- Random - Mailing list — Dipartimento di Matematica, UniPI

Postdoc on Models and algorithms for large networks from Big Data
by Fabrizio Lillo 26 Oct '15

26 Oct '15

The call for a two-year postdoc is open at the Scuola Normale Superiore di Pisa (Italy). The topic of the research is *Models and algorithms for large networks from Big Data”* under the following EU project: *“SoBigData Research Infrastructure”, *Acronym “*SoBigData*” (call H-2020-INFRAIA-2014-2015). The details of the call are at http://www.sns.it/en/servizi/job/assegnidiricerca/assegno502/ The research fellow shall carry out the following activities: study and implementation of models and algorithms for the study and inference of large complex networks of social, economic, financial, and computational origin; networks from time series; social pattern discovery; empirical analysis of Big Data. The deadline is November 9. I would be grateful if you could forward this message to any potentially interested candidate. The interested candidates can either contact me (fabrizio.lillo(a)sns.it) or the addresses in the call in case they need further information. Thanks and all the best, Fabrizio Lillo ---------------------------------------- Fabrizio Lillo Scuola Normale Superiore di Pisa Piazza dei Cavalieri 7 56126 Pisa ITALY Check the new website: fabriziolillo.wordpress.com phone: +39 050509159

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LUISS Seminar_28/10 Alessandro Arlotto
by Marco Scarsini 26 Oct '15

26 Oct '15

The next Research Seminar of Economics and Finance Dept. is scheduled for Wednesday, October 28th , from 2.30 p.m. to 4.00 p.m., room 205/a, viale Romania. Our guest speaker will be Prof. Alessandro Arlotto (Duke University), who will held a lecture titled “Markov Decision Problems Where Means Bound Variances” Abstract We identify a rich class of finite-horizon Markov decision problems (MDPs) for which the variance of the optimal total reward can be bounded by a simple linear function of its expected value. The class is characterized by three natural properties: reward nonnegativity and boundedness, existence of a do-nothing action, and optimal action monotonicity. These properties are commonly present and typically easy to check. Implications of the class properties and of the variance bound are illustrated by examples of MDPs from operations research, operations management, financial engineering, and combinatorial optimization. Best regards, Dipartimento di Economia e Finanza Viale Romania, 32 - 00197 Roma economiaefinanza(a)luiss.it t +39 06 85225550 f +39 06 85225985

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Seminario Sergio Albeverio: Symmetries and stochastic differential equations (DipInf - UniVr)
by Luca di persio 23 Oct '15

23 Oct '15

Giovedi' 29 Ottobre, ore 16:30 (16:15 rinfresco, 16:30 inizio seminario) Presso: Dipartimento di Informatica (Sala Verde) Strada le Grazie, 15 https://goo.gl/maps/6mB9N2SSeqC2 Il prof. Sergio Albeverio (HCM - UniBonn) terrà il seguente seminario Title: Symmetries and stochastic differential equations. Abstract: Recently the study of relations between symmetries and stochastic (partial) differential equations has received renewed interest,in particular in relations with areas like hydrodynamics,finance and quantum field theory.The seminar will briefly present some of these developments. Speaker: Sergio Albeverio, HCM - University of Bonn __ Luca Di Persio - PhD assistant professor of Probability and Mathematical Finance Dept. Informatics University of Verona strada le Grazie 15 - 37134 Verona - Italy Dept. Math University of Trento V. Sommarive, 14 - 38123 Povo - Italy Tel : +39 0461 281686

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RETTIFICA ORARIO SEMINARIO PABLO RODRIGUEZ
by Angelica Yohana Pachon Pinzon 22 Oct '15

22 Oct '15

****************************************************** SEMINARI DI PROBABILITA' E STATISTICA DIPARTIMENTO DI MATEMATICA G. PEANO UNIVERSITA' DEGLI STUDI DI TORINO ****************************************************** *Si comunica che il seminario del Dott. Pablo Rodriguez e' spotato alle ore 12:00 del 29/10/2015 in Aula 1 presso il Dipartimento di Matematica "G. Peano" dell'Università degli Studi di Torino, Via Carlo Alberto 10. * Il Dott. PABLO RODRIGUEZ (Department of Applied Math. and Statistics, Universidade de São Paulo. São Carlos, Brazil.) terrà un seminario dal titolo PHASE TRANSITIONS IN SOME STOCHASTIC TOY-MODELS. Abstract: The aim of the talk is to discuss about the formulation and phase transition results regarding three stochastic toy-models. More precisely, we consider a modified Erdős–Rényi random graph, an accessibility percolation model on trees and an interacting particle system on Zd. We will discuss about motivation, results, open problems, and some ideas for the proofs. Tutti gli interessati sono invitati a partecipare. Cordiali saluti, Angelica Pachon. ---------------------------------------------------------- Dipartimento di Matematica “Giuseppe Peano” Università degli Studi di Torino Via Carlo Alberto 10, 10123 Torino

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RETIFICA ORARIO SEMINARIO PABLO RODRIGUEZ
by Angelica Yohana Pachon Pinzon 22 Oct '15

22 Oct '15

****************************************************** SEMINARI DI PROBABILITA' E STATISTICA DIPARTIMENTO DI MATEMATICA G. PEANO UNIVERSITA' DEGLI STUDI DI TORINO ****************************************************** S Giovedi 29 Ottobre 2015 alle ore 11:00 in Aula 3 presso il Dipartimento di Matematica "G. Peano" dell'Università degli Studi di Torino, Via Carlo Alberto 10, Il Dott. PABLO RODRIGUEZ (Department of Applied Math. and Statistics, Universidade de São Paulo. São Carlos, Brazil.) terrà un seminario dal titolo PHASE TRANSITIONS IN SOME STOCHASTIC TOY-MODELS. Abstract: The aim of the talk is to discuss about the formulation and phase transition results regarding three stochastic toy-models. More precisely, we consider a modified Erdős–Rényi random graph, an accessibility percolation model on trees and an interacting particle system on Zd. We will discuss about motivation, results, open problems, and some ideas for the proofs. Tutti gli interessati sono invitati a partecipare

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Seminario PABLO RODRIGUEZ
by Angelica Yohana Pachon Pinzon 21 Oct '15

21 Oct '15

****************************************************** SEMINARI DI PROBABILITA' E STATISTICA DIPARTIMENTO DI MATEMATICA G. PEANO UNIVERSITA' DEGLI STUDI DI TORINO ****************************** ************************ Giovedi 29 Ottobre 2015 alle ore 11:00 in Aula 3 presso il Dipartimento di Matematica "G. Peano" dell'Università degli Studi di Torino, Via Carlo Alberto 10, Il Dott. PABLO RODRIGUEZ (Department of Applied Math. and Statistics, Universidade de São Paulo. São Carlos, Brazil.) terrà un seminario dal titolo PHASE TRANSITIONS IN SOME STOCHASTIC TOY-MODELS. Abstract: The aim of the talk is to discuss about the formulation and phase transition results regarding three stochastic toy-models. More precisely, we consider a modified Erdős–Rényi random graph, an accessibility percolation model on trees and an interacting particle system on Zd. We will discuss about motivation, results, open problems, and some ideas for the proofs. Tutti gli interessati sono invitati a partecipare.

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de Finetti Risk Seminar - october 2015
by Emanuela Rosazza 20 Oct '15

20 Oct '15

On behalf of the Scientific Committee of the de Finetti Risk Seminars, we are glad to invite you to participate at the following Lecture A Bayesian Decision-Theoretic Model of Sequential Clinical Trials with Delayed Responses Stephen Chick INSEAD LOCATION: The seminar will be held on Wednesday, October 21, 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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Borse di dottorato e di ricerca in memoria di Guido Cazzavillan (scadenze 8 novembre e 31 ottobre 2015)
by Monica Billio 19 Oct '15

19 Oct '15

Nella primavera del 2014 è prematuramente scomparso un valente studioso di economia, Guido Cazzavillan, che è stato una figura importante in ambito economico e per l'Università Ca’ Foscari di Venezia, dove è stato direttore del Dipartimento di Economia e componente del Senato Accademico. La famiglia Cazzavillan, attraverso il Dipartimento di Economia dell'Università Ca' Foscari, ha voluto ricordare Guido bandendo una borsa di studio per poter frequentare il primo anno di un corso dottorato presso una Università di eccellenza internazionale (la borsa è rinnovabile per un anno) e una borsa di ricerca post-doc da utilizzare presso una istituzione di livello internazionale sui problemi della povertà e del sottosviluppo, temi che Guido sentiva particolarmente cari. Entrambi i bandi sono disponibili all’indirizzo: http://www.unive.it/nqcontent.cfm?a_id=193090 e si segnala che la scadenza per la borsa di dottorato è l’8 novembre 2015 mentre la scadenza per la borsa di ricerca è il 31 ottobre 2015. Si chiede cortesemente di informare dell'iniziativa giovani e studiosi che potrebbero essere interessati. Grazie per l'attenzione e un cordiale saluto, Monica -- 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://venus.unive.it/billio http://ideas.repec.org/e/pbi55.html http://papers.ssrn.com/sol3/cf_dev/AbsByAuth.cfm?per_id=303041

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Fwd: Positions in EU project
by Marco Romito 14 Oct '15

14 Oct '15

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Politecnico di Milano - Seminario Bill Sudderth
by Laura M. Sangalli 13 Oct '15

13 Oct '15

Si avvisa che in data 16-10-2015, alle ore 14:30 precise, presso l'Aula Seminari "F. Saleri" VI piano - Dipartimento di Matematica, Politecnico di Milano, nell'ambito delle iniziative MOX, si svolgerà il seguente seminario: Relatore: Bill Sudderth School of Statistics, University of Minnesota Titolo: How to Control a Process to a Goal Abstract: Suppose that you have a fortune of $10 and seek to reach $100 by placing bets at xed odds on repetitions of a given event such as the appearance of red (or black) on each spin of a roulette wheel. What is the best strategy for you to reach your goal? What strategy will get you there in the least expected time? What if you are competing with another player? I will discuss these and related problems in both discrete and continuous time. 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 url: http://mox.polimi.it/~sangalli

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Half day in stochastic processes
by Paolo Dai Pra 12 Oct '15

12 Oct '15

Half day in stochastic processes Venerdì 16 Ottobre, presso la Sala Riunioni del VII piano del Dipartimento di Matematica dell’Università di Padova, si svolgeranno i seguenti seminari. 9:15 Eva Locherbach (Université de Cergy-Pontoise). On oscillating systems of interacting neurons 9:55 Vlad Bally (Université de Marne-la-Vallée). Convergence in distribution norms in the CLT 10:35: Francois Delarue (Université Nice-Sophia Antipolis). Restoring uniqueness in mean-field games by randomization of the equilibria 11:15 - 11:30 Break 11:30. Paolo Pigato (Università di Padova e Université de Marne-la-Vallée). Tube Estimates for Hypoelliptic Diffusions and Scaling Properties of Stochastic Volatility Models (Ph.D. Defense) 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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RINVIATO: Seminario Dr. Cosetta Minelli - Mendelian Randomisation - 12 ottobre 2015
by Alessandro Marcon 10 Oct '15

