- Random - Mailing list — Dipartimento di Matematica, UniPI

Fwd: RS&A2019
by Gustavo Posta 22 Oct '18

22 Oct '18

Begin forwarded message: > From: The 19th International Conference on Random Structures and Algorithms <rsa2019(a)amu.edu.pl> > Date: 22 ottobre 2018 13.51.37 GMT+02.00 > To: ukryci-adresaci: ; > Subject: RS&A2019 > > > > The 19th International Conference on > RANDOM STRUCTURES AND ALGORITHMS > Zurich, 15-19 July, 2019 > > > We are pleased to announce that the 19th International Conference on Random Structures and Algorithms "RS&A2019" will be held at the ETH in Zurich, 15-19 July, 2019. > > The list of invited speakers is available at the conference website: https://www.math.ethz.ch/fim/conferences/19th-int-conf-random-structures-al…; > the registration is already open: https://www.math.ethz.ch/fim/conferences/19th-int-conf-random-structures-al…. > > We have some limited funding (in terms of accommodation and a per diem) available for graduate students or postdocs. The application form can be found under the link: https://www.math.ethz.ch/fim/conferences/19th-int-conf-random-structures-al… > > More information will be available soon. > > With best regards, > The organizers > > © 2018 - RSA2019 >

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Assegno di ricerca, Università Milano-Bicocca
by andrea ongaro 22 Oct '18

22 Oct '18

Si informa che presso il Dipartimento di Economia, Metodi Quantitativi e Strategie d’Impresa dell’Università Milano-Bicocca è stato bandito un assegno di ricerca (tipo A1, Junior) della durata di 24 mesi rinnovabili sul tema: “Modelli non standard per dati ad elevata complessità”. SCADENZA: 6 novembre 2018. BANDO: https://www.unimib.it/ateneo/gare-e-concorsi/assegni-ricerca-tipo-a1-a1-typ… Cordialmente Andrea Ongaro

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Seminario BELITSER
by Matteo Ruggiero 22 Oct '18

22 Oct '18

STATISTICS SEMINARS @ COLLEGIO CARLO ALBERTO Venerdì 26 Ottobre 2018, alle ore 12:00, presso il nuovo edificio del Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario: ------------------------------------------------ Eduard BELITSER (Vrije Universiteit Amsterdam) ROBUST INFERENCE FOR GENERAL PROJECTION STRUCTURES BY EMPIRICAL BAYES AND PENALIZATION METHODS We develop a general framework of projection structures and study the problem of inference on the unknown parameter within this framework by using empirical Bayes and penalization methods. The main inference problem is the uncertainty quantification, but on the way we solve the estimation and posterior contraction problems as well (also a weak version of structure recovery problem). The approach is local in that the quality of the inference procedures is measured by the local quantity, the oracle rate, which is the best trade-off between the approximation error by a projection structure and the complexity of that approximating projection structure. The approach is also robust in that the stochastic part of the general framework is assumed to satisfy only certain mild condition, the errors may be non-iid with unknown distribution. We introduce the excessive bias restriction (EBR) under which we establish the local (oracle) confidence optimality of the constructed confidence ball. As the proposed general framework unifies a very broad class of high-dimensional models interesting and important on their own right, the obtained general results deliver a whole avenue of results (many new ones and some known in the literature) for particular models and structures as consequences, including white noise model and density estimation with smoothness structure, linear regression and dictionary learning with sparsity structures, biclustering and stochastic block models with clustering structure, covariance matrix estimation with banding and sparsity structures, and many others. Many adaptive minimax results over various scales follow from our local results. (Joint work with N. Nurushev.) ------------------------------------------------ Tutti gli interessati sono invitati a partecipare. Il seminario è organizzato dalla "de Castro" Statistics Initiative (www.carloalberto.org/stats) in collaborazione con il Collegio Carlo Alberto. Cordiali saluti, Matteo Ruggiero --- Matteo Ruggiero University of Torino and Collegio Carlo Alberto www.matteoruggiero.it

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seminar announcement
by Marco Scarsini 19 Oct '18

19 Oct '18

October 25th, 2018 12:00 Room 207 *Department of Economics and Finance* LUISS Viale Romania 32 00196 Roma *Speaker:* Bernhard von Stengel / London School of Economics *Title: * *“Equilibria in the challenge tournament”* *Abstract:* *“Arad and Rubinstein (2013) describe a challenge tournament where n players have a binary choice and play a round-robin tournament where they score against each other randomly for a stake that depends on their choices. The player with the highest total score wins, with ties resolved randomly. They conjecture that for n > 3 the only equilibrium is that all players take the riskier choice. We present work in progress on an elementary proof of this conjecture which is based on a simple dominance argument.”* The calendar of the future seminars can be found at http://economiaefinanza.luiss.it/en/seminari/prossimi-seminari ******************************************************* Marco Scarsini Dipartimento di Economia e Finanza LUISS Viale Romania 32 00197 Roma, ITALY URL: http://docenti.luiss.it/scarsini/

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Winter Workshop on Complex Systems 2019 in Zakopane
by Mateusz Wilinski 18 Oct '18

18 Oct '18

Dear All, next year the Winter Workshop on Complex Systems will be held in Zakopane (Poland) from 4th to 8th February 2019. The event is tailored for PhD students and young scientists working in the broad area of Complex Systems (including problems from Biology, Physics, Finance and Economy, Machine Learning and many more). The call for participation in the 2019 edition is now open and the application deadline is 31st of October. All the details are available at: http://wwcs2019.org The cost of the workshop is just 100 euros, which includes accommodation, food, transport from Cracow, social events and more. Participants will also have the chance to interact and hear lectures from exciting scientist, namely: Fabrizio Lillo, Chiara Poletto, Pere Colet and Piotr Fronczak. I hope to see applications from many of you. :) We would also be really happy, if you could help to spread the information and encourage others to apply. Best wishes, on behalf of the organizing committee Mateusz Wilinski

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Bootstrap percolation: subcritical universality class and oriented percolation - Seminario di Ivailo Hartarsky il 24/10/18 a Roma Tre
by Pietro Caputo 16 Oct '18

16 Oct '18

Ivailo Hartarsky (ENS, France) Titolo: Bootstrap percolation : subcritical universality class and oriented percolation Mercoledi' 24 Ottobre 2018 ORE 16:00 Dipartimento di Matematica e Fisica Universita' degli Studi Roma Tre Largo San Leonardo Murialdo,1 - Pal.C - Aula 211 Abstract Bootstrap percolation is a wide class of deterministic monotone cellular automata with random initial state closely related to several other statistical physics models such as the kinetically constrained spin models for the spin glass transition. There are three `universality classes' of bootstrap percolation in two dimensions. Of them the `subcritical' ones those exhibiting a non-trivial phase transition are by far the most poorly understood. In this work we develop a first approach for studying them. We will start with a gentle introduction to the field and its universality picture to provide the necessary background. We will then introduce the main new notion of critical density and state our main result. We will then illustrate the method by applications to concrete examples yielding new and old results in the area. The approach establishes and exploits a tight connection with a new generalization of classical oriented percolation, whose further study will have a direct impact on bootstrap percolation. The talk will be based on the preprint arxiv:1806.11405.

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Assegno di ricerca presso Politecnico di Milano
by Alessandra Menafoglio 16 Oct '18

16 Oct '18

Il Dipartimento di Matematica del Politecnico di Milano ha bandito un assegno di ricerca di 12 mesi descritto in dettaglio al link https://www.polimi.it/index.php?id=3971 <https://www.polimi.it/index.php?id=3971&tx_wfqbe_pi1%5bID%5d=7923> &tx_wfqbe_pi1%5bID%5d=7923 sul tema Modellazione statistica e numerica di trasporto di sedimenti in bacini montani nell'ambito della partecipazione del laboratorio MOX al progetto della Fondazione CARIPLO SMART-SED. Eventuali interessati possono contattare <mailto:luca.bonaventura@polimi.it> luca.bonaventura(a)polimi.it <mailto:alessandra.menafoglio@polimi.it> alessandra.menafoglio(a)polimi.it per maggiori informazioni. La scadenza del bando è il 25 ottobre 2018 e la prevista data per la presa di servizio il primo dicembre 2018. Grazie in anticipo per la diffusione a tutti i potenziali interessati. Alessandra Menafoglio -- Alessandra Menafoglio MOX - Dept. of Mathematics Politecnico di Milano Piazza Leonardo da Vinci, 32, 20133, Milan Italy Phone: +39 02 2399 4642 Email: <mailto:alessandra.menafoglio@polimi.it> alessandra.menafoglio(a)polimi.it

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Seminario di Clement Erignoux il 23/10/18 a Roma Tre
by Pietro Caputo 16 Oct '18

16 Oct '18

Clement Erignoux Universita' di Roma Tre Titolo: Hydrodynamics for a non-ergodic activated exclusion process Martedi' 23 Ottobre 2018 ORE 14:30 Dipartimento di Matematica e Fisica Universita' degli Studi Roma Tre Largo San Leonardo Murialdo,1 - Pal.C Abstract The Entropy Method introduced by Guo, Papanicolaou and Varadhan (1988) has been used with great sucess to derive the scaling hydrodynamic behavior of wide ranges of conserved lattice gases (CLG). It requires to estimate the entropy of the measure of the studied process w.r.t. some nice, usually product, measure. In this talk, I will present an exclusion model inspired by a model introduced by Goncalves, Landim, Toninelli (2008), with a dynamical constraint, where a particle at site x can only jump to x+delta iff site x-delta (delta=pm1) is occupied as well. I will give some insight on the different microscopic and macroscopic situations that can occur for this model, and briefly describe the steps to derive the hydrodynamic limit for this model by adapting the Entropy Method to non-product reference measures. I will also expand on the challenges and question raised by this model and on some of its nice mapping features. Joint work with O. Blondel, M. Sasada, and M. Simon.

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Fwd: avviso seminari di Matematica proff. Paolo Butta, Michela Ottobre e Boguslaw Zegarlinski (18.10.2018)
by Franco Flandoli 13 Oct '18

13 Oct '18

SEMINARI DI MATEMATICA Giovedì 18 ottobre 2018 *Scuola Normale Superiore* Pisa Sala Conferenze, Collegio Puteano si terranno i seguenti seminari: 14:30 *Paolo Buttà* ( Università di Roma "La Sapienza"), *“On the large deviations of interface motions in statistical mechanics models”* *Abstract:* *In this talk, I consider the sharp interface limit of the action functional associated to either the Glauber dynamics for Ising systems with Kac potentials or the Glauber+Kawasaki process. The corresponding limit functionals provide, in the sense of large deviations theory, the probability of deviations from the mean curvature flow. I discuss, in the case of smooth interfaces, the derivation of these functionals, for which explicit formulae of the mobility and transport coefficients are given. This is joint work with L. Bertini and A. Pisante.* 15:20 *Michela Ottobre* (Heriot-Watt University, Edimburgh), *“Beyond the Hoermander condition”* *Abstract:* *The study of diffusion processes of elliptic and hypoelliptic type has by now produced a fully-fledged theory, involving several branches of mathematics: stochastic analysis, analysis of differential operators, (sub-)Riemannian geometry and control theory, just to mention the main players. One of the key steps in the development of such a theory has been the seminal paper of Hoermander and a large body of work has been dedicated for over 40 years to the study of diffusion processes under the Hoermander Condition (HC), which is a sufficient condition for hypoellipticity. We propose to study processes that do not, in general, satisfy the HC. In place of the HC, we wish to enforce a weaker condition, the so-called UFG condition, introduced by Kusuoka and Strook with probabilistic motivations, and, independently, by Sussman, Hermann and Lobry, this time in the field of control theory. In particular, Kusuoka and Strook showed that it is still possible to build a solid PDE theory for diffusion semigroups even in absence of the Hoermander condition. We will present new results on the geometry and long time behaviour of diffusion semigroups that do not satisfy the Hoermander condition. Our interest in UFG diffusions stems from the observation that they constitute a large class of SDEs which exhibit multiple invariant measures and such that it is possible to determine in a systematic way the basin of attraction of each equilibrium state. This is a joint work with P. Dobson (Maxwell Institute), T. Cass and D. Crisan (Imperial College).* 16:10 *Boguslaw Zegarlinski* (Imperial College London), *“Hypoelliptic diffusion in noncommutative setup”* *Abstract:* *I will review results and problems concerning hypoelliptic diffusion and coercive (Poincare and Log-Sobolev) inequalities.* Tutti gli interessati sono invitati a partecipare. Classe di Scienze Valeria Giuliani Scuola Normale Superiore Servizio alla Didattica e Allievi tel. 050 509260 Piazza dei Cavalieri, 7 56126 Pisa E-mail: valeria.giuliani(a)sns.it E-mail: classi(a)sns.it

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Politecnico di Milano - Seminario Iacopini
by Laura Maria Sangalli 12 Oct '18

12 Oct '18

Si avvisa che in data 08-11-2018, alle ore 11:30 precise, presso l'Aula Seminari "F. Saleri" VI piano, Dipartimento di Matematica, Politecnico di Milano, si svolgerà il seguente seminario: Relatore Matteo Iacopini, Università Ca’ Foscari Venezia Titolo Bayesian Dynamic Tensor Regression Sommario Multidimensional arrays (i.e. tensors) of data are becoming increasingly available and call for suitable econometric tools. We propose a new dynamic linear regression model for tensor-valued response variables and covariates that encompasses some well known multivariate models such as SUR, VAR, VECM, panel VAR and matrix regression models as special cases. For dealing with the over-parametrization and over-fitting issues due to the curse of dimensionality, we exploit a suitable parametrization based on the parallel factor (PARAFAC) decomposition which enables to achieve both parameter parsimony and to incorporate sparsity effects. Our contribution is twofold: first, we provide an extension of multivariate econometric models to account for both tensor-variate response and covariates; second, we show the effectiveness of proposed methodology in defining an autoregressive process for time-varying real economic networks. Inference is carried out in the Bayesian framework combined with Monte Carlo Markov Chain (MCMC). We show the efficiency of the MCMC procedure on simulated datasets, with different size of the response and independent variables, proving computational efficiency even with high-dimensions of the parameter space. Finally, we apply the model for studying the temporal evolution of real economic networks. Tutti gli interessati sono invitati a partecipare. Cordiali saluti, Laura Sangalli -- Laura Maria Sangalli MOX - Dipartimento di Matematica Politecnico di Milano Piazza Leonardo da Vinci 32 20133 Milano - Italy tel: +39 02 2399 4554 fax: +39 02 2399 4568 email: laura.sangalli(a)polimi.it<mailto:laura.sangalli@polimi.it> url: http://mox.polimi.it/~sangalli

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Seminario VAN DER PAS
by Matteo Ruggiero 12 Oct '18

12 Oct '18

STATISTICS SEMINARS @ COLLEGIO CARLO ALBERTO Venerdì 19 Ottobre 2018, alle ore 12:00, presso il nuovo edificio del Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario: ------------------------------------------------ Stephanie VAN DER PAS (Leiden University) POSTERIOR CONCENTRATION FOR BAYESIAN REGRESSION TREES AND THEIR ENSEMBLES Since their inception in the 1980's, regression trees have been one of the more widely used nonparametric prediction methods. Tree-structured methods yield a histogram reconstruction of the regression surface, where the bins correspond to terminal nodes of recursive partitioning. Trees are powerful, yet susceptible to overfitting. Strategies against overfitting have traditionally relied on pruning greedily grown trees. The Bayesian framework offers an alternative remedy against overfitting through priors. Roughly speaking, a good prior charges smaller trees where overfitting does not occur. In this paper, we take a step towards understanding why/when do Bayesian trees and their ensembles not overfit. We study the speed at which the posterior concentrates around the true smooth regression function. We propose a spike-and-tree variant of the popular Bayesian CART prior and establish new theoretical results showing that regression trees (and their ensembles) (a) are capable of recovering smooth regression surfaces, achieving optimal rates up to a log factor, (b) can adapt to the unknown level of smoothness and (c) can perform effective dimension reduction. These results provide a piece of missing theoretical evidence explaining why Bayesian trees (and additive variants thereof) have worked so well in practice. ------------------------------------------------ Tutti gli interessati sono invitati a partecipare. Il seminario è organizzato dalla "de Castro" Statistics Initiative (www.carloalberto.org/stats) in collaborazione con il Collegio Carlo Alberto. Cordiali saluti, Matteo Ruggiero --- Matteo Ruggiero University of Torino and Collegio Carlo Alberto www.matteoruggiero.it

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numero speciale di DEF
by Rigo Pietro 10 Oct '18

10 Oct '18

La rivista Decisions in Economics and Finance (Springer) dedica un numero speciale al workshop The Mathematics of Subjective Probability (Milano, settembre 2018) Tutti gli interessati (anche se non hanno partecipato al workshop) sono invitati a sottomettere i loro lavori. La deadline e' 28 febbraio 2019. Ulteriori informazioni nel file allegato. Pietro Rigo

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12th Bayesian nonparametrics workshop
by Fabrizio Leisen 08 Oct '18

08 Oct '18

Dear All, the 12th Bayesian nonparametrics (BNP) meeting will be held in Oxford from the 24th to the 28th of June 2019: http://www.stats.ox.ac.uk/bnp12/ The Bayesian nonparametrics conference is a bi-annual international meeting bringing together leading experts and talented young researchers working on applications and theory of nonparametric Bayesian statistics. It is an official section meeting of the Bayesian Nonparametrics section of the International Society for Bayesian Analysis (ISBA). *****CALL for CONTRIBUTED TALKS**** The Scientific Committee invites submissions for possible contributed talks. The deadline for submitting a title/abstract is 15th December 2018. You can submit your abstract at: https://www.stats.ox.ac.uk/bnp12/index.html#abstract *****Call for TRAVEL SUPPORT***** The submission of applications for travel support opens on 1st October 2018 and closes on 15th December 2018. Currently, there are 35 awards that could be either travel awards or accommodation awards. The support is for junior researchers (students currently enrolled in a Dphil (PhD) programme or having graduated after 1st October 2015). The applicant agrees to present her/his work at the conference as a poster or oral if awarded the travel support. Please see the following link for further details. https://www.stats.ox.ac.uk/bnp12/index.html#travelsupport Best Wishes, Fabrizio Leisen -- Fabrizio Leisen Reader in Statistics Director of the Msc programmes in Statistics School of Mathematics, Statistics and Actuarial Sciences Sibson Building, University of Kent, Canterbury, CT2 7FS https://www.kent.ac.uk/smsas/our-people/profiles/leisen_fabrizio.html http://sites.google.com/site/fabrizioleisen/

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Dottorato in Statistica - Univ. Bocconi (2019-2020)
by Antonio Lijoi 07 Oct '18

07 Oct '18

Cari tutti, con preghiera di diffusione, inoltro l'annuncio relativo al bando (allegato) per l'ammissione al PhD in Statistics presso l'Universita' Bocconi, per l'a.a. 2019-2020. La scadenza per la presentazione delle domande e' l'1 Febbario 2019. Saluti, AL ------------------------------------------------- PhD in Statistics - a.y. 2019-2020 Call for applications for PhD student positions ------------------------------------------------- The Bocconi PhD School provides 4 scholarships for the PhD in Statistics and a position with tuition waiver. * Scholarship amount * 20.280 euro per annum in the 1st and 2nd year 15.343 euro per annum in the 3rd and 4th year Further funding is available through teaching and research assistantship. Visit www.unibocconi.eu/admissionphd for detailed information. ** Applications are due by February 1, 2019. ** Within the Bocconi PhD School, the four-year PhD program in Statistics provides a solid grounding for high level research in Statistics, Probability and Data Science. The curriculum is organized over two years of courses and two years entirely devoted to research. Students gain a deep mathematical and methodological preparation through the first-year. The second-year courses provide students with a more specialized competence and focus on topics that may be the object of the doctoral dissertation. The third and forth years are entirely devoted to research. Both theoretical and applied research, including methods for Machine Learning and Data Science, are supported and pursued. Multidisciplinary interchange with other graduate programs in Bocconi’s PhD School, as well as research experience abroad, are encouraged. Highly qualified and motivated students with M.Sc. degrees in Statistics, Mathematics, Economics, Engineering, 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 more information about the PhD program in Statistics at Bocconi, visit www.unibocconi.eu/phdstatistics and feel free to contact: Antonio Lijoi (antonio.lijoi(a)unibocconi.it) Angela Baldassarre, PhD administrative assistant (angela.baldassarre(a)unibocconi.it) -- Antonio Lijoi Bocconi University http://mypage.unibocconi.it/antoniolijoi

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seminar announcement
by Marco Scarsini 05 Oct '18

05 Oct '18

October 11th, 2018, 12:00 *Department of Economics and Finance* *LUISS* Room 207, Viale Romania 32 00196 Roma *Speaker: *Vianney Perchet, École Normale Supérieure, Paris *Title: * *“Dynamic Pricing with Finitely Many Unknown Valuations”* *Abstract:* *“We consider revenue maximization in stochastic dynamic pricing where the distribution of buyers' private values is supported on an unknown set of points of unknown cardinality. This choice of setting is well-suited to model scenarios in which buyers are grouped in an unknown number of latent types, characterized by their private values for the good on sale. We focus on the construction of learning algorithm, using ideas and techniques from multi-armed bandit literature. We will show that if there are only two different possible, but unknown, private values, then the learning cost (called ``regret'') is not bigger than if the values are known (but not the demand at those points).We also consider the case of arbitrarily large number of private values, and show that logarithmic regret is only possible under some specific additional assumptions on the model and we provide such an algorithm.”* The calendar of the future seminars can be found at http://economiaefinanza.luiss.it/en/seminari/prossimi-seminari ******************************************************* Marco Scarsini Dipartimento di Economia e Finanza LUISS Viale Romania 32 00197 Roma, ITALY URL: http://docenti.luiss.it/scarsini/

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Seminario di E. Bisi a Milano - Bicocca (5 ottobre 2018)
by Francesco Caravenna 04 Oct '18

04 Oct '18

Scusandomi per lo scarso preavviso, segnalo il seguente seminario di probabilità che si terrà domani a Milano - Bicocca. Nell'ambito del ciclo "Insalate di matematica", venerdì 5 Ottobre alle ore 13.30 Elia Bisi (University College Dublin) terrà un seminario dal titolo: "How long does it take to go through a sequence of N queues?" nell'aula 3014 del Dipartimento di Matematica e Applicazioni dell'Università di Milano-Bicocca (edificio U5, terzo piano, via Cozzi 55, Milano). Trovate il sommario al seguente indirizzo: https://drive.google.com/file/d/1tcyQ3_hxS7SmifbmQ_ZIZT6YUHa86S-L/view?usp=… Tutti gli interessati sono invitati a partecipare. -- _________________________________________ 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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Seminario di Probabilità - Padova
by Paolo Dai Pra 04 Oct '18

04 Oct '18

SEMINARIO DI CALCOLO DELLE PROBABILITA' Ho il piacere di invitarvi al seguente seminario, che si terrà Venerdì 12 Ottobre alle 11:30, nella Sala Riunioni del VII piano della Torre Archimede, in Via Trieste 63, Padova, LUISA ANDREIS (Weierstraß-Institut für Angewandte Analysis und Stochastik - WIAS) Titolo: A large-deviations approach to the multiplicative coagulation process Abstract: At least since the days of Smoluchovski, there is a desire to understand the behaviour of large particle systems that undergo chemical reactions of coagulation type. One of the phenomena that attracts much attention is the question for the existence of a phase transition of gelation type, i.e., the appearance of a particle of macroscopic size in the system. In this talk, we consider the (non-spatial) coagulating model (sometimes called the Marcus-Lushnikov model), starting with N particles with mass one each, where each two particles coagulate after independent exponentially distributed times that depend on a given coagulation kernel, function of the two masses. We focus on the case in which the corresponding coagulation kernel is multiplicative in the two masses, hence the process is identified as the multiplicative coagulation process. This case is of particular interest also for its strong relations with the time dependent Erdös-Rényi random graph. We work for fixed time t > 0 and derive, for the number N of initial particles going to infinity, a joint large-deviations principle for all relevant quantities in the system (microscopic, mesoscopic and macroscopic particle sizes) with an explicit rate function. We deduce laws of large numbers and in particular derive from that the well-known phase transition at time t = 1, the time at which a macroscopic particle (the so-called gel) appears, as well as the Smoluchovski characterisation of the statistics of the finite-sized particles. This is a joint work with Wolfgang König and Robert Patterson (WIAS). Paolo Dai Pra

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RTDA mat/06 presso il Dipartimento di Matematica, La Sapienza.
by Faggionato, Alessandra 04 Oct '18

04 Oct '18

Buongiorno è stato pubblicato sul sito web del Dipartimento e di Ateneo il seguente bando per ricercatore a tempo determinato di tipologia A https://web.uniroma1.it/trasparenza/sites/default/files/bando%20RTD_A%202_2… n. 2_2018 per il conferimento di n. 1 posto da ricercatore a tempo determinato Settore concorsuale 01/A3 SSD: MAT/06 scadenza: 1° novembre 2018 Vi prego di trasmetterne notizia ai possibili interessati Grazie per la collaborazione Saluti Alessandra -- ************************************************* 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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1year PostDoc position @ Scuola Normale Superiore
by Daniele Tantari 04 Oct '18

04 Oct '18

A call for a one-year postdoc is open at the Scuola Normale Superiore di Pisa (Italy). The topic of the research is *“**Dynamic networks: measure, model and mitigate financial risks”* and it is funded by the Scuola Normale. The details of the call are at - ITA: *https://www.sns.it/bando/assegno-di-ricerca-la-collaborazione-al-programma-di-ricerca-%E2%80%9Creti-dinamiche-il-rischio-finanziario-misure-e-modelli%E2%80%9D <https://www.sns.it/bando/assegno-di-ricerca-la-collaborazione-al-programma-…>* - ENG: *https://en.sns.it/bando/research-contract-part-research-project-%E2%80%9Cdynamic-networks-measure-model-and-mitigate-financial <https://en.sns.it/bando/research-contract-part-research-project-%E2%80%9Cdy…>* The deadline is October 23. I would be grateful if you could forward this message to any potentially interested candidate. Thanks and all the best, Daniele Tantari

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Seminario di Alessandra Caraceni a Roma Tre il 17/10/18
by Pietro Caputo 03 Oct '18

03 Oct '18

Alessandra Caraceni (University of Bath, UK) Titolo: Polynomial mixing time for edge flips on quadrangulations. Mercoledi' 17 Ottobre 2018 ORE 16:00 Dipartimento di Matematica e Fisica Universita' degli Studi Roma Tre Largo San Leonardo Murialdo,1 - Pal.C - Aula 211 Abstract This talk will revolve around recent joint work with Alexandre Stauffer in which we give the first polynomial upper bound for the relaxation time of the edge flip Markov chain on rooted quadrangulations. A quadrangulation of size n is a connected planar graph endowed with a cellular embedding in the sphere such that all of its n faces have degree 4, considered up to orientation-preserving homeomorphisms of the sphere itself; we call it rooted when it is endowed with a distinguished oriented edge. Given a (rooted) quadrangulation of size n, a step of the Markov chain we are interested in a so-called “edge flip” consists in choosing an edge uniformly at random, deleting it and replacing it with one of the three possible edges (two when the original edge is adjacent to only one face) which, if drawn, recreate a quadrangulation. We will see how one can relate the edge flip chain on quadrangulations to a “leaf translation” chain on plane trees (which has a natural interpretation as a chain on the set of Dyck paths, and on other Catalan structures as well). Having discussed how to set up a successful comparison between the two chains which exploits the well-known bijection by Schaeffer and a specific construction of leaf translations as sequences of edge flips, we shall estimate the relaxation time of the leaf translation chain by improving on a result by Movassagh and Shor.

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4 PhD positions in Stochastics in Bochum and Essen (Germany)
by Hutzenthaler, Martin, Prof. Dr. 03 Oct '18

03 Oct '18

Dear Random, The Research Training Group High-Dimensional Phenomena in Probability - Fluctuations and Discontinuity (RTG 2131), funded by the Deutsche Forschungsgemeinschaft (DFG), invites applications for * 4 Ph.D. positions (salary scale TV-L E 13, 75%; including social benefits) for a three-year structured Ph.D. program. Start of the positions will be October 1st, 2018. The RTG is based at the faculties of mathematics at the three universities of Bochum<http://www.ruhr-uni-bochum.de/>, Dortmund<https://www.tu-dortmund.de/uni/Uni/index.html> and Duisburg/Essen<https://www.uni-due.de/>, Germany. Candidates should have obtained (or be about to obtain) a M.Sc. degree (or equivalent) in mathematics or closely related fields with excellent results, and intend to pursue graduate studies in mathematics within the research areas of the RTG. All graduate students will be expected to work towards a Ph.D. degree at one of the universities in Bochum<http://www.ruhr-uni-bochum.de/> and Duisburg/Essen<https://www.uni-due.de/>. No German language skills are required. The topics of the 4 projects are: * Probabilistic Networks * The separation of time-scales in the Buri-experiment * Applications of isomorphism theorems to continuous state Markov chains and their continuum limits * Strong convergence rates for stochastic partial differential equations For a description of the projects go to https://wiki.ruhr-uni-bochum.de/RTG2131/images/4/4b/Promotionsbeschreibunge… Applications should provide the usual documents: * letter of application * curriculum vitae * copies of certificates * Diploma/masters thesis and relevant publications if available * statement of purpose sketching the applicants' research interests The RTG particularly encourages the applications of female candidates. Disabled persons will be given preferential treatment in cases of otherwise equal qualification. Applications and inquiries should be addressed to: Prof. Dr. Peter Eichelsbacher<http://www.ruhr-uni-bochum.de/ffm/Lehrstuehle/stochastik/eichelsbacher.html>, Coordinator, GRK 2131 Faculty of Mathematics, Ruhr University of Bochum NA 3/66, Universitätsstraße 150, 44780 Bochum, Germany preferably via e-mail to peter.eichelsbacher(a)rub.de<mailto:peter.eichelsbacher@rub.de> DEADLINE: Applications are requested before august 19th 2018 Best wishes, Martin Hutzenthaler ————————————— Prof. Dr. Martin Hutzenthaler University of Duisburg Essen Thea-Leymann-Str. 9 45127 Essen, Germany Phone: +49 (0)201 183 6844 Fax: +49 (0)201 183 2381 martin.hutzenthaler(a)uni-due.de<mailto:martin.hutzenthaler@uni-due.de> https://www.uni-due.de/mathematik/ag_stochastische_analysis/

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Avviso di Seminario: Prof Leonenko
by Enrica Pirozzi 02 Oct '18

02 Oct '18

AVVISO di SEMINARIO Title: Asymptotic properties of the partition function and applications in tail index inference of heavy-tailed data. Prof. N.N. Leonenko School of Mathematics, Cardiff University, UK Abstract: Heavy tailed distributions are of considerable importance in modelling a wide range of phenomena in finance geology, hydrology, physics, queuing theory and telecommunication. We develop a new method for estimating unknown tail index for independent and dependent data. Our estimator is based on a variant of statistics sometimes called empirical structure function or partition function. Joint work with D. Grahovac (Osijek University, Croatia) and M. Taqqu (Boston University, USA). Il seminario si terrà il giorno 8 Ottobre 2018 ore 15:30 nella Aula C primo livello del Dipartimento Matematica e Applicazioni, Università di Napoli FEDERICO II, Complesso di Monte Sant'Angelo, Via Cintia, Napoli. -- 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 K. Colaneri - Università di Milano-Bicocca
by elena bandini 02 Oct '18

02 Oct '18

Annuncio di Seminario Speaker: Katia Colaneri (University of Leeds) Titolo: Indifference pricing of life insurance contracts in a market with longevity bounds via BSDEs under partial informations. Giovedì' 04 Ottobre 2018, ore 12:00 Dipartimento di Matematica e Applicazioni Università di Milano-Bicocca Via Cozzi 55, Milano - edificio U5 - Aula 3014 Abstract: We investigate the pricing problem of a pure endowment contract when the insurer has a limited information on the mortality intensity of the policyholder. We consider a financial market, where investments in a riskless asset, a risky asset and a longevity bond are allowed. Our modelling framework that takes into account mutual dependence between the financial and the insurance markets via an observable stochastic process, which affects the risky asset and the mortality index dynamics. Computing indifference price amounts to solve a stochastic control problem. Under partial information this methodology requires filtering techniques that can reduce the original control problem to an equivalent problem in complete information. We characterize the value function as well as the indifference price in terms of the solution to a quadratic-exponential backward stochastic differential equation. Tutti gli interessati sono invitati a partecipare. Cordialmente, Elena Bandini

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de Finetti Risk Seminar - October 2018
by Emanuela Rosazza 01 Oct '18

01 Oct '18

On behalf of the Scientific Committee of the de Finetti Risk Seminars, we are glad to invite you to participate at the following Lecture (Boundary) regularity for solutions of the Plateau problem Guido De Philippis Scuola Internazionale Superiore di Studi Avanzati Abstract: Plateau problem consists in finding the surface of minima area spanning a given boundary. Since the beginning of the 50’s the study of this problem led to the development of fundamental tools in Geometric Analysis and in the Calculus of Variations. Aim of the talk is to give an overview of the problem and of the techniques used to solve it. In the end I will also present some recent results concerning boundary regularity. LOCATION: The seminar will be held on Wednesday, October 3, at 18.00 at room 3-E4-SR03, Bocconi University, Via Rontgen 1, 3rd floor, Milano. A refreshment will be offered at 17.30. Scientific Committee: Prof. Simone Cerreia-Voglio (Univ. Bocconi) Prof. Marco Frittelli (Univ. degli Studi di Milano) Prof. Fabio Maccheroni (Univ. Bocconi) Prof. Massimo Marinacci (Univ. Bocconi) Prof. Emanuela Rosazza Gianin (Univ. Milano-Bicocca) Dott. Marco Maggis (Univ. degli Studi di Milano) ******************************************************************************************* 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 Fax. 02 64483105 e-mail: emanuela.rosazza1(a)unimib.it *******************************************************************************************

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Call for Interest: 2 Associate Professor positions
by Roberto Casarin 29 Sep '18

29 Sep '18

Dear Colleagues, The Department of Economics at the Ca’ Foscari University of Venice (DEC) invites expressions of interest for two Associate Professor positions in any area of *Economics*, *Econometrics *and *Finance*. Our Department is devoted to promoting high quality research, seminars and conference activities, with the aim of contributing to the national and international policy debate. QS ranks our Department as top 250 worldwide, Shanghai Ranking as top 300, the most recent Italian National Research Assessment ranked us as fifth economics department in Italy. The Department has been recently financed by the Italian Ministry of Education, University and Research under the program “Departments of Excellence” for the 2018/2022 period. More information about the DEC can be found at http://www.unive.it/pag/28365/. The Associate Professorships are tenured positions. Applicants should have an established track record of publications in top international journals and evidence of recognition in the international academic community, including grant application and project management. Standards of excellence in teaching are also expected. All positions will start in 2019. Applications from scholars working abroad are welcome and treated under a favorable tax waiver scheme. Knowledge of Italian is not required. *Application Instructions** *Applications should be received by October 31st, 2018. They should include a CV, and should be sent to *recruiting.dec(a)unive.it.** * There are no restrictions regarding the nationality of the applicants. DEC is an equal opportunity employer. Please note that this is a call for interest, not a job vacancy announcement. The Department will advertise job vacancies later in the year. best regards Roberto -- Roberto Casarin Professor of Econometrics IMEF Director University Ca' Foscari, Venice Address: San Giobbe 873/b 30121 Venezia, Italy Phone: +39 041.234.91.49 Web: http://venus.unive.it/r.casarin/ IMEF: http://www.unive.it/imef/ -- Nota automatica aggiunta dal sistema di posta.

