two-year postdoc position is open at CEREMADE, Paris-Dauphine University. The position is funded by the ANR project SINEQ and focusses on stochastic processes for energy transport. The full advert can be found at the this link<https://www.ceremade.dauphine.fr/~iacob/PDFs/postdocANR.pdf>. I would be very grateful if you could pass this message on to any potential applicants you might know. Best wishes, Alessandra Alessandra Iacobucci CEREMADE-CNRS Université Paris-Dauphine France

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SPASS seminar: Angelo Lucia - THU 01.12 at 14:00
by Andrea Agazzi 28 Nov '22

28 Nov '22

Dear Colleagues, We would like to invite you to the following SPASS <https://sites.google.com/unipi.it/spass> seminar, jointly organized by UniPi, SNS, UniFi and UniSi: *Thermalization of 2D Quantum Memories* by Angelo Lucia (Universidad Complutense de Madrid) The seminar will take place in person on *THU, 01.12.2022 at 14:00* in Aula Seminari, Department of Mathematics, University of Pisa and streamed online here <https://meet.google.com/gji-phwo-vbg>. The organizers, A. Agazzi, G. Bet, A. Caraceni, F. Grotto, G. Zanco https://sites.google.com/unipi.it/spass -------------------------------------------- *Title: Thermalization of 2D Quantum Memories* *Abstract: **The aim of a quantum memory is to protect an encoded quantum state against errors for long periods of time. Quantum double models are a class of 2D quantum memories proposed by Kitaev, in which the protection from noise is due to the topological properties of the ground state degeneracy.* *Heuristic arguments have long pointed to a weakness of these models against thermal noise processes. In this talk I will present a rigorous estimate on the lifetime of these memories under a noise process modeled by Davies generators which confirms these findings. This estimate is obtained by proving that the spectral gap of the generator is lower bounded by a positive constant uniformly in the system size.*

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One year post-doc in Pisa
by Marco Romito 28 Nov '22

28 Nov '22

dear all I am writing to announce the the call for a one-year post-doctoral position at the Department of Mathematics, University of Pisa, about the general topic of ``Analytical, probabilistic and statistical models with application in natural and physical sciences'', funded by Università di Pisa. This is a unique possibility to work with the Pisa probability community: https://www.dm.unipi.it/research/probability-and-mathematical-statistics/ The call for proposals is available at https://bandi.unipi.it/public/Bandi/Detail/ed4975e8-cda2-46bf-ba28-e2b78b1d… the deadline is on Dec. 22 at 1 p.m. The interested readers can contact the writer for further information thank you m.

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Padova Seminars in Probability and Finance - Giacomo Greco (Eindhoven University of Technology)
by Alberto Chiarini 27 Nov '22

27 Nov '22

Dear Colleagues, We would like to invite you to the following seminar that will take place on December 2nd at 11.00 in Padova. The seminar will be held in person and online via the Zoom platform. _____________________________________________________ Speaker: Giacomo Greco (Eindhoven University of Technology) Title: Entropic turnpike estimates for the kinetic Schrödinger problem Date and time: Friday, DECEMBER 2nd at 11.00 Place: room 2BC30 at the Department of Mathematics, University of Padova Zoom link: https://unipd.zoom.us/j/86210155315 available also on the webpage https://www.math.unipd.it/~bianchi/seminari/ Abstract: The kinetic Schrödinger problem consists in finding the most likely evolution of a system of i.i.d. particles driven by the underdamped Langevin dynamics, conditionally on their initial and final spatial configurations. In this model each particle is described both by its position and velocity, but there is no a priori knowledge of the velocities at the initial and final time. We will investigate the long-time behaviour of this kinetic system, proving that its most likely evolution is exactly the one that spends most of the time exponentially close to the equilibrium configuration (this property is commonly known in stochastic control theory as the turnpike property). This short talk is based on a joint work with A. Chiarini, G. Conforti, Z. Ren. With best regards, Alberto Chiarini Department of Mathematics Tullio Levi-Civita Via Trieste 63 35121 Padova Italy

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Colloquium by Gady Kozma at Milano-Bicocca, in presence, November 30 at 14:30
by Tal Orenshtein 25 Nov '22

25 Nov '22

Dear all, I am delighted to announce the following Colloquium of The Department of Mathematics and Applications <https://www.matapp.unimib.it/it/eventi/colloquium-del-dipartimento-matemati…>, University of Milano-Bicocca combined with the "Seminario Matematico e Fisico di Milano <https://www.mate.polimi.it/smf/>”. Speaker: Gady Kozma (Weizmann Institute of Science, Rehovot). Title: Harmonic functions on groups. Abstract: The classic Liouville theorem states that any bounded harmonic function on Euclidean space is constant. The same holds for discretely harmonic functions on a lattice. But what happens when the Euclidean lattice is replaced by other graphs, in particular Cayley graphs of groups? We will survey old and new results on relations between geometric and algebraic properties of groups, harmonic functions and probability. Based on joint work with various subsets of Itai Benjamini, Ariel Yadin, Hugo Duminil-Copin, Gidi Amir and Maria Gerasimova. The event will take place on November 30, 2022 at 14.30, in presence, Room 3014, 3rd floor of building U5, University of Milano-Bicocca, Via Roberto Cozzi 55, 20125 Milano. Light refreshments will be served after the talk. Best regards, Tal Orenshtein

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Seminar: Giovanni Pistone @University of Genova (DIMA)
by Fabio Rapallo 25 Nov '22

25 Nov '22

Dear all, we are glad to announce the following seminar: Speaker: professor Giovanni Pistone (de Castro Statistics, Collegio Carlo Alberto) Title: Affine Statistical Manifold: Finite State Space Date and time: Monday 28 november at 2 pm Place: room 508 at the Department of Mathematics, University of Genova YouTube channel: 508dima Abstract: H. Weyl defines an affine space as a triple (M, V, ->), where V is a real vector space and M is a set with a binary external operation such that the parallelogram law holds. This notion was introduced in Relativity to derive simple notions of velocity and acceleration for curves in non-flat spaces. I have extended this setup to vector bundles to discuss the relevant affine geometries of the probability simplex. This type of study was called Information Geometry by S-i Amari. Especially, Amari and Nagaoka introduced a crucial notion of duality between mixture families and exponential families. J. Aitchinson developed a similar geometrical treatment of what he calls Statistics of Compositional Data. This affine setup is compatible but different with the metric set due to CR Rao and based on the observation that the Fisher information matrix of a statistical model defines a Riemannian metric on the probability simplex. A previous lecture on similar topics is transcribed at http://www.j-npcs.org/online/vol2020/v23no2p221.pdf. The present lecture is based on the material taken from https://arxiv.org/abs/2204.00917, https://www.mdpi.com/1099-4300/20/2/139, and https://arxiv.org/abs/1502.06718.<https://arxiv.org/abs/1502.06718> The continuous case, not treated here, requires particular technical notions of differential geometry and functional analysis. See a summary at https://arxiv.org/abs/2210.07641 The seminar will be held in person and online via the YouTube channel: 508dima. Best regards, Fabio Rapallo -------------- Fabio Rapallo Dipartimento di Economia Universita' di Genova

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PhD position in Luxembourg
by Giovanni Peccati 25 Nov '22

25 Nov '22

Dear All, I am forwarding below the announcement of an open Ph.D. position in Luxembourg, in the research group of Mark Podolskij. Kind Regards, Giovanni ------------------------ *Dear colleagues,* *I am pleased to inform you about an open Ph.D. position at the University of Luxembourg. The topic is, roughly, "Statistics for stochastic processes" with a potential focus on high-dimensional aspects.* *The successful candidate is supposed to start in the summer 2023, but no later than September 1. The application should be sent to mark.podolskij(a)uni.lu <mark.podolskij(a)uni.lu>.* *Kind regards,* *Mark Podolskij * -- Prof. Giovanni Peccati ------------------------------------------ Head of the Department of Mathematics Faculty of Science, Technology and Medicine ------------------------------------------ University of Luxembourg ----------------------------------------- homepage: http://sites.google.com/site/giovannipeccati/home E-mail: giovanni.peccati(a)gmail.com

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Nuovo bando 2022RUAPNRR_PE_01 relativo all'indizione di una procedura selettiva per l'assunzione di n. 29 ricercatori a tempo determinato
by Alessandra Fabbri Colabich 24 Nov '22

24 Nov '22

Si informa che è stato pubblicato il nuovo bando *2022RUAPNRR_PE_01* relativo all'indizione di una procedura selettiva per l'assunzione di n. 29 ricercatori a tempo determinato, ai sensi dell’art. 24, comma 3, lettera a) della Legge 30 dicembre 2010, n. 240 – 2022RUAPNRR_PE_01 pubblicato nella GU n. 91 del 18 novembre 2022 - *SCADENZA PRESENTAZIONE DOMANDE: ORE 13:00 DEL 5 DICEMBRE 2022*. *-Allegato 14*: (13/D2) STATISTICA ECONOMICA (SECS-S/03) STATISTICA ECONOMICA presso il Dipartimento di Scienze Statistiche - DSS *-Allegato 16:* (13/D1) STATISTICA (SECS-S/01) STATISTICA presso il Dipartimento di Medicina - DIMED Bando completo con tutti gli allegati al link: https://www.stat.unipd.it/procedura-selettiva-2022ruapnrrpe01 Si prega di dare la massima diffusione presso tutti gli interessati. Grazie per la collaborazione Alessandra Fabbri Colabich -- Dott.ssa Alessandra Fabbri Colabich Università degli Studi di Padova Dipartimento di Scienze Statistiche [image: Ottocento anni di libertà e futuro]

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scomparsa Giorgio Dall'Aglio
by Brunero Liseo 23 Nov '22

23 Nov '22

Gentili colleghi, Con commozione scrivo per comunicare che oggi si è spento Giorgio Dall’Aglio, per molti anni figura centrale nello sviluppo e nella diffusione del calcolo delle probabilità e della statistica matematica nel nostro paese. I funerali avranno luogo il prossimo sabato 26 novembre, alle 11.30 nella cripta della chiesa del Cristo Re, Viale Giuseppe Mazzini, 32 Gli sia lieve la terra -- ============================================ 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 *https://sites.google.com/a/uniroma1.it/brulis/home <https://sites.google.com/a/uniroma1.it/brulis/home>* ============================================

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EFI8 - Deadline approaching (November, 25)! (fwd)
by Tiziano Vargiolu 23 Nov '22

23 Nov '22

Apologies for cross-postings --------------------------------------------------------------------------- Call for Papers: Energy Finance Italia 8 Conference (EFI8) Politecnico di Milano, February 8 - 10, 2023 Deadline for submission (extended abstract/paper): November 25, 2022. Web: https://www.energyfinanceitalia.it/ Contact: efi8-dmat(a)polimi.it The Conference puts together researchers and practitioners working in all areas of Energy-Finance & Climate-Change related research in economics, finance, engineering, data science and mathematics. Participants are encouraged to submit their papers or proposals of organized sessions on a wide range of theoretical and applied topics in these two research fields, such as (but not limited to): Energy and climate data science, Energy forecasting, Energy innovations, Energy markets, Energy analytics, Energy mix and carbon emission trading, Energy supply chain, ESG, Green finance & financing energy infrastructure, Climate policy and risk, Climate change & market efficiency, Climate change & pricing uncertainty, Regulation and regulatory risk, Renewable sources, Risk measurement and management, Storage devices, Sustainable finance. Keynote speakers: Clémence Alasseur, Fred Espen Benth, Florian Ziel. Award: Best EFI8 Paper, reserved to the presenters born after January 1st, 1993 We are looking forward to welcoming you to Milan. Roberto Baviera for the Organizing Committee __________________________________ Professor of Financial Engineering, Dep. Mathematics, Politecnico di Milano, 32 p.zza Leonardo da Vinci, I-20133 Milan Web: qfinlab.polimi.it/baviera __________________________________

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Invitation to Special Issue Advances in Fractional Order Information Measures and Applications - Axioms
by francesco.buono3＠unina.it 23 Nov '22

23 Nov '22

Dear All, I would like to invite you to submit a paper to the Special Issue titled "Advances in Fractional Order Information Measures and Applications" for Axioms (https://www.mdpi.com/journal/axioms) with Guest Editors Dr. Suchandan Kayal and Prof. Dr. Maria Longobardi. Special Issue Homepage: https://www.mdpi.com/journal/axioms/special_issues/8TK6E5G1M2 Submission deadline: 30 April 2023 It is promoted on twitter and Linkedin: https://twitter.com/Axioms_MDPI/status/1594611317423251456 https://www.linkedin.com/feed/update/urn:li:activity:7000378324854202368 I also attached the Banner and Flyer in the email. Best regards, Francesco Buono

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Postdoc position in Lyon in probability / mathematical physics
by Francesco Caravenna 23 Nov '22

23 Nov '22

Ricevo e inoltro. > Da: Christophe Garban <christophe.garban(a)gmail.com> > Oggetto: Postdoc position in Lyon in probability / mathematical physics > Data: 23 novembre 2022, 08:47:25 CET > Cc: Avelio Sepúlveda <lsepulveda(a)dim.uchile.cl>, Jean-Marie Stephan <stephan(a)math.univ-lyon1.fr> > > Dear colleagues, > > I am currently advertising a two-year postdoc position (with a possible extension to a third year) in probability/mathematical physics in University of Lyon 1, deadline January, 11th. > Please transfer the announcement below to potential candidates. > > Thanks a lot! > Best wishes, > Christophe. > > ---------------------- > Postdoc position in Lyon for 2023 > Université Lyon 1 > (funded by the ERC project Vortex) > > Applications are invited for a postdoctoral fellowship in probability/mathematical physics at University Lyon 1. > The postdoc is funded by the European Research Council grant Vortex. > > Main research areas include: Villain and XY model, Coulomb gas, Berezinskii-Kosterlitz-Thouless transition, lattice gauge theory, Gaussian Free Field, Ising and dimer models, percolation, localisation and delocalisation of interfaces, classical Heisenberg model, planar statistical physics. > > Practical informations: > (you may also click on this link : http://math.univ-lyon1.fr/~garban/Fichiers/PostdocLyon2023.pdf <http://math.univ-lyon1.fr/~garban/Fichiers/PostdocLyon2023.pdf> ) > - The position is for two years (with a possible extension to a third year), with a salary of approx. 38000 per year (between year 0 and 3 after PhD) and approx. 50000 euros per year (between year 3 and 7 after PhD). > - Substantial financial support to attend conferences, workshops and invite collaborators will be granted. (Approx 5000 euros/year). > - No teaching. > - A lot of activity around probability in Lyon. > - Great city :-) > - The expected starting date is September 2023, but a different date may be arranged. > > Application and deadline: > Applications including a CV, a list of publications and a (approximately) three-pages description of research interests should be sent by email to Christophe Garban (christophe.garban(a)gmail.com <mailto:christophe.garban@gmail.com>) before January 11th, 2023. > > Contacts: (all members of the ERC project Vortex). > Christophe Garban (christophe.garban(a)gmail.com <mailto:christophe.garban@gmail.com>) > Avelio Sepúlveda (lsepulveda(a)dim.uchile.cl <mailto:lsepulveda@dim.uchile.cl>) > Jean-Marie Stéphan (stephan(a)math.univ-lyon1.fr <mailto:stephan@math.univ-lyon1.fr>)

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SPASS seminar: Margerita Zanella - TUE 29.11 at 14:00
by Andrea Agazzi 23 Nov '22

23 Nov '22

Dear Colleagues, We would like to invite you to the following SPASS <https://sites.google.com/unipi.it/spass> seminar, jointly organized by UniPi, SNS, UniFi and UniSi: *Ergodic results for the stochastic nonlinear damped Schroedinger equation* by Margherita Zanella (Politecnico di Milano) The seminar will take place in person on *TUE, 29.11.2022 at 14:00* in Aula Seminari, Department of Mathematics, University of Pisa and streamed online here <https://meet.google.com/gji-phwo-vbg>. The organizers, A. Agazzi, G. Bet, A. Caraceni, F. Grotto, G. Zanco https://sites.google.com/unipi.it/spass -------------------------------------------- Abstract: *T**itle: **Ergodic results for the stochastic nonlinear damped Schroedinger equation* *Abstract: * *We study the nonlinear stochastic Schrödinger equation with linear damping. We prove the existence of invariant measures in the case of two dimensional compact Riemannian manifolds without boundary and compact smooth domains of R^2 with either Dirichlet or Neumann boundary conditions. We prove the uniqueness of the invariant measure in R^d, d=2,3 when the damping coefficient is sufficiently large. * *The talk is based on joint works with B. Ferrario and Z. Brzeźniak.*

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Workshop "Social Network Dynamics and Impact on Financial Markets" | 26-27 January 2023
by Irene Crimaldi 22 Nov '22

22 Nov '22

Dear all, we are glad to inform you about the workshop *"Social Network Dynamics and Impact on Financial Markets"*, organized by the IMT School in collaboration with the Tor Vergata University of Rome, that will take place *on 26 and 27 January 2023*. Social media platforms provide a significant channel for people to connect, share opinions, spread and process information. How we interact with each other leads to large-scale phenomena, and recently financial markets have been repeatedly influenced by viral social media trends. These online financial coordinated operations receive massive attention from the media, financial stakeholders, and the academic community. In this workshop, you will explore the key ingredients leading the stock to go viral and how we can model and early detect online coordination that has a social and practical impact. *The call for abstract is open until December 15, 2022.* For more information, visit the website socialnetdynamics.imtlucca.it or write to workshop.socialnet.dynamics(a)gmail.com. Best regards, Communication and Events Office *Scuola IMT Alti Studi Lucca* Piazza San Ponziano, 6 - 55100 Lucca - Italia Tel: +39 0583 4326 606 - Fax: +39 0583 4326 565 www.imtlucca.it

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Neural Coding Workshop - 27 Feb - 4 March 2023
by Massimiliano Tamborrino 21 Nov '22

21 Nov '22

Dear All, I'm writing to inform you that the 15th International Neural Coding Workshop will take place in Piriápolis, Uruguay, from the 27th February to the 4th March http://neuralcoding.net/nc2023/index.html As in the tradition of previous NC workshops, this will be a single track multi-disciplinary event bringing together experimental and computational neuroscientists. Attendees of the workshop should thus be prepared to cross the borders of their own disciplines. More detailed information can be found on the workshop website http://neuralcoding.net/nc2023/index.html The abstract submission is now open and will close on the 18th December, which is also when the early registration closes. PhD students and postdoc can apply for travel awards by submitting their application by the 20th December. ► Find out about the workshop for more details and register: http://neuralcoding.net<http://neuralcoding.net/> ► You can also directly head to the submission page: https://easychair.org/cfp/nc2023 Best regards, Massimiliano ------ Dr. Massimiliano Tamborrino Assistant Professor Department of Statistics University of Warwick https://warwick.ac.uk/tamborrino

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riapertura assegno di ricerca su metodi di apprendimento automatico su dataset multi-tipo
by Marco Romito 21 Nov '22

21 Nov '22

Buongiorno scrivo per segnalare la riapertura del bando per un assegno di ricerca presso il Dipartimento di Matematica dell'Università di Pisa, in partnership con Miningful Studio, sul tema /Metodi di apprendimento automatico su dataset multi-tipo/, finanziato da /Regione Toscana – FSC (Fondo di Sviluppo e Coesione) – Bando per la realizzazione di progetti in collaborazione tra organismi di ricerca e MPMI per l’applicazione di 5G e tecnologie innovative/. La tematica al centro del progetto è lo studio e lo sviluppo di modelli predittivi che includano datiprovenienti da sorgenti di natura differente (sensoristica, RFID, NFC, dati esterni, sistemi di monitoraggio della produzione, etc.) allo scopo di aumentare le capacità predittive, e di razionalizzare la raccolta e la gestione dei dati. Il bando è disponibile all'indirizzo https://bandi.unipi.it/public/Bandi/Detail/9f476d7d-617b-40a4-b001-3bf803df… la scadenza è alle ore 13:00 del 16 dicembre. Per maggiori informazioni ci si può rivolgere allo scrivente grazie e a presto m. ---------------------------------------- I am writing to announce the re-opening of the call for a research grant at the Department of Mathematics, University of Pisa, in partnership with Miningful Studio, about Machine Learning Methods on Multi-Type Datasets, funded by Regione Toscana - FSC (Fondo di Sviluppo e Coesione). The main topic of the project is the study and development of predictive models that include data from sources of different nature (sensors, RFID, NFC, external data, production monitoring systems, etc.) in order to increase predictive capabilities, and to streamline data collection and management. The call for proposals is available at https://bandi.unipi.it/public/Bandi/Detail/9f476d7d-617b-40a4-b001-3bf803df… the deadline is 1 p.m. Dec. 16. More information can be obtained by contacting the writer thank you m.

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QFW2023 - Call for papers
by Marina DI GIACINTO 21 Nov '22

21 Nov '22

---------------------------------------------------------------------------------------------------- Apologies for cross-postings ---------------------------------------------------------------------------------------------------- Dear Colleagues, We are delighted to announce that the XXIV Workshop on Quantitative Finance (QFW2023) will take place at the Angevin Castle in Gaeta on April 20th-22nd, 2023. The meeting is hosted by the University of Cassino and Southern Lazio, and organized by the Department of Economics and Lazio. The call for papers can be found in the attachment and the poster is available for download here <https://drive.google.com/file/d/1aoSPNCgHk4caf_LOB4Vk61XDCmvdJG1m/view>. For further details please refer to our website: https://qfw2023.unicas.it/ Attendance is free of charge but registration through the conference website is compulsory for organizational reasons. We are looking forward to meeting you in Gaeta! Marina Di Giacinto On behalf of the Organizing Committee

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Assegno di ricerca tipo A- SECS-S/06 Pavia
by Daria Ghilli 21 Nov '22

21 Nov '22

Buongiorno, segnalo un bando per un assegno di ricerca (annuale ma rinnovabile un secondo anno) di tipo A sul s.s.d. SECS-S/06 presso il Dipartimento di Scienze Economiche e Aziendali dell'Università di Pavia. Il bando e i dettagli del progetto si trovano al seguente link: http://www-assegni.unipv.it/bandi-ateneo-tipo-a/ codice bando: FRG2022-UNICATRANCHE-2022 codice assegno: A11 Tematica: METODI MATEMATICI PER L’ANALISI DEI MERCATI ENERGETICI Durata: 1 anno – rinnovabile Importo lordo percettore annuo: Euro 25000 La scadenza per la presentazione delle domande è fissata per il giorno* 15/12/2022 ore 12.00* Cordiali saluti Daria Ghilli Daria Ghilli Dipartimento di Scienze Economiche e Aziendali Ricercatrice a tempo determinato tipo b Via S. Felice al Monastero, 5 - 27100 Pavia (Italia) <http://maps.google.com/?q=Via+S.+Felice+al+Monastero%2C+5+27100+Pavia+%28It…> https://sites.google.com/view/dariaghilli/home

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Fwd: 📋 Open positions: 6 PhD Fellowships in Mathematics
by Gianni Pagnini 21 Nov '22

21 Nov '22

Cari colleghi, Vorrei segnalare la possibilità di svolgere un dottorato presso il BCAM di Bilbao, Paesi Baschi - Spagna. Le posizioni disponibili sono 6 con scadenza 25 Gennaio 2023. In particolare, una posizione è disponibile nella mia linea di ricerca in diffusione anomala seguendo il percorso di Mathematical Physics - Statistical Physics http://www.bcamath.org/documentos_public/archivos/ofertas/1_La_Caixa_2022_P… <http://www.bcamath.org/documentos_public/archivos/ofertas/1_La_Caixa_2022_P…> Grazie per l’attenzione. Saluti, Gianni — Gianni Pagnini Ikerbasque Research Associate BCAM - Basque Center for Applied Mathematics Alameda de Mazarredo, 14 E-48009 Bilbao, Basque Country - Spain Tel. +34 946 567 842 gpagnini(a)bcamath.org | www.bcamath.org/gpagnini ( matematika mugaz bestalde ) > Begin forwarded message: > > From: BCAM - Basque Center for Applied Mathematics <communication(a)bcamath.org> > Subject: 📋 Open positions: 6 PhD Fellowships in Mathematics > Date: 18 November 2022 at 15:51:53 CET > To: <gpagnini(a)bcamath.org> > Reply-To: BCAM - Basque Center for Applied Mathematics <communication(a)bcamath.org> > > View this email in your browser <https://mailchi.mp/bcamath/la-caixa-inphinit-13697498?e=21ee2e4495> > <https://bcamath.us17.list-manage.com/track/click?u=b5d6d41f1ef7d08511de461b…> > Dear all, > We wish to inform you that the call for the doctoral fellowship programme INPhINIT “la Caixa” <https://bcamath.us17.list-manage.com/track/click?u=b5d6d41f1ef7d08511de461b…> is now open. This programme is devoted to attracting talented Early-Stage Researchers—of any nationality—who wish to pursue doctoral studies in Spanish or Portuguese territory, and it's sponsored by ”la Caixa” Foundation. The programme is divided into two different frames: > > Doctorate INPhINIT Incoming: <https://bcamath.us17.list-manage.com/track/click?u=b5d6d41f1ef7d08511de461b…> 35 PhD fellowships. Candidates must have resided or carried out their main activity in Spain for less than 12 months in the last 3 years. > Doctorate INPhINIT Retaining: <https://bcamath.us17.list-manage.com/track/click?u=b5d6d41f1ef7d08511de461b…> 30 PhD Fellowships. Candidates must have resided or carried out their main activity in the same country, either Spain, or Portugal, more than 12 months in the last 3 years. > As a Severo Ochoa Center of Excellence, BCAM offers 6 PhD fellowships in each frame of the programme, on the following project theses: > > 1. PhD position in Analysis of PDEs <https://bcamath.us17.list-manage.com/track/click?u=b5d6d41f1ef7d08511de461b…> > Potential advisors: P. Caro and L. Roncal, R. Lucà, C. Pérez, L. Vega, A. Zarnescu. > > 2. PhD position in Computational Mathematics <https://bcamath.us17.list-manage.com/track/click?u=b5d6d41f1ef7d08511de461b…> > Potential advisors: D. Pardo, T. Teijeiro. > > 3. PhD positon in Mathematical Physics <https://bcamath.us17.list-manage.com/track/click?u=b5d6d41f1ef7d08511de461b…> > Potential advisors: G. Pagnini, M. Sanz. > > 4. PhD position in <https://bcamath.us17.list-manage.com/track/click?u=b5d6d41f1ef7d08511de461b…>Mathematical Modeling with multidisciplinary applications <https://bcamath.us17.list-manage.com/track/click?u=b5d6d41f1ef7d08511de461b…> > Potential advisors: S. Rodrigues, M. Aguiar. > > 5. PhD Positon in Mathematics and Data Science <https://bcamath.us17.list-manage.com/track/click?u=b5d6d41f1ef7d08511de461b…> > Potential advisor: J.A. Lozano. > > 6. PhD position in BCAM Severo Ochao lab <https://bcamath.us17.list-manage.com/track/click?u=b5d6d41f1ef7d08511de461b…> > Potential advisors: J.A Lozano and N. Quadrianto, E. Akhmatskaya and J.A. Carrillo, L. Vega and J. Serra > > Fellows enjoy a 3-year contract in a stimulating research training environment, with access to appropriate equipment, facilities and opportunities. Among other elements, these fellowships offer a highly competitive salary and complementary opportunities for training on transferable skills. > > The schedule is the following: > 25 January 2023 —> Deadline for applications > 8 February 2023 —> Deadline to submit the language certificate > 18 april 2023 —> Announcement of preselection results and call for interviews. > 23, 24 and 25 May 2023 —> Interviews > 8 June 2023 –> Announcement of the final results > June 8 to June 30 —> Center-Student agreement > If you wish to apply for one of the positions offered at BCAM, but have doubts about the process, visit our website <https://bcamath.us17.list-manage.com/track/click?u=b5d6d41f1ef7d08511de461b…> and don't hesitate to contact us in phd(a)bcamath.org. <mailto:phd@bcamath.org> > Deadlines: > 25 January, 2022 (Incoming) | 16 February, 2022 (Retaining) > <https://bcamath.us17.list-manage.com/track/click?u=b5d6d41f1ef7d08511de461b…> > More info <https://bcamath.us17.list-manage.com/track/click?u=b5d6d41f1ef7d08511de461b…> > <https://bcamath.us17.list-manage.com/track/click?u=b5d6d41f1ef7d08511de461b…> > Application form <https://bcamath.us17.list-manage.com/track/click?u=b5d6d41f1ef7d08511de461b…> > <https://bcamath.us17.list-manage.com/track/click?u=b5d6d41f1ef7d08511de461b…> > <https://bcamath.us17.list-manage.com/track/click?u=b5d6d41f1ef7d08511de461b…> > <https://bcamath.us17.list-manage.com/track/click?u=b5d6d41f1ef7d08511de461b…> > <https://bcamath.us17.list-manage.com/track/click?u=b5d6d41f1ef7d08511de461b…> > <mailto:communication@bcamath.com> > Copyright © 2022 BCAM, All rights reserved. > You are receiving this email because you are part of BCAM's email distribution list. > > Our mailing address is: > BCAM > Alameda Mazarredo 14 > Bilbao, Bi 48009 > Spain > > Add us to your address book <https://bcamath.us17.list-manage.com/vcard?u=b5d6d41f1ef7d08511de461b0&id=f…> > > Want to change how you receive these emails? > You can update your preferences <https://bcamath.us17.list-manage.com/profile?u=b5d6d41f1ef7d08511de461b0&id…> or unsubscribe from this list <https://bcamath.us17.list-manage.com/unsubscribe?u=b5d6d41f1ef7d08511de461b…>. > > <http://www.mailchimp.com/email-referral/?utm_source=freemium_newsletter&utm…>

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Postdoctoral position in Verona - Extended Deadline
by Athena Picarelli 18 Nov '22

18 Nov '22

Dear colleagues, the deadline for the application to the postdoctoral position in the Department of Economics of the University of Verona has been extended to November 25, 2022. The position is open to candidates of any field in Economics and Finance, including quantitative and Mathematical Finance. For additional information or any inquiry please visit the following link: https://www.dse.univr.it/?ent=iniziativa&did=1&id=10302 or write to postdoc(a)dse.univr.it<mailto:postdoc@dse.univr.it> Best regards, Athena Picarelli -------- Dr. Athena Picarelli Dipartimento di Scienze Economiche Università degli Studi di Verona Via Cantarane 24, 37129, Verona

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Annuncio Seminario Sapienza
by Lorenzo Taggi 18 Nov '22

18 Nov '22

Data e ora: Martedì 22 Novembre, ore 14:00 Luogo: Sala di Consiglio, Dipartimento di Matematica, Sapienza Università di Roma Speaker: Mauro Mariani Titolo: Long time asymptotic of action functionals Abstract: I will provide a self-contained variational approach to state some classical and new results in the framework of Aubry-Mather theory. More precisely, I will discuss the expansion by Gamma-convergence of the action functional of classical mechanics, as the time-scale diverges. Joint work with Carlo Orrieri.

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Padova Seminars in Probability and Finance - Maurizia Rossi (Università Milano Bicocca)
by alessandra bianchi 18 Nov '22

18 Nov '22

Dear Colleagues, We would like to invite you to the following seminar that will take place on November 25 at 15.30. The seminar will be held in person and online via the Zoom platform. The organizers, Alessandra Bianchi, Giorgia Callegaro, Marco Formentin _____________________________________________________ *Speaker*: Maurizia Rossi (Università Milano Bicocca) *Title*: Gaussian Kinematic Formulas for Random Spherical Harmonics *Date and time*: Friday, NOVEMBER 25 at 15.30 *Place*: room 2AB40 at the Department of Mathematics, University of Padova *Zoom link*: https://unipd.zoom.us/j/83301000752 (meeting ID: 833 0100 0752) available also on the webpage https://www.math.unipd.it/~bianchi/seminari/ *Abstract*: In this talk we investigate the geometry of random spherical harmonics (Gaussian Laplace eigenfunctions on the round sphere). In particular we study the distribution, for large eigenvalues, of Lipschitz-Killing Curvatures (LKCs) of their excursion sets at any threshold. The main result we discuss is an asymptotic equivalence, in mean-square, between these functionals and the L2-norm of the random eigenfunction times a suitable map of the threshold (that vanishes at zero). This formula allows one to determine limiting distribution, correlation phenomena and moderate deviations for these LKCs, and generalizes - in the case of random spherical harmonics - those obtained by Adler and Taylor for their expected value. If time permits, we digress slightly to investigate the local geometry of spin spherical random fields, that is, random sections of the spin line bundles of the sphere. This talk is mainly based on a number of joint works on random spherical harmonics with V. Cammarota, D. Marinucci and I. Wigman + a recent work on spin random fields written jointly with A. Lerario, D. Marinucci and M. Stecconi. -- Alessandra Bianchi Dip. di Matematica Università di Padova Via Trieste, 63 - 35121 Padova, Italy phone: +39 049 827 14 06 fax: +39 049 827 14 28 e-mail: bianchi(a)math.unipd.it http://www.math.unipd.it/~bianchi/

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Annuncio Seminario Sapienza
by Lorenzo Taggi 17 Nov '22

17 Nov '22

*Data e ora:* Martedì 22 Novembre, ore 14:00 *Luogo:* Sala di Consiglio, Dipartimento di Matematica, Sapienza Università di Roma *Speaker:* Mauro Mariani *Titolo:* Long time asymptotic of action functionals *Abstract:* I will provide a self-contained variational approach to state some classical and new results in the framework of Aubry-Mather theory. More precisely, I will discuss the expansion by Gamma-convergence of the action functional of classical mechanics, as the time-scale diverges. Joint work with Carlo Orrieri.