10 Oct '15

Gentilissimi/e, vi avviso che il seminario in oggetto è stato rimandato a data da destinarsi, a causa del grave lutto che ha colpito la nostra Sezione. Il Prof. Roberto de Marco, ordinario di Statistica presso la scuola di Medicina e Chirurgia, Università di Verona, ci ha lasciati ieri mattina. Tutti noi, orgogliosi di essere stati suoi allievi, vi diamo questo annuncio con profondo dolore. L'ultimo saluto verrà dato presso le celle dell'ospedale di Borgo Roma (Verona) lunedì 12 ottobre dalle ore 13.30 alle ore 14.30. Alessandro Marcon 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 2015-09-11 12:15 GMT+02:00 Alessandro Marcon <alessandro.marcon(a)gmail.com>: > > Gentilissimi/e, > vi invio un avviso di seminario, con preghiera di massima diffusione. > > Sede del seminario: Istituti Biologici 2, Università di Verona, strada Le > Grazie 8 (VERONA). > > > Distinti saluti, > Alessandro Marcon > > 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 > > > > Avviso di SEMINARIO > > > > Lunedì 12 ottobre 2015 ore 11.00-11.45 > > Aula Igiene & Statistica > > (Istituti Biologici 2, blocco B, secondo piano) > > > > Dr. Cosetta Minelli > > Senior Lecturer in Medical Statistics, National Heart and Lung Institute, > Imperial College London > > > > *Mendelian randomization: * > > *The use of genes as instruments to strengthen causal inference in > epidemiology* > > Mendelian randomization is an approach that uses genes as instrumental > variables to derive unconfounded estimates of the effects of risk factors > (e.g. biomarkers) on disease traits, and is therefore increasingly being > used in epidemiology to distinguish causal from spurious associations. > Since genes are randomly allocated at conception, genetic effects on a > biomarker cannot be affected by classical confounding (e.g. lifestyle > factors) or reverse causation (e.g. biomarker level being influenced by the > presence of disease). Demonstration that a genetic variant known to modify > the biomarker also modifies the disease trait represents indirect evidence > of a causal biomarker-disease association. The validity of Mendelian > Randomization, however, is based on instrumental variable assumptions, the > most important being absence of pleiotropy. This talk will describe the > approach, discuss ways to assess pleiotropy, highlight opportunities and > challenges offered by available genome-wide data, and discuss its extension > to the field of epigenetics (two-step epigenetic Mendelian randomization). > > > > >

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Seminario ROSSELL
by Matteo Ruggiero 09 Oct '15

09 Oct '15

******************************************************************* STATISTICS SEMINARS @ COLLEGIO CARLO ALBERTO ******************************************************************* Veberdi 16 Ottobre 2015 alle ore 12:00, presso l’Aula Rossa del Collegio Carlo Alberto, Moncalieri (TO), si terra' il seguente seminario: David ROSSELL (University of Warwick) CONSISTENCY OF POSTERIOR MODEL PROBABILITIES IN HIGH-DIMENSIONAL MODEL SELECTION Abstract: In recent years there has been an increasing interest in developing Bayesian formulations that remain effective in high-dimensional and non-standard problems. We focus on high-dimensional model selection problems where the number of parameters may grow with the sample size, and review results characterizing the situations under which one can hope for the posterior probability assigned to the data-generating truth to eventually converge to 1 (often termed "strong consistency"). As it turns out, under certain regularity conditions for the canonical linear model such consistency can only be achieved if the prior formulation is based on so-called non-local priors. We will review the non-local prior framework and present some recent extensions for high-dimensional estimation. Our theoretical and empirical results show that inducing model selection parsimony via non-local priors allows working with simpler models and improving prediction accuracy simultaneously. Although for simplicity we shall focus on variable selection settings, time allowing we will touch upon extensions to more complex settings such as graphical models or mixture models. Tutti gli interessati sono invitati a partecipare. Il seminario e' organizzato dalla "de Castro" Statistics Initiative (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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mini-corso Ruodu Wang in Bicocca
by runggal＠math.unipd.it 08 Oct '15

08 Oct '15

Nell'ambito del programma di internazionalizzazione del Dottorato in Statistica e Matematica per la Finanza della Bicocca, il prof. Ruodu Wang del Department of Statistics and Actuarial Science della University of Waterloo terrà nei giorni 9,10 e 11 novembre un mini-corso su Risk aggregation and Fréchet problems Fréchet problems refer to questions related to an aggregation (sum, typically) of several random variables, where the marginal distribution of each individual random variable is known and the joint distribution (copula) is unspecific. Unfortunately (in fact, fortunately), a large number of questions in this field are still mathematically open. In the modeling of risk aggregation, individual risks and their dependence structure are often modeled separately, leading to uncertainty arising at the level of a joint model. As the dependence structure is typically uncertain, the study on quantitative characteristics (e.g. risk measures) of risk aggregation under model uncertainty leads to a variety of Frèchet problems. This course covers various topics in this quickly expanding field. The content is mainly based on recent research of the instructor and his collaborators. Le lezioni si svolgeranno dalle ore 14.30 alle 17.30 presso la Sala del Consiglio al IV piano dell'edificio U7. La partecipazione è libera ma è necessario iscriversi mandando una email a drm2015(a)unimib.it. Ulteriori informazioni sono disponibili sulla pagina https://sites.google.com/site/dependenceriskmeasures/mini-course[1] Saluti Prof. Fabio Bellini Department of Statistics and Quantitative Methods University of Milano-Bicocca Via Bicocca degli Arcimboldi 8, 20126 Milano 0039-2-64483119 http://www.economia.unimib.it/bellini http://scholar.google.it/citations?user=P61L8P4AAAAJ&hl=it Links: ------ [1] https://sites.google.com/site/dependenceriskmeasures/mini-course ---------------------------------------------------------------- This message was sent using IMP, the Internet Messaging Program. _______________________________________________ Random mailing list Per informazioni e per disiscriversi: https://fields.dm.unipi.it/listinfo/random Per contattare gli amministratori: random-admin(a)fields.dm.unipi.it Per inviare un messaggio alla mailing list: Random(a)fields.dm.unipi.it Archivio dei messaggi inviati: https://fields.dm.unipi.it/pipermail/random/#end

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mini-corso Ruodu Wang in Bicocca
by Fabio Bellini 08 Oct '15

08 Oct '15

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Paolo Guasoni lectures on Portfolio Choice and Asset Pricing at University of Verona
by Luca di persio 07 Oct '15

07 Oct '15

Dear all, this is to announce that Prof. Paolo Guasoni [ Dublin City University ] will give a mini course (8 hours) concerning Lectures on Portfolio Choice and Asset Pricing within the Mathematical Finance Course (Master degree in Mathematics) at the Department of Computer Science, University of Verona. The lectures will cover the attached programme, and they have been scheduled according to the following calendar Monday 26/10 : 1330 - 1630 Tuesday 27/10 : 1030 - 1230 Thursday 29/10 : 1230 - 1530 All the lesson will be given here https://goo.gl/maps/6mB9N2SSeqC2 Strada le Grazie, 15 - 37134 Verona VR Ca' Vignal 2, first floor , Room M Do not hesitate to contact me for further details: luca.dipersio(a)univr.it LuCa __ Luca Di Persio - PhD assistant professor of Probability and Mathematical Finance Dept. Informatics University of Verona strada le Grazie 15 - 37134 Verona - Italy Dept. Math University of Trento V. Sommarive, 14 - 38123 Povo - Italy Tel : +39 0461 281686

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Seminario Prof. Henry Wynn
by DI NARDO Elvira 07 Oct '15

07 Oct '15

******************************************************************** SEMINARI per i corsi di Laurea in Economia Aziendale (triennale) Economia delle Risorse Naturali e Culturali (magistrale) ******************************************************************** Mercoledi' 14 Ottobre 2015 alle ore 9:30 presso l'Aula 10 del Dipartimento di Matematica, Informatica ed Economia, Campus Macchia Romana, Universita' degli Studi della Basilicata Prof. Henry Wynn (Department of Statistics, London School of Economics) "What is learning? A Bayesian approach" Abstract: Simple examples show that data can contradict prior beliefs; one can be "surprised". But theoretically one always expects to learn in a well-defined way and the class of information functionals for which this is true is known and includes Shannon information. Tutti gli interessati sono invitati a partecipare. Cordiali saluti, Elvira Di Nardo -- ...................................................... Elvira Di Nardo Dept. Mathematics, Computer Science and Economics University of Basilicata Viale dell'Ateneo Lucano 10 I-85100 (Potenza) alternative address: dinardo.el(a)gmail.com (room) +390971205890 (cell.) +393470033068 (fax) + 390971205896 (skype) elvira.di.nardo (web) http://oldwww.unibas.it/utenti/dinardo/home.html ......................................................

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Call for Papers: XVII WORKSHOP on QUANTITATIVE FINANCE, Pisa, January 28-29, 2016, Second Announcement
by Fabrizio Lillo 05 Oct '15

05 Oct '15

Second Announcement: XVII WORKSHOP on QUANTITATIVE FINANCE January 28-29, 2016 Venue: Scuola Normale Superiore Piazza dei Cavalieri 7 56126 Pisa Italy The Workshop is the seventeenth edition of an annual meeting place for academia and financial industry on theoretical topics of quantitative finance and their application to the current issues facing the industry. The Workshop welcomes contributions from Mathematical Finance, Quantitative Risk Management, Financial Economics, Computational Finance, Financial Econometrics, Statistics of Financial Markets, Corporate Finance. As in the previous edition of the workshop, we wish to particularly encourage an international participation of young researchers and both theoretical and applied contributions. SCIENTIFIC COMMITTEE Fabio Bellini (Università degli Studi di Milano Bicocca), Giacomo Bormetti (Scuola Normale Superiore, Pisa), Andrea Consiglio (Università degli Studi di Palermo), Friederich Hubalek (Technische Universität Wien), Fabrizio Lillo (Scuola Normale Superiore, Pisa), Elisa Luciano (Università degli Studi di Torino), Maria Elvira Mancino (Università degli Studi di Firenze), Stefano Marmi (Scuola Normale Superiore, Pisa), Massimo Morini (Banca IMI), Aldo Nassigh (Unicredit Group), Loriana Pelizzon (Università Ca’ Foscari Venezia), Mustafa Pinar (Bilkent University, Ankara), Mathieu Rosenbaum (École Polytechnique, Paris), Sergio Scarlatti (Università degli Studi di Roma “Tor Vergata”), Carlo Sgarra (Politecnico di Milano), Peter Tankov (Université Denis Diderot, Paris), Josef Teichmann (ETH Zurich), and Tiziano Vargiolu (Università degli Studi di Padova). LOCAL COMMITTEE Giacomo Bormetti, Fabrizio Lillo, Maria Elvira Mancino, Stefano Marmi, Davide Pirino, Daniele Regoli, Chiara Sabelli. Deadline for submission: November 8, 2015 Web site: http://mathfinance.sns.it/qfwxvii/ ---------------------------------------- Fabrizio Lillo Scuola Normale Superiore di Pisa Piazza dei Cavalieri 7 56126 Pisa ITALY Check the new website: fabriziolillo.wordpress.com phone: +39 050509159

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Conference "Risk Measures: frontiers of mathematics and regulation", Bologna
by Sabrina Mulinacci 03 Oct '15

03 Oct '15

Dear Colleagues, we are glad to invite you to the Conference on "Risk Measures: frontiers of mathematics and regulation" that is going to be held in Bologna, October 29-30-31, 2015. The program will include a tutorial directed to students, scholars and practitioners interested in mastering the state of the art of theory. Interested students may earn 3 credits upon attending the conference and providing a written discussion of some the presentations in the conference. On Saturday October 31st, there will be an informal meeting for networking on current research and discussion of special topics for future research. More detailed informations are available at http://www2.stat.unibo.it/risk-measures Best Regards Sabrina Mulinacci