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Seminario QUINTANA
by Matteo Ruggiero 28 Sep '18

28 Sep '18

STATISTICS SEMINARS @ COLLEGIO CARLO ALBERTO Venerdì 5 Ottobre 2018, alle ore 12:00, presso il nuovo edificio del Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario: ------------------------------------------------ Fernando A. QUINTANA (Pontificia Universidad Catolica de Chile) DISCOVERING INTERACTIONS USING COVARIATE INFORMED RANDOM PARTITION MODELS Combination chemotherapy treatment regimens created for patients diagnosedwith childhood acute lymphoblastic leukemia have had great success inimproving cure rates. Unfortunately, patients prescribed these types oftreatment regimens have displayed susceptibility to the onset ofosteonecrosis. Some have suggested that this is due to pharmacokineticinteraction between two agents in the treatment regimen (asparaginase anddexamethasone) and other physiological variables. Determining whichphysiological variables to consider when searching for interactions inscenarios like these, minus a priori guidance, has proved to be achallenging problem, particularly if interactions influence the responsedistribution in ways beyond shifts in expectation or dispersion only. We propose an exploratory technique that is able to discoverassociations between covariates and responses in a very general way. Theprocedure connects covariates to responses very flexibly through dependentrandom partition prior distributions, and then employs machine learningtechniques to highlight potential associations found in each cluster. Weapply the method to data produced from a study dedicated to learning whichphysiological predictors influence severity of osteonecrosis multiplicatively. ------------------------------------------------ Tutti gli interessati sono invitati a partecipare. Il seminario è organizzato dalla "de Castro" Statistics Initiative (www.carloalberto.org/stats) in collaborazione con il Collegio Carlo Alberto. Cordiali saluti, Matteo Ruggiero --- Matteo Ruggiero University of Torino and Collegio Carlo Alberto www.matteoruggiero.it

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Seminario Prof. N. Leonenko - Roma
by Luisa Beghin 28 Sep '18

28 Sep '18

*Seminario congiunto Università Sapienza - Tor Vergata, Roma* *Mercoledì 3 ottobre 2018* Ore 15:00, Aula 34 (iv piano) Dipartimento di Scienze Statistiche, Sapienza *Titolo: *Limit theorems, scaling of moments and intermittency for integrated finite variance supOU processes *Speaker:* Prof. N. Leonenko (Cardiff University, UK) *Abstract:* Superpositions of Ornstein-Uhlenbeck type (supOU) processes provide a rich class of stationary stochastic processes for which the marginal distribution and the dependence structure may be modeled independently. In this paper we investigate the limiting behavior of integrated supOU processes with finite variance. We show that after suitable normalization four different limiting processes may arise. The type of limit depends on the decay of the correlation function as well as on the characteristic triplet of the marginal distribution. SupOU processes, moreover, may exhibit intermittency, a phenomenon affecting the rate of growth of moments. We establish this rate for each of the four limiting scenarios. The rate changes at some point indicating that there is a change-point in the asymptotic behavior of absolute moments. For such a behavior to be possible, the moments in the limit theorem do not converge beyond some critical point. We show that this point is related to the dependence structure of the supOU process. The intermittency phenomenon appears also in some other models, for example, Intermittency of trawl processes. Joint work with D. Grahovac (Osijek University, Croatia) and M. Taqqu (Boston University, USA). Tutti gli interessati sono invitati ad intervenire. Cordiali saluti. Luisa Beghin *************************************************************** Luisa Beghin Dipartimento di Scienze Statistiche Fac. Ingegneria dell'Informazione, Informatica e Statistica "SAPIENZA" Università di Roma Piazzale Aldo Moro 5, 00185 Roma T (+39) 06 49910543 F (+39) 06 4959241 https://sites.google.com/site/luisabeghin/ *****************************************************************

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Annuncio di seminario a Roma La Sapienza
by Faggionato, Alessandra 27 Sep '18

27 Sep '18

Martedi` 2 Ottobre, ore 14.00 Aula di Consiglio, Dipartimento di Matematica, La Sapienza Speaker: F. Patras (University of Nice) Title: Revisiting chaos expansions and Wick products Abstract: Recently, the interest in the structure of cumulants and Wick products for non-Gaussian variables has been revived, since they both play important roles in M. Hairer’s theory of regularity structures. We present a new approach to the theory based on tools (group actions, Hopf algebras) that allow to understand the theory of Wick products as a deformation, a presentation from which many of their properties follow easily. We also discuss how these ideas appear in the theory of regularity structures. Based on j.w. with K. Ebrahimi-Fard, N. Tapia, L. Zambotti. Cordiali saluti Alessandra Faggionato ************************************************* 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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Premio Cuozzo
by Lucia Caramellino 27 Sep '18

27 Sep '18

L’Università di Roma “Tor Vergata” indice una selezione pubblica, per titoli ed eventuale colloquio, per il conferimento di un premio di studio intitolato “Michele Cuozzo” (11° edizione) destinato ai candidati che abbiano conseguito il titolo di dottore di Ricerca in Matematica presso un’università italiana. Il bando è disponibile all'indirizzo https://www.mat.uniroma2.it/~lucia/Docs_avvisi-dip/PremioCuozzo2018_prot.pdf <https://www.mat.uniroma2.it/~lucia/Docs_avvisi-dip/PremioCuozzo2018_prot.pdf> Scadenza: 26 Ottobre 2018, ore 12:00 +++++++++++++++++++++++++++++ Lucia Caramellino Dipartimento di Matematica Università di Roma “Tor Vergata” Via della Ricerca Scientifica 1 00133 Roma www.mat.uniroma2.it/~caramell <http://www.mat.uniroma2.it/~caramell>

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Autumn School “From interacting Particle systems to Kinetic equations: modelling, control and numerical methods”
by Luca di persio 27 Sep '18

27 Sep '18

Dear colleagues We are happy to announce the following Autumn School *“From interacting Particle systems to Kinetic equations: **modelling, control and numerical methods”* to be held* from* *26th to 30th, November *in* Verona, Italy.* The school is addressed to PhD, and last year master students, and organized in *3 mini-courses*, - "Agent Models of 1st and 2nd order: From micro to macro <https://unimathverona.wixsite.com/optke/carrillo>", José A. Carrillo (Imperial College London); - "Mean-Field optimal control and other types of games <https://unimathverona.wixsite.com/optke/fornasier>", Massimo Fornasier (TU München); - "Efficient Numerical Methods for Kinetic Equations <https://unimathverona.wixsite.com/optke/hu>", Jingwei Hu (Purdue University); and *3 focused **seminars* with tutorial sessions, - "Numerical Methods for Control and Games over Multiscale Agent-Based Models" <https://unimathverona.wixsite.com/optke/kalise>, Dante Kalise (Imperial College London); - "Herding Sheep - a mathematical approach" <https://unimathverona.wixsite.com/optke/totzeck>, Claudia Totzeck (TU Kaiserslautern); - "Uncertainty Quantification for Kinetic Equations of the Collective Behavior <https://unimathverona.wixsite.com/optke/zanella>", Mattia Zanella (Politecnico di Torino). Registration is free but mandatory, and places available are limited. For additional informations refer to the dedicated web-site: https://unimathverona.wixsite.com/optke/, Please, feel free to forward this announcement to people who might be interested in the school. Hope to seeing you in Verona! The local organizers, Giacomo Albi, Ph.D. Dept. of Computer Science University of Verona web: giacomoalbi.com <http://www.giacomoalbi.com/> __ Luca Di Persio - PhD College of Mathematics Dept. of Computer Science - University of Verona strada le Grazie 15 - 37134 Verona - Italy Tel : +39 045 802 7968 <http://www.hpa8.com/>

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Seminario F. Caravenna - Univ. Bocconi, Milano
by Antonio Lijoi 24 Sep '18

24 Sep '18

DEC-Statistics Seminar @ Bocconi University, Milano Thursday, September 27 12:30 Meeting room 3-e4-sr03, Via Roentgen 1, 3rd floor Francesco Caravenna (Universita' degli studi di Milano - Bicocca) Title: Local large deviations and the strong renewal theorem Abstract: We present two different, but related results for random walks with heavy tails (more precisely: in the domain of attraction of a stable law with infinite mean). The first result is a local large deviation upper bound, which improves on the classical local central limit theorem. The second result is the derivation of necessary and sufficient conditions for the so-called strong renewal theorem, which is the analogue of Blackwell's renewal theorem in the case of infinite mean. This solves a long standing problem, which dates back to a classical paper by Garsia and Lamperti (Comment. Math. Helv. 1962). (Based on joint work with Ron Doney) The DEC statistics seminars schedule is available at http://www.unibocconi.eu/statseminar ---------- Please note: If you are a guest and you do not have a Bocconi ID Card to access to the Bocconi Buildings, please communicate your participation by sending an email to arianna.colombo(a)unibocconi.it In addition, we suggest to print, fill out and send the attached form (to give your consent to personal data handling) via email to the same address. In this way, the check-in procedure at the entrance will be faster and easier.

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Seminario di Lorenzo Taggi a Roma Tre il 3/10/18 h16
by Pietro Caputo 24 Sep '18

24 Sep '18

Annuncio di Seminario Speaker: Lorenzo Taggi (TU Darmstadt, Germania) Titolo: Conservative interacting particle systems: "Oil and Water" and "Activated Random Walk". Mercoledi' 03 Ottobre 2018 ORE 16:00 Dipartimento di Matematica e Fisica Universita' degli Studi Roma Tre Largo San Leonardo Murialdo,1 - Pal.C - Aula 211 Abstract We consider two interacting particle systems, Activated Random Walk (ARW) and Oil and Water (OW). One of the main features of these systems is that the number of particles is conserved: This conservation law introduces hard-core constraints and long-range correlations which make the mathematical analysis particularly challenging. In this talk the main questions and results concerning these models are presented: In ARW, if the particle density is small enough, the activity dies out with time, while if the particle density is large enough the activity is sustained; moreover a non-trivial characterization of the critical density is available. Contrary to ARW, no phase transition occurs in OW: The activity dies out with time does not matter how large the particle density is. Based on joint works with E. Candellero and A. Stauffer.

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avviso di seminario: Prof. N.N. Leonenko
by Enrica Pirozzi 24 Sep '18

24 Sep '18

-------------- AVVISO di SEMINARIO Fractional Pearson Diffusions and Continuous Time Random Walks Prof. N.N. Leonenko School of Mathematics, Cardiff University, UK Abstract: We define fractional Pearson diffusions by non-Markovian time change in the corresponding Pearson diffusions. They are governed by the time-fractional diffusion equations with polynomial coefficients depending on the parameters of the corresponding Pearson distribution. We present the spectral representation of transition densities of fractional Pearson diffusions, which depend heavily on the structure of the spectrum of the infinitesimal generator of the corresponding non-fractional Pearson diffusion. Also, we present the strong solutions of the Cauchy problems associated with heavy-tailed fractional Pearson diffusions and the correlation structure of these diffusions. Continuous time random walks have random waiting times between particle jumps. We define the correlated continuous time random walks (CTRWs) that converge to fractional Pearson diffusions (fPDs). The jumps in these CTRWs are obtained from Markov chains through the Bernoulli urn-scheme model and Wright-Fisher model. The jumps are correlated so that the limiting processes are not Lévy but diffusion processes with non-independent increments. The waiting times are selected from the domain of attraction of a stable law. Il seminario si terrà il giorno 27 Settembre 2018 ore 15:00 nella Aula G terzo livello del Dipartimento Matematica e Applicazioni, Università di Napoli FEDERICO II, Complesso di Monte Sant'Angelo, Via Cintia, Napoli. Enrica Pirozzi ------------------ -- 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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Seminar at Dep. of Economics - Verona, 27 September 2018, Giacomo Bormetti
by Alessandro Gnoatto 24 Sep '18

24 Sep '18

Dear all, On Thursday 27 September 2018 at 12.00 - Polo Santa Marta, Via Cantarane 24, Sala Vaona Prof. Giacomo Bormetti - University of Bologna will give the seminar "Modeling correlation dynamics with canonical Vines" Abstract: When modeling correlation dynamics, tackling the issue of positive definiteness is a challenging task. At high frequencies in a multivariate financial setting, observational noise and asynchronicity makes the goal even more difficult. After reviewing different observation-driven approaches available in literature, I will focus on a recently proposed modeling framework based on regular vines. Please also find attached the full list of our Finance seminars. Feel free to forward this announcement to your colleagues. Best Regards, -- Prof Alessandro Gnoatto, PhD 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 E-mail: alessandro.gnoatto(a)univr.it -------------------------------------------------- View my research on my SSRN Author page: http://ssrn.com/author=1615989 --------------------------------------------------

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Position at Luxembourg University (repost)
by Giovanni Peccati 21 Sep '18

21 Sep '18

Dear All, I would like to announce once again the opening of a very attractive full professor position in data science at Luxembourg University. A detailed discussion can be found here https://wwwen.uni.lu/university/news/slideshow/university_receives_2_5_mill… together with a link to the application page. Best regards, GP -- Prof. Giovanni Peccati ------------------------------------------ UR en Mathématiques Faculté des Sciences, de la Technologie et de la Communication ------------------------------------------ Université du Luxembourg ----------------------------------------- homepage: http://sites.google.com/site/giovannipeccati/Home E-mail: giovanni.peccati(a)gmail.com

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Scaling limits & SPDEs, Cambridge, 10-14 dec 2018
by A. Giuliani 20 Sep '18

20 Sep '18

Dear colleague, this is an announcement of the workshop `Scaling limits & SPDEs: recent developments and future directions' which will be held at the Isaac Newton Institute (INI) for Mathematical Sciences in Cambridge, UK, from December 10 to 14, 2018, see http://www.newton.ac.uk/event/srqw03 [www.newton.ac.uk] We invite all the interested participants to register as soon as possible on the website. DEADLINE FOR APPLICATIONS IS **SEPTEMBER 30, 2018** There is limited financial support available for students and young researchers; if you wish to apply for a grant, please indicate it in the application form. The workshop is the closing event of the 4-months programme `Scaling limits, rough paths, quantum field theory', which will be held at INI from September 3, to December 21, 2018, see https://www.newton.ac.uk/event/srq [www.newton.ac.uk] The confirmed speakers are: Cedric Bernardin Iwan Corwin Jean-Dominique Deuschel Franco Flandoli Yan Fyodorov Christophe Garban Gianbattista Giacomin Alessandro Giuliani Martin Hairer Claudio Landim Pierre Le Doussal Ian Melbourne Eveliina Peltola Jeremy Quastel Remi Rhodes Slava Rychkov Makiko Sasada Hao Shen Panagiotis Souganidis Herbert Spohn Hendrik Weber Weijun Xu Please forward this announcement to all the potentially interested colleagues and students. Thanks and best regards, Patricia Goncalves Antti Kupiainen Felix Otto Jeremy Quastel

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Spring school on Random Interfaces
by Luigi Amedeo Bianchi 19 Sep '18

19 Sep '18

Dear all, this is the first announcement for the spring school on Random Interfaces to be held at the University of Augsburg, Germany, for three full days from March 13th to March 15th, 2019. The school will focus on random interfaces, both continuous (approached by means of stochastic partial differential equations) and discrete (together with their hydrodynamic limits). The school will feature a main course by Tadahisa Funaki (Waseda University/University of Tokyo), a minicourse by Fabio Toninelli (Université Claude Bernard Lyon 1) and an invited lecture by Dimitra Antonopoulou (University of Chester). A poster session for participants is also foreseen. This spring school is intended for PhD students and young researchers, but open for everyone. Registration to the school is free, but compulsory for organisatorial purposes. Limited funds are available to offer financial support to some selected students and young researchers (post-docs). The deadline for application is 15th December 2018. More information and the registration form are available on the website https://www.math.uni-augsburg.de/de/prof/ana/Workshops_Tagungen/Spring-Scho… <https://www.math.uni-augsburg.de/de/prof/ana/Workshops_Tagungen/Spring-Scho…> We are looking forward to seeing you in Augsburg. The organisers, Lisa Beck, Luigi Amedeo Bianchi, Dirk Blömker, Franco Flandoli, Marco Romito, Dario Trevisan

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I: Avviso di seminario
by Massimo Campanino 18 Sep '18

18 Sep '18

Il giorno 20 settembre alle ore 14 nell'Aula Seminario 2 del Dipartimento di Matematica dell'Università di Bologna in piazza Porta S. Donato 5 il prof. Pietro Rigo del Dipartimento di Matematica dell'Università di Pavia terrà un seminario dal titolo: CLASSICAL VERSUS COHERENT CONDITIONAL PROBABILITIES ABSTRACT: The standard (Kolmogorovian) notion of conditional probability is compared with the (de Finettian) notion based on the coherence principle. Each notion has both merits and drawbacks, and the talk aims to highlight them with special attention to the connection points. Various results, both old and new, are discussed and some open problems are mentioned. The talk is split into four parts. (i) Classical (Kolmogorovian) conditional probabilities; (ii) Disintegrability; (iii) Coherent (de Finettian) conditional probabilities; (iv) Some statistical implications.

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Fwd: DEM Workshop in Financial Mathematics - Verona 31.10. (fwd)
by Tiziano Vargiolu 18 Sep '18

18 Sep '18

Dear All, We are pleased to announce the "DEM Workshop in Financial Mathematics?, taking place at the Department of Economics (University of Verona, Italy) on October 31st, 2018. Description: the workshop is organised by the PhD course "Dottorato in Economia e Management" (DEM). Speakers will present recent developments in financial mathematics with focus on numerical methods, xVA and commodity markets. Speakers: Giorgia Callegaro (University of Padova) Daniele Marazzina (Politecnico of Milan) Andrea Pallavicini (Banca IMI and Imperial College London) Christa Cuchiero (University of Vienna) Registration: Registration is free. Interested participants are requested to register via an E-Mail to alessandro.gnoatto(a)univr.it Website/Program: See http://dse.univr.it/demwfm/ Best Regards, Alessandro Gnoatto

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Fwd: Fw: Job advert
by Marco Romito 18 Sep '18

18 Sep '18

ricevo e inoltro m. -------- Forwarded Message -------- Subject: Fw: Job advert Date: Thu, 13 Sep 2018 19:20:49 +0000 From: Pennanen, Teemu <teemu.pennanen(a)kcl.ac.uk> Dear Random, We would like to advertise the following position via your mailing list: Lecturer in Financial Mathematics King's College London https://my.corehr.com/pls/kingrecruit/erq_jobspec_version_4.jobspec?p_id=00… Deadline 14 October 2018. Please let me know if you require more info. Best, Teemu --------------------------------------------------------------------------------------------------- Professor of Mathematical Finance, Probability and Statistics Department of Mathematics King's College London http://www.mth.kcl.ac.uk/~teemu/

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Concorso Ricercatore tipo B - Lecce
by Enrico Priola 17 Sep '18

17 Sep '18

Gentili colleghi, con l'invito a volerne dare la massima diffusione, vi segnalo che e' uscito il bando per una posizione da Ricercatore a tempo Determinato tipo B nel settore MAT/06 (Probabilità e Statistica Matematica) presso il Dipartimento di Matematica e Fisica "E. De Giorgi" dell'Università del Salento. https://www1.unisalento.it/c/document_library/get_file?p_l_i d=63872469&folderId=64317337&name=DLFE-355230.pdf Un saluto. Prof. Diego Pallara Dipartimento di Matematica e Fisica "E. De Giorgi" Università del Salento diego.pallara(a)unisalento.it

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Eurocast 2019 – 30 years - Stochastic Models and Applications to Natural, Social and Technical Systems
by Antonio DI CRESCENZO 17 Sep '18

17 Sep '18

Dear Colleagues, we are pleased to inform you about the Conference Eurocast 2019 – 30 years 17th International Conference on Computer Aided Systems Theory Museo Elder de la Ciencia y la Tecnología. Las Palmas de Gran Canaria, Spain 17-22 February, 2019 http://eurocast2019.fulp.ulpgc.es/ Among the planned activities we point out the following workshop, that we hope you find of interest. An extended two pages abstract must be sent by the Abstract Submission form before November 15, 2018. *Stochastic Models and Applications to Natural, Social and Technical Systems (Nobile, Di Crescenzo)* The Workshop deals with theory and applications of probability in the modeling of random phenomena in the natural sciences, social sciences and technology, focusing on mathematical theory, analytical, algorithmic, experimental approaches and computational methods. Practical applications of stochastic models to diverse areas such as biology, computer science, telecommunications modeling, inventories, reliability, queueing theory, optimization and operations research are very welcome as well. Attention is given also to probabilistic methods in data science and related areas, and their applications to the treatment of big data. Many greetings, Amelia Nobile and Antonio Di Crescenzo

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Special Issue “Applications of Stochastic Optimal Control to Economics and Finance” in Risks
by salvatore federico 14 Sep '18

14 Sep '18

[Risks] Feature Paper (Free of Charge) Invitation for Special Issue “Applications of Stochastic Optimal Control to Economics and Finance” – edited by Salvatore Federico (University of Siena), Giorgio Ferrari (University of Bielefeld) and Luca Regis (University of Siena). We are pleased to inform you that we are guest editing for a special issue entitled “Applications of Stochastic Optimal Control to Economics and Finance” which will be published in //Risks// (<http://www.mdpi.com/journal/risks>http://www.mdpi.com/journal/risks <http://www.mdpi.com/journal/risks>, ISSN 2227-9091). This special issue is now open to receive submissions of full research articles and comprehensive review papers for peer-review. Details can be found at the following link: http://www.mdpi.com/journal/risks/special_issues/Stochastic_Optimal_Control <http://www.mdpi.com/journal/risks/special_issues/Stochastic_Optimal_Control> We welcome your contribution that will be peer-reviewed. If accepted, your article will be published free of charge (in Open Access form). Let me know as soon as possible if you can contribute by sending a tentative title and short abstract by email. The submission deadline is *30 November 2018*but it can be extended upon request. We also encourage authors to send a short abstract or tentative title to the Editorial Office (risks(a)mdpi.com <mailto:risks@mdpi.com> <mailto:risks@mdpi.com><mailto:risks@mdpi.com> <mailto:risks@mdpi.com>). For further details on the submission process, please see the instructions for authors at the journal website (<http://www.mdpi.com/journal/risks/instructions>http://www.mdpi.com/journal/risks/instructions <http://www.mdpi.com/journal/risks/instructions>) //Risks//is fully open access. Open access (unlimited and free access by readers) increases publicity and promotes more frequent citations, as indicated by several studies. Open access is supported by the authors and their institutes. This year, 2018, Risks has been accepted for funding by the Knowledge Unlatched initiative (http://www.knowledgeunlatched.org <http://www.knowledgeunlatched.org/>). The Article Processing Charges (350 CHF) for papers published in the journal are fully covered via the Knowledge Unlatched crowd-funding mechanism. Please note this is a pilot program experimenting ways to support authors in the humanities and social sciences fields publishing in open access format. Thank you very much in advance for your consideration of this request. Salvatore Federico Giorgio Ferrari Luca Regis Guest Editors of Special Issue “Applications of Stochastic Optimal Control to Economics and Finance”

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Luiss seminar, dott. Marco Bianchetti
by Sara 14 Sep '18

14 Sep '18

Dear all, on October 18 at 12 in Room 207, Marco Bianchetti, Unicredit, Head of Fair valuation and Financial risk models will give the following seminar: Title: "Bitcoin, Brexit and other Bubble Stories - Evidence from Quantitative Models" Abstract "We develop a bubble detection methodology based on a combination of quantitative models, calibration approaches, global stochastic optimization algorithms, and sentiment analysis. We apply such methodology to a variety of financial data related to cryptocurrency, Brexit and tech bubbles, confirming ex-ante a number of bubble events actually observed ex-post." -- Sara Biagini, Professor of Mathematical Finance Department of Economics and Finance LUISS Guido Carli Address: viale Romania, 32 - 00197 Roma Web: http://sites.google.com/site/sarabiagini/

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1year PostDoc position @ Scuola Normale Superiore
by Daniele Tantari 11 Sep '18

11 Sep '18

A call for a one-year postdoc is open at the Scuola Normale Superiore di Pisa, related to the project *“UNSUPERVISED LEARNING WITH MULTI-LAYER BOLTZMANN MACHINES: A STATISTICAL MECHANICS PERSPECTIVE”,* funded by Istituto Nazionale d'Alta Matematica. The topic of the research concerns Mathematical aspects of Data Mining through Neural Networks and applications, with emphasis to the study of phase transitions in inference and learning from a Statistical Mechanics perspective. The details of the call are at https://www.altamatematica.it/blog/2018/09/05/bando-di-concorso-a-n-1-asseg… The deadline is October 4, 2018. I would be grateful if you could forward this message to any potentially interested candidate. You can contact me for any further information. Thanks and all the best, Daniele Tantari

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International Conference in Venice - CALL FOR PARTICIPATION
by Monica Billio 09 Sep '18

09 Sep '18

CREDIT2018 <http://www.greta.it/credit/credit2018/credit2018.htm> * * *GRETA Associati *(Venice, Italy), the *European Investment Fund *(EIF, Luxembourg), *European DataWarehouse*(Frankfurt am Main, Germany) and *Intesa Sanpaolo *(Milan, Italy) are co-sponsors of a Conference to be held in Venice on September 27-28, 2018.* * The objective of the Conference is to bring together academics, practitioners and PhD students working in the area of risk management. The conference will provide an opportunity for participants engaged in research at the forefront of this area to discuss both the causes and implications of recent events in financial markets and may, in turn, suggest fruitful directions for future research. * * The Conference, organised under the auspices of the *Department of Economics**of the University Ca’ Foscari of Venice*, *ABI - Italian Banking Association* and *European Investment Bank*, is the seventeenth of a series dedicated to various aspects of credit risk.** The Scientific Committee consists of: *Hans Degryse *(KU Leuven, Halle Institute for Economic Research & CEPR, Programme Chair) *Monica Billio *(Ca’ Foscari University of Venice & GRETA) *Vasso Ioannidou *(Lancaster University & CEPR) *Helmut Kraemer-Eis *(European Investment Fund) *Jan Pieter Krahnen *(SAFE - Goethe University) *Steven Ongena *(University of Zurich, Swiss Finance Institute, KU Leuven & CEPR) *Guillaume Plantin*(Sciences Po & CEPR) *Stephen Schaefer *(London Business School) *Enrico Sette *(Bank of Italy) *Ludovic Thebault *(European DataWarehouse) Sponsors** *GRETA* <http://www.greta.it/> *EIF* <http://www.eif.org/index.htm> *European Datawarehouse* <https://eurodw.eu/> *IntesaSanpaolo* <http://www.group.intesasanpaolo.com/scriptIsir0/si09/eng_index.jsp> Auspices** *ABI* <http://www.abi.it/Pagine/default.aspx> *EIB* <http://www.eib.org/> <http://www.unive.it/pag/16892> **PROGRAMME ** *Thursday, September 27 2018* * 9.15 - 11.00 Session I: RECENT DEVELOPMENTS IN CREDIT RISK MEASUREMENT *- Chairman: *Hans Degryse* (KU Leuven, Halle Institute for Economic Research & CEPR) • *Key-note talk:* /Trade Credit - for Better or Worse: Contagion, Risk-sharing, and Pricing/, *Tor Jacobsen*(Sweden's Central Bank) • /Credit Risk Analysis Using Machine and Deep Learning Models/, Peter Martey Addo (French Development Agency & Laboratory of Excellence for Financial Regulation, Paris), *Dominique Guegan* (Laboratory of Excellence for Financial Regulation, Paris, University Paris 1 Pantheon Sorbonne & Ca’ Foscari University of Venice) and Bertrand Hassani(Laboratory of Excellence for Financial Regulation, Paris & Capgemini Consulting, Courbevoie) - Discussant: *Monica Billio *(Ca’ Foscari University of Venice & GRETA) • /Estimation of Probability of Default with Machine Learning Techniques: A Comparative Approach/, *Stefano Bonini *(Accenture Finance&Risk & University of Bologna) and Giuliana Caivano (Accenture Finance&Risk & University of Bologna) - Discussant: *Roberto Casarin *(Ca’ Foscari University of Venice & GRETA) *11.30 - 13.00 Session II: DISCIPLINING BANKS, BAILOUTS AND BAIL-INS *- Chairman: *Alain Monfort *(CREST & Bank of France) • /Unconventional Monetary Policy and Credit Rating Inflation/, Nordine Abidi (European Central Bank), *Matteo Falagiarda* (European Central Bank)and Ixart Miquel-Flores (European Central Bank) - Discussant: *Stephen Schaefer* (London Business School) • /Sharing the Pain? Credit Supply and Real Effects of Bank Bail-ins/, Thorsten Beck (University of London, CEPR & CESifo), Samuel Da-Rocha-Lopes(European Banking Authority & Nova School of Business & Economics, Lisbon) and *André F. Silva* (University of London & International Monetary Fund) - Discussant: *Hans Degryse* (KU Leuven, Halle Institute for Economic Research & CEPR) • /Does Size Matter? Bailouts with Large and Small Banks/, Eduardo Dávila (New York University & NBER) and*Ansgar Walther* (University of Warwick) - Discussant:*Guillaume Plantin *(Sciences Po & CEPR) *14.30 - 16.00 Session III: * *BANK LENDING POLICIES *- Chairman: *Stephen Schaefer* (London Business School) • /Adapting Lending Policies When Negative Interest Rates Hit Banks’ Profits/, Oscar Arce (Bank of Spain), Miguel García-Posada (European Central Bank), *Sergio Mayordomo* (Bank of Spain) and Steven Ongena(University of Zurich, Swiss Finance Institute, KU Leuven & CEPR) - Discussant:*Glenn Schepens* (European Central Bank) • /Loan Underwriting Time: A New Determinant of Bank Lending Standards/, Mikel Bedayo (Bank of Spain), *Gabriel Jiménez* (Bank of Spain), José-Luis Peydró(ICREA, Pompeu Fabra University, Barcelona Graduate School of Economics, Imperial College London & CEPR) and Raquel Vegas(Bank of Spain)- Discussant: *Mike Mariathasan* (KU Leuven) • /Can Technology Undermine Macroprudential Regulation? Evidence from Peer-to-Peer Credit in China/, Fabio Braggion(Tilburg University & CentER), *Alberto Manconi* (Bocconi University) and Haikun Zhu(Tilburg University & CentER) - Discussant: *Christoph Basten *(University of Zurich) *16.00 - 17.00 Poster Session 1* *17.00 - 18.00 Session IV: DEFAULTS: TIME AND CONTAGION *- Chairman: *Domenico Sartore *(Ca’ Foscari University of Venice & GRETA)** • /Disastrous Defaults/, Christinan Gouriéroux(University of Toronto & Toulouse School of Economics), Alain Monfort (CREST & Bank of France), Sarah Mouabbi (Bank of France) and *Jean-Paul Renne*(HEC Lausanne) - Discussant: *Andrea Giacomelli *(Knowshape & GRETA) • /Time Matters: How Default Resolution Times Impact Final Loss Rates/, *Jennifer Betz* (Regensburg University), Ralf Kellner (Regensburg University) and Daniel Rösch (Regensburg University) - Discussant: *Alain Monfort* (CREST & Bank of France) *Friday, September 28 2018* *9.00 - 11.00 Session V: ***DEFAULTS, DEFAULT RISK AND DERIVATIVES**- Chairman: *Helmut Kraemer-Eis *(European Investment Fund)** • /The European Venture Capital Landscape: an EIF Perspective/, Helmut Kraemer-Eis (European Investment Fund) and *Simone Signore*(European Investment Fund) /• Residential Mortgage Defaults and Positive Equity: Lessons from Europe/, Virginia Gianinazzi (Università della Svizzera Italiana & Swiss Finance Institute), Loriana Pelizzon (Ca' Foscari University of Venice & SAFE-Goethe University Frankfurt)and *Alberto Plazzi* (Università della Svizzera Italiana & Swiss Finance Institute)- Discussant: *Ludovic Thebault* (European DataWarehouse) • /Credit Default Swaps Around the World: Investment and Financing Effects/, Söhnke M. Bartram (Warwick Business School), Jennifer Conrad (University of North Carolina at Chapel Hill), Jongsub Lee (University of Florida) and *Marti G. Subrahmanyam* (New York University) - Discussant: *Yalin Günduz* (Deutsche Bundesbank) • /The Differential Impact of Leverage on the Default Risk of Small and Large Firms/, Lara Cathcart (Imperial College London), Alfonso Dufour (ICMA Centre & University of Reading), Ludovico RossiICMA Centre & University of Reading) and *Simone Varotto* (ICMA Centre & University of Reading) - Discussant: *Roberto Savona *(University of Brescia) *11.30 - 13.15 Session VI: ***BANKS, COLLATERAL AND ASYMMETRIC INFORMATION **- Chairman: *Davide Alfonsi *(Intesa Sanpaolo, Turin)** •*Key-note talk: *C/ustomers and Investors: A Framework for Understanding Financial Institutions/, *Robert Merton*(Massachusetts Institute of Technology & NBER) • /Collateral and Asymmetric Information in Lending Markets/, Vasso Ioannidou (Lancaster University & CEPR), *Nicola Pavanini*(Tilburg University & CEPR) and Yushi Peng (University of Zurich & Swiss Finance Institute) - Discussant: *Bogdan Stacescu* (BI Norwegian Business School) • /Lending Relationships and the Collateral Channel/, Gareth Anderson (Bank of England), Saleem Bahaj (Bank of England), *Matthieu Chavaz* (Bank of England), Angus Foulis(Bank of England) and Gabor Pinter (Bank of England) - Discussant: *Olivier De Jonghe* (National Bank of Belgium & Tilburg University) *14.30 - 16.00 PANEL Session***: SMALL BUSINESS RISK, FINANCIAL REGULATION AND BIG DATA ANALYTICS**- Moderator: *Fabrizio Galimberti* (Columnist, Il Sole 24 Ore) *_Participants:_* *D**avide Alfonsi *(Group Risk Manager, Intesa Sanpaolo, Turin) *Renzo Avesani* (Chief Risk Officer, Unipol Gruppo Finanziario, Bologna) *Francesco Giavazzi* (Full professor of Economics, Bocconi University, Milan) *Dale Gray* (Senior Risk Expert, International Monetary Fund, Washington) *Nina B. Shapiro* (former Vice President Finance and Treasurer, World Bank Group's International Finance Corporation, Washington) *16.00 - 17.00 Poster Session 2* *17.00 - 18.15 Session VII: BANKS AND INCENTIVES *- Chairman: *Ludovic Thebault* (European DataWarehouse) • *Key-note talk:* /Marking to Market versus Taking to Market/, *Guillaume Plantin*(Sciences Po & CEPR) • /Bank Bonus Pay as a Risk Sharing Contract/, *Matthias Efing*(HEC Paris), Harald Hau (University of Geneva, CEPR & Swiss Finance Institute), Patrick Kampkötter(University of Tübingen) and Jean-Charles Rochet (University of Geneva & Swiss Finance Institute) - Discussant: *Roman Goncharenko* (University of Vienna moving to KU Leuven) **REGISTRATION** To register for the Conference you are requested to complete the registration form that is available on our website (_http://www.greta.it/credit/credit2018/credit2018.htm_). Registration fees are: Academics: 300 Euro + VAT Practitioners: 1000 Euro + VAT PhD Students*: 130 Euro + VAT ** *VAT is currently 22%* *Students will have to provide valid proof of their student status. The registration fees cover: * Admission to all scientific sessions * Lunches and coffee service during the Conference * Conference kit The registration fees do not fully cover the conference dinner on September 27th, 2018, for which there is an extra charge of 90.00 Euro per person (conference attendees as well as accompanying persons). More detailed information available on the Conference website: http://www.greta.it/credit/credit2018/credit2018.htm -- Nota automatica aggiunta dal sistema di posta.

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1year PostDoc position (applications by September, 12th)
by Giacomo Aletti 05 Sep '18

05 Sep '18

Sorry for cross-posting. Public competition for one year type b fellowship for collaboration to research activities in the scientific area of mathematical and computer sciences (see attached file for detailed description). Please share these documents with possible interested candidates. Thank you, Giacomo Aletti -- ------------------------------- Giacomo Aletti, Full Professor (Probability Theory and Mathematical Statistics) Department of Environmental Science and Policy (ESP) ADAMSS Centre (ex MIRIAM) Advanced Applied Mathematical and Statistical Sciences Università degli Studi di Milano Via Saldini, 50 20133 Milano, Italy Tel: +39-02-503.16158 Fax:+39-02-503.16090 Cell: +39-340-9739142

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(senza oggetto)
by Sara 04 Sep '18

04 Sep '18

Con preghiera di diffusione ------------------------------------------------------------------------------------------------------------------------------- Dear Colleagues, This is to announce the opening of a new post-doc position on " *Energy and capacity* prices " at LUISS University in Rome. The length is 3 years, starting in the first semester 2019 The deadline for applications is September 28th, 2018, h.14:00 Central European Time. Details and the application form at the following link http://economiaefinanza.luiss.it/en/node/5166 Please share this announcement with whoever might be interested Kindest regards, -- Sara Biagini, Professor of Mathematical Finance Department of Economics and Finance LUISS Guido Carli Address: viale Romania, 32 - 00197 Roma Web: http://sites.google.com/site/sarabiagini/

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Winter School on “Stochastic PDEs and Mean-Field Games” Bologna, January 15-16, 2019, First Announcement
by Alberto Lanconelli 03 Sep '18

03 Sep '18

We are pleased to announce the Winter School on “Stochastic PDEs and Mean-Field Games” to be held at the Department of Mathematics of the University of Bologna on January 15-16, 2019. This is a two-day scientific activity consisting of the following two courses: 1) Stochastic PDEs, by Franco Flandoli (Scuola Normale Superiore, Pisa, Italy) 2) Mean-Field Games, by François Delarue (Université Nice-Sophia Antipolis, Nice, France) The two courses, having an introductory nature, are mainly addressed to PhD students and young researchers. Participants are also given the opportunity to deliver talks. There is no participation fee. However, for organizational reasons, we kindly ask you to register. For more information please visit https://events.unibo.it/spde-mfg We look forward to meeting you in Bologna. Organizing Committee Andrea Cosso, Università di Bologna Alberto Lanconelli, Università di Bologna Stefano Pagliarani, Università di Udine Andrea Pascucci, Università di Bologna Antonello Pesce, Università di Bologna

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MAM10 - Conference on Matrix Analytic Methods
by Federico Poloni 26 Aug '18

26 Aug '18

The Tenth International Conference on Matrix-Analytic Methods in Stochastic Models (MAM10) will be held in Hobart, Australia, on February 13-15, 2019. MAM10 aims to bring together researchers working on the theoretical, algorithmic and methodological aspects of matrix-analytic methods and the applications of such methods across a broad spectrum of research fields. MAM10 provides an international forum for: - Presenting recent results on theory, algorithms and applications of matrix-analytic methods; - Discussing methodologies and the related algorithmic analysis; - Improving collaborations among researchers in applied probability, engineering and numerical analysis; - Tracing the current state of the art and the lines of the future research, pointing out the main topics of interest. Informal proceedings comprised of the accepted abstracts will be distributed at the conference. Keynote Speakers (confirmed): Søren Asmussen, Jevgenijs Ivanovs, Giang Nguyen, Zbigniew Palmowski, and Phil Pollett. Sponsors: Australian Mathematical Sciences Institute (AMSI), ARC Centre of Excellence for Mathematical and Statistical Frontiers (ACEMS), Australian Laureate Fellow Professor Peter Taylor, Professor Andrew Bassom The organising committee is currently negotiating with the publishers of Stochastic Models, with a view to reserve a Special Issue of the journal to papers associated with MAM10. Research results presented at the conference can be submitted to that Special Issue, which will undergo an independent evaluation process according to the regular standards of Stochastic Models. A preliminary schedule of the conference and the publication process is as follows (TBC): Registration starts – August 2018 Short abstract (of the talk) submission deadline – September 15, 2018 Notification of short abstract acceptance – October 1, 2018 Extended abstract submission deadline – November 15, 2018 Conference – February 13-15, 2019 Special issue submission deadline – June 1, 2019 For full details, including LaTeX templates, please refer to the conference website. Conference Chair: Malgorzata O’Reilly, University of Tasmania, Australia Program Co-Chairs: Sophie Hautphenne, University of Melbourne, Australia Federico Poloni, University of Pisa, Italy MAM10 website: http://www.maths.utas.edu.au/People/oreilly/mam/mam10.html (To be updated.) -- --federico poloni Dipartimento di Informatica, Università di Pisa http://www.di.unipi.it/~fpoloni/ tel:+39-050-2213143

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Esperti di matematica e statistica per Ercea
by Antonio DI CRESCENZO 24 Aug '18

24 Aug '18

L’Agenzia Esecutiva del Consiglio Europeo della Ricerca (ERCEA) seleziona agenti del Programma di Ricerca in Matematica e/o Statistica. Per questo, organizza un bando di concorso per la creazione di un elenco di riserva di massimo 15 candidati (riferimento: ERCEA/TA/164/2018). Le domande vanno presentate entro domenica 16 settembre 2018 alle 12 (ora di Bruxelles). link: https://www.epsoconcorsi.com/esperti-matematica-statistica-ercea/

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Fwd: Assistant Professor with possible tenure track agreement (fwd)
by Tiziano Vargiolu 21 Aug '18

21 Aug '18

---------- Forwarded message --------- From: Eller, Brigitte <Brigitte.Eller(a)uibk.ac.at> Date: mar 7 ago 2018 alle ore 12:59 Subject: Assistant Professor with possible tenure track agreement The department of mathematics (at the faculty of mathematics, computer science and physics) at the University of Innsbruck seeks to fill the position of a full-time (40 hours per week) assistant professor as of February 01, 2019. The position is limited to 6 years. However, a tenure track agreement can be offered within the first year of employment. Upon positive evaluation the position is converted into a tenured associate professorship. MAIN TASKS The holder of the position is expected to do independent research in a modern field of mathematical statistics, to acquire third-party funding and to build up a research group. The holder of the position is expected to prepare and conduct teaching at university level within the study programs of the department of mathematics (in English and German). Participation in the teaching of students in other study programs and faculties is also expected. Moreover, the holder of the position is expected to supervise students. In addition to duties in research and teaching, the holder of the position is expected to initiate cooperations within the department of mathematics and the university and to take part in academic self-management. JOB REQUIREMENTS a) excellent doctoral degree in mathematics or in mathematical statistics b) postdoc experience, teaching experience at university level desirable c) relevant scientific achievements beyond dissertation/PhD level, in particular independent publication activity d) research experience in at least one modern field of mathematical statistics e) relevant research success documented via publications in leading international, refereed journals and lectures?at international conferences/workshops f) experience with third-party funding and with academic self-management g) experience in the acquisition of third-party funding would be an advantage h) mobility experience i) the ability to work in a team and communication skills SALARY For this position the minimum gross salary is ? 3.711 / month (14 times). There is a wage increase with relevant working experience. Furthermore the university offers numerous attractive corporate employee benefits. (https://www.uibk.ac.at/universitaet/zusatzleistungen/index.html.en ) APPLICATION DOCUMENTS The application has to be submitted in English or German. It has to include the following: curriculum vitae including a description of the scientific and professional career, a list of scientific publications in which all publications that can be assigned to the dissertation are marked, list of talks, list of courses taught and credentials. Please also submit a research and teaching statement (with a maximum of two pages each) and the names of at least three persons who are willing to write a letter of reference. We encourage applications of female scientists. We are looking forward to your online application (chiffre MIP 10008) by 14.09.2018 under the following link: https://orawww.uibk.ac.at/public/karriereportal.home (legally binding text in German) https://www.uibk.ac.at/public-relations/grafik_design/images/logo/download/ signaturen/institute/mathematik.jpg Universit?t Innsbruck Institut f?r Mathematik Brigitte Eller Technikerstra?e 13, ZiNr. 702, 6020 Innsbruck Telefon +43 512 507-53802 Fax +43 512 507-53899 E-Mail brigitte.eller(a)uibk.ac.at ____________________________________________________________________________ To unsubscribe from the EWM-ALL list, click the following link: https://www.jiscmail.ac.uk/cgi-bin/webadmin?SUBED1=EWM-ALL&A=1