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LUISS math seminar - Regis Chenavaz, November 24, 2022 (& link)
by Sara 17 Nov '22

17 Nov '22

Dear all, I am pleased to announce the next seminar in our series. On Thursday 24 at 12:00 in Room AT03, prof. Chenavaz - KEDGE Business School - will talk about: *The Veblen effect* The increase of demand in price, an exception to the law of demand, is known as the Veblen effect. In Luiss' seminar we present two works on the Veblen effect. In the first (published) work, we consider a profit maximizing monopoly which by means of advertising impacts the price-demand relationship. We show that advertising and goodwill play an important role in making the Veblen effect more prevalent than expected. By employing optimal control theory, we capture the evolution of the variables over time, which may exhibit the Veblen effect where price and demand move in the same direction. In the second (in progress) work, we investigate the price-demand relationship, when price is the sole control variable. We assume that a higher price (control variable) enhances brand-image (state variable) translating into more sales. Using optimal control theory, we look at the conditions for the Veblen effect to happen. Eventually, a more comprehensive understanding of firms’ decisions driving the Veblen effect has a promising impact on securing long-term profits. *Here are the credentials and the link for online participation:* Aula AT03: https://luiss.webex.com/luiss/j.php?MTID=mb27b65706219cee49db438fbecdd0f3d *User*: *w_guest(a)luiss.it <w_guest(a)luiss.it>* *Password*: ihPmCRdl76Q -- Sara Biagini, Professor of Mathematical Finance Department of Economics and Finance LUISS Guido Carli https://www.luiss.it/ Address: Viale Romania, 32 - 00197 Roma Web: http://sites.google.com/site/sarabiagini/

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SPASS seminar: Markus Tempelmayr - TUE 15.11 at 14:00
by Andrea Agazzi 15 Nov '22

15 Nov '22

Dear Colleagues, We would like to invite you to the following SPASS <https://sites.google.com/unipi.it/spass> seminar, jointly organized by UniPi, SNS, UniFi and UniSi: *A diagram-free approach to the stochastic estimates in regularity structures* by Markus Tempelmayr (Max Planck Institute, Leipzig) The seminar will take place in person on *TUE, 15.11.2022 at 14:00* in Collegio Puteano, Scuola Normale Superiore di Pisa and streamed online here <https://meet.google.com/gji-phwo-vbg>. The organizers, A. Agazzi, G. Bet, A. Caraceni, F. Grotto, G. Zanco https://sites.google.com/unipi.it/spass -------------------------------------------- Abstract: *A diagram-free approach to the stochastic estimates in regularity structures* *We present an alternative point of view on Hairer's regularity structures that is well suited, but not restricted to, quasilinear singular SPDEs. Guided by symmetries of the equation, we approach the counterterm top-down rather than bottom-up. The model, which captures the local solution behaviour, is indexed by partial derivatives w.r.t. the nonlinearity. This allows for efficient bookkeeping and automated (inductive) proofs. The main assumption on the driving noise is a spectral gap inequality, which complements well the BPHZ choice of renormalization.This is joint work with Pablo Linares, Felix Otto, and Pavlos Tsatsoulis.*

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Cluster hiring in climate research in Milan, Italy (8 Positions)
by FONTANA Matteo 15 Nov '22

15 Nov '22

The RFF-CMCC European institute on economics and the environment is expanding and looking for bright researchers working on a variety of climate change topics. We have a cluster hire of 8 job posts including data science, decision theory, and computational economics. The cluster hire is intended to strengthen the institute’s multi-disciplinarity and promote new research lines. It is mainly targeted at post-docs and junior researchers (assistant professors), though other seniorities will be considered. Info and applications: https://www.eiee.org/jobs/ Dr. MATTEO FONTANA Statistician | Data Scientist | Project Officer [cid:image001.gif@01D8F8E8.FF99A4B0] European Commission Joint Research Centre Unit A.5 – Scientific Developement Centre for Advanced Studies, Science and Art Office 46I 00/014 Via E. Fermi 2749 - 21027 Ispra (VA) – Italy +39-033278-9819 matteo.fontana(a)ec.europa.eu<mailto:matteo.fontana@ec.europa.eu>

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de Finetti Risk Seminar - November 2022
by Emanuela Rosazza Gianin 15 Nov '22

15 Nov '22

On behalf of the Scientific Committee of the "B. de Finetti Risk Seminars, Milano Lectures on the Mathematical Theory of Economics and Finance”, we are glad to invite you to participate at the following Lecture: Cosimo Andrea Munari University of Zurich, Switzerland Title: Market-consistent pricing with acceptable risk Abstract: We study the range of prices at which a rational agent should contemplate transacting a financial contract outside a given securities market. Trading is subject to nonproportional transaction costs and portfolio constraints and full replication by way of market instruments is not always possible. Rationality is defined in terms of consistency with market prices and acceptable risk thresholds. We obtain a direct and a dual description of market-consistent prices with acceptable risk. The dual characterization requires an appropriate extension of the classical Fundamental Theorem of Asset Pricing where the role of arbitrage opportunities is played by good deals, i.e., costless investment opportunities with acceptable risk-reward tradeoff. In particular, we highlight the importance of scalable good deals, i.e., investment opportunities that are good deals regardless of their volume. The talk is based on joint work with Maria Arduca (LUISS Rome). LOCATION: The seminar will be held on *November 30, *2022 at *18.00,* Aula di rappresentanza, Dept. of Mathematics, Milano University, Via C. Saldini 50, Milano. A light reception will take place at 17.45. Scientific Committee Prof. Simone Cerreia-Voglio (Univ. Bocconi) Prof. Marco Frittelli (Univ. degli Studi di Milano) Prof. Fabio Maccheroni (Univ. Bocconi) Prof. Marco Maggis (Univ. degli Studi di Milano) Prof. Massimo Marinacci (Univ. Bocconi) Prof. Emanuela Rosazza Gianin (Univ. Milano-Bicocca) ****************************************** Emanuela Rosazza Gianin Dipartimento di Statistica e Metodi Quantitativi Università di Milano-Bicocca Edificio U7 – 4° Piano Via Bicocca degli Arcimboldi, 8 20126 Milano Tel. 02 64483208 e-mail: emanuela.rosazza1(a)unimib.it ****************************************** ****************************************** Emanuela Rosazza Gianin Dipartimento di Statistica e Metodi Quantitativi Università di Milano-Bicocca Edificio U7 – 4° Piano Via Bicocca degli Arcimboldi, 8 20126 Milano Tel. 02 64483208 e-mail: emanuela.rosazza1(a)unimib.it ******************************************

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Fwd: thesis scholarship offer at University of Luxembourg
by francesca pistolato 14 Nov '22

14 Nov '22

Buongiorno, Ricevo e inoltro volentieri. Saluti, Francesca Pistolato > Begin forwarded message: > > From: Laurent LOOSVELDT <laurent.loosveldt(a)uni.lu> > Subject: thesis scholarship offer at University of Luxembourg > Date: 9 November 2022 at 17:34:29 CET > To: Francesca PISTOLATO <francesca.pistolato(a)uni.lu> > > Dear colleagues, > > We have funding for a thesis grant which will start in September 2023 at the University of Luxembourg. The research project lies in between probability and analysis, more specifically multifractal, functional, and stochastic analysis. > > We are looking for a high-level candidate and would be very pleased if you could convey the message below to potentially interested students. You can tell them that they do not hesitate to contact us if they have any questions. > > Also, do not hesitate to forward this announcement to your colleagues. > > We thank you very much in advance! > > Laurent Loosveldt and Ivan Nourdin > > ==================================== > > Dear master students, > > With this message, we would like to invite you to apply for a thesis scholarship offer (start: Sept. 2023) funded by the University of Luxembourg (UL). > > We are looking for a candidate with high potential, interested in preparing a thesis at the interface between multifractal, functional and stochastic analysis. Research interests may include, for instance: > Regularity of stochastic processes > Wavelet representations of stochastic processes > Local times of stochastic processes > Fractal dimensions > Multifractional processes > Function spaces adapted to study these notions > Analysis on Wiener chaos > Malliavin calculus > … > > Working conditions at UL are excellent: we are located at Belval University, in brand new and very well equipped modern premises. The scientific activities are numerous: seminars, working groups, conferences. The daily atmosphere is very pleasant (many discussions and small events of all kinds punctuate the days) and multicultural (there are people of all nationalities). The salary is very competitive. > > If you would like more information, do not hesitate to contact us! > > Best regards, > > Laurent Loosveldt – laurent.loosveldt(a)uni.lu <mailto:laurent.loosveldt@uni.lu> > https://sites.google.com/view/laurentloosveldt <https://sites.google.com/view/laurentloosveldt> > Ivan Nourdin – ivan.nourdin(a)uni.lu <mailto:ivan.nourdin@uni.lu> > https://sites.google.com/site/ivannourdin/ <https://sites.google.com/site/ivannourdin/> > > > > -------------------------------------------------------------------------- > Laurent Loosveldt > > Chercheur Postdoctoral à l'Université du Luxembourg > Département de Mathématique > Maison du Nombre > 6, Avenue de la Fonte > 4364 Esch-sur-Alzette > Grand Duché du Luxembourg > Téléphone : (+352) 46 66 44 9818 > Email : laurent.loosveldt(a)uni.lu <mailto:laurent.loosveldt@uni.lu> > > --------------------------------------------------------------------------

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LUISS math seminar - Huyen Pham, November 8, 2022 (& link)
by Sara 14 Nov '22

14 Nov '22

Dear all, I am pleased to announce the next seminar in our series. *Speaker: Huyen Pham, Université Paris Cité* Abstract. With the emergence of new online channels and information technology, digital advertising tends to substitute more and more to traditional advertising by offering the opportunity to companies to target the consumers/users that are potentially interested by their pro\-ducts or services. We introduce a continuous time model for the study of optimal bidding strategies associated to different types of advertising, namely, commercial advertising for triggering purchases or subscriptions, and social marketing for alerting population about unhealthy behaviours (anti-drug, vaccination, road-safety campaigns). Our framework encodes users online behaviours via their web-browsing at random times, social interactions in a large population of users, and the targeted advertising auction mechanism widely used on Internet. We address the attribution problem of how to efficiently diffuse advertising information by means of digital channels in order to generate conversion. Our main results are to provide semi-explicit formulas for the optimal value and bidding policy in various contexts of commercial advertising and social marketing. We show sensitivity properties of the solution with respect to model parameters, and analyse how the different sources of digital information accessible to users including the social interactions affect the optimal bid for advertising auctions. We also study how to efficiently combine targeted advertising and non-targeted advertising mechanisms. Finally, some classes of examples with fully explicit formulas are derived. The seminar will be held in Room 106, - viale Romania 32, Roma. The link to the room is: Aula 106 a: https://luiss.webex.com/luiss/j.php?MTID=mc76ccac202efab1b18aea6a847fc1457 *User*: *w_guest(a)luiss.it <w_guest(a)luiss.it>* *Password*: iwU13nSCa8Q -- Sara Biagini, Professor of Mathematical Finance Department of Economics and Finance LUISS Guido Carli https://www.luiss.it/ Address: Viale Romania, 32 - 00197 Roma Web: http://sites.google.com/site/sarabiagini/

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Seminar in Statistics - KONSTANTINOS DAREIOTIS
by Pierpaolo De Blasi 11 Nov '22

11 Nov '22

SEMINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO <https://www.carloalberto.org/events/category/seminars/seminars-in-statistic…> Venerdi 18 Novembre 2022, alle ore 12.00, presso il Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario: ------------------------------------------------ Speaker: *Konstantinos Dareiotis* (Purdue University USA) Title: *Regularisation of differential equations by multiplicative fractional noises* Abstract: In this talk, we consider differential equations perturbed by multiplicative fractional Brownian noise. Depending on the value of the Hurst parameter H, the resulting equation is pathwise viewed as an ordinary (H>1), Young (H in (1/2, 1)) or rough (H in (1/3, 1/2)) differential equation. In all three regimes we show regularisation by noise phenomena by proving the strongest kind of well-posedness for equations with irregular drifts: strong existence and path-by-path uniqueness. In the Young and smooth regime H>1/2 the condition on the drift coefficient is optimal in the sense that it agrees with the one known for the additive case. In the rough regime (H in(1/3,1/2)) we assume positive but arbitrarily small drift regularity for strong well-posedness, while for distributional drift we obtain weak existence. This is a joint work with Máté Gerencsér. ------------------------------------------------ Sarà possibile seguire il seminario anche in streaming: Join Zoom Meeting <https://us02web.zoom.us/j/87612328974?pwd=OFZnMGxrWll6ZE9uVHdjQTkzYUN3Zz09> Il seminario è organizzato dalla "de Castro" Statistics Initiative www.carloalberto.org/stats -- Pierpaolo De Blasi University of Torino & Collegio Carlo Alberto carloalberto.org/pdeblasi <https://sites.google.com/a/carloalberto.org/pdeblasi/>

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Seminar in Statistics - VINAYAC RAO
by Pierpaolo De Blasi 11 Nov '22

11 Nov '22

SEMINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO <https://www.carloalberto.org/events/category/seminars/seminars-in-statistic…> Venerdi 18 Novembre 2022, alle ore 11.00, presso il Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario: ------------------------------------------------ Speaker: *Rao Vinayak* (Purdue University USA) Title: *Differential Privacy and Bayesian Computation: Two Vignettes* Abstract: Differential privacy (DP) protects privacy by introducing additional randomness into a recorded dataset. It comes with strong theoretical guarantees, and has become a state-of-the-art framework for privacy protection. In this talk, we consider two complementary challenges raised by DP. In the first part, we recognize that implementing DP mechanisms require sampling algorithms like MCMC or rejection sampling. In these instances, the algorithm runtime itself can leak privacy, so that practical implementations fail to maintain the original theoretical guarantees. To address this, we propose modifications to rejection and adaptive rejection sampling algorithms, with varying assumptions, to protect against timing attacks. In the second part, we focus on a more traditional statistics problem related to differential privacy: given access to only the privatized data, how to perform valid statistical inference on parameters underlying the confidential data. Here, the likelihood function of the privatized data requires integrating over the large space of confidential databases and is typically intractable, resulting, in Bayesian settings, in a posterior distribution that is doubly intractable. We propose a generic MCMC framework which is applicable to a wide range of statistical models and privacy mechanisms. Our MCMC algorithm is a simple wrapper that extends MCMC algorithms for the unobserved confidential data to settings where the data is privatized. Our approach translates privacy guarantees of the DP mechanism into mixing properties of the MCMC algorithm, while maintaining the same order of computational cost as the algorithm for non privatized data. We illustrate the efficacy and applicability of both our ideas on several examples. ------------------------------------------------ Sarà possibile seguire il seminario anche in streaming: Join Zoom Meeting <https://us02web.zoom.us/j/87612328974?pwd=OFZnMGxrWll6ZE9uVHdjQTkzYUN3Zz09> Il seminario è organizzato dalla "de Castro" Statistics Initiative www.carloalberto.org/stats -- Pierpaolo De Blasi University of Torino & Collegio Carlo Alberto carloalberto.org/pdeblasi <https://sites.google.com/a/carloalberto.org/pdeblasi/>

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Researcher at private company - Mathematics/statistics
by Stefano Herzel 11 Nov '22

11 Nov '22

Giro questa offerta di lavoro da parte di Attilio Meucci (ARPM) Research position in mathematics/statistics at a private company: - For holders of a Master's/PhD degree in Mathematics or equivalent - No programming or finance prerequisites. Strong mathematics is a must. - Possibility of PhD sponsorship for Master's degree holders who wish to pursue a PhD For more information visit arpm.co/job/researcher <http://arpm.co/job/researcher>

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The ABS school is back! Bayesian Causal Inference in Firenze (June 12-16, 2023)
by Elisa Varini 11 Nov '22

11 Nov '22

Dear all, we are glad to inform you that the Applied Bayesian Statistics school is back! ABS23 will be held in Firenze on June, 12-16, 2023. The school is organised by CNR IMATI (Institute of Applied Mathematics and Information Technologies at the Italian National Research Council in Milano), this year in cooperation with the Florence Center for Data Science and the Department of Statistics, Computer Science and Applications at the University of Firenze. The topic will be BAYESIAN CAUSAL INFERENCE. The lecturer will be FAN LI (Duke University, https://scholars.duke.edu/person/fli) with the support by researchers at the University of Firenze. If interested, you can register on the school website: http://www.mi.imati.cnr.it/conferences/abs23/ REGISTRATION is now open but payments will be possible (by bank transfer or credit card) only after January, 30, 2023. If you are interested in the school but unwilling to register for the moment, please send an email to abs23(a)mi.imati.cnr.it and we will send you updates and reminders. As in the past (since 2004), there will be a combination of theoretical and practical sessions, along with presentations by participants about their work (past, current and future) related to the topic of the school. OUTLINE: The aim of this course is to introduce the fundamental concepts and the state-of-the-art methods for causal inference under the potential outcomes framework, with an emphasis on the Bayesian inferential paradigm. Topics will cover randomized experiments, common methods for observational studies, such as propensity score, matching, weighting and doubly-robust estimation, heterogeneous treatment effects, sensitivity analysis, instrumental variables, principal stratification, panel data methods, and longitudinal treatments. Recent advances related to high dimensional analysis and machine learning will be naturally incorporated into the discussion. All methods will be illustrated via real world case studies. We hope you will be interested in the school and we would like to meet you in Firenze next year. We invite you also to share the information with people potentially interested. Best regards Elisa Varini and Fabrizio Ruggeri Executive Director and Director of ABS23

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4 Assistant and Associate Positions @WarwickStats - December 12
by Massimiliano Tamborrino 11 Nov '22

11 Nov '22

Dear all, at the Department of Statistics at Warwick, we are currenly recruting * 1 Assistant Professor in Applied Statistics * 1 Associate Professor in Machine Learning * 1 Assistant Professor in Machine Learning * 1 Associate Professor in Statistics All positions are permanent. The deadline for applying is the 12th December. More information is reported below and on https://warwick.ac.uk/statjobs Best, Massi ------- Dr. Massimiliano Tamborrino Assistant Professor Department of Statistics University of Warwick https://warwick.ac.uk/tamborrino ---------- Assistant and Associate Professor positions in Statistics and Machine Learning at Warwick Outstanding and enthusiastic academics are sought by the Department of Statistics at Warwick, one of the world’s most prominent and most research active departments of Statistics. The Department has close relations with the co-located Mathematics Institute and Department of Computer Science and with other departments such as Economics and the Warwick Business School. Four permanent posts are available, which reflects the strong commitment of the University of Warwick to invest in Statistics and Machine Learning: * Assistant Professor, Applied Statistics * Associate Professor, Machine Learning * Assistant Professor, Machine Learning * Associate Professor, Statistics Applicants should have evidence or promise of world-class research excellence and ability to deliver high quality teaching across our broad range of degree programmes. At Associate Professor level, applicants should have an outstanding publication record. Other positive indicators include enthusiasm for engagement with other disciplines, within and outside the Department and, at Associate Professor level, a proven ability to secure research funding. Further details of the requirements for each of the four positions can be found at https://warwick.ac.uk/statjobs. The Department of Statistics is committed to promoting equality and diversity, holding an Athena SWAN Silver award which demonstrates this commitment. We welcome applicants from all sections of the community and will give due consideration to applicants seeking flexible working patterns, and to those who have taken a career break. Further information about working at the University of Warwick, including information about childcare provision, career development and relocation is at https://warwick.ac.uk/services/humanresources/workinghere/. Informal enquires can be addressed to Professors Jon Forster (J.J.Forster(a)warwick.ac.uk) or Adam Johansen (A.M.Johansen(a)warwick.ac.uk) or to any other senior member of the Warwick Statistics Department. Closing date: December 12, 2022. More details and a link to the application forms: https://warwick.ac.uk/statjobs Further information about the Department of Statistics: https://warwick.ac.uk/stats Further information about the University of Warwick: https://www2.warwick.ac.uk/services/humanresources/jobsintro/furtherparticu…

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Post-doc position in Statistics at University of Padua
by Sara Pillan 10 Nov '22

10 Nov '22

The Department of Statistical Sciences of the University of Padua is advertising a Research Grant for PhD graduates who have completed suitable and documented academic and professional experience. The research grant, which shall last for 24 months shall entitle the grant holder to a gross amount of Euros 24,426 per annum and aims to support innovative and excellent research projects proposed by young independent scholars in the scientific sectors of interest to the Department (SECS-S/01 - Statistics, SECS-S/03 - Economic Statistics, SECS-S/04 - Demography, SECS-S/05 - Social Statistics). The complete call is available at https://www.stat.unipd.it/bando-1-assegno-di-ricerca-tipo-b-selection-annou… The call will expire on *December 7**,* 2022. The application may only be submitted by completing the online procedure available at <https://pica.cineca.it/unipd/> https://pica.cineca.it/unipd/assegno-dipstat-6-2022 <https://pica.cineca.it/unipd/assegni-dipstat-4-2022/> Best regards, the administrative secretariat -- Research Office - Department of Statistical Sciences University of Padua Via Cesare Battisti 241 - 35121 Padova tel. +39 049 8274125 / +39 049 8274167 www.stat.unipd.it

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Probabilmente...de Finetti - Spettacolo teatrale Ud'A Scienza, Chieti 6 dicembre 2022 ore 11
by doria＠unich.it 09 Nov '22

09 Nov '22

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Seminar: Riccardo Maffucci at Tor Vergata
by mic sal 09 Nov '22

09 Nov '22

Dear all, next Thursday, May 5th, Riccardo Maffucci (EPFL) will give a seminar about "Distribution of nodal intersections for random waves". Abstract: This work is in collaboration with Maurizia Rossi. Random waves are Gaussian Laplacian eigenfunctions on the 3D torus. We investigate the length of intersection between the zero (nodal) set, and a fixed surface. Expectation, and variance in a general scenario are prior work. In the generic setting we prove a CLT. We will discuss (smaller order) variance and (non-Gaussian) limiting distribution in the case of ’static’ surfaces (e.g. sphere). Under a certain assumption, there is asymptotic full correlation between intersection length and nodal area. The seminar will take place in Aula De Blasi, Università Tor Vergata, at 16h00. We encourage in-person partecipation, but should you unable to come here is the link to the event on Teams: https://teams.microsoft.com/l/meetup-join/19%3arfsL73KX-fw86y1YnXq2nk5VnZFw… The seminar is part of the Excellence Project Math@TOV. You can find a schedule with the next events at the following link: https://www.mat.uniroma2.it/~rds/events.php .

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(PMS)^2 talk - Bignamini - November 14 at 14.00
by Carlo Orrieri 09 Nov '22

09 Nov '22

Dear colleagues, We are happy to announce the following hybrid - that is, in person with online streaming - talk: Speaker: Davide Bignamini (Università di Pavia) Title: How the regularity properties of a transition semigroup associated to an SPDE are affected by the color of the noise Abstract: In this talk, we are interested in some regularity properties of a transition semigroup associated with a nonlinear SPDE. Moreover, we prove Schauder-type estimates for the solution of the stationary equation driven by the weak generator of the transition semigroup. Date and time: Monday November 14, 14:00-15:00 (Rome time zone) Place: Aula Beltrami, dipartimento di matematica dell’università di Pavia, via Ferrata 5, Pavia. Entra nella riunione in Zoom https://us02web.zoom.us/j/84672566111?pwd=ZWFjR1BUaGkvd0N3OWl5OFBZQXNCdz09 <https://us02web.zoom.us/j/84672566111?pwd=ZWFjR1BUaGkvd0N3OWl5OFBZQXNCdz09> ID riunione: 846 7256 6111 Passcode: 674072 This talk is part of the (PMS)^2: Pavia-Milano Seminar series on Probability and Mathematical Statistics organized jointly by the universities Milano-Bicocca, Pavia, Milano-Politecnico. Participation is free and welcome! Best regards The organizers (Carlo Orrieri, Maurizia Rossi, Margherita Zanella)

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Verona Workshop in Financial Mathematics
by Alessandro Gnoatto 09 Nov '22

09 Nov '22

Dear Colleagues, We are pleased to announce the "Verona Workshop in Financial Mathematics”, taking place at the Department of Economics (University of Verona, Italy) on Wednesday 14 December. Description: this is a one-day workshop on recent developments in finance featuring talks on stochastic methods, machine learning, computational finance, interest rate modeling, financial econometrics and risk management. Speakers: Aleksey Kolokolov (University of Manchester) Claudio Fontana (University of Padova) Cosimo Munari (University of Zurich) Christa Cuchiero (University of Vienna) Christoph Reisinger (University of Oxford) Registration: Registration is free. Please refer to http://linux2.dse.univr.it/vwfm/<http://linux2.dse.univr.it/vwfm/?fbclid=IwAR2Tkj29wOJbDjxxOrUYNBDxzypFf28Km…> for the registration form. Website/Program: See http://linux2.dse.univr.it/vwfm/<https://l.facebook.com/l.php?u=http%3A%2F%2Flinux2.dse.univr.it%2Fvwfm%2F%3…> -- Alessandro Gnoatto Dipartimento di Scienze Economiche Università degli Studi di Verona Via Cantarane 24 37129, Verona, Italy Room 1.05 Tel: +39 045 802 8537 Homepage: www.alessandrognoatto.com<http://www.alessandrognoatto.com> E-mail: alessandro.gnoatto(a)univr.it<mailto:alessandro.gnoatto@univr.it> -------------------------------------------------- View my research on my SSRN Author page: http://ssrn.com/author=1615989 --------------------------------------------------

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avviso di seminario
by malongob＠unina.it 08 Nov '22

08 Nov '22

Università di Napoli Federico II Dipartimento di Matematica e Applicazioni Avviso di Seminario Il giorno 15 novembre p.v. alle ore 16 nell'aula G al III livello, la Dott.ssa Fatemeh Hooti, assegnista di ricerca presso il Dipartimento di Matematica e applicazioni, terrà un seminario dal titolo "Optimal Extended Warranty Length With Limited Number of Repairs in The Warranty Period". Abstract: Due to the advances in the technology of complex industrial systems, the consumers of these products are always worried about the costs of purchasing and maintenance of them. Manufacturers also want to increase the number of customers for their products and profit from sales. However, the reliability of engineering systems can be affected by several factors, so the occurrence of failure and the need to repair and maintain these products after their production is inevitable. In this case, the discussion of the warranty of the manufactured products plays an important role in assuring the consumers and also reducing the damages to producers and customers. The policies introduced for the warranty of engineering systems are divided into two categories one-dimensional and two-dimensional warranty based on the number of variables that are aimed at optimizing the fixed and random costs of the project. Also, so far, several cost functions have been considered to check and reduce these costs. In the talk, a policy plan is proposed for the warranty length of a repairable system which consists of a number of minimal repairs and duration of service?. ?For this purpose?, ?two total expected costs of the manufacturer are considered as the objective of the optimization model, and the conditions for finding unique optimal solutions are investigated?. Cordialmente, Maria Longobardi Link al seminario: https://teams.microsoft.com/l/meetup-join/19%3aP4sdMtBuGUPSaONQwR0V0O6nDu1q… Maria Longobardi, Ph.D. in Applied Mathematics Associate Professor of Probability and Mathematical Statistics E-mail: maria.longobardi(a)unina.it Dipartimento di Biologia Università degli Studi di Napoli FEDERICO II Via Cintia - 80126 Napoli - Italy Studio 114 - V livello del Dipartimento di Matematica e Applicazioni Tel. +39 081 675620

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PhD in Statistics & Computer Science - Call for Applications
by Antonio Lijoi 08 Nov '22

08 Nov '22

******************* PhD in Statistics and Computer Science - a.y. 2023-2024 Call for applications for PhD student positions ******************* The Bocconi PhD School provides 7 scholarships for the PhD in Statistics and Computer Science, and a position with tuition waiver. * Scholarship amount * 20,000 euros per annum Further funding may be available through teaching and research assistantship. Visit www.unibocconi.eu/admissionphd for detailed information. ** Applications are due by February 1, 2023 ** Within the PhD School at Bocconi University, the four-year PhD program in Statistics and Computer Science is a high profile and rigorous doctoral program that develops strong mathematical, statistical, computational and programming backgrounds. The curriculum is structured into two tracks: Statistics and Computer Science. The first year includes courses that are compulsory for all enrolled PhD students. The second-year features track-specific and elective courses that provide students with a more specialized competence and focus on topics that may be the object of the doctoral dissertation. Dedicated mentorship is offered to students throughout their time at Bocconi. Multidisciplinary interchange with other graduate programs in Bocconi’s PhD School, as well as research experience abroad, are also encouraged. The Faculty includes internationally acknowledged top researchers in Statistics, Computer Science, Machine Learning, Decision Theory and Statistical Physics. The program also benefits from contributions of authoritative visiting professors who deliver short monographic courses. Highly qualified and motivated students with M.Sc. degrees in Statistics, Mathematics, Computer Science, Economics, Physics, Engineering and related areas, as well as other quantitatively-oriented fields, are encouraged to apply for admission. Applicants should hold, or be on their way to hold, a graduate degree or equivalent. For further information about the PhD program in Statistics and Computer Science at Bocconi, visit www.unibocconi.eu/phdstatscompscience and feel free to contact: Antonio Lijoi (antonio.lijoi(a)unibocconi.it) Angela Baldassarre, PhD administrative assistant (angela.baldassarre(a)unibocconi.it)

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Cambio indirizzo mail
by Moro, Ornella 08 Nov '22

08 Nov '22

Buongiorno, sono iscritta alla lista con questa mail che verrà disattivata a breve, vorrei spostare l'iscrizione sulla mail personale ornella.moro17(a)gmail.com Grazie -- Ornella Moro Ph.D. <https://phd.uniroma1.it/web/ORNELLA_MORO_nP1324468_IT.aspx> Università di Roma "La Sapienza" moro(a)mat.uniroma1.it

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YEP 18th edition - "Spectra of random graphs and related combinatorial problems"
by matteo quattropani 07 Nov '22

07 Nov '22

Dear colleagues, registration is now open for the workshop "Spectra of random graphs and related combinatorial problems" taking place on March 27 - 31 2023 in EURANDOM at Eindhoven University of Technology. Since the first workshop in 2004, the Young European Probabilists (YEP) series has spawned 17 highly successful editions on a wide range of topics. The theme of its 18th edition will be spectra of random graphs, random matrices and related combinatorial problems. In this workshop, we provide a platform where young and more senior researchers from the area of random matrices, random graphs and related topics can come together and exchange their research, find new collaborations and learn about different perspectives on the topic. Mini courses taught by: Alice Guionnet - ENS de Lyon UMPA Antti Knowles - University of Geneva Justin Salez - Université Paris-Dauphine - CEREMADE Speakers: Johannes Alt - University of Geneva Luisa Andreis - University of Florence Fanny Augeri - University of Paris - LPSM Jean Barbier - ICTP Trieste Simon Coste - University of Paris Pierfrancesco Dionigi - Leiden University Luca Ganassali - INRIA Paris Johannes Heiny - Ruhr University Bochum Ivan Kryven - Utrecht University Camille Male - University of Bordeaux Jaron Sanders - Eindhoven University of Technology More details and registration can be found at https://www.eurandom.tue.nl/event/yep-xviii-spectra-of-random-graphs-and-re… <https://eur03.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwww.euran…> There is no registration fee. With best regards, Matteo Quattropani (also on behalf of the other organisers Alessandra Cipriani, Rajat Subhra Hazra, Noela Müller)

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Tenure-track Assistant Professor position at Toulouse School of Economics
by Ferrari, Giorgio 07 Nov '22

07 Nov '22

Dear Colleagues, I forward the following announcement for a tenure-track Assistant Professor position at Toulouse School of Economics. Best regards, Giorgio Ferrari %%%%%%%%%%%%%%%* * *Tenure-track Assistant Professor in Applied Mathematics / Statistics** * The Department of Mathematics and Statistics at Toulouse School of Economics (TSE) has an opening for a tenure-track Assistant Professor position beginning September 1, 2023. TSE offers an exceptional professional and scientific environment to achieve tenure such as: •reduced teaching hours, competitive salary, •high-quality scientific environment in Toulouse, •strong interaction with the prominent Department of Economics, •very pleasant working conditions in a major city in south of France,new building in the city center. Applicants must have a Ph.D. (expected completion by June 30, 2023 acceptable) and show outstanding potential and achievement in research, as wellas excellent teaching skills. For full consideration, candidates should submitby January 9, 2023 the following materials: (1) cover letter, (2) curriculumvitae, (3) statements on research (with links to the publications or preprintsand a scientific project for the coming years) and teaching, and (4) ask threereferences to send their letters by January 23, 2023. Questions, application,and reference letters should be sent to recruitment-math-junior(a)tse-fr.eu.