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Seminario Prof. D. De Canditiis (presso Dip. Scienze Statistiche, Roma)
by Alessandro Degregorio 02 Oct '15

02 Oct '15

----------------------------------------------------------------------------- A v v i s o d i S e m i n a r i o ----------------------------------------------------------------------------- Giovedì 8 Ottobre, ore 10,30 ----------------------------------------------------------------------------- Stanza 34 Dipartimento di Scienze Statistiche "Sapienza" Università di Roma Prof. D. De Canditiis (CNR-IAC) Titolo: *Stima della densità dell'intensità di dati Poisson* Sintesi: Motivati dall'analisi di dati astronomici di tipo conteggio si presenterà un metodo per la stima della f.d.p. (funzione densità di probabiltà) della intensità di dati di tipo Poisson. La necessità di dare all'intensità un carattere stocastico nasce dall'esigenza di modellizzare una extra-variabilità contenuta nei dati. Le difficoltà della stima della f.d.p. sono assimilabili a quelle della soluzione (numerica) di un problema inverso lineare mal-posto. La soluzione, intesa come uno stimatore della f.d.p, ha ottime proprietà di convergenza. La metodologia verrà presentata in termini generali e dunque può essere presa come spunto per la risoluzione di altri problemi di analisi dati anche non necessariamente di tipo conteggio. Tutti gli interessati sono invitati a partecipare. Cordiali saluti Alessandro De Gregorio

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SPRING SCHOOL IN FINANCE 2016 (fwd)
by Tiziano Vargiolu 02 Oct '15

02 Oct '15

---------- Forwarded message ---------- Date: Fri, 2 Oct 2015 11:54:08 +0200 From: Andrea Pascucci <andrea.pascucci(a)unibo.it> Subject: SPRING SCHOOL IN FINANCE 2016 [We apologize if you receive multiple copies of this announcement] SPRING SCHOOL IN FINANCE 2016 March 10-12, 2016 University of Bologna, Italy https://events.unibo.it/ssf2016 A three day spring school in financial mathematics will be held in Bologna on March 10-12, 2016. The school is open to both practitioners and people from the academic world and intends to provide two crash courses on Credit and Counterparty risk given by * St?phane Cr?pey (University of Evry) * Andrea Pallavicini (Banca IMI, Milan - Imperial College, London) For further information and registration, see: https://events.unibo.it/ssf2016/registration ********************************************************************************************************* -- --------------------------------------------------------------- Andrea Pascucci andrea.pascucci(a)unibo.it Dipartimento di Matematica http://www.dm.unibo.it/~pascucci P.zza di Porta S. Donato, 5 40126 Bologna - Italy Office Tel. +39-0512094428 Fax +39 0510821834 Skype: andrea.pascucci Get DropBox here: http://db.tt/Y2GN2TCx ---------------------------------------------------------------

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position at the University of Bern
by Fabio Bellini 01 Oct '15

01 Oct '15

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CHRISTIAN HENNIG - Quantile-based classifiers - 6.10.15 ore 12.30 - Dipartimento di Statistica e Metodi Quantitativi - Bicocca Milano
by Francesca Greselin 30 Sep '15

30 Sep '15

Dipartimento di Statistica e Metodi Quantitativi Martedì 6 ottobre 2015 ore 12.30 U7/2104 (AULA ECONOMICA) II PIANO Quantile-based classifiers with application to the classification of bioaerosols CHRISTIAN HENNIG Senior Lecturer, Department of Statistical Science, University College London Abstract Quantile classifiers are generalisations of the median-based classifiers recently introduced by Hall et al. (2009). They work for potentially high-dimensional data, and are defined by classi- fying an observation according to a sum of appropriately weighted component-wise distances of the components of the observation to the within-class quantiles. The optimal quantiles can be chosen by minimizing the misclassification error in the training sample. I will present some theory and simulations results demonstrating that quantile classifiers are very competitive. Quantile classifiers will also be applied to the detection of bioaerosol particles based on gaseous plasma electrochemistry (Sarantaridis et al., 2012). As several other classifiers, quantile classifiers aggregate information coming from the indivi- dual variables. This depends on selection and standardisation of the variables. I will discuss the- se issues in a way that may hopefully be of more general statistical interest. The first aspect is the extraction of some meaningful features from the high-dimensional and quite redundant ori- ginal form of the bioaerosol data. The second aspect is to understand standardisation as va- riable weighting, including the option to refrain from standardisation in situations where the variability of variables may be roughly proportional to the variable importance for classification, or to standardise certain groups of variables against each other, as will be suggested for the bioaerosol data. Tutti gli interessati sono invitati a partecipare per maggiori informazioni: www.dismeq.unimib.it - francesca.greselin(a)unimib.it

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Seminario Prof. Mesiar a RM1
by Fabio Spizzichino 30 Sep '15

30 Sep '15

Il Prof. Radko Mesiar (STU Bratislava) terrà un seminario sul tema *On the role of ultramodularity (and Schur concavity) in the construction of binary copulas* Il prossimo Venerdì 2 ottobre, ore 14:30, presso l'Aula di Consiglio del Dipartimento di Matematica dell'Universita' La Sapienza Tutte le persone interessate sono invitate ad intervenire Fabio Spizzichino *Abstract. * We discuss and stress the role of ultramodularity in special types of constructions of binary copulas. After recalling of some known ultamodularity-based results, we focus on a the so-called D-product of a copula and its dual. We show that for each copula D which is ultramodular and Schur concave on the left upper triangle of the unit square, this D-product of an arbitrary copula and its dual is again a copula. Several examples and counterexamples are given. Finally, some of our results are generalized to the case of semicopulas and quasi-copulas. Work in collaboration with E. P. Klement, A. Kolesarova and S. Saminger-Platz

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Winter School in Padova (February 2016)
by Giorgia Callegaro 30 Sep '15

30 Sep '15

Dear all, in collaboration with Evry University, ENSIIE and University Paris Diderot, the Department of Mathematics of the University of Padova is organizing a Winter School on recent advances in Mathematical Finance, that will be held in Padova in the period *8-12 February 2016*. Two main courses, on “Energy Markets” and “Pricing with Funding and Counterparty Risks” will be given, respectively, by Rene Aid (EdF) and Andrea Pallavicini (Banca IMI and Imperial College). Moreover, four mini-course are scheduled, on longevity risk (Nicole El Karoui), optimal stopping (Goran Peskir), polynomial processes (Martin Larsson) and numerical methods (Nadia Oudjane). More details can be found at the link: http://www.maths.univ-evry.fr/conferences/padova2016/index_ws.htm#section1 Accomodation during the period 7-12 February will provided to a limited number (maximum 35) of students selected among candidates who will send us, via the online form available here: http://www.maths.univ-evry.fr/conferences/padova2016/Application_ws.htm#sec… their CV and recommendation letter before the *31st October 2015.* Thanks for your attention and see you in Padova! Giorgia Callegaro (on behalf of the Organizing Committee) -- Giorgia Callegaro Assistant Professor Department of Mathematics - University of Padova Via Trieste 63 , I-35121 Padova - ITALY Tel: +39-0498271481 Fax: +39-0498271499 E-Mail: gcallega(a)math.unipd.it <https://webmail.math.unipd.it/horde3/imp/message.php?mailbox=Sent&index=598#> Personal web-page: https://sites.google.com/site/giogiocallegaro/Home

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Convegno in onore di Eugenio Regazzini - Pavia
by Antonio Lijoi 26 Sep '15

26 Sep '15

******************************************************** Convegno in onore di Eugenio Regazzini - Pavia ******************************************************** In occasione del settantesimo compleanno di Eugenio Regazzini, il 10 e l'11 giugno 2016 a Pavia si terra' il convegno * Advances in Statistics, Probability and Mathematical Physics * * A Conference in Honour of Eugenio Regazzini * Una versione preliminare del sito del convegno, con l'elenco dei relatori invitati, puo’ essere consultata all'indirizzo: http://matematica.unipv.it/eugenioconference L'iscrizione al convegno sara' gratuita, ma necessaria per ragioni organizzative. Nelle prossime settimane il sito verra' aggiornato con ulteriori dettagli, inclusi quelli riguardanti la registrazione. Cordiali saluti, Antonio Lijoi -- Antonio Lijoi University of Pavia http://economia.unipv.it/alijoi

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Seminario LAVANCIER
by Matteo Ruggiero 26 Sep '15

26 Sep '15

**************************************************************** STATISTICS SEMINARS @ COLLEGIO CARLO ALBERTO **************************************************************** Veberdi 2 Ottobre 2015 alle ore 12:00, presso l’Aula Rossa del Collegio Carlo Alberto, Moncalieri (TO), si terra' il seguente seminario: Frederic LAVANCIER (Université de Nantes) DETERMINANTAL POINT PROCESS MODELS AND STATISTICAL INFERENCE Abstract: In this talk, I will demonstrate that Determinantal point processes (DPPs) provide useful models for the description of repulsive spatial point processes. Such data are usually modeled by Gibbs point processes, where the likelihood and moment expressions are intractable and simulations are time consuming. I will recall the definition of a DPP and review some of these appealing properties which make DPP models well suited for statistical analysis. In particular the ’most repulsive’ DPP will be characterized. Parametric models of DPPs will be introduced, where the likelihood and moment expressions can be easily evaluated and realizations can be quickly simulated. Some illustrations on real datasets will be presented. This work has been carried out in collaboration with Jesper Møller and Ege Rubak, Aalborg University. The study of the repulsiveness of DPPs is part of a joint work with Christophe Biscio, University of Nantes. Tutti gli interessati sono invitati a partecipare. Il seminario e' organizzato dalla "de Castro" Statistics Initiative (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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Fwd: Job opportunities in Financial Mathematics, London (fwd)
by Tiziano Vargiolu 25 Sep '15

25 Sep '15

---------- Forwarded message ---------- Date: Fri, 25 Sep 2015 12:52:32 +0200 From: Laura Caravenna <laura.caravenna(a)gmail.com> Subject: Fwd: Job opportunities in Financial Mathematics, London Dear all UCL Mathematics department is currently advertising for two lecturers / senior lecturers in Financial Mathematics. https://atsv7.wcn.co.uk/search_engine/jobs.cgi?owner=5041178&ownertype=fair… Best wishes Helen. -- Dr Helen Wilson President, British Society of Rheology Deputy Head, Department of Mathematics UCL Gower Street, London WC1E 6BT 020 7679 1302

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Fwd: Mathematics for Industry: funding calls open
by Alessandra Micheletti 24 Sep '15