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Senior Lectureship in Statistics At Birkbeck, University of London (fwd)
by Tiziano Vargiolu 20 Aug '18

20 Aug '18

---------- Forwarded message --------- From: Sarah Hart <s.hart(a)bbk.ac.uk> Date: mer 8 ago 2018 alle ore 13:52 Subject: Senior Lectureship in Statistics At Birkbeck, University of London Dear all, We are recruiting for a Senior Lecturer in Statistics at Birkbeck (part of the University of London), to start January 2019 or as soon as possible thereafter. The job is full-time and permanent, with a salary range of ?54,268 - ?60,600. The closing date is August 31st. https://cis7.bbk.ac.uk/vacancy/senior-lecturer-in-statistics-361872.html We particularly encourage applications from women and other under-represented groups. The department of Economics, Mathematics and Statistics has around 30 faculty divided into four active research groups. Academics have at most 100 teaching contact hours each year, and these are concentrated into one or two three-hour blocks each week, meaning it?s possible to work very flexibly. Please circulate to anyone who might be interested. Sarah Sarah Hart Professor of Mathematics, and Head of the Department of Economics, Mathematics and Statistics Birkbeck, University of London ____________________________________________________________________________ To unsubscribe from the EWM-ALL list, click the following link: https://www.jiscmail.ac.uk/cgi-bin/webadmin?SUBED1=EWM-ALL&A=1

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Giovanni Gallavotti: premio Poincare` (Il riconoscimento internazionale più importante per la fisica matematica)!!
by Francesca Romana Nardi 14 Aug '18

14 Aug '18

Cari colleghi, vorrei condividere con voi la bella notizia del premio vinto da Giovanni Gallavotti: ``Giovanni Gallavotti è il primo italiano ad aggiudicarsi il premio Poincarè, il riconoscimento più importante a livello mondiale per la fisica matematica. '' Dopo la notizia della ``Fields Medal'' vinta da Alessio Figalli, raddoppiamo con la il premio Poincare` vinta da Gallavotti :-). Vi indico sotto uno dei siti che hanno dato la notizia di cui riporto solo un primo stralcio: `` È il primo italiano vincitore del Premio Poincaré, considerato il ‘nobel’ per la fisica matematica: stiamo parlando di Giovanni Gallavotti che con i suoi studi sulla meccanica statistica di equilibrio e non, la teoria dei campi quantistici e la meccanica classica, è riuscito ad ottenere un risultato che inorgoglisce l’Italia intera.'' http://www.ilsussidiario.net/News/Scienze/2018/8/3/Giovanni-Gallavotti-vinc… Cercate in rete c'e` molto di piu`!! COlgo l'occasione per augurarvi buone vancanze e buon ferragosto Francesca R. Nardi

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Postdoc position in Geometric Methods for Deep and Reinforcement Learning at RIST
by Luigi Malagò 02 Aug '18

02 Aug '18

=========================================================== *Subject*: Postdoc position in Machine Learning (1 year, renewable up to 2 years) *Institution*: RIST - Romanian Institute of Science and Technology, Cluj-Napoca *Keywords*: Deep Learning, Reinforcement Learning, Stochastic Optimization, Optimization over Manifolds, Information Geometry, Riemannian Geometry *Application deadline*: 15 August 2018 (applicants are encouraged to apply earlier) *Salary*: around 2200 euro net *Official announcement*: http://rist.ro/en/details/news/postdoc-positio ns-in-deep-learning-and-machine-learning.html =========================================================== Dear colleagues, the Romanian Institute of Science and Technology (RIST) has an opening for a postdoc position, in the context of the DeepRiemann project “Riemannian Optimization Methods for Deep Learning”, funded by European structural funds through the Competitiveness Operational Program (POC 2014-2020). The appointments will be for 1 year, with possible extensions up to 2 years. The DeepRiemann project aims at the design and analysis of novel training algorithms for Neural Networks in Deep Learning, by applying notions of Riemannian optimization and differential geometry. The task of the training a Neural Network is studied by employing tools from Optimization over Manifolds and Information Geometry, by casting the learning process to an optimization problem defined over a statistical manifold, i.e., a set of probability distributions. The project is highly interdisciplinary, with competences spanning from Machine Learning to Optimization, Deep Learning, Statistics, and Differential Geometry. The objectives of the project are multiple and include both theoretical and applied research, together with industrial activities oriented to transfer knowledge, from the institute to a startup or spin-off of the research group. The positions will be part of the new Machine Learning and Optimization group https://rist.ro/en/teams.html, which performs research at the intersection of Machine Learning, Stochastic Optimization, Deep Learning, and Optimization over Manifolds, using geometric methods based on Information Geometry. The group is one of two newly-formed groups in Machine Learning at RIST. The official job announcement can be seen here: http://rist.ro/en/details/news/postdoc-positions-in-deep-lea rning-and-machine-learning.html Informal inquiries can be sent to Dr. Luigi Malagò <malago(a)rist.ro>, principal investigator of the DeepRiemann project. Application deadline: 15 August 2018 (applicants are encouraged to apply earlier) best regards, Luigi Malagò

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concorso prima fascia, mat06, pavia
by Rigo Pietro 30 Jul '18

30 Jul '18

Si informa che la g.u. del 27/7/2018 contiene un bando di concorso per professore di prima fascia, nel settore MAT06, presso il dipartimento di Matematica dell'università di Pavia. La scadenza di tale bando è il 26/8/2018. Pietro Rigo

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RTD A in MAT/06
by c.costantini＠unich.it 27 Jul '18

27 Jul '18

Preannunciamo che a SETTEMBRE/OTTOBRE 2018 verra' bandito un posto di RTD A nel s.s.d. MAT/06 presso il Dipartimento di Economia dell'Universita' di Chieti-Pescara. La posizione e' aperta ai giovani ricercatori in tutte le aree della Probabilita'. Le aree in cui esiste gia' una ricerca attiva nel Dipartimento sono: controllo stocastico, filtraggio, modelli stocastici per la finanza e le assicurazioni; processi stocastici con condizioni di frontiera, problemi di martingala, convergenza di processi stocastici. La didattica si svolgera' nell'ambito dei s.s.d. MAT/06 e MAT/05, fino a un massimo di 60 ore annue, in un solo semestre (meta' settembre-dicembre o meta' febbraio-maggio). Nel semestre libero dalla didattica e' possibile trascorrere periodi per attivita' di ricerca, anche lunghi, presso altre istituzioni, italiane o estere. L'Universita' di Chieti-Pescara distribuisce ogni anno fondi di ricerca, sulla base di una valutazione delle pubblicazioni del quinquennio precedente (vengono valutate massimo 5 pubblicazioni). Nel 2017 i fondi assegnati all'area MAT del Dipartimento di Economia (attualmente 7 persone) sono stati di circa 31.000 euro. Tutti coloro interessati a ricevere ulteriori informazioni sono invitati a contattare via mail Cristina Costantini (c.costantini(a)unich.it) o Claudia Ceci (c.ceci(a)unich.it) Seguira' un avviso al momento della pubblicazione del bando. Claudia Ceci e Cristina Costantini

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International Conference in Venice - CALL FOR PARTECIPATION
by Monica Billio 26 Jul '18

26 Jul '18

17^th INTERNATIONAL CONFERENCE CREDIT 2018 */SMALL BUSINESS RISK, FINANCIAL REGULATION/* */and BIG DATA ANALYTICS/* ** 27 – 28 September 2018 Palazzo Franchetti – Venice, Italy *GRETA Associati *(Venice, Italy), the *European Investment Fund *(EIF, Luxembourg), *European DataWarehouse*(Frankfurt am Main, Germany) and *Intesa Sanpaolo *(Milan, Italy) are co-sponsors of a Conference to be held in Venice on September 27-28, 2018. The objective of the Conference is to bring together academics, practitioners and PhD students working in the area of risk management. The conference will provide an opportunity for participants engaged in research at the forefront of this area to discuss both the causes and implications of recent events in financial markets and may, in turn, suggest fruitful directions for future research. The Conference, organised under the auspices of the *Department of Economics of the University Ca’ Foscari of Venice*, *ABI - Italian Banking Association *and *European Investment Bank*, is the *seventeenth* of a series dedicated to various aspects of credit risk. The Scientific Committee consists of: ·*Hans Degryse *(KU Leuven, Halle Institute for Economic Research & CEPR, Programme Chair)** ·*Monica Billio *(Ca’ Foscari University of Venice & GRETA) ·*Vasso Ioannidou *(Lancaster University & CEPR) ·*Helmut Kraemer-Eis *(European Investment Fund) ·*Jan Peter Krahnen *(SAFE - Goethe University) ·*Steven Ongena *(University of Zurich, Swiss Finance Institute, KU Leuven & CEPR) ·*Guillaume Plantin*(Sciences Po & CEPR) ·*Stephen Schaefer *(London Business School) ·*Enrico Sette *(Bank of Italy) ·*Ludovic Thebault *(European DataWarehouse) ** PROGRAMME *Thursday, September 27 2018* 09.00 - 09.15 _Welcome and Opening Remarks_ *Hans Degryse*(KU Leuven, Halle Institute for Economic Research & CEPR, Programme Chair) 09.15 - 11.00 _Session I: RECENT DEVELOPMENTS IN CREDIT RISK MEASUREMENT_ ·*Key-note talk:*/Trade Credit - for Better or Worse: Contagion, Risk-sharing, and Pricing, /*Tor Jacobson* (Sveriges Riksbank, Stockholm) ·/Credit Risk Analysis Using Machine and Deep Learning Models, /Peter Martey Addo (French Development Agency & Laboratory of Excellence for Financial Regulation, Paris), *Dominique Guegan* (Laboratory of Excellence for Financial Regulation, Paris, University Paris 1 Pantheon Sorbonne & Ca’ Foscari University of Venice) and Bertrand Hassani (Laboratory of Excellence for Financial Regulation, Paris & Capgemini Consulting, Courbevoie) ·/Estimation of Probability of Default with Machine Learning Techniques: A Comparative Approach, /*Stefano Bonini*(University of Bologna) and Giuliana Caivano (University of Bologna) 11.30 - 13.00 _Session II: DISCIPLINING BANKS, BAILOUTS AND BAIL-INS_ ·/Unconventional Monetary Policy and Credit Rating Inflation, /Nordine Abidi (European Central Bank), *Matteo Falagiarda* (European Central Bank) and Ixart Miquel-Flores (European Central Bank) ·/Sharing the Pain? Credit Supply and Real Effects of Bank Bail-ins, /Thorsten Beck (University of London, CEPR & CESifo), Samuel Da-Rocha-Lopes (European Banking Authority & Nova School of Business & Economics, Lisbon) and *André F. Silva* (University of London & International Monetary Fund) ·/Does Size Matter? Bailouts with Large and Small Banks, /Eduardo Dávila (New York University & NBER) and *Ansgar Walther* (Imperial College London) 14.30 - 16.00 _Session III: BANK LENDING POLICIES_ ·/Adapting Lending Policies When Negative Interest Rates Hit Banks’ Profits, /Oscar Arce (Bank of Spain), Miguel García-Posada (European Central Bank), *Sergio Mayordomo* (Bank of Spain) and Steven Ongena (University of Zurich, Swiss Finance Institute, KU Leuven & CEPR) ·/Loan Underwriting Time: A New Determinant of Bank Lending Standards, /Mikel Bedayo (Bank of Spain), *Gabriel Jiménez* (Bank of Spain), José-Luis Peydró (ICREA, Pompeu Fabra University, Barcelona Graduate School of Economics, Imperial College London & CEPR) and Raquel Vegas (Bank of Spain) ·/Can Technology Undermine Macroprudential Regulation? Evidence from Peer-to-Peer Credit in China, /Fabio Braggion (Tilburg University & CentER), *Alberto Manconi* (Bocconi University) and Haikun Zhu (Tilburg University & CentER) 16.00 - 17.00 _Poster Session 1_ 17.00 - 18.00 _Session IV: DEFAULTS: TIME AND CONTAGION_ ·/Disastrous Defaults/, Christinan Gouriéroux (University of Toronto & Toulouse School of Economics), Alain Monfort (CREST & Bank of France), Sarah Mouabbi (Bank of France) and *Jean-Paul Renne *(HEC Lausanne) ·/Time Matters: How Default Resolution Times Impact Final Loss Rates, /*Jennifer Betz*(Regensburg University), Ralf Kellner (Regensburg University) and Daniel Rösch (Regensburg University) *Friday, September 28 2018* 09.00 - 11.00 _Session V: INVESTMENT, FINANCING AND DEFAULT RISK_ ·/Residential mortgage defaults and positive equity: Lessons from Europe, /Virginia Gianinazzi (Università della Svizzera Italiana & Swiss Finance Institute), Loriana Pelizzon (Ca’ Foscari University of Venice & SAFE-Goethe University Frankfurt) and *Alberto Plazzi* (Università della Svizzera Italiana & Swiss Finance Institute) ·/The Differential Impact of Leverage on the Default Risk of Small and Large Firms, /Lara Cathcart (Imperial College London), Alfonso Dufour (ICMA Centre & Henley Business School), Ludovico Rossi (ICMA Centre & Henley Business School) and *Simone Varotto* (ICMA Centre & Henley Business School) ·/Credit Default Swaps Around the World: Investment and Financing Effects/, Söhnke M. Bartram (Warwick Business School), Jennifer Conrad (University of North Carolina at Chapel Hill), Jongsub Lee (University of Florida) and *Marti G. Subrahmanyam* (New York University) ·/The European Venture Capital Landscape: an EIF Perspective, /Helmut Kraemer-Eis (European Investment Fund) and *Simone Signore* (European Investment Fund) 11.30 - 13.15 /Session VI: BANKS, COLLATERAL AND ASYMMETRIC INFORMATION/ ·*Key-note talk:*/Customers and Investors: A Framework for Understanding Financial Institutions, /*Robert Merton* (Massachusetts Institute of Technology & NBER) ·/Collateral and Asymmetric Information in Lending Markets, /Vasso Ioannidou (Lancaster University & CEPR), *Nicola Pavanini* (Tilburg University & CEPR) and Yushi Peng (University of Zurich & Swiss Finance Institute) ·/Lending Relationships and the Collateral Channel, /Gareth Anderson (Bank of England), Saleem Bahaj (Bank of England), *Matthieu Chavaz* (Bank of England), Angus Foulis (Bank of England) and Gabor Pinter (Bank of England) 14.30 - 16.00 _PANEL SESSION_ 16.00 - 17.00 _Poster Session 2_ 17.00 - 18.15 _Session VII: BANKS AND INCENTIVES_ ·*Key-note talk:*/Marking to Market versus Taking to Market, /*Guillaume Plantin* (Sciences Po & CEPR) ·/Bank Bonus Pay as a Risk Sharing Contract, /*Matthias Efing*(HEC Paris), Harald Hau (University of Geneva, CEPR & Swiss Finance Institute), Patrick Kampkötter (University of Tübingen) and Jean-Charles Rochet (University of Geneva & Swiss Finance Institute) REGISTRATION To register for the Conference you are requested to complete the registration form that is available on our website (_http://www.greta.it/credit/credit2018/credit2018.htm_). Registration fees are: Early registrationLate registration (within August 31^st )(from September 1^st on) Academics:250 Euro + VAT300 Euro + VAT Practitioners:800 Euro + VAT1000 Euro + VAT Academics Poster Presenter:130 Euro + VAT130 Euro + VAT Practitioners Poster Presenter:500 Euro + VAT500 Euro + VAT PhD Students*:80 Euro + VAT130 Euro + VAT *VAT is currently 22%* For participants presenting a paper there are no fees. *Students will have to provide valid proof of their student status. The registration fees cover: Admission to all scientific sessions; Lunches and coffee service during the Conference; Conference kit. The registration fees do not fully cover the conference dinner on September 27^th , 20178, for which there is an extra charge of 90.00 Euro per person (conference attendees as well as accompanying persons). IMPORTANT DATES August 31, 2018: Deadline for sending final version of accepted papers August 31, 2018: Deadline for early registration More detailed information available on the Conference website: http://www.greta.it/credit/credit2018/credit2018.htm -- -- Monica Billio Dipartimento di Economia, Università Ca' Foscari Venezia Fondamenta San Giobbe 873, 30121 Venezia Tel +39 041 2349170, Fax +39 041 2349176 E-mail billio(a)unive.it http://www.unive.it/persone/billio http://ideas.repec.org/e/pbi55.html http://papers.ssrn.com/sol3/cf_dev/AbsByAuth.cfm?per_id=303041 http://scholar.google.it/citations?user=ll83_twAAAAJ&hl=en CREDIT 2018 http://www.greta.it/credit/credit2018/credit2018.htm -- Nota automatica aggiunta dal sistema di posta.

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2 Lecturers in Statistics and Probability at Sussex, UK
by Enrico Scalas 26 Jul '18

26 Jul '18

Car* collegh*, al Dipartimento di Matematica dell'Universita' del Sussex (UK) abbiamo due posti permanenti di probabilita' e statistica. Per maggiori informazioni si puo' vedere l'annuncio on-line: https://www.sussex.ac.uk/about/jobs/lecturers-in-statistics-and-probability… https://www.jobs.ac.uk/job/BLO080/lecturers-in-statistics-and-probability-x… La scadenza per le domande e' il 24 agosto. Vi prego di diffondere l'informazione alle persone potenzialmente interessate. Cordiali saluti, Enrico Scalas

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Postdoctoral Position in Financial Mathematics at Dublin City University
by Paolo Guasoni 26 Jul '18

26 Jul '18

Dear Colleague, Dublin City University has a Postdoctoral position (Two-year) in Financial Mathematics https://www.dcu.ie/sites/default/files/hr/postdoct_financial_maths_july_201… The closing date for the application is August 9th, 2018. With best regards, Paolo Guasoni

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Assegno di ricerca 1 anno (scadenza iscrizione 12/09/2018)
by Giacomo Aletti 26 Jul '18

26 Jul '18

Sorry for cross-posting ================= All'indirizzo http://www.unimi.it/ricerca/assegni_ricerca/121827.htm è stato pubblicata l'istituzione di un assegno di ricerca della durata di un anno, presso UNIMI, nell’ambito del programma di ricerca dal titolo “Evaluation of CAP 2015-2020 and taking action”. Le attività da svolgersi sono sinteticamente qui riportate: 1) Data cleaning 2) Data integration 3) Model development 4) Code writing 5) Data Analysis 6) Reports/Papers writing La scadenza dell'iscrizione è il 12/09/2018. Allegato bando in italiano e inglese, si prega di dare massima diffusione a questa notizia. E' possibile contattarmi, in qualità di responsabile scientifico, per ulteriori informazioni. Cordiali saluti, Giacomo Aletti -- ------------------------------- Giacomo Aletti, Full Professor (Probability Theory and Mathematical Statistics) Department of Environmental Science and Policy (ESP) ADAMSS Centre (ex MIRIAM) Advanced Applied Mathematical and Statistical Sciences Università degli Studi di Milano Via Saldini, 50 20133 Milano, Italy Tel: +39-02-503.16158 Fax:+39-02-503.16090 Cell: +39-340-9739142

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Seminario NAUDTS
by Matteo Ruggiero 26 Jul '18

26 Jul '18

STATISTICS SEMINARS @ COLLEGIO CARLO ALBERTO Giovedì 9 Agosto 2018, alle ore 12:00, presso il nuovo edificio del Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario: ------------------------------------------------ Jan NAUDTS (Universiteit Antwerpen) NON-COMMUTATIVE INFORMATION GEOMETRY Information geometry is concerned with the study of statistical manifolds. These are differentiable manifolds consisting of probability distributions. In the param- eterized case their geometry is described by a metric tensor and a pair of dually flat connections. In the more general non-parameterized case they are Banach manifolds. This area of research is still developing and has applications in many domains. My interest in this domain is twofold. The notion of an exponential family of statistical models can be generalized by introducing deformed exponential functions. More recently, I made some progress in the study of manifolds of quantum states, more specifically, states on a von Neumann algebra. I review what is known in the case of states on the algebra of N-times-N matrices and discuss the difficulties encountered when trying to generalize these results. ------------------------------------------------ Tutti gli interessati sono invitati a partecipare. Il seminario è organizzato dalla "de Castro" Statistics Initiative (www.carloalberto.org/stats) in collaborazione con il Collegio Carlo Alberto. Cordiali saluti, Matteo Ruggiero --- Matteo Ruggiero University of Torino and Collegio Carlo Alberto www.matteoruggiero.it

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Conference in Venice on Small Business Risk, Financial Regulation and Big Data Analytics - 27/28 September 2018
by Monica Billio 24 Jul '18

24 Jul '18

17^th INTERNATIONAL CONFERENCE CREDIT 2018 */SMALL BUSINESS RISK, FINANCIAL REGULATION/* */and BIG DATA ANALYTICS/* ** 27 – 28 September 2018 Palazzo Franchetti – Venice, Italy *GRETA Associati *(Venice, Italy), the *European Investment Fund *(EIF, Luxembourg), *European DataWarehouse*(Frankfurt am Main, Germany) and *Intesa Sanpaolo *(Milan, Italy) are co-sponsors of a Conference to be held in Venice on September 27-28, 2018. The objective of the Conference is to bring together academics, practitioners and PhD students working in the area of risk management. The conference will provide an opportunity for participants engaged in research at the forefront of this area to discuss both the causes and implications of recent events in financial markets and may, in turn, suggest fruitful directions for future research. The Conference, organised under the auspices of the *Department of Economics of the University Ca’ Foscari of Venice*, *ABI - Italian Banking Association *and *European Investment Bank*, is the *seventeenth* of a series dedicated to various aspects of credit risk. The Scientific Committee consists of: ·*Hans Degryse *(KU Leuven, Halle Institute for Economic Research & CEPR, Programme Chair)** ·*Monica Billio *(Ca’ Foscari University of Venice & GRETA) ·*Vasso Ioannidou *(Lancaster University & CEPR) ·*Helmut Kraemer-Eis *(European Investment Fund) ·*Jan Peter Krahnen *(SAFE - Goethe University) ·*Steven Ongena *(University of Zurich, Swiss Finance Institute, KU Leuven & CEPR) ·*Guillaume Plantin*(Sciences Po & CEPR) ·*Stephen Schaefer *(London Business School) ·*Enrico Sette *(Bank of Italy) ·*Ludovic Thebault *(European DataWarehouse) ** PROGRAMME *Thursday, September 27 2018* 09.00 - 09.15 _Welcome and Opening Remarks_ *Hans Degryse*(KU Leuven, Halle Institute for Economic Research & CEPR, Programme Chair) 09.15 - 11.00 _Session I: RECENT DEVELOPMENTS IN CREDIT RISK MEASUREMENT_ ·*Key-note talk:*/Trade Credit - for Better or Worse: Contagion, Risk-sharing, and Pricing, /*Tor Jacobson* (Sveriges Riksbank, Stockholm) ·/Credit Risk Analysis Using Machine and Deep Learning Models, /Peter Martey Addo (French Development Agency & Laboratory of Excellence for Financial Regulation, Paris), *Dominique Guegan* (Laboratory of Excellence for Financial Regulation, Paris, University Paris 1 Pantheon Sorbonne & Ca’ Foscari University of Venice) and Bertrand Hassani (Laboratory of Excellence for Financial Regulation, Paris & Capgemini Consulting, Courbevoie) ·/Estimation of Probability of Default with Machine Learning Techniques: A Comparative Approach, /*Stefano Bonini*(University of Bologna) and Giuliana Caivano (University of Bologna) 11.30 - 13.00 _Session II: DISCIPLINING BANKS, BAILOUTS AND BAIL-INS_ ·/Unconventional Monetary Policy and Credit Rating Inflation, /Nordine Abidi (European Central Bank), *Matteo Falagiarda* (European Central Bank) and Ixart Miquel-Flores (European Central Bank) ·/Sharing the Pain? Credit Supply and Real Effects of Bank Bail-ins, /Thorsten Beck (University of London, CEPR & CESifo), Samuel Da-Rocha-Lopes (European Banking Authority & Nova School of Business & Economics, Lisbon) and *André F. Silva* (University of London & International Monetary Fund) ·/Does Size Matter? Bailouts with Large and Small Banks, /Eduardo Dávila (New York University & NBER) and *Ansgar Walther* (Imperial College London) 14.30 - 16.00 _Session III: BANK LENDING POLICIES_ ·/Adapting Lending Policies When Negative Interest Rates Hit Banks’ Profits, /Oscar Arce (Bank of Spain), Miguel García-Posada (European Central Bank), *Sergio Mayordomo* (Bank of Spain) and Steven Ongena (University of Zurich, Swiss Finance Institute, KU Leuven & CEPR) ·/Loan Underwriting Time: A New Determinant of Bank Lending Standards, /Mikel Bedayo (Bank of Spain), *Gabriel Jiménez* (Bank of Spain), José-Luis Peydró (ICREA, Pompeu Fabra University, Barcelona Graduate School of Economics, Imperial College London & CEPR) and Raquel Vegas (Bank of Spain) ·/Can Technology Undermine Macroprudential Regulation? Evidence from Peer-to-Peer Credit in China, /Fabio Braggion (Tilburg University & CentER), *Alberto Manconi* (Bocconi University) and Haikun Zhu (Tilburg University & CentER) 16.00 - 17.00 _Poster Session 1_ 17.00 - 18.00 _Session IV: DEFAULTS: TIME AND CONTAGION_ ·/Disastrous Defaults/, Christinan Gouriéroux (University of Toronto & Toulouse School of Economics), Alain Monfort (CREST & Bank of France), Sarah Mouabbi (Bank of France) and *Jean-Paul Renne *(HEC Lausanne) ·/Time Matters: How Default Resolution Times Impact Final Loss Rates, /*Jennifer Betz*(Regensburg University), Ralf Kellner (Regensburg University) and Daniel Rösch (Regensburg University) *Friday, September 28 2018* 09.00 - 11.00 _Session V: INVESTMENT, FINANCING AND DEFAULT RISK_ ·/Residential mortgage defaults and positive equity: Lessons from Europe, /Virginia Gianinazzi (Università della Svizzera Italiana & Swiss Finance Institute), Loriana Pelizzon (Ca’ Foscari University of Venice & SAFE-Goethe University Frankfurt) and *Alberto Plazzi* (Università della Svizzera Italiana & Swiss Finance Institute) ·/The Differential Impact of Leverage on the Default Risk of Small and Large Firms, /Lara Cathcart (Imperial College London), Alfonso Dufour (ICMA Centre & Henley Business School), Ludovico Rossi (ICMA Centre & Henley Business School) and *Simone Varotto* (ICMA Centre & Henley Business School) ·/Credit Default Swaps Around the World: Investment and Financing Effects/, Söhnke M. Bartram (Warwick Business School), Jennifer Conrad (University of North Carolina at Chapel Hill), Jongsub Lee (University of Florida) and *Marti G. Subrahmanyam* (New York University) ·/The European Venture Capital Landscape: an EIF Perspective, /Helmut Kraemer-Eis (European Investment Fund) and *Simone Signore* (European Investment Fund) 11.30 - 13.15 /Session VI: BANKS, COLLATERAL AND ASYMMETRIC INFORMATION/ ·*Key-note talk:*/Customers and Investors: A Framework for Understanding Financial Institutions, /*Robert Merton* (Massachusetts Institute of Technology & NBER) ·/Collateral and Asymmetric Information in Lending Markets, /Vasso Ioannidou (Lancaster University & CEPR), *Nicola Pavanini* (Tilburg University & CEPR) and Yushi Peng (University of Zurich & Swiss Finance Institute) ·/Lending Relationships and the Collateral Channel, /Gareth Anderson (Bank of England), Saleem Bahaj (Bank of England), *Matthieu Chavaz* (Bank of England), Angus Foulis (Bank of England) and Gabor Pinter (Bank of England) 14.30 - 16.00 _PANEL SESSION_ 16.00 - 17.00 _Poster Session 2_ 17.00 - 18.15 _Session VII: BANKS AND INCENTIVES_ ·*Key-note talk:*/Marking to Market versus Taking to Market, /*Guillaume Plantin* (Sciences Po & CEPR) ·/Bank Bonus Pay as a Risk Sharing Contract, /*Matthias Efing*(HEC Paris), Harald Hau (University of Geneva, CEPR & Swiss Finance Institute), Patrick Kampkötter (University of Tübingen) and Jean-Charles Rochet (University of Geneva & Swiss Finance Institute) REGISTRATION To register for the Conference you are requested to complete the registration form that is available on our website (_http://www.greta.it/credit/credit2018/credit2018.htm_). Registration fees are: Early registrationLate registration (within August 31^st )(from September 1^st on) Academics:250 Euro + VAT300 Euro + VAT Practitioners:800 Euro + VAT1000 Euro + VAT Academics Poster Presenter:130 Euro + VAT130 Euro + VAT Practitioners Poster Presenter:500 Euro + VAT500 Euro + VAT PhD Students*:80 Euro + VAT130 Euro + VAT *VAT is currently 22%* For participants presenting a paper there are no fees. *Students will have to provide valid proof of their student status. The registration fees cover: Admission to all scientific sessions; Lunches and coffee service during the Conference; Conference kit. The registration fees do not fully cover the conference dinner on September 27^th , 20178, for which there is an extra charge of 90.00 Euro per person (conference attendees as well as accompanying persons). IMPORTANT DATES August 31, 2018: Deadline for sending final version of accepted papers August 31, 2018: Deadline for early registration More detailed information available on the Conference website: http://www.greta.it/credit/credit2018/credit2018.htm -- -- Monica Billio Dipartimento di Economia, Università Ca' Foscari Venezia Fondamenta San Giobbe 873, 30121 Venezia Tel +39 041 2349170, Fax +39 041 2349176 E-mail billio(a)unive.it http://www.unive.it/persone/billio http://ideas.repec.org/e/pbi55.html http://papers.ssrn.com/sol3/cf_dev/AbsByAuth.cfm?per_id=303041 http://scholar.google.it/citations?user=ll83_twAAAAJ&hl=en CREDIT 2018 http://www.greta.it/credit/credit2018/credit2018.htm -- Nota automatica aggiunta dal sistema di posta.

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offerta "phd post" in Irlanda
by Claudio Macci 24 Jul '18

24 Jul '18

Inoltro la seguente segnalazione. Cordiali saluti a tutti. Claudio Macci. ---------- Forwarded message ---------- Date: Mon, 23 Jul 2018 13:04:27 +0000 From: Ken Duffy <Ken.Duffy(a)mu.ie> To: Ken Duffy <Ken.Duffy(a)mu.ie> Subject: Seeking candidates for a (42k Euro / year) Ph.D. position in Mathematical Biology. Dear Colleagues, I have a well funded Mathematical Biology Ph.D. post (42k/year wage, no fees for EU citizens, travel monies, etc.) for which I am seeking candidates. It is part of a Europe Union Marie Curie Training Network, QuanTII, so there are mobility restrictions that essentially exclude existing Irish-based candidates. Hence I'd sincerely appreciate it if you could pass this on to anyone suitable you know who might be interested. The research is multi-disciplinary and will be in collaboration with colleagues at the Walter and Eliza Institute of Medical Research. I am mainly looking for someone with a good numerate background, preferably including probability and statistics, with an interest in applications; they can learn the biology on the job. https://www.universityvacancies.com/maynooth-university/marie-curie-early-s tage-researcher-mathematical-biology-10067 Best regards, Ken ------------- Ken Duffy Professor Director, Maynooth University Hamilton Institute T: +353 1 708 6796 E: ken.duffy(a)mu.ie W: www.maynoothuniversity.ie/people/ken-duffy

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International Conference in Venice - CALL FOR PARTECIPATION
by Monica Billio 23 Jul '18

23 Jul '18

CREDIT2018 <http://www.greta.it/credit/credit2018/credit2018.htm> * * *GRETA Associati *(Venice, Italy), the *European Investment Fund *(EIF, Luxembourg), *European DataWarehouse*(Frankfurt am Main, Germany) and *Intesa Sanpaolo *(Milan, Italy) are co-sponsors of a Conference to be held in Venice on September 27-28, 2018.* * The objective of the Conference is to bring together academics, practitioners and PhD students working in the area of risk management. The conference will provide an opportunity for participants engaged in research at the forefront of this area to discuss both the causes and implications of recent events in financial markets and may, in turn, suggest fruitful directions for future research. * * The Conference, organised under the auspices of the *Department of Economics**of the University Ca’ Foscari of Venice*, *ABI - Italian Banking Association* and *European Investment Bank*, is the seventeenth of a series dedicated to various aspects of credit risk.** The Scientific Committee consists of: *Hans Degryse *(KU Leuven, Halle Institute for Economic Research & CEPR, Programme Chair) *Monica Billio *(Ca’ Foscari University of Venice & GRETA) *Vasso Ioannidou *(Lancaster University & CEPR) *Helmut Kraemer-Eis *(European Investment Fund) *Jan Pieter Krahnen *(SAFE - Goethe University) *Steven Ongena *(University of Zurich, Swiss Finance Institute, KU Leuven & CEPR) *Guillaume Plantin*(Sciences Po & CEPR) *Stephen Schaefer *(London Business School) *Enrico Sette *(Bank of Italy) *Ludovic Thebault *(European DataWarehouse) Sponsors** *GRETA* <http://www.greta.it/> *EIF* <http://www.eif.org/index.htm> *European Datawarehouse* <https://eurodw.eu/> *IntesaSanpaolo* <http://www.group.intesasanpaolo.com/scriptIsir0/si09/eng_index.jsp> Auspices** *ABI* <http://www.abi.it/Pagine/default.aspx> *EIB* <http://www.eib.org/> <http://www.unive.it/pag/16892> **PROGRAMME ** *Thursday, September 27 2018* * 8.30 – 9.00 Registration* * 9.00 - 9.15 Welcome and Opening Remarks*: *Hans Degryse* (KU Leuven, Halle Institute for Economic Research & CEPR, Programme Chair) * 9.15 - 11.00 Session I: RECENT DEVELOPMENTS IN CREDIT RISK MEASUREMENT* • *Key-note talk:* /TBA/, *Tor Jacobsen*(Sveriges Riksbank, Stockholm) • /Credit Risk Analysis Using Machine and Deep Learning Models/, Peter Martey Addo (French Development Agency & Laboratory of Excellence for Financial Regulation, Paris), *Dominique Guegan* (Laboratory of Excellence for Financial Regulation, Paris, University Paris 1 Pantheon Sorbonne & Ca’ Foscari University of Venice) and Bertrand Hassani(Laboratory of Excellence for Financial Regulation, Paris & Capgemini Consulting, Courbevoie) • /Estimation of Probability of Default with Machine Learning Techniques: A Comparative Approach/, *Stefano Bonini *(University of Bologna) and Giuliana Caivano (University of Bologna) *11.30 - 13.00 Session II: DISCIPLINING BANKS, BAILOUTS AND BAIL-INS* • /Unconventional Monetary Policy and Credit Rating Inflation/, Nordine Abidi (European Central Bank), *Matteo Falagiarda* (European Central Bank)and Ixart Miquel-Flores (European Central Bank) • /Sharing the Pain? Credit Supply and Real Effects of Bank Bail-ins/, Thorsten Beck (University of London, CEPR & CESifo), Samuel Da-Rocha-Lopes(European Banking Authority & Nova School of Business & Economics, Lisbon) and *André F. Silva* (University of London & International Monetary Fund) • /Does Size Matter? Bailouts with Large and Small Banks/, Eduardo Dávila (New York University & NBER) and*Ansgar Walther* (University of Warwick) *14.30 - 16.00 Session III: * *BANK LENDING POLICIES* • /Adapting Lending Policies When Negative Interest Rates Hit Banks’ Profits/, Oscar Arce (Bank of Spain), Miguel García-Posada (European Central Bank), *Sergio Mayordomo* (Bank of Spain) and Steven Ongena(University of Zurich, Swiss Finance Institute, KU Leuven & CEPR) • /Loan Underwriting Time: A New Determinant of Bank Lending Standards/, Mikel Bedayo (Bank of Spain), *Gabriel Jiménez* (Bank of Spain), José-Luis Peydró(ICREA, Pompeu Fabra University, Barcelona Graduate School of Economics, Imperial College London & CEPR) and Raquel Vegas(Bank of Spain) • /Can Technology Undermine Macroprudential Regulation? Evidence from Peer-to-Peer Credit in China/, Fabio Braggion(Tilburg University & CentER), *Alberto Manconi* (Bocconi University) and Haikun Zhu(Tilburg University & CentER) *16.00 - 17.00 Poster Session 1* *17.00 - 18.00 Session IV: DEFAULTS: TIME AND CONTAGION** * • /Disastrous Defaults/, Christinan Gouriéroux(University of Toronto & Toulouse School of Economics), Alain Monfort (CREST & Bank of France), Sarah Mouabbi (Bank of France) and *Jean-Paul Renne*(HEC Lausanne) • /Time Matters: How Default Resolution Times Impact Final Loss Rates/, *Jennifer Betz* (Regensburg University), Ralf Kellner (Regensburg University) and Daniel Rösch (Regensburg University) *Friday, September 28 2018* *9.00 - 11.00 Session V: ***DEFAULTS, DEFAULT RISK AND DERIVATIVES* * • /Residential mortgage defaults and positive equity: Lessons from Europe/, Virginia Gianinazzi (Università della Svizzera Italiana & Swiss Finance Institute), Loriana Pelizzon (Ca' Foscari University of Venice & SAFE-Goethe University Frankfurt)and *Alberto Plazzi* (Università della Svizzera Italiana & Swiss Finance Institute) • /The Differential Impact of Leverage on the Default Risk of Small and Large Firms/, Lara Cathcart (Imperial College London), Alfonso Dufour (ICMA Centre & Henley Business School), Ludovico Rossi(ICMA Centre & Henley Business School) and *Simone Varotto* (ICMA Centre & Henley Business School) • /Credit Default Swaps Around the World: Investment and Financing Effects/, Söhnke M. Bartram (Warwick Business School), Jennifer Conrad (University of North Carolina at Chapel Hill), Jongsub Lee (University of Florida) and *Marti G. Subrahmanyam* (New York University) •/TBA/ (European Investment Fund) *11.30 - 13.15 Session VI: ***BANKS, COLLATERAL AND ASYMMETRIC INFORMATION* * •*Key-note talk: *C/ustomers and Investors: A Framework for Understanding Financial Institutions/, *Robert Merton*(Massachusetts Institute of Technology & NBER) • /Collateral and Asymmetric Information in Lending Markets/, Vasso Ioannidou (Lancaster University & CEPR), *Nicola Pavanini*(Tilburg University & CEPR) and Yushi Peng (University of Zurich & Swiss Finance Institute) • /Lending Relationships and the Collateral Channel/, Gareth Anderson (Bank of England), Saleem Bahaj (Bank of England), *Matthieu Chavaz* (Bank of England), Angus Foulis(Bank of England) and Gabor Pinter (Bank of England) *14.30 - 16.00 PANEL Session* *16.00 - 17.00 Poster Session 2* *17.00 - 18.15 Session VII: BANKS AND INCENTIVES* • *Key-note talk:* /TBA/, *Guillaume Plantin*(Sciences Po) • /Bank Bonus Pay as a Risk Sharing Contract/, *Matthias Efing*(HEC Paris), Harald Hau (University of Geneva, CEPR & Swiss Finance Institute), Patrick Kampkötter(University of Tübingen) and Jean-Charles Rochet (University of Geneva & Swiss Finance Institute) **REGISTRATION** To register for the Conference you are requested to complete the registration form that is available on our website (_http://www.greta.it/credit/credit2018/credit2018.htm_). Registration fees are: Late registration (from September 1^st on) Early registration (within August 31^st ) Academics: 250 Euro + VAT 300 Euro + VAT Practitioners: 800 Euro + VAT 1000 Euro + VAT Academics Poster Presenter: 130 Euro + VAT 130 Euro + VAT Practitioners Poster Presenter: 500 Euro + VAT 500 Euro + VAT PhD Students*: 80 Euro + VAT 130 Euro + VAT ** *VAT is currently 22%* For participants presenting a paper there are no fees. *Students will have to provide valid proof of their student status. The registration fees cover: * Admission to all scientific sessions * Lunches and coffee service during the Conference * Conference kit The registration fees do not fully cover the conference dinner on September 27th, 2018, for which there is an extra charge of 90.00 Euro per person (conference attendees as well as accompanying persons). *IMPORTANT DATES* August 31, 2018: Deadline for sending final version of accepted papers August 31, 2018: Deadline for early registration More detailed information available on the Conference website: http://www.greta.it/credit/credit2018/credit2018.htm *** Please accept our apologies for any crossed e-mails. -- Nota automatica aggiunta dal sistema di posta.