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Fwd: MSc Course on Montecarlo simulation for finance
by Enea Bongiorno 07 Nov '22

07 Nov '22

Ricevo e con piacere inoltro. Enea ---------- Forwarded message --------- From: Gianluca Fusai <gianluca.fusai(a)uniupo.it> Date: Mon, 7 Nov 2022 at 12:55 Subject: MSc Course on Montecarlo simulation for finance To: Enea Bongiorno <enea.bongiorno(a)uniupo.it>, Aldo Goia < aldo.goia(a)uniupo.it> Cari Enea e Aldo Potreste segnalare alla vs associazione il corso in questione? Grazie -------------------------------------------- *Introduction to Monte Carlo Simulation in Finance (5th edition)* tenuto da dr. Ioannis Kyriakou (Bayes Business School, City, University of London) c/o DISEI - UPO - Novara Il corso di 16 h. si terrà dalle 9.00 alle 13.00 nelle seguenti date Wednesday 16th of November, Friday 18th of November Wednesday 23rd of November, Friday 25th of November Per informazioni su iscrizioni e costi (tariffa agevolata per studenti con possibilità di sostenere la prova d'esame tramite due progetti di gruppo in Matlab) è possibile scrivere a: manfin(a)uniupo.it Un caro saluto Gianluca -- Gianluca Fusai - Full Professor of Financial Mathematics *Dipartimento di Studi per l'Economia e l'Impresa* *Università del Piemonte Orientale* *Presidente del corso di Laurea Magistrale* *Management & Finanza <https://www.uniupo.it/tuttostudenti/lofferta-formativa-colpo-docchio/i-cors…>* *NEW: Stochastic Calculus Website <https://sites.google.com/uniupo.it/stochasticcalculus/home?authuser=1>* *NEW: Default Probability Calculator <https://sites.google.com/uniupo.it/by-gianluca-fusai/default-calculator>* *t *+39 <%2B39%200161%20228417>0321 375312 <%2B39%200161%20228417> *@ *gianluca.fusai(a)uniupo.it *w **https://upobook.uniupo.it/gianluca.fusai* <https://upobook.uniupo.it/gianluca.fusai>* <http://multiblog.uniupo.it/>* *ssrn* http://ssrn.com/author=741916 <http://papers.ssrn.com/sol3/cf_dev/AbsByAuth.cfm?per_id=74196> *h* Via Perrone 18, 28100 Novara (Italy) <https://www.google.it/maps/place/Via+Ettore+Perrone,+18,+28100+Novara+NO/@4…> -- Enea Bongiorno,PhD Associate Professor of Statistics Università degli Studi del Piemonte Orientale Via Perrone 18, 28100, Novara, Italia Phone: +390321375317 enea.bongiorno(a)uniupo.it upobook.uniupo.it/enea.bongiorno

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Seminario Van Bever UPO - domani ore 16.00
by Enea Bongiorno 07 Nov '22

07 Nov '22

Cari colleghi, inoltro promemoria per il seguente seminario. Un cordiale saluto a tutti, Enea Bongiorno -------------------------------------- 8th of November, at 16.00: - in presence: room 201 of the campus Perrone, via Perrone, 18, Novara Università del Piemonte Orientale, Dipartimento di Studi per l’Economia e l’Impresa. - on-line at the link: meet.google.com/yvq-ccbt-pzt Prof. Germain Van Bever Université de Namur, Belgio Title: Flexible Hilbertian Additive Regression with Small Errors-in-Variables Abstract: In this talk, we present a new framework of additive regression modelling for data in very generic settings. More precisely, we tackle the problem of estimating component functions of additive models where the regressors and/or response variable belong to general Hilbert spaces and can be imperfectly observed. By this,we mean that some variables can be either measured incompletely or with errors. Smooth backﬁtting methods are used to estimate consistently the component functions and we provide explicit rates of convergence. We amply illustrate our methodology in various settings, including the functional, Riemannian and Hilbertian settings. -- Enea Bongiorno,PhD Associate Professor of Statistics Università degli Studi del Piemonte Orientale Via Perrone 18, 28100, Novara, Italia Phone: +390321375317 enea.bongiorno(a)uniupo.it upobook.uniupo.it/enea.bongiorno

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Seminar in Statistics - MASSIMILIANO PONTIL
by Pierpaolo De Blasi 07 Nov '22

07 Nov '22

SEMINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO <https://www.carloalberto.org/events/category/seminars/seminars-in-statistic…> Venerdi 11 Novembre 2022, alle ore 12.00, presso il Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario: ------------------------------------------------ Speaker: *Massimiliano Pontil* (Italian Institute of Technology and University College London) Title: *Learning Dynamical Systems via Koopman Operator Regression in Reproducing Kernel Hilbert Spaces* Abstract: In the last couple of years the Koopman operator framework attracted a lot of attention due to growing use of data-driven dynamical systems in science and engineering. Relevant results span fields of functional analysis, numerical algorithms, as well as machine learning. In this talk we will focus on discrete dynamical systems modelled by Markov chains and their study through the corresponding Koopman operator. While many data-driven algorithms to reconstruct such operators are well known, their relationship with statistical learning is largely unexplored. We will introduce a framework to learn the Koopman operator from a finite data sample of the dynamical system. We will limit to the important case when the Markov chain admits an invariant distribution and, relying on the theory of reproducing kernel Hilbert spaces (RKHS), introduce a notion of risk from which different estimators naturally arise. Special attention will be given to the estimation of the Koopman spectral properties, and in particular its modal decomposition (KMD) that is of paramount importance in practice. With this framework we will analyse, theoretically and empirically, some existing estimators, e.g. (extended) dynamic mode decomposition (DMD), and introduce a novel reduced-rank operator regression (RRR) estimator. We will further present learning bounds for the proposed estimator, holding for both data drawn i.i.d. from the invariant distribution and for non i.i.d. data gathered from the trajectories of the dynamical system, the latter in terms of mixing coefficients. (Joint work with V. Kostic, P. Novelli, A. Maurer, C. Ciliberto, L. Rosasco) ------------------------------------------------ Sarà possibile seguire il seminario anche in streaming: Join Zoom Meeting <https://us02web.zoom.us/j/83848292614?pwd=MzV0UnhBN1RScTN0aWMvZ3lZdkpwQT09> Meeting ID: 838 4829 2614 Passcode: 771221 Il seminario è organizzato dalla "de Castro" Statistics Initiative www.carloalberto.org/stats -- Pierpaolo De Blasi University of Torino & Collegio Carlo Alberto carloalberto.org/pdeblasi <https://sites.google.com/a/carloalberto.org/pdeblasi/>

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Bruti Liberati Prize - call for applications (fwd)
by Tiziano Vargiolu 07 Nov '22

07 Nov '22

Bruti Liberati Prize CALL FOR APPLICATIONS Dear Tiziano Vargiolu We are happy to announce the Bruti Liberati Prize 2022. Theses defended in 2020 and 2021 can be submitted this time. Application deadline is January 31st, 2023, 12:00 (UTC +1). You find all the necessary information on the website https://www.bachelierfinance.org/nicola-bruti-liberati-prize?mc_cid=36910c7… With best regards, Denise Denise Künzli Administrative Director of BFS ***************************************** ETH Zurich Denise Künzli Department of Mathematics HG G 32.3 Rämistrasse 101 8092 Zurich Switzerland Tel +41 44 632 64 65 Fax +41 44 632 14 74 email denise.kuenzli(a)math.ethz.ch Copyright © 2022 Bachelier Finance Society, All rights reserved. You were subscribed to the newsletter from Bachelier Finance Society Our mailing address is: Bachelier Finance SocietyRaemistrasse 101 Zürich 8092 Switzerland Add us to your address book Want to change how you receive these emails? You can update your preferences or unsubscribe from this list. Email Marketing Powered by Mailchimp [open.php?u=702156a1168de89843425f38f&id=36910c77a9&e=70b34a9999]

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Seminario Sapienza Martedì 8 Novembre
by Lorenzo Taggi 07 Nov '22

07 Nov '22

Cari colleghi, riporto l'annuncio del seminario di Matteo Quattropani presso il dipartimento di Matematica di Sapienza Università di Roma. Cordiali saluti, Lorenzo Taggi *Data e ora: *Martedì 8 Novembre, ore 14.15, Sala di Consiglio, Dipartimento di Matematica di Sapienza Università di Roma *Title: *Mixing of the Averaging process on graphs *Speaker:* Matteo Quattropani, Sapienza Università di Roma *Abstract:* The Averaging process (a.k.a. repeated averages) is a mass redistribution model over the vertex set of a graph. Given a graph G, the process starts with a non-negative mass associated to each vertex. The edges of G are equipped with Poissonian clocks: when an edge rings, the masses at the two extremes of the edge are equally redistributed on these two vertices. Clearly, as time grows to infinity the state of the system will converge (in some sense) to a flat configuration in which all the vertices have the same mass. The process has been introduced to the probabilistic community by Aldous and Lanoue [1] in 2012, and recently received some attention thanks to the work of Chatterjee, Diaconis, Sly and Zhang [2], where the authors show an abrupt convergence to equilibrium (measured in L^1 distance) in the case in which the underlying graph is complete (and of diverging size). In this talk, I will present some recent results obtained in collaboration with F. Sau (IST Austria) [3,4] and P. Caputo (Roma Tre) [4]. In [3] we show that if the underlying graph is “finite dimensional” (e.g., a finite box of Z^d), then the convergence to equilibrium is smooth (i.e., without cutoff) when measured in L^p with p \in [1,2]. On the other hand, in [4] we show that a cutoff phenomenon (for the L^1 and L^2 distance to equilibrium) takes place when the underlying graph is the hypercube or the complete bipartite graph. [1] David Aldous, and Daniel Lanoue. A lecture on the averaging process. Probab. Surv., 9:90–102, 2012. [2] Sourav Chatterjee, Persi Diaconis, Allan Sly, and Lingfu Zhang. A phase transition for repeated averages. Ann. Probab. 50(1):1–17, 2022. [3] Matteo Quattropani and Federico Sau. Mixing of the Averaging process and its discrete dual on finite-dimensional geometries. Ann. Appl. Probab. (to appear). [4] Pietro Caputo, Matteo Quattropani and Federico Sau. Cutoff for the Averaging process on the hypercube and complete bipartite graphs. (to appear).

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SPASS seminars: Giulia Livieri & Robin Stephenson - TUE 08.11 at 14:00
by Andrea Agazzi 06 Nov '22

06 Nov '22

Dear Colleagues, We would like to invite you to the following SPASS <https://sites.google.com/unipi.it/spass> seminars, jointly organized by UniPi, SNS, UniFi and UniSi: - *N-player Games and Mean Field Games of Moderate Interaction* Giulia Livieri (Scuola Normale Superiore di Pisa) - *Scaling Limits of Multi-Type Markov Branching Trees* Robin Stephenson (University of Sheffield) The seminars will take place in person on *TUE, 08.11.2022 at 14:00* (the second talk starting at 15:00) in Sala Seminari, Dipartimento di Matematica, University of Pisa and streamed online here <https://meet.google.com/gji-phwo-vbg>. The organizers, A. Agazzi, G. Bet, A. Caraceni, F. Grotto, G. Zanco https://sites.google.com/unipi.it/spass -------------------------------------------- Abstracts: *N-player Games and Mean Field Games of Moderate Interaction* *We study the asymptotic organization among many optimizing individuals interacting in a suitable "moderate" way. We justify this limiting game by proving that its solution provides approximate Nash equilibria for large but finite player games. This proof depends upon the derivation of a law of large numbers for the empirical processes in the limit as the number of players tends to infinity. Because it is of independent interest, we prove this result in full detail. We characterize the solutions of the limiting game via a verification argument.* *Scaling Limits of Multi-Type Markov Branching Trees* *Consider a population where individuals have two characteristics: a size, which is a positive integer, and a type, which is a member of a finite set. This population reproduces in a Galton-Watson fashion, with one additional condition: given that an individual has size n, the sum of the sizes of its children is less than or equal to n. We call multi-type Markov branching tree the family tree of such a population.*

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Seminars: Mirko D'Ovidio and Mario Maurelli at Trento 8-9/11/2022
by Luigi Amedeo Bianchi 04 Nov '22

04 Nov '22

Dear all, we announce two seminars being held next week in Trento, as well as online on Zoom in the Trento Probability Seminar. On Tuesday, November 8th at 2.30 pm (CET) in "Aula 7" - PovoZero Mirko D'Ovidio (Università di Roma Sapienza) On the non-local boundary value problem from the probabilistic viewpoint On Wednesday, November 9th at 2.30 pm (CET) in "Aula B110" - Povo2 Mario Maurelli (Università di Pisa) A McKean-Vlasov SDE and particle system with interaction from reflecting boundaries The posters of the two talks (with the abstracts and the Zoom links and passwords), as well as a schedule of the upcoming events of the Trento Probability Seminar can be found in the following page: https://sites.google.com/unitn.it/unitn-ps/home The organisers Luigi Amedeo Bianchi, Stefano Bonaccorsi, Michele Coghi

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Postdoc positions at Milano-Bicocca
by Maurizia Rossi 04 Nov '22

04 Nov '22

Dear all, There are some postdoctoral positions available at the University of Milano-Bicocca for candidates in all areas of Mathematics (deadline: November 24, 2022). https://www.unimib.it/ateneo/gare-e-concorsi/assegni-ricerca-tipo-a2-a2-typ… In particular, I encourage candidates working in Probability Theory, Mathematical Statistics and related fields to submit their application. Please, do not hesitate to contact me or bandi.assegni_borse(a)unimib.it if you have any questions. Best wishes, Maurizia Rossi -- Maurizia Rossi Dipartimento di Matematica e Applicazioni Università degli Studi di Milano-Bicocca https://mauriziarossi.wordpress.com

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Assegno di Ricerca SNS
by Marta Leocata 03 Nov '22

03 Nov '22

Cari tutti, è stato aperto un assegno di ricerca di 12 mesi presso la Scuola Normale Superiore di Pisa. Il tema dell'assegno è "Modelli Matematici per la transizione energetica" e la scadenza è il 23 Novembre 2022 alle ore 16:00. Tutte le informazioni ed il bando sono reperibili al sito: https://amministrazionetrasparente.sns.it/scuola/opportunità-offerte-dalla-… <https://amministrazionetrasparente.sns.it/scuola/opportunit%C3%A0-offerte-d…> Cordiali Saluti Marta Leocata

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[PRISMA] seminari di Paolo Dai Pra e Alberto Chiarini
by Domenico Marinucci 03 Nov '22

03 Nov '22

Cari colleghi i seminari del gruppo UMI Prisma riprenderanno a partire da Novembre con il calendario consueto (primo lunedì del mese, ore 16-18, online su piattaforma Teams). Qui sotto i dettagli del prossimo incontro (Paolo Dai Pra e Alberto Chiarini), grazie per l'attenzione, Domenico Marinucci * November 7, 2022, 16:00-17:00 (CET): Paolo Dai Pra TITLE: Noise-induced periodicity in stochastic dynamics: some examples ABSTRACT: The emergence of periodic behavior in the dynamics of several interacting components is a common pattern of self-organisation in living systems. Rigorous mathematical treatments are still limited to few examples. In this talk we review some of these examples, emphasizing the essential role of the noise in the appearance of regular rhythms. * November 7, 2022, 17:00-18:00 (CET): Alberto Chiarini TITLE: How costly is it for a simple random walk to cover a fraction of amacroscopic body? ABSTRACT: In this talk we aim at establishing large deviation estimates for the probability that a simple random walk on the Euclidean lattice (d>2) covers a substantial fraction of a macroscopic body. It turns out that, when such rare event happens, the random walk is locally well approximated by random interlacements with a specific intensity, which can be used as a pivotal tool to obtain precise exponential rates. Random interlacements have been introduced by Sznitman in 2007 in order to describe the local picture left by the trace of a random walk on a large discrete torus when it runs up to times proportional to the volume of the torus, and has been since a popular object of study. In the first part of the talk we introduce random interlacements and give a brief account of some results surrounding this object. In the second part of the talk we study the event that random interlacements cover a substantial fraction of a macroscopic body. This allows to obtain an upper bound on the probability of the corresponding event for the random walk. Finally, by constructing a near-optimal strategy for the random walk to cover a macroscopic body, we discuss a matching large deviation lower bound. The talk is based on ongoing work with M. Nitzschner (NYU Courant). Link dei seminari: https://teams.microsoft.com/l/meetup-join/19%3a667d2414be564c5d8fba30acffeb… -- @@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@ Domenico Marinucci Dipartimento di Matematica Università di Roma Tor Vergata https://www.mat.uniroma2.it/~marinucc/ @@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@

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Fwd: position at IST Lisbon
by Faggionato, Alessandra 03 Nov '22

03 Nov '22

Buongiorno, ricevo e con piacere inoltro. Saluti Alessandra ---------- Forwarded message --------- From: Patricia Gonçalves <pgoncalves(a)tecnico.ulisboa.pt> Date: Wed, 2 Nov 2022 at 23:47 Subject: position at IST Lisbon To: PATRICIA <pgoncalves(a)tecnico.ulisboa.pt> Dear colleagues I am writing to you because a position in *Probability and Statistics* just opened in my department. Here is the announcement: https://drh.tecnico.ulisboa.pt/assistant-professor-dm-probability-and-stati… Please forward this email to those that you think that might be interested. The position is for assistant professor, but the candidate can be promoted to associate or even full professor in a short time depending on the CV. The teaching at IST runs in 4 quarters per year and it is possible to accumulate all the teaching in two quarters. Typically we have to teach 6h /week and an average of 2/3 courses per year. IST is a great place to work and our students are very strong. Lisbon is a very nice city. If you need any additional information please contact me. Many thanks. Patricia Patrícia Gonçalves Mathematics Department Instituto Superior Técnico University of Lisbon Portugal -- ************************************************* Prof. Alessandra Faggionato https://www1.mat.uniroma1.it/people/faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 5, Phone (0039) 06 49913252 *************************************************

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Fwd: Conference announcement : A tribute to Francis Comets
by Faggionato, Alessandra 31 Oct '22

31 Oct '22

Buongiorno ricevo ed inoltro. Saluti Alessandra ---------- Forwarded message --------- From: Thierry Bodineau <bodineau(a)ihes.fr> Date: Mon, 31 Oct 2022 at 10:31 Subject: Conference announcement : A tribute to Francis Comets Dear Colleagues, In honour of Francis Comets, who passed away on the 6th of June 2022, the conference "Mathematics of disordered systems: a tribute to Francis Comets” will take place from 5-7 June 2023 in Paris at the Université Paris Cité and Collège de France : https://www.lpsm.paris/users/giacomin/hommage-a-francis The conference will be devoted to mathematical topics that Francis loved and in which he made outstanding scientific achievements. Further details regarding registration will be sent out later. In the meantime, please save the dates of 5-7 June in your calendars. We hope very much that you will able to participate in this conference, Thierry Bodineau, Bernard Derrida, Giambattista Giacomin, Dasha Loukianova ——————————————————————————————————————————————————————— Chers collègues, La conférence "Mathematics of disordered systems: a tribute to Francis Comets”, en l'honneur de Francis Comets qui est décédé le 6 juin 2022, aura lieu du 5 au 7 juin 2023 à Paris (Université Paris Cité et Collège de France) : https://www.lpsm.paris/users/giacomin/hommage-a-francis Cette conférence sera consacrée aux thèmes mathématiques que Francis aimait et pour lesquels il a obtenu des résultats remarquables. Des informations complémentaires concernant l'inscription vous seront envoyées ultérieurement. D’ici là, merci de réserver les dates du 5 au 7 juin dans vos agendas. En espérant que vous pourrez participer à cette conférence. Thierry Bodineau, Bernard Derrida, Giambattista Giacomin, Dasha Loukianova -- ************************************************* Prof. Alessandra Faggionato https://www1.mat.uniroma1.it/people/faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 5, Phone (0039) 06 49913252 *************************************************

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Fwd: Researcher at private company - Advanced applied statistics
by Maria Elvira Mancino 31 Oct '22

31 Oct '22

---------- Forwarded message --------- Da: Attilio Meucci <attilio.meucci(a)arpm.co> Date: lun 31 ott 2022 alle ore 03:03 Subject: Researcher at private company - Advanced applied statistics To: Maria Elvira Mancino <mariaelvira.mancino(a)unifi.it> Research position in advanced applied statistics at a private company: - For holders of a Master's/PhD degree in Mathematics or equivalent - No programming or finance prerequisites. Strong mathematics is a must. - Possibility of PhD sponsorship for Master's degree holders who wish to pursue a PhD For more information visit arpm.co/job/researcher -- Maria Elvira Mancino, PhD Professor of Mathematical Finance Head of the Department of Economics and Management University of Firenze Via delle Pandette, 9 50127 Firenze https://www.unifi.it/p-doc2-2014-0-A-2b333931392b-1.html

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EFI8 - Second Call for Papers
by Roberto Baviera 31 Oct '22

31 Oct '22

Apologies for cross-posting ---------------------------------------------------------------------------- Second Call for Papers: Energy Finance Italia 8 Conference (EFI8) Politecnico di Milano, 8-10 Feb 23 Deadline for submission (extended abstract/paper): 25 Nov 22. Web: https://www.energyfinanceitalia.it/ Contact: efi8-dmat(a)polimi.it<mailto:efi8-dmat@polimi.it> The Conference puts together researchers and practitioners working in all areas of Energy-Finance & Climate-Change related research in economics, finance, engineering, data science and mathematics. Participants are encouraged to submit their papers or proposals of organized sessions on a wide range of theoretical and applied topics in these two research fields, such as (but not limited to): Energy and climate data science, Energy forecasting, Energy innovations, Energy markets, Energy analytics, Energy mix and carbon emission trading, Energy supply chain, ESG, Green finance & financing energy infrastructure, Climate policy and risk, Climate change & market efficiency, Climate change & pricing uncertainty, Regulation and regulatory risk, Renewable sources, Risk measurement and management, Storage devices, Sustainable finance. Keynote speakers: Clémence Alasseur, Fred Espen Benth, Florian Ziel. Award: Best EFI8 Paper, reserved to the presenters born after January 1st, 1993 We are looking forward to welcoming you to Milan. Roberto Baviera for the Organizing Committee __________________________________ Professor of Financial Engineering, Dep. Mathematics, Politecnico di Milano, 32 p.zza Leonardo da Vinci, I-20133 Milan Web: qfinlab.polimi.it/baviera<https://www.qfinlab.polimi.it/peoples/roberto-baviera/> __________________________________

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Postdoctoral position at the Department of Economics, University of Verona
by Athena Picarelli 30 Oct '22

30 Oct '22

Dear colleagues, the Department of Economics of the University of Verona (http://www.dse.univr.it/?lang=en) is seeking to fill one Postdoc position in any field of Economics and Finance. The research position is ideally meant for newly minted or close to completion PhDs. The appointment is initially for two years but may be extended based on performance and availability of resources. It is expected to start in Spring/Summer 2023. The evaluation will be based on the scientific quality of the candidate and his/her potential in developing research. There is no teaching obligations and knowledge of Italian is not required. The salary is approximately € 30,000 gross per year. Generous tax breaks are available to candidates who have been residing outside of Italy. The Department offers a vibrant research environment in the newly built campus of Santa Marta next to the city centre. Research conducted by the Department covers a wide range of topics, such as quantitative finance, behavioral and experimental economics, inequality and poverty, industrial organization, health economics, economic history, and statistical methods for economic analysis. The Department has obtained the maximum possible score in the most recent Italian Government research exercise called “Dipartimenti di Eccellenza” (Departments of Excellence). Applications should include: * a cover letter with a clear statement of research interests and a motivation for why the candidate would like to join our department; * a curriculum vitae; * a job market paper; * at least two reference letters. The application material should be uploaded on the EconJobMarket<https://econjobmarket.org/> website https://econjobmarket.org/positions/8876. Selected applicants will be interviewed via Zoom within the 2022 European Job Market for Economists (12th-14th December). For additional information or any inquiry please visit the following link: https://www.dse.univr.it/?ent=iniziativa&did=1&id=10302 or write to postdoc(a)dse.univr.it<mailto:postdoc@dse.univr.it> Best regards, Athena Picarelli ---------------------- Dr. Athena Picarelli Dipartimento di Scienze Economiche Università degli Studi di Verona Via Cantarane 24, 37129, Verona (VR) email: athena.picarelli(a)univr.it

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Seminario di Gianni Pagnini a Napoli
by Enrica Pirozzi 30 Oct '22

30 Oct '22

--- AVVISO di SEMINARIO Dr. Gianni Pagnini BCAM & Ikerbasque, Bilbao, Spain Title: Fractional diffusion as an intermediate asymptotic regime. Abstract: A continuous-time random walk driven by two different Markovian hopping-trap mechanisms is investigated and it is shown that the paradigmatic features of anomalous diffusion are met. More precisely, anomalous diffusion results from a process that goes through the action of two co-existing Markovian mechanisms acting with different statistical frequency, and the probability of occurrence of this switch between the two Markovian settings originates and fully characterises the anomalous diffusion. In fact, ensemble and single-particle observables of this model have been studied and they match the main characteristics of anomalous diffusion as they are typically measured in living systems. In particular, the celebrated transition of the walker?s distribution from exponential to stretched-exponential and finally to Gaussian distribution is displayed by including also the Brownian yet non-Gaussian interval. Moreover, the model dynamically provides the power-law exponent of the mean-square displacement as a function of the probability of switching between the two Markovian states, namely the fractional order. Hence, fractional diffusion emerges as an intermediate asymptotic regime. Finally, within the present approach, fractional diffusion can be interpreted as a mathematical method for bridging two co-existing equilibrium states in a disordered medium. This talk is based on: Vitali S, Paradisi P and Pagnini 2022 J. Phys. A: Math. Theor. 55 224012 Il seminario si terrà il giorno 3 Novembre 2022 ore 16:00 nella Aula D primo livello del Dipartimento Matematica e Applicazioni, Università di Napoli FEDERICO II, Complesso di Monte Sant'Angelo, Via Cintia, Napoli. -- Link per seguire online: https://teams.microsoft.com/l/meetup-join/19%3aMQ4RZDBo_0G-K_PHxKtktVYAczOG… -- 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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Fwd: Graduate and postdoctoral opportunities
by Faggionato, Alessandra 28 Oct '22

28 Oct '22

Buongiorno, Ricevo ed inoltro. Buon weekend Alessandra ---------- Forwarded message --------- Da: Louigi Addario-Berry <louigi(a)gmail.com> Date: ven 28 ott 2022, 16:52 Subject: Graduate and postdoctoral opportunities To: Louigi Addario-Berry <louigi(a)gmail.com> Dear colleagues, I would appreciate it if you could circulate the below information to your networks. I am planning to recruit two new doctoral students (beginning in September 2023) and some positive number of new Master's students (also beginning in September 2023). Also, there are multiple postdoctoral opportunities available at McGill and in Montreal (beginning in May 2023 or later). Those who are interested in a postdoctoral position should apply to the following postings: November 11 deadline: https://www.mathjobs.org/jobs?joblist-1067-20525 December 15 deadline: https://www.mathjobs.org/jobs/list/21313 Those who are interested in a doctoral position should apply here: January 15 deadline: https://www.mcgill.ca/gradapplicants/how-apply In both cases, applicants should mention my name as a potential supervisor. Applicants who would like to work with me should be interested in probability and its interactions with other subjects (e.g. combinatorics, graph theory, PDEs), and should ideally have background in some of these areas. However, all applications will be carefully considered, including from those with non-traditional academic trajectories. Applicants can find out some things about my research interests on my website: http://problab.ca/louigi/. They are also welcome to contact me in advance of applying if they have questions. I especially welcome applications from members of groups who are traditionally underrepresented within mathematics. Sincerely, Louigi.

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W - Math workshop announcement
by Daniele Cappelletti 28 Oct '22

28 Oct '22

Dear all, We are glad to announce the workshop "W-Math", which will take place in the Emma Strada Hall at Politecnico di Torino starting on Thursday, December 1st 2022 at 2pm and ending on Friday, December 2nd 2022 at 1 pm. You can find further information here <http://areeweb.polito.it/disma-excellence/events_2022/WMath/index.html>. Attendance at the workshop is welcome and free. However, for logistical reasons, we kindly ask you to register at this link <https://forms.office.com/pages/responsepage.aspx?id=kqwFKkkgJkqbNIl3Y-_I4sY…> . Please feel free to share this announcement with anyone who may be interested. Best regards, The organizers (A. Boralevi, D. Cappelletti, V. Chiadò-Piat, A. Festa, T. Lorenzi, A. Tabacco, M. Vallarino)

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Seminar Van Bever at UPO
by Enea Bongiorno 28 Oct '22

28 Oct '22

Dear colleagues, We are glad to invite you to the seminar that will take place on the 8th of November, at 16.00: - in presence: room 201 of the campus Perrone, via Perrone, 18, Novara Università del Piemonte Orientale, Dipartimento di Studi per l’Economia e l’Impresa. - on-line at the link: meet.google.com/yvq-ccbt-pzt Prof. Germain Van Bever Université de Namur, Belgio Title: Flexible Hilbertian Additive Regression with Small Errors-in-Variables Abstract: In this talk, we present a new framework of additive regression modelling for data in very generic settings. More precisely, we tackle the problem of estimating component functions of additive models where the regressors and/or response variable belong to general Hilbert spaces and can be imperfectly observed. By this,we mean that some variables can be either measured incompletely or with errors. Smooth backﬁtting methods are used to estimate consistently the component functions and we provide explicit rates of convergence. We amply illustrate our methodology in various settings, including the functional, Riemannian and Hilbertian settings. Best regards, Enea Bongiorno -- Enea Bongiorno,PhD Associate Professor of Statistics Università degli Studi del Piemonte Orientale Via Perrone 18, 28100, Novara, Italia Phone: +390321375317 enea.bongiorno(a)uniupo.it upobook.uniupo.it/enea.bongiorno

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Seminar Dombry @Bocconi - Thursday 3/11 at 12:00
by Giacomo Zanella 28 Oct '22

28 Oct '22

We are glad to announce the following seminar: Thursday, 3rd of November 2022 12:00, Room AS02 (only in presence, no online) Bocconi University, Via Roentgen 1, floor -1 Speaker: Clément Dombry (Université de Franche-Comté) Title: Stone's theorem and minimax rate of convergence for distributional regression Abstract: Distributional regression aims at estimating the full conditional distribution of the response variable given the covariates and is a fundamental tool in probabilistic forecast. In this talk, we prove Stone's theorem for distributional regression. It establishes universal consistency in Wasserstein distance of a large class of models based on local weights. Next we consider minimax rates of convergence on suitable classes of distributions and prove that nearest neighbor and kernel algorithms are rate optimal. Best regards, Giacomo Zanella

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Two open positions at BCAM (Bilbao): Postdoc and Research technician
by Gianni Pagnini 25 Oct '22

25 Oct '22

Dear colleagues, We have open at BCAM in Bilbao two positions: one PostDoc and one Research technician. The Research technician is intended as a bridge contract after the Master and before to start a PhD. The deadline for both positions is the 16th of December 2022, here are the corresponding links: Postdoc. Research program "Stochastic Modelling and Simulation of Anomalous Diffusion" http://www.bcamath.org/en/research/job/ic2022-10-postdoctoral-fellow-on-eff… <http://www.bcamath.org/en/research/job/ic2022-10-postdoctoral-fellow-on-eff…> Research technician. Research program "Data Analysis for Anomalous Diffusion in Biological Media" http://www.bcamath.org/en/research/job/ic2022-10-research-technician-on-eff… <http://www.bcamath.org/en/research/job/ic2022-10-research-technician-on-eff…> For any question, you can get in contact with me: gpagnini(a)bcamath.org <mailto:gpagnini@bcamath.org> Below you can read a cut & paste of the research program. Thank you very much. Sincerely, Gianni Ps: further open positions at BCAM can be found at http://www.bcamath.org/en/research/job <http://www.bcamath.org/en/research/job> ============== Effective treatment strategies for rare diseases based on gene therapy Project summary Gene therapy medicinal products (GTMPs) are one of the most promising biopharmaceuticals, which are beginning to show encouraging results. Gene therapy based on the administration of DNA, messenger RNA (mRNA) or short-hairpin RNA (shRNA) are intended for gene augmentation or gene suppression, whereas the use of small interfering RNA (siRNA), microRNA, antisense oligonucleotides (ASOs) or aptamers provides posttranslational gene silencing. The efforts and advances made in this area have led to the development of new therapeutic strategies to treat several disorders, many of them without currently available treatments, as rare diseases. A key challenge for the clinical application of nucleic acid medicinal products entails the availability of delivery systems specifically adapted to their features and purpose. For a successful gene therapy, the delivery systems have to protect the genetic material from degradation, facilitating its internalization in target cells and releasing them intracellularly. The first step for an efficient internalization of the nucleic acid is the interaction between the delivery system and the cell membrane. Therefore, the understanding of the intracellular behaviour of the nanodelivery systems, the nucleic acid they carry (mRNA, DNA, siRNA, shRNA or ASO) and the endosomes after the internalization process will allow to advance in the design of nucleic acid based-nanomedicines aiming to improve the effectiveness of gene therapy treatments, by developing strategies for an improved intracellular delivery and endosomal escape. The issue of physical understanding and mathematical modelling of nanodelivering is still an open problem. As a matter of fact, anomalous diffusion emerged in living systems, namely, diffusing particles do not follow rules and properties of Brownian motion, and delivering by nanoparticles also goes according to anomalous diffusion such that modelling and understanding of anomalous diffusion is fundamental for gene therapy improvement. Therefore, new and advanced techniques are required for modelling such random motions and further studies needed for the understanding of the underlying statistical physics. It is well-known that anomalous diffusion is strongly related with fractional diffusion equations that are differential equations involving integral operators defined within the branch of mathematical analysis named Fractional Calculus. Under the point of view of statistical physics, these systems show not classical features as, for example, long-range correlations, power-law distributions, weak ergodicity breaking and aging. This framework calls for stochastic processes in inhomogeneous media and/or for heterogeneous ensembles of particles and then within the families, for example, of scaled Brownian motion and diffusing-diffusivity as well as those of the generalized gray Brownian motion and the superstatistical fractional Brownian motion, in general, and their under-damped extension. In general, the project aims to assess in deep the intracellular behavior of lipid nanoparticles for nucleic acid delivery for establishing models of anomalous diffusion useful to optimize the nanomedicines since the first steps of development. An important step towards further progress in the clinical application of gene therapy is expected and the results be applied in a number of delivery systems and diseases. The project will be mainly focused on the following rare diseases: Rare metabolic diseases; Rare retinal degenerative diseases; CAR therapy in pediatric acute leukemia, that are currently investigated by the PharmaNanoGene group at the Faculty of Pharmacy (UPV/EHU) and Bioaraba Health Research Institute. The development of the proper stochastic processes for nanodelivering and the interpretation of the corresponding statistical physics will be conducted by the Statistical Physics group at BCAM led by the proponent Ikerbasque Research Associate Gianni Pagnini has decades of experience in the field of fractional diffusion equations and the development of the related models, while the molecular simulations and advanced data analysis will be provided by the Mathematical, Computational and Experimental Neuroscience group at BCAM led by Ikerbasque Professor Serafim Rodrigues. — Gianni Pagnini Ikerbasque Research Associate BCAM - Basque Center for Applied Mathematics Alameda de Mazarredo, 14 E-48009 Bilbao, Basque Country - Spain Tel. +34 946 567 842 gpagnini(a)bcamath.org | www.bcamath.org/gpagnini ( matematika mugaz bestalde )

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Assegno di Ricerca in Statistica presso Università di Milano (Statale)
by Luca Rossini 25 Oct '22