24 Sep '15

---------- Forwarded message ---------- From: MI-NET <MI-NET(a)bath.ac.uk> Date: Thu, Sep 24, 2015 at 12:34 PM Subject: Mathematics for Industry: funding calls open To: MI-NET <MI-NET(a)bath.ac.uk> ***Apologies for cross posting *** As part of the recently-established Mathematics for Industry Network (MI-NET) EU COST Action www.mi-network.org, whose aim is to facilitate more effective widespread application of mathematics to all industrial sectors, we are pleased to announce that *funding calls* for - One day themed Industrial Workshops http://mi-network.org/industrial-workshops/ - Mathematical Modelling Training Weeks http://mi-network.org/modelling-weeks/ - Short-Term Scientific Missions (research visits) http://mi-network.org/short-term-scientific-missions/ - European Study Groups (problem-solving workshops) with Industry http://mi-network.org/study-groups-with-industry/ are now open for applications from academic researchers or industrial practitioners from any COST country that is part of Action TD1409 http://www.cost.eu/COST_Actions/tdp/TD1409?parties The next deadline for all calls is the *20th October 2015*. We’d be very grateful if you could help us publicise the calls widely, and encourage your colleagues - especially early-career investigators (researchers within 8 years of their PhD) - to apply! Best wishes, Jo and Filipa Dr Joanna Jordan Dr Filipa Vance http://mi-network.org/ -- ------------------------------------ Alessandra Micheletti Associate Professor - Probability and Mathematical Statistics Dept. of Mathematics Università degli Studi di Milano via Saldini 50, 20133 Milano, Italy phone: +39-02503-16130 fax: +39-02503-16090 http://users.mat.unimi.it/users/michel <http://www.mat.unimi.it/users/michel>

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Seminar announcement
by Marco Scarsini 23 Sep '15

23 Sep '15

Department of Economics and Finance Internal Seminar Thursday,September 24, from 1 to 2 pm Meeting room, 5th floor János Flesch (Maastricht University). Title: Subgame-Perfect Epsilon-Equilibrium in Perfect Information Games. Abstract: We consider multi-player perfect information games. These games are played on a tree of infinite depth, where each node is controlled by one of the players. Play of the game starts at the root. At every node that play visits, the player who controls this node has to choose one of the outgoing arcs. This induces an infinite sequence of nodes in the tree, and depending on this sequence, each player receives a payoff. A strategy profile is called a Nash epsilon-equilibrium if no player can gain more than epsilon by a unilateral deviation. Such games are known to admit a Nash epsilon-equilibrium (Mertens and Neyman 1986) for all positive epsilon, provided that the payoff functions of the players are bounded and Borel measurable. In this talk, we examine the existence of a subgame-perfect epsilon-equilibrium in these games. A subgame-perfect epsilon-equilibrium is a strategy profile that induces a Nash epsilon-equilibrum in every subgame (that is, not only from the root, but also from every other node in the tree). We provide an overview of recent existence and non-existence results. Particular attention is paid to the result (Flesch and Predtetchinski 2015) that a subgame-perfect epsilon-equilibrium exists, for every epsilon>0, if the payoff functions are bounded and exhibit common preferences at the limit. Moreover, if the payoff functions also have finite range, then there exists a pure subgame-perfect 0-equilibrium. These results extend and unify the existence theorems for bounded and semicontinuous payoffs in Flesch et al [2010] and Purves and Sudderth [2011]. ******************************************************* 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 Prof. Macci
by giuliano＠dm.unipi.it 21 Sep '15

21 Sep '15

Il Prof, Claudio Macci, dell'Universita' di Roma Tor Vergata, sara' ospite del Dipartimento di Matematica nei giorni 22-23-24 settembre. Terra' un seminario dal titolo "Asymptotic results for runs and empirical cumulative entropies" Il seminario si svolgera' mercoledi 23 settembre alle ore 11 nell'Aula Magna del Dipartimento. Tutti gli interessati sono invitati Rita Giuliano

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Fwd: NeuroMat Posdoctoral Fellowships
by davide gabrielli 21 Sep '15

21 Sep '15

Postdoctoral fellowships in neuromathematics and computational neuroscience in SÃ£o Paulo, Brazil The Research, Innovation and Dissemination Center for Neuromathematics (NeuroMat, http://neuromat.numec.prp.usp.br/ ), hosted by the University of SÃ£o Paulo, Brazil, and funded by FAPESP (Sao Paulo Research Foundation, http://www.fapesp.br/en/) is offering several postdoctoral fellowships for recent PhDs with outstanding research potential. The research will involve collaborations with Probabilists, Statisticians, Computer Scientists, Statistical Physicists and Neuroscientists associated to NeuroMat. We seek candidates capable to develop independent research in one of the research lines below. 1. Mathematical and/or computational modeling of stochastic spiking neural networks. 2. Electroencephalographic data acquisition, processing and quantitative analysis. Candidates are required to have at least one of the profiles below: - A strong background in probability theory with emphasis on stochastic processes or alternatively in statistics with emphasis on statistical model selection. Previous knowledge of rigorous statistical mechanics, random graphs or stochastic modelling in biosciences will be favourably considered. - A strong mathematical and/or computational background and experience with computers and programming. Previous experience with development and/or simulation of neural brain models, complex networks and parallel computing will be favourably considered. - A strong background in neuroscience with previous experience in neurophysiological data acquisition, processing and analysis. Knowledge of computer programming will be favourably considered. Previous experience with multidisciplinary research teams is welcome. - A strong background in computer science with experience in the development of algorithms, software tools and data bases. Previous research experience in neuroscience or related areas will be favourably considered. The initial appointment is for two years, with a possible extension to up to four years, conditional on research progress. Salary is competitive at international level, and fellows benefit from extra funds for travel and research expenses plus limited support for relocation expenses. Application instructions Applicants should complete and submit the application form at http://neuromat.numec.prp.usp.br/postdoc-form. The following documents and information are requested (please see the form for further details): - Summary of the Curriculum vitae. Please follow the FAPESP format; see www.fapesp.br/en/6351 for instructions. - List of publications, with links to those available online. - Pointers to other research related output, such as software, web pages, and so forth. Candidates should be willing to send copies of publications, if requested. - A summary of your research plan for the next 2 years, up to 5 pages length. It should explicitly address its place in the framework of the NeuroMat mission and research program ( http://neuromat.numec.prp.usp.br/scientific_project) - Any further information deemed relevant to the application. In addition to the above, we require at least 2 recommendation letters. Those should be mailed by the recommenders directly to *postdoc-appl(a)numec.prp.usp.br <postdoc-appl(a)numec.prp.usp.br>*. Candidates are encouraged to apply at their earliest convenience. Two independent evaluation rounds are planned: 1. On October 12, 2015. 2. On November 16, 2015. Appointments are expected to be effective within 2 to 6 months after evaluation date. Remark Approved candidates will be requested to expand their five-page research plan to a full two-year proposal. For the implementation of the fellowships, those proposals, together with all the application material received, will be submitted to FAPESP for final approval. -- This message has been scanned for viruses and dangerous content by MailScanner, and is believed to be clean.

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Programma "Mercati energetici e metodi quantitativi: un ponte tra Università e Aziende" (fwd)
by Tiziano Vargiolu 17 Sep '15

17 Sep '15

From: unponte2015 <unponte2015(a)stat.unipd.it> (ci scusiamo per eventuali mail multiple) Egr. dott./dott.ssa si segnala che e' stato pubblicato il programma del workshop "Mercati energetici e metodi quantitativi: un ponte tra Universit? e Aziende". L'evento avra' luogo presso l'Universita' di Padova, Palazzo Bo, Aula Nievo, il prossimo 8 Ottobre 2015. La partecipazione e' gratuita, ma limitata, a causa della scarsa disponibilita' di posti, ai primi 100 partecipanti iscritti seguendo la procedura indicata sul sito web dell'evento: http://www.unponte2015.stat.unipd.it/ Sperando di averla tra i partecipanti, la salutiamo cordialmente. Dott. Enrico Edoli (Phinergy srls) Prof. Francesco Lisi (Dipartimento di Scienze Statistiche, Universit? di Padova) Prof. Tiziano Vargiolu (Dipartimento di Matematica, Universit? di Padova) ----------------------------------------------------------------- unponte2015 email: unponte2015(a)stat.unipd.it web: http://www.unponte2015.stat.unipd.it/ ------------------------------------------------------------------

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Politecnico di Milano - Seminario Alois Kneip
by Laura M. Sangalli 16 Sep '15

16 Sep '15

Si avvisa che in data 30-09-2015, alle ore 14:30 precise, presso l'Aula Seminari "F. Saleri" VI piano - Dipartimento di Matematica, Politecnico di Milano, nell'ambito delle iniziative MOX, si svolgerà il seguente seminario: Relatore: Alois Kneip Universitat Bonn Titolo: Nonparametric Registration to Low-Dimensional Functionspaces Abstract: Registration aims to decompose amplitude and phase variation of samples of curves. Phase variation is captured by warping functions which monotonically transform the domains of sample curves. Resulting registered curves should then only exhibit amplitude variation. Most existing registration method rely on aligning typical shape features like peaks or valleys to be found in each sample function. It is shown that this is not necessarily an optimal strategy for subsequent statistical data exploration and inference. In this context a major goal is to identify low dimensional linear subspaces of functions that are able to provide accurate approximations of the observed functional data. In this paper we present a registration method where warping functions are defined in such a way that the resulting registered curves span a low dimensional linear function space. Problems of identifiability are discussed in detail, and connections to established registration procedures are analyzed. The method is applied to real and simulated data. 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 url: http://mox.polimi.it/~sangalli

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Politecnico di Milano - Seminario Bill Sudderth
by Laura M. Sangalli 16 Sep '15

16 Sep '15

Si avvisa che in data 16-10-2015, alle ore 14:30 precise, presso l'Aula Seminari "F. Saleri" VI piano - Dipartimento di Matematica, Politecnico di Milano, nell'ambito delle iniziative MOX, si svolgerà il seguente seminario: Relatore: Bill Sudderth School of Statistics, University of Minnesota Titolo: How to Control a Process to a Goal Abstract: Suppose that you have a fortune of $10 and seek to reach $100 by placing bets at xed odds on repetitions of a given event such as the appearance of red (or black) on each spin of a roulette wheel. What is the best strategy for you to reach your goal? What strategy will get you there in the least expected time? What if you are competing with another player? I will discuss these and related problems in both discrete and continuous time. 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 url: http://mox.polimi.it/~sangalli

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Seminario MASSIMINI (RGS, ADAMSS, CIMAB & Matematica Applicata)
by Giacomo Aletti (giacomo.aletti) 15 Sep '15

15 Sep '15

Con preghiera di diffusione tra tutti i possibili interessati, scusandomi per invii multipli. Cordialmente, Giacomo Aletti -------------- Nell'ambito dei Reading Group Seminars e del Seminario di Matematica Applicata, in collaborazione col centro ADAMSS e il CIMAB, il giorno lunedì 21 Settembre 2015, alle ore 14.30, nell'Aula Dottorato (primo piano) del Dipartimento di Matematica dell'Universita' degli Studi di Milano, Via C. Saldini, 50, Milano, "Consciousness and complexity: from theory to practice" Marcello MASSIMINI Dipartimento di Scienze biomediche e cliniche 'Luigi Sacco' Università degli Studi di Milano Abstract: We usually assess another individual’s level of consciousness based on her/his ability to connect to the surrounding environment and produce appropriate responses. However, conscious experience can be entirely generated within the brain, even in the absence of any interaction with the external world; this happens almost every night, during dreaming, and may occur during certain forms of anesthesia as well as in brain-injured patients who emerge from coma and remain unresponsive. Hence, clinical and physiological evidence advocate the development of brain-based metrics that are independent on both sensory inputs and motor outputs. As an attempt in this direction, an empirical measure of brain complexity has been recently developed based on the electroencephalographic (EEG) response to a direct cortical perturbation with transcranial magnetic stimulation (TMS), the perturbational complexity index (PCI). Based on theoretical postulates, PCI gauges the conjoint presence of integration and information in the human brain, independently of sensory inputs and motor outputs. In a series of experiments, PCI was tested on TMS-evoked potentials recorded in healthy subjects during wakefulness, dreaming, NREM sleep, and different levels of sedation induced by different anesthetic agents (including the dissociative anesthetic ketamine), as well as in patients who emerged from coma and attained a stable diagnosis. Overall, PCI allows a reliable assessment of the level of consciousness at the individual level even in subjects who are fully disconnected from the surrounding environment on both the input and output side. These measurements are scientifically relevant in the context of the information integration theory of consciousness (IITC) and prompt further validation toward the development of a practical diagnostic test. ================= Reading Group Seminars: The Reading Group Seminars (RGS) are organized within an open community of researchers interested in applying up to date mathematical modeling and data analysis approaches to the study of biological systems. The RGS take place at the Math. Department in Milan (via Saldini). Initiatives and updates are published on the website: http://rgs.mat.unimi.it/. -- ------------------------------- Giacomo Aletti, Associate Professor ADAMSS Centre (ex MIRIAM) Advanced Applied Mathematical and Statistical Sciences Department of Mathematics (www.mat.unimi.it) Via Saldini, 50 20133 Milano, Italy Tel: +39-02-503.16158 Fax:+39-02-503.16090 Cell:+39-340-9739142 **************** Per destinare il 5x1000 all'Universita' degli Studi di Milano: indicare nella dichiarazione dei redditi il codice fiscale 80012650158. http://www.unimi.it/13084.htm?utm_source=firmaMail&utm_medium=email&utm_con…