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Research grant
by Marco Corazza 22 Jul '18

22 Jul '18

Dear All, a call for a research grant in Ca' Foscari on "Deep Reinforcement Learning for Financial Trading" is online ( http://static.unive.it/common2/file/download/assegni_ricerca/5b4f1833e5722) Deadline: August 8, 2018. Please, spread the information. Best regards, Marco Corazza -- Marco Corazza, Ph.D. Department of Economics - Ca' Foscari University of Venice San Giobbe, Cannaregio 873 - 30121 Venezia, Italy Mobile: (+39) 366 602-9134 Phone: (+39) 041 234-6921 Fax: (+39) 041 234-7444 E-mail: corazza(a)unive.it Editor-in-Chief: Mathematical Methods in Economics and Finance - www.unive.it/m2ef -- -- Nota automatica aggiunta dal sistema di posta.

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Fwd: UPCOMING DEADLINE - IMT SCHOOL - 2018/19 PHD CALL :: PROGRAMMI DI DOTTORATO
by Irene Crimaldi 18 Jul '18

18 Jul '18

---------- Forwarded message ---------- From: <phdapplications(a)imtlucca.it> Date: Tue, Jul 17, 2018 at 4:56 PM Subject: UPCOMING DEADLINE - IMT SCHOOL - 2018/19 PHD CALL :: PROGRAMMI DI DOTTORATO To: irene.crimaldi(a)imtlucca.it [image: PhD Call 2018 Header] *2018/19* *CALL FOR PHD APPLICATIONS* *UPCOMING DEADLINE FOR 36 POSITIONS* *August 3rd, 2018 at 12:00 pm CEST* We are pleased to inform you about the IMT School for Advanced Studies Lucca's two PhD Programs and their specialized tracks Siamo lieti di annunciare i due Programmi di Dottorato della Scuola IMT Alti Studi Lucca e i loro track specialistici: Cognitive and Cultural Systems PhD Program - Analysis and Management of Cultural Heritage (AMCH) - Cognitive, Computational and Social Neurosciences (CCSN) Systems Science PhD Program - Computer Science and Systems Engineering (CSSE) - Economics, Networks and Business Analytics (ENBA) - No tuition fees, free room and access to IMT Canteen - Esenzione dalle tasse d'iscrizione, alloggio gratuito, accesso gratuito alla mensa - A grant of €15,300 gross/year - Importo lordo della borsa: €15.300/anno Candidates can apply if they obtain their (minimum) 4-year undergraduate degree NO LATER than October 31st, 2018 Possono fare domanda coloro che conseguano il titolo valido per l'ammissione entro e NON OLTRE il 31 ottobre 2018 MORE INFORMATION AND APPLICATION: phd.imtlucca.it The IMT School for Advanced Studies Lucca (www.imtlucca.it <http://imtlucca.it>), one of the six Schools of Excellence in Italy, is a research university within the Italian public higher education system. The IMT School's mission is characterized by the analysis and management of a plurality of economic, social, scientific, technological and cultural systems. La Scuola IMT Alti Studi Lucca (www.imtlucca.it <http://imtlucca.it>), una delle sei Scuole di Eccellenza in Italia, è un'istituzione universitaria pubblica di ricerca e alta formazione dottorale a ordinamento speciale, focalizzata sull'analisi e gestione dei sistemi economici, sociali, scientifici, tecnologici e culturali. Follow us on Facebook <https://www.facebook.com/IMT-School-for-Advanced-Studies-Lucca-187139651342…>, Twitter <https://twitter.com/IMTLucca>, YouTube <https://www.youtube.com/user/IMTAltiStudiLucca>, LinkedIn <https://www.linkedin.com/company/imt-lucca-institute-for-advanced-studies?t…> Please note that this account is used for outgoing e-mails only, and therefore your reply message will not be read. For inquiries regarding the 2018/19 IMT School PhD call, please write to phdapplications(a)imtlucca.it IMT School for Advanced Studies Lucca Piazza San Ponziano 6, 55100 Lucca - Italy Tel: +39 0583 4326 597, fax: +39 0583 4326 565 www.imtlucca.it <http://imtlucca.it> *PRIVACY NOTICE:* The new GDPR data and privacy guidelines, EU 2016/679, went into effect on May 25th 2018. Please note that your personal information (name, email address) will continue being managed by this office exclusively to communicate information about the IMT School PhD Programs. If you no longer wish to receive these messages, please send an email to phdapplications(a)imtlucca.it so that we can remove your email address from our list. For more information regarding the IMT School privacy guidelines (in Italian only), please see the following link: https://www.imtlucca.it/amministrazione-trasparente/ trasparenza:altri_contenuti:altri_contenuti_-_privacy . *Il 25 maggio 2018 e' entrato in vigore il nuovo Regolamento generale sulla protezione dei dati delle persone fisiche, UE 2016/679, comunemente indicato con l'acronimo GDPR. Si precisa che i suoi dati personali (nome, indirizzo mail) sono e continueranno ad essere trattati da questo Ufficio esclusivamente al fine di promuovere i Programmi di dottorato offerti dalla Scuola IMT Alti Studi di Lucca. Qualora non desideriate ricevere ulteriori comunicazioni sui Programmi di dottorato, siete pregati di inviare una mail al seguente indirizzo: phdapplications(a)imtlucca.it <phdapplications(a)imtlucca.it>. In tal modo provvederemo alla cancellazione dei vostri dati e non riceverete piu' nessuna comunicazione in merito. Per ulteriori informazioni si rimanda alla pagina di aggiornamento dell'informativa privacy della Scuola IMT Alti Studi di Lucca disponibile al seguente link: https://www.imtlucca.it/amministrazione-trasparente/trasparenza:altri_conte… <https://www.imtlucca.it/amministrazione-trasparente/trasparenza:altri_conte…>.*

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Fwd: LYSM - Call for extended missions to Italy or France
by Pietro Caputo 18 Jul '18

18 Jul '18

ricevo e inoltro: %%%%%%%%%%% Dear collegues, as many of you already know, the Hypatie Laboratory of Mathematical Sciences (LYSM) is in full activity since one year and a half, and keeps funding scientific collaborations between Italy and France, as well as conferences with an Italian-French character. The standard activities that we fund are short missions (one or two weeks) or conferences (either participation or organization). For details, please refer to the website https://www.lysm.eu/ For funding applications, please use the web forms available on the website. With this message, we would like to advertize a new opportunity, namely the possibility of applying for funding of EXTENDED MISSIONS (more than 1 month, up to one academic year) from Italy to France, or viceversa. The maximal funding per month offered by LYSM is in line with the cost of life in these two countries: for details, please contact the coordinators of the lab. In order to apply, please use the `Missions' form on the LYSM website. The deadline for applications of proposals for the next academic year, 2018/19, is SEPTEMBER 15, 2018 In your application, please explain in detail the scientific reasons of your long-term missions, the research project that you intend to work on and the expected output of the research, as well as the detailed financial plan. With best regards, Viviane Baladi, Dario Bambusi,Cinzia Bisi, Benoit Claudon, Adriana Garroni, Alessandro Giuliani, Daniele Guido, Massimiliano Mella, Thierry Paul, Pierre Picco, Alessandra Sarti, Stephane Vassout

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Fwd: [CvGmt News] Fwd: assegni (fwd)
by Tiziano Vargiolu 16 Jul '18

16 Jul '18

Date: Fri, 13 Jul 2018 16:37:17 +0200 From: GIUSEPPE BUTTAZZO <giuseppe.buttazzo(a)unipi.it> Subject: [CvGmt News] Fwd: assegni To: News <news(a)cvgmt.sns.it> Buongiorno, comunico che sono stati banditi https://www.unipi.it/ateneo/bandi/assegni/asse2018/mat/index.htm con scadenza 28/7 alle 13 i tre assegni di ricerca annuali di geometria e algebra, analisi e probabilit?, e storia della matematica. Saluti, Carlo -- Carlo Petronio Direttore Dipartimento di Matematica Universit? di Pisa _______________________________________________ Ordinari.dm mailing list Ordinari.dm(a)listgateway.unipi.it http://listgateway.unipi.it/mailman/listinfo/ordinari.dm

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Conferenza Pubblica Nadia Robotti - Como - 24 luglio
by elisa mastrogiacomo 15 Jul '18

15 Jul '18

Nell’ambito della Lake Como School “*Advanced school on complexity and emergence: ideas, methods, with a special attention to economics and finance*” che si terrà a Villa del Grumello a Como dal 22 al 27 luglio, è stata organizzata la conferenza pubblica *“LA FONDAZIONE ALESSANDRO VOLTA INCONTRA”* *BRUNO PONTECORVO:* *DA PISA A DUBNA, UN VIAGGIO SENZA RITORNO* *Conferenza pubblica con Nadia Robotti* *24 luglio, ore 21* *Pinacoteca Civica di Como* Nuovo appuntamento con “*La Fondazione Alessandro Volta incontra*”, il ciclo di conferenze aperto al grande pubblico su scienza, letteratura, arte e musica. *Martedì 24 luglio* *alle 21.00 in Pinacoteca Civica a Como, *la professoressa *Nadia Robotti,* prima italiana storica della fisica, parlerà di* “Bruno Pontecorvo: da Pisa a Dubna, un viaggio senza ritorno”*. L’incontro è organizzato da FONDAZIONE ALESSANDRO VOLTA, PAROLARIO, DIPARTIMENTO DI ECONOMIA UNIVERSITÀ DELL'INSUBRIA, DIPARTIMENTO DI MATEMATICA STATALE DI MILANO E DIPARTIMENTO DI STATISTICA E METODI QUANTITATIVI UNIVERSITÀ DI MILANO BICOCCA. In collaborazione con il Comune di Como. Bruno Pontecorvo, fisico noto soprattutto per essersi trasferito nel 1950, in piena Guerra Fredda, in Unione Sovietica, è stato uno dei primi e più importanti allievi di Enrico Fermi a Roma, a via Panisperna. Utilizzando documenti originali d’archivio si cercherà di*ricostruire il suo percorso scientifico, culturale* *e umano* che lo ha portato da Pisa, sua città natale, a Roma e poi a Parigi, a Tulsa (Stati Uniti), a Montreal (Canada), ad Harwell (Inghilterra) e, infine e definitivamente, a Dubna (Unione Sovietica). Pontecorvo non è stato solo “*l’uomo dei neutrini*”, ma è stato durante tutto il corso della sua vita, l’uomo delle grandi scelte, tutte sempre autonome e profondamente motivate da considerazioni scientifiche e culturali. *Ingresso gratuito.Registrazione su www.pontecorvo.eventbrite.it <http://www.pontecorvo.eventbrite.it>* *Nadia Robotti* è professore ordinario di Storia della Fisica all’Università di Genova. I suoi interessi sono orientati alla ricostruzione dell’attività scientifica e accademica di Enrico Fermi, Ettore Majorana e Bruno Pontecorvo. È responsabile, insieme al fisico teorico Francesco Guerra, di un'indagine rivolta ai fisici di fama che contribuirono alla crescita della ricerca in Italia nel periodo fra le due Guerre dal titolo "I fisici italiani tra ricerca scientifica e impegno civile: dal Congresso di Vienna all'avvento della Repubblica" e fa parte del gruppo di esperti che si è occupato dei contenuti della mostra "Enrico Fermi: una duplice genialità tra teorie ed esperimenti", proposta con un grande successo di pubblico a Genova e Bologna, che sarà presto aperta in maniera stabile presso il complesso monumentale di via Panisperna. Nel 2017 è stata insignita del Premio Le Muse. Si prega di dare la massima diffusione presso tutti gli interessati. Cordiali saluti. Elisa Mastrogiacomo

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save the date! - Second Italian Meeting on Probability and Mathematical Statistics
by Antonio Di Crescenzo 12 Jul '18

12 Jul '18

Dear Colleagues, following the success and the high scientific standard of the First Italian Meeting on Probability and Mathematical Stastistics (http://calvino.polito.it/~probstat/torino2017/index.html) it is a pleasure to announce preliminarly that the Second Italian Meeting on Probability and Mathematical Statistics will be held from June 17 to June 21, 2019, at the Lloyd's Baia Hotel, Vietri sul Mare (SA), www.lloydsbaiahotel.it/ Scope of the meeting is the scientific exchange between Italian researchers working on Probability and Mathematical Statistics in Italy or abroad. The participation of foreign researchers working in Italy is also welcome. Other information will be available soon. The Scientific Committee Claudia Ceci, Antonio Di Crescenzo, Franco Fagnola, Franco Flandoli, Paolo Dai Pra, Antonio Lijoi, Andrea Pascucci, Franco Pellerey, Laura Sacerdote --

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Full Professor position at Luxembourg University
by Giovanni Peccati 12 Jul '18

12 Jul '18

Dear All, please take note of a very attractive full professor position in *Mathematical Statistics and Data Science* that just opened at Luxembourg University. See the official link: http://emea3.mrted.ly/1w64s Please, share this information with any potential candidate. All my best, Giovanni -- Prof. Giovanni Peccati ------------------------------------------ UR en Mathématiques Faculté des Sciences, de la Technologie et de la Communication ------------------------------------------ Université du Luxembourg ----------------------------------------- homepage: http://sites.google.com/site/giovannipeccati/Home E-mail: giovanni.peccati(a)gmail.com

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Selection announcement for the awarding of a research grant - Deadlne August 9, 2018
by Patrizia Piacentini - PhD 11 Jul '18

11 Jul '18

The Department of Statistical Sciences of the University of Padova, www.stat.unipd.it, announces the opening of a selection to award a 24 months research grant for innovative and excellent research projects proposed by young independent scholars within the framework of the Project of Excellence “Statistical methods and models for complex data”. The Department of Statistical Sciences is a department of excellence whose project “Statistical methods and models for complex data” has been financed by the Ministry of Education, Universities and Research (MIUR) at the beginning of 2018. The project will last for five years, from 2018 to 2022, and details on the project activities are available at this link http://www.stat.unipd.it/bandi . In particular, the Project of Excellence (PE) purpose is to develop novel skills for the analysis of complex data, according to the following progress lines: a) To the overcoming of deficiencies of the current statistical methods and models for data characterized by various forms of complexity; b) To meet the growing demand for solutions to complex problems in various application fields by developing and/or using innovative statistical tools, specifically designed to tackle the specific aspects of application fields and of data they might generate; c) To develop strategies for the management of novel data types as, for instance, those emerging from the contemporaneous presence of various elements of complexity; d) To contribute to the definition of general approaches for inference on complex data of different origin, that will become the methodological infrastructure for the developments of modelling, forecasting and classification strategies. The new position builds on the project “Statistical models for complex data” and the selected candidate will be involved in the development of the project activities. In the evaluation of the research proposals, adherence to the project topics is a necessary requirement. The candidates must be PhD graduates with at least one year of post-doctoral research experiences in Italian or international research institutes of recognized scientific quality. Candidates must have their degree by the selection announcement deadline and the PhD program in which they have been enrolled should have lasted for at least three years. For additional details on the requirements, limits, exclusions and further rules governing the selection, see http://www.stat.unipd.it/bandi. The research grant has an annual gross amount of 28.500 Euro covered by the Project of Excellence financial resources, is issued in accordance with the current Regulations Governing Research Grant Awards. The research has to be conducted at the Department of Statistical Sciences. In addition, the winning projects will be provided with financial contribution towards research expenses with an amount of 4000 Euro (for missions, translations and language revisions, durable materials). For further details on the call, the application procedure, and other formal requirements, see http://www.stat.unipd.it/bandi.

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Avviso di Seminario: Prof. Orsingher
by Enrica Pirozzi 10 Jul '18

10 Jul '18

AVVISO di SEMINARIO Meander, excursion and last passage time of Brownian motion with drift Prof. Enzo Orsingher Dipartimento di Scienze Statistiche, Università La Sapienza, Roma Abstract: In this talk a generalized Brownian meander with drift is considered. The weak limit is studied and the tightness conditions investigated when the initial position converges to the lower bound of the meander. The maximal distribution is obtained and generalizes the distribution of the maximum of the driftless meander. We obtain a representation of the meander involving the last return to zero of the Brownian motion. In the same spirit also the excursion of the Brownian motion with drift is examined and its maximal distribution discussed. Il seminario si terrà il giorno 13 Luglio 2018 ore 12:30 nella Aula E terzo livello del Dipartimento Matematica e Applicazioni, Università di Napoli FEDERICO II, Complesso di Monte Sant'Angelo, Via Cintia, Napoli. Enrica Pirozzi -- 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 --- Dona il 5 per mille all'Università Federico II per sostenere studenti e ricercatori Codice Fiscale Università degli Studi di Napoli Federico II 00876220633

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CONFERENCE: Bayesian learning theory for complex data modelling
by Matteo IACOPINI 09 Jul '18

09 Jul '18

**** Apologies for cross postings **** Dear all, The second edition of the Italian French statistics seminar will be held in *Grenoble* on *6-7 September 2018*. This year the theme of the workshop will be “Bayesian learning theory for complex data modelling”. The workshop will give to young statisticians the opportunity to learn from and interact with highly qualified senior researchers in probability, theoretical and applied statistics, with a particular focus on Bayesian methods. There will be two junior sessions and a poster session with a call for abstract open until July 15. A particular focus will be given to researchers in the early stage of their career, or currently studying for a PhD, MSc or BSc. The junior session is supported by ISBA through travel awards. Keynote speakers • Nicolas Chopin, ENSAE, France • Arnoldo Frigessi, University of Oslo, Norway • Antonio Lijoi, University Bocconi, Milan, Italy • Sonia Petrone, University Bocconi, Milan, Italy Important Dates • July 15, 2018: Deadline for submissions • end of July, 2018: Notification on abstract acceptance • August 24, 2018: Registration closes Notice that the registration is free but mandatory. More details and to register: https://sites.google.com/view/bigworkshop/ <https://sites.google.com/view/bigworkshop/> For any questions, please send an e-mail to: Marta Crispino (marta.crispino(a)inria.fr <mailto:marta.crispino@inria.fr>) Julyan Arbel (julyan.arbel(a)inria.fr <mailto:julyan.arbel@inria.fr>) Matteo Iacopini (matteo.iacopini(a)unive.it <mailto:matteo.iacopini@unive.it>) Best, Marta Crispino, Julyan Arbel and Matteo Iacopini -- Nota automatica aggiunta dal sistema di posta.

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CONFERENCE: Bayesian learning theory for complex data modelling
by Matteo IACOPINI 07 Jul '18

07 Jul '18

**** Apologies for cross postings **** Dear all, The second edition of the Italian French statistics seminar will be held in *Grenoble* on *6-7 September 2018*. This year the theme of the workshop will be “Bayesian learning theory for complex data modelling”. The workshop will give to young statisticians the opportunity to learn from and interact with highly qualified senior researchers in probability, theoretical and applied statistics, with a particular focus on Bayesian methods. There will be two junior sessions and a poster session with a call for abstract open until July 15. A particular focus will be given to researchers in the early stage of their career, or currently studying for a PhD, MSc or BSc. The junior session is supported by ISBA through travel awards. Keynote speakers • Nicolas Chopin, ENSAE, France • Arnoldo Frigessi, University of Oslo, Norway • Antonio Lijoi, University Bocconi, Milan, Italy • Sonia Petrone, University Bocconi, Milan, Italy Important Dates • July 15, 2018: Deadline for submissions • end of July, 2018: Notification on abstract acceptance • August 24, 2018: Registration closes Notice that the registration is free but mandatory. More details and to register: https://sites.google.com/view/bigworkshop/ <https://sites.google.com/view/bigworkshop/> For any questions, please send an e-mail to: Marta Crispino (marta.crispino(a)inria.fr <mailto:marta.crispino@inria.fr>) Julyan Arbel (julyan.arbel(a)inria.fr <mailto:julyan.arbel@inria.fr>) Matteo Iacopini (matteo.iacopini(a)unive.it <mailto:matteo.iacopini@unive.it>) Best, Marta Crispino, Julyan Arbel and Matteo Iacopini -- Nota automatica aggiunta dal sistema di posta.

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announcement of vacancy (PhD position and postdoc)
by Daniela De Canditiis 07 Jul '18

07 Jul '18

Please find attached the announcement of a PhD position as well as a postdoctoral position available in Belgium -- Daniela De Canditiis, PhD Istituto per le Applicazioni del Calcolo "M.Picone" (CNR) via dei Taurini, 19 -- 00185 Roma, Italy tel: +39 06 49937342 fax: +39 06 4404306 http://www.iac.rm.cnr.it/~danielad/

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concorso per un posto RTDB a Milano Statale - MAT/06
by Marco Alessandro Fuhrman 06 Jul '18

06 Jul '18

Presso l'Università degli Studi di Milano (Statale) è stato bandito un posto RTDB nel settore MAT/06 - Probabilità e Statistica Matematica. Il bando si trova alla pagina http://www.unimi.it/ateneo/valcomp/94001.htm (codice concorso: 3905; avviso pubblicato sulla G.U. 52 del 3 luglio 2018) La scadenza per la presentazione delle domande è il 3 agosto 2018 ore 12:00. Si prega di dare la massima diffusione presso tutti gli interessati. Cordiali saluti. Marco Fuhrman <signaturebeforequotedtext></signaturebeforequotedtext><signatureafterquotedtext></signatureafterquotedtext>

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Extended Deadline: DEF Call for Papers – Special Issue on “Quantitative developments in financial volatility - theory and practice"
by Maria Elvira Mancino 05 Jul '18

05 Jul '18

Dear colleagues and friends, We are delighted to inform that the journal of Decisions in Economics and Finance, the official publication vehicle of the Italian Association for Mathematics Applied to Social and Economic Sciences (AMASES), is now calling for papers for its special issue on "QUANTITATIVE DEVELOPMENTS IN FINANCIAL VOLATILITY - THEORY AND PRACTICE" _NEW DEADLINE 31TH AUGUST, 2018_ For more details, please visit the journal's webpage at https://www.springer.com/economics/economic+theory/journal/10203?detailsPag… Accepted papers will be published online individually prior to the final print publication. Please address all your inquiries concerning the submission to the special issue directly to us. We apologize if you receive the same email multiple times. Please kindly help us forward the call to your colleagues. We look forward to receiving your submissions. With best regards, Special issue co-editors Elisa Alos, Maria Elvira Mancino, and Tai-Ho Wang Decisions in Economics and Finance

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Seminario di P. Pigato a Milano-Bicocca (13 luglio 2018)
by Francesco Caravenna 04 Jul '18

04 Jul '18

Venerdì 13 luglio alle ore 14:30 Paolo Pigato (WIAS Berlin) terrà un seminario dal titolo "Asymptotic analysis of rough volatility models" Aula 3014, Dipartimento di Matematica e Applicazioni (edificio U5, terzo piano, via Cozzi 55, Milano) Università di Milano-Bicocca Trovate il sommario di seguito. Tutti gli interessati sono invitati a partecipare. Francesco Caravenna %%%%%%%%%%%%%%%%%%%%%%%%%% Abstract: We will review some general facts on implied volatility and how they motivate the usage of rough (fractional) stochastic volatility models in finance, in particular from the point of view of pricing. We will discuss some recent results and ongoing projects on the short-time asymptotic behaviour of option prices and implied volatility under such models. %%%%%%%%%%%%%%%%%%%%%%%%%% -- _________________________________________ 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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mini-corso di Functional Statistics - Prof. Aldo Goia
by Emanuela Rosazza 03 Jul '18

03 Jul '18

Nell’ambito del Dottorato in Statistica e Finanza Matematica, il Prof. Aldo Goia (Università del Piemonte Orientale) terrà un mini-corso di dottorato su Functional Statistics Il calendario delle lezioni è il seguente: Martedì 10 luglio – ore 14-17 Giovedì 12 luglio – ore 14-17 Location: Aula Seminari 2062 del DISMEQ – Università di Milano-Bicocca – U7 – secondo piano La partecipazione è libera ma per motivi logistici è consigliata la registrazione inviando una mail a nicoletta.alghisi(a)unimib.it. Cordiali saluti, Emanuela ******************************************************************************************* 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 Fax. 02 64483105 e-mail: emanuela.rosazza1(a)unimib.it *******************************************************************************************

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Call for Assistant Professor in Florence, deadline 5 of July
by Cecilia Mancini 03 Jul '18

03 Jul '18

Dear all, I ask you to forward this news to potentially interested candidates, thank you, best regards, Cecilia My Department in Florence, the Department of Management and Economics, is issuing a contract for Assistant Professor named RTD-B RTD-B is a Senior (Tenure-Track) Assistant Professor for three years. Subject to evaluation, the position will be converted in a tenured Associate Professorship. Applicants for this position must have at least three years of experience after PhD completion, and an already established research record. The initial gross salary is around 38k Euros per year Deadline: 5/7/2018 at 1 pm, the application has to be submitted on line The call is at https://www.unifi.it/p11366.html Unfortunately my university at moment only issues calls in Italian. If somene interested has problems to understand the call can write me I apologize for possible multiple postings

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Workshop su "Advances in Bayesian modelling", Venezia 5/7/2018
by Stefano Tonellato 27 Jun '18

27 Jun '18

Cari Colleghi, abbiamo il piacere di informarvi che giovedì 5 luglio, presso il DIpartimento di Economia dell'Università Ca' Foscari Venezia, Campus economico di S. Giobbe, aula 6A, si terrà un workshop sul tema *“Advances in Bayesian modelling”*. La partecipazione è gratuita. Il programma della giornata è riportato in calce a questo messaggio. Cordiali saluti, Dear Colleagues, we are pleased to announce the mini-workshop "Advances in Bayesian modelling" organised by the Department of Economics, University Ca' Foscari of Venice, that will be held on Thursday, July 5, 2018, in S. Giobbe Economic Campus, room 6A. Participation is free. The program is reported below. Best regards, Matteo Iacopini Roberto Casarin Stefano Tonellato h. 09:30-09:45 *Welcome* *Monica Billio*, Head of the Department of Economics h. 09:45-10:30 *Spatio-temporal modelling using integro-difference equations* *Bruno Sansò*, University of California Santa Cruz h. 10:45-12:15 *Essays on the econometric modelling of temporal networks* PhD Candidate: *Matteo Iacopini*, Ca’ Foscari University of Venice and Université Paris I PhD Committee: *Federico Bassetti*, Polytechnic University of Milan *Monica Billio*, Ca’ Foscari University of Venice *Dominique Guégan*, Université Paris I *Christian Robert*, Université Paris-Dauphine and University of Warwick h. 14:00-14:45 *Bayesian models for complex-valued fMRI* *Raquel Prado*, University of California Santa Cruz h. 15:00-15:45 *On the computation of Kantorovich-Wasserstein distances between 2D-histograms* *Federico Bassetti*, Polytechnic University of Milan h. 15:45-16:15 *Coffee break* h. 16:15-17:00 *A Bayesian time-varying approach to risk neutral density estimation* *Enrique Ter Horst*, Universidad de Los Andes de Bogotà h. 17:15-18:00 *The conquest of inflation credibility in the U.S.: a Bayesian approach for inference on probabilistic surveys* *Marco Del Negro*, Federal Reserve Bank of New York Stefano Tonellato Associate professor of Statistics Department of Economics Università Ca' Foscari Venezia Phone: +39 041 234 7422 -- Nota automatica aggiunta dal sistema di posta.

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Workshop "Large Scale Random Structures" a Padova, 3-4 Luglio 2018
by Paolo Dai Pra 27 Jun '18

27 Jun '18

*********** Workshop announcement ************* Two days workshop on "Large scale random structures" 3-4 July 2018 Aula 2AB40, Torre Archimede Dipartimento di Matematica “Tullio Levi Civita” Via Trieste 63, 35121 Padova Workshop sponsored by PRIN 2015 "Large Scale Random Structures" (P.I. Fabio Martinelli) _______________________________________________________________________________________________________ PROGRAM July 3rd 14:30 - 15:10 Francesco Caravenna: “Moment asymptotics for 2d directed polymer and stochastic heat equation in the critical window” 15:10 - 15:35 Matteo Quattropani: “Cover time of random walks on sparse random digraphs” 15:35 - 16:15 Elisabetta Scoppola: “Shaken dynamics for the 2d Ising model” 16:15 - 16:45 Coffee Break 16:45 - 17:25 Massimo Campanino: “Estimates for the entanglement of the Ising model with transverse magnetic field in one dimension“ 17:25 - 17:50 Alfie Hlafo Mimun: “Sharp phase transition for clusters with high conductivity in the Miller-Abrahams random resistor network” 17:50 - 18:30 Marco Formentin: “ Collective periodic behavior in the Ising model with dissipation” July 4th 9:00 - 9:40 Alessandra Faggionato: “Large deviations and uncertainty relations in periodically driven Markov chains with applications to stochastic thermodynamics” 9:40 - 10:05 Guglielmo Pelino: “Convergence, fluctuations and large deviations for finite state mean field games via the master equation” 10:05 - 10:30 Alekos Cecchin: “ On the convergence problem in mean field games: a two state model without uniqueness” 10:30 - 11:00 Coffee Break 11:00 - 11:40 Carlo Orrieri: “Optimal control and large deviations for interacting particle systems” 11:40 - 12:20 Alberto Gandolfi: “Brownian Loop Soup controlled Layering Complex Poisson Multiplicative Chaos” For more informations please visit the website: http://ricerca.matfis.uniroma3.it/LSRS/ <http://ricerca.matfis.uniroma3.it/LSRS/> Best wishes, Paolo Dai Pra Paolo Dai Pra Dipartimento di Matematica Via Trieste, 63 35121 Padova Tel. +39 0498271361 Fax +39 0498271428 daipra(a)math.unipd.it

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seminario Woess 3-7 in Bicocca
by daniela bertacchi 26 Jun '18

26 Jun '18

AVVISO DI SEMINARIO Il giorno 3-7-2018 alle ore 14:30 in aula 3014, presso il Dipartimento di Matematica e Applicazioni dell'Università di Milano-Bicocca, il prof.Wolfgang Woess della Technische Universitaet di Graz, terrà un seminario dal titolo "Heat kernel oscillations for isotropic random processes on ultrametric spaces" Abstract: The family of hierarchical Laplacians on an ultrametric space is introduced and the associated isotropic semigroups of Markov transition operators are displayed. Focussing on the space-homogeneous situation, typical classes of such processes and operators are studied in more detail, where the return probabilities exhibit periodic oscillations. This comprises the operator fractional derivative (Taibleson Laplacian) on the p-adic numbers and random walks on locally finite groups such as the infinite sum of copies of a finite group and the infinite symmetric group. This is joint work with Alexander Bendikov (Wroclaw) and Wojciech Cygan (Wroclaw and Graz), based on previous joint work with Bendikov and Alexander Grigor'yan (Bielefeld). Tutti gli interessati sono invitati a partecipare.

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Corso :: Statistica Multivariata con R
by Pierpaolo Brutti 26 Jun '18

26 Jun '18

A tutti gli interessati. Nell'ambito della programmazione di corsi di formazione sul software statistico Open Source R <https://www.r-project.org/> il Dipartimento di Scienze Statistiche <http://www.dss.uniroma1.it/it> di Sapienza Università di Roma ha attivato anche quest'anno il corso - *Statistica Multivariata con R <http://www.dss.uniroma1.it/it/node/6618>* XI edizione - Modulo Iscrizione <http://www.dss.uniroma1.it/it/node/6619> Il corso si terrà a Roma nei giorni *3, 4 e 5 Luglio 2018*. Sono rimasti alcuni posti disponibili Gli interessati sono pregati di visitare il sito: - Corsi-R@DSS <http://www.dss.uniroma1.it/it/node/6616> dove è possibile trovare ulteriori informazioni dettagliate sul programma e le modalità di iscrizione on-line. L'iniziativa si inserisce nell'ambito della promozione del software Open Source negli atenei, negli enti di ricerca e nella Pubblica Amministrazione. Grazie per l'attenzione. =========================================================== Pierpaolo Brutti Dipartimento di Scienze Statistiche Sapienza Università di Roma Piazzale Aldo Moro, 5 (00185) Roma <https://maps.google.com/?q=Piazzale+Aldo+Moro,+5+(00185)+Roma&entry=gmail&s…> =========================================================== -- ___________________________________________ *Il tuo 5 diventa 1000* Fai crescere la tua università Dona il 5 per mille alla Sapienza Codice fiscale: *80209930587* https://www.uniroma1.it/it/pagina/fai-crescere-la-tua-universita-con-il-cin… <https://www.uniroma1.it/it/pagina/fai-crescere-la-tua-universita-con-il-cin…>

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FYI: workshop Zeros of random polynomials - San Jose (California), Aug 2019
by Rossi Maurizia 25 Jun '18

25 Jun '18

Dear all, please find below the announcement. Best wishes! Maurizia Rossi --------------------------------------------------------------- Workshop Announcement: ---------------------------------------------------------------- Zeros of random polynomials ---------------------------------------------------------------- August 12 to August 16, 2019 American Institute of Mathematics Research Conference Center San Jose, California http://aimath.org/workshops/upcoming/randpolyzero ------------ Description: ------------ This workshop, sponsored by AIM and the NSF, will be devoted to the zero distribution of random polynomials spanned by various deterministic bases. The workshop is organized by Norman Levenberg, Doron Lubinsky, Igor Pritsker, and Maxim Yattselev. For more details please see the workshop announcement page: http://aimath.org/workshops/upcoming/randpolyzero Space and funding is available for a few more participants. If you would like to participate, please apply by filling out the on-line form (available at the link above) no later than February 12, 2019. Applications are open to all, and we especially encourage women, underrepresented minorities, junior mathematicians, and researchers from primarily undergraduate institutions to apply. -------------------------------- AIM Research Conference Center: -------------------------------- The American Institute of Mathematics (AIM) hosts focused workshops in all areas of the mathematical sciences. AIM focused workshops are distinguished by their emphasis on a specific mathematical goal, such as making progress on a significant unsolved problem, understanding the proof of an important new result, or investigating the convergence between two distinct areas of mathematics. For more information, please visit http://www.aimath.org/workshops/upcoming/ --- Maurizia Rossi FSMP Postdoctoral Fellow MAP5, Université Paris Descartes 45, Rue des Saints Pères 75006 Paris (France)

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bando assegno ricerca area Scienze Sociali presso UNIFI
by Cecilia Mancini 25 Jun '18

25 Jun '18

Bandi per assegni di ricerca Bando per l'attivazione di 1 assegno di ricerca in area Scienze Sociali, di durata annuale, per candidati EU o Extra-Eu che abbiano conseguito all'estero il titolo di PhD e studiosi non italiani che abbiano conseguito il Dottorato di ricerca in Italia. Scadenza 3 luglio 2018. https://www.unifi.it/upload/sub/assegni/2018/dr_637_080618.pdf

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Short Course on Density-Based Minimum Distance Methods
by Claudio Agostinelli 25 Jun '18

25 Jun '18

Short Course on Density-Based Minimum Distance Methods 11 July 2018 Department of Mathematics, University of Trento The course is open, no fees are required. For organization reasons please send an email to claudio.agostinelli(a)unitn.it to confirm your presence. Full information at http://datascience.maths.unitn.it/events/dbmdm2018/index.html For further information please contact claudio.agostinelli(a)unitn.it ------------------------------------------------------------ Claudio Agostinelli Dipartimento di Matematica Universita' di Trento email: claudio.agostinelli(a)unitn.it ------------------------------------------------------------ Per favore non mandatemi documenti in Microsoft Office/Apple iWork. Spediscimi invece OpenDocument! http://fsf.org/campaigns/opendocument/ Please do not send me Microsoft Office/Apple iWork documents. Send OpenDocument instead! http://fsf.org/campaigns/opendocument/ ------------------------------------------------------------

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Tenure-track position (RTDB) in probability - Pisa - correction
by Marco Romito 25 Jun '18

25 Jun '18

La scadenza del bando è il 18 luglio alle 13:00. Scusate l'errore. Please note that the deadline for the call is July 18, 1:00pm I apologise for the error. m. >> Scrivo per annunciare il bando per una posizione RTD-B nel settore >> MAT/06 presso il Dipartimento di Matematica dell'Università di Pisa, con >> scadenza il19 luglio. Il bando è disponibile alla pagina >> >> https://alboufficiale.unipi.it/wp-content/uploads/2018/06/bando-b10_albo.pdf >> >> ------------------- >> >> dear all >> >> I would like to announce a tenure track researcher position (RTD-B) in >> Probability at University of Pisa. The official call (in italian) can be >> found at >> >> https://alboufficiale.unipi.it/wp-content/uploads/2018/06/bando-b10_albo.pdf >> >> The deadline isJuly 19, 2018. >>

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Assegno di Ricerca Epidemiologia ambientale - Università di Verona
by Alessandro Marcon 25 Jun '18

25 Jun '18

Presso il Dipartimento di Diagnostica e Sanità Pubblica dell'Università di Verona è indetta la selezione per un assegno di ricerca dal titolo: *Inquinamento industriale e salute in età pediatrica: lo studio prospettico “Viadana III” *aperto a laureati in Scienze Statistiche e altre discipline. Scadenza presentazione domanda: 2-lug-2018 Data della prova di ammissione: 10-lug-2018 Durata dell'assegno: 12 mesi (rinnovabile) Responsabile della ricerca: Dott. Alessandro Marcon ( alessandro.marcon(a)univr.it) Riferimenti: https://t.co/3nUuKf3rXn -- Alessandro Marcon, PhD Unit of Epidemiology & Medical Statistics Department of Diagnostics and Public Health University of Verona Strada Le Grazie 8, 37134 Verona, Italy tel. +39 045 8027668

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seminari martedì 26 a Pisa
by Franco Flandoli 23 Jun '18

23 Jun '18

Martedì 26 giugno, in aula Mancini (Scuola Normale Superiore di Pisa), si terranno i seguenti seminari: 9:30-10:25 Darryl Holm, Stochastic Advection by Lie Transport (SALT) for sub grid-scale models of fluid dynamics 10:30-11:25 Dan Crisan, Well-posedness properties of stochastic PDEs with transport noise 11:30-11:55 Wei Pan, Numerically modelling SALT SPDE and data assimilation 12:00-12:25 Marta Leocata, The Vlasov-Navier-Stokes equation as a mean field limit. Molti saluti, Franco Flandoli

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Tenure-track position (RTDB) in probability - Pisa
by Marco Romito 22 Jun '18

22 Jun '18

Scrivo per annunciare il bando per una posizione RTD-B nel settore MAT/06 presso il Dipartimento di Matematica dell'Università di Pisa, con scadenza il 19 luglio. Il bando è disponibile alla pagina https://alboufficiale.unipi.it/wp-content/uploads/2018/06/bando-b10_albo.pdf ------------------- dear all I would like to announce a tenure track researcher position (RTD-B) in Probability at University of Pisa. The official call (in italian) can be found at https://alboufficiale.unipi.it/wp-content/uploads/2018/06/bando-b10_albo.pdf The deadline is July 19, 2018. m.