25 Oct '22

Buongiorno, presso il Dipartimento di Economia, Management e Metodi Quantitativi dell'Università degli Studi di Milano abbiamo appena aperto un assegno di ricerca di 12 mesi. La scadenza è il 17 Novembre 2022 alle ore 23:59. Tutte le informazioni ed il bando (in Italiano) è reperibile al sito: https://www.unimi.it/it/ricerca/ricerca-lastatale/fare-ricerca-da-noi/asseg… Cordiali saluti Luca Rossini -- Dr. Luca Rossini Lecturer (Assistant Professor Tenure Track) in Statistics, Department of Economics, Management and Quantitative Methods University of Milan (Statale), Italy email: luca.rossini87(a)gmail.com luca.rossini(a)unimi.it skype: luca.rossini14 web: https://lucarossini.wixsite.com/luca-rossini

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Fwd: First announcement Summer School on "Khintchine's Inequality: old and,new", Paris, June 26-30 2023
by Faggionato, Alessandra 25 Oct '22

25 Oct '22

Buongiorno, ricevo ed inoltro. Saluti Alessandra ---------- Forwarded message --------- Da: Cyril ROBERTO <cyril.roberto(a)math.cnrs.fr> Date: lun 24 ott 2022 alle ore 23:38 Subject: First announcement Summer School on "Khintchine's Inequality: old and,new", Paris, June 26-30 2023 To: Dear Colleague, You are cordially invited to participate in the Summer School at the Henri Poincaré Institute (IHP), Paris, June 26-30, 2023. We are pleased to inform you that Piotr Nayar and Krzysztof Oleszkiewicz (Warsaw University) will each give 10 hours of lectures on Khintchine's inequalities. To get more information about this Summer School, please go to the following web page: https://indico.math.cnrs.fr/event/8606/ Registration is free but mandatory. In order to register, go to the "registration" link. Note that the school may have some (limited) financial support for young people (PhD, postdocs). Financial support is up to approximately 500 euros.To ask for said support, please send an email to the organizers at khintchine.IHP.2023(a)outlook.fr Looking very much forward to seeing you in Paris, With all best wishes, The organizers (Ali Barki, James Melbourne and Cyril Roberto) P.S.: Please bring this Summer School to the attention of graduate students, postdocs and colleagues who may be interested. P.P.S.: Sorry for the multiple instances of the same message. ************************************************* Prof. Alessandra Faggionato https://www1.mat.uniroma1.it/people/faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 5, Phone (0039) 06 49913252 *************************************************

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Fwd: Tenure track and Postdoctoral positions at the University of British Columbia
by Faggionato, Alessandra 25 Oct '22

25 Oct '22

Buongiorno ricevo e con piacere inoltro. Buona giornata Alessandra ---------- Forwarded message --------- From: Omer Angel <angel(a)math.ubc.ca> Date: Tue, 25 Oct 2022 at 04:50 Subject: Tenure track and Postdoctoral positions at the University of British Columbia To: Alessandra Faggionato <faggiona(a)mat.uniroma1.it> Dear Alessandra, We would be grateful if you forward information about the positions below to any candidates who may be interested. ==================================================================== **Tenure track in Mathematics of Machine Learning and Artificial Intelligence**: The math department is seeking candidates for a tenure-track Assistant Professor position, to start July 2023. Applicats should hold a PhD or equivalent in mathematics or a related discipline. Postdoctoral experience is normally expected. The position is art of a new interdisciplinary research cluster on AI Methods for Scientific Impact (AIM-SI), within UBC's Centre for AI Decision-making and Action (CAIDA). CAIDA consists of over 100 researchers whose research leverages AI. We are looking for someone who is ready to build research collaborations - informal and formal - with other researchers in AIMS-SI, CAIDA, across the mathematical sciences and the university as a whole. ==================================================================== **Postdoctoral fellowships**: The probability group at UBC plans to hire postdoctoral fellows, to start in July 2023. This are 3-year positions with a relatively low teaching load. Applicants should have obtained a recent (normally no earlier than 2020) Ph.D. in Mathematics or a closely related discipline, or expect to complete one before the starting date. Candidates should demonstrate excellent potential in research and teaching. (Other groups often have postdoctoral positions as well - I do not speak for them.) ==================================================================== Review of applications for both positions will begin after November 15, 2022. Application is through mathjobs. The ads and full details may be seen at https://www.mathjobs.org/jobs/UBC We especially welcome applications from members of under-represented and/or marginalized groups, including women, people with disabilities, from racial minorities, LGBTQ+, and indigineous individuals. Please let me know if a different email address should be used. Please contact any of us for additional information: omer ------------------------------------------- Gordon Slade <slade(a)math.ubc.ca> Mathav Murugan <mathav(a)math.ubc.ca> Omer Angel <angel(a)math.ubc.ca> Jonathan Hermon <jonathan.hermon(a)gmail.com> -- ************************************************* Prof. Alessandra Faggionato https://www1.mat.uniroma1.it/people/faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 5, Phone (0039) 06 49913252 *************************************************

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UNIBO Statistics Seminars: Davide Ferrari, Free University of Bolzano/Bozen
by Simone Giannerini 24 Oct '22

24 Oct '22

We are glad to announce the following Statistics Seminar: Friday, October 28, 11.30 a.m. Davide Ferrari (Free University of Bozen-Bolzano) Fast Construction of Optimal Composite Likelihoods Abstract A composite likelihood is a combination of low-dimensional likelihood objects useful in applications where the data have complex structure. Although composite likelihood construction is a crucial aspect influencing both computing and statistical properties of the resulting estimator, currently there does not seem to exist a universal rule to combine low-dimensional likelihood objects that is statistically justified and fast in execution. This paper develops a methodology to select and combine the most informative low-dimensional likelihoods from a large set of candidates while carrying out parameter estimation. The new procedure minimizes the distance between composite likelihood and full likelihood scores subject to a constraint representing the afforded computing cost. The selected composite likelihood is sparse in the sense that it contains a relatively small number of informative sub-likelihoods while the noisy terms are dropped. The resulting estimator is found to have asymptotic variance close to that of the minimum-variance estimator constructed using all the low-dimensional likelihoods. Preprint on Statistica Sinica https://www3.stat.sinica.edu.tw/ss_newpaper/SS-2021-0235_na.pdf Room 2, Piazza Scaravilli 2, Bologna Link for attending the event: Fai clic qui per partecipare alla riunione<https://teams.microsoft.com/l/meetup-join/19%3ameeting_ZjY4MjE4MDQtYmM3Mi00…> Contact person: Simone Giannerini _________________________________________________________________ PHILOSOPHICAL TRANSACTIONS OF THE ROYAL SOCIETY A Theme issue ‘DNA as information<https://royalsocietypublishing.org/toc/rsta/374/2063>’ edited by Julyan H.E. Cartwright, Simone Giannerini and Diego L. González _________________________________________________________________ Simone Giannerini Dipartimento di Scienze Statistiche "Paolo Fortunati" Universita' di Bologna Via delle belle arti 41 - 40126 Bologna, ITALY Tel: +39 051 2098262 Fax: +39 051 232153 https://www.unibo.it/sitoweb/simone.giannerini/ ______________________________________________________ ________________________________

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LUISS Math Seminars: Peter Bank, Thu 27 October
by Sara 21 Oct '22

21 Oct '22

Dear all, I am pleased to announce the upcoming seminar by Peter Bank, TU Berlin: https://economiaefinanza.luiss.it/seminar/2022/09/23/what-if-we-knew-what-f… The seminar will take place in Room 106 at 12pm, at the address below. You can also attend the seminar online, at the link: *Room 106:* https://luiss.webex.com/luiss/j.php?MTID=mc76ccac202efab1b18aea6a847fc1457 *User:* w_guest(a)luiss.it *Password: *ilLGhdI522Q Very best, Sara -- Sara Biagini, Professor of Mathematical Finance Department of Economics and Finance LUISS Guido Carli https://www.luiss.it/ Address: Viale Romania, 32 - 00197 Roma Web: http://sites.google.com/site/sarabiagini/

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I: Statistique mathématique: Post-Doc à Orsay
by Rita Giuliano 20 Oct '22

20 Oct '22

Inoltro per eventuali interessati Rita Giuliano ________________________________ ________________________________ De: "Yohann" <yohann.de-castro(a)ec-lyon.fr> À: icj(a)math.univ-lyon1.fr Envoyé: Mercredi 19 Octobre 2022 10:37:28 Objet: [icj] Post-Doc à Orsay Bonjour, J’ai le plaisir de vous faire part d'une annonce de post-doc à Orsay en statistique mathématique. Cordialement Yohann De Castro _______________________________________________ ICJ mailing list ICJ(a)math.univ-lyon1.fr https://es.sonicurlprotection-fra.com/click?PV=2&MSGID=20221019085709100024…

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Seminar: Catherine Matias 26 October: “Properties of the stochastic approximation EM algorithm”
by Fulvia Pennoni 20 Oct '22

20 Oct '22

Dear all, We are glad to invite you to the *seminar* that will take place on the *26th of October, at 14.30*, in presence in Room *Aula Seminari DiSMeQ 4026, building U7* Civitas, 4th floor, *University of Milano-Bicocca*, Via Bicocca degli Arcimboldi 8, 20126 Milano. *Catherine Matias* <http://cmatias.perso.math.cnrs.fr/>from *Centre National de la Recherche Scientifique (CNRS), Sorbonne University, Paris* will present a seminar on “*Properties of the stochastic approximation EM algorithm with the mini-batch sampling*” (see abstract below). The seminar is also available online at the following link: https://unimib.webex.com/unimib-it/j.php?MTID=m414dda85e475f906edae49b2a8ee… <https://unimib.webex.com/unimib-it/j.php?MTID=m414dda85e475f906edae49b2a8ee…> Passcode: NmEQKpfG535 (66375734 from phones) You are invited to forward the event to your students, PhDs and colleagues who may be interested in the Seminar. Kind Regards, Fulvia Pennoni On behalf of the Department of Statistics and Quantitative Methods /--------------/ *Speaker*: Catherine Matias from Centre National de la Recherche Scientifique (CNRS), Sorbonne University, Paris *Title*: /Properties of the stochastic approximation EM algorithm with the mini-batch sampling/ *Abstract*: To deal with very large datasets a mini-batch version of the Monte Carlo Markov Chain Stochastic Approximation Expectation–Maximization algorithm for general latent variable models is proposed. For exponential models the algo rithm is shown to be convergent under classical conditions as the number of iterations increases. Numerical experiments illustrate the performance of the mini-batch algorithm in various models. In particular, we highlight that mini-batch sampling results in an important speed-up of the convergence of the sequence of estimators generated by the algorithm. Moreover, insights on the effect of the mini-batch size on the limit distribution are presented. Finally, we illustrate how to use mini-batch sampling in practice to improve results when a constraint on the computing time is given. -- Fulvia Pennoni Ph.D. Dpt of Statistics and Quantitative Methods University of Milano-Bicocca

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Open call - Research Fellow at University of Oslo
by Giulia Di Nunno 20 Oct '22

20 Oct '22

Dear All, Let me bring to your attention the following position as Research Fellow (postdoc 18 months) at the Department of Mathematics, University of Oslo: https://www.jobbnorge.no/en/available-jobs/job/233446/research-fellow-at-th… Deadline for application: October 30, 2022 The Research fellow is expect to work within the scope of STORM - Stochastics for Time-Space Risk Models. In particular the research work will focus on the development of the theory and the application of models non-necessarily Markovian suitable for the modelling of market date and associated risks. More details are given in the call. Please feel free to distribute this ad further. Best regards, Giulia Di Nunno Professor Department of Mathematics University of Oslo, Norway

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Seminar - Raffaele Argiento - 20 Oct, 2:30 pm - Florence
by Monia Lupparelli 19 Oct '22

19 Oct '22

Dear Colleagues, the Department of Statistics, Computer Science, Application of University of Florence is glad to invite you to the following seminar: Raffaele Argiento (Università degli Studi Bergamo) Thursday 20 October 2022, 2:30 pm Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti”, room 205 Viale Morgagni, 59, Firenze Hierarchical normalized finite point process: predictive structure and clustering Abstract Almost surely discrete random probability measures have received close attention in the Bayesian nonparametric community. They have been used to model populations of individuals or latent parameters (in the mixture model setting) composed of unfixed species with unknown proportions. In this framework, data are usually assumed to be exchangeable. However, the latter assumption is not appropriate when data are divided in multiple groups which may share the same species. If so, partially exchangeability accommodates the dependence across populations. Best regards, Monia Lupparelli ----------------------------------------- Monia Lupparelli, PhD Department of Statistics, Computer Science, Applications University of Florence Viale Morgagni 59, 50134 Florence, IT Phone +39 055 2751579

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Seminar: Erik Lindström 24 October: Feature Selection in Jump Models
by Fulvia Pennoni 19 Oct '22

19 Oct '22

Dear all, We are glad to invite you to the *seminar* that will take place on the *24th of October, at 14.30*, in presence in Room *Aula Seminari DiSMeQ 4026, building U7* Civitas, 4th floor, *University of Milano-Bicocca*, Via Bicocca degli Arcimboldi 8, 20126 Milano. *Erik Lindström <https://www.maths.lu.se/staff/erik-lindstroem/>*from *Lund University* will present a seminar on “*Feature Selection in Jump Models*” (see abstract below). The seminar is also available online at the following link: https://unimib.webex.com/unimib/j.php?MTID=m7d32c71febb43ee95aabde1ca5428861 You are invited to forward the event to your students, PhDs and colleagues who may be interested in the Seminar. Kind Regards, Fulvia Pennoni On behalf of the Department of Statistics and Quantitative Methods /--------------/ *Speaker*: Erik Lindström from Lund University *Title*: /Feature Selection in Jump Models/ *Abstract*: Hidden Markov models are a popular choice for inferring the hidden state of financial markets as the states often are interpreted as market regimes. This interpretation implicitly assumes that the underlying state sequence has a certain level of persistence. However, when a hidden Markov model is misspecified or misestimated, it often leads to unrealistically rapid switching dynamics. We propose a novel estimation approach based on clustering temporal features while penalizing jumps. The advantages of the proposed jump estimator include that it learns the hidden state sequence and model parameters simultaneously while providing control over the transition rate, it is less sensitive to initialization, it performs better when the number of states increases, and it is robust to misspecified conditional distributions. In addition, feature selection is necessary in high-dimensional settings where the number of features is large compared to the number of observations and the underlying states differ only with respect to a subset of the features. We develop and implement a coordinate descent algorithm that alternates between selecting the features and estimating the model parameters and state sequence, which scales to large data sets with large numbers of (noisy) features. We demonstrate the usefulness of the proposed framework by comparing it with a number of other methods on both simulated and real data in the form of financial returns, protein sequences, and text. The resulting sparse jump model outperforms all other methods considered and is remarkably robust to noise. -- Fulvia Pennoni Ph.D. Dpt of Statistics and Quantitative Methods University of Milano-Bicocca

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Mathematical Methods for Climate: Link to Minicourse by D. Faranda
by Francesco Grotto 18 Oct '22

18 Oct '22

Good afternoon, you can find below the link for the second part of the minicourse by D. Faranda; the lecture is slightly delayed due to technical issues. Best FG https://cnrs.zoom.us/j/92979982747?pwd=UVF1QkJqOXdjWVBrc2V6M2tMck54QT09

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Seminar by René Aid (Paris Dauphine) in Padova (hybrid mode)
by Giorgia Callegaro 18 Oct '22

18 Oct '22

Dear all, you're invited to the next seminar in Probability and Finance, that will take place on Friday 28th October, at 11.30, in hybrid mode at the Mathematics Department of the University of Padova. More details: * *Speaker*: *René A**ïd (Paris Dauphine)* * *Date and time*: 28th October 2022, 11.30 * *Room (Torre Archimede)*: 2BC30 * *Zoom link*: please find it at https://www.math.unipd.it/~bianchi/seminari/ * *Title*: *A model of optimal incentives for renewable investments* * *Abstract*: We analyze the optimal regulatory incentives to foster the development of non-emissive electricity generation when the demand for power is served either by a monopoly or by two competing firms. The regulator wishes to encourage renewable investments to limit carbon emissions, while simultaneously reducing intermittency of the total energy production. We provide the expression of the optimal contract for each market structure. We show how the market structure affects the complexity of the optimal incentive mechanism. A joint work with Annika Kemper and Nizar Touzi. See you soon, thanks, Giorgia Callegaro -- Giorgia Callegaro Associate Professor Department of Mathematics - University of Padova Via Trieste 63 , I-35121 Padova - ITALY Tel: +39-0498271481 Fax: +39-0498271499 E-Mail: gcallega(a)math.unipd.it <https://webmail.math.unipd.it/horde3/imp/message.php?mailbox=Sent&index=598#> Personal web-page: https://sites.google.com/site/giogiocallegaro/Home

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Seminar Marinucci @Bocconi - 21st Oct at 12:00
by Giacomo Zanella 18 Oct '22

18 Oct '22

We are glad to announce the following hybrid seminar: Thursday, 21st October 2022 12:00, Room AS01 + Zoom Bocconi University, Via Roentgen 1, floor -1 Speaker: Domenico Marinucci (Università di Roma Tor Vergata) Title: Asymptotics for Spherical Functional Autoregressions Abstract: In this talk, we investigate a class of spherical functional autoregressive processes, and we discuss the estimation of the corresponding autoregressive kernels. In particular, we first establish a consistency result (in sup and mean-square norm), then a quantitative central limit theorem (in Wasserstein distance), and finally a weak convergence result, under more restrictive regularity conditions. We shall also hint at possible extensions, in particular nonparametric testing for stationarity, isotropy and Gaussianity. Based on joint works with Alessia Caponera and Anna Vidotto. Zoom information: link: https://unibocconi-it.zoom.us/j/92683143026?pwd=Q3plSDVPRzAvcjhQUllBemNPVjV… Meeting ID: 926 8314 3026 Passcode: 123456 Best regards, Giacomo Zanella

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Mathematical Methods for Climate Science: Minicourse and Seminar by D. Faranda in Pisa
by Francesco Grotto 17 Oct '22

17 Oct '22

Dear colleagues, in the context of the project "Metodi matematici per la scienza del clima" at Dipartimento di Matematica in Pisa, D. Faranda (LSCE laboratory, Paris Saclay) will be giving: -a minicourse, "Understanding, researching and telling the story of climate extreme events" on 17-18th November at Dipartimento di Matematica, - a seminar, "Atmospheric circulation compounds anthropogenic warming and its impacts in Europe", on 19th November at Scuola Normale Superiore. All the information can be found at the following link: https://clima.dm.unipi.it/2022/10/12/minicourse-and-seminar-by-d-faranda-ls… Best Francesco Grotto

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Seminar in Statistics - MARIE KRATZ
by Pierpaolo De Blasi 14 Oct '22

14 Oct '22

SEMINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO <https://www.carloalberto.org/events/category/seminars/seminars-in-statistic…> Venerdi 21 Ottobre 2022, alle ore 12.00, presso il Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario: ------------------------------------------------ Speaker: *Marie Kratz* (ESSEC Business School, CREAR risk research center) Title: *Pro-Cyclicality Beyond Business Cycles: The Case of Traditional Risk Measurements* Abstract: There is an accepted idea that risk measurements are pro-cyclical: in times of crisis, they overestimate the future risk, while they underestimate it in quiet times. We lay down a simple and efficient methodology to evaluate the amount of pro-cyclicality in the way financial institutions measure risk. To do so, we introduce a new indicator based on the Sample Quantile Process (a dynamic extension of Value-at-Risk), conditioned on realized volatility. Using this framework, we prove that pro-cyclicality is inherent in risk measure estimates based on historical data. We identify two main factors explaining this pro-cyclical behavior: the clustering and return-to-the-mean of volatility, as it could have been anticipated but not yet quantified, and, more surprisingly, the very way risk is measured, even in a world with constant volatility, though the empirical magnitude of the mean-reversion is greater than what would be observed in that special case. We develop CLTs and FCLT’s for functionals of quantile and dispersion estimators to support theoretically those empirical findings. This is a joint work with Dr. Marcel Bräutigam and Dr. Michel Dacorogna. ------------------------------------------------ Sarà possibile seguire il seminario anche in streaming: Join Zoom Meeting <https://us02web.zoom.us/j/85751895656?pwd=dTBiQTAzd3BoODRoZmQzMlZWTDZIQT09> Meeting ID: 857 5189 5656 Passcode: 166674 Il seminario è organizzato dalla "de Castro" Statistics Initiative www.carloalberto.org/stats -- Pierpaolo De Blasi University of Torino & Collegio Carlo Alberto carloalberto.org/pdeblasi <https://sites.google.com/a/carloalberto.org/pdeblasi/>

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Roxana Dumitrescu's talk, Milan 19/10/22
by Luciano Campi 14 Oct '22

14 Oct '22

Dear all I am happy to announce the following seminar by Roxana Dumitrescu (King’s College London), you’ll find details on date and venue below the abstract Title: Control and stopping mean-field games: the linear programming approach Abstract: In this talk, we present recent results on the linear programming approach to mean-field games in a general setting. This relaxed control approach allows to prove existence results under weak assumptions, and lends itself well to numerical implementation. We consider mean-field game problems where the representative agent chooses both the optimal control and the optimal time to exit the game, where the instantaneous reward function and the coefficients of the state process may depend on the distribution of the other agents. Furthermore, we establish the equivalence between mean-field games equilibria obtained by the linear programming approach and the ones obtained via other approaches used in the previous literature. We then present a fictious play algorithm to approximate the mean-field game population dynamics in the context of the linear programming approach. Finally, we give an application of the theoretical and numerical contributions introduced in the first part of the talk to an entry-exit game in electricity markets. The talk is based on several works, joint with R. Aïd, G. Bouveret, M. Leutscher and P. Tankov. Date and time: 19 October 2022, 11am Venue: Sala di Rappresentanza, Departimento di Matematica, Università degli Studi di Milano, Via Saldini 50, 20133 Milano. You are all welcome to attend All the best Luciano -------------------------------------------------------- Luciano Campi Full Professor University of Milan Department of Mathematics Email: luciano.campi(a)unimi.it Web: sites.google.com/site/lucianocampi1

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4 Post-Doc positions in Luxembourg
by Giovanni Peccati 14 Oct '22

14 Oct '22

Dear Colleagues, *four post-docs positions* in the domain of* Mathematical Statistics and related fields* are currently open at the *Department of Mathematics of Luxembourg University*. All details can be found here: https://tinyurl.com/LuxembourgStat With my best regards, Giovanni Peccati -- Prof. Giovanni Peccati ------------------------------------------ Head of the Department of Mathematics Faculty of Science, Technology and Medicine ------------------------------------------ University of Luxembourg ----------------------------------------- homepage: http://sites.google.com/site/giovannipeccati/home E-mail: giovanni.peccati(a)gmail.com

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SAVE THE DATES: 11th General AMaMeF Conference & Summer School in Bielefeld
by Ferrari, Giorgio 14 Oct '22

14 Oct '22

Dear All, We are pleased to announce that the /11th General AMaMeF Conference/ will take place from *26th to 30th June 2023* in Bielefeld (Germany). Following the conference, a summer school on "Risk and Uncertainty in Economics, Insurance and Finance" will take place in the week of *July 3-7, 2023*. Save the dates! More information on these two events will follow shortly. We are looking forward to welcoming you to Bielefeld in the summer of 2023! Giorgio Ferrari and Frank Riedel

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Fwd: PhD position @ Tor Vergata
by Silvestri, Vittoria 13 Oct '22

13 Oct '22

Ricevo ed inoltro volentieri. ******************************** Vittoria Silvestri Assistant Professor Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome ******************************** ---------- Forwarded message --------- Da: Di Iura Andrea Giuseppe (GDS DS&G) <andreagiuseppe.diiura(a)enel.com> Date: mer 12 ott 2022 alle ore 17:05 Subject: PhD position @ Tor Vergata To: Silvestri(a)mat.uniroma1.it <Silvestri(a)mat.uniroma1.it> INTERNAL Dear all, There is a chance to reopen one Ph.D. position in Mathematics at Tor Vergata University in Rome, co-funded by Enel S.p.A. and the Italian Minister of Research. Information about the project is given at http://www.mat.uniroma2.it/dottorato/bando_22_23sept.php All deadlines are now closed. However, there is the possibility to reopen one position. Can you please forward the message to interested students in your universities? All potential candidates are invited to manifest their interest by writing me at andreagiuseppe.diiura(a)enel.com Thank you, Andrea Di Iura

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(PMS)^2 talk - De Vecchi - October 17 at 14.00
by Carlo Orrieri 13 Oct '22

13 Oct '22

Dear colleagues, We are happy to announce the following hybrid - that is, in person with online streaming - talk: Speaker: Francesco Carlo De Vecchi (Università di Pavia) Title: A differential characterization of exponential quantum field theory on the plane Abstract: Characterizing a probability measure through an integration by parts formula is a classical problem in stochastic analysis. It finds applications in (Euclidean) quantum field theory, being related to the solutions of the equations of motion for the correlation functions of the quantum field. We approach this problem in the particular case of quantum field theory with exponential interaction on $\mathbb{R}^2$, studying a Fokker-Planck-Kolmogorov equation associated to the stochastic quantization equation for such a model. We prove that, under some conditions on the support of the measure, the solution to this Fokker-Planck-Kolmogorov equation exists and is unique, providing a complete characterization of the exponential measure by an integration by parts formula. The talk is based on a joint work with Massimiliano Gubinelli and Mattia Turra. Date and time: Monday October 17, 14:00-15:00 (Rome time zone) Place: Aula Beltrami, dipartimento di matematica dell’università di Pavia, via Ferrata 5, Pavia. Entra nella riunione in Zoom https://us02web.zoom.us/j/89875903841?pwd=NnJUclZidHl6RTg0a0ljcEVNVXp5UT09 <https://us02web.zoom.us/j/89875903841?pwd=NnJUclZidHl6RTg0a0ljcEVNVXp5UT09> ID riunione: 898 7590 3841 Passcode: 262094 This talk is part of the (PMS)^2: Pavia-Milano Seminar series on Probability and Mathematical Statistics organized jointly by the universities Milano-Bicocca, Pavia, Milano-Politecnico. Participation is free and welcome! Best regards The organizers (Carlo Orrieri, Maurizia Rossi, Margherita Zanella)

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Tenure-track or tenured position in Non-clinical Biostatistics at UCLouvain (Belgium)
by Elisa Perrone 13 Oct '22

13 Oct '22

Dear Colleagues, I’m sending the job offer below on behalf of Johan Segers. Please forward it to any potential candidate. Best wishes, Elisa --------------------------------------------------- UCLouvain invites applications for a tenure-track or tenured full-time position in Non-clinical Biostatistics The successful candidate will teach mainly in the field of statistics, biostatistics, and data science. The successful candidate will develop his or her research activities in the field of non-clinical biostatistics and his or her expertise should therefore be complementary to that in clinical biostatistics and mathematical statistics currently present at the Institute of Statistics, Biostatistics and Actuarial Sciences. The successful candidate will have a particular interest in applications related to the life sciences and possibly industrial statistics. More information: https://jobs.uclouvain.be/PersonnelAcademique/job/An-academic-position-in-N… <https://eur02.safelinks.protection.outlook.com/?url=https%3A%2F%2Fjobs.uclo…> Starting date: September 1st, 2023. Application deadline: Monday November 14, 2022, at noon (UTC+1). --------------------------------------------------- --- Elisa Perrone, Ph.D. Assistant Professor Department of Mathematics and Computer Science Eindhoven University of Technology elisaperrone.info <http://elisaperrone.info/>

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Open call - Research Fellow at University of Oslo
by Giulia Di Nunno 12 Oct '22

12 Oct '22

Dear All, Let me bring to your attention the following position as Research Fellow (postdoc 18 months) at the Department of Mathematics, University of Oslo: https://www.jobbnorge.no/en/available-jobs/job/233446/research-fellow-at-th… Deadline for application: October 30, 2022 The Research fellow is expect to work within the scope of STORM - Stochastics for Time-Space Risk Models. In particular the research work will focus on the development of the theory and the application of models non-necessarily Markovian suitable for the modelling of market date and associated risks. More details are given in the call. Please feel free to distribute this ad further. Best regards, Giulia Di Nunno Professor Department of Mathematics University of Oslo, Norway

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Special Issue "Advances in Optimal Control and Dynamic Games in Economics, Finance and Insurance" su "Decisions in Economics and Finance"
by Ferrari, Giorgio 12 Oct '22

12 Oct '22

Cari Colleghi, scriviamo per informarvi riguardo la "Call for Papers" relativa alla Special Issue/"//Advances in Optimal Control and Dynamic Games in Economics, Finance and Insurance/" della rivista "Decisions in Economics and Finance" (DEAF) di cui siamo guest editors: https://www.springer.com/journal/10203/updates/23587054 Questo numero speciale di DEAF intende pubblicare lavori su tematiche di controllo ottimo (deterministico e stocastico) e giochi differenziali (ad N giocatori e di campo medio) e loro applicazioni economiche, finanziarie ed attuariali. I contributi potranno essere inviati nella finestra temporale *01.11.2022 -- 30.06.2023*. La prima fase di revisione sarà terminata entro il *30.10.2023* ed i lavori selezionati verrano pubblicati on-line sul sito della rivista entro *Febbraio 2024*. Potete trovare maggiori informazioni a riguardo nella sezione "Manuscript Submission" alla pagina https://www.springer.com/journal/10203/updates/23587054 Attendendo numerosi contributi, vi salutiamo cordialmente. Salvatore Federico, Giorgio Ferrari, Luca Regis

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One World ABC Seminar: Radu Craiu, October 20, 2.30pm
by Massimiliano Tamborrino 12 Oct '22

12 Oct '22

Dear all, our next One World ABC Seminar https://warwick.ac.uk/oneworldabc<https://nam12.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwarwick.a…> is quickly approaching. Our next speaker is Radu Craiu <https://nam12.safelinks.protection.outlook.com/?url=https%3A%2F%2Futstat.to…> (University of Toronto), who will talk about "Bayesian Computation Strategies for Big Data and Intractable Models" on Thursday, October 20, 2.30pm Uk time (Zoom link and password are reported below) Abstract: Bayesian computation is in double jeopardy due to massive data volumes that make the usual MCMC samplers too computationally expensive and/or models with intractable likelihoods. Even under such adverse conditions, Bayesian data analysis can still be conducted using divide and conquer strategies and/or approximate methods such as Approximate Bayesian Computation (ABC) or Bayesian Synthetic Likelihood (BSL). We discuss some recent work that addresses these challenges, including perturbed MCMC samplers that are used within the ABC and BSL paradigms to significantly accelerate computation while maintaining control on computational efficiency. Zoom link to join: https://chalmers.zoom.us/j/69336662676<https://nam12.safelinks.protection.outlook.com/?url=https%3A%2F%2Fchalmers.…> Password: 776005 We are looking forward to seeing you next Thursday, best wishes, Massimiliano on the behalf of the One World ABC Organisers ------ Dr. Massimiliano Tamborrino Assistant Professor Department of Statistics University of Warwick https://warwick.ac.uk/tamborrino<https://nam12.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwarwick.a…>

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3 Lecturer positions in the fields of Mathematics, Statistics and Operations Research at Aalto University, Finland (closing 30.11.2022) (fwd)
by Tiziano Vargiolu 11 Oct '22

11 Oct '22

---------- Forwarded message ---------- Date: Tue, 11 Oct 2022 10:06:25 +0000 From: Tölle Jonas <jonas.tolle(a)aalto.fi> Subject: 3 Lecturer positions in the fields of Mathematics, Statistics and Operations Research at Aalto University, Finland (closing 30.11.2022) Dear Friends, I would like to let you know that we are looking for lecturers in the fields of Mathematics, Statistics and Operations Research here at Aalto University, Helsinki capital area, Finland. https://www.aalto.fi/en/open-positions/3-lecturer-positions-in-the-fields-o… Please feel free to forward this email to suitable candidates from your network! The application closes on 30.11.2022. Kind regards, Jonas -- Jonas Tölle University Lecturer Aalto University School of Science Department of Mathematics and Systems Analysis PO Box 11100 FI-00076 AALTO FINLAND Otakaari 1 (Room Y234) ESPOO FINLAND jonas.tolle(a)aalto.fi https://math.aalto.fi/en/ https://jonas-toelle.com

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LUISS math seminar - October 13, 2022 (& link)
by Sara 11 Oct '22

11 Oct '22

Dear all, I am pleased to announce the next seminar in our series. Speaker: Antoine Jacquier , Imperial College London Abstract: We introduce several algorithms from Quantum Computing technologies aimed at providing speedup compared to their classical counterparts. We shall highlight in particular how quantum entanglement provides potential expressive explanatory power for neural networks. Time permitting, we will showcase further applications to linear systems and PDEs and to optimisation problems. The seminar will be held on October 13 at 12 on campus, Room T03 - viale Romania 32, Roma. There is also a link for remote participants, *Link Aula T03: * https://luiss.webex.com/luiss-en/j.php?MTID=m6d5428b7dfa533b2f634971d60f58e… *User:* w_guest(a)luiss.it *Password:* iW4pw3TYs2Q Best regards, Sara -- Sara Biagini, Professor of Mathematical Finance Department of Economics and Finance LUISS Guido Carli https://www.luiss.it/ Address: Viale Romania, 32 - 00197 Roma Web: http://sites.google.com/site/sarabiagini/

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Postdoctoral position in Torino
by Matteo Ruggiero 11 Oct '22

11 Oct '22

Con preghiera di diffusione a potenziali interessati. Grazie Matteo Ruggiero --- Matteo Ruggiero University of Torino and Collegio Carlo Alberto www.matteoruggiero.it <http://www.matteoruggiero.it/> Postdoctoral position at the University of Torino Title: FAST INFERENTIAL STRATEGIES WITH COX-INGERSOLL-ROSS DRIVEN HIDDEN MARKOV MODELS AND THEIR EXTENSIONS Supervisor: Matteo Ruggiero (University of Torino and Collegio Carlo Alberto) www.matteoruggiero.it <http://www.matteoruggiero.it/> Brief description: The project aims at improving current inferential techniques addressed to diffusions like Cox-Ingersoll-Ross processes or their extensions, e.g. Dawson-Watanabe processes, or transformations, e.g., Wright-Fisher and Fleming-Viot diffusions. We will tackle Bayesian inference on the trajectory of such diffusions or on the parameters that characterize drift and volatility, under the assumption of a hidden Markov model framework with noisy data collection. We will typically exploit duality properties, which allow to write the conditional distributions of the hidden signal given the data in simpler forms than those obtained through the transition density of the signal, especially when the latter is only available as a series expansion, together with simulation and approximation strategies, which aim at accelerating the inference by leveraging on the discrete nature of the dual process state space. Such approaches will be used to make direct inference on the process trajectory and to set up Markov chain Monte Carlo strategies that target the estimation of the process parameters. Duration: 12 months, renewable. Application deadline: h13 Oct 24, 2022 Starting date: Dec 1 or later, 2022 Further info: matteo.ruggiero(a)unito.it Applications through https://www.serviziweb.unito.it/albo_ateneo/ <https://www.serviziweb.unito.it/albo_ateneo/> Reference number for the call: 4382; code reference in the call: ESOMAS.2022.08/XXIV.