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Annuncio di seminario
by Ilia Negri 14 Sep '15

14 Sep '15

Dear all, I’m are glad to invite you to the following seminar. When: Thursday, September 19th, 2015, 14:30 Where: Department of Management, Economics and quantitative Methods, Via dei Caniana n. 2 – Room 15 Title: A stochastic maximal inequality, strict countability, and related topics Speaker: Yoichi Nishiyama (Waseda University, Tokyo) Abstract: As an alternative to the well-known methods of "chaining" and "bracketing" that have been developed in the study of random fields, a new method, which is based on a stochastic maximal inequality derived by using It\^o's formula, is presented. The main results are some weak convergence theorems for sequences of separable random fields of locally square-integrable martingales under the uniform topology with the help also of entropy methods. As special cases, some new results for i.i.d. random sequences, including a new Donsker theorem and a moment bound for suprema of empirical processes indexed by classes of sets or functions, are obtained. An application to statistical estimation in semiparametric models is presented with an illustration to construct adaptive estimators in Cox's regression model. Ilia Negri http://www.unibg.it/pers/?ilia.negri

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DRM2015 - deadline approaching
by fabio.bellini 14 Sep '15

14 Sep '15

Dear colleagues, let me recall that tomorrow is the deadline for submitting an abstract to the "Dependence and Risk Measures" conference that will take place on November 12-13 at the University of Milano-Bicocca. Further informations: https://sites.google.com/site/dependenceriskmeasures/ Best regards Fabio Bellini Department of Statistics and Quantitative Methods University of Milano-Bicocca

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Seminario Prof. Jorge P. Zubelli
by Sabrina Mulinacci 13 Sep '15

13 Sep '15

Carissimi tutti, segnalo il seguente seminario del Prof. Jorge P. Zubelli, dell'IMPA di Rio de Janeiro che si terrà in Aula 1 presso il Dipartimento di Scienze Statistiche “P. Fortunati” in Via Belle Arti 41, 40126 Bologna. Tutti gli interessati sono invitati a partecipare Un caro saluto Sabrina Mulinacci ********************************************************************* Prof. Jorge P. Zubelli, dell'IMPA di Rio de Janeiro Titolo del seminario: "Calibration of Local Volatility Models from Option Data for Commodities." Abstract: Local volatility models are extensively used and well-recognized for hedging and pricing in financial markets. They are frequently used, for instance, in the evaluation of exotic options so as to avoid arbitrage opportunities with respect to other instruments. Derivatives for commodities are extensively traded instruments in financial markets, especially in energy and oil ones. They are particularly challenging since the spot prices are not directly observable, thus requiring a further modeling effort. The ill-posed character of local volatility surface calibration from market prices requires the use of regularization techniques either implicitly or explicitly. Such regularization techniques have been widely studied for a while and are still a topic of intense research. We have employed convex regularization tools and recent inverse problem advances to deal with the local volatility calibration problem. In this talk we shall describe ongoing work on the use local volatility models in the context of commodity markets, in particular applied to energy and oil ones. This work is part of ongoing collaboration with V. Albani (Vienna), U. Ascher (Toronto), and Xu Yang (IMPA).

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seminario Patrick Beissner
by Emanuela Rosazza 11 Sep '15

11 Sep '15

Cari tutti, martedì 15 settembre alle ore 16 il Dott. Patrick Beissner (Bielefeld University, Germania) terrà in Bicocca (edificio U7- aula 2062 (aula demografica) – secondo piano) un seminario dal titolo “Asset Pricing and Bubbles under Sentiment-Based Expectations”. Abstract: We propose a formal theory of asset pricing that allows us to explain how sentiments in the market may influence price formation. A fully nonlinear expectation captures behavioral market sentiments in terms of waves between optimism and pessimism. The approach follows the standard procedure by extracting some stochastic Euler equation from a representative agent equilibrium model. Preferences are represented through sentiment-based expected utility. In equilibrium, the resulting asset price process can then be described by a new (nonlinear) conditional sentiment-based expectation. In a final step, we observe the possible emergence of a bubble that is induced by disagreement of optimism and pessimism for the market relevant pricing measures. Joint work with Patrick Cheridito. 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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Seminario Dr. Cosetta Minelli - Mendelian Randomisation - 12 ottobre 2015
by Alessandro Marcon 11 Sep '15

11 Sep '15

Gentilissimi/e, vi invio un avviso di seminario, con preghiera di massima diffusione. Sede del seminario: Istituti Biologici 2, Università di Verona, strada Le Grazie 8 (VERONA). Distinti saluti, Alessandro Marcon 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 Avviso di SEMINARIO Lunedì 12 ottobre 2015 ore 11.00-11.45 Aula Igiene & Statistica (Istituti Biologici 2, blocco B, secondo piano) Dr. Cosetta Minelli Senior Lecturer in Medical Statistics, National Heart and Lung Institute, Imperial College London *Mendelian randomization: * *The use of genes as instruments to strengthen causal inference in epidemiology* Mendelian randomization is an approach that uses genes as instrumental variables to derive unconfounded estimates of the effects of risk factors (e.g. biomarkers) on disease traits, and is therefore increasingly being used in epidemiology to distinguish causal from spurious associations. Since genes are randomly allocated at conception, genetic effects on a biomarker cannot be affected by classical confounding (e.g. lifestyle factors) or reverse causation (e.g. biomarker level being influenced by the presence of disease). Demonstration that a genetic variant known to modify the biomarker also modifies the disease trait represents indirect evidence of a causal biomarker-disease association. The validity of Mendelian Randomization, however, is based on instrumental variable assumptions, the most important being absence of pleiotropy. This talk will describe the approach, discuss ways to assess pleiotropy, highlight opportunities and challenges offered by available genome-wide data, and discuss its extension to the field of epigenetics (two-step epigenetic Mendelian randomization).

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Fwd: SYMMYS
by Tiziano Vargiolu 10 Sep '15

10 Sep '15

---------- Forwarded message ---------- From: Elisa Appolloni <elisa.appolloni(a)symmys.com> Date: 2015-09-10 9:52 GMT+02:00 Subject: SYMMYS To: Tiziano Vargiolu <vargiolu(a)math.unipd.it> Dear Professor Vargiolu I am reaching out to you because at SYMMYS (the company for which I work) we are looking to add new resources for our Advanced Risk and Portfolio Management program. Would you mind circulating the message below to interested and qualified candidates? Interested candidates can send me an email at elisa.appolloni(a)symmys.com. Thank you, Elisa Appolloni The company SYMMYS, LLC (www.symmys.com) is a privately held research institution based in New York City, directed by Attilio Meucci. SYMMYS? mission is to spread Advanced Risk and Portfolio Management (ARPM) ideas and techniques in the financial industry and in academia. The opportunity SYMMYS is looking for new consultants for its research project in Advanced Risk and Portfolio Management (ARPM). The job, which requires a full time commitment, consists of reviewing and coding case studies in advanced quantitative finance. The consultant will work remotely from home or from one of the affiliate universities, communicating via multi-media with other members of the SYMMYS team. The position represents an excellent academic experience for applicants who intend to pursue a PhD, which SYMMYS may sponsor. The position also presents a great opportunity for candidates (that maybe have already a PhD) who wish to remain in the financial industry. Indeed, the learning curve is constantly steep, and the compensation is competitive. The candidate - Master's level degree in Physics, Mathematics, Economics or Computer Sciences - Good knowledge of calculus, linear algebra, statistics, probability, financial mathematics - Proficiency in LaTeX - Proficiency in MATLAB - Proficiency in programming languages, such as C/C++, JavaScript, Python, or similar (knowledge of Python, IPython and/or IPython Notebook are beneficial) [cleardot.gif] - Working knowledge of English Compensation 22,000 euros per year, paid monthly -- www.SYMMYS.com - Advanced Risk and Portfolio Management? -- www.SYMMYS.com - Advanced Risk and Portfolio Management?

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de Finetti Risk seminar - september 2015
by Emanuela Rosazza 08 Sep '15

08 Sep '15

On behalf of the Scientific Committee of the de Finetti Risk Seminars, we are glad to invite you to participate at the following Lecture Title: Project Evaluation under Uncertainty: From Minimal Martingale Measures to Implementation. Speaker: Jorge P. Zubelli (IMPA) Abstract: Industrial strategic decisions have evolved tremendously in the last decades towards a higher degree of quantitative analysis. Such decisions require taking into account a large number of uncertain variables and volatile scenarios, much like financial market investments. Furthermore, they can be evaluated by comparing to portfolios of investments in financial assets such as in stocks, derivatives and commodity futures. This revolution led to the development of a new field of managerial science known as Real Options. The use of Real Option techniques incorporates also the value of flexibility and gives a broader view of many business decisions that brings in techniques from quantitative finance and risk management. Such techniques are now part of the decision making process of many corporations and require a substantial amount of mathematical background. Yet, there has been substantial debate concerning the use of risk neutral pricing and hedging arguments to the context of project evaluation. We discuss some alternatives to risk neutral pricing that could be suitable to evaluation of projects in a realistic context with special attention to projects dependent on commodities and non-hedgeable uncertainties. More precisely, we make use of a variant of the hedged Monte-Carlo method of Potters, Bouchaud and Sestovic to tackle strategic decisions. This leads to interesting numerical analysis questions and to connections with BSDEs. LOCATION: The seminar will be held on Thursday, September 17, at 18.00, Aula di rappresentanza, Dept. of Mathematics, Milano University, Via C. Saldini 50, Milano. A refreshment will be offered at 17.30. Take note that de Finetti Risk Seminars will be held on Thursday only for this talk, while they are usually planned on Wednesday. Scientific Committee: 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. Simone Cerreia-Voglio (Univ. Bocconi) 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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Visita del Prof. Claudio Macci
by giuliano＠dm.unipi.it 07 Sep '15

07 Sep '15

Il Prof, Claudio Macci, dell'Universita' di Roma Tor Vergata, sara' ospite del Dipartimento di Matematica nei giorni 22-23-24 settembre. Terra' un seminario dal titolo "Asymptotic results for runs and empirical cumulative entropies" Data ora, aula del seminario saranno comunicate non appena possibile. Tutti gli interessati sono invitati a partecipare Rita Giuliano