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annuncio minicorso Irene Gijbels
by Daniela De Canditiis 21 Jun '18

21 Jun '18

Nell'ambito della formazione CNR 2018 la prof.ssa Irene Gijbels (Department of Mathematics, Section of Statistics at the University of Leuven) terrà il seguente minicorso *title:* Regularization, penalization techniques and local modelling *location:* aula seminari dell'Istituto per le Applicazioni del Calcolo sede di Roma via dei Taurini 19 (primo piano) *schedule*: -Lunedi 2/07/2018 ore 10:00 - 13:00 -Martedi 3/07/2018 ore 9:00 - 12:00 -Mercoledì 4/07/2018 ore ore 9:00 - 11:00 -Giovedì 5/07/2018 ore 9:00 - 11:00 in allegato un lista degli argomenti che verranno trattati, tutti gli interessati sono invitati a partecipare -- Daniela De Canditiis, PhD Istituto per le Applicazioni del Calcolo "M.Picone" (CNR) via dei Taurini, 19 -- 00185 Roma, Italy tel: +39 06 49937342 fax: +39 06 4404306 http://www.iac.rm.cnr.it/~danielad/

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Fwd: avviso seminario di matematica prof. Enrico Priola (22.06.2018)
by Franco Flandoli 20 Jun '18

20 Jun '18

SEMINARIO DI MATEMATICA Venerdì 22 giugno 2018 ore 11:00 *Scuola Normale Superiore* Pisa Aula Mancini *Enrico Priola* *(Università di Torino)* terrà un seminario dal titolo: *“**Poisson stochastic process and basic parabolic estimates**”* *Abstract:* We show how knowing Schauder or Sobolev-space estimates for the one-dimensional heat equation allows one to derive their multidimensional analogs for equations with coefficients depending only on time variable with the same constants as in the case of the one-dimensional heat equation. The method is quite general and is based on using the Poisson stochastic process. It also applies to other types of estimates and to equations involving non-local operators. It looks like no other methods are available at this time and it is a challenging problem to find an analytic approach to prove such results. In the talk I will concentrate on basic Sobolev estimates for the heat equation trying to explain the method. This is a joint work with N. V. Krylov. Tutti gli interessati sono invitati a partecipare. Classe di Scienze Valeria Giuliani Scuola Normale Superiore Servizio alla Didattica e Allievi tel. 050 509260 Piazza dei Cavalieri, 7 56126 Pisa E-mail: valeria.giuliani(a)sns.it E-mail: classi(a)sns.it

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Fwd: 20thParisianModelValidationSeminar
by Maria Elvira Mancino 19 Jun '18

19 Jun '18

-------- Messaggio originale -------- OGGETTO: 20thParisianModelValidationSeminar DATA: Lunedì 18/06/2018 15:41 MITTENTE: Claude Martini <cmartini(a)zeliade.com> DESTINATARIO: "cmartini(a)zeliade.com" <CMartini(a)zeliade.com> -- CLAUDE MARTINI CEO CMartini(a)zeliade.com https://www.linkedin.com/in/claude-martini/ Tel : +33 (0)1 40 26 17 81 Mob : +33 (0)6 84 71 15 57 Fax : +33 (0)1 40 26 17 81 Zeliade Systems 56, rue Jean-Jacques Rousseau 75001 Paris - France www.zeliade.com [1] www.zanadu.io [2] ____________________________________________________________________ Links: ------ [1] http://www.zeliade.com [2] http://www.zanadu.io

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Energy Economics Workshop 5-6 July Bolzano-Bozen
by Luca Rossini 19 Jun '18

19 Jun '18

Dear all, We would like to invite you to the*Workshop on Energy Economics* that the Free University of Bozen-Bolzano organizes at Bolzano, at NOI, on *July 5 and 6*: https://energyeconomics2018.events.unibz.it/ The event is part of a research activity at Free University of Bozen-Bolzano on the topic of energy economics with Alperia and Europe Energy as sponsor partners, see program <https://energyeconomics2018.events.unibz.it/program/>. The event consists of a mini course for PhD course on electricity markets given by Dr. Angelica Gianfreda; and presentations from international speakers, e.g. Hilde Bjornland, Yoosoon Chang, Warwick McKibbin and Rafal Weron. It also includes a talk on Energy & Blockchain, an argument that is recently receiving large interest; and a final panel with market experts. All the informations regarding the registration and the location of the events can be found at the link. We look forward to seeing you in Bolzano. Best, -- Luca Rossini, Ph.D. Postdoctoral Researcher at Free University of Bozen (Italy) E-mail:luca.rossini@unibz.it;luca.rossini@unive.it;luca.rossini87@gmail.com Skype: luca.rossini14 Website:https://lucarossini.wixsite.com/luca-rossini

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DEADLINE APPROACHING: Workshop on BSDEs, Information and McKean-Vlasov equations
by Elena Issoglio 18 Jun '18

18 Jun '18

DEADLINE APPROACHING - 25 June 2018 Dear colleagues, This is a reminder for the Workshop on “BSDEs, Information and McKean-Vlasov equations”, 10-12 Sept, Leeds, UK. Note that submission of contributed talks and posters is closing soon. DEADLINEs * submission of talk or poster: June 25 * registration: July 16 To apply for a talk or poster, send your contribution (title and abstract) to Katia (k.colaneri(a)leeds.ac.uk<mailto:k.colaneri@leeds.ac.uk>) or Elena (e.issoglio(a)leeds.ac.uk<mailto:e.issoglio@leeds.ac.uk>) via email no later than June 25. PhD students from the UK are eligible to apply for partial reimbursement of expenses. All information, including invited speakers, can be found here https://conferences.leeds.ac.uk/bsdes2018 Please circulate to all potentially interested people. Best wishes, Elena Dr Elena Issoglio Lecturer in Financial Mathematics Office 11.02, School of Mathematics School of Mathematics, University of Leeds, Leeds, LS2 9JT E: e.issoglio(a)leeds.ac.uk<mailto:e.issoglio@leeds.ac.uk> T: 0113 34 3 4660

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Call postdoc SNS
by Daniele Tantari 17 Jun '18

17 Jun '18

A call for a one-year postdoc is open at the Scuola Normale Superiore di Pisa (Italy). The topic of the research is "Systemic risk in financial markets across time scales” and it is funded by the Scuola Normale. The details of the call are at IT: https://www.sns.it/scuola/opportunit%C3%A0-offerte-dalla -normale/bandi-di-concorso/assegni-di-ricerca ENG: https://en.sns.it/bando/research-contract-named-%E2% 80%9Csystemic-risk-financial-markets-across-time-scales%E2%80%9D The deadline is July 5. I would be grateful if you could forward this message to any potentially interested candidate. Thanks and all the best, Daniele Tantari

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mini corso Prof.ssa Di Nunno - cambio aula
by Emanuela Rosazza 15 Jun '18

15 Jun '18

Nell’ambito del Dottorato in Statistica e Finanza Matematica, la Prof.ssa Giulia Di Nunno (University of Oslo) terrà un mini-corso di dottorato su Malliavin Calculus and Applications to Finance Il calendario delle lezioni è il seguente: Mercoledì 13 giugno – ore 10-13 Giovedì 14 giugno – ore 10-13 Venerdì 15 giugno – ore 10-12 Location: Aula Seminari 4026 del DISMEQ – Università di Milano-Bicocca – U7 – quarto piano La partecipazione è libera ma per motivi logistici è consigliata la registrazione inviando una mail a nicoletta.alghisi(a)unimib.it. Cordiali saluti, Emanuela ******************************************************************************************* 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 Fax. 02 64483105 e-mail: emanuela.rosazza1(a)unimib.it *******************************************************************************************

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PhD in Mathematics at Roma Tre University
by Pietro Caputo 15 Jun '18

15 Jun '18

PhD in Mathematics at Roma Tre University. The admission for 2018/19 is now open: http://www.matfis.uniroma3.it/dottorato/application.php?dott orato=matematica&tipo=Call+for+Application the deadline is June 26. The Department of Mathematics and Physics of the Roma Tre University has been recently awarded a large research grant, based on a research evaluation that placed it among the top departments in Mathematics and Computer Science in Italy http://www.anvur.it/attachments/article/1205/All6DElenco180Ammessi.pdf This grant will be used to support and expand in several ways the research activities of the Department, among which the Ph.D. program will play a very important role. We will finance more introductory and advanced courses taught by top level visiting scientists, we will organize thematic semesters on highly relevant research topics and we will fund participation of graduate students to international schools and conferences. The Ph.D. program covers many areas of research in Pure and Applied Mathematics, including Algebraic and Differential Geometry, Commutative Algebra, Logic, Nonlinear analisys and dynamical systems, Number Theory, Numerical Analysis, Probability and Mathematical Statistics, Theoretical Computer Science and applications. A presentation of the Ph.D. program, including the full list of members of the Ph.D. Board, can be found on the Ph.D. web page http://www.matfis.uniroma3.it/dottorato/dottorato.php?dottorato=matematica Ph.D. students at Roma Tre University are also allowed and encouraged to attend courses, seminars and research activities in the other universities of Rome.

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Short Summer School on Bayesian Statistics and its applications in Epidemiology and Neural Activity
by Claudio Agostinelli 14 Jun '18

14 Jun '18

Short Summer School on Bayesian Statistics and its applications in Epidemiology and Neural Activity 27-29 June 2018 Department of Mathematics, University of Trento The school is open to 30 participants, no fees are required, but registration is mandatory. Lectures will be delivered in English. Full information and registration form at http://datascience.maths.unitn.it/events/pds2018/index.html For further information please contact claudio.agostinelli(a)unitn.it ------------------------------------------------------------ Claudio Agostinelli Dipartimento di Matematica Universita' di Trento email: claudio.agostinelli(a)unitn.it ------------------------------------------------------------ Per favore non mandatemi documenti in Microsoft Office/Apple iWork. Spediscimi invece OpenDocument! http://fsf.org/campaigns/opendocument/ Please do not send me Microsoft Office/Apple iWork documents. Send OpenDocument instead! http://fsf.org/campaigns/opendocument/ ------------------------------------------------------------

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Short Summer School on Bayesian Statistics and its applications in Epidemiology and Neural Activity
by Claudio Agostinelli 14 Jun '18

14 Jun '18

Short Summer School on Bayesian Statistics and its applications in Epidemiology and Neural Activity 27-29 June 2018 Department of Mathematics, University of Trento The school is open to 30 participants, no fees are required, but registration is mandatory. Lectures will be delivered in English. Full information and registration form at http://datascience.maths.unitn.it/events/pds2018/index.html For further information please contact claudio.agostinelli(a)unitn.it ------------------------------------------------------------ Claudio Agostinelli Dipartimento di Matematica Universita' di Trento email: claudio.agostinelli(a)unitn.it ------------------------------------------------------------ Per favore non mandatemi documenti in Microsoft Office/Apple iWork. Spediscimi invece OpenDocument! http://fsf.org/campaigns/opendocument/ Please do not send me Microsoft Office/Apple iWork documents. Send OpenDocument instead! http://fsf.org/campaigns/opendocument/ ------------------------------------------------------------

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PhD Positions @Unisalento
by Fabrizio Durante 13 Jun '18

13 Jun '18

Con preghiera di diffusione *************************** Siinforma che è stato pubblicato il bando per n. 4 borse per l'ammissione al XXXIV Ciclo del Corso di dottorato in "*Economia, Management e Metodi Quantitativi*" presso l'Università del Salento <www.unisalento.it>, Lecce. La scadenza per la presentazione delle domande è il *10 Luglio 2018 alle ore 13*. Tutte le informazioni per la presentazione delle domande sono disponibili al seguente link: https://www.unisalento.it/bandi-concorsi/-/bandi/view/64271578 Gli studenti e/o i laureati interessati a svolgere ricerca su temi di economia, management e/o metodi quantitativi sono invitati a partecipare. A titolo esemplificativo, elenco alcune tematiche di ricerca di interesse per il Dottorato: Matematica per l'Economia, la Finanza e l'Impresa. Modelli matematici per le decisioni. Metodi quantitativi e Big Data. Statistica Multivariata. Statistica Inferenziale. Statistica Spaziale. Analisi delle serie storiche Grazie in anticipo. Cordiali Saluti Fabrizio Durante PhD Program Coordinator ----- Fabrizio Durante https://sites.google.com/site/fbdurante/

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Avviso di seminario
by Domenico Marinucci 12 Jun '18

12 Jun '18

AVVISO DI SEMINARIO Dipartimento di Matematica Università di Roma Tor Vergata Giovedì 14 Giugno Ore 12 Aula Dal Passo Speaker: Victor Panaretos (EPFL) DOUBLY SPECTRAL ANALYSIS OF FUNCTIONAL TIME SERIES AND DNA MOLECULAR DYNAMICS The Karhunen-Loève (KL) expansion has evolved into the workhorse of functional data analysis: the Fourier representation it affords on the one hand serves as a basis for motivating methodology by analogy to multivariate statistics; and, on the other hand, appears as the natural means of regularization in problems such as regression, testing and prediction, which are ill-posed in the functional case. With the aim of obtaining a similarly canonical representation of dependent functional data, we develop a doubly spectral analysis of a stationary functional stochastic process, decomposing it into an integral of uncorrelated functional frequency components (Cramér representation), each of which is in turn expanded into a KL series. This Cramér-Karhunen-Loève representation separates temporal from intrinsic curve variation, and it is seen to yield a harmonic principal component analysis when truncated: a finite dimensional proxy of the time series that optimally captures both within and between curve variation. Empirical versions are introduced, and a rigorous analysis of their large-sample behaviour is provided under Brillinger mixing conditions. Our work is motivated by and applied to the study of the molecular dynamics of short strands of DNA; specifically, we consider the problem of determining whether the dynamics of such strands in solution are significantly affected by small perturbations of their base-pair composition, based on molecular dynamics simulations. (Based on joint work with Shahin Tavakoli, now at Warwick).

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Call for applications - PhD program in Methods and Models for Economic Decisions - Insubria
by elisa mastrogiacomo 11 Jun '18

11 Jun '18

*Dear colleagues,* *The official call for applications (for the academic year 2018/2019) to the PhD program in Methods and Models for Economic Decisions is online.* *For full details and the link where you can apply click here. <https://www.uninsubria.it/postlauream/metodi-e-modelli-le-decisioni-economi…>* *Students interested in the program should contact Prof. Matteo Rocca, at matteo.rocca(a)uninsubria.it <matteo.rocca(a)uninsubria.it>.* *As it is stated in the call, applicants have to submit 3 Recommendation Letters (Max. 3) by University staff and/or employers. The letters will be placed directly by the evaluators in the on-line procedure. Applicants will have to enter in the online registration form the name and e-mail address of the referent identified .* *The deadline to apply is July 31st 2018, 12pm (CET)* *We would be grateful if you could bring this information to the attention of possible applicants.* *Best regards,* *EM*

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6th FCPNLO, BCAM, Bilbao, 26-28 September 2018
by Gianni Pagnini 11 Jun '18

11 Jun '18

Dear Colleagues, I would like to promote the sixth edition of the workshop Fractional Calculus, Probability and Non-Local Operators that we be held at BCAM, Bilbao, Basque Country - Spain, in the days 26-28 September 2018. The workshop is an occasion to discuss in an informal environment recent developments and open problems related to Fractional Calculus, it is organised as a solutions-for-problems as well as a problems-for-solutions meeting by gathering specialists from different fields with complementary expertise and views. The program of the workshop includes invited speakers but it is also open to free submissions for talks and special financial support can be asked for young researchers. Invited Speakers: Larbi Alili (University of Warwick) Mirko D’Ovidio (La Sapienza University, Rome) Carlo Manzo (University of Vic) Lukasz Plociniczak (Wroclaw University of Science and Technology) Luz Roncal (BCAM, Bilbao) Laura Sacerdote (University of Torino) Trifce Sandev (Ss. Cyril and Methodius University, Skopie) Alessandro Taloni (Istituto dei Sistemi Complessi, Roma) Enrico Valdinoci (University of Milan) Zoran Vondracek (University of Zagreb) For more information, please visit the webpage https://wp.bcamath.org/fcpnlo2018/ <https://wp.bcamath.org/fcpnlo2018/> or write me an email at gpagnini(a)bcamath.org <mailto:gpagnini@bcamath.org>. Looking forward to meeting you in Bilbao, Regards, Gianni Pagnini — 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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Fwd: Call of interest - Mathematics - Rome Tor Vergata
by Domenico Marinucci 09 Jun '18

09 Jun '18

***************** CALL FOR INTEREST ***************** The Department of Mathematics at the University of Rome Tor Vergata invites expressions of interest for Senior (Tenure-Track) Assistant Professor ('RTD-B') and Tenured Associate Professor positions in any area of Pure and Applied Mathematics. Who we are: Our Department has been consistently ranked in top positions within Italy and Europe in Research Assessment Exercises held over the last decade; it is the only Italian institution ranking in the top 100 worldwide for Mathematics according to the ARWU ranking of 2017. Moreover, the Department has been recently ranked first in Italy and hence financed by the Italian Ministry of Education, University and Research (MIUR) under the program "Departments of Excellence" for the 2018-2022 period. More information about the Department and this program can be found at https://www.mat.uniroma2.it/ see also http://www.mat.uniroma2.it/Progetto/ What we offer: - Associate Professor is a tenured position. Applicants should have an established track-record of publications in top international journals and evidence of leadership and recognition in the international academic community, including grant applications and project management. Standards of excellence in teaching are also expected. The initial gross salary of an Associate Professor is around 50k Euros per year. The net amount after taxes depends on the total personal income, the composition of the family and other parameters. To apply for an associate professorship in Italy, the candidates must hold the "Abilitazione Scientifica Nazionale" (Italian National Habilitation) as Associate Professor, or must have been declared eligible by the Italian Ministery of University and Research (MIUR), or must be currently employed in an equivalent position in Italy or in a foreign Department. - Senior (Tenure-Track) Assistant Professor (RTD-B) is for three years. Subject to evaluation, the position will be converted in a tenured Associate Professorship. Applicants for this position must have at least three years of experience after PhD completion, and an already established research record. The initial gross salary is around 38k Euros per year A four-year tax exemption on 90% of the salary is available according to the Italian tax law for those candidates who have been residing outside Italy for 2 years or more. All positions will start not earlier than 2019. Moreover, the MIUR Excellence Grant will provide special funds to attract PhD students and PostDocs to join the Department and host large scientific events as well as other activities such as PhD courses, seminars and workshops. Procedure: Applicants should express their interest by sending an email to progetto(a)mat.uniroma2.it, including a Curriculum Vitae and a list of publications. The subject of the email should be Associate-surname or RTDB-surname. Selected candidates could be invited for a seminar. There are no restrictions regarding the nationality of the applicants. Please note that this is a call for interest, not a job vacancy announcement; i.e., this call is only a preliminary stage aimed to collect expressions of interest, and it is not a formal application for positions. On the basis of the collected EoIs, the Department will decide whether or not to open a position in specific subdisciplines. Academic positions in Italy can only be awarded through a public competition or direct appointment. The Department will contact the applicants to inform them about the opening of the formal positions and the required documentation. For additional information, please contact us at: progetto(a)mat.uniroma2.it

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seminario DISMA-Politecnico di Torino
by Paola Siri 09 Jun '18

09 Jun '18

Mercoledì 13 Giugno alle ore 15.00 presso l’aula 1D del Politecnico di Torino (Corso Duca degli Abruzzi 24 - 10129 Torino) il prof. GIOVANNI PISTONE (Collegio Carlo Alberto, Torino) terrà un seminario dal titolo Non-Parametric Information Geometry with Derivatives Tutti gli interessati sono invitati a partecipare. Paola Siri Barbara Trivellato ———————————————————————- Paola Siri DISMA - Politecnico di Torino Corso Duca degli Abruzzi 24 - 10129 Torino tel. +39 11 090 7550 e-mail: paola.siri(a)polito.it

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Postdoc position in Geometric Methods for Deep and Reinforcement Learning at RIST
by Luigi Malagò 08 Jun '18

08 Jun '18

=========================================================== *Subject*: Postdoc position in Machine Learning (1 year, renewable up to 2.5 years) *Institution*: RIST - Romanian Institute of Science and Technology, Cluj-Napoca *Keywords*: Deep Learning, Reinforcement Learning, Stochastic Optimization, Optimization over Manifolds, Information Geometry, Riemannian Geometry *Application deadline*: 30 June 2018 (applicants are encouraged to apply earlier) *Salary*: around 2190 euro net *Official announcement*: http://rist.ro/en/details/news/postdoc-positio ns-in-deep-learning-and-machine-learning.html =========================================================== Dear colleagues, the Romanian Institute of Science and Technology (RIST) has an opening for a postdoc position, in the context of the DeepRiemann project “Riemannian Optimization Methods for Deep Learning”, funded by European structural funds through the Competitiveness Operational Program (POC 2014-2020). The appointments will be for 1 year, with possible extensions up to 2.5 years. The DeepRiemann project aims at the design and analysis of novel training algorithms for Neural Networks in Deep Learning, by applying notions of Riemannian optimization and differential geometry. The task of the training a Neural Network is studied by employing tools from Optimization over Manifolds and Information Geometry, by casting the learning process to an optimization problem defined over a statistical manifold, i.e., a set of probability distributions. The project is highly interdisciplinary, with competences spanning from Machine Learning to Optimization, Deep Learning, Statistics, and Differential Geometry. The objectives of the project are multiple and include both theoretical and applied research, together with industrial activities oriented to transfer knowledge, from the institute to a startup or spin-off of the research group. The positions will be part of the new Machine Learning and Optimization group http://luigimalago.it/group.html, which performs research at the intersection of Machine Learning, Stochastic Optimization, Deep Learning, and Optimization over Manifolds, from the unifying perspective of Information Geometry. The group is one of two newly-formed groups in Machine Learning at RIST, where about 20 new postdoctoral research associates and research software developers will be hired by 2018. The official job announcement can be seen here: http://rist.ro/en/details/news/postdoc-positions-in-deep-lea rning-and-machine-learning.html Informal inquiries can be sent to Dr. Luigi Malagò <malago(a)rist.ro>, principal investigator of the DeepRiemann project. Application deadline: 30 June 2018 (applicants are encouraged to apply earlier) best regards, Luigi Malagò

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Seminario di Stefano Favaro, CNR IMATI, Milano
by antonio.pievatolo＠cnr.it 07 Jun '18

07 Jun '18

Il prof Stefano Favaro terrà un seminario al CNR-IMATI, sede di Milano, mercoledì 13/6/2018 alle 14:30, via Alfonso Corti 12, aula A. Chi intendesse partecipare è pregato di comunicarlo a simona.milani(a)mi.imati.cnr.it per ragioni organizzative. Cordialmente A. Pievatolo %%%%%%%%% titolo e abstract %%%%%%%%%%% A Bayesian approach to disclosure risk assessment Protection against disclosure is a legal and ethical obligation for statistical agencies releasing microdata files for public use. Given a cross classification of sample records by categorical key variables, any decision about release is supported by measures of disclosure risk, the most common being the number $\tau_{1}$ of sample uniques cells that are also population uniques. In this paper we depart from the dominant literature that infers $\tau_{1}$ by modeling association among key variables, and we consider modeling directly sample records. We develop a novel nonparametric Bayesian approach under the minimal assumption of a generalized Dirichlet prior for the random partition induced by the cross-classified sample records. This allows to derive an explicit, and simple, expression for the posterior distribution of $\tau_{1}$, as well as a large sample Binomial approximation of it. Such a closed-form results, combined with an estimator for prior parameters designed in such a way to recognizes a primary role of small cells, make inference on $\tau_{1}$ exact, of easy implementation, computationally efficient and scalable to massive datasets. The proposed approach is tested on benchmark data from the U.S. 2000 census for the state of California, showing the same good performance of recent semiparametric Bayesian models for key variables. -- Dr Antonio Pievatolo IMATI-CNR http://www.imati.cnr.it/joomla/index.php/people?layout=edit&id=101

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Fwd: postdoc position in Budapest
by Giacomo Scandolo 07 Jun '18

07 Jun '18

Ricevo e inoltro -------- Messaggio originale -------- Oggetto: postdoc position in Budapest Data: Martedì 29/05/2018 10:14 Mittente: rasonyi <rasonyi.miklos(a)renyi.mta.hu> PostDoc position (Rényi Institute, Budapest) There is a vacancy for a one-year PostDoc research assistant position at Rényi Institute, Budapest, in the Financial Mathematics Group led by Miklós Rásonyi. The position is funded by a grant of the Hungarian Academy of Sciences. The project is about optimal investment in financial markets where stock prices are modelled by Markov processes in random environments. A typical example is the fractional stochastic volatility model (and its discrete-time counterparts). A completed PhD is required, in any subfield of probability. Starting date is 1st October 2018. If you wish to apply, please send a CV, your papers (or links to them) and the names and email addresses of two referees to Miklós Rásonyi (rasonyi(a)renyi.hu) You may also contact him to obtain further information about this position. Deadline: 1st July 2018.

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Fwd: Departmental Lecturer in Mathematical Finance (fwd)
by Tiziano Vargiolu 06 Jun '18

06 Jun '18

---------- Forwarded message ---------- From: Mathematical Institute Vacancies <vacancies(a)maths.ox.ac.uk> Date: 2018-06-06 13:07 GMT+02:00 Subject: Departmental Lecturer in Mathematical Finance https://www.maths.ox.ac.uk/node/28781 ? The Mathematical Institute proposes to appoint a Departmental Lecturer in Mathematical Finance.? This post is funded by the Royal Society and is a two year fixed-term position, starting from 1st October 2018 or as soon as possible thereafter. ? The Departmental Lecturer will contribute to the teaching and administration associated with Mathematical Finance and will be expected to have an outstanding research record in that area. The Departmental Lecturer will be expected to engage in advanced study and academic research in mathematical and computational finance and will be responsible to lecture, teach and supervise undergraduate and postgraduate students. ? The successful candidate will be expected to have a PhD in Mathematics with an aptitude for teaching, an awareness of pedagogic methods and evidence to carry out advanced teaching in mathematical and computational finance.? Sufficient depth and breadth of knowledge in the subject to develop course materials and research proposals together with a publication record and familiarity with the existing literature and research is also essential. ? Please direct informal enquiries to the Recruitment Administrator (email: vacancies(a)maths.ox.ac.uk) quoting vacancy reference 135168. ? Applicants should read the job description before writing their application. You will be required to upload a letter setting out how you meet the selection criteria, a curriculum vitae including full list of publications, details of teaching experience, a statement of research interests and the contact details of three referees as part of your online application.? (NOTE: Applicants are responsible for contacting their referees and making sure that their letters are received by the closing date). ? Applications for this vacancy are to be made online.? To apply for this post and for further details, including the job description and selection criteria, please click on the link below ? https://www.recruit.ox.ac.uk/pls/hrisliverecruit/erq_jobspec_version_4.jobs pec?p_id=135168 ? Only applications received before 12:00 noon UK time on Monday 9th July 2018 can be considered. ? Committed to equality and valuing diversity. ? ? Miss Nims Damney Recruitment Administrator Mathematical Institute, Andrew Wiles Building Radcliffe Observatory Quarter, Woodstock Road Oxford, OX2 6GG Tel: 01865 (2) 73518 ____________________________________________________________________________ To unsubscribe from the EWM-ALL list, click the following link: https://www.jiscmail.ac.uk/cgi-bin/webadmin?SUBED1=EWM-ALL&A=1

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Position of associate professor in Probability and Statistics - University of Trieste
by Francesco Caravenna 06 Jun '18

06 Jun '18

Ricevo e inoltro. > ---------- Forwarded message ---------- > From: Emilia Mezzetti <mezzette(a)units.it <mailto:mezzette@units.it>> > Date: 2018-06-05 20:17 GMT+02:00 > Subject: Position of associate professor in Probability and Statistics - University of Trieste > To: > > > Dear everybody, > I wish to signal the opening of a position of Associate professor in Probability and Statistics at the University of Trieste. Please distribute this announcement. > Best regards, > Emilia Mezzetti > > > > Associate Professor in Probability and Statistics > University of Trieste > Department of Mathematics and Geosciences – Excellence Department 2018-2022 > > The Department of Mathematics and Geosciences was recently selected by the Italian Ministry of Research and University as one of the Excellence Departments among all the Italian State universities. Because of this, the Department will receive a special financial support in the next five years, which will involve human resources, investments, and high quality didactical activities. > > In this framework the Department invites qualified researchers in the field of Probability and Mathematical Statistics to submit expressions of interest in view of the opening of a position of Associate Professor in the Italian recruitment sector MAT/06 - Probabilità e Statistica. > > The candidates must either have been declared eligible by the Italian Ministery of Research and University to the position of Associate Professor, or be currently employed in an equivalent position in an Italian or foreign department. Once recruited, they will be asked to teach courses at the first and second university levels, and possibly also to PhD students, for a total amount of 120 hours per year. The research activity will be such as to satisfy the guidelines of the Commission for Evaluation of Research of the University of Trieste, so to maintain a good scientific production. > > The expressions of interest must be addressed to Prof. Francesco Princivalle, Director of the Department of Mathematics and Geosciences, to the e-mail address direttoredmg(a)units.it <mailto:direttoredmg@units.it>, jointly with a curriculum vitae, possibly before June 30, 2018. Clearly enough, this initiative will have no influence on the final judgement for the recruitment. > > > > -- > Prof.ssa Emilia Mezzetti > Dipartimento di Matematica e Geoscienze > Sezione di Matematica e Informatica > Università degli Studi di Trieste > Via A.Valerio 12/1 > 34127 Trieste, Italia > > Stanza 227, II piano > e-mail: mezzette(a)units.it <mailto:mezzette@units.it> > tel. studio (++) 040 558 2650 > tel. casa: (++) 040 43655 > fax: (++) 040 558 2636 > skype: emiliamezzetti > > http://www.dmi.units.it/~mezzette/ <http://www.dmi.units.it/~mezzette/>

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mini-corso - Prof.ssa Giulia Di Nunno
by Emanuela Rosazza 05 Jun '18

05 Jun '18

Nell’ambito del Dottorato in Statistica e Finanza Matematica, la Prof.ssa Giulia Di Nunno (University of Oslo) terrà un mini-corso di dottorato su Malliavin Calculus and Applications to Finance Il calendario delle lezioni è il seguente: Mercoledì 13 giugno – ore 10-13 Giovedì 14 giugno – ore 10-13 Venerdì 15 giugno – ore 10-12 Location: Aula Seminari 2062 del DISMEQ – Università di Milano-Bicocca – aula seminari 2062 – U7 – secondo piano La partecipazione è libera ma per motivi logistici è consigliata la registrazione inviando una mail a nicoletta.alghisi(a)unimib.it. Cordiali saluti, Emanuela ******************************************************************************************* 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 Fax. 02 64483105 e-mail: emanuela.rosazza1(a)unimib.it *******************************************************************************************

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[WORKSHOP Reminder] Stochastic Analysis, Geometry and Statistics at Imperial College London, June 21-22
by Brigo, Damiano 05 Jun '18

05 Jun '18

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

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SUBMISSION DEADLINE EXTENDED TO JUNE 18 FOR HFFE 2018 Pisa
by Daniele Tantari 05 Jun '18

05 Jun '18

Dear colleagues, we hope this email finds you well. We are organizing a workshop on "Frontiers in High-Frequency Financial Econometrics" at Scuola Normale Superiore in Pisa (Italy) on 28-29 September 2018. The purpose of the workshop is to bring together scholars from the financial econometrics and mathematical finance fields to present latest results on high-frequency financial econometrics. *The deadline for submission is now June 18, 2018.* For more information, see the conference website: https://www.hffe2018sns.com/ We kindly ask you to cascade this information to your respective teams as appropriate, and please forward this email to whom it may concern. The scientific committee of the workshop consists of Giacomo Bormetti (University of Bologna), Fulvio Corsi (University of Pisa), Fabrizio Lillo (University of Bologna), Maria Elvira Mancino (University of Florence), Stefano Marmi (Scuola Normale Superiore), Davide Pirino (University of Rome "Tor Vergata"), Roberto Renò (University of Verona) The final program of the workshop will include both submitted and invited papers. Our guest speakers are Yacine Ait-Sahalia (Princeton University) Nikolaus Hautsch (University of Vienna) André Lucas (VU University Amsterdam) Mathieu Rosenbaum (Ecole Polytechnique) On behalf of the organizing committee, Best Regards, Daniele Tantari

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assegno di ricerca
by Franco Flandoli 05 Jun '18

05 Jun '18

E' bandito un assegno di ricerca annuale presso la Scuola Normale Superiore di Pisa, nell'ambito della Probabilità. Il bando si può consultare seguendo i link: IT: https://www.sns.it/scuola/opportunit%C3%A0-offerte-dalla- normale/bandi-di-concorso/assegni-di-ricerca ENG: https://en.sns.it/international/job-opportunities/research-grants Scadenza 4 luglio. Franco Flandoli

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Fwd: vacancy
by Cristian Giardina 05 Jun '18

05 Jun '18

Con preghiera di diffusione. Saluti cordiali, C. Giardina' %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% *In the Probability group at Leiden University and the Applied Probability group at Delft Institute for Applied Mathematics * *there are vacancies for two PhD students, one in each group.* *Project Description* The aim of the project is to advance the theory of duality for Markov processes in the context of population dynamics and interacting particle systems in random environment. In Leiden the focus will be on genetic models with seed-bank and the effect of migration on the evolution of the population. In Delft the focus will be on condensation phenomena for models of heat conduction in inhomogeneous media. The project is funded through the TOP 1 NWO grant "Duality for Interacting Particle Systems" of Frank den Hollander (Leiden University), Frank Redig and Cristian Giardinà (Delft University of Technology). The two PhD students are expected to work in close collaboration with each other and with the three supervisors, as a team. *Starting Date* January 1, 2019. *Job requirements* We are looking for a candidate that meets the following requirements: · a solid background in Applied Mathematics, with an interest in probability theory, interacting particle systems, Markov processes; · detailed knowledge of analysis, probability theory and stochastic processes, as demonstrated by a relevant Master; · an interest in cross-topic collaboration between different fields of mathematics with applications to physics and/or biology; · candidates from non-Dutch or non-English speaking countries should be prepared to prove their English language skills; · good communicative skills in English, both in speaking and in writing. *We offer* · a challenging job in a dynamic and highly ranked University; · collaboration in an excellent research environment, with many young PhD candidates, postdocs, and young staff members; · full-time employment as a PhD-candidate for a period of 4 years; · a gross salary of € 2222 per month in the first year increasing up to € 2844 in the fourth year; · annually 8% holiday allowance and 8.3% end of year allowance; · support with your personal development and career planning including courses, summer schools, conference visits etc.; · a broad package of fringe benefits (including an excellent technical infrastructure, child care, moving expenses, savings schemes, coverage of costs of publishing the dissertation and excellent sports facilities). As part of an equal opportunity scheme, women are encouraged to apply. Attaining a PhD at Leiden University or Delft University of Technology provides you with excellent career opportunities.