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Fwd: Bando Assegno di Ricerca
by Antonio DI CRESCENZO 11 Oct '22

11 Oct '22

---------- Forwarded message --------- Assegno di ricerca in area 13 presso il Campus di Rimini dell'Universita' di Bologna (Dipartimento di Scienze Statistiche) Il titolo e' “Possibilistic and probabilistic models for climate and energy risk: Applications to energy and insurance" Il bando si trova sul sito https://bandi.unibo.it/ricerca/assegni-ricerca?str=stat <https://bandi.unibo.it/ricerca/assegni-ricerca?str=stat> Assegni di ricerca <https://bandi.unibo.it/ricerca/assegni-ricerca?str=stat> property= bandi.unibo.it Per scaricare il bando occorre selezionare il Dipartimento di Scienze Statistiche nel menù a tendina. Occorre o il Dottorato o se non ancora conseguito essere stati ammessi all'Esame finale di Dottorato. La scadenza e' il giorno 24 ottobre 2022.

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PhD position at Milano Bicocca
by Francesca Greselin 10 Oct '22

10 Oct '22

Partially rectifying a previous message: Good morning, Hope my email finds you well. We are hiring a *PhD position in Statistics at the University of Milano-Bicocca from December 2022* (session III, published on October 3,2022, with *deadline for application on October 17 *at noon). More information about the content of the research can be found below, and at the link https://en.unimib.it/education/postgraduates/doctoral-research-phd-programm… Best, Francesca Greselin <https://www.scopus.com/authid/detail.uri?authorId=25936155400> Department of Statistics and Quantitative Methods University of Milano-Bicocca *Title of the research* Statistical methodologies for the development of green and eco-sustainable cosmetic products from marine environmental DNA *Abstract * Sustainable Fashion, Luxury, and Design are currently key sectors of Milan's economy. There is an increasing interest in an ecological and digital transition within all economic sectors, and Milan Universities, together with many innovative firms, are heading such an effort, also in the cosmetics field. This research project aims to contribute to transforming the production and distribution processes within the area of cosmetics to reduce environmental impacts and foster the market transition. The research will have a first phase to perform market research on cosmetics and luxury, firstly on bibliographic sources, and successively integrating different sources of information obtained from public repositories and from specific analyses that can be conducted on web scraped data. The first part of the study aims to understand and assess customers' interest in green cosmetics for topical use and identify the specific features that could make a difference in market share. As a result, particular skills related to data collection through different sources, data cleaning, and data integration should be developed along with the research. It also involves the processing of a vast amount of data, therefore, a good familiarity with and/or predisposition to the use of big data is welcome and desirable. Research should be carried on to devise the key factors required by the market or beneficial to it, and to scrutinize appropriate models for economic forecasting. The second phase of the research will be carried out on experimental data originated by studying new products. Within a wise ecological transition, microplastics will be replaced with natural materials for cosmetic products. This transition will be performed in collaboration with the Bicocca Marhe center (located on Maldives island), where particular plant species are found, and great biodiversity is available for the purpose. The activities will be conducted under a surveillance protocol to monitor these marine species' conservation status and assess the impact of human activities, to protect important offshore marine sites. Experiments with new cosmetics will also originate from studies of the microbiota of the skin, and how it is altered and modified with newly developed products. New chemical formulas will be experimented to find alternatives to analog formulas used in valid but not green cosmetics, perfecting and optimizing existing molecules, and formulating them as better alternative products. Finally, the third part of the research will be devoted to providing indications for production and distribution processes that will agree with the project's overall purpose of sustainability. Possible research exchange visits are envisaged with other foreign universities currently involved in ongoing collaborations.

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SPASS seminar: Wolfgang König (WIAS and TU Berlin), 11 October, 11:30
by Gianmarco Bet 06 Oct '22

06 Oct '22

Dear Colleagues, We would like to invite you to the following SPASS seminar, jointly organized by UniPi, SNS, UniFi and UniSi: The free energy of (a box version of) the interacting Bose gas Prof. Wolfgang König, WIAS and TU Berlin (abstract below) The seminar will take place on 11 October at 11:30 in Aula Tricerri, Dipartimento di Matematica e Informatica “Ulisse Dini”, Firenze, and streamed online here <https://www.google.com/url?q=https://meet.google.com/gji-phwo-vbg&source=gm…>. The organizers, A. Agazzi, G. Bet, A. Caraceni, F. Grotto, G. Zanco https://sites.google.com/unipi.it/spass <https://www.google.com/url?q=https://sites.google.com/unipi.it/spass&source…> -------------------------------------------- Abstract: The interacting quantum Bose gas is a random ensemble of many Brownian bridges (cycles) of various lengths with interactions between any pair of legs of the cycles. It is one of the standard mathematical models in which a proof for the famous Bose–Einstein condensation phase transition is sought for. We introduce a simplified version of the model in $Z^d$ instead of $R^d$ and with an organisation of the particles in deterministic boxes in- stead of Brownian cycles as the marks of a reference Poisson point process. We derive an explicit and interpretable variational formula in the thermody- namic limit for the canonical ensemble for any value of the particle density. In this formula, each of the microscopic particles and the macroscopic part of the configuration are seen explicitly (if they exist); the latter receives the interpretation of the condensate. The methods comprises a two step large- deviation approach for marked Poisson point processes and an explicit dis- tinction into microscopic and macroscopic marks. We discuss the conden- sate phase transition in terms of existence of minimizer. (based on joint works with Adams/Collevecchio (2011) and Collin/Jahnel (preprint 2022).) ---------------------------------------------------------------------- Gianmarco Bet (he/him) Senior researcher https://gianmarco.bet Phone: (+39) 055 2751491 Department of Mathematics and Informatics "U. Dini" University of Florence Viale Morgagni, 65 50134 Firenze, Italy Office 64 ---------------------------------------------------------------------- ---------------------------------------------------------------------- Gianmarco Bet (he/him) Senior researcher https://gianmarco.bet Phone: (+39) 055 2751491 Department of Mathematics and Informatics "U. Dini" University of Florence Viale Morgagni, 65 50134 Firenze, Italy Office 64 ----------------------------------------------------------------------

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Second PON Seminars Day in Bologna, October 21st 2022 9:30 - 12:15
by Giacomo Bormetti 06 Oct '22

06 Oct '22

Sorry for sending multiple messages. There was a typo in the affiliation of Prof. Tankov. Best, Giacomo Bormetti Friday October 21st 2022 9:30 – 12:15 Dipartimento di Matematica, Università di Bologna In presence at Aula GIS Geologia, via Zamboni 67 Second PON Seminars Day: * Rossella Agliardi Dipartimento di Matematica, UNIBO Green bonds * Peter Tankov ENSAE, Institute Polytechnique de Paris Corporate debt value under transition scenario uncertainty * Giulia Livieri Scuola Normale Superiore, Pisa Modeling an example of green transition More infor at: https://phd.unibo.it/matematica/en/pon All interested people are kindly invited to join us. Sincerely, Giacomo Bormetti <https://www.unibo.it/sitoweb/giacomo.bormetti>

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Postdoc position at Boston University
by Markus 06 Oct '22

06 Oct '22

Dear All: It is my pleasure to forward to you the following advertisement of a postdoc position at Boston University with Prof. Konstantinos Spiliopoulos: > I am writing to bring to your attention this postdoc opportunity at > Boston University in probability and stochastic processes > > https://www.mathjobs.org/jobs/list/20493 > > Please advertise it to your graduating students! Feel free to reach > out if there are any questions. The funding for the position is > currently for two years, but this is without obligation for teaching. > It may be extended to a third year with some teaching. > > Best regards, > > Kostas > > --- > Konstantinos Spiliopoulos > Associate Professor > Boston University > Department of Mathematics & Statistics > http://math.bu.edu/people/kspiliop/ > Tel:617-353-5209 > Best regards, Markus Fischer ----- Markus Fischer Department of Mathematics "Tullio Levi-Civita" University of Padua via Trieste, 63 35121 Padova tel. +39.049.827.1472

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Second PON Seminars Day in Bologna, October 21st 2022 9:30 - 12:15
by Giacomo Bormetti 06 Oct '22

06 Oct '22

Friday October 21st 2022 9:30 – 12:15 Dipartimento di Matematica, Università di Bologna In presence at Aula GIS Geologia, via Zamboni 67 Second PON Seminars Day: * Rossella Agliardi Dipartimento di Matematica, UNIBO Green bonds * Peter Tankov ENSEA, Institute Polytechnique de Paris Corporate debt value under transition scenario uncertainty * Giulia Livieri Scuola Normale Superiore, Pisa Modeling an example of green transition More infor at: https://phd.unibo.it/matematica/en/pon Organization by: Giacomo Bormetti All interested people are kindly invited to join us. Sincerely, Giacomo Bormetti Giacomo Bormetti https://www.unibo.it/sitoweb/giacomo.bormetti

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Postdoc in Statistics at the University of Milano-Bicocca
by Francesca Greselin 05 Oct '22

05 Oct '22

Good morning, Hope my email finds you well. We are hiring a *Postdoc in Statistics at the University of Milano-Bicocca from December 2022* (session III, published on October 3,2022, with *deadline for application on October 17 *at noon). More information about the content of the research can be found below, and at the link https://en.unimib.it/education/postgraduates/doctoral-research-phd-programm… Best, Francesca Greselin <https://www.scopus.com/authid/detail.uri?authorId=25936155400> Department of Statistics and Quantitative Methods University of Milano-Bicocca *Title of the research* Statistical methodologies for the development of green and eco-sustainable cosmetic products from marine environmental DNA *Abstract * Sustainable Fashion, Luxury, and Design are currently key sectors of Milan's economy. There is an increasing interest in an ecological and digital transition within all economic sectors, and Milan Universities, together with many innovative firms, are heading such an effort, also in the cosmetics field. This research project aims to contribute to transforming the production and distribution processes within the area of cosmetics to reduce environmental impacts and foster the market transition. The research will have a first phase to perform market research on cosmetics and luxury, firstly on bibliographic sources, and successively integrating different sources of information obtained from public repositories and from specific analyses that can be conducted on web scraped data. The first part of the study aims to understand and assess customers' interest in green cosmetics for topical use and identify the specific features that could make a difference in market share. As a result, particular skills related to data collection through different sources, data cleaning, and data integration should be developed along with the research. It also involves the processing of a vast amount of data, therefore, a good familiarity with and/or predisposition to the use of big data is welcome and desirable. Research should be carried on to devise the key factors required by the market or beneficial to it, and to scrutinize appropriate models for economic forecasting. The second phase of the research will be carried out on experimental data originated by studying new products. Within a wise ecological transition, microplastics will be replaced with natural materials for cosmetic products. This transition will be performed in collaboration with the Bicocca Marhe center (located on Maldives island), where particular plant species are found, and great biodiversity is available for the purpose. The activities will be conducted under a surveillance protocol to monitor these marine species' conservation status and assess the impact of human activities, to protect important offshore marine sites. Experiments with new cosmetics will also originate from studies of the microbiota of the skin, and how it is altered and modified with newly developed products. New chemical formulas will be experimented to find alternatives to analog formulas used in valid but not green cosmetics, perfecting and optimizing existing molecules, and formulating them as better alternative products. Finally, the third part of the research will be devoted to providing indications for production and distribution processes that will agree with the project's overall purpose of sustainability. Possible research exchange visits are envisaged with other foreign universities currently involved in ongoing collaborations. https://unimib.webex.com/meet/francesca.greselin Please, take a look at my recent research:Cappozzo, A., Duponchel, L., Greselin, F., Murphy, T.B., 2021, Robust variable selection in the framework of classification with label noise and outliers: applications to spectroscopic data in agri-food <https://www.sciencedirect.com/science/article/pii/S0003267021000714>,* Analytica Chimica Acta,* https://doi.org/10. 1016/j.aca.2021.338245 <https://doi.org/10.1016/j.aca.2021.338245> Cappozzo, A., Greselin, F., Murphy, T.B., 2021, Robust variable selection for model-based learning in presence of adulteration <https://www.sciencedirect.com/science/article/pii/S0167947321000207>, *Computational Statistics and Data Analysis*, 158, 107186. Cappozzo A., Greselin F., Murphy B., 2020, Anomaly and Novelty detection for robust semi-supervised learning <https://link.springer.com/article/10.1007/s11222-020-09959-1>, *Statistics and Computing*, 30, 1545-1571. Davydov Y., Greselin F., 2020, Inferential results for a new inequality curve <https://arxiv.org/abs/1706.05576>,* Mathematical Methods of Statistics*, 29, 1 (forthcoming). Greselin F., Jedrzejczak A., 2020, Analyzing the Gender Gap in Poland and Italy, and by Regions, <https://rdcu.be/ccJym> *International Advances in Economic Research*, 26, 433--447. Greselin F., Pellegrino S., Vernizzi A., 2020, The Zenga Equality curve: a new approach to measuring tax redistribution and progressivity <https://onlinelibrary.wiley.com/doi/10.1111/roiw.12493>, *The Review of Income and Wealth*, Early View. Cappozzo, A., Greselin, F., Murphy, T.B., 2019. A robust approach to model-based classification based <https://rdcu.be/bOTIT>on trimming and constraints <https://rdcu.be/bOTIT>. *Adv Data Anal Classif,* * 14, 327--354.**Statistical Learning of Complex Data <https://link.springer.com/book/10.1007/978-3-030-21140-0>*, Greselin F., Deldossi L., Bagnato L., and Vichi M. Ed., *Springer book <https://link.springer.com/bookseries/1564>* of selected papers ClaDAG 2017.

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Research chairs, postdoctoral positions and master scholarships - Paris
by Cristina TONINELLI 05 Oct '22

05 Oct '22

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One - day conference on December 02 2022: Guerra80
by Adriano Barra 04 Oct '22

04 Oct '22

Dear friends and colleagues, It is with great pleasure that we inform you that, on December 02 2022, there will be a one-day conference in Sapienza Università di Roma to celebrate the work and contributions of Francesco Guerra on the occasion of his eightieth birthday. More details can be found at this link <https://www.adrianobarra.com/guerra80.html>. With our best regards, the Organizing Committee Elena Agliari Adriano Barra Enzo Marinari Giorgio Parisi Federico Ricci-Tersenghi

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Fwd: January 24-25 IRS 2023 Conference Announcement
by Faggionato, Alessandra 03 Oct '22

03 Oct '22

Buongiorno ricevo ed inoltro. Saluti Alessandra ---------- Forwarded message --------- From: Inhomegenous Random <inter(a)math.cnrs.fr> Date: Sat, 1 Oct 2022 at 22:44 Subject: January 24-25 IRS 2023 Conference Announcement To: <faggiona(a)mat.uniroma1.it> Dear Colleagues, This is the first announcement for the two-day conference on: INHOMOGENEOUS RANDOM SYSTEMS which will be held on Tuesday 24 and Wednesday 25 January 2023 at Institut Curie and Institut Henri Poincaré, Paris, and also on-line. You will find in attachment a PDF file of the announcement with the same informations as below which you may print and post up. Looking forward to meeting you in Paris, Giambattista Giacomin, Christian Maes, Ellen Saada. --------------------------------------------------------------------- INHOMOGENEOUS RANDOM SYSTEMS Systemes Aleatoires Inhomogenes January 24-25, 2023 Institut Curie & IHP (also online) 11-13, rue Pierre et Marie Curie, Paris The aim of this annual workshop is to bring together mathematicians and physicists working on disordered or random systems, and to discuss recent developments on themes of common interest. Each of the two days is devoted to a specific topic; the 2021 session is planned as follows. Tuesday 24 January: POINT PROCESSES AND STATISTICAL MECHANICS. Moderator: Alessandra Faggionato (Roma). Nontrivial geometrical patterns emerge in many areas of science and technology and a fundamental tool for their modeling is provided by point processes. Their zoology is very rich and a central role is played by the Poisson point process. The workshop aims at presenting recent results on point processes both of theoretical nature (analysis, geometry and probability) and more applied ones, notably in the direction of statistical mechanics and material science. There will also be a moment in memory of our friend and colleague Francis Comets. Speakers: Alessandra Faggionato (Roma), Antoine Gloria (Paris & Bruxelles), Frank den Hollander (Leiden), Martin Huesmann (Muenster), Sabine Jansen (Muenchen), Raphael Lachieze-Rey (Paris), Giovanni Peccati (Luxembourg). Wednesday 25 January: FREE PROBABILITY, BETWEEN MATHS AND PHYSICS. Moderator: Jorge Kurchan (Paris) Free probability is a flourishing field in probability theory. It deals with non-commutative random variables where one introduces the concept of "freeness" in analogy to "independence" of commuting random variables. On the mathematical side, it has given new tools and a deeper insight into, amongst others, the field of random matrices. On the physics side, it has recently appeared naturally in the context of quantum chaos, where all its implications have not yet been fully worked out. Speakers: Denis Bernard (Paris), Jean-Philippe Bouchaud (Paris), Laura Foini (Saclay), Alice Guionnet (Lyon), Frederic Patras (Nice), Marc Potters (Paris), Roland Speicher (Saarbrucken). --------------------- The conference and online participation are free and open to all. To facilitate local organization, please register in advance by sending an e-mail to: inter(a)math.cnrs.fr with subject: IRS 2023 and the following informations: Name: _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ Institution:_ _ _ _ _ _ _ _ _ _ _ _ _ _ _ Address:_ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ Email:_ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ online or on site?: _ _ _ _ _ _ _ _ _ _ _ You may also consult the conference web page at: http://irs.math.cnrs.fr Giambattista Giacomin Christian Maes Mathematiques, LPSM Theoretische Fysica Universite de Paris KU Leuven, Belgium Ellen Saada Mathematiques, MAP5 Universite de Paris Partially supported by CNRS, UNiversite Paris Cite and KU Leuven. -- ************************************************* Prof. Alessandra Faggionato https://www1.mat.uniroma1.it/people/faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 5, Phone (0039) 06 49913252 *************************************************

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LTI@UniTO Seminar F. De Jong (Tilburg University): October 3, 12.00
by Luca Regis 29 Sep '22

29 Sep '22

Dear colleagues, I am happy to forward you the information regarding the following seminar organized by LTI@UniTO. The seminar can also be attended via zoom at the following link: https://us02web.zoom.us/j/86733344211?pwd=UGNoUi9CNFM5bE5SNmNaeFR6bTJsQT09 Best regards, Luca Regis LTI@UniTO and Fondazione Collegio Carlo Alberto are pleased to invite you to the following seminar: October 3, 2022 | 12:00-13:00 “How do Funds Deviate from Benchmarks? Evidence from MSCI’s Inclusion of Chinese A-shares” (joint with Lennart Dekker and Jasmin Gider) Frank de Jong (Tilburg University) Abstract. An increasing amount of assets is managed by benchmark-tracking investment funds. This study investigates how benchmarking changes affect portfolio compositions in the cross-section of different investor types and stock characteristics. To that end, we exploit the phased introduction of Chinese A-shares to the MSCI Emerging Markets index, which was announced in June 2017 and implemented over the period from May 2018 to November 2019. This change presents a rare opportunity to estimate the impact of index changes and to shed light on cross-sectional implications. We document that particularly passive funds systematically deviate from the benchmark. Market capitalization, stock liquidity and stock volatility affect how benchmark changes translate to portfolio adjustments of mutual funds and ETFs. We then study how the changes in benchmark weights affect financial market outcomes, more specifically the comovement of returns. We find that these characteristics moderate the impact of benchmarking changes on financial market outcomes, suggesting that deviations from benchmarks matter. FONDAZIONE COLLEGIO CARLO ALBERTO Piazza Arbarello 8 - 10122 Torino, Italy phone: +39011 15630 800 segreteria(a)carloalberto.org - www.carloalberto.org © 2021 Fondazione Collegio Carlo Alberto ------------ Luca Regis Associate Professor ESOMAS Department University of Torino sites.google.com/view/lucaregis www.carloalberto.org/lti Inviato da Posta per Windows 10

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Winter School in Trento (Italy) 12 - 16 December 2022
by Luigi Amedeo Bianchi 29 Sep '22

29 Sep '22

The second edition of the Stochastic Processes, Analysis and Semigroups School will take place December 12 - 16, 2022 at the University of Trento (Italy). It is a one-week winter school for Master and PhD students and is co-organized by the Universities of Trento and Wuppertal. It will consist of four minicourses: Introduction to Malliavin Calculus (Margherita Zanella, Politecnico di Milano) Ergodic measures and Wasserstein distance (Peter Kuchling, Bergische Universität Wuppertal) Filtering theory (B.P.W. Fernando, University of Sri Jayewardenepura) Regularisation by noise (Michele Coghi, Università di Trento). Talks by some participants and a poster session are also planned. The school is made possible by funding of the University of Trento, within the Department of Excellence project. There are limited resources available to provide accommodation to some of the participating students. Registration is free but compulsory, through a form available on the school's webpage. The deadline for registration is November 6, 2022. For more information, visit the webpage https://sites.google.com/unitn.it/sstw/ or write an email to primer(dot)maths(at)unitn(dot)it Best regards, the organisers: Luigi Amedeo Bianchi (Università di Trento) Stefano Bonaccorsi (Università di Trento) Martin Friesen (Dublin City University) Barbara Rüdiger (Bergische Universität Wuppertal)

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Procedura selettiva 2022RUB05 - RTDb 13D1
by Alessandra Fabbri Colabich 29 Sep '22

29 Sep '22

Buongiorno, è stato pubblicato il Bando relativo all'indizione di una procedura selettiva per posti da Ricercatore a tempo determinato RTD-B, di cui uno nel settore concorsuale 13D1 presso il Dipartimento di Scienze Statistiche dell’Università degli Studi di Padova. Il bando è disponibile all’indirizzo: https://www.unipd.it/procedura-2022RUB05 La *scadenza* per la presentazione delle domande è il *27 ottobre 2022 alle ore 13*. Si prega di dare la massima diffusione presso tutti gli interessati. Grazie per la collaborazione Alessandra Fabbri Colabich -- Dott.ssa Alessandra Fabbri Colabich Università degli Studi di Padova Dipartimento di Scienze Statistiche [image: Ottocento anni di libertà e futuro]

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Fwd: NetSci-X 2023, Buenos Aires, Argentina, February 7-10, 2023.
by Silvestri, Vittoria 28 Sep '22

28 Sep '22

Ricevo e inoltro volentieri. ******************************** Vittoria Silvestri Assistant Professor Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome ******************************** ---------- Forwarded message --------- Da: Pablo Groisman <pgroisma(a)dm.uba.ar> Date: lun 26 set 2022 alle ore 14:56 Subject: NetSci-X 2023, Buenos Aires, Argentina, February 7-10, 2023. To: Dear colleagues, We kindly ask for your help to spread the word in your institute/university about the call for contributions to NetSci-X 2023 to be held in Buenos Aires (see below). Many thanks in advance, Pablo Groisman. *NetSci-X 2023, Buenos Aires, Argentina, February 7-10, 2023* - https://cnet.fi.uba.ar/netscix23/ [image: Ciudad de Buenos Aires] We kindly invite you to submit your contribution to the International School and Conference on Network Science *NetSci-X 2023*, which will be held onsite at *School of Engineering* of *Universidad de Buenos Aires* (UBA), Argentina on February 7-10, 2023. *The abstract submission deadline is October 28, 2022*. The annual NetSci-X conference is organized by the Network Science Society ( https://netscisociety.net/) to promote research on Network Science, both regarding the fundamentals as its applications in epidemiology, social networks, economy, ecology and finance, among others. The conference will also be an opportunity for exchange between researchers in South America and the rest of the world, hosting distinguished speakers working in different areas of Network Science, and fostering local and international collaboration. More info at: https://cnet.fi.uba.ar/netscix23/ (CfP; abstract format; organizers; invited speakers; registration; venue). We hope to see you in Buenos Aires!

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One World ABC - Till Hoffmann - September 29, 1.30pm UK time
by Massimiliano Tamborrino 26 Sep '22

26 Sep '22

Dear all, Season 4 of the One Word ABC Seminar https://warwick.ac.uk/oneworldabc is starting this week on Thursday the 29th September, 1.30pm UK time. The first speaker of the season will be Till Hoffman, who will talk about "Minimizing the Expected Posterior Entropy Yields Optimal Summary Statistics", with an abstract reported below. The link to join the talk is https://bristol-ac-uk.zoom.us/j/93353511660?pwd=MmFTNUR5QkFBeStlenNVemtZbzJ… Meeting ID: 933 5351 1660 Passcode: 406075 We are looking forward to seeing you there, Best regards, Massimiliano on the behalf of the One World ABC Organisers When: 29th September, 1.30pm UK time Speaker: Till Hoffmann <https://tillahoffmann.github.io/> (Harward T.H. Chan School of Publich Health) Title: Minimizing the Expected Posterior Entropy Yields Optimal Summary Statistics Abstract: Extracting low-dimensional summary statistics from large datasets is essential for efficient (likelihood-free) inference. We propose obtaining summary statistics by minimizing the expected posterior entropy (EPE) under the prior predictive distribution of the model. We show that minimizing the EPE is equivalent to learning a conditional density estimator for the posterior as well as other information-theoretic approaches. Further summary extraction methods (including minimizing the L² Bayes risk, maximizing the Fisher information, and model selection approaches) are special or limiting cases of EPE minimization. We demonstrate that the approach yields high fidelity summary statistics by applying it to both a synthetic benchmark as well as a population genetics problem. We not only offer concrete recommendations for practitioners but also provide a unifying perspective for obtaining informative summary statistics. Reference: T. Hoffmann and J.P. Onnela. Minimizing the Expected Posterior Entropy Yields Optimal Summary Statistics. Preprint at ArXiv:2206.02340, 2022 ------ Dr. Massimiliano Tamborrino Assistant Professor Department of Statistics University of Warwick https://warwick.ac.uk/tamborrino

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Ohio State University - Four Tenure Track Positions in Statistics
by peruggia＠stat.osu.edu 24 Sep '22

24 Sep '22

The Department of Statistics at The Ohio State University seeks to hire four tenure-track Assistant Professors. The detailed description of the positions is provided in the advertisement on our webpage: https://stat.osu.edu/about/open-positions. Applications are currently being accepted via Academic Jobs Online at https://academicjobsonline.org/ajo/jobs/22342. We will begin reviewing applications on October 1 and will continue accepting new applications until the positions are filled. We anticipate interviewing some candidates during Fall semester and others during the early part of Spring semester. Please feel free to reach out to Sebastian Kurtek at kurtek.1(a)osu.edu with any questions you might have. ----------------------------------- Mario Peruggia Professor of Statistics The Ohio State University -----------------------------------

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LUISS Seminar September 29 -- prof Cristensen, link
by Sara 22 Sep '22

22 Sep '22

Dear all, this is a gentle memo of the seminar by Soren Christensen, Uni-Kiel, September 29 at 12:30 e verterà su: *Nonparametric approaches to data-driven stochastic control* Abstract: One of the fundamental assumptions in stochastic control of continuous-time processes is that the dynamics of the underlying process are known. This is, however, usually obviously not fulfilled in practice. On the other hand, a rich theory for nonparametric estimation of the characteristics of continuous-time processes has been developed over the last decades. In this talk, we discuss how to bring together these two areas for developing purely data-driven strategies for stochastic control, which we explore for ergodic impulse and singular control problems. We compare the results with those of deep-Q learning algorithms. Room: 406 a, campus viale Romania, Roma LINK https://luiss.webex.com/luiss-en/j.php?MTID=m3aff761032d19c28c3c1bd004b35f6… *Credentials* *User:* w_guest(a)luiss.it *Password:* iz2BuAvnf5Q Please find a Webex user guide in attachment. -- Sara Biagini, Professor of Mathematical Finance Department of Economics and Finance LUISS Guido Carli https://www.luiss.it/ Address: Viale Romania, 32 - 00197 Roma Web: http://sites.google.com/site/sarabiagini/

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Seminar of Dimitris Fouskakis @ UNIMIB
by Federico Camerlenghi 21 Sep '22

21 Sep '22

Dear all, we are glad to announce the next DEMS seminar: Monday the 3rd of October at 10:30 am The seminar will be held in room 4026 (building U7 Civitas, 4th floor, University of Milano Bicocca). The speaker is Dimitris Fouskakis <http://www.math.ntua.gr/~fouskakis/en_index.html> (National Technical University of Athens). The seminar title is "Handling Sparsity using Random Imaginary Data", an abstract is attached. You are all very welcome! Best regards, Federico Camerlenghi -- Federico Camerlenghi Assistant Professor RTDb Department of Economics, Management and Statistics University of Milano Bicocca, Milano, Italy. web-page: https://www.unimib.it/federico-camerlenghi

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EFI8 - Save the date - Call for papers (fwd)
by Tiziano Vargiolu 20 Sep '22

20 Sep '22

---------- Forwarded message ---------- Date: Thu, 15 Sep 2022 13:58:12 +0000 From: Roberto Baviera <roberto.baviera(a)polimi.it> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> Dear Colleagues, we invite you to submit contributions to the 8th edition of the Energy Finance Italia conference (EFI8) that will be held on 8-10 February 2023 at Politecnico di Milano. The conference puts together researchers and practitioners working in all areas of Energy-Finance & Climate-Change related research in economics, finance, engineering, data science and mathematics. Young researchers and practitioners are especially welcome: the conference best paper will be awarded. Keynote speakers: - Clémence Alasseur (EDF, Paris), - Fred Espen Benth (University of Oslo) - Florian Ziel (University of Duisburg-Essen) IMPORTANT DATES: Paper/abstract submission: November 25, 2022 Notification of acceptance: December 9, 2022 Early registration: December 16, 2022 Please refer to the attached call-for-papers conference leaflet for further details. VENUE: Department of Mathematics, Politecnico di Milano Via Edoardo Bonardi, 9, 20133 Milano, Italy Submission & Conference Secretariat: efi8-dmat(a)polimi.it Looking forward to meet you in Milan, Best Regards Roberto Baviera and Carlo Sgarra Organizing committee chairs __________________________________ Professor of Financial Engineering, Dep. Mathematics, Politecnico di Milano, 32 p.zza Leonardo da Vinci, I-20133 Milan Web: qfinlab.polimi.it/baviera __________________________________

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Seminar of Prof. Eckhard Platen, on Friday 23 september, at 3pm (fwd)
by Tiziano Vargiolu 20 Sep '22

20 Sep '22

Dear all, on Friday 23 september, at 3pm , we will have the pleasure to host the seminar of Prof. Eckhard Platen from University of Sydney, who is visiting our math department during this week. The seminar will be in presence at the Department of Mathematics, University of Padova, room 702 (stair B, 7th floor at via Trieste 63, Padova) and available on Zoom at the following address: https://unipd.zoom.us/j/86350461357 Title and abstract of the presentation are here below. Modeling Long-Term Stock Market Dynamics via Entropy Maximization Eckhard Platen University of Technology Sydney Abstract: By assuming the existence of the growth optimal portfolio (GP) and maximizing the entropy for a hierarchically structured stock market, the paper derives the GP dynamics as those of time-transformed squared Bessel processes of dimension four. The average of each of their squared volatility components is shown to converge toward a common level. The initial values of basis security accounts turn out to be gamma-distributed. The risk-adjusted return of the GP is not depending on a savings account and can be significantly higher than classical assumptions allow to explain. Best regards 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 --------------------------------------------------------------------------

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Fwd: Postdoc positions available at Bath
by Elisabetta Candellero 20 Sep '22

20 Sep '22

Ricevo ed inoltro. Elisabetta ---------- Forwarded message --------- From: Alex Cox <00004bb135c53845-dmarc-request(a)jiscmail.ac.uk> Date: Tue, Sep 20, 2022 at 2:51 PM Subject: Postdoc positions available at Bath To: <APPLIEDPROB(a)jiscmail.ac.uk> We are looking to recruit up to 5 adventurous and talented researchers to fill postdoctoral positions as part of the recently awarded EPSRC programme grant, MaThRad (Mathematical Theory of Radiation Transport). This five-year interdisciplinary programme of research will use modern mathematical methods from probability theory, advanced Monte Carlo methods and inverse problems to develop novel approaches to the theory and application of radiation transport. We are particularly keen to recruit researchers with experience in any of: - Interacting particle systems for Monte Carlo methods and rare event simulation - Statistical physics for transport modelling - Branching structures and/or stochastic modelling - Mathematical applications to medical physics - Applied numerical analysis and inverse problems Please visit the link below for more details: https://www.bath.ac.uk/jobs/Vacancy.aspx?ref=CC9825 Feel free to contact me if you have any questions about the roles. Alex Cox *I work flexible hours and may contact you outside of a standard working day. Please be assured I do not expect a reply outside of your normal working hours.* __________________________________________________________________________ Dr Alexander Cox tel: 01225 386187 Dept of Mathematical Sciences email: a.m.g.cox(a)bath.ac.uk University of Bath, UK web: http://www.maths.bath.ac.uk/~mapamgc/ __________________________________________________________________________ ------------------------------ To unsubscribe from the APPLIEDPROB list, click the following link: https://www.jiscmail.ac.uk/cgi-bin/WA-JISC.exe?SUBED1=APPLIEDPROB&A=1

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Seminar Toulis @Bocconi - 22nd Sept at 12:00
by Giacomo Zanella 19 Sep '22