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Seminario Mingyuan ZHOU
by Matteo Ruggiero 04 Sep '15

04 Sep '15

**************************************************************** STATISTICS SEMINARS @ COLLEGIO CARLO ALBERTO **************************************************************** Mercoledi 9 Settembre 2015 alle ore 12:30, presso l’Aula Rossa del Collegio Carlo Alberto, Moncalieri (TO), si terra' il seguente seminario: Mingyuan ZHOU (University of Texas at Austin) THE POISSON GAMMA BELIEF NETWORK Abstract: A key issue in deep learning is to define an appropriate network structure, including both the depth of the network and the width of each hidden layer, which may be naturally addressed with completely random measures. We propose the Poisson gamma belief network (PGBN), which factorizes each of its layers into the product of a connection weight matrix and the nonnegative real hidden units of the next layer, to infer a multilayer representation of high-dimensional count vectors. We use the gamma-negative binomial process together with a layer-wise training strategy to infer the network structure, allowing the width of each hidden layer to grow without bound. We further demonstrate that with a fixed budget on the width of the first layer, the PGBN can increase its number of hidden layers to boost its performance. We propose an efficient upward-downward Gibbs sampler to jointly train all the hidden layers of the PGBN, with example results on text analysis illustrating its efficacy and unique properties. Tutti gli interessati sono invitati a partecipare. Il seminario e' organizzato dalla "de Castro" Statistics Initiative (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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Assistant Professor with tenure track RTDB politecnico di milano (fwd)
by Carlo Sgarra 03 Sep '15

03 Sep '15

Politecnico di Milano opened a public selection procedure to recruit one Researcher (RTDB Senior) for sector 13 / D4 - Mathematical Methods for Economics, Actuarial and Financial Science http://www.polimi.it/index.php?id=6196&tx_wfqbe_pi1[ID]=219&L=1 Please circulate the information to all those who might be interested. The deadline is October 20 Carlo Sgarra

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International Conference on "Societal Fault Lines and Credit Risk: The Impact of Current Economic, Institutional and Political Developments on Credit and Risk" in Venice - Programme
by Monica Billio 02 Sep '15

02 Sep '15

14th INTERNATIONAL CONFERENCE C R E D I T 2015 *Societal Fault Lines and Credit Risk: The Impact of Current Economic, Institutional and Political Developments on Credit and Risk* Venice, Italy 1 - 2 October 2015 The objective of the Conference is to bring together academics, practitioners and PhD students working in the area of risk management. The conference this year focuses on *Societal Fault Lines and Credit Risk: The Impact of Current Economic, Institutional and Political Developments on Credit and Risk* and will provide an opportunity for participants engaged in research at the forefront of this area to discuss both the causes and implications of recent events in financial markets and may, in turn, suggest fruitful directions for future research. The Conference is the *fourteenth* of a series dedicated to various aspects of credit risk. The *co-sponsors* of the Conference are *GRETA Associati* (Venice, Italy), *Research Center SAFE *at Goethe University Frankfurt (Frankfurt, Germany), the *University of Zurich* (Zurich, Switzerland) and *Intesa Sanpaolo *(Milan, Italy). The Conference is organised under the *auspices *of the *Department of Economics of the University Ca’ Foscari of Venice*, *ABI - Italian Banking Association *and *European Investment Bank.* The Scientific Committee for the Conference consists of: *Steven Ongena* (University of Zurich, Programme Chair), *Mark Carey (*Board of Governors of the Federal Reserve System), *Hans Degryse* (KU Leuven), *Jan Krahnen* (SAFE & Goethe University), *André Lucas* (VU University Amsterdam), *Loriana Pelizzon* (SAFE, Goethe University & Ca’ Foscari University of Venice) and *Stephen Schaefer* (London Business School). PROGRAMME Thursday, October 1 2015 9.00 - 9.15_Welcome and Opening Remarks _Monica Billio (Ca’ Foscari University of Venice) Steven Ongena (University of Zurich & Swiss Finance Institute, CREDIT 2015 Programme Chair) 9.15 - 11.00_Session I: Organization and Risk_ Key-note talk: /Information, Credit and Organization,/ Vikrant Vig (London Business School) /Financial Synergies and the Organization of Bank Affiliates: A Theoretical Perspective on Risk and Efficiency, /Elisa Luciano (University of Torino) and Clas Wihlborg (Chapman University) - Discussant: Jean-Edouard Colliard (HEC Paris) /Restructuring Failure and Optimal Capital Structure, /Alfred Lehar (University of Calgary) - Discussant: Jan Pieter Krahnen**(SAFE & Goethe University Frankfurt) 11.45 - 13.00_Session II: Systemic Risk_ Key-note talk: /Risk Premia in Loan Markets,/ Mark Carey (Board of Governors of the Federal Reserve System) /Soft Budget Constraints and Systemic Risk, /Alan D. Morrison (University of Oxford) and Ansgar Walther (University of Oxford) - Discussant: Alessandro Fontana**(Joint Research Center, European Commission) 14.15 - 15.15_Session III: Securitization_ /Arbitraging the Basel Securitization Framework: Evidence from German ABS Investment, /Matthias Efing (Swiss Finance Institute & University of Geneva) - Discussant: Stephen Schaefer**(London Business School) /Securitisation, Bank Capital and Financial Regulation: Evidence from European Banks, /Alessandro Diego Scopelliti (University of Warwick & University of Reggio Calabria) - Discussant: André Lucas**(VU University Amsterdam & Tinbergen Institute) 15.15 - 16.15**_Poster Session 1 _16.15 - 18.00_Session IV: Housing Credit Risk_ Key-note talk: /Beyond Mortgages: Equity Financing of Homes,/ Hayne Leland (University of California, Berkeley) /Loan Product Steering in Mortgage Markets, /Sumit Agarwal (National University of Singapore), Gene Amromin (Federal Reserve Bank of Chicago), Itzhak Ben-David (Ohio State University) and Douglas D. Evanoff (Federal Reserve Bank of Chicago) - Discussant: Geng Li**(Board of Governors of the Federal Reserve System) /Loan Originations and Defaults in the Mortgage Crisis: The Role of the Middle Class, /Manuel Adelino (Duke University, Durham), Antoinette Schoar (MIT Sloan School of Management, Cambridge & NBER) and**Felipe Severino**(Dartmouth, Hanover) - Discussant: Isaac Hacamo**(Indiana University, Bloomington) Friday, October 2 2015 9.00 - 10.30_Session V: Information Asymmetries_ /Rating Agencies and Information Efficiency: Do Multiple Credit Ratings Pay Off? The Case of RMBS Rating Migration, /Stefan Morkoetter (University of St. Gallen), Roman Stebler (University of St. Gallen) and Simone Westerfeld (University of Applied Sciences Northwestern Switzerland) - Discussant: Douglas T. Breeden**(Duke University) /Show Me Yours and I’ll Show You Mine: Sharing Borrower Information in a Competitive Credit Market, /Jaap Bos (Maastricht University), Ralph De Haas (EBRD and Tilburg University) and Matteo Millone (VU University Amsterdam) - Discussant: Reinhard Schmidt**(SAFE & Goethe University Frankfurt) /Information, Contract Design, and Unsecured Credit Supply: Evidence from Credit Card Mailings, /Song Han (Board of Governors of the Federal Reserve System), Benjamin J. Keys (University of Chicago) and Geng Li (Board of Governors of the Federal Reserve System) - Discussant: Arjen Siegmann (VU University Amsterdam) 11.15 - 13.00_Session VI: Interbank Market and Liquidity Risk_ Key-note talk: /Central Bank Policies and Bank Credit Risk,/ Viral Acharya (New York University) /Lending-of-last-resort Is as Lending-of-last-resort Does: Central Bank Liquidity Provision and Interbank Market Functioning in the Euro Area, /Carlos Garcia de Andoain (European Central Bank), Florian Heider (European Central Bank), Marie Hoerova (European Central Bank) and Simone Manganelli (European Central Bank) - Discussant: Marti G. Subrahmanyam**(New York University) / The Euro Interbank Repo Market, /Loriano Mancini (Swiss Finance Institute), Angelo Ranaldo (University of St. Gallen) and Jan Wrampelmeyer (University of St. Gallen) - Discussant: Alain Monfort**(CREST & Banque de France) 14.30 - 15.30_Session VII: Inequality and Credit Risk_ /Does Inequality Cause Financial Distress? Evidence from Lottery Winners and Neighboring Bankruptcies, /Sumit Agarwal (National University of Singapore), Vyacheslav Mikhed (Federal Reserve Bank of Philadelphia) and Barry Scholnick (University of Alberta) - Discussant: Roger M. Stein (MIT Laboratory for Financial Engineering, Cambridge) /Conflicting Security Laws and The Democratization of Credit: France's Reform of the Napoleonic Code, /Kevin Aretz (Manchester Business School), Murillo Campello (Cornell University & NBER) and Maria-Teresa Marchica (Manchester Business School) - Discussant: Matteo Millone (VU University Amsterdam) 15.30 - 16.30_Poster Session 2 _16.30 - 18.00_PANEL Session _ 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/credit2015/credit2015.htm <http://www.greta.it/credit/credit2015/credit2015.htm>). Registration fees are: Academics: 300 Euro + VAT Practitioners: 1000 Euro + VAT Academics Poster Presenter: 130 Euro + VAT Practitioners Poster Presenter: 500 Euro + VAT PhD Students*: 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 October 1st, 2015, for which there is an extra charge of 80.00 Euro per person (conference attendees as well as accompanying persons). For more detailed information (registration, accommodation and Conference venue), please refer to the Conference website: http://www.greta.it/credit/credit2015/credit2015.htm <http://www.greta.it/credit/credit2015/credit2015.htm> -- "Nota automatica aggiunta dal sistema di posta. Destina il 5 per mille per sostenere con borse di studio gli studenti meritevoli di Ca' Foscari. E' un atto volontario, non costa nulla e non sostituisce l'8 per mille. Scegli Ca' Foscari: codice fiscale 80007720271 Please note that the above message is addressed only to individuals filing Italian income tax returns."

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PhD Position in probability at the University of Cologne
by Pietro Caputo 28 Aug '15

28 Aug '15

Inoltro dal Prof. Alexander Drewitz: Dear Prof. Caputo, I would like to ask you to draw the attention of suitably qualified MSc students to the opening of a PhD student position in probability at the University of Cologne, see https://www.stellenwerk-koeln.de/uploads/tx_exinitswkjobs/wissMA_Mathematis… For simplicity you also find a text version of the opening below. Many thanks in advance and best regards Alexander Drewitz ___________________________________________________________________________ The Institute of Mathematics at the University of Cologne (UoC) is pleased to announce a PhD-Student (m/f) position to be filled as soon as possible. The position is a 50% position; the salary is based on the German TVL-13 scale if terms and conditions under collective bargaining law are fulfilled. The initial appointment is for three years and can be extended up to five years. We are looking for a talented and motivated Ph.D. candidate to carry out research in probability theory motivated by problems from statistical physics. The job profile also includes teaching responsibilities in the group of Prof. Alexander Drewitz, such as organizing tutorials/ seminars as well as supervising students. We require an excellent MSc degree in Mathematics (or similar), as well as a profound knowledge of probability theory. A working knowledge of German is either expected or otherwise to be acquired at the beginning of the appointment. The University of Cologne is an equal opportunity employer in compliance with the German disability laws. Persons with disabilities with equal capability, suitability and professional experience are favored and strongly encouraged to apply. Women with equal capability, suitability and professional experience are favored and strongly encouraged to apply. Interested candidates are invited to submit their applications (in English or German) including a cover letter, CV, copies of relevant transcripts, as well as the names and contact details of two academic referees preferably by email (both to drewitz(a)math.uni-koeln.de and handerka(a)math.uni-koeln.de) as a single pdf-file. Applications received before September 30, 2015 will be fully considered. Please contact the office of Prof. Drewitz (Mrs. Heidi Anderka, email: handerka(a)math.unikoeln.de) for further information.