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Polimi: Avviso di seminario
by Daniele Marazzina 05 Jun '18

05 Jun '18

Con preghiera di diffusione ________________________________ Si avvisa che in data 12/6/2018, alle ore 13:45 precise, presso il Dipartimento di Matematica del Politecnico di Milano, Aula Seminari Terzo Piano, nell'ambito delle iniziative della sezione di Finanza Quantitativa, si svolgerà il seguente seminario: Titolo: Learning the Optimal Risk - Advanced Risk-Based Portfolio Management with Global Optimization Algorithms Relatore: Marco Scaringi, Intesa Sanpaolo

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[POSITION] Associate Professor in Statistics - Milan - Italy
by stefano iacus 04 Jun '18

04 Jun '18

[apologizes fo crossposting] The Centre of Excellence in Economics and Data Science ( http://ceeds.unimi.it ) of the Department of Economics, Management and Quantitative Methods (DEMM), University of Milan has open the following position of Associate Professor ("professore associato" in the Italian system) in STATISTICS: "n. 1 posto - s.c. 13/D1, ssd SECS-S/01 (Codice 3766), settore concorsuale 13/D1 - Statistica, SECS-S/01 - Statistica" Deadline: 29th June 2018, 12am (Italian local time) Particular attention will be given to candidates with an excellent research record and showing the potential to cooperate with the current members of the department in pursuing DEMM’s strategy in the development of Data Science and Economics. More information about the application procedure can ben found here: http://www.unimi.it/ateneo/valcomp/95799.htm Further contacts: datasciencelab(a)unimi.it, stefano.iacus(a)unimi.it ----------------------------------- Prof. Stefano M. Iacus, Ph.D. Director of DSE - Master in Data Science & Economics http://www.dse.unimi.it CEO/CTO/Co-Founder VOICES from the Blogs http://www.voices-int.com Department of Economics, Management and Quantitative Methods University of Milan Via Conservatorio, 7 I-20123 Milan - Italy Ph.: +39 02 50321 461 Fax: +39 02 50321 505 Twitter: @iacus http://scholar.google.com/citations?user=JBs9tJ4AAAAJ&hl=en http://orcid.org/0000-0002-4884-0047 Master in Finance & Economics http://www.dse.unimi.it Twitter: @dseunimi Facebook: http://www.facebook.com/dseunimi Email and further information at: dse(a)unimi.it ------------------------------------------------------------------------------------ Please don't send me Word or PowerPoint attachments if not absolutely necessary. See: http://www.gnu.org/philosophy/no-word-attachments.html

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prof Campi's seminar - LUISS June 7
by Sara 04 Jun '18

04 Jun '18

On June 7, at 12 pm room 305B prof Luciano Campi, the London School of Economics, will give the following seminar Title: N-player games and mean field games with absorption Abstract: We introduce a simple class of mean field games with absorbing boundary over a finite time horizon. In the corresponding N-player games, the evolution of players' states is described by a system of weakly interacting Ito equations with absorption on first exit from a bounded open set. Once a player exits, her/his contribution is removed from the empirical measure of the system. Players thus interact through a renormalized empirical measure. In the definition of solution to the mean field game, the renormalization appears in form of a conditional law. We justify our definition of solution in the usual way, that is, by showing that a solution of the mean field game induces approximate Nash equilibria for the N-player games with approximation error tending to zero as N tends to infinity. This convergence is established provided the diffusion coefficient is non-degenerate. The degenerate case is more delicate and gives rise to counter-examples. The talk is based on a joint paper with Markus Fischer (Padua University). best regards -- Sara Biagini, Professor of Mathematical Finance Department of Economics and Finance LUISS Guido Carli Address: viale Romania, 32 - 00197 Roma Web: http://sites.google.com/site/sarabiagini/

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Avviso seminario_Bernard Hanzon_ 5 giugno_ore 16:30
by Stefano Bonaccorsi 04 Jun '18

04 Jun '18

On Global Optimization of the Likelihood Function for Linear Time Series Models *Tuesday 5 June 2018* *Venue:* Department of Mathematics, via Sommarive, 14 - Povo (TN) - Seminar Room "-1" *At: *4:30 pm Speaker: - *Bernard Hanzon* (Dept Mathematics, University College Cork, Ireland) *Abstract:* We present an approach to find the global optimum of a linear time series model in state space form. By firstly applying a partial optimization step to the likelihood function the problem can be reduced to a problem of optimization of the likelihood over a set which has compact closure. By applying a regularization the resulting problem is that of finding the optimum of a Lipschitz continuous function on a compact set which is known to have a (constructive) solution. Techniques from the theory of parametrization of linear state space systems and some basic techniques from differentiable manifold theory are used to obtain these results. Furthermore the surprising fact is shown that the "crude" maximum likelihood estimator (without regularization and compactification) does not exist in the sense that the likelihood function has an infinite, typically unattained, supremum. Comments will be made about the effect of the regularization used on the outcome. *Contact person: *Stefano Bonaccorsi

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prof A. Minca's seminar - June 5, LUISS - Roma
by Sara 03 Jun '18

03 Jun '18

Please, find the announcement below. ---------- Forwarded message ---------- From: Dipartimento Economia e Finanza LUISS Guido Carli < economiaefinanza(a)luiss.it> Date: Tue, May 29, 2018 at 3:19 PM Subject: Research Seminars of the Dept. of Economics and Finance / agenda To: Dipartimento Economia e Finanza LUISS Guido Carli < economiaefinanza(a)luiss.it> The next Research Seminars of the Dept. of Economics and Finance are scheduled as follow: *June 5 from 12:00 to 13:00, room 104 viale Romania <https://maps.google.com/?q=104+viale+Romania&entry=gmail&source=g>.* *Speaker:* Andreea Minca (Cornell University) *Title:* Dynamic Leveraging-Deleveraging Games *Abstract:* We introduce a new mechanism for leverage dynamics, which results from a multi-period game of lenders with differentiated beliefs about the firm's fundamental returns. The game features strategic substitutability for low existing leverage and one-sided strategic complementarity for high existing leverage. The resulting leverage process exhibits a mean-reverting regime around a long-run level, as long as it stays below an instability level. Above the instability level, leverage becomes explosive. We validate our model empirically using aggregate returns of financial firms over the 10 year period 2001-2010. Our model predicts the leveraging/deleveraging of this period, and in particular the 2008 collapse in short term debt. *Dipartimento di Economia e Finanza* Viale Romania, 32 - 00197 Roma <https://maps.google.com/?q=Viale+Romania,+32+-+00197+Roma&entry=gmail&sourc…> *def(a)luiss.it <def(a)luiss.it>* t +39 06 85225550 <06%208522%205550> *www.luiss.it <http://www.luiss.it/>* [image: http://static.luiss.it/images_10/loghi/LS_BLU_RIDUZIONE_WEB.png] Il tuo 5x1000 alla LUISS: C.F. 02508710585 <02%205087%2010585> [image: http://www.luiss.it/images_10/icons/environment-icon.png] *Please consider the environment... do you really need to print this email?* -- Sara Biagini, Professor of Mathematical Finance Department of Economics and Finance LUISS Guido Carli Address: viale Romania, 32 - 00197 Roma Web: http://sites.google.com/site/sarabiagini/

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junior researcher position (RTD-A) in Probability in Pisa -- forthcoming deadline
by Marco Romito 01 Jun '18

01 Jun '18

Scrivo per ricordare che il bando per una posizione RTD-A nel settore MAT/06 presso il Dipartimento di Matematica dell'Università di Pisa, è in scadenza (4 giugno). Il bando è disponibile alla pagina https://alboufficiale.unipi.it/wp-content/uploads/2018/05/Bando_RTD_A_PICA-… ------------------- dear all I am writing to remind that the deadline for a junior researcher position (RTD-A) in Probability at University of Pisa is approaching (June 4). The official call (in italian) can be found at https://alboufficiale.unipi.it/wp-content/uploads/2018/05/Bando_RTD_A_PICA-… m.

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Call for interest -- Department of Economics and Finance -- University of Rome Tor Vergta
by Davide Erminio Pirino 01 Jun '18

01 Jun '18

Dear all, the "Department of Economics and Finance" of the University of Rome "Tor Vergata" has opened a call for interest for Senior (TenureTrack) Assistant Professor and Associate/Full Professor, in the field of Mathematical Finance. Please find attached a pdf with all the details of the call. Best Regards, Davide Pirino.

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Fwd: Workshop announcement: Renormalisation in QFT and in stochastic PDEs - Cambridge, 3-7 sept 2018 (fwd)
by Pietro Caputo 01 Jun '18

01 Jun '18

ricevo e inoltro: ---------- Forwarded message ---------- From: A. Giuliani <giuliani(a)mat.uniroma3.it> Date: Fri, Jun 1, 2018 at 6:57 AM Subject: Workshop announcement: Renormalisation in QFT and in stochastic PDEs - Cambridge, 3-7 sept 2018 (fwd) To: Caputo <caputo(a)mat.uniroma3.it> Dear colleague, this is an announcement of the workshop `Renormalisation in quantum field theory and in stochastic partial differential equations: a gentle introduction and some recent developments' which will be held at the Isaac Newton Institute (INI) for Mathematical Sciences in Cambridge, UK, from september 3 to 7, 2018, see https://www.newton.ac.uk/event/srqw01 We invite all the interested participant to register as soon as possible on the website: the DEADLINE FOR APPLICATIONS IS **JUNE 17, 2018** There is limited financial support available for students and young researchers; if you wish to apply for a grant, please indicate it in the application form. The workshop is the opening event of the 4-months programme `Scaling limits, rough paths, quantum field theory', which will be held at INI from september 3, to december 21, 2018, see https://www.newton.ac.uk/event/srq The invited speakers are: R. Bauerschmidt (Cambridge) M. Gubinelli (Bonn) M. Hairer (London) H. Knoerrer (Zurich) C. Kopper (Palaiseau) A. Kupiainen (Helsinki) T. Lyons (Oxford) V. Mastropietro (Milano) F. Otto (Leipzig) N. Perkowski (Berlin) G. Slade (Vancouver) L. Zambotti (Paris) The workshop will consist of 8 advanced talks and 2 mini-courses, each of which will be split in two parts (one mini-course on the Renormalization Group will be offered by A. Kupiainen and G. Slade; one mini-course on stochastic PDEs will be offered by F. Otto and L. Zambotti). Please forward this announcement to all the potentially interested colleagues and students. Thanks and best regards, Margherita Disertori Peter Friz Alessandro Giuliani Hendrik Weber

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RTD A SECS-S/01 STATISTICA Universita' Cattolica del Sacro Cuore
by Consonni Guido 01 Jun '18

01 Jun '18

L' Università Cattolica del Sacro Cuore - Facolta' di Economia- sede di Milano ha bandito un posto RTD-A di Statistica SECS-S/01 (D.Rettorale n. 4365) Il bando e tutte le altre informazioni sono reperibili all'indirizzo http://progetti.unicatt.it/progetti-ateneo-milano-brescia-piacenza-e-cremon… SCADENZA PRESENTAZIONE DOMANDE: 28/06/2018. Dipartimento di Scienze Statistiche Università Cattolica del Sacro Cuore Largo Gemelli, 1 20123 Milano; ITALY [http://Static.unicatt.it/layout/img/layout/5x1000.gif] Destina il tuo 5 per mille all'Università Cattolica CF 02133120150 www.unicatt.it/5permille<http://www.unicatt.it/5permille/>

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dottorato a Torino
by Enrico Bibbona 31 May '18

31 May '18

Gentili colleghi, il bando per il dottorato congiunto tra Università e Politecnico di Torino sta per scadere. Si chiude il 7 giugno alle 12 Vi prego di passare l'informazione ai vostri studenti più meritevoli, ai quali, in caso di partecipazione, dovrete scrivere una lettera di referenze (anch'essa da caricare entro la scadenza). Segnalo che è gradita la partecipazione di studenti con una formazione probabilistica o statistica in particolare sui temi legati al progetto di eccellenza di cui il Dipartimento di matematica del Politecnico è risultato vincitore. Si veda il bando https://www.unito.it/postlaurea/dottorato/matematica-pura-e-applicata e i temi del progetto https://areeweb.polito.it/disma-excellence/ Cordiali saluti, Enrico Bibbona -- Enrico Bibbona Probability, Statistics and Optimization group Department of Mathematical Sciences "G. L Lagrange" Politecnico di Torino

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2018/19 PhD Programs at the IMT School for Advanced Studies Lucca
by Irene Crimaldi 31 May '18

31 May '18

*2018/19 PhD Programs at the IMT School for Advanced Studies Lucca* *Deadline for applications – August 3rd 2018, 12 pm CEST* Applications are now being accepted for the 2018/19 PhD Programs at the IMT School for Advanced Studies Lucca (www.imtlucca.it) one of the six Schools of Excellence in Italy and one of the highest rated graduate schools in Europe according to the most recent U-Multirank survey. Highly motivated candidates from all disciplines are invited to apply for one of the 36 fully-funded scholarships within two doctoral Programs that integrate scientific competences of economics, engineering, computer science, neuroscience and behavioral psychology, physics, applied mathematics, statistics, history and sciences of cultural heritage. *Economics, Networks and Business Analytics* is one of the four field-specific Tracks offered and is under the “Systems Science” PhD Program. This Track provides participants with a solid knowledge on modern analytical methods in economics and management. With its multidisciplinary approach, the Track is unique in its deployment of a strong integration of concepts, analytical foundations, and practical expertise, to educate the new generation of economists, scientists and practitioners with distinctive capabilities in analyzing, interpreting, and managing complex socio-economic systems. Graduates will be trained to become researchers and decision makers in academia, policy and industry by integrating knowledge at the boundary of Economics, Statistical Physics, Computer and Social Sciences with the unifying language of Mathematics and Statistics. Close associations with a selected set of companies and institutions provide the opportunity to analyze relevant problems, motivating new analytical techniques from practical problem solving. Students are involved in the analysis of real world high dimensional data, in collaboration with companies and institutions. During their doctoral studies, students are also encouraged to carry out their research with the School’s Research Units. Courses are led by world-renowned researchers and provide students with all the theoretical skills and advanced tools required for rigorously tackling a multitude of analysis, design and management problems within the broad framework of systems analysis in economic, social, physical, technological and cultural domains. Specialized faculty and staff create a network that provides key guidance and support throughout the PhD Program. Working closely with faculty, both in the classroom and in the development of research, students reach the highest levels of scholarly achievement. IMT School PhD graduates will be able to use the skills they acquired during their studies to recognize and resolve complex problems, to choose the most appropriate method or instrument to utilize when approaching these problems, even in disciplines outside of their primary field of research. All students are based in the recently restored San Francesco complex, a fully integrated Campus in the historical center of the beautiful Tuscan city of Lucca. The Campus includes renewed residential facilities, an on-site canteen, study and living rooms, a state-of-the-art library and outdoor recreational spaces, which foster a unique cultural, professional and social environment for our doctoral program. Eligible students, in addition to free room and board, will also receive a research scholarship which amounts to approximately €15,300/year. Additional funding for further research stages, including scholarships to cover an eventual fourth year to complete the PhD thesis, can be assigned on a competitive basis. The PhD Programs at the IMT School attracts students from around the world, providing a truly international environment. English is the official language of the School. Moreover, all students will have the opportunity to spend periods abroad at research institutes, laboratories or universities, both within the Erasmus+ framework and through ad hoc mobility agreements. Most IMT School PhD Graduates have reached prominent roles in academics, governmental institutions, public and private companies or professions across the globe. To find out more about the School, the admission requirements and how to apply, please see www.imtlucca.it/phd *Deadline for applications – August 3 rd 2018, 12 pm CEST* Find the IMT School on Facebook, Twitter, LinkedIn and YouTube for the latest news.

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Seminario Bicocca 4 giugno. Claudio Macci
by Asmerilda Hitaj 31 May '18

31 May '18

Il giorno lunedì 4 giugno alle ore 15 presso l'Università degli Studi di Milano-Bicocca (edificio U7, IV piano aula seminari 4026) si terrà il seguente seminario: *Speaker: *Claudio Macci (Università di Roma Tor Vergata) lunedì 4 giugno ore 15 *Titolo:* Large Deviations: theory and applications *Abstract:* I present a basic introduction on large deviations. In particular I will show how the rate functions can be expressed in terms of relative entropy (or Kullback-Leibler divergence). I will also present asymptotic results for level crossing probabilities of random walks, which can be interpreted as ruin probabilities in insurance. Il seminario è finanziato parzialmente con i fondi del progetto GNAMPA "Infinitely divisible distributions for portfolio allocation". Tutti gli interessati sono invitati a partecipare. Saluti, -- Asmerilda Hitaj

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Seminario Prof. Laura Ballotta
by Asmerilda Hitaj 30 May '18

30 May '18

Si avvisa che il giorno martedì 5 giugno, alle ore 15:00 presso l’Università degli studi di Milano- Bicocca (via degli Arcimboldi 8 - edificio U7, quarto piano- aula seminari 4026) si terrà il seguente seminario: Speaker: Prof. Laura Ballotta Titolo: Smiles & Smirks: a tale of factors (Joint work with Grégory Rayée (ULB)) Abstract The aim of this paper is to analyze which risk factors and which distribution features models for the joint evolution of stock log-returns and their volatility should target in order to provide a robust calibration, repricing and hedging performance. The setup is based on time changed Lévy process with both diffusive and jump components, and leverage effects originated by both factors. The analysis is carried out considering S&P500 options. Tutti gli interessati sono invitati a partecipare. Saluti, Asmerilda Hitaj

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Invito alla I edizione della “Giornata dei giovani IAC” (fwd)
by Lucia Caramellino 30 May '18

30 May '18

---------- Forwarded message ---------- Il direttore dell'IAC-CNR è lieto di annunciare la I edizione della ?Giornata dei giovani IAC 2018?: un mini simposio di un giorno dedicato ai giovani ricercatori del suo Istituto. L'evento è stato organizzato per dare l?opportunità ai tanti borsisti, dottorandi, assegnisti, collaboratori che svolgono giornalmente la loro attività formativa o di ricerca all?interno o in collaborazione con l?IAC, di far conoscere, presentare e discutere il proprio lavoro agli altri colleghi di Istituto e a tutta la comunità matematica fornendo una panoramica generale delle varie attività in cui sono coinvolti attraverso brevi interventi. I lavori si svolgeranno a partire dalle 9.30 dell?11 Giugno p.v. nell?aula seminari del piano terra della sede IAC di Roma in Via dei Taurini 19. Il programma e tutte le informazioni sono disponibili a questo link: https://tinyurl.com/giovaniIAC2018 L'ingresso è libero. -- Roberto Natalini, Ph.D. Direttore f.f. dell'Istituto per le Applicazioni del Calcolo "M. Picone", Consiglio Nazionale delle Ricerche via dei Taurini 19, 00185 Roma (Italy) Ph.:+39-0649937361 (CNR); Fax:+39-064404306, Mobile:+39-3336212987; skype: robbi60 WEB PAGE: http://www.iac.rm.cnr.it/~natalini/ ================================== Lucia Caramellino Dipartimento di Matematica Universita` di Roma "Tor Vergata" Via della Ricerca Scientifica I-00133, Roma, Italy www.mat.uniroma2.it/~caramell

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Final call ENBIS annual meeting 2018, Nancy
by antonio.pievatolo＠cnr.it 30 May '18

30 May '18

Inoltro l'annuncio finale già spedito ai membri di ENBIS. Antonio Pievatolo %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% With this ENBIS-18 Final Call for Papers we cordially invite you to submit your abstract by *4th June 2018* at the latest and benefit from the early bird registration fee which is available for the main conference and all accompanying pre- and post-conference events up until 19th June 2018. To submit your abstract go to www.enbis.org, log in and search for ENBIS-18 under Upcoming Events. If you are not already a member of ENBIS, please join first (note there is no membership fee for individual members of ENBIS). The notifications of acceptance will be sent out no later than 15th June 2018. COURSES 1) A pre-conference course on High-Dimensional Markov Chain Monte Carlo (MCMC) Methods for Bayesian Image Processing Applications by Jean-Yves Tourneret (University of Toulouse, France) and Marco Pereyra (University of Edinburgh, UK). The course is scheduled for the afternoon of September 2nd. Link: https://enbis.org/activities/events/current/610_ENBIS_18_Pre_Conference_Cou… 2) A post-conference course on Mixed Models by Tim Robinson (University of Wyoming, USA) and Volker Kraft (JMP, Germany). The course is scheduled for the afternoon of September 5th. Link: https://enbis.org/activities/events/current/611_ENBIS_18_Post_Conference_Co… 3) A Joint ECAS-ENBIS 1-Day Summer School will take place on September 6th. It will feature Introduction to Deep Learning by Stéphane Canu (INSA Rouen, France) in the morning and An Introduction to Generalized Additive Modelling in R by Matteo Fasiolo (University of Bristol, UK) in the afternoon. Link: https://enbis.org/activities/events/current/612_ENBIS_18_Post_Conference_Ev… Please note that you need to register for each of the pre- and post-conference events separately from the main event. -- Dr Antonio Pievatolo IMATI-CNR http://www.imati.cnr.it/joomla/index.php/people?layout=edit&id=101

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10 PhD scholarships in Statistical Sciences – University of Padova, Italy – Deadline June 26, 2018 (13:00 CEST)
by Patrizia Piacentini - PhD 28 May '18

28 May '18

Ten PhD scholarships (8 funded by the University of Padova and 2 funded by the Fondazione Cassa di Risparmio di Padova e Rovigo) are available at University of Padova for candidates interested in the area of *Statistical Sciences* (*start of activities: October 1st, 2018*). *Eligibility* The scholarship competition is open to applicants of any age or citizenship, holding a 2nd cycle degree or a single cycle degree from an Italian university or an equivalent qualification from other countries of at least four years’ duration (applicants can get their qualification no later than 30th September 2018). Admission is decided on the basis of qualifications only and does not require an entry examination. *Award* The award, not including lodging and living expenses, will be for three years and it will be subject to satisfactory progress. The annual grant is of euros *18,052.04* (gross amount). This is an increased scholarship with respect to the standard University of Padova scholarship of euros 15,343.28. The additional amount of euros *2,708.76* is funded by the Department of Statistical Sciences "Department of Excellence" grant, financed by the Italian Ministry of Education, Universities and Research (MIUR). *How to apply* The call is published *(deadline June 26, 2018 13:00 CEST)* at the page http://www.unipd.it/ricerca/dottorati-di-ricerca/bandi-e-graduatorie English version at the page http://www.unipd.it/en/node/1053 Please, note that the curriculum has to be written by filling the template *CV_XXXIV* available from the Course web page http://www.stat.unipd.it/ricerca/ammissione and uploading the filled template in the online procedure. *Applications are only accepted online using the link indicated in the call* See http://www.stat.unipd.it/ricerca/ammissione or contact phd(a)stat.unipd.it <mailto:phd@stat.unipd.it> Kindest regards, Patrizia Piacentini On behalf of prof. Nicola Sartori Coordinator of the PhD Course in Statistics University of Padova *We apologize for cross posting * -- Patrizia Piacentini Secretariat PhD Course in Statistics University of Padova tel +39 049 8274167 fax +39 049 8271524 dottorato(a)stat.unipd.it

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PhD-fellowships on Mathematics of Planet Earth
by Enrico Scalas 25 May '18

25 May '18

Car* collegh*, questo bando per dottorand* puo' essere di interesse per chi si occupa di probabilita' applicata e statistica. Lo invio con preghiera di circolarlo. Cordiali saluti, Enrico Scalas -- The Mathematics of Planet Earth Centre for Doctoral Training (MPE CDT) has a small number of fully funded PhD positions available for study starting in September 2018. Applications are sought from outstanding candidates who have (or expect to receive) a first class degree in mathematics, statistics, physics or closely related subject. The MPE CDT brings together the Department of Mathematics at Imperial College London and the School of Mathematical, Physical and Computational Sciences at the University of Reading, as well as external partners such as the UK Met Office, NPL and ECMWF, and representatives of key commercial sectors, including energy, water, marine, and insurance. Students in the MPE CDT receive cohort-based PhD training in the mathematical and computational techniques needed to understand, predict and quantify risk and uncertainty for extreme weather and climate change. In particular, our PhD students receive training that ranges from the data-driven domain represented by statistics, to the model-driven domain represented by analysis and mechanics. For further details of the MPE programme and how to apply, please see http://mpecdt.org/admissions/ All appointments will be made on merit, however we particularly welcome applications from currently under-represented groups, including women and those from an ethnic minority.

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convegno "Sustainable Finance: Challenges for Portfolio Management" a Varese
by Enrico Moretto 25 May '18

25 May '18

Invio la seguente comunicazione chiedendo venga inviata ai membri della mailing list RANDOM: Gentilissimi, l’elaborazione e l’integrazione dei pilastri della sostenibilità - Environment, Social & Governance - nelle fasi del processo di investimento è un tema di attuale e vivace discussione nell’industria finanziaria anche alla luce dell’action plan della Commissione europea per la costruzione di un framework condiviso di Finanza sostenibile. Ne parleremo il giorno 12 giugno 2018 dalle ore 10.00 presso il Dipartimento di Economia dell’Università dell’Insubria di Varese (via Monte Generoso, 71) con studiosi ed operatori quotidianamente impegnati a integrare i criteri ESG nella gestione di portafoglio, nella misurazione e gestione dei rischi e nella valutazione delle strategie finanziarie. Al mattino interverranno Sara Silano, Managing Research Editor di Morningstar Italia, Membro del SIF’s Board Italia Fabrizio Fiocchi, Responsabile Sviluppo Prodotti e servizi di Advisory Eurizon Capital SGR Sara Migliaccio e Matteo Cazzini, Fixed Income Portfolio Manager, Investment Management, Zurich Investment Life spa La seconda parte della giornata prevede gli interventi di Andrea Gamba (Warwick Business School) Paolo Miniero (Portfolio Manager, Euromobiliare Advisory SIM) Alessandra Mainini (Università Cattolica del Sacro Cuore) che, seguendo punti di partenza, metodologie e percorsi differenti tra loro, presenteranno recenti risultati che spaziano nel vasto e complesso ambito della gestione del rischio. La partecipazione è libera. Per motivi organizzativi si chiede di inviare una mail (preferibilmente entro Domenica 3 Giugno) agli indirizzi giovanna.redaelli(a)uninsubria.it enrico.moretto(a)uninsubria.it Si allega la brochure del convegno. grazie mille. cordiali saluti, enrico moretto

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bando INdAM per borse per accesso ad un qualsiasi dottorato italiano in mat
by Cecilia 24 May '18

24 May '18

-------- Messaggio Inoltrato -------- Oggetto: [Gnampa] Rinvio scadenza bando INdAM-DP-Cofund-2015 Data: Wed, 23 May 2018 15:42:12 +0200 Mittente: Mauro Petrucci <petrucci(a)altamatematica.it> A: gnampa(a)lists.altamatematica.it, gncs(a)lists.altamatematica.it, gnfm(a)lists.altamatematica.it, gnsaga(a)lists.altamatematica.it A tutti gli aderenti ai Gruppi INdAM, Vi informiamo che è stata rinviata la scadenza del secondo bando di concorso per n° 10 borse di dottorato del programma “INdAM Doctoral Programme in Mathematics and/or Applications Cofunded by Marie Sklodowska-Curie Actions”, cofinanziato dalla UE nell’ambito di Horizon 2020, La NUOVA SCADENZA per la presentazione delle domande è il*30 giugno 2018*. La scadenza per la presentazione del titolo di accesso al dottorato prescelto è il 30 settembre 2018 per i cittadini europei, il *30 giugno 2018* per i cittadini extra-europei. Il programma offre a ricercatori da tutto il mondo l’opportunità di accedere a uno dei dottorati italiani in Matematica e/o applicazioni che partecipano al Programma. Il sito per la presentazione delle domande è: https://cofund.altamatematica.it *Giorgio Patrizio* *Presidente INdAM* * * *//*

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Bayesian Workshop in Grenoble, September 6-7, 2018
by Julyan Arbel 23 May '18

23 May '18

Dear all, The second edition of the Italian-French statistics seminar will be held in Grenoble on 6-7 September 2018. This year the theme of the workshop will be Bayesian learning theory for complex data modeling. The workshop will give to young statisticians the opportunity to learn from and interact with highly qualified senior researchers in probability, theoretical and applied statistics, with a particular focus on Bayesian methods. Anyone interested in this field is welcome. There will be two junior sessions and a poster session with a call for abstract open until June 30. A particular focus will be given to researchers in the early stage of their career, or currently studying for a PhD, MSc or BSc. The junior session is supported by ISBA through travel awards. Confirmed invited speakers: • Simon Barthelmé, Gipsa-lab, Grenoble, France • Arnoldo Frigessi, University of Oslo, Norway • Benjamin Guedj, Inria Lille - Nord Europe, France • Alessandra Guglielmi, Politecnico di Milano, Italy • Antonio Lijoi, University Bocconi, Milan, Italy • Bernardo Nipoti, Trinity College Dublin, Ireland • Sonia Petrone, University Bocconi, Milan, Italy Important Dates: • June 30, 2018: Abstract submission closes • July 20, 2018: Notification on abstract acceptance • August 25, 2018: Registration closes More details and how to register: https://sites.google.com/view/bigworkshop We look forward to seeing you in Grenoble. Best, Marta Crispino and Julyan Arbel marta.crispino(a)inria.fr, julyan.arbel(a)inria.fr

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Cortona SMI summer course
by Yosef Rinott 22 May '18

22 May '18

A course: HIGH DIMENSIONAL PROBABILITY FOR MATHEMATICIANS AND DATA SCIENTISTS Organized by SMI in Cortona will take place during July2 - July 13. Details can be found in http://germanio.math.unifi.it/it/courses-cortona-2016-2-2-2-2-3/ and further details in http://bcf.usc.edu/~larry/courses/SMI/2018/Cortona2018.html Yosi Rinott

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Pavia-Bicocca-INdAM PhD program in Mathematics
by Francesco Caravenna 22 May '18

22 May '18

The Universities of Pavia and Milano-Bicocca have a *joint PhD program in Mathematics*, with the contribution of INdAM: https://sites.google.com/view/jointphd/home The call for admissions 2018 is open (deadline June 7, 2018). A total of 13 fellowship are available in all domains of Mathematics, including Probability and Statistics. For more information, see the official pages: https://www.unimib.it/unimib-international/phd/how-apply (english version - details for Mathematics at page 26 of the Call) https://www.unimib.it/didattica/dottorato-ricerca/accedere-al-dottorato (versione italiana - scheda per Matematica a pag. 30 del Bando) _________________________________________ 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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assegno di ricerca bandito presso il Dipartimento di Ingegneria Gestionale - Politecnico di Milano
by Anna Paganoni 21 May '18

21 May '18

Desidero segnalare il seguente assegno di ricerca (12 mesi) bandito presso il Dipartimento di Ingegneria Gestionale - Politecnico di Milano SECS-P/08 - ECONOMIA E GESTIONE DELLE IMPRESE "Analisi statistica/econometrica da fonti eterogenee di grandi basi di dati Sviluppo e utilizzo di metodologie in campo economico, industriale e finanziario" Il bando e' reperibile al sito: https://www.polimi.it/index.php?id=3971&tx_wfqbe_pi1%5BID%5D=7729 Scadenza: 12 Giugno 2018 ----------------------------------------------------------------------------------- The call for a 12 month postdoc is open at Politecnico di Milano Dept of Department of Management, Economics and Industrial Engineering SECS-P/08 - MANAGEMENT "Statistical and econometric analysis of large databases from heterogeneous sources Development and implementation of methodologies in economic, industrial and financial fields" The details of the call are at https://www.polimi.it/index.php?id=3971&tx_wfqbe_pi1[ID]=7729&L=1 Deadline: 12 June 2018 -- Anna Maria Paganoni MOX - Modeling and Scientific Computing Dipartimento di Matematica "F. Brioschi" Politecnico di Milano Piazza Leonardo da Vinci, 32 I-20133 Milano - Italy tel. +39 02 2399 4574 fax. +39 02 2399 4568 e.mail: anna.paganoni(a)polimi.it

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A Spring Day in Probability and Statistical Physics
by Francesca Romana Nardi 21 May '18

21 May '18

Carissimi, vi ricordo il seminario di venerdi` prossimo 25 Maggio (vedi annuncio sotto per dettagli). Stiamo prenotando un ristorante diverso dal precedente con cucina fiorentina e prezzo contenuto, per questo ho bisogno del numero ESATTO di persone. Potreste farmi sapere chi intende mangiare con il gruppo per favore? A prestissimo Francesca R Nardi -------- Messaggio originale -------- OGGETTO: A Spring Day in Probability and Statistical Physics DATA: Venerdì 27/04/2018 18:13 MITTENTE: Francesca Romana Nardi <francescaromana.nardi(a)unifi.it> DESTINATARIO: random(a)fields.dm.unipi.it Carissimi, stiamo preparando la prossima giornata di seminari del 25 Maggio 2018 (quarto incontro della serie di giornate sulla probabilita` e le sue applicazioni alla Fisica, Biologia e Scienze sociali). Ricordo che ciascuno oratore fara` una lezione introduttiva e divulgativa di 45 minuti pensata proprio per i non esperti, seguita da altri 45 minuti di tipo seminario (vedi programma). Per maggiori informazioni e aggiornamenti sulle giornate passate e future abbiamo istituito una pagina web che vi invitiamo a visitare periodicamente. http://web.math.unifi.it/users/fnardi/seminari/ A SPRING DAY IN PROBABILITY AND STATISTICAL PHYSICS University of Florence Friday 25 May 2018 Lecturers: Francis Comets (Paris) and Remco van der Hofstad (Eindhoven) Location: Aula Magna di Via S. Gallo 10, Firenze Prof. Francis Comets (University of Paris Diderot) Title: Cover time, cover process, random interlacements for random walk on the torus, I and II" Abstract: The cover time is the time needed for the $d$-dimensional simple random walk to visit all points of the torus of size $n$ on the lattice $Z^d$; in the continuum, it is the time for the Wiener sausage of radius 1 to cover the torus of linear size $n$. As a maximum of correlated random variables (here, with logarithmic decay when $d=2$) it has interesting asymptotics as $n \to \infty$, which are related to the way the covering is performed. Things are different in dimension $d \geq 3$ (the walk is transient) from dimension $d=1,2$ (the walk is recurrent). In dimension $d \geq 3$, Sznitman introduced random interlacements to describe the local picture during the covering process. They consist in a Poissonian soup of bi-inifinite random walk trajectories. They still give a reliable account at large densities, up to cover time. We will emphasize dimension 2: random interlacements can be used as a description of the neighborhood of an unvisited site, provided that the paths used in the interlacements are random walk _conditioned not to visit a point_. (Joint works with Serguei Popov and Marina Vachkovskaia.) (Leiden University) Prof. Remco van der Hofstad (Technical University Eindhoven) Title: Ising models on random graphs ABSTRACT: The Ising model is one of the simplest statistical mechanics models that displays a phase transition. While invented by Ising and Lenz to model magnetism, for which the Ising model lives on regular lattices, it is now widely used for other real-world applications as a model for cooperative behavior and consensus between people. As such, it is natural to consider the Ising model on complex networks. Since complex networks are modelled using random graphs, this leads us to study the Ising model on random graphs. In this talk, we discuss some recent results on the stationary distribution of the Ising model on locally tree-like random graphs. We start by giving an extensive introduction to random graph models for complex networks, to set the stage of the graphs on which our Ising models live. Real-world networks tend to be highly inhomogeneous, a fact that is most prominently reflected in their degree distributions having heavy tails as described by power laws. Due to the randomness of the graphs on which the Ising model lives, there are different settings for the Ising model on it. The quenched setting describes the Ising model on the random graph as it is, while the averaged quenched setting takes the expectation w.r.t. the randomness of the graph. As such, it takes the expectation of the Boltzman distribution, which is a ratio of an exponential involving the Hamiltonian, and the partition function. In the annealed setting, the expectation is taken on both sides of the ratio. These different settings each describe different physical realities. We discuss the thermodynamic limit of the Ising model, which can be used to define the phase transition in the Ising model on locally tree-like random graphs, by describing when spontaneous magnetization exists and when not, extending work by Dembo and Montanari. We give an explicit expression for the critical value and the critical exponents for the magnetization close to it. These critical exponents depend on the power-law exponent of the degree distribution in the random graph. We also discuss central limit theorems for the total spin in the uniqueness regime, as well as a non-classical limit theorem for the total spin at the critical point in the special setting of the annealed generalized random graph. This talk is based on several joint works with Sander Dommers, Cristian Giardina, Claudio Giberti and Maria Luisa Prioriello. Program: 11.00-11.45 Introductory lecture: Comets 11.45-12.00 Break 12.00-13.00 Seminar: Comets 13.00-14.30 Lunch 14.30-15.15 Introductory lecture: van der Hofstad 15.15-15.30 Break 15.30-16.30 Seminar: van der Hofstad Organizers: F. Caravenna, N. Cancrini, E.N.M. Cirillo, P. Dai Pra, A. De Masi, D. Fanelli, F. Flandoli C. Giardina`, R. Livi, F. Martinelli, I.G. Minelli, F.R. Nardi, E. Presutti, B. Scoppola, E. Scoppola Note pratiche: 1) E` importante prenotare il biglietto del treno il piu` presto possibile per poter usufruire di sconti!!!! 2) Stiamo prenotando un ristorante (diverso dal precedente) con un paio di menu fissi (di cui uno vegerariano) che possa ospitarci, ma ho bisogno del numero di persone che vogliono mangiare insieme. A coloro che fossero interessati chiedo di mandare un email a francescaromana.nardi(a)unifi.it Resta fermo il fatto che saremo in pieno centro di Firenze, quindi ci sono moltissime altre possibilita` per mangiare se preferite regolarvi indipendentemente. Vi aspettiamo numerosi Francesca R. Nardi Dipartimento di Matematica e Informatica Università degli Studi di Firenze Viale Morgagni 67, Firenze, Italy

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assegno di ricerca bandito presso il Dipartimento di Scienze per l'Economia e l'Impresa dell'Università di Firenze
by Maria Elvira Mancino 21 May '18

21 May '18

Desidero segnalare il seguente assegno di ricerca (12 mesi) bandito presso il Dipartimento di Scienze per l'Economia e l'Impresa dell'Università di Firenze SSD SECS-S/06 "Misure di rischio finanziario con dati ad alta frequenza" Il bando e' reperibile al sito: https://www.unifi.it/vp-391-assegni-di-ricerca.html Scadenza: 7 Giugno 2018 ----------------------------------------------------------------------------------- The call for a 12 month postdoc is open at University of Firenze (Dept of Economics and Management) "Financial risk measures with high frequency data" The details of the call are at https://www.unifi.it/vp-391-assegni-di-ricerca.html Deadline: 7 June 2018

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PhD course di Marco Frittelli in Bicocca
by fabio bellini 18 May '18

18 May '18

Nei giorni 22-23-24 maggio, presso la Aula Seminari 2062 del DISMEQ, al secondo piano dell'edificio U7, il prof. Marco Frittelli del Dipartimento di Matematica della Università di Milano terrà un mini-corso di dottorato su 'Pathwise Finance (Arbitrage and Super-Hedging) and Systemic Risk Measures'. Il calendario delle lezioni è il seguente: Martedì 22 maggio 11-13, 14.30-16.30 Mercoledì 23 maggio 11-13, 14.30-16.30 Giovedì 24 maggio 11-13, 14.30-16.30. La partecipazione è libera ma per motivi logistici è consigliata la registrazione inviando una mail a nicoletta.alghisi(a)unimib.it. -- Prof. Fabio Bellini Department of Statistics and Quantitative Methods University of Milano-Bicocca Via Bicocca degli Arcimboldi 8, 20126 Milano 0039-2-64483119 http://scholar.google.it/citations?user=P61L8P4AAAAJ&hl=it

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Call for abstracts : Numerical methods and quantitative finance: new perspectives and applications @AMASES
by Daniele Marazzina 17 May '18

17 May '18

Con preghiera di diffusione >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> Dear Colleagues, a session entitled Numerical methods and quantitative finance: new perspectives and applications(NM)<http://amases2018.uniparthenope.it/files/NM.pdf> will take place during the AMASES Annual Conference, which will be held in Naples on September 13-15, 2018 (http://amases2018.uniparthenope.it/) In recent years the research for mathematical tools to be applied in financial contexts has gained additional importance. In fact the latest financial crisis has highlighted the need for a more scientific approach to the problem of pricing and risk control. Moreover, we can now take advantage of more advanced statistical and mathematical skills and of the availability of numerical techniques and faster computer systems. The aim of this special session is to discuss recent advances and application in this field. Theoretical and empirical papers are welcome. It is a great pleasure to invite you to submit an extended abstract. To be considered for the session, please submit your abstract by specifying the session code (NM) in the file name (NM-[surname of author who will present the paper].pdf). Please refer to the official web page of the conference for further details on the submission. Important dates: May 30, 2018: deadline for abstract submission June 11, 2018: notification of acceptance June 18, 2018: early registration July 2, 2018: late registration For information, please contact: Chiara Guardasoni - chiara.guardasoni(a)unipr.it Daniele Marazzina - daniele.marazzina(a)polimi.it Simona Sanfelici - simona.sanfelici(a)unipr.it We are looking forward to meeting you in Naples. Best regards Chiara Guardasoni, Daniele Marazzina, Simona Sanfelici