19 Sep '22

We are glad to announce the following hybrid seminar (more details at link <https://bidsa.unibocconi.eu/bidsa-hybrid-seminar-randomization-inference-tr…> ): Thursday, 22nd September 2022 12:00, Room AS01 + Zoom Bocconi University, Via Roentgen 1, floor -1 *Speaker**: Panos Toulis (University of Chicago, Booth School of Business, * https://www.ptoulis.com/) *Title:* Randomization Inference of Treatment Spillover Effects *Abstract:*In causal inference, interference exists when a unit’s outcome depends on the treatment assignments of other units. For example, intensive policing on one street could have a spillover effect on neighboring streets. Analyzing such effects with a model-based approach (e.g., regression) can be misleading because it requires strong, untestable assumptions on how spillovers behave asymptotically. A more robust approach is to use the randomization method, which resamples the treatment according to the experiment design in order to accurately quantify uncertainty. However, the classical method breaks down under spillovers because many null hypotheses of interest are not "sharp", i.e., they offer no information for some units in the sample. In this talk, I will propose valid, powerful, and easy-to-implement randomization tests for a general class of non-sharp null hypotheses that allow for arbitrary spillovers between units. The key idea is to represent the hypothesis of interest as a bipartite graph between units and assignments, and to find a clique of this graph. Importantly, the null hypothesis is sharp in this clique, enabling randomization-based inference conditional on the clique. I will illustrate this approach in three applications: (i) settings with clustered interference, (ii) a large-scale policing experiment in Medellín (Colombia), and (iii) an experiment designed to increase business firm performance by cultivating interfirm relationships. *Zoom information:*Join Zoom Meeting: https://unibocconi-it.zoom.us/j/93778273056 Meeting ID: 937 7827 3056 Best regards, Giacomo Zanella

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de Finetti Risk Seminar - settembre 2022
by Emanuela Rosazza Gianin 16 Sep '22

16 Sep '22

On behalf of the Scientific Committee of the "B. de Finetti Risk Seminars, Milano Lectures on the Mathematical Theory of Economics and Finance”, we are glad to invite you to participate at the following Lecture: Felix Liebrich Hannover University, Germany Title: A tale of one (or many) probabilities. Abstract: A crucial condition that allows to establish that two probability charges lambda-system agree is Marinacci’s Uniqueness Theorem (MUT). A countably additive probability charge Q and a convex-ranged probability charge P agree if there is a nontrivial event such that Q is constant on the generated P-equilikelihood class. Special cases of the MUT can be derived from Lyapunov’s Convexity Theorem and the sharp version of the Fréchet-Hoeffding bounds. A further alternative formulation of the assumption of the MUT is that the Q-expectation functional on simple random variables is locally P-invariant. It is this overlap between invariance and uniqueness that is the focus of the talk. We look at functionals defined on random variables that are globally invariant with respect to a reference probability P. Fixing a functional we ask the uniqueness question: Can there be more than one such such reference probability? For wide classes of functionals, we see that this is not the case unless they are (i) constant, or (ii) more generally depend only on the essential supremum and essential infimum of the argument. In the second part of the talk we return to the MUT and the recent, but significant extension provided by Svistula that dispenses with the countable additivity of Q. We expand and clarify the nature of the Svistula-MUT and uncover several equivalent conditions that enhance the applicability of said result. As a consequence, we present several applications. LOCATION: The seminar will be held on *September 28, *2022 at *18.00,* Conference hall 3-E4-SR03, Dept. of Decision Sciences, Bocconi University, Via G. Roentgen 1, Milan. Scientific Committee Prof. Simone Cerreia-Voglio (Univ. Bocconi) Prof. Marco Frittelli (Univ. degli Studi di Milano) Prof. Fabio Maccheroni (Univ. Bocconi) Prof. Marco Maggis (Univ. degli Studi di Milano) Prof. Massimo Marinacci (Univ. Bocconi) Prof. Emanuela Rosazza Gianin (Univ. Milano-Bicocca) ****************************************** Emanuela Rosazza Gianin Dipartimento di Statistica e Metodi Quantitativi Università di Milano-Bicocca Edificio U7 – 4° Piano Via Bicocca degli Arcimboldi, 8 20126 Milano Tel. 02 64483208 e-mail: emanuela.rosazza1(a)unimib.it ******************************************

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Summer school in Leipzig, May 2023
by Francesco Mattesini 16 Sep '22

16 Sep '22

Dear all, Rishabh Gvalani, Felix Otto, Markus Tempelmayr, and I are organising a two week-long summer school at the Max Planck Institute for Mathematics in the Sciences in Leipzig from the 10th to the 24th of May, 2023 on the general theme of "PDEs and randomness". The confirmed invited speakers include Roland Bauerschmidt (Cambridge), Bjoern Bringmann (IAS), Mitia Duerinkcx (FNRS/CNRS), Eva Kopfer (Bonn), and Nicolas Perkowski (FU Berlin). The talks will span a wide range of topics including, but not necessarily limited to, statistical mechanics, optimal transport, singular SPDEs, dispersive equations, and stochastic homogenisation. Each of the speakers will give 4 lectures of about 90 minutes each, spread out over 4 days. Additionally, we are planning on having reading groups/tutorial sessions in the afternoon, (self-)organized by the junior participants with support from the locals/organisers. We would be very grateful if you could keep this summer school in mind and also advertise it to the junior members of your respective research groups. You can find more information and the registration form on the website: https://www.mis.mpg.de/calendar/conferences/2023/randompde.html <https://www.mis.mpg.de/calendar/conferences/2023/randompde.html> Travel and accommodation support is available for junior participants. The deadline for funding applications is January 31, 2023. Best wishes, Rishabh Gvalani, Francesco Mattesini, Felix Otto, and Markus Tempelmayr

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Reminder: Workshop in Torino - 19 September 2022
by Giuseppe D'Onofrio 12 Sep '22

12 Sep '22

Dear all, A gentle reminder of the workshop on stochastic analysis and applications titled “*Noise: benefits and drawbacks in theory and applications*”, which will take place in *Torino* on *September 19, 2022*. The workshop will cover a wide range of topics including: stochastic analysis, SDEs and applications, stochastic models and processes with jumps. Speakers: - *Lucia Caramellino* (Università di Roma "Tor Vergata", Italy) - *Nikolaos Limnios* (Universite de Technologie de Compiègne, France) - *Barbara R**ü**diger *(Bergische Universität Wuppertal, Germany) - *Francesco Russo* (ENSTA Paris | Institut Polytechnique de Paris, France) - *Radomyra Shevchenko* (Max Planck Institute, Germany) The workshop is planned as an *in-person* event. Registration is free but mandatory. For more information, please visit the webpage https://sites.google.com/view/noisetorino/home-page I'm looking forward to seeing you in Turin! Best regards, Giuseppe D'Onofrio -- Giuseppe D'Onofrio Department of Mathematics University of Torino Via Carlo Alberto, 10 10123, Torino, Italy Email: g <federico.polito(a)unito.it>iuseppe.donofrio(a)unito.it Tel: +39 011 6702809 Web: https://sites.google.com/site/giuseppedonofriomath/home

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LUISS Math Seminar
by Sara 12 Sep '22

12 Sep '22

Dear colleagues, we are glad to announce the following seminar, within the list of LUISS Math Seminars for this Academic Year. On 29th September - in Room 407, at 12:30, LUISS University, viale Romania 32, Roma, Prof Soren Christensen, Kiel University, will talk about: *Nonparametric approaches to data-driven stochastic control* Abstract: One of the fundamental assumptions in stochastic control of continuous-time processes is that the dynamics of the underlying process are known. This is, however, usually obviously not fulfilled in practice. On the other hand, a rich theory for nonparametric estimation of the characteristics of continuous-time processes has been developed over the last decades. In this talk, we discuss how to bring together these two areas for developing purely data-driven strategies for stochastic control, which we explore for ergodic impulse and singular control problems. We compare the results with those of deep-Q learning algorithms. -- Sara Biagini, Professor of Mathematical Finance Department of Economics and Finance LUISS Guido Carli https://www.luiss.it/ Address: Viale Romania, 32 - 00197 Roma Web: http://sites.google.com/site/sarabiagini/

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Fwd: Lectureships in Probability or Actuarial/Financial Mathematics
by Faggionato, Alessandra 10 Sep '22

10 Sep '22

Buongiorno ricevo e con piacere inoltro. Saluti Alessandra ---------- Forwarded message --------- From: Amanda Turner <A.Turner5(a)leeds.ac.uk> Date: Fri, 9 Sept 2022 at 17:00 Subject: Lectureships in Probability or Actuarial/Financial Mathematics To: Amanda Turner <A.Turner5(a)leeds.ac.uk> Dear All (with apologies for cross-posting) The University of Leeds is currently advertising two Lectureships in Probability or Actuarial/Financial Mathematics, with an application deadline of 25th September. For details see https://jobs.leeds.ac.uk/Vacancy.aspx?ref=EPSMA1069. Please share this opportunity with anyone who might be interested. Amanda -- ************************************************* Prof. Alessandra Faggionato http://www1.mat.uniroma1.it/~faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 5, Phone (0039) 06 49913252 *************************************************

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REMIND: MLDYN2022 - Scuola Normale Superiore, Nov 9-10 2022, Call for papers
by Giulia Livieri 09 Sep '22

09 Sep '22

Dear colleagues, We are pleased to announce the *2nd Edition of the** School* in *"Machine Learning of Dynamic Processes and Time Series Analysis” * that will be held at Scuola Normale Superiore in Pisa (Italy) on *November 9-10, 2022*. The School aims to present recent mathematical and data-driven approaches to Machine Learning for time series. In particular, this year, the School will focus on the mathematical and computational aspects of *Signatures, Reinforcement Learning, GAN, and Continual Learning*. The School includes four mini-courses held by as many keynote speakers and a limited number of contributed talks. *Keynote speakers*: 1. *Davide Bacciu <http://pages.di.unipi.it/bacciu/>*, University of Pisa 2. *Xin Guo <https://xinguo.ieor.berkeley.edu/>*, UC Berkeley 3. *Sebastian Jaimungal <https://sebastian.statistics.utoronto.ca/>*, University of Toronto 4. *Terry Lyons <https://www.maths.ox.ac.uk/people/terry.lyons>*, Oxford Man Institute of Quantitative Finance Detailed information on the School and instructions for registration can be found at: https://mldyn2022.wordpress.com (The number of participants in presence is limited to *40* - preference will be given to PhD students and young researchers) The call for abstract/paper submission to be selected for a contributed talk is now open at the following easy-chair link: https://easychair.org/conferences/?conf=mldyn2022 Both registration and submission deadlines are *September 15, 2022.* To contact the Organizer Committee, please send an email to: mldyn2022(a)gmail.com The organisers, Fabrizio Lillo Giulia Livieri Stefano Marmi Piero Mazzarisi

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Seminario Prof. Domenico Marinucci
by Enrica Pirozzi 08 Sep '22

08 Sep '22

AVVISO di SEMINARIO Title: The Geometry of Time-Dependent Spherical Random Fields Prof. Domenico Marinucci Università di Roma Tor Vergata Abstract: The investigation of the behaviour for geometric functionals of random fields on manifolds has drawn recently considerable attention. In this talk, we consider fluctuations over time for the excursion area and the length of level curves of time-dependent Gaussian spherical random fields. We focus on both long and short memory assumptions; in the former case, we show that the fluctuations are dominated by a single component, corresponding to a second-order chaos evaluated on a subset of the multipole components for the random field. We prove the existence of cancellation points where the variance is asymptotically of smaller order; these points may not include the nodal case u=0, in marked contrast with recent results on the high-frequency behaviour of nodal lines for random eigenfunctions with no temporal dependence. In the short memory case, we show that all chaoses contribute in the limit, no cancellation occurs and a Central Limit Theorem can be established by Fourth-Moment Theorems and a Breuer-Major argument. The talk is based on joint works with Maurizia Rossi and Anna Vidotto. Il seminario si terrà il giorno 13 Settembre 2022 ore 12:00 nella Aula E terzo livello del Dipartimento Matematica e Applicazioni, Università di Napoli FEDERICO II, Complesso di Monte Sant'Angelo, Via Cintia, Napoli. Link al seminario su Teams: https://teams.microsoft.com/l/meetup-join/19%3aMQ4RZDBo_0G-K_PHxKtktVYAczOG… *** -- 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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Seminario Prof. Luisa Beghin
by Enrica Pirozzi 08 Sep '22

08 Sep '22

AVVISO di SEMINARIO Title: Non-gaussian processes linked to H-functions Prof.ssa Luisa Beghin Università di Roma La Sapienza Abstract. In the context of non-Gaussian analysis, Schneider [1] introduced grey noise measures, built upon Mittag-Leffler functions; analogously, grey Brownian motion and its generalizations were constructed (see, for example, [2], [3], [4], [5]). In [6], we construct and study a new non-Gaussian measure, by means of the incomplete-gamma function (exploiting its complete monotonicity).The related generalized processes, in the infinite dimensional setting, are also defined and, through the use of the Riemann-Liouville fractional operators, the (possibly tempered) Gamma-grey Brownian motion is consequently introduced. All the above mentioned processes allow modeling anomalous diffusions, mimicking the procedures of classical stochastic calculus. Finally, we present the extensions of the previous results obtained by means of the Fox H-functions, which generalize both the Mittag-Leffler and the incomplete-gamma functions (under appropriate assumptions). (This is a joint work with L. Cristofaro) [1] W.R. Schneider, Grey noise, in Ideas and Methods in Mathematical Analysis, Stochastics and Applications, vol. I, S. Albeverio, J.E. Fenstad, H. Holden, T. Lindstrom, eds., Cambridge University Press, Cambridge, 1990, 261-282. [2] A. Mura, G. Pagnini, Characterizations and simulations of a class of stochastic processes to model anomalous diffusion, Journal of Physics A: Math. Theor., 41, 2008, 285003, 22 p. [3] W. Bock, S. Desmettre, J.L. da Silva, Integral representation of generalized grey Brownian motion, Stochastics, 92 (4), 2020, 552-565. [4] J.L. da Silva, M. Erraoui, Generalized grey Brownian motion local time: existence and weak approximation, Stochastics, 87 (2), 2015, 347-361. [5] J.L. da Silva, M. Erraoui, Singularity of generalized grey Brownian motion and time-changed Brownian motion, AIP Conference Proceedings, vol. 2286, (1), 2020, article id.020002. [6] L. Beghin, L. Cristofaro, J. Gajda, Non-gaussian measures in infinite dimensional spaces: the gamma-grey noise, 2022, arXiv 2207.13609, submitted. Il seminario si terrà il giorno 13 Settembre 2022 ore 11:00 nella Aula E terzo livello del Dipartimento Matematica e Applicazioni, Università di Napoli FEDERICO II, Complesso di Monte Sant'Angelo, Via Cintia, Napoli. Link al seminario su Teams: https://teams.microsoft.com/l/meetup-join/19%3aMQ4RZDBo_0G-K_PHxKtktVYAczOG… *** -- 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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avviso di seminario: Mathematical AI for molecular data analysis
by Alessandra Micheletti 08 Sep '22

08 Sep '22

Con preghiera di diffusione *Annuncio di seminario* Il giorno 26 Settembre 2022 ore 15.00 nella Sala di Rappresentanza del Dipartimento di Matematica, Università degli Studi di Milano Via Saldini 50, Milano il* Dr. Kelin Xia,* *Nanyang Technological University, Singapore* terrà il seguente seminario *Mathematical AI for molecular data analysis* *Abstract:* Artificial intelligence (AI) based molecular data analysis has begun to gain momentum due to the great advancement in experimental data, computational power and learning models. However, a major issue that remains for all AI-based learning models is the efficient molecular representations and featurization. Here we propose advanced mathematics-based molecular representations and featurization (or feature engineering). Molecular structures and their interactions are represented as various simplicial complexes (Rips complex, Neighborhood complex, Dowker complex, and Hom-complex), hypergraphs, and Tor-algebra-based models. Molecular descriptors are systematically generated from various persistent invariants, including persistent homology, persistent Ricci curvature, persistent spectral, and persistent Tor-algebra. These features are combined with machine learning and deep learning models, including random forest, CNN, RNN, Transformer, BERT, and others. They have demonstrated great advantage over traditional models in drug design and material informatics. *Short Bio:* Dr. Kelin Xia obtained his Ph.D. degree from the Chinese Academy of Sciences in Jan 2013. He was a visiting scholar in the department of Mathematics, Michigan State University from Dec 2009-Dec 2012. From Jan 2013 to May 2016, he worked as a visiting assistant professor at Michigan State University. He joined Nanyang Technological University at Jun 2016. His research focused on Mathematical AI for molecular sciences. He has published >60 papers and has been PI and Co-PI for 15 grants (>3.0M SGD). Tutti gli interessati sono invitati a partecipare. Per informazioni contattare alessandra.micheletti(a)unimi.it -- ------------------------------------ Alessandra Micheletti Associate Professor - Probability and Mathematical Statistics ECMI <https://ecmiindmath.org/> Vice President Dept. of Environmental Science and Policy - ESP Università degli Studi di Milano via Saldini 50, 20133 Milano, Italy phone: +39-02503-16130 fax: +39-02503-16090 https://alessandramichelettiwebpage.wordpress.com/

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Seminario di Rongfeng Sun a Milano-Bicocca (9 set 2022)
by Francesco Caravenna 07 Sep '22

07 Sep '22

Ho il piacere di annunciare il seminario di Rongfeng Sun (National University of Singapore): "A new correlation inequality for Ising models with external fields" che si terrà venerdì 9 settembre 2022 alle ore 14:00 in aula U5-3014 (Dipartimento di Matematica e Applicazioni, Università di Milano-Bicocca). Trovate l'abstract di seguito. Tutti gli interessati sono invitati a partecipare. Francesco Caravenna %%%%%%%%%%%%%%%% Abstract. We study ferromagnetic Ising models on finite graphs with an inhomogeneous external field. We show that the influence of boundary conditions on any given spin is maximised when the external field is identically 0. One corollary is that spin-spin correlation is maximised when the external field vanishes. In particular, the random field Ising model on Z^d, d ≥ 3, exhibits exponential decay of correlations in the entire high temperature regime of the pure Ising model. Another corollary is that the pure Ising model on Z^d, d ≥ 3, satisfies the conjectured strong spatial mixing property in the entire high temperature regime. Based on joint work with Jian Ding and Jian Song. %%%%%%%%%%%%%%%% -- _________________________________________ Francesco Caravenna Dipartimento di Matematica e Applicazioni Università degli Studi di Milano-Bicocca Via Cozzi 55, 20125 Milano, Italy http://www.matapp.unimib.it/~fcaraven/ _________________________________________

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workshop Matematica per l'Intelligenza Artificiale e il Machine Learning: Giovani ricercatori
by Ernesto De Vito 05 Sep '22

05 Sep '22

Carissime e carissimi, vi segnalo che il 24 e 25 novembre 2022 presso Aula Magna Lingotto del Politecnico di Torino si svolgerà il workshop Matematica per l'Intelligenza Artificiale e il Machine Learning: Giovani ricercatori organizzato in collaborazione tra il Dipartimento di Scienze Matematiche "G. L. Lagrange" - Politecnico di Torino, Progetto MIUR Dipartimenti di Eccellenza 2018 - 2022 ed il Gruppo UMI "Matematica per l'Intelligenza Artificiale ed il Machine Learning". Il workshop è finalizzato alla presentazione dei recenti sviluppi della ricerca italiana legati alla mutua interazione tra matematica, intelligenza artificiale e Machine Learning ed è rivolto ai giovani ricercatori, anche non iscritti al gruppo UMI "Matematica per l'Intelligenza Artificiale ed il Machine Learning". È auspicata la presenza anche di ricercatori senior, ma le presentazioni orali saranno riservate ai giovani. La registrazione è obbligatoria per tutti i partecipanti compilando il modulo https://www.polito.it/survey3/index.php/831212?lang=en Chi volesse sottoporre un contributo ha tempo fino al 16 ottobre 2022. Maggiori informazioni sono disponibili sul sito dell'evento https://areeweb.polito.it/disma-excellence/events_2022/GiornateUMI/index.ht…. Vi chiedo gentilmente di diffondere l'iniziativa a tutti i giovani interessati. Mi scuso con coloro che hanno già ricevuto l'annuncio. Grazie. Un caro saluto. Ernesto De Vito

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Seminar of Elvezio Ronchetti postponed
by Enea Bongiorno 05 Sep '22

05 Sep '22

Dear All, we regret to inform you that the seminar of Prof. Elvezio Ronchetti, originally scheduled for the 8th of September, will not go ahead as planned, and will be postponed to a later date still to be announced. Best regards, Enea Bongiorno -- Enea Bongiorno,PhD Associate Professor of Statistics Università degli Studi del Piemonte Orientale Via Perrone 18, 28100, Novara, Italia Phone: +390321375317 enea.bongiorno(a)uniupo.it upobook.uniupo.it/enea.bongiorno

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Fwd: Lecturer in probability at the University of Bath
by Elisabetta Candellero 05 Sep '22

05 Sep '22

Ricevo ed inoltro. Elisabetta ---------- Forwarded message --------- From: Matt Roberts <mattiroberts(a)gmail.com> Date: Mon, Sep 5, 2022 at 10:43 AM Subject: Lecturer in probability at the University of Bath To: <APPLIEDPROB(a)jiscmail.ac.uk> Dear colleagues, The Probability Laboratory at Bath (Prob-L@B) is advertising for a Lecturer (Assistant Professor) position in probability: https://www.bath.ac.uk/jobs/Vacancy.aspx?ref=CC9730 The application deadline is 25 September. Please circulate widely, and feel free to get in touch if you have any questions. Best wishes, Matt ######################################################################## To unsubscribe from the APPLIEDPROB list, click the following link: https://www.jiscmail.ac.uk/cgi-bin/WA-JISC.exe?SUBED1=APPLIEDPROB&A=1 This message was issued to members of www.jiscmail.ac.uk/APPLIEDPROB, a mailing list hosted by www.jiscmail.ac.uk, terms & conditions are available at https://www.jiscmail.ac.uk/policyandsecurity/

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Assegno di ricerca presso l'Istituto per le Applicazioni del Calcolo (CNR)
by Maurizio Ceseri 02 Sep '22

02 Sep '22

Buongiorno, segnalo la seguente opportunità presso l’Istituto per le Applicazioni del Calcolo, nell’ambito delle attività di ricerca e trasferimento tecnologico del progetto Sportello Matematico per l'Innovazione e le Imprese. È indetta una selezione pubblica, per titoli e colloquio, per il conferimento di n. 1 assegno di ricerca annuale, tipologia A) “Assegni professionalizzanti”, bandito dall’Istituto per le Applicazioni del Calcolo “Mauro Picone” del CNR sulla tematica: "Modelli e sistemi di ottimizzazione matematica per la pianificazione degli investimenti" Requisiti: Diploma di Laurea Specialistica/Magistrale in una delle seguenti discipline: Matematica, Fisica, Statistica, Scienze dell’Informazione, Ingegneria, Economia Scadenza invio domande: 16/09/2022 Data colloquio: 20/09/2022 Al seguente link è disponibile il bando con tutte le informazioni: http://bandi.urp.cnr.it/doc-assegni/documentazione/12902_DOC_IT.pdf Grazie Cordiali Saluti Maurizio Ceseri Sportello Matematico per l'Innovazione e le Imprese Istituto per le Applicazioni del Calcolo (IAC-CNR) via dei Taurini 19, 00185 Roma (Italy) Tel: (+39) 0649937369 Website: sportellomatematico.it

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Workshop Interacting particle systems and applications, Trento Sep 5-7
by Mario Maurelli 02 Sep '22

02 Sep '22

Dear colleagues, We are happy to announce the workshop "*Interacting particle systems and applications*" which will take place at the *University of Trento* on* September 5th to 7th, 2022*. The workshop aims at discussing recent developments in the theory of interacting systems, with emphasis on fostering collaborations and discussions among junior researchers. At the following webpage (which will be kept up-to-date) https://sites.google.com/view/ipsa2022 you can find useful information on the workshop, including list of speakers, venue and (when available) schedule and abstracts of the talks. Participation is free but *registration is mandatory. We kindly ask you to register no later than June 30th*. The workshop is planned as a hybrid event (in-person and online); to register for in person participation, click on "register" button (in the home webpage of the workshop); to register for online participation, send an email to ipsa[dot]maths[at]unitn[dot]it . We are looking forward to meeting you in Trento. All the best, The organizing committee Michele Coghi, Mario Maurelli, Carlo Orrieri, Giovanni Zanco

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Seminar by Elvezio Ronchetti (University of Geneva) in Novara
by Enea Bongiorno 31 Aug '22

31 Aug '22

Dear colleagues, We are glad to invite you to the seminar that will take place on the 8th of September, at 16.00: - in presence: room 101 of the campus Perrone, via Perrone, 18, Novara Università del Piemonte Orientale, Dipartimento di Studi per l’Economia e l’Impresa. - on-line at the link: https://meet.google.com/xaz-bwct-dqo *An Introduction to Saddlepoint Approximations* *Prof. Elvezio Ronchetti* Research Center for Statistics and Geneva School of Economics and Management University of Geneva, Switzerland Elvezio.Ronchetti(a)unige.ch www.unige.ch/gsem/en/research/faculty/honorary-professors/elvezio-ronchetti/ *Abstract:* Classical inference in statistics is typically carried out by means of standard (first-order) asymptotic theory. However, the asymptotic distribution of estimators and test statistics can provide a poor approximation of tail areas especially when the sample size is moderate to small. This can lead to inaccurate p-values and confidence intervals. Several techniques, both parametric and nonparametric, have been devised to improve first-order asymptotic approximations, including e.g. Edgeworth expansions, Bartlett's corrections, and bootstrap methods. Here we focus on saddlepoint techniques, introduced into statistics by H. Daniels, and more generally on small sample asymptotic techniques, an expression coined by F. Hampel to express the spirit of these methods. Indeed they provide very accurate approximations of tail probabilities down to small sample sizes and /or out in the tails. Moreover, these approximations exhibit a relative error of order 1/n, an improvement with respect to other available approximations obtained by means of Edgeworth expansions and similar techniques. We will review the basic ideas, show the link with other nonparametric methods such as empirical likelihood, and outline some connections to information theory and optimal transportation. Best wishes, Enea Bongiorno -- Enea Bongiorno,PhD Associate Professor of Statistics Università degli Studi del Piemonte Orientale Via Perrone 18, 28100, Novara, Italia Phone: +390321375317 enea.bongiorno(a)uniupo.it upobook.uniupo.it/enea.bongiorno

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Fw: University of Vienna
by Gianluca Finocchio 31 Aug '22

31 Aug '22

Cari tutti, il gruppo di ricerca Statistical Methods (https://sme.univie.ac.at/) dell'Università di Vienna offre un dottorato in Statistica sotto la supervisione di Tatyana Krivobokova. Vi sarei grato se poteste condividere il bando (allegato) con gli studenti interessati. Cordialmente,Gianluca Finocchio -------- Original Message -------- | Subject: | University of Vienna | | Date: | 30.08.2022 16:50 | | From: | Tatyana Krivobokova <tatyana.krivobokova(a)univie.ac.at> | | To: | Gianluca Finocchio <gianluca.finocchio(a)univie.ac.at> | https://univis.univie.ac.at/ausschreibungstellensuche/flow/bew_ausschreibun… | Deutsch | not authenticated | | The University of Vienna (20 faculties and centres, 184 fields of study, approx. 10.400 members of staff, about 90.000 students) seeks to fill the position as soon as possible of a University Assistant (prae doc) at the Department of Statistics and Operations Research Reference number: 13459 The positions are meant to support young scientists through their Ph.D. research. The announcement is made for four years, whereby the employment relationship is initially limited to 1.5 years and is automatically extended to a total of four years, unless the employer submits a declaration of non-renewal after a maximum of 12 months. The successful applicants will enter the department's Ph.D. program and are expected to work on one of the following topics: change points detection in Gaussian processes with non-zero mean, Bayesian approaches to dimension reduction techniques or classification of dependent data. Duration of employment: 4 year/s Extent of Employment: 30 hours/week Job grading in accordance with collective bargaining agreement: §48 VwGr. B1 Grundstufe (praedoc) with relevant work experience determining the assignment to a particular salary grade. Job Description: Participation in research, teaching: - Participation in research projects / research studies - publications / academic articles / presentations - We expect the successful candidate to sign a doctoral thesis agreement within 12-18 months - Participation in teaching and independent teaching of courses as defined by the collective agreement Profile: A Master's or comparable degree in statistics, mathematics, or a closely related discipline (completed or pending completion); a solid background in mathematical statistics and probability theory; and a promising potential for original research. . Research fields: | Main research field | Special research fields | Importance | | Mathematics | Mathematical statistics | MUST | Languages: | Language | Language level | Importance | | English | Very good knowledge | MUST | Applications including a letter of motivation (German or English) should be submitted via the Job Center to the University of Vienna (http://jobcenter.univie.ac.at) no later than 26.09.2022, mentioning reference number 13459. For further information please contact Sobotka-Tompits, Sabine +43-1-4277-38631, Krivobokova, Tatyana +43-1-4277-38632. The University pursues a non-discriminatory employment policy and values equal opportunities, as well as diversity (http://diversity.univie.ac.at/) The University lays special emphasis on increasing the number of women in senior and in academic positions. Given equal qualifications, preference will be given to female applicants. Human Resources and Gender Equality of the University of Vienna Reference number: 13459 E-Mail: jobcenter(a)univie.ac.at Privacy Policy of the University of Vienna | | | external apply | | internal apply | | topUniversity of Vienna | jobcenter(a)univie.ac.at

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postdoc position
by Marco Scarsini 30 Aug '22

30 Aug '22

Postdoc position (two years) at Luiss University on the topic Learning in strategic and stochastic environments This project lies at the interface of mathematical game theory, algorithmic game theory, machine learning, optimization, and high-dimensional probability. Despite its theoretical nature, it will be motivated by applications in operations management, supply chain, algorithmic mechanism design, online matching markets, computational social choice, queueing, networks, etc. Deadline: September 30, 2022 - 2 p.m. - Central European Summer Time (CEST), UTC +2 Details available at https://economiaefinanza.luiss.it/en/research/post-doc-fellowship/research-… ******************************************************* Marco Scarsini Dipartimento di Economia e Finanza Luiss University Viale Romania 32 00197 Roma, ITALY URL: http://docenti.luiss.it/scarsini/

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Avviso di seminario - Elisa Alòs
by Lucia Caramellino 29 Aug '22

29 Aug '22

AVVISO DI SEMINARIO Venerdì 2 settembre 2022, alle ore 14:00, nell'aula Dal Passo del Dipartimento di Matematica dell'Università di Roma Tor Vergata si terrà il seguente seminario (in presenza e online): On the skew and curvature of implied and local volatilities Elisa Alòs, Universitat Pompeu Fabra (Barcelona) Abstract. In this talk, we study the relationship between the short-end of the local and the implied volatility surfaces. Our results, based on Malliavin calculus techniques, recover the recent $\frac{1}{H+3/2}$ rule (where $H$ denotes the Hurst parameter of the volatility process) for rough volatilitites (see Bourgey, De Marco, Friz, and Pigato (2022)), that states that the short-time skew slope of the at-the-money implied volatility is $\frac{1}{H+3/2}$ the corresponding slope for local volatilities. Moreover, we see that the at-the-money short-end curvature of the implied volatility can be written in terms of the short-end skew and curvature of the local volatility and viceversa, and that this relationship depends on $H$. MSTeams link: https://teams.microsoft.com/l/meetup-join/19%3arfsL73KX-fw86y1YnXq2nk5VnZFw… <https://teams.microsoft.com/l/meetup-join/19:rfsL73KX-fw86y1YnXq2nk5VnZFwPU…>

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Avviso di seminario
by Barbara Martinucci 29 Aug '22

29 Aug '22

UNIVERSITA' DI SALERNO DIPARTIMENTO DI MATEMATICA AVVISO DI SEMINARIO Giovedì 1 settembre 2022, alle ore 12:00, nella sala del consiglio del Dipartimento di Matematica, edificio F2, si terrà il seguente seminario in presenza e online (su Teams): *Analyzing the loss of protection in an SVIS stochastic model with infection reintroduction, when vaccines are partially effective* Prof.ssa *Maria Jesus Lopez-Herrero* Department of Statistics and Data Science, Faculty of Statistical Studies, Complutense University of Madrid, Madrid, Spain ABSTRACT This talk deals with a stochastic Susceptible-Infected-Vaccinated-Susceptible (*SIVS*) model with infection reintroduction, where the propagation of a contagious disease was modeled in terms of a continuous time Markov chain. A communicable disease spreads in a homogeneous moderately-sized community of constant size in which individuals are identical in terms of social mixing and disease contact or recovery characteristics. Health policies depend on a vaccine coverage that guarantees herd immunity levels in the population. Hence, for community protection, a certain number of individuals were vaccinated against the contagious disease before the outbreak starts. Vaccine failures occur when an organism develops a disease despite of being vaccinated against it. After vaccination, a proportion of healthy individuals unsuccessfully tries to increase antibody levels and, consequently these individuals are not immune to the vaccine preventable disease. When an infectious process is in progress, the initial vaccine coverage drops down and herd immunity will be lost. Our objective is to introduce a threshold for vaccination level and study random characteristics depending on this threshold and also on the vaccination eligible group that could advise health authorities when to launch a new vaccination program to recover the initial immunity level. link: https://teams.microsoft.com/l/meetup-join/19%3ameeting_ZWUxYmVmYmQtOWVmMC00… Gli interessati sono cordialmente invitati a partecipare.