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Winter school on Stochastic Homogenization in Augsburg
by Marco Romito 17 Aug '15

17 Aug '15

We are happy to announce a winter school on Stochastic Homogenization to be held at the university of Augsburg in Germany, for three full days from February 17 to February 19, 2016. The main course will be given by Felix Otto and additional lectures presented by Scott Armstrong and Antoine Gloria. There will also be a limited number of short contributed talks. The school is intended mainly for PhD students and early stage researchers, but open for everyone. Registration is free, but participants are required to register in advance, for organizational purposes. Further information on the school and deadlines (partial financial support, submission of an abstract for the contributed talks) can be found on the web page of the winter school: http://www.math.uni-augsburg.de/de/prof/ana/Tagungen/Winter-School-Stochast… Looking forward to see you in Augsburg. Best regards, The organizers Lisa Beck, Dirk Blömker, Franco Flandoli and Marco Romito

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PhD in Financial Mathematics at the Scuola Normale Superiore (Pisa)
by Fabrizio Lillo 09 Aug '15

09 Aug '15

The CALL FOR APPLICATIONS FOR ADMISSION TO the PhD PROGRAM in Financial Mathematics at the Scuola Normale Superiore is open (see http://phd.sns.it/en/) For the Autumn session three scholarships are available. The deadline for the application to the Spring session is August 31, 2015. Request of information can be addressed to me. Sincerely, Fabrizio Lillo ---------------------------------------- Fabrizio Lillo Scuola Normale Superiore di Pisa Piazza dei Cavalieri 7 56126 Pisa ITALY Check the new website: fabriziolillo.wordpress.com phone: +39 050509159

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PhD Position at Sussex
by Enrico Scalas 06 Aug '15

06 Aug '15

Car* collegh*, vi trasmetto questo annuncio per una borsa di dottorato con aspetti statistici e probabilistici presso il dipartimento di matematica dell'Universita' del Sussex. Vi prego di farla circolare tra studentesse e studenti potenzialmente interessate. Cordiali saluti Enrico Scalas -- Dear all, Please advertise/send this opportunity to any interested students. The tile of the project is “Characterisation and prediction of events in large dynamic networks” and it supervised by my colleague, Dr Luc Berthouze in Informatics, and I. All the details are available at: http://www.jobs.ac.uk/job/ALO658/characterisation-and-prediction-of-events-… http://www.sussex.ac.uk/study/money/scholarships/pgr2015/view/455 Thank you for your help in this matter and I wish you a lovely Summer. Istvan Kiss. ------------------------------------------------------ Dr Istvan Zoltan Kiss Reader in Mathematics Department of Mathematics University of Sussex Pevensey III-5C6, Falmer Brighton, BN1 9QH, UK Tel: +44(0)1273873021 Mob: +44(0)7890127099 Email: i.z.kiss(a)sussex.ac.uk http://www.maths.sussex.ac.uk/~izkiss/ http://www.sussex.ac.uk/profiles/211073 ------------------------------------------------------

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borsa di studio
by Sara Pasquali 06 Aug '15

06 Aug '15

A tutti i possibili interessati. All'indirizzo http://www.izsler.it/pls/izs_bs/v3_s2ew_consultazione.mostra_pagina?id_pagi… e' stato pubblicato ieri il bando per una borsa di studio dell'Istituto Zooprofilattico Sperimentale della Lombardia e dell'Emilia Romagna (Brescia) sui seguenti temi: - Modellazione matematica di sistemi di popolazioni - Elementi di eco-epidemiologia: approcci quantitativi e aspetti applicativi di tipo sanitario, biomedico ed ambientale - Analisi dei dati spaziali ed elementi di biostatistica Scadenza del bando: 24 agosto 2015. Titolo richiesto: LAUREA MAGISTRALE IN SCIENZE MATEMATICHE (LM40) Cordiali saluti Sara Pasquali -- ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~ Dr. Sara Pasquali CNR-IMATI Via Bassini, 15 20133 MILANO - ITALY =========== Tel. +39 02 23699525 Fax. +39 02 23699538 e-mail:sara.pasquali@mi.imati.cnr.it ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~

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Fwd: post-doc position in Cardiff
by Marco Romito 05 Aug '15

05 Aug '15

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Fwd: 6 PhD fellowship for PhD in Mathematics and Models in L'Aquila
by ida.minelli＠dm.univaq.it 04 Aug '15

04 Aug '15

---------------------------- Original Message ---------------------------- Subject: 6 PhD fellowship for PhD in Mathematics and Models in L'Aquila From: dottorato_mate_mode(a)dm.univaq.it Date: Sat, July 18, 2015 6:00 pm To: -------------------------------------------------------------------------- DO NOT REPLY TO THIS ADDRESS PLEASE DIFFUSE BETWEEN INTERESTED PEOPLE 6+2 fellowships for the PhD program in: Mathematics and Models Dipartimento di Ingegneria e Scienze dell'Informazione e Matematica, L'AQUILA Italy Information and details on: http://www.univaq.it/en/section.php?id=1782&lang_s=en Deadline: August, 27 2015 -13 pm (local time) APPLICATIONS ON LINE ONLY. DO NOT SEND ANYTHING IN DIFFERENT WAYS, IT WILL NOT GET ANY CONSIDERATION FOLLOW THE RULES GIVEN IN ART.5 OF THE ANNOUNCEMENT For information please contact: dottorato.ricerca(a)cc.univaq.it Some informations are in attachment.

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PhD Studentship on Large deviation principles for Random walks in Random potential
by Enrico Scalas 30 Jul '15

30 Jul '15

Car* collegh*, al Sussex abbiamo a disposizione fondi per un progetto di dottorato di probabilita'. Maggiori informazioni sono disponibili a partire dal nostro sito: http://www.sussex.ac.uk/study/money/scholarships/pgr2015/view/535 Per comodita' riporto l'annuncio qui sotto. Vi prego di farlo circolare tra le persone potenzialmente interessate. Cordiali saluti e grazie in anticipo, Enrico Scalas -- PhD Studentship on Large deviation principles for Random walks in Random potential We are pleased to offer this fully-funded PhD studentship, available in the Department of Mathematics at University of Sussex. The project aims to understand the behaviour of various `rare events' associated with aspects of three types of growth processes, namely first and last passage percolation or random walks in random potential. In random spatial processes such as these, we have always two sources of randomness. First, we have a background random environment on a lattice that creates the `random medium' and then, under a fixed environment, we define a measure on lattice paths. The goal of the proposed project is to understand not only the typical, but most importantly the atypical behaviour of these path measures and the paths themselves, under various conditions on the random environment. The usual techniques necessary for such endeavours are drawn from various areas of Analysis (Real, Complex, Convex and Functional) and probabilistic techniques that when not completely general, are usually model dependent. The PhD project will be under the supervision of Dr Nicos Georgiou.

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Fwd: dottorato in Matematica a Pisa - pubblicazione bando
by Marco Romito 28 Jul '15

28 Jul '15

m.

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Prova
by Carlo Sgarra 28 Jul '15

28 Jul '15

Messaggio di prova per Marco e Francesco. Carlo Sgarra

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International Conference on "Societal Fault Lines and Credit Risk: The Impact of Current Economic, Institutional and Political Developments on Credit and Risk" in Venice - Programme
by Monica Billio 26 Jul '15