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Seminario di G. Giacomin a Milano-Bicocca (29 maggio 2018)
by Francesco Caravenna 17 May '18

17 May '18

Martedì 29 maggio 2018 alle ore 14:30 Giambattista Giacomin (Université Paris Diderot) terrà un seminario dal titolo "On phase transitions in disordered systems and singular behavior of Lyapunov exponents" Aula 3014, Dipartimento di Matematica e Applicazioni (edificio U5, terzo piano, via Cozzi 55, Milano) Università di Milano-Bicocca Trovate il sommario di seguito. Tutti gli interessati sono invitati a partecipare. Francesco Caravenna %%%%%%%%%%%%%%%%%%%%%%%%%% Abstract: Understanding the effect of disorder on phase transitions and crtical phenomena is a challenging problem that has been repeatedly considered in the phyisics literature. In this domain there is a highly non trivial model that takes the center stage because it is considered to be «exactly solvable». It is the two dimensional Ising model with a special type of disorder («columnar disorder»). I will provide an introduction to this model and to what has been conjectured about it. I will also explain why the exact solvability claim is an overstatement. The solvability aspect in fact is limited to the reduction of the problem to another one - the computation of the Lyapunov exponent of a certain product of two by two random matrices - that seems (and probably is) much easier. In collaboration with Francis Comets and Rafael Greenblatt, we have made some progress toward understanding this product of random matrices. The main aim of the talk is explaining these results and what they imply on the two dimensional Ising model with columnar disorder. %%%%%%%%%%%%%%%%%%%%%%%%%% _________________________________________ 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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Bando RTD-B in Statistica Università Milano-Bicocca
by andrea ongaro 16 May '18

16 May '18

Si informa che l*'Università di Milano - Bicocca* ha bandito una posizione di *RTD-B in Statistica*, (settore concorsuale 13/D1, settore scientifico-disciplinare SECS-S/01) presso il Dipartimento di Economia, Metodi Quantitativi e Strategie d'Azienda. La scadenza per la presentazione delle domande è il *7 giugno 2018*. Il bando (data registr. 9.5.18, nr. reg. 1128/2018), contenente anche le informazioni per la presentazione della domanda on-line, è disponibile alla pagina: https://webproto.si.unimib.it/ADP/concdocenti.aspx Con preghiera di massima diffusione e scusandomi per eventuali invii multipli Andrea Ongaro

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Corso BERESTYCKI
by Matteo Ruggiero 16 May '18

16 May '18

Cari colleghi, nell’ambito del programma di Visiting Professors per la Laurea Magistrale in Stochastics and Data Science dell’Università di Torino, siamo lieti di annunciare il seguente corso: Julien BERESTYCKI (University of Oxford) TOPICS ON BRANCHING BROWNIAN MOTION che si terrà al terzo piano di Corso Unione Sovietica 218/bis, 10134, Torino, secondo il seguente calendario: 24 maggio 11:15-13:15 (aula 12) 25 maggio 9:15-11:15 (aula 12) 28 maggio 11:15-13:15 e 14:00-16:00 (aula 12) 29 maggio 11:15-13:15 e 16:00-18:00 (aula 12) 30 maggio 14:00-16:00 (aula 12) 31 maggio 11:15-13:15 (aula 13) Il corso è rivolto agli studenti della Laurea Magistrale, ma la partecipazione è libera agli interessati. Il programma completo di Visiting Professors si può consultare alla pagina http://www.master-sds.unito.it/do/home.pl/View?round=1&doc=visitingprofesso… Questa iniziativa è parzialmente supportata da Fondazione CRT, Torino. Cordiali saluti, I coordinatori del Programma Laura Sacerdote e Matteo Ruggiero --- Matteo Ruggiero University of Torino and Collegio Carlo Alberto www.matteoruggiero.it

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seminario GSSI L'Aquila
by davide gabrielli 15 May '18

15 May '18

Il giorno 23 maggio ore 15 presso il GSSI-L'Aquila il Prof. F. Comets terra' un seminario dal titolo Singular behavior of Lyapunov exponents in a weak disorder limit infos: "http://www.gssi.infn.it/seminars/seminars-and-events-2018/item/3612-singula… Locandina allegata

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Colloquium di Balint Toth a Roma Tre il 23 maggio alle 16
by Pietro Caputo 15 May '18

15 May '18

COLLOQUIUM DI MATEMATICA Balint Toth (University of Bristol, UK and Renyi Institute, Budapest) Titolo: Invariance principle for the random Lorentz gas beyond the [Boltzmann-Grad / Gallavotti-Spohn] limit Mercoledi' 23 Maggio 2018 ORE 16:00 Dipartimento di Matematica e Fisica Universita' degli Studi Roma Tre Aula F, primo piano, edificio Aule - Largo San Leonardo Murialdo,1 Abstract Let hard ball scatterers of radius $r$ be placed in $mathbb R^d$, centred at the points of a Poisson point process of intensity $rho$. The volume fraction $r^d rho$ is assumed to be sufficiently low so that with positive probability the origin is not trapped in a finite domain fully surrounded by scatterers. The Lorentz process is the trajectory of a point-like particle starting from the origin with randomly oriented unit velocity subject to elastic collisions with the fixed (infinite mass) scatterers. The question of diffusive scaling limit of this process is a major open problem in classical statistical physics. Gallavotti (1969) and Spohn (1978) proved that under the so-called Boltzmann-Grad limit, when $r to 0$, $rho to infty$ so that $r^{d-1}rho to 1$ and the time scale is fixed, the Lorentz process (described informally above) converges to a Markovian random flight process, with independent exponentially distributed free flight times and Markovian scatterings. It is essentially straightforward to see that taking a second diffusive scaling limit (after the Gallavotti-Spohn limit) yields invariance principle. I will present new results going beyond the [Boltzmann-Grad / Gallavotti-Spohn] limit, in $d=3$: Letting $r to 0$, $rho to infty$ so that $r^{d-1}rho to 1$ (as in B-G) and simultaneously rescaling time by $T sim r^{-2+epsilon}$ we prove invariance principle (under diffusive scaling) for the Lorentz trajectory. Note that the B-G limit and diffusive scaling are done simultaneously and not in sequel. The proof is essentially based on control of the effect of re-collisions by probabilistic coupling arguments. The main arguments are valid in $d=3$ but not in $d=2$. Joint work with Chris Lutsko (Bristol)

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REMINDER - HFFE2018 CALL FOR PAPERS @ SNS
by Daniele Tantari 15 May '18

15 May '18

Dear colleagues, this is the second announcement for the workshop *Frontiers in High-Frequency Financial Econometrics * that will be held at Scuola Normale Superiore in Pisa (Italy) on 28-29 September 2018. The aim of the Workshop is to bring together leading experts and young researchers in the field of financial econometrics and mathematical finance with application to high-frequency finance. The main purpose is to listen to new ideas, and discuss about future perspectives in the field. The organizers encourage submissions of papers on any topic within the overall theme of the conference with a special emphasis on the following areas: realized (co)variance estimation and forecasting, high-frequency finance, liquidity and price discovery, market microstructure analysis. The scientific committee of the workshop consists of: Giacomo Bormetti (University of Bologna), Fulvio Corsi (University of Pisa), Fabrizio Lillo (University of Bologna), Maria Elvira Mancino (University of Florence), Stefano Marmi (Scuola Normale Superiore), Davide Pirino (University of Rome "Tor Vergata"), Roberto Renò (University of Verona) *CALL FOR PAPERS* *Both papers and extended abstracts (min 3 pages) are accepted for presentation in a regular session or a poster session.* The final program of the workshop will include both submitted and invited papers. Our keynote speakers are: - *Yacine Ait-Sahalia *(Princeton University) - *Nikolaus Hautsch* (University of Vienna) - *André Lucas *(VU University Amsterdam) - *Mathieu Rosenbaum *(Ecole Polytechnique) For more information on submission and registration, see the conference website https://www.hffe2018sns.com/ or contact hffe.workshop(a)gmail.com *Important dates:* Submission of a complete paper or extended abstract: May 31th, 2018 Decision: June 30th, 2018 Registration deadline: August 15th, 2018 On behalf of the organizing committee, Best Regards, Daniele Tantari

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Convegno Portfolio managing, stochastic processes and financial econometrics a Firenze, 18/5/18
by Cecilia 14 May '18

14 May '18

In occasione delle visite di Jean Jacod e di José Figueora-Lopez al Dipartimetno di Scienze per l'Economia e dell'Impresa, il giorno venerdì 18 maggio 2018, ore 10:00-18:00, a Firenze, presso il Campus di Novoli, via delle Pandette 9 (edificio D6), aula 0.01, si terrà il convegno *Portfolio managing, stochastic processes and financial econometrics* con il programma sotto descritto. Tutti gli interessati sono cordialmente invitati a partecipare. Per motivi organizzativi CHI INTENDE PARTECIPARE è pregato di INVIARE UNA EMAIL a cecilia.mancini(a)unifi.it *Programme:* 10:00 Jean Jacod, /Laboratoire de Probabilités/ et Modèles Aléatoires, Université Pierre et Marie Curie-Paris 6, /Modeling asset prices: small scale versus large scale/// 11:00 José Figueora-Lopez, Department of Mathematics, Washington University in St. Louis, /Optimal Kernel Estimation of Spot Volatility of Stochastic Differential Equations/ *BREAK 11:30, D6/1.02* 12:00 Luca Spadafora, Internal Model Validation, Banco BPM S.p.A., Milano, and Department of Computer Sciences, University of Verona, /Jumping VaR: Order Statistics Volatility Estimator for Jumps Classification and Market Risk Modeling/ 12:30 Giannicola Simari, University of Pisa /A new Value-based Investing Strategy: The Case of the S&P 500 Index / *LUNCH 13:00* 14:30 Giampiero Maria Gallo, Italian Court of Auditors (Corte dei conti), /Mitigating Measurement Error Effects in Volatility Forecasting/ 15:00 Simona Sanfelici, Department of Economics and Management, University of Parma, /Estimation of the stochastic leverage effect using the Fourier transform method / 15:30 Rachele Foschi, Department of Economics and Management, University of Pisa, /Hawkes processes: continuous- and discrete-time stochastic intensity/ *BREAK 16:00, D6/1.02* 16:30 Francesca Lilla, Department of Management and Economics, University of Florence, TBA 17:00 Erindi Allaj, Department of Management and Economics, University of Florence, /Black-Litterman model and its out-of-sample performance/ 17:30 Fabrizio Cipollini, Department of Statistics, Informatics and Applications, University of Florence, /Forecasting Optimal Portfolio Weights Using High-Frequency Data/

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Bando dottorato Tor Vergata
by marinucc 14 May '18

14 May '18

-------- Messaggio originale -------- Oggetto: Re: Bando dottorato di Eccellenza Data: 2018-05-11 11:36 Mittente: Andrea Braides <braides(a)gmail.com> Destinatario: Andrea Braides <braides(a)mat.uniroma2.it> Cc: liverani carlangelo <liverani(a)mat.uniroma2.it>, Domenico Marinucci <marinucc(a)axp.mat.uniroma2.it>, porretta <porretta(a)axp.mat.uniroma2.it>, Flaminio Flamini <flamini(a)axp.mat.uniroma2.it>, Benedetto Scoppola <scoppola(a)axp.mat.uniroma2.it>, Paolo Baldi <baldi(a)axp.mat.uniroma2.it>, Roberto Natalini <roberto.natalini(a)gmail.com>, Simonetta De Nicola <denicola(a)mat.uniroma2.it>, Longo Roberto <longo(a)axp.mat.uniroma2.it>, Bracci Filippo <fbracci(a)axp.mat.uniroma2.it>, Giuseppe Pareschi <pareschi(a)axp.mat.uniroma2.it>, Elisabetta Strickland <strickla(a)axp.mat.uniroma2.it>, Tarantello Gabriella <tarantel(a)axp.mat.uniroma2.it>, Michiel Bertsch <bertsch(a)mat.uniroma2.it>, Daniele Guido <guido(a)axp.mat.uniroma2.it>, Carla Manni <manni(a)axp.mat.uniroma2.it>, Celletti Alessandra <celletti(a)axp.mat.uniroma2.it>, Carlangelo Liverani <liverani(a)axp.mat.uniroma2.it>, Mauro Nacinovich <nacinovi(a)axp.mat.uniroma2.it>, Rene Schoof <schoof(a)axp.mat.uniroma2.it>, Carlo Sinestrari <sinestra(a)axp.mat.uniroma2.it>, Filippo Bracci <fbracci(a)mat.uniroma2.it> Care Colleghe e cari Colleghi, vi ri-mando il messaggio da inviare alle vostre mailing list (con un paio di refusi corretti). L’avviso del bando è ora presente sulla pagina del dottorato. Cari saluti, Andrea Bando di Dottorato in Matematica a Tor Vergata - con preghiera di diffusione agli studenti interessati PhD of Excellence at Rome Tor Vergata University. The Department of Mathematics of the University of Rome Tor Vergata has been ranked first in Italy among the Departments of Mathematics in the most recent Research Assessment Exercises, see for instance https://www.mat.uniroma2.it/Docs/All6DElenco180Ammessi.pdf The Department of Mathematics has hence benefited of an extra-funding for the period 2018-2022. These funds will be largely exploited for additional activities specifically addressed to PhD students, such as seminars, advanced courses, workshops, visiting professors; there is also specific extra-funding for students’ travels and scholarships. Within this five-year Program of Excellence, five PhD positions have been funded for the academic year 2018-2019 with yearly gross salary of 24.000 Euros approximately plus travel allowance. Information for applications can be found on the PhD School web page at https://www.mat.uniroma2.it/~dott/pagina2.html The PhD program covers all areas of research in Pure and Applied Mathematics, including for instance Algebraic and Arithmetic Geometry, Number Theory, Complex Analysis, Dynamical Systems, Calculus of Variations and PDE, Operator Algebras and Quantum Field Theory, Nonlinear Analysis, Celestial Mechanics, Statistical Physics, Numerical Analysis, Probability and Mathematical Statistics. A more detailed presentation of the PhD school, including the full list of members of the PhD Board, can be found on the PhD School web page. Our students can also benefit from strong interactions with the very lively mathematical community in Rome; there is indeed a mutual cooperation agreement with the Mathematics PhD programs run by Sapienza and Rome III University (http://www.rome-phd-math-programs.it/) For more information, please contact Prof. Andrea Braides, PhD Coordinator, braides(a)mat.uniroma2.it Mrs Simonetta De Nicola, PhD Secretary, denicola(a)mat.uniroma2.it ____________________________________________ Andrea Braides Director of the PhD School in Mathematics, University of Rome Tor Vergata For all contact information: http://axp.mat.uniroma2.it/~braideswikipedia entry: https://en.wikipedia.org/wiki/Andrea_Braides

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Conference "Recent Advances in Random Processes - a conference in honor of Paolo Baldi's 70th birthday" - second announcement
by Lucia Caramellino 11 May '18

11 May '18

Second announcement of the conference "Recent Advances in Random Processes - a conference in honor of Paolo Baldi's 70th birthday" Rome, September 10-11, 2018, at Citta` dell'Altra Economia Information (speakers, program, venue etc.) are available at http://www.mat.uniroma2.it/~ricerca/probab/rarp/home.html Sponsors: - INdaM-Gnampa - ERC Grant PASCAL n.277742. Registration (free but compulsory) at http://www.mat.uniroma2.it/~ricerca/probab/rarp/registration.html ================================== Lucia Caramellino Dipartimento di Matematica Universita` di Roma "Tor Vergata" Via della Ricerca Scientifica I-00133, Roma, Italy www.mat.uniroma2.it/~caramell

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Seminario at Scuola Normale Superiore, Prof. Jean Jacod, Université Paris 6, Pierre et Marie Curie (17-05-2018)
by Giulia 11 May '18

11 May '18

Dear all, On Thursday, 17 May 2018 — at 14:00 — at the Scuola Normale Superiore (Room: Aula Fermi) Prof. Jean Jacod (Université Paris 6, Pierre et Marie Curie) will hold the following Seminar: Title : Modeling asset prices: small scale versus large scale Abstract: A typical model for the price of financial asset, allowing for explicit or numerical computation of option prices, hedging, calibration, etc... , describes the price with an horizon of months or years. In contrast, a very active topic now is concerned with models for tick prices or order books. The structure of the price at the microscopic level is very di_erent from the structure of the usual (often continuous) semimartingales used at a macroscopic level. In particular the microscopic prices evolves on the tick grid, usually going up or down by one tick only. Our aim is to see how it is possible to reconcile the two viewpoints, using a scaling limit of tick-level price models. We will see that this question (going back to the thesis of Bachelier, in a sense) raises a number of non trivial questions if we want a reasonably simple microscopic model, together with a macroscopic model exhibiting stochastic volatility or jumps or a drift. (Joint work with Yacine Ait-Sahalia). Fill free to forward this announcement to your colleagues. Best Giulia Livieri Assegnista di ricerca Scuola Normale Superiore Piazza dei Cavalieri, 7, 56126 Pisa PI room 65

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Call for abstracts : Networks and Big Data in Economics, Finance, and Social Systems @AMASES
by Fabrizio Lillo 10 May '18

10 May '18

Dear Colleagues, a session entitled Networks and Big Data in Economics, Finance, and Social Systems will take place during the AMASES Annual Conference, which will be held in Naples on September 13-15, 2018 (http://amases2018.uniparthenope.it/ ). The special session mainly focuses on the emerging multidisciplinary study of the interconnections in finance and social science, which brings with it the necessity to deal with the growing amount of data available. Theoretical and empirical papers are welcome. Topics include but are not limited to: - contagion in social, economic and financial networks - network modeling of financial time-series - big data approach to financial, economic, and social modeling It is a great pleasure to invite you to submit an extended abstract. To be considered for the session, please submit your abstract by specifying the session code (BD) in the file name (BD-[surname of author who will present the paper].pdf). Please refer to the official web page of the conference for further details on the submission. Important dates: May 30, 2018: deadline for abstract submission June 11, 2018: notification of acceptance June 18, 2018: early registration July 2, 2018: late registration For information, please contact: Fabrizio Lillo (fabrizio.lillo(a)unibo.it) Michele Tumminello (michele.tumminello(a)unipa.it) Pietro Vassallo (pietro.vassallo01(a)unipa.it) We are looking forward to meeting you in Naples. Best regards Fabrizio Lillo, Michele Tumminello and Pietro Vassallo ---------------------------------------- Fabrizio Lillo Dipartimento di Matematica Università di Bologna 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: BNPSI 2018, Bordeaux (France), July 2-4, 2018
by Annalisa Cerquetti 10 May '18

10 May '18

Cari tutti, segnalo il workshop: *BNPSI "Bayesian nonparametrics for signal and image processing" * in programma a Bordeaux, dal 2 al 4 luglio 2018, https://bnpsi2018.sciencesconf.org/ Deadline for registration (free) and abstract submission for the poster session: 31 Maggio 2018. A. Annalisa Cerquetti, PhD http://web.mclink.it/MD3012/annalisa.cerquetti/ <http://www.memotef.uniroma1.it/users/cerquetti-annalisa>

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Posizione RTD-B in SECS-S/01 Università Ca' Foscari di Venezia
by Carlo Gaetan 09 May '18

09 May '18

L' Università Ca' Foscari ha bandito la seguente posizione RTD-B di Statistica presso il Dipartimento di Scienze Ambientali, Informatica e Statistica: D.R.389/2018 - Procedura pubblica di selezione per la copertura di n. 1 posto di ricercatore a tempo determinato ai sensi dell'art. 24 comma 3 lettera b) della Legge 30 dicembre 2010, n. 240, settore concorsuale 13/D1 settore SECS-S/01 SCADENZA: 4 giugno 2018, ore 12:00 a.m. (CET) Chi cerchiamo (*) I migliori candidati, con solide basi metodologiche in statistica, ma che anche vogliano cimentarsi in applicazioni in ambito ambientale o, alternativamente, nella disciplina emergente della Data Science. Cosa chiediamo (*) Un' attività di ricerca che spinga il gruppo di Statistica e il Dipartimento ancora più avanti nella valutazione ANVUR e che sia sostenuta anche con la partecipazione a bandi di finanziamento competitivi sia in ambito nazionale sia, preferibilmente, in ambito internazionale. Per maggiori informazioni e per inviare la domanda di partecipazione: http://intra.unive.it/plapps/bandi/common/showbando?id=29077 Contatti ulteriori per informazioni di natura accademica: gaetan(a)unive.it Con preghiera di massima diffusione e scusandomi per eventuali invii multipli Carlo Gaetan (*) Fatti salvi i requisiti concorsuali e gli obblighi di legge in merito a reclutamento, etc. -- Dipartimento di Scienze Ambientali, Informatica e Statistica - DAIS Università Ca' Foscari - Venezia Edificio Zeta Via Torino, 155 I-30172 Mestre (VE) ITALY phone: ++39 041 234 8404 mobile phone: ++39 366 629 7899 e-mail:[gaetan"at"unive"dot"it] web:[http://www.dais.unive.it/~gaetan] Please don't print this e-mail unless you really need to. Please avoid sending me Word, Excel or PowerPoint attachments. See http://www.gnu.org/philosophy/no-word-attachments.html. Per favore non stampate questo messaggio se non è proprio necessario. Per favore non mandatemi allegati in Word, Excel o PowerPoint. Le ragioni sono spiegate qui http://www.gnu.org/philosophy/no-word-attachments.it.html

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Rob Engle a Venezia
by Monica Billio 08 May '18

08 May '18

*Lunedì 14 maggio 2018 ore 12.30* Aula Meeting 1, Campus San Giobbe Cannaregio 873, Venezia *A Financial Approac h to Climate Risk** * ** *Martedì 15 maggio 2018 ore 14.30** ***Aula Magna Guido Cazzavillan, Campus San Giobbe Cannaregio 873, Venezia *Monitoring Risk with VLAB** * ** (Incontro con gli studenti di Ca’ Foscari) *Mercoledì 16 maggio 2018 ore 15.30** ***Aula Magna Ca’ Dolfin, Dorsoduro 3825/E, Venezia *How Much SRISK is Too Much?** ***Conferimento della Ca’ Foscari Honorary Fellowship Conferenza aperta al pubblico (segnalare presenza a eventi(a)unive.it) -- -- Monica Billio Dipartimento di Economia, Università Ca' Foscari Venezia Fondamenta San Giobbe 873, 30121 Venezia Tel +39 041 2349170, Fax +39 041 2349176 E-mail billio(a)unive.it http://www.unive.it/persone/billio http://ideas.repec.org/e/pbi55.html http://papers.ssrn.com/sol3/cf_dev/AbsByAuth.cfm?per_id=303041 http://scholar.google.it/citations?user=ll83_twAAAAJ&hl=en CREDIT 2018 http://www.greta.it/credit/credit2018/credit2018.htm -- Nota automatica aggiunta dal sistema di posta.

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Seminari Prof. Mesiar e Prof. Candeloro
by Serena Doria 08 May '18

08 May '18

Il giorno 16 maggio 2018 alle ore 11.30 si terranno, presso l'aula del consiglio del Dipartimento di Ingegneria e Geologia Viale Pindaro 42, Pescara i seguenti seminari: 1) Professor Radko Mesiar Faculty of Civil Engineering, Department of Mathematics Radlinského 11, 810 05 Bratislava, Slovakia Titolo: "Monotone measures and real integrals" 2) Professor Domenico Candeloro Department of Mathematics and Computer Science, Via Vanvitelli, 1 - Perugia Italy Titolo: "Birkhoff-type integral of multifunctions with respect to fuzzy measures" Tutti gli interessati sono invitati a partecipare. Cordiali saluti, Serena Doria

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RECALL -- International Summer School on Risk Measurement and Control 2018
by Roy Cerqueti 07 May '18

07 May '18

Dear all, this is a second notice to inform you that the 12th Edition of the International Summer School on Risk Measurement and Control will take place in Rome on 4-9 June, 2018. Four macrothemes will be explored: * Green Economics and Finance <http://www.risksummerschool.eu/node/208> * The Fin Tech challenge <http://www.risksummerschool.eu/node/212> * Monetary Policy in a low inflation environment <http://www.risksummerschool.eu/node/214> * Banking, Financial and Insurance Regulation <http://www.risksummerschool.eu/node/213> More information can be find on the <http://www.risksummerschool.eu/> website. The outstandig level of the lecturers and the relevance of the treated subjects let this well-established school be of wide interest for both academicians and practitioners. With my warmest regards Roy Cerqueti (Organizing Committee) -- ___________________________________________ *Il tuo 5 diventa 1000* Fai crescere la tua università Dona il 5 per mille alla Sapienza Codice fiscale: *80209930587* https://www.uniroma1.it/it/pagina/fai-crescere-la-tua-universita-con-il-cin… <https://www.uniroma1.it/it/pagina/fai-crescere-la-tua-universita-con-il-cin…>

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RTD-A in probabilità a Pisa
by Marco Romito 04 May '18

04 May '18

Scrivo per annunciare il bando per una posizione RTD-A nel settore MAT/06 presso il Dipartimento di Matematica dell'Università di Pisa, con scadenza il 4 giugno 2018. Il bando è disponibile alla pagina https://alboufficiale.unipi.it/wp-content/uploads/2018/05/Bando_RTD_A_PICA-… ------------------- dear all I would like to announce a junior researcher position (RTD-A) in Probability at University of Pisa. The official call (in italian) can be found at https://alboufficiale.unipi.it/wp-content/uploads/2018/05/Bando_RTD_A_PICA-… The position is a fixed-term contract of employment for three years, possibly renewable for a further two years. The deadline is June 4, 2018. m.

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Lecturer (assistant professor) position in Mathematical Finance at Imperial College London
by Brigo, Damiano 04 May '18

04 May '18

Dear All, I would like to announce that there is a lecturer (assistant professor) position in the Mathematical Finance group at Imperial College London: http://www.imperial.ac.uk/jobs/description/NAT00155/lecturer-mathematical-f… Best wishes, Damiano ----------------------- Prof. Damiano Brigo Chair of Mathematical Finance, co-Head of the MF Research Group and member of the Stochastic Analysis Group Department of Mathematics, Imperial College London, damiano.brigo(a)imperial.ac.uk http://www.imperial.ac.uk/people/damiano.brigo

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BAYSM 2018 announcement: early bird deadline closing on 7st May 2018
by Raffaele Argiento 03 May '18

03 May '18

The Early Bird registration deadline for BAYSM 2018 is the 7th of May 2018. Register now (https://warwick.ac.uk/baysm) to receive the discounted registration cost for this exciting event. As part of the registration process you can also book your accommodation in en-suite rooms on campus at Conference Park. BAYSM2018 is the 4rd edition of the Bayesian Young Statisticians Meeting and will take place at University of Warwick, Coventry, UK (2-3 July 2018), as a satellite to the ISBA 2018 world meeting. BAYSM is dedicated to Ph.D. Students, M.S. Students, Post-Docs, Young and Junior Researchers working in the field of Bayesian statistics, providing an opportunity to connect with the Bayesian community at large. Senior discussants will be present at each session, providing participants with advise and comments to their work. Recognised figures of the Bayesian community will also participate as keynote speakers, making an altogether exciting program. The event will be hosted by the Department of Statistics of the University of Warwick (https://warwick.ac.uk/statistics/) It will include social events, providing the opportunity to get to know other junior Bayesians. Keynote speakers: Kerrie Mengersen (Queensland University of Technology) Igor Prünster (Bocconi University) Judith Rousseau (University of Oxford) Stephen Senn (University of Glasgow) Yee Whye Teh (University of Oxford) Discussants: Deborah Ashby (Imperial College) Bärbel Finkenstädt Rand (University of Warwick) Jim Griffin (University of Kent) Michele Guindani (University of California, Irvine) Amy Herring (Duke University) Jim Smith (University of Warwick) Mark Steel (University of Warwick) Sebastian Vollmer (University of Warwick) While the meeting is organized for and by junior Bayesians, attendance is open to anyone who may be interested. For more information, please visit the conference website: https://warwick.ac.uk/baysm On behalf of the BAYSM2018 organizing committee (https://warwick.ac.uk/baysm/organiserssponsors/) -- Dr. Raffaele Argiento University of Torino and Collegio Carlo Alberto www.raffaeleargiento.it

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Call for tenure-track at the University of Oslo
by Giulia Di Nunno 03 May '18

03 May '18

Dear Colleagues, The Department of Mathematics of the University of Oslo (Section for Stochastic analysis, finance, insurance and risk) is announcing a tenure-track position in insurance mathematics and probability theory. The call is now open. Deadline for application is May 20th, 2018. Please, bring this to the attention of interested people and help us to spread the ad: https://www.jobbnorge.no/en/available-jobs/job/151890/tenure-track-position… Best regards, Giulia Di Nunno

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Seminari SOYER e POLSON al CNR IMATI - Milano - 3 Maggio
by antonio.pievatolo＠cnr.it 02 May '18

02 May '18

Ricordo i seguenti seminari che si svolgeranno presso CNR IMATI, via Alfonso Corti 12, Milano, Aula A Giovedì 3 maggio 2018, ore 15:00 - 16:30 [notare il cambio di aula; gentilmente scrivere a simona(a)mi.imati.cnr.it se si intende partecipare] 1) Refik Soyer, School of Business, George Washington University ore 15:00-15:45 BAYESIAN MODELING OF NON GAUSSIAN MULTIVARIATE TIME SERIES Abstract: Modeling of multivariate non Gaussian time series of correlated observations is considered. In so doing, we focus on time series from multivariate counts and durations. Dependence among series arises as a result of sharing a common dynamic environment. We discuss characteristics of the resulting multivariate time series models and develop Bayesian inference for them using particle filtering and Markov chain Monte Carlo methods. We illustrate application of the proposed approach using conditionally multivariate Poisson and gamma time series. Joint work with Tevfik Aktekin, University of New Hampshire and Nicholas Polson, University of Chicago 2) Nicholas Polson, Booth School of Business, University of Chicago ore 15:45-16:30 DEEP LEARNING: A BAYESIAN PERSPECTIVE Deep learning is a form of machine learning for nonlinear high dimensional pattern matching and prediction. By taking a Bayesian probabilistic perspective, we provide a number of insights into more efficient algorithms for optimisation and hyper-parameter tuning. Traditional high-dimensional data reduction techniques, such as principal component analysis (PCA), partial least squares (PLS), reduced rank regression (RRR), projection pursuit regression (PPR) are all shown to be shallow learners. Their deep learning counterparts exploit multiple deep layers of data reduction which provide predictive performance gains. Stochastic gradient descent (SGD) training optimisation and Dropout (DO) regularization provide estimation and variable selection. Bayesian regularization is central to finding weights and connections in networks to optimize the predictive bias-variance trade-off. To illustrate our methodology, we provide an analysis of international bookings on Airbnb. Finally, we conclude with directions for future research. Joint work with Vladimir Sokolov, Sistems Engineering and Operations Research, George Mason University -- Dr Antonio Pievatolo IMATI-CNR http://www.imati.cnr.it/joomla/index.php/people?layout=edit&id=101

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seminario Marco Patacca in Bicocca
by fabio bellini 02 May '18

02 May '18

Il giorno venerdì 11 maggio alle ore 14.30 presso la Aula Seminari 4026 del DISMEQ al IV piano dell'edificio U7, il dott. Marco Patacca della Università di Perugia terrà un seminario su "Bitcoin prices and market attention" Abstract In this work we measure market attention by applying several filters on time series for the trading volume or the SVI Google searches index. We analyze relative impact of these measures either on the mean or on the variance of Bitcoin returns by fitting non linear econometric models to historical data from January 1, 2012 to December 31, 2017; two non-overlapping subsamples are also considered. Outcomes confirm our conjecture that market attention has an impact on Bitcoin returns. Specifically, trading volume related measures affect both the mean and the conditional variance of Bitcoin returns while internet searches volume mainly affects the conditional variance of returns. Motivated by these evidences we propose a continuous time model for Bitcoin price, we obtain an approximate formula for the likelihood and we fit the model to historical data (joint work with Gianna Figà-Talamanca). Tutti gli interessati sono invitati a partecipare. -- Prof. Fabio Bellini Department of Statistics and Quantitative Methods University of Milano-Bicocca Via Bicocca degli Arcimboldi 8, 20126 Milano 0039-2-64483119 http://scholar.google.it/citations?user=P61L8P4AAAAJ&hl=it

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PhD position in Bern
by fabio bellini 02 May '18

02 May '18

A message from Johanna Ziegel and Riccardo Gatto: UNIVERSITY OF BERN (INSTITUTE OF MATHEMATICAL STATISTICS AND ACTUARIAL SCIENCE) PhD POSITION in STATISTICS Funding is available for a PhD student (3 years) to work on a project in one of the following areas: Statistical forecasting including elicitability and related topics, stochastic simulation, large deviations and related computational techniques. The student will be supervised by Prof. Johanna Ziegel or Prof. Riccardo Gatto depending on the choice of topic. The prospective PhD student should have a solid background in mathematics, mathematical statistics and/or probability theory. The salary will be at the level foreseen by the SNF for PhD students, see http://www.snf.ch/SiteCollectionDocuments/allg_doktorierende_d.pdf. There might be a possibility to complement the salary by taking up teaching and statistical consulting duties. The starting date is 1 September 2018 or by mutual agreement. Applications (cover letter, CV, and transcripts from the studies) giving the name and address (postal and e-mail) of an academic referee should be e-mailed as a single file to Prof. Johanna Ziegel johanna.ziegel(a)stat.unibe.ch and Prof. Riccardo Gatto riccardo.gatto(a)stat.unibe.ch All applications received before 10 June 2018 will be considered. Later applications will be considered until the position is filled. Informal e-mail enquiries are welcome. http://www.imsv.unibe.ch

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Three Days in Quantum Mechanics, Genoa, June 6-8
by Alberto Barchielli 01 May '18

01 May '18

Dear Collegues, We are pleased to announce the workshop "Three Days in Quantum Mechanics", which will take place on June 6-8, 2018 in Genoa - Italy. The workshop will be focused on the the mathematical aspects of Quantum Information and Quantum Incompatibility, with a particular reference to - quantum tomography; - quantum uncertainty relations and information-disturbance tradeoff; - quantum entanglement; - open quantum systems. The purpose of the workshop is to take stock of most recent significant advances and insights on the above topics, and enable the participants to jointly explore future directions and forge new collaborations. You can find some more information and an updated list of speakers at the following link: https://www.ge.infn.it/~toigo/ Looking forward to seeing you in Genoa! With best regards, The Organizing Committee Claudio Carmeli, Paolo Solinas, Alessandro Toigo, Bassano Vacchini, Nino Zanghi'. -- Prof. Alberto Barchielli Politecnico di Milano, Dipartimento di Matematica, Piazza Leonardo da Vinci 32, I-20133 Milano, Italy tel +39 0223994559 fax +39 0223994513 http://www.mate.polimi.it/qp/ http://www.springer.com/978-3-642-01297-6

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Call for Expression of Interest - Politecnico di Torino
by TRIVELLATO BARBARA 29 Apr '18

29 Apr '18

The Department of Mathematical Sciences of the Politecnico di Torino (DISMA) opens a call for expression of interest for a tenured Associate Professor position in the field of discrete or computational mathematics. The position is supported by a research grant obtained by DISMA as Dipartimento di Eccellenza 2018-2022. Full details and contacts can be found at http://www.polito.it/disma-excellence/EoIAssociateProfessor.html Saluti, Barbara Trivellato Dipartimento di Scienze Matematiche Politecnico di Torino Corso Duca degli Abruzzi, 24 10129 Torino, ITALY Tel: +39 011 564 7550 Fax: +39 011 564 7599 barbara.trivellato(a)polito.it

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Extended deadline - Advanced School on complexity and emergence
by elisa mastrogiacomo 29 Apr '18

29 Apr '18

This is the final* announcement* of the upcoming *Advanced School on complexity and emergence: ideas, methods, with a special attention to economics and finance (CEIM)* The School will be held in the magnificent Villa del Grumello, Como (Italy) along the Lake Como shore on July 22-27, 2018. The main courses will be given by L. Boi (EHESS – Paris), I. Capelli (Università dell’Insubria), I. Ekeland (Ceremade - Universitè Paris-Dauphine), F. Guerra (Sapienza Università di Roma), J. Jost (Max Planck Institute for Mathematics in the Sciences - Leipzig), Florent McIsaac, (Agence Française pour le Développement), F. Patras (Université de Nice Sophia-Antipolis), F. Riedel (Center for Mathematical Economics, Bielefeld University), F. Semboloni (Università degli studi di Firenze), R. Seri (Università dell’Insubria). The potential participants of the School are primarily master and doctorate students of mathematics, information sciences, theoretical physics, and economics, as well as research workers in those areas, who want to enlarge their spectrum of knowledge towards the area of complexity. The aim of the School is to provide these researchers useful instruments from the theory of complex systems, both on the theoretical level and the methodological ones, bridging the present disciplinary gap, and profiting from knowledge and insights from both communities. The School may have some (limited number of) financial supports. Details about the registration, the program and the application for financial support are available at the website http://ceim.lakecomoschool.org/. *Deadline for application: 14th May. * We would be grateful if you could circulate this announcement among your PhD students, postdocs and colleagues. With our best regards, Sergio Albeverio Elisa Mastrogiacomo Fabio Minazzi Emanuela Rosazza Gianin Stefania Ugolini

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A Winter Day in Probability and Statistical Physics
by Francesca Romana Nardi 27 Apr '18