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Workshop in Milan
by Giuseppina Guatteri 29 Aug '22

29 Aug '22

Con piacere annunciamo il "Two-day workshop on deterministic and stochastic control" che si terrà presso il campus Leonardo nelle giornate 6/7 settembre 2022. Alla seguente pagina web potete trovare le informazioni che via via verranno aggiornate, oltre che il form di Registrazione (scadenza 20 agosto). Sito web: https://sites.google.com/view/controlpolimi22 Un caro saluto, Giulia Cavagnari, Fulvia Confortola, Giuseppina Guatteri ed Elsa Maria Marchini It is our pleasure to announce the "Two-day workshop on deterministic and stochastic control" that will be held at campus Leonardo on 6/7 September 2022. At the following web-page you can find all the information which will be kept updated, along with the Registration form (deadline 20 August). Web-site: https://sites.google.com/view/controlpolimi22 Best regards, Giulia Cavagnari, Fulvia Confortola, Giuseppina Guatteri ed Elsa Maria Marchini Giuseppina Guatteri Dipartimento di Matematica Politecnico di Milano Via Bonardi, 9 20133 Milano tel.: +390223994556 fax.:+390223994513 email: giuseppina.guatteri(a)polimi.it "Happiness can be found even in the darkest of times, if one only remembers to turn on the light" A. Dumbledore

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LTI@UniTO Call For Fellowships - Deadline September 10
by Luca Regis 27 Aug '22

27 Aug '22

Dear**Colleagues, I am happy to share this Call for Visiting Fellowships by LTI@UniTO, with deadline September 10th. For further information, please visit: https://www.carloalberto.org/jobs-fellowships/ltiunito-research-fellowships/ I hope you can help me spread the information widely. Best regards, Luca Regis -- Luca Regis Associate Professor ESOMAS Department, University of Torino Collegio Carlo Alberto sites.google.com/view/lucaregis Office: +39 011 670 6065 www.carloalberto.org/lti *-------------------------------------------------------------------------------------------------------------------------------------- * *Call For Visiting Fellowships LTI@UniTO Research Fellowships* Long-Term Investors@UniTo (LTI@UniTO, https://www.carloalberto.org/lti) is pleased to announce the availability of up to 5 Research Fellowships for the year 2023. LTI@UniTO is a think tank established as a joint initiative of the Università di Torino and of the major Italian market players in long term financing. Through the Fellowship program, LTI@UniTO aims to foster research in long-term investing and to assess its features, perspectives, contribution to growth and stability. The think tank supports independent research and informs the debate between long-term investors and policymakers. Fellowships are awarded to either junior or senior scholars to spend a two month visiting period at Collegio Carlo Alberto (Torino, Italy) working on a research program relevant to long-term investors. The fellowship amount is 16000 euros for senior scholars and 6000 euros for junior scholars. APPLICATION PROCEDURE: Candidates must send their application (CV + research program, approximately 2 pages) to lti(a)carloalberto.org before midnight, ECT, September 10th, 2022. Please enter “LTI CALL FOR FELLOWS” in the email subject. For further information, please contact lti(a)carloalberto.org SENIOR FELLOWSHIPS: - Applicants must have a publication history in top Finance/Econ academic journals. - Receivers of the fellowships will conduct their own research for a period of two months at UNITO/Collegio Carlo Alberto (CCA). - The research program should be related to one of the themes in the Strategic List below and must be included in the Application. A final working paper is required, a seminar at UNITO/CCA is compulsory. Another seminar/workshop, targeted to our sponsors, may be requested. - Total remuneration (for the entire period – gross and including all expenses): € 16000. - There are up to three positions available. - A joint Junior Fellowship can be assigned, if required by the Senior Applicant in his proposal (name of the proposed junior applicant can be included too). - Research Assistantship, if needed, may be requested once the fellowship is awarded. JUNIOR FELLOWSHIPS: - Candidates are Ph.D. Students or young scholars with a PhD in Finance, Economics or a related field. - Receivers of the fellowships will conduct research under the supervision of a Senior Fellow or a UNITO/CCA’s Finance faculty for a period of two months at CCA/UNITO. - The research program should be related to one of the themes in the Strategic List below and must be included in the Application. A final working paper is required, a seminar at UNITO/CCA is compulsory. - Total remuneration (for the entire period –gross and including all expenses): € 6000. - There are up to two positions available. STRATEGIC LIST: - Interaction between financial markets and the real economy: start-up funding, impact investments, infrastructure, SME financing; - Role of LTIs in traditional financial markets (systemic risk, stability, pro or countercyclicality, liquidity, impact on prices), as well as on private markets; risk and return of private markets (private equity, private debt, private placements); - Asset Management or ALM of LTIs, including past experiences, models, benchmarking, constraints on expenditures and liabilities; - Innovative Asset Classes and LTIs; - Mandates, delegation and effectiveness of monitoring (short term accountability versus long-term strategies); optimal contracts in delegated portfolio management: benchmarking and bonus/target incentive schemes; - The collective costs of short-horizon investment and their control (regulatory constraints); - Fintech and LTIs: opportunities and risks; - Benefits and costs of financial regulation and macro prudential policies that matter to LTIs; - The impact of crises on LTIs and the role of LTIs in market crashes and recovery; - Real estate and real estate funds: risk, return and their role in the ALM of LTIs; - LTIs, sustainable finance and Green Financing; the role of LTIs in the transition toward a greener economy; greenwashing and challenges of implementing ESG strategies. - Responsible investing: screening or engagement; exit or voice; - Digitalisation, artificial intelligence, new technologies and their impact on LTIs’ business and financial practices; - Emerging risks: health risks, cyber risks, catastrophic risks, business interruption and their impact on LTIs.

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PhD course in Padova by C. Cuchiero and S. Svaluto-Ferro (signatures)!
by Giorgia Callegaro 26 Aug '22

26 Aug '22

Dear all, It is a pleasure to invite you to follow, in presence, in Torre Archimede (Department of Mathematics, Padova) or online, via Zoom, the PhD course lectures given by Profs Christa Cuchiero and Sara Svaluto-Ferro in September 2022. They will give a PhD course entitled : "*Signatures in finance: life, death, and miracles*", starting the 5th September 2022. Each lecture will last 90 minutes. More details can be found here: *https://www.math.unipd.it/~dottmath/corsi2022/CuchieroSvaluto-fuori%20catalogo.pdf <https://www.math.unipd.it/~dottmath/corsi2022/CuchieroSvaluto-fuori%20catal…>* and here: *https://dottorato.math.unipd.it/calendar/202209 <https://dottorato.math.unipd.it/calendar/202209>* Please send me an email in case you're interested in receiving the Zoom link. Lectures will not be recorded. Have a nice weekend, Giorgia Callegaro -- Giorgia Callegaro Associate Professor Department of Mathematics - University of Padova Via Trieste 63 , I-35121 Padova - ITALY Tel: +39-0498271481 Fax: +39-0498271499 E-Mail: gcallega(a)math.unipd.it <https://webmail.math.unipd.it/horde3/imp/message.php?mailbox=Sent&index=598#> Personal web-page: https://sites.google.com/site/giogiocallegaro/Home

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August 22: Deadline for Financial support for "Random processes in the brain: From experimental data to Math and back"
by Massimiliano Tamborrino 20 Aug '22

20 Aug '22

Dear all, I hope you are having a great summer. I am writing you to share some information (including an incoming deadline on August 22 for financial support!) with respect to the 6th Weeks Thematic Program "Random processes in the brain: From experimental data to Math and back<https://rpbihp.numec.prp.usp.br/index.php/Pathways_to_the_2023_IHP_thematic…>" which will be held at the Institut Henri Poincaré (IHP) Paris from the 27th February to the 7th April 2023. The program will include two workshops: * March 6-10, 2023: Structural learning by the brain (IHP, Paris)<https://indico.math.cnrs.fr/event/7794/> * March 27-31, 2023: Networks of spiking neurons (IHP, Paris)<https://indico.math.cnrs.fr/event/7793/> There will also be two Doctoral series of 5 lectures in the weeks preceeding the two workshops 1. Stochastic modeling of structural learning by the brain using electrophysiological and behavioral data. Five lessons course, February 27-March 3 2. 3. Systems of spiking neurons described by point processes with memory of variable length. Five lessons course, March 20-24 There will also be several Topical Days during the thematic program, but the precise schedule has not yet been fixed. In the meantime, we are organising a seminar series leading to the thematic program. You could find more information about the past and incoming seminars here https://rpbihp.numec.prp.usp.br/index.php/Pathways_to_the_2023_IHP_thematic… It is important to register in the IHP website before August 22 if you need financial support to attend the thematic program https://indico.math.cnrs.fr/event/7792/ Funding could be requested for attending the whole 6 weeks programmes as well as part of it (e.g. one of the weeks for the Workshops). Please feel free to get in touch if you have any additional questions. Best wishes, Massimiliano ------ Dr. Massimiliano Tamborrino Assistant Professor Department of Statistics University of Warwick https://warwick.ac.uk/tamborrino

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Ph.D. position - Bielefeld University
by Nendel, Max 19 Aug '22

19 Aug '22

Bielefeld University's Collaborative Research Center (CRC) 1283 “Taming uncertainty and profiting from randomness and low regularity in analysis, stochastics and their applications” has an open Ph.D. position in its project C7. The research in the project C7 focuses on the mathematical analysis of model uncertainty in economics and finance. A particular interest is given to the development of new solution concepts for classes of Hamilton-Jacobi-Bellman equations appearing in the context of optimal decision problems under uncertainty. On the other hand, the project aims to investigate connections to statistics and numerics as well as applications in actuarial science. The successful candidate is expected to have a scientific university degree in Mathematics, Mathematical Economics, Mathematical Finance or a related field and to have good knowledge in at least one of the following topics: (stochastic) optimal control, functional analysis and partial differential equations, topological aspects of measure theory, stochastic analysis. Starting date: at earliest convenience Application deadline: 15.09.2022 Salary level: part time 75% in the remuneration level 13 TV-L Contract: fixed-term limited until 30.06.2022 with possibilities for an extension thereafter Contact: Asst. Prof. Dr. Max Nendel, max.nendel(a)uni-bielefeld.de<mailto:max.nendel@uni-bielefeld.de> For further information see: https://uni-bielefeld.hr4you.org/job/view/1728/research-position?page_lang=…

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Fwd: Postdoc in Manchester
by Faggionato, Alessandra 17 Aug '22

17 Aug '22

Buongiorno, ricevo e con piacere inoltro. Saluti Alessandra ---------- Forwarded message --------- From: Sebastian Andres <sebastian.andres(a)manchester.ac.uk> Date: Wed, 17 Aug 2022 at 10:58 Subject: Postdoc in Manchester To: Faggionato, Alessandra <faggiona(a)mat.uniroma1.it> *Research Associate in Probability, Department of Mathematics, University of Manchester* Full job description: https://www.jobs.manchester.ac.uk/displayjob.aspx?jobid=23127 Applications are invited for a 24 month Postdoctoral Research Associate position, to start in March 2023, or at the earliest possible time thereafter. We are looking for academics of outstanding ability, who are seeking a friendly, supportive and collegial environment in which to develop as world-class researchers, and who will contribute to the continued development of the Probability & Statistics Group, Department of Mathematics, in the School of Natural Sciences. The post holder will work with Dr Sebastian Andres on his EPSRC Grant 'Homogenization of random walks: degenerate environments and long-range jumps'. In this project we aim to study random walks in random environment with long-range jumps and the associated partial differential differential equations involving non-local discrete operators describing the transition probabilities or heat kernels of such random walks. Priority will be given to applicants with expertise in probability, PDE analysis and other related fields. The successful candidate will have completed (or nearly completed) a PhD or equivalent in probability theory or a related area prior to their appointment, and will have demonstrated a capacity to produce world-class research. Further, you will be expected to work independently and in collaboration, engage with new ideas, and contribute new insights. The position comes with some travel funding and carries no teaching duties. *Applications should include:* - a motivation letter, - a CV including a list of publications, - contact details of at least two referees, - the academic transcripts for all university degrees. Please see the link above for further information. The closing date for applications is 30th September 2022. For further enquiries contact Dr Sebastian Andres: sebastian.andres(a)manchester.ac.uk -- ************************************************* Prof. Alessandra Faggionato http://www1.mat.uniroma1.it/~faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 5, Phone (0039) 06 49913252 *************************************************

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Fwd: Research Fellow position in Applied Mathematics and Statistics at Birmingham
by Alejandra Avalos Pacheco 14 Aug '22

14 Aug '22

fyi ---------- Forwarded message --------- From: Panayiota Touloupou <p.touloupou(a)bham.ac.uk> Date: Fri, 12 Aug 2022 at 18:01 Subject: Research Fellow position in Applied Mathematics and Statistics at Birmingham To: Panayiota Touloupou <p.touloupou(a)bham.ac.uk> Cc: Joaquin Prada <j.prada(a)surrey.ac.uk> Dear colleagues, I hope you are well. I am writing to let you know that we are currently advertising a Research Fellow position in Applied Mathematics and Statistics to work with Dr Panayiota Touloupou (University of Birmingham) and Dr Joaquin M. Prada (University of Surrey) on the Task Force For Global Health funded project "Efficient post-elimination surveillance strategies for Neglected Tropical Diseases (NTDs)”. All the relevant information can be found at: *https://bham.taleo.net/careersection/external/jobdetail.ftl?job=220001HF <https://bham.taleo.net/careersection/external/jobdetail.ftl?job=220001HF>* Could you please circulate and passing this on to anyone who you think might be interested? Please note the closing date for applications is *25th August 2022*. Many thanks, Panayiota

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Ph.D. position in Statistics at TU Eindhoven (Netherlands)
by Elisa Perrone 09 Aug '22

09 Aug '22

Dear Colleagues, The Department of Mathematics and Computer Science of TU Eindhoven (NL) has a vacancy for a Ph.D. position in Statistics. We are looking for a motivated candidate with a solid theoretical background in Probability/Statistics to join our group and conduct theoretical research in the area of dependence modeling and copulas under my supervision. Application deadline: September 11, 2022. Job description: https://jobs.tue.nl/en/vacancy/phd-in-statistics-950429.html <https://eur02.safelinks.protection.outlook.com/?url=https%3A%2F%2Fjobs.tue.…> I would appreciate it if you could forward this email to any potential candidate. Thanks and best wishes, Elisa --- Elisa Perrone, Ph.D. Assistant Professor Department of Mathematics and Computer Science Eindhoven University of Technology elisaperrone.info <http://elisaperrone.info/>

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2 PhD positions in Mathematics at Rome Tor Vergata, co-funded by Enel Global trading S.p.A.
by Lucia Caramellino 08 Aug '22

08 Aug '22

Dear all, a call for two PhD positions in Mathematics, co-financed by Enel Global Trading S.p.A. (https://globaltrading.enel.com <https://globaltrading.enel.com/>), is open at the University of Rome Tor Vergata. The main topics are the following: - Rough Paths and Signature Transforms; - Integrated Global Portfolios. The call (unfortunately only in Italian) is available at http://dottorati.uniroma2.it/Public/download/1010a7bd-1b57-428f-8d1e-2ca3cc… <http://dottorati.uniroma2.it/Public/download/1010a7bd-1b57-428f-8d1e-2ca3cc…> The application form is available at https://gestione.dottorati.uniroma2.it/application/default.aspx <https://gestione.dottorati.uniroma2.it/application/default.aspx> The deadline for applications is September 7 at 2:00pm (local time). I would be grateful if you could forward this message to any potentially interested candidate. For more information write to Lucia Caramellino <caramell(a)mat.unirtoma2.it <mailto:caramell@mat.unirtoma2.it>>. Best regards, Lucia +++++++++++++++++++++++++++++++++ Lucia Caramellino Dipartimento di Matematica Università di Roma “Tor Vergata” Web: http://www.mat.uniroma2.it/~caramell <http://www.mat.uniroma2.it/~caramell>

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Virtual Bernoulli Young Researcher Event 2022
by Imma Curato 05 Aug '22

05 Aug '22

Cari colleghi, vi inoltro l'annuncio di un workshop online, principalmente pensato per mettere in contatto giovani ricercatori e dottorandi, organizzato dalla Bernoulli Society. Cordiali Saluti Imma Curato ++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++ Bernoulli Young Researcher Event 2022 July 20-21, 2022 (Virtual) Young members of the Bernoulli Society from all over the world active in the areas of Mathematical Statistics, High Dimensional Statistics, Probability and Machine Learning will present their recent contributions in an online event taking place on the 20th and 21st of July 2022 between 15:00-19:00 (CEST). The workshop is intended for a broad audience. The webinar is organized by the Young Researchers Committee of the Bernoulli Society. The list of speakers and the registration form can be found at the following link https://docs.google.com/forms/d/e/1FAIpQLScBLLqQFJ-hxq3ygGPUXTKzdixud1e0Ogu….

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avviso di seminario
by Barbara Martinucci 05 Aug '22

05 Aug '22

Università di Salerno Dipartimento di Matematica AVVISO DI SEMINARIO Martedì 19 luglio 2022, alle ore 15:00, nella sala del consiglio del Dipartimento di Matematica, edificio F2, si terrà il seguente seminario in presenza e online (su Teams): *On reduction-network Cox regression methods with applications* Dr. *Antonella Iuliano* Dipartimento di Matematica, Informatica ed Economia, Università della Basilicata ABSTRACT In this talk, the author presents a novel statistical approach based on the combination of reduction techniques and network-penalized Cox regression methods for the selection of significant covariates to perform suitable predictions. Finally, some applications to high-dimensional data are illustrated. link: https://teams.microsoft.com/l/meetup-join/19%3ameeting_NzMyNzZjYTQtNTgzZC00… Gli interessati sono cordialmente invitati a partecipare, *Barbara Martinucci*

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Call for participation CREDIT 2022 Long Run Risks
by Monica Billio 05 Aug '22

05 Aug '22

21st INTERNATIONAL CONFERENCE CREDIT 2022 *Long Run Risks * Venice, Italy 22 –23 September 2022 * * *GRETA Associati* (Venice, Italy), *Algorand Foundation* (Republic of Singapore), *CRIF *(Bologna, Italy), *European Datawarehouse* (Frankfurt, Germany), *European Investment Bank* (Luxembourg), *European Investment Fund *(Luxembourg) and *Intesa Sanpaolo* (Milan, Italy) are co-sponsors of a Conference to be held in Venice on September 22-23, 2022. The Conference CREDIT 2022 will bring together academics, practitioners and PhD students working in various areas of financial and credit risk with the aim to create a unique opportunity for participants to discuss research progress and policy and industry-relevant insights as well as directions for future research. CREDIT 2022 is the *twenty-first *in a series of events dedicated to various aspects of credit risk and organised under the auspices of the *Department of Economics* and *VERA – Venice centre in Economic and Risk Analytics for public policies - of the Ca' Foscari University of Venice*, *ABI - Italian Banking Association*, *AIAF - Associazione Italiana per l'Analisi Finanziaria*, and *AIFIRM - Associazione Italiana Financial Industry Risk Managers*. The theme of this year’s conference brings the attention on long run risks, whose notion is multifaceted, but whose impact is becoming more and more evident and is receiving attention both at political and regulatory level. The SCIENTIFIC COMMITTEE for the Conference consists of: *• Stefano Giglio* (Yale School of Management, Programme Chair)* • Monica Billio* (Ca’ Foscari University of Venice & GRETA)* • Francesca Campolongo* (Joint Research Center, European Commission)* • Helmut Kraemer-Eis* (European Investment Fund)* • Jan Pieter Krahnen* (Leibniz Institute for Financial Research SAFE & Goethe University, Frankfurt)* • Elisa Luciano* (University of Torino & Collegio Carlo Alberto)* • Irene Monasterolo* (EDHEC and EDHEC-Risk Climate Impact Institute (ERCII))* • Steven Ongena* (University of Zurich, Swiss Finance Institute, KU Leuven & CEPR)* • Stephen Schaefer* (London Business School)* • Claudio Tebaldi* (Bocconi University)* * PROGRAMME *Thursday, September 22, 2022** * *8.30 Registration* *09.00 Welcome and Opening Remarks* *09.15 Session I – CLIMATE RISK PRICING AND HEDGING** * * *Invited Talk: */TBA /- *Robert F. Engle*, New York University * /A Quantity-Based Approach to Constructing Climate Risk Hedge Portfolios/ - *Stefano Giglio*, Yale School of Management, New Haven * /Climate Linkers: Rationale and Pricing - /*Jean-Paul Renne*, University of Lausanne (join with Pauline Chikhani) *11.00 Coffee break* * * *11.30 Session II – CLIMATE CHANGE AND FINANCIAL STABILITY*/ / * /The Shifts and the Shocks: Bank Risk, Leverage, and the Macroeconomy - /*Dmitry Kuvshinov*, Pompeu Fabra University, Barcelona (join with Björn Richter and Kaspar Zimmermann) * /Asset-level Climate Physical Risk Assessment and Cascading Financial Losses - /*Giacomo Bressan*, Vienna University of Economics and Business (join with Anja Duranovic, Irene Monasterolo and Stefano Battiston) * /Accounting for Climate Transition Risk in Banks’ Capital Requirements - /*Lucia Alessi*, European Commission - Joint Research Centre (join with Erica Francesca Di Girolamo, Andrea Pagano and Marco Petracco Giudici) *13.00 Lunch* *14.15 Session III – DISCLOSURE AND ESG INFORMATION* * *Invited Talk*: /TBA - /*Lucrezia Reichlin*, London Business School * /TBA - /*Massimo Morini*, Algorand Foundation, Singapore * /Dynamic ESG Equilibrium - /*Andrea Tarelli*, Catholic University, Milan (join with Doron Avramov, Abraham Lioui, Yang Liu) *16.30 Coffee break and POSTER SESSION I* * * *17.15 Session IV – GREEN SECURITIES*/ / * /The Optimal Design of Green Securities/ - *Adelina Barbalau*, University of Alberta, Edmonton (join with Federica Zeni) * /Borrower ESG Risks and ESG Disclosure and COST of Loan/ - *Yaorong Liu*, University of Edinburgh Business School (join with Yi Cao and Yizhe Dong) * /When Green Meets Green/ - *Roman Goncharenko*, KU Leuven, Brussels (join with Hans Degryse, Carola Theunisz and Tamas Vadasz) *** ** **Friday, September 23, 2022* *09.00 Session V – LONG RUN RISK IN A MACRO PERSPECTIVE** * * *Invited Talk*: /The CO2 Question: Technical Progress and the Climate Crisis - /*Marcin Kacperczyk*, Imperial College London * /A Preferred Habitat Model of Repo Specialness - /*Marti G. Subrahmanyam*, New York University (join with Ruggero Jappelli and Loriana Pelizzon) * /Macro Trends and Factor Timing - /*Alessandro Melone*, Vienna Graduate School of Finance (join with Carlo A. Favero and Andrea Tamoni) *10.45 Coffee break* * * *11.15 PANEL Session 1 – LONG RUN RISKS AND THEIR IMPLICATIONS FOR THE BANKING, INSURANCE AND FINANCIAL SECTORS* *13.00 Lunch* *14.15 Session VI - LONG RUN PORTFOLIO CHOICE* * /Environmental Regulatory Risks, Firm Pollution, and Mutual Funds’ Portfolio Choices - /*Simon Xu*, University of California at Berkeley * /Climate Change and Long-Horizon Portfolio Choice: Combining Insights from Theory and Empirics - /*Mathijs Cosemans*, Erasmus University, Rotterdam (join with Xander Hut and Mathijs van Dijk) * /Long Horizon Multifactor Investing with Reinforcement Learning - /*Ruslan Goyenko*, McGill University & Financial Innovations and Risk Management Labs, Montréal (join with Chengyu Zhang) *15.45 Coffee break and POSTER SESSION II* *16.30 Panel Session 2 - SAVE ENERGY FOR A SAFE FUTURE* REGISTRATION To register for the Conference, you are requested to complete the registration form available on our website: https://www.greta.it/index.php/it/credit-2022 * **Participation is allowed both ONSITE and ONLINE.* For the Registration Fees and more detailed information, please visit the Conference website: https://www.greta.it/index.php/it/credit-2022.

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Workshop in Torino - 19 September 2022
by Giuseppe D'Onofrio 05 Aug '22

05 Aug '22

Dear all, I'm happy to announce the workshop on stochastic analysis and applications titled “Noise: benefits and drawbacks in theory and applications”, which will take place in Torino on September 19, 2022. The workshop will cover a wide range of topics including: stochastic analysis, SDEs and applications, stochastic models and processes with jumps. Speakers: - Lucia Caramellino (Università di Roma "Tor Vergata", Italy) - Nikolaos Limnios (Universite de Technologie de Compiègne, France) - Barbara Rudiger-Mastandrea (Bergische Universität Wuppertal, Germany) - Francesco Russo (ENSTA Paris | Institut Polytechnique de Paris, France) - Radomyra Shevchenko (Max Planck Institute, Germany) The workshop is planned as an in-person event. Registration is free but mandatory. For more information, please visit the webpage https://sites.google.com/view/noisetorino/home-page I'm looking forward to seeing you in Turin! Best regards, Giuseppe D'Onofrio

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PhD fellowship at the Scuola Normale Superiore (Pisa, Italy) funded by the Italian market authority CONSOB
by Fabrizio Lillo 03 Aug '22

03 Aug '22

Within the PhD program in Computational Methods and Mathematical Models for Science and Finance at the Scuola Normale Superiore (Pisa, Italy), one of the six available positions for the AY 2022/23 will be funded by CONSOB, the government authority of Italy responsible for regulating the Italian securities market. The possible topics of this PhD fellowship are: - Data science, machine learning and artificial intelligence for the detection of market abuse - Market manipulation and insider trading - Identification of market anomalies - Fintech and Decentralized Finance The activity of the PhD student will be part of the research collaboration between the Quantitative Finance group at SNS and Consob started more than one year ago. It can thus be foreseen that part of the research activity will be done in close collaboration with Consob. The call (in Italian and in English) can be found here https://www.sns.it/sites/default/files/2022-01/DDbandoPhD202223SCISUMITAENG… and some other details here https://www.sns.it/sites/default/files/2022-07/dd_phd_2022_23_apertura_autu… The deadline for the application is August 25. If you need more information on this very exciting opportunity, do not hesitate to contact me (fabrizio.lillo(a)sns.it) ---------------------------------------- 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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Procedura selettiva 2022PO183 - Università di Padova
by Alessandra Fabbri Colabich 03 Aug '22

03 Aug '22

Buongiorno, a nome della Direttrice del Dipartimento di Scienze Statistiche, Prof.ssa Giovanna Boccuzzo, si comunica che è stato pubblicato l’avviso per la Procedura valutativa per la chiamata di un Professore di prima fascia nel SSD SECS-s/04 – Demografia e SECS-s/05 Statistica Sociale, ai sensi dell’art. 18, comma 1, Legge 30 dicembre 2010, n. 240, (2022PO183). Bando al link: https://www.unipd.it/procedura-2022PO183. *Scadenza* presentazione domanda: *14.07.2022 ore 13.00.* Si prega di dare la massima diffusione presso tutti gli interessati. Grazie per la collaborazione Alessandra Fabbri Colabich -- Dott.ssa Alessandra Fabbri Colabich Università degli Studi di Padova Dipartimento di Scienze Statistiche [image: Ottocento anni di libertà e futuro]

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assegno di ricerca su metodi di apprendimento automatico su dataset multi-tipo
by Marco Romito 02 Aug '22

02 Aug '22

Buongiorno scrivo per segnalare un assegno di ricerca presso il Dipartimento di Matematica dell'Università di Pisa, in partnership con Miningful Studio, sul tema /Metodi di apprendimento automatico su dataset multi-tipo/, finanziato da /Regione Toscana – FSC (Fondo di Sviluppo e Coesione) – Bando per la realizzazione di progetti in collaborazione tra organismi di ricerca e MPMI per l’applicazione di 5G e tecnologie innovative/. La tematica al centro del progetto è lo studio e lo sviluppo di modelli predittivi che includano datiprovenienti da sorgenti di natura differente (sensoristica, RFID, NFC, dati esterni, sistemi di monitoraggio della produzione, etc.) allo scopo di aumentare le capacità predittive, e di razionalizzare la raccolta e la gestione dei dati. Il bando è disponibile all'indirizzo https://bandi.unipi.it/public/Bandi/Detail/bfb707c9-6a9d-43d6-98b1-aba41050… la scadenza è alle ore 13:00 del 12 Settembre. Per maggiori informazioni ci si può rivolgere allo scrivente grazie e a presto m.

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Nuovo bando RTD-B in MAT/06 a Perugia
by Alessandra Cretarola 30 Jul '22

30 Jul '22

Salve a tutti, dato che la prima tornata del concorso non è andata a buon fine (il candidato vincitore ha rinunciato), abbiamo dovuto (ri)bandire un posto da RTD-B nel SSD MAT/06 presso il Dipartimento di Matematica e Informatica dell'Università degli Studi di Perugia. Informazioni sul bando (scadenza domande il 29 agosto p.v. - presa di servizio entro il 31 ottobre) sono reperibili al sito: https://www.unipg.it/ateneo/concorsi/procedure-di-valutazione-comparativa-r… Con preghiera di darne massima diffusione. Cordiali saluti a tutti, Alessandra Cretarola Professore Associato Dipartimento di Matematica e Informatica Stanza 307, Piano III Via Vanvitelli, 1 06123 Perugia, tel. 0755855021 [cid:D672B847-338D-490C-9127-DD1AAD2C18A4]

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Post-doc position at Unibo, Math Department
by Giacomo Bormetti 29 Jul '22

29 Jul '22

Dear all, A call for a 2 year research contract (assegno di ricerca) is open at the Department of Mathematics, University of Bologna. The topic of the research is "Score-driven time-varying parameter models for high-frequency data and temporal networks" and the position is co-funded by Progetto PRIN_2020_BORMET_G (CUP: J33C22000560001), Progetto MAT-PSSD, and Fondi di Dipartimento BIR - Budget Integrato per la Ricerca dipartimentale. The annual gross remuneration, inclusive of all taxes, is 30kEur. The details of the call (in Italian and English) and a description of the research project are available at https://bandi.unibo.it/ricerca/assegni-ricerca?id_bando=65417 The deadline for applications is September 05, 2022 23:49 CET. I would be grateful if you could forward this message to any potentially interested candidate. In case you need more information, please contact Giacomo Bormetti (giacomo.bormetti(a)unibo.it<mailto:giacomo.bormetti@unibo.it>). Thanks and regards, Giacomo Bormetti Giacomo Bormetti https://www.unibo.it/sitoweb/giacomo.bormetti

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Borsa di dottorato PNRR - Didattica della statistica
by Luigi Amedeo Bianchi 26 Jul '22

26 Jul '22

Segnalo una borsa di dottorato in matematica (38 ciclo) a tema vincolato "Insegnare e comprendere l'analisi statistica dei dati mediante l’utilizzo di software", bandita dall'Università di Trento nell'ambito delle borse PNRR - DM 351. La scadenza per la domanda è il 2 agosto 2022 (ore 16.00 CEST). Bando e dettagli sul tema di ricerca sono disponibili alla pagina https://www.unitn.it/bandi-phd-pnrr o direttamente ai seguenti link, bando: https://www.unitn.it/alfresco/download/workspace/SpacesStore/d703b642-7528-… schede descrittive del tema di ricerca: https://www.unitn.it/alfresco/download/workspace/SpacesStore/4cd15905-0171-… Un saluto, Luigi Amedeo Bianchi

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Postdoc position at the Scuola Normale Superiore
by Fabrizio Lillo 23 Jul '22

23 Jul '22

Dear all, A call for a 2 year research contract (assegno di ricerca) is open at the Scuola Normale Superiore, Pisa (Italy). The topic of the research is "*Systemic risk and resilience in economic and financial dynamical networks* " and the position is funded by a research grant entitled "Network analysis of economic and financial resilience” in collaboration with Scuola Superiore Sant'Anna (Pisa) and IMT (Lucca). The annual gross remuneration, inclusive of all taxes, is 30kEur. The research activity will be focused on the theoretical, computational and statistical study of complex networks of economic and financial origin. A specific attention will be devoted to the study of dynamical networks and of processes (such as contagion, distress propagation, etc) on static and dynamic networks. One of the objectives of the project is the identification of mechanisms of propagation of systemic risk and of resilience in order to identify suitable metrics for them and possible policy measures. The details of the call (in Italian and English) are available at https://amministrazionetrasparente.sns.it/bando/network-analysis-economic-a… The deadline for applications is August 25. I would be grateful if you could forward this message to any potentially interested candidate. In case you need more information, please contact Fabrizio Lillo (fabrizio.lillo(a)sns.it) Thanks and all the best, 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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Workshop in honor of the 60th birthday of Paolo Dai Pra
by Francesca Collet 22 Jul '22

22 Jul '22

Dear Friends, this is the second announcement of the workshop "A journey through complex systems: from interacting particles to games" which will take place in L'Aquila on September 21-24, 2022. The workshop is planned as a hybrid event with on-site participation. The workshop will celebrate the 60th birthday of Paolo Dai Pra through a series of talks that will cover the spectrum of research lines to which Paolo has contributed to. The covered topics include: complex systems in biological and social sciences, geometric and scaling properties of stochastic processes, convergence to equilibrium and functional inequalities for interacting particle systems, mean-field games and stochastic control. Participation is free of charge but, for organizational reasons, registration is mandatory both for in-person and remote participation. * If you wish to participate in-person, we kindly ask you to register by July 31, 2022. The capacity of the conference room is limited and will be allocated on a "first come first serve" basis. * There is no deadline to register for online participation. More information about the workshop venue and program, about registration and about travel and accommodation are available on the website https://sites.google.com/view/pdp60laquila. We look forward to seeing you in L'Aquila! Best regards, The Organizing Committee Francesca Collet, Marco Formentin, Pierre-Yves Louis, Ida Germana Minelli, Elena Sartori, Marco Tolotti

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Postdoc positions in Prague
by Cristina TONINELLI 22 Jul '22

22 Jul '22

Ricevo ed inoltro. Saluti, Cristina --------------------------------------------------------------------------------------------- Cristina Toninelli Postal Address: Ceremade Univ.Paris Dauphine Place du Marechal de Lattre de Tassigny 75775 Paris Cedex 16 - France Office: B617 -------------------------------------------------------------------------------------------- ________________________________ Subject: Two-year postdoctoral positions in ÚTIA The Institute of Information Theory and Automation (UTIA), Czech Academy of Sciences (http://www.utia.cas.cz/) invites applications for two-year postdoctoral positions in the institute beginning in January 2023 with possibility to move to the tenure track in the Institute. (http://www.utia.cas.cz/news/3572) Candidates are expected to work in one of these areas: artificial intelligence and machine learning, probabilistic graphical models, statistics and stochastics, image, video, and signal processing, control theory, adaptive decision intelligence and human-centric intelligence, modelling economic and financial problems, non-smooth analysis, PDEs, calculus of variations, and continuum mechanics. The candidates are also expected to have a strong record of, or outstanding potential for, significant research and have no more than two years since being awarded a Ph.D., Dr. or equivalent title (as of September 30). Moreover, experience in obtaining third-party funds is advantageous. The Institute offers a monthly salary of CZK 50 000 (about 2 000 EURO) and yearly benefits supporting e.g. recreational and sport activities, as well as health care programs. Complete applications must be received by August 31, 2022. In case of interest, please send your application via email to utia(a)utia.cas.cz. The application should include a CV, a research statement, a motivation letter, and a copy of the PhD diploma. Letter(s) of recommendation is/are welcome. They should be sent by their authors directly to the email above.

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Call for Papers International Fintech Research Conference [Politecnico di Milano 27-28 October 2022]
by Luca Di Persio 21 Jul '22

21 Jul '22

Dear all, we are glad to announce the following: Call for Papers International Fintech Research Conference Finance, technology, methodologies Fintech Research Network Politecnico di Milano 27-28 October 2022 The Conference aims to put together researchers working in all areas of Fintech (banking, asset management, insurance, payments, capital markets, internet of things) providing a multidisciplinary venue. Contributed papers are welcome in all Fintech research fields such as (but not limited to): theoretical analysis of the fintech domain, machine learning applications to finance, cryptocurrencies, digital currency, cybersecurity, network analysis in finance, blockchain technologies, peer to peer finance, big data analysis, nowcasting, text analysis. Keynote speakers: * Petros Dellaportas, UCL-London Reservoir Computing for Macroeconomic Forecasting with Mixed Frequency Data * Leonardo Gambacorta, Bank of International Settlements, Big techs, QR code payments and financial inclusion * Mario Wuethrich, ETH-Zurich Discrimination-Free Insurance Pricing * David Yermack, Stern Business School, New York University, Casualties of the 2022 Crypto Meltdown The Conference is intended to be the first edition of an annual initiative that will be hosted by the building blocks of a large researchers/universities network. Scientific committee: Emilio Barucci (chair), Andrea Consiglio, Stefania Corsaro, Luca Di Persio, Massimiliano Ferrara, Gianna Figà Talamanca, Paolo Giudici, Daniele Marazzina, Silvia Muzzioli. Deadline for submitting an extended abstract/paper: August 31st, 2022. Deadline for registration: September 30th , 2022. Please note that, except for the social dinner, no fee is required to conference participation. The conference is in conjunction with a special issue on Digital Finance edited by Springer(deadline December 31, 2022). https://www.fintechlab.it/fintech_conference2022/ The initiative is organised within the framework of: Fintech Research Network https://www.fintechlab.it/network/ The Fintech Research Network is steered by a group of researchers working in all areas of Fintech, whose main aim is to develop proactive research initiatives such as conferences, summer schools, workshops, seminars, research projects within the FinTech framework broadly intended. On behalf of the scientific committee, 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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Reader/Chair in Probability at Imperial College
by Passeggeri, Riccardo 20 Jul '22

20 Jul '22

Dear all, I would like to advertise an open position for Reader/Chair in Probability (broadly defined) in the Department of Mathematics at Imperial College London, see the link for details https://www.imperial.ac.uk/jobs/description/NAT01204/reader-or-chair-probab… Have a nice day. Best Regards, Riccardo

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REMIND: MLDYN2022 - Scuola Normale Superiore, Nov 9-10 2022, Call for papers
by Giulia Livieri 20 Jul '22

20 Jul '22

Dear colleagues, We are pleased to announce the *2nd Edition of the** School* in *"Machine Learning of Dynamic Processes and Time Series Analysis” * that will be held at Scuola Normale Superiore in Pisa (Italy) on *November 9-10, 2022*. The School aims to present recent mathematical and data-driven approaches to Machine Learning for time series. In particular, this year, the School will focus on the mathematical and computational aspects of *Signatures, Reinforcement Learning, GAN, and Continual Learning*. The School includes four mini-courses held by as many keynote speakers and a limited number of contributed talks. *Keynote speakers*: 1. *Davide Bacciu <http://pages.di.unipi.it/bacciu/>*, University of Pisa 2. *Xin Guo <https://xinguo.ieor.berkeley.edu/>*, UC Berkeley 3. *Sebastian Jaimungal <https://sebastian.statistics.utoronto.ca/>*, University of Toronto 4. *Terry Lyons <https://www.maths.ox.ac.uk/people/terry.lyons>*, Oxford Man Institute of Quantitative Finance Detailed information on the School and instructions for registration can be found at: https://mldyn2022.wordpress.com (The number of participants in presence is limited to *40* - preference will be given to PhD students and young researchers) The call for abstract/paper submission to be selected for a contributed talk is now open at the following easy-chair link: https://easychair.org/conferences/?conf=mldyn2022 Both registration and submission deadlines are *September 15, 2022.* To contact the Organizer Committee, please send an email to: mldyn2022(a)gmail.com The organisers, Fabrizio Lillo Giulia Livieri Stefano Marmi Piero Mazzarisi

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PhD call c/o Università di Pisa
by Marco Romito 19 Jul '22

19 Jul '22

dear all I would like to announce the opening of the call for PHD positions at Università di Pisa, with deadline on August 8, 1pm Further details at: https://dottorato2022.webhost1.unipi.it/ best regards m.

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Four students' seminars in Pisa
by Francesco Grotto 15 Jul '22

15 Jul '22

Dear Colleagues, we would like to invite you to the following short seminars to be held Wednesday, July 20th at the Dipartimento di Matematica. Four visiting Master's students will give 30 minutes' talks as the final activity of their internship, to be also streamed via Google Meets, link below. Best, F. Grotto -------------------------------------------- Location: *Sala Seminari*, Dipartimento di Matematica, Pisa Google Meet Link: https://meet.google.com/gji-phwo-vbg Time: July 20th 2022, 10:00-12:00 CET Speakers & titles: -Sofiane Cherf (ENS Lyons), Point Vortex Approximations of 2D Navier-Stokes Equations; -Fanch Coudreuse (ENS Lyons), Quantum entropic regularized transport cost; -Alexis de Villeroché (ENS Lyons), On some classes of optimal control problems governed by elliptic PDEs; -Jules Grass (ENS Paris Saclay), Regularization by noise of a point vortex collapse.

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Fwd: Posizione di RTDa in MAT/06 all'Università dell'Insubria
by Luisa Andreis 15 Jul '22

15 Jul '22

Cari colleghi e colleghe, ricevo ed inoltro l’annuncio di una posizione RTDa in MAT/06 aperta al momento all'Università dell’Insubria. > > All'Insubria si è aperta una posizione per un RTDa di probabilità e statistica (MAT/06), ecco il link alla pagina del bando: > > https://www.uninsubria.it/opportunita/n-1-ricercatore-tempo-determinato-sc-… <https://www.google.com/url?q=https://www.uninsubria.it/opportunita/n-1-rice…> > > La scandenza è il 4 agosto 2022. Ti sarei grato se potessi diffondere questa informazione sulla vostra mailing list "random", alla quale mi accennava Daniele. C'è anche un RTDa in Analisi Matematica, sempre con scadenza 4.8.22, nel caso conoscessi qualche interessato o qualche canale per diffondere l'informazione: > > https://www.uninsubria.it/opportunita/n-1-ricercatore-tempo-determinato-sc-… <https://www.google.com/url?q=https://www.uninsubria.it/opportunita/n-1-rice…> > > Ti ringrazio della cortesia e rimango a disposizione se ci fossero delle domande. Per informazioni, rivolgersi a Giovanni Bazzoni: giovanni.bazzoni(a)uninsubria.it <mailto:giovanni.bazzoni@uninsubria.it> Cordiali saluti, Luisa Andreis ------------------------------------------------------- RTD-A Dipartimento di Matematica e Informatica “Ulisse Dini" Università degli Studi di Firenze Viale Morgagni 65, 50134, Firenze, IT Personal webpage: https://sites.google.com/view/luisaandreis/home Email: luisa.andreis(a)unifi.it

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Postdoc position at the University of Pisa - Department of Economics and Management
by Francesco CORDONI 15 Jul '22

15 Jul '22

Dear all, We are looking for a Postdoc who is interested in working with us on a national (PRIN) project titled “How good is your model? Empirical evaluation and validation of quantitative models in economics”. The ideal candidate would have a strong background in econometrics. The team comprises two units: one at Sant’Anna School of Advanced Studies (Alessio Moneta (PI), Mario Martinoli) and one at the University of Pisa (Caterina Giannetti (head local unit), Francesco Cordoni, Fulvio Corsi, Rachele Foschi). The position will last one year (starting October 2022), and although it will be at the University of Pisa, it will feature strong collaborations with the other unit. If you are interested (or know someone who could be interested) you can find information at this link: https://bandi.unipi.it/public/Bandi/Detail/8945bdc6-6c08-4b25-b2e1-6046c552… The deadline is August 08, 2022. I would be grateful if you could forward this message to any potentially interested candidate. In case you need more information, please get in touch with Caterina Giannetti ( caterina.giannetti(a)unipi.it) Thanks. Best regards, Francesco Cordoni Postdoctoral Researcher Department of Economics and Management, University of Pisa Via Cosimo Ridolfi 10 - 56124 Pisa

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(PMS)^2 talk - Bertacco - July 18 at 15.00
by Carlo Orrieri 14 Jul '22

14 Jul '22

Dear colleagues, We are happy to announce the following hybrid - that is, in person with online streaming - talk: Speaker: Federico Bertacco (Imperial College London) Title: Multifractal analysis of Gaussian multiplicative chaos and applications Abstract: We consider a subcritical Gaussian multiplicative chaos measure $M$ associated with a general log-correlated Gaussian field defined on a $d$-dimensional bounded domain, $d \geq 1$. We establish an explicit formula for its singularity spectrum by showing that $M$ satisfies almost surely the multifractal formalism, i.e. we prove that its singularity spectrum is almost surely equal to the Legendre-Fenchel transform of its $L^q$-spectrum. Finally, applying this result, we compute the lower singularity spectrum of the Liouville Brownian motion. Date and time: Monday July 18, 15:00-16:00 (Rome time zone) Place: Aula Beltrami, dipartimento di matematica dell’università di Pavia, via Ferrata 5, Pavia. Entra nella riunione in Zoom https://us02web.zoom.us/j/87485209321?pwd=cmh1UFMxcktqUmZWMFpRVWxRbHFZUT09 <https://us02web.zoom.us/j/87485209321?pwd=cmh1UFMxcktqUmZWMFpRVWxRbHFZUT09> ID riunione: 874 8520 9321 Passcode: 202144 This talk is part of the (PMS)^2: Pavia-Milano Seminar series on Probability and Mathematical Statistics organized jointly by the universities Milano-Bicocca, Pavia, Milano-Politecnico and Milano-Statale. Participation is free and welcome! Best regards The organizers (Mario Maurelli, Carlo Orrieri, Maurizia Rossi, Margherita Zanella)

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NORDSTAT 2023
by Umberto Picchini 13 Jul '22

13 Jul '22

Cari membri di Random, di sotto c'e' un primo annuncio della conferenza NORDSTAT 2023 a Göteborg, Svezia. Allego anche un volantino. Seguiranno dettagli (ed un indirizzo web). Per il momento e' utile segnarsi le date (19-22 Giugno 2023). Saluti Umberto Picchini Save the date for NORDSTAT 2023. Chalmers *Forward* <https://evt.ungpd.com/Issues/277da715-6699-4e05-bb83-37a0a0c97d1b/Click?Con…> Mathematical Sciences building NORDSTAT 2023 The Department of Mathematical Sciences at Chalmers University of Technology and University of Gothenburg is preparing to welcome you to the /29th Nordic Conference in Mathematical Statistics/, NORDSTAT 2023, which will take place in Gothenburg, Sweden on *June 19-22 2023*. *For the moment please pin the date! *Further info will be sent out in due time. For any question and info request you can contact us at nordstat2023(a)chalmers.se <mailto:nordstat2023@chalmers.se?subject=NORDSTAT%202023> NORDSTAT will be an in-person conference consisting of both *invited and contributed talks and a poster session* (more info coming soon). Confirmed keynote speakers * Fred Espen Benth (Uni. Oslo) * Peter Diggle (Uni. Lancaster) * Sofia Olhede (EPFL/UCL) * Jonas Peters (Uni. Copenhagen) Confirmed invited sessions (session titles are preliminary) * Computationally intensive methods in biostatistics * Financial stochastics * Functional data analysis * Heavy tails / Extreme values * Inference for compositional data * Inference for stochastic differential equations * Multivariate statistics * Percolation and related topics * Probabilistic machine learning and AI * Random graphs * Random matrices * Reinforcement learning * Simulation-based inference (likelihood-free methods) * Space-time point processes * Spatio-temporal processes * Statistical modelling of infectious disease outbreaks * Stochastic differential equations * Stochastic models for evolution NORDSTAT 2023 acknowledges the financial support by: * Chalmers AI Research Centre (CHAIR) * AstraZeneca * The Wilhelm and Martina Lundgren Science Foundation * The Swedish Statistical Society UNSUBSCRIBE <https://ui.ungpd.com/Contacts/6455acca-4a69-4ced-b24a-0552e04d16d7/Unsubscr…> pixel

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Fwd: Stochastic Models in Mathematical Physics / Conference in Memory of Prof. Dima Ioffe / Technion 5-8/9/2022.
by Elisabetta Candellero 12 Jul '22

12 Jul '22

Ricevo ed inoltro. Elisabetta ---------- Forwarded message --------- From: Oren Louidor <oren.louidor(a)gmail.com> Date: Mon, Jul 11, 2022 at 5:12 PM Subject: Stochastic Models in Mathematical Physics / Conference in Memory of Prof. Dima Ioffe / Technion 5-8/9/2022. To: <APPLIEDPROB(a)jiscmail.ac.uk> Stochastic Models in Mathematical Physics / Conference in Memory of Prof. Dmitry (Dima) Ioffe / Technion, Israel 5-8/9/2022. Dear Colleagues, This is a first announcement of the conference “Stochastic Models in Mathematical Physics”. The goal of the conference is to bring together a diverse group of leading researchers in order to discuss recent advances in the field of Stochastic Models in Mathematical Physics. The workshop is dedicated to Professor Dmitry Ioffe of the Technion, who passed away in the Fall of 2020; his contributions to this area are invaluable. Many of the speakers were colleagues, collaborators and close friends of Dima. The conference will take place at the Technion, Haifa, Israel, 5/9/2022 - 8/9/2022. Registration is open and is available at the conference website, where further information can be found: https://smmp.net.technion.ac.il/ We ask that you register no later than July 31st. We kindly ask that you distribute this announcement among your colleagues and students who may be interested in attending. We look forward to seeing you at the conference! Best regards, the organizers Oren Louidor <https://ie.technion.ac.il/~olouidor/> (Technion), Leonid Mytnik <https://web.iem.technion.ac.il/site/academicstaff/leonid-mytnik/> (Technion), Eviatar Procaccia <https://web.iem.technion.ac.il/site/academicstaff/eviatar-b-procaccia/> (Technion), Ron Rosenthal <https://sites.google.com/site/ronrosenthal01/> (Technion). ------------------------------ To unsubscribe from the APPLIEDPROB list, click the following link: https://www.jiscmail.ac.uk/cgi-bin/WA-JISC.exe?SUBED1=APPLIEDPROB&A=1

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avviso di seminari
by Barbara Martinucci 11 Jul '22

11 Jul '22

Università di Salerno Dipartimento di Matematica AVVISO DI SEMINARI Lunedì 11 luglio e martedì 12 luglio 2022, nella sala del consiglio del Dipartimento di Matematica, edificio F2, livello 1, si terranno i seguenti seminari in presenza e online (su Teams), tenuti dal Prof. Francisco Torres-Ruiz, Universidad de Granada <https://www.scopus.com/affil/profile.uri?afid=60027844>, Departamento de Estadística e Investigación Operativa, Granada, Spain: *1)* lunedì 11 luglio - ore 15:00 Processi di diffusione nella modellazione stocastica di fenomeni di crescita (Parte I) link: https://teams.microsoft.com/meetingOptions/?organizerId=61e4e421-60a6-4cb9-… *2)* martedì 12 luglio - ore 15:00 Processi di diffusione nella modellazione stocastica di fenomeni di crescita (Parte II) link: https://teams.microsoft.com/meetingOptions/?organizerId=61e4e421-60a6-4cb9-… Gli interessati sono cordialmente invitati a partecipare, Cordiali saluti, Barbara Martinucci

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Fwd: BayesComp23 submissions
by Julyan Arbel 11 Jul '22

11 Jul '22

Please find below a message from Christian ROBERT about BayesComp conference, 15-17 March 2023, Finland https://bayescomp2023.com/ Best, Julyan > The call for invited session proposals is now open for BayesComp 2023. Proposals will be accepted until Sunday, August 7 @ 11:55pm (U.S. Pacific time; UTC -8). To submit your proposal, please go to > > https://forms.gle/NnE6BmBxMR6syLXN9 > Your submission should include a short description, as well as a list of 3 speakers and a session chair. You must confirm availability of all of your speakers before submitting this form. All talks are expected to be delivered in-person at the event. > > We kindly remind you of the principle of Equal Opportunity in the ISBA Code of Conduct. Please ensure and consider diversity in your selected speakers and session chair. For example, relating to ethnicity, gender, sexual orientation, age, disability, national origin, and career stage. > BayesComp is the biennial conference of the Bayesian Computation Section of the International Society for Bayesian Analysis. The third edition of this conference series will be held in Levi Summit, Finland, from 15-17 March 2023, with satellite events from 12-14 March. It is a continuation in spirit of the workshops formerly known as MCMSki. For information about previous meetings, see > https://bayescomp-isba.github.io/events.htmlSent on behalf of the scientific programme committee for BayesComp 2023 https://bayescomp2023.com/

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JOB: Research Assistant/Associate in Bayesian Statistics
by Fabrizio Leisen 11 Jul '22

11 Jul '22

JOB: Research Assistant/Associate in Bayesian Statistics School of Mathematics, Statistics and Physics, Newcastle University Full advert: https://jobs.ncl.ac.uk/job/Newcastle-Research-AssistantAssociate-in-Bayesia… < https://jobs.ncl.ac.uk/job/Newcastle-Research-AssistantAssociate-in-Bayesia… > Applications are invited from outstanding individuals for a Research Assistant/Associate in Bayesian Statistics, to start from September 2022. The project is at the forefront of Bayesian inference and aims to design a novel Bayesian methodology to implement Bayesian Additive Regression Trees (BART) models to deal with non-linear phenomena. In particular, the aim is to bridge the Loss-based methodology to the framework of BART, building on the previous works of Dr Cristiano Villa (the PI) and Prof. Fabrizio Leisen (the Co-I) on model selection, linear regression models and Gaussian graphical models. The successful candidate will work on developing prior distributions to estimate the structure of the trees and the number of trees in a BART model, and building scalable and efficient computational tools to ease the implementation of the methodology. The candidate must have a solid background on computational methods for Bayesian inference to develop efficient algorithms for the new proposed modelling framework. Within the project, the candidate will also perform theoretical modelling and data analysis, as well as disseminate the outputs through publications and presentations at scientific meetings. The successful candidate will join the growing Statistics group at Newcastle University and interact with the established Statistics group at Nottingham University. The position is offered on a fixed term basis for three years from the start date, or tenable until the project end date, whichever is soonest. Generous funds are available for travel, training and other support. To apply, please complete the online application and attach a CV and covering letter. In your covering letter, please outline how you are either working towards, meet or exceed all the essential requirements for the role holder as outlined in the full advertisement, and highlight any expertise relevant to the described project. For all information enquiries about the position, please contact Dr Cristiano Villa (cristiano.villa(a)newcastle.ac.uk< http://cristiano.villa@newcastle.ac.uk>) or Prof. Fabrizio Leisen ( fabrizio.leisen(a)nottingham.ac.uk<http://fabrizio.leisen@nottingham.ac.uk> - ). ---- Cristiano Villa Senior Lecturer in Statistics School of Mathematics, Statistics and Physics Newcastle University https://www.ncl.ac.uk/maths-physics/people/profile/cristianovilla.html Fabrizio Leisen Professor of Statistics School of Mathematical Sciences University of Nottingham http://sites.google.com/site/fabrizioleisen/

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Re: [Random] Richiesta inserimento mailing list random
by Tiziano Vargiolu 08 Jul '22

08 Jul '22

> Buongiorno professor Vargiolu, sono D'Amario Martina una neo-laureata > magistrale della professoressa Claudia Ceci presso Unich Pescara. Le scrivo > per chiederle se fosse possibile inserirmi nella sua mailing list random in > modo da avere informazioni riguardo a dottorati ed eventuali scuole > estive. Grazie mille per l'attenzione. Cordiali saluti. Cara Martina, in realta' io non gestisco la mailing list RANDOM, a cui ti dovresti iscrivere autonomamente, vedi istruzioni qui: https://fields.dm.unipi.it/listinfo/random Ti ho invece messo nella mia mailing list, piu' dedicata a finanza quantitativa. Cordiali saluti 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 --------------------------------------------------------------------------

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Corso "Trasferimento delle Tecnologie Matematiche per l'Innovazione"
by Maurizio Ceseri 07 Jul '22

07 Jul '22

A tutti gli interessati ricordiamo che il *22 Luglio 2022* scadono i termini per presentare le domande di partecipazione alla quarta edizione del corso in "Trasferimento delle Tecnologie Matematiche per l’Innovazione" organizzato dallo Sportello Matematico per l'Innovazione e le Imprese <http://www.sportellomatematico.it/>. Il corso si svolgerà presso la sede CNR di via dei Taurini 19 a Roma durante il periodo *da lunedì 29 agosto a venerdì 2 settembre 2022*. Il corso è rivolto principalmente a neolaureati in *Scienze Matematiche* e *F**isiche*,* Ingegneria*,* Economia*,* Informatica* e *Statistica*, con l’ *obiettivo* di formare la figura professionale dell’*Esperto in Trasferimento delle Scienze e Tecnologie Matematiche per l’Innovazione* (in breve: Traduttore Tecnologico). Tale figura nasce per facilitare la comunicazione e promuovere collaborazioni tra imprese e centri di ricerca. Grazie alla sua formazione interdisciplinare, il *Traduttore Tecnologico* può dialogare sia con imprese che con Centri di Ricerca specializzati in Tecnologie Matematiche. Facilita l'incontro tra i bisogni tecnologici delle PMI e le competenze nelle Scienze e Tecnologie Matematiche disponibili nel sistema della ricerca pubblica e privata. Promuove un numero crescente di collaborazioni per apportare benefici tangibili alle imprese. *Modalità di presentazione** delle domande* Per procedere con la domanda di partecipazione, è sufficiente compilare il form online a questo link <https://www.sportellomatematico.it/SMII/limesurvey/index.php/93146?lang=it> entro il *22 Luglio 2022*, allegando un proprio CV aggiornato ed una lettera motivazionale <https://cloudiac.rm.cnr.it/index.php/s/ozb6DPtAgnjZeZj> di autopresentazione. Entro il *27 luglio 2022 *verrà comunicato l'esito della selezione e l'eventuale ammissione al corso. La quota di partecipazione per gli ammessi al corso è pari a 150 Euro. Per informazioni: www.corsotraduttoretecnologico.it Grazie in anticipo per la collaborazione, Il Team dello Sportello Matematico *CONTENUTI DEL CORSO* *Tecnologie Matematiche:* cosa sono, come vengono applicate nelle imprese, tendenze del mercato della Ricerca e Innovazione, Prototipazione Virtuale e Digital Twinning. *Trasferimento Tecnologico:* contesto italiano ed internazionale, settori industriali, esperienze di successo e strategie di comunicazione. *Gestione dell'Innovazione:* concetti, fonti, forme, modelli ed ecosistemi dell'innovazione, Open Innovation e rapporto con la Proprietà Intellettuale *Sistemi di Supporto alle Decisioni e Ricerca Operativa:* abilitare il potenziale delle Tecnologie Matematiche nel Management. *Attori e Strutture Organizzative:* Best practices, il ruolo dello Sportello Matematico in Italia ed in Europa. *SBOCCHI E OPPORTUNITÀ PROFESSIONALI* Area *Ricerca e Innovazione* presso imprese manifatturiere e di servizi *Trasferimento Tecnologico* e *Valorizzazione della Ricerca* presso Università e Centri di Ricerca Partecipazione a *Progetti Europei* su Tecnologie Matematiche per l’Innovazione

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Procedura selettiva 2022RUB03 - RTDb 13D1
by Alessandra Fabbri Colabich 07 Jul '22

07 Jul '22

Buongiorno, è stato pubblicato il Bando relativo all'indizione di una procedura selettiva per posti da Ricercatore a tempo determinato RTD-B, di cui uno nel settore concorsuale 13D1 presso il Dipartimento di Scienze Statistiche dell’Università degli Studi di Padova. Il bando è disponibile all’indirizzo: https://www.unipd.it/procedura-2022RUB03 La *scadenza* per la presentazione delle domande è il *4 agosto 2022 alle ore 13*. Si prega di dare la massima diffusione presso tutti gli interessati. Grazie per la collaborazione Alessandra Fabbri Colabich -- Dott.ssa Alessandra Fabbri Colabich Università degli Studi di Padova Dipartimento di Scienze Statistiche [image: Ottocento anni di libertà e futuro]

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Padova Seminars in Probability and Finance - Maximilian Nitzschner (NYU Courant Institute)
by alessandra bianchi 06 Jul '22

06 Jul '22

Dear Colleagues, We would like to invite you to the following seminar that will take place on July 15 at 14.30. The seminar will be held in person and online via the Zoom platform. The organizers, Alessandra Bianchi, Giorgia Callegaro, Marco Formentin _____________________________________________________ Speaker: Maximilian Nitzschner (NYU Courant Institute) Title: Phase transition for level-set percolation of the membrane model Date and time: Friday, JULY 15 - 14.30 Place: room 2BC30 at the Department of Mathematics, University of Padova Zoom link: https://unipd.zoom.us/j/85663140963 (meeting ID 856 6314 0963), available also on the webpage https://www.math.unipd.it/~bianchi/seminari/ Abstract: We consider level-set percolation for the Gaussian membrane model on the integer lattice in dimensions five and higher, and establish that as h varies, a non-trivial percolation phase transition for the level-set above level h occurs at some finite critical level, which is positive in high dimensions. Moreover, we demonstrate the existence of a strongly subcritical phase, in which we provide bounds for the connectivity function of the level-set above h, and a strongly supercritical phase, in which we characterize the geometry of the level-set above level h. As a pivotal tool, we present novel (conditional) decoupling inequalities for the membrane model, which are instrumental in the study of both the subcritical and supercritical phases of its level-sets. This talk is based on joint work with Alberto Chiarini. -- Alessandra Bianchi Dip. di Matematica Università di Padova Via Trieste, 63 - 35121 Padova, Italy phone: +39 049 827 14 06 fax: +39 049 827 14 28 e-mail: bianchi(a)math.unipd.it http://www.math.unipd.it/~bianchi/

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Seminar in Pisa: Jacob Bedrossian
by Francesco Grotto 06 Jul '22

06 Jul '22

Dear Colleagues, the Probability research group of Pisa would like to invite you to the following seminar by Jacob Bedrossian (University of Maryland) to be held Wednesday, July 13th, in Aula Bianchi, at Scuola Normale Superiore in Pisa. The seminar will take place in full presence (speaker included), but it will be streamed via Google Meets, link below. People attending on site are kindly asked to communicate it by email at classi(a)sns.it a few hours before the seminar. Best, F. Grotto -------------------------------------------- Location: *Aula Bianchi*, Scuola Normale Superiore, Pisa Google Meet Link: https://meet.google.com/gji-phwo-vbg Time: July 13th 2022, 14:00-15:00 CET Speaker: Jacob Bedrossian (University of Maryland) Title: Positive Lyapunov exponents for 2d Galerkin-Navier-Stokes with stochastic forcing Abstract: In this talk we discuss our recent results obtaining strictly positive lower bounds on the top Lyapunov exponent of stochastic differential equations such as the weakly-damped Lorenz-96 model or Galerkin truncations of the 2d Navier-Stokes equations (joint with Alex Blumenthal and Sam Punshon-Smith). This hallmark of chaos has long been observed in these models, however, no mathematical proof had previously been made for any type of deterministic or stochastic forcing. We propose a new method, based on the Fisher information of an associated Markov process on the sphere bundle and uniform hypoelliptic regularity estimates, which has the ability to obtain quantitative estimates on the top Lyapunov exponents of high-dimensional, weakly dissipative SDEs.

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PhD Scholarship in Padova on "Optimal dispatching in intraday electricity market when storage is possible" - deadline August, 4
by Tiziano Vargiolu 06 Jul '22

06 Jul '22

Please circulate among interested students and/or colleagues, apologies for cross-postings. ----------------------------------------------- Dear all, please find here below details for a call for one PhD position in Computational Mathematics, under the direction of prof. Tiziano Vargiolu, on the theme "Optimal dispatching in intraday electricity market when storage is possible". The research activity will be conducted in collaboration with Phinergy Srl, under the industrial direction of Dr. Enrico Edoli, where the candidate will spend 6 months of the PhD period. The call is available on https://www.unipd.it/en/phd-scholarships-funded-pnrr where you can find: - the official call; - the "appendix" (details on the specific position at page 90); - templates for CV and research projects; - instructions. Though the official deadline is August, 4, candidates are encouraged to contact the scientific responsible (vargiolu(a)math.unipd.it) well in advance in order to finalize the research project, which will have to be validated a posteriori by him. Please circulate among all who can be interested. 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 --------------------------------------------------------------------------

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Fwd: postdoc in Bath
by Elisabetta Candellero 05 Jul '22

05 Jul '22

Ricevo e inoltro. Saluti, Elisabetta ---------- Forwarded message --------- From: Sarah Penington <00006d8c8aa1e268-dmarc-request(a)jiscmail.ac.uk> Date: Tue, Jul 5, 2022 at 4:25 PM Subject: postdoc in Bath To: <APPLIEDPROB(a)jiscmail.ac.uk> Dear all, I am hiring a postdoc, for around 20 months, starting as soon as possible. The project will involve either branching processes with interactions or spatial population models. The advert is here: https://www.bath.ac.uk/jobs/Vacancy.aspx?ref=CC9563 The closing date is 28th July. Please pass this on to anyone who might be interested. Apologies if you receive this message more than once. Best wishes, Sarah ------------------------------ To unsubscribe from the APPLIEDPROB list, click the following link: https://www.jiscmail.ac.uk/cgi-bin/WA-JISC.exe?SUBED1=APPLIEDPROB&A=1

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ICMNS 2022 - July 6-8
by Massimiliano Tamborrino 04 Jul '22

04 Jul '22

Dear all, the 8th International Conference on Mathematical Neuroscience (ICMNC) is quickly approaching. The conference will take place in a virtual format, via Zoom, from the 6th of July to the 8th of July 2022. The conference will start at 2pm (CEST) each day, and features 3 plenary sessions, 6 minisymposia, and 3 microtalk sessions. In the microtalk sessions, presenters will give a one-slide presentation, followed by an opportunity to discuss in breakout rooms. There will also be a special session on Thursday to discuss the future of ICMNS conferences, and you are invited to take part and give your ideas for future events. The final programme can be found on our website: https://www.danieleavitabile.com/icmns2022digital We remind you that the conference is free of charge, but registration through the website is mandatory. Registered participants will receive links to the Zoom meetings in a booklet, which we plan to circulate a few hours prior to the conference. Please consider subscribing to the ICMNS Digital YouTube channel below, where all talks will be live-streamed and later uploaded: https://www.youtube.com/channel/UCXClLvVl35uBrYIgN8dOZsw We look forward to seeing you on July 6th! The Organising Committee Daniele Avitabile (Vrije Universiteit Amsterdam, The Netherlands) Áine Byrne (University College Dublin, Ireland) Massimiliano Tamborrino (University of Warwick, UK) Etienne Tanré (Inria centre at Université Côte d’Azur, France)

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PhD position in stochastic analysis
by Mario Maurelli 01 Jul '22

01 Jul '22

Dear colleagues, I am forwarding the following announcement: At the University of Agder (Kristiansand, Norway) in the group of Torstein Nilssen, there is an opening for a PhD student from fall this year. The topic is located at the intersection of stochastic analysis of partial differential equations and differential geometry (in the guise of geometric hydrodynamics). The position is for three years (without teaching, can be extended to 4 years with teaching). For more information see: https://www.jobbnorge.no/en/available-jobs/job/226272/phd-research-fellow-i… Best regards Mario Maurelli

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Seminar by Elisa Alos (UPF Barcelona) in Padova
by Giorgia Callegaro 30 Jun '22

30 Jun '22

Dear all, you're invited to the next seminar in Probability and Finance, that will take place next Tuesday, at 2.30 pm, in hybrid mode at the Math Dept of the University of Padova. More details: * *Speaker*: *Elisa Alos (UPF Barcelona)* * *Date and time*: 5th July 2022, 2.30pm * *Room (Torre Archimede)*: 2BC30 * *Zoom link*: please find it here https://www.math.unipd.it/~bianchi/seminari/ * *Title*: *Stochastic volatility models: A Malliavin calculus approach* * *Abstract*: In this talk, we review some properties of stochastic volatility models via Malliavin calculus. We discuss the skew and curvature of the implied volatility for both vanilla and forward start options, for different kinds of models as stochastic, local, and rough volatility models. We also discuss the properties of the implied volatility of volatility derivatives as options on the VIX. In particular, we see for which models the VIX skew is positive. Best, Giorgia Callegaro -- Giorgia Callegaro Associate Professor Department of Mathematics - University of Padova Via Trieste 63 , I-35121 Padova - ITALY Tel: +39-0498271481 Fax: +39-0498271499 E-Mail: gcallega(a)math.unipd.it <https://webmail.math.unipd.it/horde3/imp/message.php?mailbox=Sent&index=598#> Personal web-page: https://sites.google.com/site/giogiocallegaro/Home

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