27 Apr '18

Carissimi, stiamo preparando la prossima giornata di seminari del 16 Marzo 2018 (terzo incontro della serie di giornate sulla probabilita` e le sue applicazioni alla Fisica, Biologia e Scienze sociali). Ricordo che ciascuno oratore fara` una lezione introduttiva e divulgativa di 45 minuti pensata proprio per i non esperti, seguita da altri 45 minuti di tipo seminario (vedi programma). Per maggiori informazioni e aggiornamenti sulle giornate passate e future abbiamo istituito una pagina web che vi invitiamo a visitare periodicamente. http://web.math.unifi.it/users/fnardi/seminari/ A WINTER DAY IN PROBABILITY AND STATISTICAL PHYSICS University of Florence Friday 16 March 2018 Lecturers: Frank den Hollander (Leiden) and Giovanni Peccati (Luxenbourg) Location: Aula Magna di Via S. Gallo 10, Firenze Prof. Frank den Hollander (Leiden University) Title: Large deviations for the Wiener sausage Abstract: The Wiener sausage is the 1-environment of Brownian motion. It is an important mathematical object because it is one of the simplest non-Markovian functionals of Brownian motion. The Wiener sausage has been studied intensively since the 1970's. It plays a key role in the study of various stochastic phenomena, including heat conduction, trapping in random media, spectral properties of random Schrödinger operators, and Bose-Einstein condensation. In these lectures we look at two specific quantities: the volume and the capacity. After an introduction to the Wiener sausage, we show that both the volume and the capacity satisfy a downward large deviation principle. We identify the rate and the rate function, and analyse the properties of the rate function. We also explain how the large deviation principles are proved with the help of the skeleton approach. Joint work with Michiel van den Berg (Bristol) and Erwin Bolthausen (Zurich). Giovanni Peccati (University of Luxembourg) Title: Stein's method and stochastic geometry Abstract: The so-called 'Stein's method' for probabilistic approximations is a collection of powerful analytical techniques, allowing one to explicitly assess the distance between the distributions of two random objects, by using caracterizing differential operators. Originally developed by Ch. Stein at the end of the sixties for dealing with one-dimensional normal approximations under weak dependence assumptions, Stein's method has rapidly become a crucial tool in many areas of modern stochastic analysis, ranging from random matrix theory and random graphs, to mathematical physics, geometry, combinatorics and statistics. In the first part of my talk, I will provide a self-contained introduction to Stein's method for normal approximations, by focussing on some connection with generalised integration by parts formulae, both in a continuous and discrete setting. In the second part of my talk, I will present some recent applications of Stein's method in stochastic geometry, with specific emphasis on the geometry of random fields, and on random geometric graphs. Program: 11.00-11.45 Introductory lecture: den Hollander 11.45-12.00 Break 12.00-12.45 Seminar: den Hollander 13.00-14.30 Lunch 14.30-15.15 Introductory lecture: Peccati 15.15-15.30 Break 15.30-16.15 Seminar: Peccati Organizers: F. Caravenna, N. Cancrini, E.N.M. Cirillo, P. Dai Pra, A. De Masi, D. Fanelli, F. Flandoli C. Giardina`, R. Livi, D. Marinucci, F. Martinelli, I.G. Minelli, F.R. Nardi, E. Presutti, B. Scoppola, E. Scoppola Note pratiche: 1) E` importante prenotare il biglietto del treno il piu` presto possibile per poter usufruire di sconti!!!! 2) Stiamo prenotando un ristorante con un paio di menu fissi (di cui uno vegerariano) che possa ospitarci, ma ho bisogno del numero di persone che vogliono mangiare insieme. A coloro che fossero interessati chiedo di mandare un email a francescaromana.nardi(a)unifi.it Resta fermo il fatto che saremo in pieno centro di Firenze, quindi ci sono moltissime altre possibilita` per mangiare se preferite regolarvi indipendentemente. Vi aspettiamo numerosi Francesca R. Nardi Dipartimento di Matematica e Informatica Università degli Studi di Firenze Viale Morgagni 67, Firenze, Italy

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[Polimi] From Blockchain&Bitcoin to Distributed Ledger Technologies, Smart Contracts and Cryptocurrencies in Finance
by Daniele Marazzina 27 Apr '18

27 Apr '18

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

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Seminario RAY
by Matteo Ruggiero 27 Apr '18

27 Apr '18

STATISTICS SEMINARS @ COLLEGIO CARLO ALBERTO Venerdì 4 Maggio 2018, alle ore 12:00, presso il nuovo edificio del Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario: ------------------------------------------------ Kolyan RAY (King’s College London) ESTIMATING THE MEAN RESPONSE IN A MISSING DATA MODEL We study semiparametric Bayesian estimation of the mean response in a binary regression model with missing observations. We allow some dependence between the missingness and response mechanisms, which we assume are conditionally independent given some measured covariates (i.e. unconfoundedness). This model has applications in biostatistics and causal inference. We show that the marginal posterior distribution for the mean response arising from product priors on the different model parameters satisfies a semiparametric Bernstein-von Mises theorem under some conditions. We also propose a more involved prior geared towards estimating this specific functional. This is joint work with Aad van der Vaart. ------------------------------------------------ Tutti gli interessati sono invitati a partecipare. Il seminario è organizzato dalla "de Castro" Statistics Initiative (www.carloalberto.org/stats <http://www.carloalberto.org/stats>) in collaborazione con il Collegio Carlo Alberto. Cordiali saluti, Matteo Ruggiero --- Matteo Ruggiero University of Torino and Collegio Carlo Alberto www.matteoruggiero.it <http://www.matteoruggiero.it/>

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seminario Dott. Luca Gonzato
by emanuela rosazza gianin 27 Apr '18

27 Apr '18

Si avvisa che il giorno mercoledì 2 maggio alle ore 14.30 presso l’Università di Milano- Bicocca (via degli Arcimboldi 8 - edificio U7, quarto piano- aula seminari 4026) si terrà il seguente seminario: Speaker: Luca Gonzato (Dismeq, Università di Milano-Bicocca) Titolo: “ Filtering and Calibrating a Self-Exciting Jump Diffusion Model for Oil Price by a Particle Markov Chain Monte Carlo Method ” Abstract: In this paper we propose a self-exciting jump diffusion model for oil price dynamics based on a Hawkes-type process. In particular, the jump intensity is stochastic and path dependent; so a jump will increase the probability of observing a new jump and this feature of the model aims at explaining the jumps clustering effect. Our model is very similar to that proposed by Hainaut & Moraux (2017) for equity market, although we assume the jump size normally distributed. Moreover, our filtering and calibration method relies on a different procedure. Indeed, we filter the latent jump intensity and estimate the model parameters according to a Particle Markov Chain Monte Carlo method proposed by Andrieu, Doucet & Holenstein (2010), which is well suited for nonlinear non-Gaussian dynamical models. Finally, we provide numerical simulations in order to test our approach. Joint work with Carlo Sgarra. Tutti gli interessati sono invitati a partecipare. Un saluto e a presto, Emanuela ************************************************** 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 Fax. 02 64483105 e-mail: emanuela.rosazza1(a)unimib.it ****************************************************

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Quantitative Finance at Work, second edition.
by Davide Erminio Pirino 26 Apr '18

26 Apr '18

Dear all, the final schedule of the second edition of the Quantitative Finance at Work is now available. Please read below a reminder of the details of the event. Looking forward to seeing you in Rome “Tor Vergata”, The organizing committee Stefano Herzel Davide Pirino Rocco Ciciretti Sergio Scarlatti Alessandro Ramponi On May 3 and 4, 2018, the Department of Economics and Finance <http://economia.uniroma2.it/en/def/> and the Master of Science in Finance and Banking <http://economia.uniroma2.it/master-science/financeandbanking> of the University of Rome Tor Vergata <http://web.uniroma2.it/home/newlang/english> will host the second edition of Quantitative Finance at Work, a workshop on the practical use of quantitative methods in Finance. Find out more about the program, the venue and the registration form at the event website <https://www.qfinatwork.com/>. Please find here <https://docs.wixstatic.com/ugd/3e1e75_c72aef8e83d942439e9136419fb340f1.pdf> the flyer of the event. Registration *is** free but required to attend to the workshop*. It will be open until the maximum number of participants is reached. Speakers *Stefano Iacus *University of Milan *Douglas McKinley* Thomson Reuters *Attilio Meucci *Advanced Risk and Portfolio Management Andrea Pallavicini Banca IMI *Francesca Perino* MathWorks Pietro Rossi Prometeia *Reha Tutuncu *SECOR Asset Management Venue University of Rome Tor Vergata, School of Economics Classroom TL – Building A Via Columbia, 2 – 00133 Rome Dates May 3, 2018, 14:15-17:30 (pre-workshop) May 4, 2018, 9:15-16:45 (workshop) *Web*: https://www.qfinatwork.com

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Seminario di Jacopo Corbetta in Bicocca
by Francesco Caravenna 26 Apr '18

26 Apr '18

Martedì 8 maggio 2018 alle ore 11:00 Jacopo Corbetta (Zeliade System) terrà un seminario dal titolo "Robust calibration and arbitrage free interpolation of SSVI slices" Aula 4026, IV piano dell'edificio U7 Dipartimento di Statistica e Metodi Quantitativi Via Bicocca degli Arcimboldi 8, Milano Trovate il sommario di seguito. Tutti gli interessati sono invitati a partecipare. Francesco Caravenna %%%%%%%%%%%%%%%%%% We describe a robust calibration algorithm of a set of SSVI (Surface Stochastic Volatility Inspired) slices (i.e. a set of 3 SSVI parameters θ, ρ, ϕ attached to each option maturity available on the market), which grants that these slices are free of Butterfly and Calendar-Spread arbitrage. Given such a set of consistent SSVI parameters, we show that the most natural interpolation/extrapolation of the parameters provides a full continuous volatility surface free of arbitrage. The numerical implementation is straightforward, robust and quick, yielding an effective, parsimonious solution to the smile problem, which has the potential to become a benchmark one. %%%%%%%%%%%%%%%%%% _________________________________________ 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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(senza oggetto)
by Faggionato, Alessandra 24 Apr '18

24 Apr '18

Buongiorno, e' stato pubblicato sul sito web del Dipartimento il seguente bando per assegno di ricerca: https://www2.mat.uniroma1.it/sites/default/files/bando2018-2.pdf n. 2/2018 per il conferimento di n. 2 assegni annuali categoria A tip. II _ Matematica e sue applicazioni. SSD: tutti scadenza: 23 maggio 2018 saluti af -- ************************************************* 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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International Conference in Venice - CALL FOR PAPERS
by Monica Billio 22 Apr '18

22 Apr '18

CREDIT2018 <http://www.greta.it/credit/credit2018/credit2018.htm> *GRETA Associati *(Venice, Italy), the *European Investment Fund *(EIF, Luxembourg), *European DataWarehouse*(Frankfurt am Main, Germany) and *Intesa Sanpaolo *(Milan, Italy) are co-sponsors of a Conference to be held in Venice on September 27-28, 2018. The objective of the Conference is to bring together academics, practitioners and PhD students working in the area of risk management. The conference will provide an opportunity for participants engaged in research at the forefront of this area to discuss both the causes and implications of recent events in financial markets and may, in turn, suggest fruitful directions for future research. The Conference, organised under the auspices of the *Department of Economics of the University Ca’ Foscari of Venice*, *ABI - Italian Banking Association *and *European Investment Bank*, is the *seventeenth* of a series dedicated to various aspects of credit risk. //Since 2007, the financial crisis has triggered deep changes of various kinds. Central banks have experimented with new monetary policies (low interest rates, quantitative easing, forward guidance...). In the meantime the first steps towards a more neutral monetary policy are taken. The banking industry has had to develop new asset management strategies and to adjust its credit allocation practices in order to cope with a new environment characterized, in particular, by a prolonged period of very low risk-free returns. Meanwhile, regulatory frameworks have been reshaped all around the world, with the introduction of new requirements or guidelines including regulation on credit impairment provisioning. All t////hese changes have called for a substantial amount of research to improve the knowledge of the mechanisms at play during the crisis, to design adapted policy tools and to provide a better description of the new economic and financial environment.////// The organizers encourage submissions of papers on any topic within the overall theme of the conference and in the following areas in particular: * Loan level data and credit risk analysis: credit registries; big data analytics; credit risk measurement; credit risk modelling; * Financial regulation and credit cycles: macro-prudential regulation; banking cycles; bank business models; rational inattention; * Macro-economic determinants of SMEs’ credit risk and SME loan portfolios: ECB policy; macro-parameters for SMEs’ credit risk; industry sector specialization; loan portfolio allocation; * IFRS9, credit impairments and SME financing: expected credit loss; internal models versus standardized approach; procyclicality; * The economic impact of government support measures (i.e. Credit Guarantee Schemes, Venture Capital): availability; real effects; inequality; * Monetary policy, financial regulation and credit cycles: unconventional monetary policy; monetary policy normalization; macro-prudential tools; banking cycles; ·Macro-prudential regulation and real estate valuation: macro-prudential tools; loan-to-value; loan-to-income; collateral value; real estate prices. The final program will include both submitted and invited papers. Acceptances received so far from invited speakers include *Tor Jacobson *(Sveriges Riksbank), *Robert C. Merton* (MIT Sloan School of Management), and *Guillaume Plantin *(Sciences Po & CEPR). The Conference will also feature a panel discussion on researchers' and practitioners' views of the major outstanding problems. Sponsors** *GRETA* <http://www.greta.it/> *EIF* <http://www.eif.org/index.htm> *European Datawarehouse* <https://eurodw.eu/> *IntesaSanpaolo* <http://www.group.intesasanpaolo.com/scriptIsir0/si09/eng_index.jsp> Auspices** *ABI* <http://www.abi.it/Pagine/default.aspx> *EIB* <http://www.eib.org/> *Ca' Foscari - Economics Department* <http://www.unive.it/pag/16892> The Scientific Committee consists of: *Hans Degryse *(KU Leuven, Halle Institute for Economic Research & CEPR, Programme Chair)** *Monica Billio *(Ca’ Foscari University of Venice & GRETA) *Vasso Ioannidou *(Lancaster University & CEPR) *Helmut Kraemer-Eis *(Head of Research & Market Analysis, Chief Economist, EIF) *Jan Pieter Krahnen *(SAFE - Goethe University) *Steven Ongena *(University of Zurich, Swiss Finance Institute, KU Leuven & CEPR) *Guillaume Plantin*(Sciences Po & CEPR) *Stephen Schaefer *(London Business School) *Enrico Sette *(Bank of Italy) *Ludovic Thebault *(European DataWarehouse). *CALL FOR PAPERS* Those wishing to present a paper at the Conference should submit by *May 25, 2018 *to the address given below (preferably in electronic format). Please indicate to whom correspondence should be addressed. Decisions regarding acceptance will be made by *June 25, 2018*. The final version of accepted papers must be received by August 31, 2018. European DataWarehouse (Frankfurt am Main, Germany) will offer access to its ABS loan level database <https://eurodw.eu/> to the authors of the selected papers on the following topics: loan level data, credit risk analysis, loan level data analytics, credit risk measurement, credit risk modelling, loan-to-value, loan-to-income, collateral value, real estate valuations. The access to the database will be given for a period of 1 year. Please send papers to: GRETA Associati San Polo, 2605 - 30125 Venice, ITALY Phone : +39 041 5238178 e-mail: credit(a)greta.it <mailto:credit@greta.it> *REGISTRATION* To register for the Conference you are requested to complete the registration form that is available on our website (_http://www.greta.it/credit/credit2018/credit2018.htm_). Registration fees are: Late registration (from September 1^st on) Early registration (within August 31^st ) Academics: 250 Euro + VAT 300 Euro + VAT Practitioners: 800 Euro + VAT 1000 Euro + VAT Academics Poster Presenter: 130 Euro + VAT 130 Euro + VAT Practitioners Poster Presenter: 500 Euro + VAT 500 Euro + VAT PhD Students*: 80 Euro + VAT 130 Euro + VAT ** *VAT is currently 22%* For participants presenting a paper there are no fees. *Students will have to provide valid proof of their student status. The registration fees cover: * Admission to all scientific sessions * Lunches and coffee service during the Conference * Conference kit The registration fees do not fully cover the conference dinner on September 27th, 2018, for which there is an extra charge of 90.00 Euro per person (conference attendees as well as accompanying persons). *IMPORTANT DATES* May 25, 2018: Papers submission deadline June 25, 2018: Paper acceptance notification August 31, 2018: Deadline for sending final version of accepted papers August 31, 2018: Deadline for early registration More detailed information available on the Conference website: http://www.greta.it/credit/credit2018/credit2018.htm *** Please accept our apologies for any crossed e-mails. ** If you do not want to receive more information from this e-mailing list, please reply to this message with Subject "Cancel from Mailing List". -- Nota automatica aggiunta dal sistema di posta.

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DGA-Inria PhD position at Sophia-Anitipolis, France. Deadline : April 29th 2018. Contact : Josiane ZERUBIA, Inria-SAM
by Marianne Clausel 21 Apr '18

21 Apr '18

*Application :* For more information and application, please contact before April 29 th , 2018: Josiane ZERUBIA, Inria-SAM http://www-sop.inria.fr/members/Josiane.Zerubia/index-eng.html email: Josiane.Zerubia(a)inria.fr *Title:* Stochastic Geometry for Multiple Object Detection and Tracking in High Resolution Multi-Source Data Sets for Wide Area Surveillance Applications *Abstract:* Unmanned aerial vehicles and low-orbit satellites, including cubesats, are increasingly used for wide area surveillance which results in large amounts of multi- source data (videos) that have to be processed and analyzed. These sensor platforms capture vast ground areas at roughly 2 frames per second. The number of moving objects in such data is typically very high, accounting for up to thousands of objects. Multiple objects tracking has traditionally been a major area of research in the computer vision field, but this type of data poses new, specific, tracking related challenges. The large number of small objects coupled with the reduced frame rate of the video, illumination changes and image registration provide significant sources of errors. Numerous motion models and state estimation methods like the Kalman filter or the particle filter have been proposed for object tracking. Classical trackers such as the Multiple Hypothesis Tracker or the Joint Probabilistic Data Association Filter have been employed to solve the data association problem between multiple detections. Both approaches work on a set of data association hypothesis. A strong limitation of these methods is that past decisions cannot be updated when new information is available. One way to cope with this problem is to use a sliding temporal window to perform tracking taking into account both past and future information and hence, removing the causality of the result. Recently, a new spatio-temporal marked point process model specifically adapted to the problem of multiple objects tracking has been developed by Craciun et al. [1]. Craciun et al. use ellipses to model the objects, boats or cars for instance, adding a non-geometric mark to facilitate the association between objects in different frames. Nevertheless one important drawback of the above-mentioned model is that constant velocity of the moving objects is a necessary prior hypothesis to deal with the corresponding density function to be optimized. In this PhD thesis we propose to get rid of this constraint by extending the previous model of Paula Craciun . [1] P. Craciun, M. Ortner, and J. Zerubia. Joint detection and tracking of moving objects using spatio-temporal marked point processes. Proc. IEEE Winter Conference on Applications of Computer Vision, 2015. *Candidate profile:* We encourage applications from outstanding candidates with strong academic backgrounds in Mathematics, Physics, Computer Science, Engineering and related fields. At Inria we seek to increase the number of women in areas where they are underrepresented and therefore explicitly encourage women to apply. Furthermore, we are committed to increasing the number of individuals with disabilities in its workforce and therefore encourage applications from such qualified individuals. *Important notice: to get PhD funding from DGA it is necessary to be a** **European citizen (EU and associated countries).*

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Kondratiev minicourse in Verona: cancelled
by Luca di persio 21 Apr '18

21 Apr '18

Dear all, I am regret to announce that the forecasted course of prof. Kondratiev http://www.di.univr.it/?ent=seminario&id=4253&lang=en has been cancelled due to serious health conditions of the speaker. Do not hesitate to contact me if you need further info. Best, 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 <http://www.hpa8.com/>

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PhD Thesis : Towards hybrid and explainable recommender systems mixing content analysis and collaborative filterings, Project OLKI Lorraine Université d'Excellence, France
by Marianne Clausel 20 Apr '18

20 Apr '18

*General context* Over the last twenty years, an increasing attention has been paid to recommender systems, widely popularized by the Netflix Challenge. The main goal of a recommender system is to provide some users, with personalized products, taking into account their profile and preferences. Recent challenges are about the recommendation of products very complex to describe : jobs, partners... Their characteristics can mix heterogeneous features: quantitative (as ratings) and/or qualitative (as reviews). Moreover, new questions are emerging about explainability of algorithms. Nowadays, Artificial Intelligence algorithms are democratized in our erveyday life, and consumers want to understand the decision resulting from these algorithms (why this decision and not another one ?) as well as quantify the importance of each factor (element) in the decision process (which element is the most important/sensitive). They require more /explainability/ of AI algorithms. In addition, the new European legislation on data protection foresees to impose more /transparency/ to Artificial Intelligence algorithm. The law envisages to make compulsory the agreement of users for using personal data, which will reduce the amount of data that can be collected about users. The customer will also have to be informed about the way their personal data is used. From the algorithms point of view, the decrease of data will impact the quality of the recommmendations. All these changes, will impact shortly and significantly the design of algorithms. In this thesis, we aim at designing and implementing new explainable and transparent recommender systems for complex products, in the frame of data sparsity. *Scientific challenges and program* The challenges are four fold : - *Definition*, in a quantitative way, of the concept of transparency, and develop statistical methods to automatically quantify the transparency degree of an algorithm. - *Classification* of recommender systems from the literature, from the transparency point of view and/or robustness degree with respect to missing data - *Conception* of new hybrid and explainable recommender systems, robust to sparse data. The products being complex, the heterogeneous descriptions of the products, as well as the multi-sources of information, will be used to construct understandable explanation. Especially, natural language processing, and hybrid (content/social) approaches will be studied. The algorithms will also be able to quantify the weights and the sensitivity of each factor in the final decision. - *Constitution *of data sets, allowing to evaluate transparency of recommender systems *Application* \noindent The application should include a brief description of research interests and past experience, a CV, degrees and grades, a copy of Master thesis (or a draft thereof), motivation letter (short but pertinent to this call), relevant publications (if any), and other relevant documents. Candidates are encouraged to provide letter(s) of recommendation or contact information to reference persons. Please send your application *before 12 May 2018* in one single pdf to : armelle.brun(a)univ-lorraine.fr marianne.clausel(a)univ-lorraine.fr The application of the preselected candidates will be reviewed by the Doctoral School IAEM of University of Lorraine in June 2018 for completing the selection process. *Practical informations* *Duration: *3 years (full time position) *Starting date:* October, 2018 *Supervisors* A. Brun, University of Lorraine/LORIA, France, https://members.loria.fr/ABrun/ M. Clausel, University of Lorraine/IECL, France, https://sites.google.com/site/marianneclausel/ *Working Environment* The PhD candidate will work between the Probability and Statistic team of the IECL lab and the KIWI Team of the LORIA lab which are two leading institutions, respectively in Mathematics and Computer Science in France. The two labs are both located at Nancy, France on the same campus. The Probability and Statistic team of IECL is working on interdisciplinary projects involving probabilistic modeling and inference methods, with a focus on many applications as textual datas, biology, spatial datas... The KIWI team of LORIA is a dynamic group working on recommender system and connected scientific domains over 20 researchers (including PhD students) and that covers several aspects of the subject from theory to applications, including statistical learning, data-mining, and cognitive science. *Location* : Nancy, which is the capital of Lorraine in France, with excellent train connection to Luxembourg (1h30) and Paris (1h30). *Salary after taxes: *around 1600 euros.

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Fwd: 4th Barcelona Summer School on Stochastic Analysis
by Marco Romito 20 Apr '18

20 Apr '18

-------- Forwarded Message -------- Subject: 4th Barcelona Summer School on Stochastic Analysis Date: Fri, 20 Apr 2018 12:11:45 +0200 From: Bústia Difusions <crmdifusions(a)crm.cat> To: romito(a)dm.unipi.it We would like to bring your attention to the forthcoming *4th Barcelona Summer School on Stochastic Analysis* *A 2018 EMS Summer School* which will be held at the Centre de Recerca Matemàtica <http://www.crm.cat/en/About/General/Pages/LocationDirections.aspx>in Bellaterra (Barcelona) from *July 9^th to July 13^th , 2018*. The school is addressed to PhD students and young researchers mainly in stochastic analysis. The courses will be the following: * /Some stochastic models in eco-evolution/, by *Sylvie Méléard*(École Polytechnique, France) * /Zero sets of random functions, by**/*Mikhail Sodin*(Tel Aviv University, Israel) -Registration deadline: *June 1^st , 2018. * The period for submissions of proposals for poster presentations and contributed talks is currently open. The deadline is *May 1^st , 2018*.** We invite you to visit the homepage of the school www.crm.cat/2018/StochasticAnalysisBCN <http://www.crm.cat/2018/StochasticAnalysisBCN>to keep posted with the progress of and news about the organization. *Organizing Committee* Xavier Bardina (Universitat Autònoma de Barcelona) Lluís Quer-Sardanyons (Universitat Autònoma de Barcelona) Marta Sanz-Solé (Universitat de Barcelona) Josep Vives (Universitat de Barcelona) __________________ *Centre de Recerca Matemàtica* Campus de Bellaterra, Edifici C 08193 Bellaterra (Barcelona) Tel.: + 34 93 581 10 81 Fax: + 34 93 581 22 02 *www.crm.cat* <http://www.crm.cat/>** *@CRMatematica* <https://twitter.com/CRMatematica>**

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Postdoc position in Geometric Methods for Deep and Reinforcement Learning at RIST
by Luigi Malagò 20 Apr '18

20 Apr '18

=========================================================== *Subject*: Postdoc position in Machine Learning (1 year, renewable up to 2.5 years) *Institution*: RIST - Romanian Institute of Science and Technology, Cluj-Napoca *Keywords*: Deep Learning, Reinforcement Learning, Stochastic Optimization, Optimization over Manifolds, Information Geometry, Riemannian Geometry *Application deadline*: 06 May 2018 (applicants are encouraged to apply earlier) *Salary*: around 2190 euro net *Official announcement*: http://rist.ro/en/details/news/postdoc-positio ns-in-deep-learning-and-machine-learning.html =========================================================== Dear colleagues, the Romanian Institute of Science and Technology (RIST) has an opening for a postdoc position, in the context of the DeepRiemann project “Riemannian Optimization Methods for Deep Learning”, funded by European structural funds through the Competitiveness Operational Program (POC 2014-2020). The appointments will be for 1 year, with possible extensions up to 2.5 years. The DeepRiemann project aims at the design and analysis of novel training algorithms for Neural Networks in Deep Learning, by applying notions of Riemannian optimization and differential geometry. The task of the training a Neural Network is studied by employing tools from Optimization over Manifolds and Information Geometry, by casting the learning process to an optimization problem defined over a statistical manifold, i.e., a set of probability distributions. The project is highly interdisciplinary, with competences spanning from Machine Learning to Optimization, Deep Learning, Statistics, and Differential Geometry. The objectives of the project are multiple and include both theoretical and applied research, together with industrial activities oriented to transfer knowledge, from the institute to a startup or spin-off of the research group. The positions will be part of the new Machine Learning and Optimization group http://luigimalago.it/group.html, which performs research at the intersection of Machine Learning, Stochastic Optimization, Deep Learning, and Optimization over Manifolds, from the unifying perspective of Information Geometry. The group is one of two newly-formed groups in Machine Learning at RIST, where about 20 new postdoctoral research associates and research software developers will be hired by 2018. The official job announcement can be seen here: http://rist.ro/en/details/news/postdoc-positions-in-deep- learning-and-machine-learning.html Informal inquiries can be sent to Dr. Luigi Malagò <malago(a)rist.ro>, principal investigator of the DeepRiemann project. Application deadline: 06 May 2018 (applicants are encouraged to apply earlier) best regards, Luigi Malagò

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Seminari SOYER e POLSON al CNR IMATI - Milano - 3 Maggio
by fabrizio＠mi.imati.cnr.it 20 Apr '18

20 Apr '18

Segnalo i seguenti seminari che si svolgeranno presso CNR IMATI, via Alfonso Corti 12, Milano, Aula Expo Giovedì 3 maggio 2018, ore 15:00 - 16:30 1) Refik Soyer, School of Business, George Washington University ore 15:00-15:45 BAYESIAN MODELING OF NON GAUSSIAN MULTIVARIATE TIME SERIES Abstract: Modeling of multivariate non Gaussian time series of correlated observations is considered. In so doing, we focus on time series from multivariate counts and durations. Dependence among series arises as a result of sharing a common dynamic environment. We discuss characteristics of the resulting multivariate time series models and develop Bayesian inference for them using particle filtering and Markov chain Monte Carlo methods. We illustrate application of the proposed approach using conditionally multivariate Poisson and gamma time series. Joint work with Tevfik Aktekin, University of New Hampshire and Nicholas Polson, University of Chicago 2) Nicholas Polson, Booth School of Business, University of Chicago ore 15:45-16:30 DEEP LEARNING: A BAYESIAN PERSPECTIVE Deep learning is a form of machine learning for nonlinear high dimensional pattern matching and prediction. By taking a Bayesian probabilistic perspective, we provide a number of insights into more efficient algorithms for optimisation and hyper-parameter tuning. Traditional high-dimensional data reduction techniques, such as principal component analysis (PCA), partial least squares (PLS), reduced rank regression (RRR), projection pursuit regression (PPR) are all shown to be shallow learners. Their deep learning counterparts exploit multiple deep layers of data reduction which provide predictive performance gains. Stochastic gradient descent (SGD) training optimisation and Dropout (DO) regularization provide estimation and variable selection. Bayesian regularization is central to finding weights and connections in networks to optimize the predictive bias-variance trade-off. To illustrate our methodology, we provide an analysis of international bookings on Airbnb. Finally, we conclude with directions for future research. Joint work with Vladimir Sokolov, Sistems Engineering and Operations Research, George Mason University -- Fabrizio Ruggeri fabrizio AT mi.imati.cnr.it CNR IMATI tel +39 0223699532 Via Bassini 15 fax +39 0223699538 I-20133 Milano (Italy) web.mi.imati.cnr.it/fabrizio

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Seminario KYPRAIOS
by Matteo Ruggiero 20 Apr '18

20 Apr '18

STATISTICS SEMINARS @ COLLEGIO CARLO ALBERTO Venerdì 27 Aprile 2018, alle ore 12:00, presso il nuovo edificio del Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario: ------------------------------------------------ Theodore KYPRAIOS (University of Nottingham) LATENT BRANCHING TREES: MODELLING AND BAYESIAN COMPUTATION In this talk a novel class of semi-parametric time series models will be presented, for which we can specify in advance the marginal distribution of the observations and then build the dependence structure of the observations around them by introducing an underlying stochastic process termed as 'latent branching tree'. It will be demonstrated how can we draw Bayesian inference for the model parameters using Markov Chain Monte Carlo methods as well as Approximate Bayesian Computation methodology. Finally a real dataset on genome scheme data will be fitted to this model and we will also discuss how this kind of models can be in other settings. ------------------------------------------------ Tutti gli interessati sono invitati a partecipare. Il seminario è organizzato dalla "de Castro" Statistics Initiative (www.carloalberto.org/stats <http://www.carloalberto.org/stats>) in collaborazione con il Collegio Carlo Alberto. Cordiali saluti, Matteo Ruggiero --- Matteo Ruggiero University of Torino and Collegio Carlo Alberto www.matteoruggiero.it

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First announcement - workshop on BSDEs, Information and McKean-Vlasov equations, 10-12 Sept, Leeds
by Elena Issoglio 19 Apr '18

19 Apr '18

Dear colleagues, We are pleased to announce a Workshop on “BSDEs, Information and McKean-Vlasov equations”, which will take place on September 10th - 12th, 2018 at the University of Leeds, UK. The objective of the meeting is to disseminate recent results on these mainstream topics in stochastic analysis and bring together experts from many parts of Europe to promote the interplay of ideas and techniques. Additional information can be found on the website of the event https://conferences.leeds.ac.uk/bsdes2018/. Confirmed plenary speakers for the workshop are: Claudia Ceci, University of Pescara Dan Crisan, Imperial College London Samuel Cohen, University of Oxford Miryana Grigorova, University of Bielefeld Said Hamadene, University of Main Ben Hambly, University of Oxford Gechun Liang, University of Warwick  Huyen Pham, University of Paris Diderot Marie-Claire Quenez, University of Paris Diderot Francesco Russo, Ensta ParisTech Lukasz Szpruch, University of Edinburgh Participants can register via the following link https://conferences.leeds.ac.uk/bsdes2018/register/ Registration closes on July 16th, 2018. A registration fee of £70 will cover lunch and coffee breaks for the three days, and a buffet dinner on the first evening of the conference. There is a limited budget to cover expenses for young participants. All details are specified on the website. Submission of contributed talks is currently open. There will be also a poster session to allow young researchers working on these topics to present their ideas and results. If you wish to submit an abstract for a contributed talk or a poster please email Katia at k.colaneri(a)leeds.ac.uk or Elena at e.issoglio(a)leeds.ac.uk before June 25th, 2018. Notification of acceptance will be given by July 2nd, 2018. We hope very much that you will consider to participate in these events, and please feel free to forward this email to any interested people. We are looking forward to meeting you in Leeds. Best regards, The organizing committee Elena Issoglio and Katia Colaneri Dr Elena Issoglio Lecturer in Financial Mathematics Office 11.02, School of Mathematics School of Mathematics, University of Leeds, Leeds, LS2 9JT E: e.issoglio(a)leeds.ac.uk<mailto:e.issoglio@leeds.ac.uk> T: 0113 34 3 4660

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Seminario di Scotti a Firenze, lunedì 23 aprile 14.30: Branching Processes with applications in Finance
by Cecilia Mancini 19 Apr '18

19 Apr '18

Il giorno lunedì 23 aprile, ore 14.30 Simone Scotti, Università Diderot di Parigi (Parigi 7), terrà il seminario dal titolo Branching Processes with applications in Finance presso l'edificio D6, via delle Pandette 9, 50127 Firenze, del polo di Novoli, in aula D6/104. Tutti gli interessati sono cordialmente invitati a partecipare Abstract: I processi di Branching con immigrazione (CBI) sono una classe di processi ben studiati in probabilità. In particolare i lavori di Dawson e Li hanno fornito una scrittura esplicita per l'EDS di un CBI generale e provato l'unicità della soluzione. Utilizzeremo questa scrittura per proporre un estensione del modello CIR includendo una parte di salto nel meccanismo di Branching, considerando in particolare il caso alpha-stabile per la sua parsimonia e la coerenza con i dati statistici. Questo modello ha mostrato di essere capace di riprodurre la persistenza dei bassi tassi d'interesse malgrado la presenza di importanti grandi salti. L'applicazione principale a cui ci interesseremo è un estensione del modello di Heston includendo salti auto-eccitati sul processo di varianza. Studiamo in particolare il comportamento della volatilità implicita dei derivati dell'azione e di quelli dei variance swap. Testiamo il modello sui dati del VIX. Basato su piu lavori con Guillaume Bernis, Ying Jiao, Chunhua Ma, Carlo Sgarra e Chao Zhou.

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seminario presso l'Università di Milano-Bicocca, 4 maggio 2018
by daniela bertacchi 18 Apr '18

18 Apr '18

Il giorno 4 maggio alle ore 14:30 in aula 3014 del Dipartimento di Matematica e Applicazioni dell'Università di Milano-Bicocca, la dottoressa Sophie Hautphenne dell'Università di Melbourne e Politecnico di Losanna, terrà un seminario dal titolo: The probabilities of extinction in a branching random walk on a strip Tutti gli interessati sono invitati a partecipare. Abstract. We consider a class of multitype Galton-Watson branching processes with countably infinite type set X whose mean progeny matrices have a block lower Hessenberg form. For these processes, we derive partial and global extinction criteria. Our approach involves embedding a finite-type explosive Galton-Watson process in a varying environment in the original infinite-type process, and then establishing asymptotic relationships between the two processes. We study the probability of extinction in sets of types A ⊆ X , q(A). In particular, we develop conditions for q(A) to be different from the global and partial extinction probability vectors. We present an iterative method to compute the vectors q(A), and investigate their location in the set of fixed points of the progeny generating vector.

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workshop Brescia 28, 29 September 2018
by Elena Vigna 17 Apr '18

17 Apr '18

Dear colleagues on 28 and 29 September 2018 a workshop will take place in Brescia on "LONGEVITY RISK MANAGEMENT, DIFFERENTIAL MORTALITY AND LIFETIME INEQUALITY" Theoretical and applied contributions on • longevity risk measurement and management • mortality risk measurement and management • affordability of pension schemes • risk management for pension funds • optimal pension time • differences in mortality rates: description, forecasting, risk management • best forecasting models for future actuarial measures • sources of lifetime inequalities: description, forecasting, risk management are welcome. More details attached. Regards, Elena Vigna -- Elena Vigna Università di Torino and Collegio Carlo Alberto https://sites.google.com/a/carloalberto.org/elena-vigna-web-page/home

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Ph. D. in Economics and Statistics, UNIMIB
by gianluca cassese 17 Apr '18

17 Apr '18

*Announcement* The Department of Economics, Management and Statistics (DEMS) of the University of Milano-Bicocca is happy to launch the new, four-year *PhD Program in Economics and Statistics* (ECOSTAT). Detailed information on program contents, available scholarships and application procedure for the academic year 2018-19 (cycle XXXIV) can be found here <http://www.unimib.it/unimib-international/phd/phd-programmes/ecostat>. ------------------------------------------------------------ --------------------------------------- -- *Gianluca Cassese* ------------------------------------------------------------------------------- Dipartimento di Economia, Metodi Quantitativi e Strategie di Impresa Università degli Studi di Milano-Bicocca via Bicocca degli Arcimboldi, 8 - 20126, Milan, Italy Building U7 - Room 2097 -------------------------------------------------------------------------------

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Avviso di Seminario del Prof. Claudio Macci
by Enrica Pirozzi 16 Apr '18

16 Apr '18

AVVISO di SEMINARIO Il giorno 19 Aprile 2018 ore 14:30 nella Aula E del terzo livello del Dipartimento Matematica e Applicazioni, Università di Napoli FEDERICO II, Complesso di Monte Sant'Angelo, Via Cintia, Napoli, il Prof. Claudio Macci del Dipartimento di Matematica, Università di Roma Tor Vergata, terrà un seminario dal titolo: "Asymptotic behavior of some hitting probabilities for sums of IID Gaussian random sets" Abstract: We consider sequences of partial sums of iid Gaussian random sets (with respect to the Minkowski sum) and we study the asymptotic behavior of some hitting probabilities (of suitable sets of $R^d$) for these partial sums. We also illustrate the use of the importance sampling for the estimation of these hitting probabilities by Monte Carlo simulations. We obtain the analog of well-known results for level crossing probabilities of random walks, and we refer to a version of the classical Cramér's Theorem in large deviations for random compact sets existing in the literature. Joint work with Barbara Pacchiarotti. Tutti gli interessati sono invitati a partecipare. -- 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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Seminar announcement [ A. Zalinescu at UniTn Dept.Math. FBK-CIRM initiative ]
by Luca di persio 16 Apr '18

16 Apr '18

Dear all, this is to announce the following: *Joint Seminar*: Dipartimento di Matematica – Centro Internazionale per la Ricerca Matematica (CIRM) BSDEs with time-delayed generators and associated path-dependent nonlinear Kolmogorov equations Thursday, 19th of April 2018 *Place*: Dipartimento di Matematica, via Sommarive, 14 - Povo (TN) - Aula Seminari "-1" Time: 10:30 *Speaker*: Adrian Zalinescu (Universitatea Alexandru Ioan Cuza - Iaşi, Romania) *Abstract*: We study the existence and uniqueness for a path-dependent nonlinear Kolmogorov equation. The result is obtained by a stochastic approach, by proving a new type of nonlinear Feynman–Kac representation formula associated to a backward stochastic differential equation with time–delayed generator which is of non–Markovian type. The initiative is funded by the Research in Pairs project [ FBK-CIRM - https://cirm.fbk.eu/research-pairs ] “PATH DEPENDENT PARTIAL DIFFERENTIAL EQUATIONS WITH NONLINEAR BOUNDARY CONDITIONS” ( L. Di Persio, L. Maticiuc, A. Zalinescu ) __ Luca Di Persio - PhD College of Mathematics Dept. of Computer Science - University of Verona strada le Grazie 15 - 37134 Verona - Italy Tel : +39 045 802 7968 <http://www.hpa8.com/>

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

16 Apr '18

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

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

16 Apr '18

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

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

14 Apr '18

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

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

13 Apr '18

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

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

13 Apr '18

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

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

13 Apr '18

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

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