26 Jul '15

14th INTERNATIONAL CONFERENCE C R E D I T 2015 *Societal Fault Lines and Credit Risk: The Impact of Current Economic, Institutional and Political Developments on Credit and Risk* Venice, Italy 1 - 2 October 2015 The objective of the Conference is to bring together academics, practitioners and PhD students working in the area of risk management. The conference this year focuses on *Societal Fault Lines and Credit Risk: The Impact of Current Economic, Institutional and Political Developments on Credit and Risk* and will provide an opportunity for participants engaged in research at the forefront of this area to discuss both the causes and implications of recent events in financial markets and may, in turn, suggest fruitful directions for future research. The Conference is the *fourteenth* of a series dedicated to various aspects of credit risk. The *co-sponsors* of the Conference are *GRETA Associati* (Venice, Italy), *Center on Sustainable Architecture for Finance (SAFE) at Goethe University Frankfurt* (Frankfurt, Germany), the *University of Zurich* (Zurich, Switzerland) and *Intesa Sanpaolo *(Milan, Italy). The Conference is organised under the *auspices *of the *Department of Economics of the University Ca’ Foscari of Venice*, *ABI - Italian Banking Association *and *European Investment Bank.* The Scientific Committee for the Conference consists of: *Steven Ongena* (University of Zurich, Programme Chair), *Mark Carey (*Board of Governors of the Federal Reserve System), *Hans Degryse* (KU Leuven), *Jan Krahnen* (Goethe University), *André Lucas* (VU University Amsterdam), *Loriana Pelizzon* (Ca’ Foscari University of Venice and Goethe University) and *Stephen Schaefer* (London Business School). PROGRAMME Thursday, October 1 2015 9.00 - 9.15_Welcome and Opening Remarks _Monica Billio (Ca’ Foscari University of Venice) Steven Ongena (University of Zurich & Swiss Finance Institute, CREDIT 2015 Programme Chair) 9.15 - 11.00_Session I: Organization and Risk_ Key-note talk: Vikrant Vig (London Business School) /Financial Synergies and the Organization of Bank Affiliates: A Theoretical Perspective on Risk and Efficiency, /Elisa Luciano (University of Torino) and Clas Wihlborg (Chapman University) /Restructuring Failure and Optimal Capital Structure, /Alfred Lehar (University of Calgary) 11.45 - 13.00_Session II: Systemic Risk_ Key-note talk: Mark Carey (Board of Governors of the Federal Reserve System) /Soft Budget Constraints and Systemic Risk, /Alan D. Morrison (University of Oxford) and Ansgar Walther (University of Oxford) 14.15 - 15.15_Session III: Securitization_ /Arbitraging the Basel Securitization Framework: Evidence from German ABS Investment, /Matthias Efing (Swiss Finance Institute & University of Geneva) /Securitisation and Risk Retention in European Banking: The Importance of Collateral and Prudential Regulation, /Alessandro Diego Scopelliti (University of Warwick) 15.15 - 16.15**_Poster Session 1 _16.15 - 18.00_Session IV: Housing Credit Risk_ Key-note talk: Hayne Leland (University of California, Berkeley) /Loan Product Steering in Mortgage Markets, /Sumit Agarwal (National University of Singapore), Gene Amromin (Federal Reserve Bank of Chicago), Itzhak Ben-David (Ohio State University) and Douglas D. Evanoff (Federal Reserve Bank of Chicago) /Changes in Buyer Composition and the Expansion of Credit During the Boom, /Manuel Adelino (Duke University, Durham), Antoinette Schoar (MIT Sloan School of Management, Cambridge & NBER) and**Felipe Severino**(Dartmouth, Hanover) Friday, October 2 2015 9.00 - 10.30_Session V: Information Asymmetries_ /Rating Agencies and Information Efficiency: Do Multiple Credit Ratings Pay Off? The Case of RMBS Rating Migration, /Stefan Morkoetter (University of St. Gallen), Roman Stebler (University of St. Gallen) and Simone Westerfeld (University of Applied Sciences Northwestern Switzerland) /Show Me Yours and I’ll Show You Mine: Sharing Borrower Information in a Competitive Credit Market, /Jaap Bos (Maastricht University), Ralph De Haas (EBRD and Tilburg University) and Matteo Millone (VU University Amsterdam) /Unsecured Credit Supply over the Credit Cycle: Evidence from Credit Card Mailings, /Song Han (Board of Governors of the Federal Reserve System), Benjamin J. Keys (University of Chicago) and Geng Li (Board of Governors of the Federal Reserve System) 11.15 - 13.00_Session VI: Interbank Market and Liquidity Risk_ Key-note talk: Viral Acharya (New York University) /Lending-of-last-resort Is as Lending-of-last-resort Does: Central Bank Liquidity Provision and Interbank Market Functioning in the Euro Area, /Carlos Garcia de Andoain (European Central Bank), Florian Heider (European Central Bank), Marie Hoerova (European Central Bank) and Simone Manganelli (European Central Bank) / The Euro Interbank Repo Market, /Loriano Mancini (Swiss Finance Institute), Angelo Ranaldo (University of St. Gallen) and Jan Wrampelmeyer (University of St. Gallen) 14.30 - 15.30_Session VII: Inequality and Credit Risk_ /Does Inequality Cause Financial Distress? Evidence from Lottery Winners and Neighboring Bankruptcies, /Sumit Agarwal (National University of Singapore), Vyacheslav Mikhed (Federal Reserve Bank of Philadelphia) and Barry Scholnick (University of Alberta) /Conflicting Security Laws and The Democratization of Credit: France's Reform of the Napoleonic Code, /Kevin Aretz (Manchester Business School), Murillo Campello (Cornell University & NBER) and Maria-Teresa Marchica (Manchester Business School) 15.30 - 16.30_Poster Session 2 _16.30 - 18.00_PANEL Session _ 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/credit2015/credit2015.htm <http://www.greta.it/credit/credit2015/credit2015.htm>). Registration fees are: Early registrationLate registration (within August 31st)(from September 1st on) Academics: 250 Euro + VAT300 Euro + VAT Practitioners: 800 Euro + VAT1000 Euro + VAT 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 October 1st, 2015, for which there is an extra charge of 80.00 Euro per person (conference attendees as well as accompanying persons). For more detailed information (registration, accommodation and Conference venue), please refer to the Conference website: http://www.greta.it/credit/credit2015/credit2015.htm <http://www.greta.it/credit/credit2015/credit2015.htm> * Please accept our apologies for any crossed e-mails. GRETA Associati San Polo, 2605 - 30125 Venice, ITALY Phone : +39 041 5238178 - Fax : +39 041 5286166 e-mail: credit(a)greta.it <mailto:credit@greta.it> website: _www.greta.it_ <http://www.greta.it/> -- This message has been scanned for viruses and dangerous content by *MailScanner* <http://www.mailscanner.info/>, and is believed to be clean. -- "Nota automatica aggiunta dal sistema di posta. Destina il 5 per mille per sostenere con borse di studio gli studenti meritevoli di Ca' Foscari. E' un atto volontario, non costa nulla e non sostituisce l'8 per mille. Scegli Ca' Foscari: codice fiscale 80007720271 Please note that the above message is addressed only to individuals filing Italian income tax returns."

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Postdoc position at Roma Tre
by Pietro Caputo 23 Jul '15

23 Jul '15

Dear Colleague, We would like to draw your attention to two 1-year postdoc positions (assegni di ricerca) based at the Department of Mathematics and Physics of the University of Roma Tre. The first position is focused on Mathematical Physics, more specifically on many-body quantum mechanics and effective theories for condensed matter systems, and it is funded through the FIR grant COND-MATH ("Condensed Matter in Mathematical Physics", principal investigator: Michele Correggi, website www.cond-math.it ). Contact person: M. Correggi michele.correggi(a)gmail.com The second position, funded through the joint project Roma Tre-Marseille "HYPATIE A*MIDEX", has a wider focus and it is open to candidates with a strong background either in Probability Theory (random matrices, random graphs, interacting particle systems, Markov chains) and/or Mathematical Physics (mathematical statistical physics, dynamical systems and quantum mechanics). The local group in Roma Tre active in the above topics include P. Caputo, G. Gentile, A. Giuliani, F. Martinelli, A. Pellegrinotti and E. Scoppola. For this position the detailed research project will be agreed on with the team members. Contact person: A. Giuliani giuliani(a)mat.uniroma3.it Both appointments are for 1 year, starting at the beginning of 2016. The calls will be opened in October 2015 and the examinations of the cv's and the interviews will take place in November/December 2015. Please forward the above information to potentially interested candidates. Thank you in advance, Best regards, Pietro Caputo, Michele Correggi, Guido Gentile, Alessandro Giuliani, Fabio Martinelli, Alessandro Pellegrinotti, Elisabetta Scoppola

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Postdoc positions
by Marco Scarsini 22 Jul '15

22 Jul '15

The Department of Economics and Finance at LUISS has two postdoc positions in the area of Applied Mathematics: 1. Mathematical Models for the Study of Heterogeneous Systems and the Management of Renewable Resources: Stochastic Case 2. Games on Networks Under Uncertainty The application deadline is 2015 September 4. Details can be found at http://tinyurl.com/qeayc2x ******************************************************* Marco Scarsini Dipartimento di Economia e Finanza LUISS Viale Romania 32 00197 Roma, ITALY URL: http://docenti.luiss.it/scarsini/

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Fwd: 3rd Barcelona Summer School on Stochastic Analysis - July 2016 - CRM
by Marco Romito 20 Jul '15

20 Jul '15

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XXXI ciclo - dottorato di ricerca Univ.Salento e Univ.Basilicata - Bando
by DI NARDO Elvira 19 Jul '15

19 Jul '15

L'Università del Salento, in convenzione con l'Università degli Studi della Basilicata, ha bandito 7 posti di dottorato, di cui 6 con borsa e 1 senza borsa IN “MATEMATICA E INFORMATICA” Tematiche di ricerca • Algebra: Teoria dei gruppi e delle algebre, combinatoria e teoria delle rappresentazioni. • Geometria: Geometria combinatoria, geometria differenziale. • Analisi Matematica: Calcolo delle variazioni, equazioni alle derivate parziali, analisi funzionale, analisi complessa. • Probabilità e Statistica Matematica: Teoria dei processi stocastici, copule e statistica multivariata; applicazioni alla finanza, biostatistica, teoria dei segnali. • Fisica Matematica: Termodinamica dei sistemi continui, relatività generale e cosmologia. • Analisi Numerica: Teoria dell'approssimazione, trattamento numerico di equazioni differenziali ed integrali. • Informatica: Basi di dati, ingegneria del software, algoritmi, grafica, reti e sistemi distribuiti. Le informazioni relative al bando si trovano su: https://www.unisalento.it/c/document_library/get_file?p_l_id=256165&folderI… La scadenza per la presentazione delle domande è il 3 Agosto 2015. La selezione avverrà per valutazione dei titoli e colloquio: - la prova scritta si terrà il giorno 9 settembre 2015 alle ore 15.00 - il colloquio si terrà il giorno 11 settembre 2015, a partire dalle ore 15.00 Con preghiera di massima diffusione soprattutto fra gli studenti. Cordiali Saluti Elvira Di Nardo -- ...................................................... Elvira Di Nardo Dept. Mathematics, Computer Science and Economics University of Basilicata Viale dell'Ateneo Lucano 10 I-85100 (Potenza) alternative address: dinardo.el(a)gmail.com (room) +390971205890 (cell.) +393470033068 (fax) + 390971205896 (skype) elvira.di.nardo (web) http://oldwww.unibas.it/utenti/dinardo/home.html ......................................................

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Austrian Stochastic Days
by Carlo Sgarra 16 Jul '15

16 Jul '15

Inoltro il seguente annuncio per chi fosse eventualmente interessato. Cordiali Saluti. Carlo Sgarra Dipartimento di Matematica Politecnico di Milano Dear Colleagues, We would like to invite you to participate in the 4th Austrian Stochastics Days https://fam.tuwien.ac.at/asd2015/ which will be held in Vienna from 28th to 29th of September 2015. Our invited speakers will be Evelyn Buckwar (Johannes Kepler University Linz) Jirí Cerný (University of Vienna) This event shall especially give young researchers the opportunity to present their work and to network with other colleagues from or near Austria. Therefore, we would also ask you to PLEASE FORWARD this announcement to doctoral students and postdocs within your research group and department! Thank you. Every participant is invited to submit a talk. The duration of talks is expected to be about 20 minutes (plus 5 minutes discussion) but depending upon the number of submissions this may slightly be adjusted (+/- 5 minutes). For submission please send title and abstract (plain text) to austrian.stochasticdays(a)gmail.com<mailto:austrian.stochasticdays@gmail.com> until August 15, 2015. We would appreciate if you send in your title/abstract as early as possible as this allows us to estimate the number of participants better. In order to have time to talk to each other we also plan to meet for dinner in the evening of the 28th of September. For more information please visit: https://fam.tuwien.ac.at/asd2015/ Best regards and looking forward seeing you, Friedrich Hubalek and Christian Kühn (Vienna University of Technology) [https://ssl.gstatic.com/ui/v1/icons/mail/images/cleardot.gif]

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Austrian Stochastic Days
by Carlo Sgarra 16 Jul '15

16 Jul '15

Inoltro il seguente annuncio per chi fosse eventualmente interessato. Cordiali Saluti. Carlo Sgarra Dipartimento di MATEMATICA Politecnico di Milano Dear Colleagues, We would like to invite you to participate in the 4th Austrian Stochastics Days https://fam.tuwien.ac.at/asd2015/ which will be held in Vienna from 28th to 29th of September 2015. Our invited speakers will be Evelyn Buckwar (Johannes Kepler University Linz) Jiří Černý (University of Vienna) This event shall especially give young researchers the opportunity to present their work and to network with other colleagues from or near Austria. Therefore, we would also ask you to PLEASE FORWARD this announcement to doctoral students and postdocs within your research group and department! Thank you. Every participant is invited to submit a talk. The duration of talks is expected to be about 20 minutes (plus 5 minutes discussion) but depending upon the number of submissions this may slightly be adjusted (+/- 5 minutes). For submission please send title and abstract (plain text) to austrian.stochasticdays(a)gmail.com until August 15, 2015. We would appreciate if you send in your title/abstract as early as possible as this allows us to estimate the number of participants better. In order to have time to talk to each other we also plan to meet for dinner in the evening of the 28th of September. For more information please visit: https://fam.tuwien.ac.at/asd2015/ Best regards and looking forward seeing you, Friedrich Hubalek and Christian Kühn (Vienna University of Technology)

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Avviso di seminario :: Maggioni@DSS (Scienze Statistiche, Sapienza)
by Pierpaolo Brutti 15 Jul '15

15 Jul '15

----------------------------------------------------------------------------- A v v i s o d i S e m i n a r i o ----------------------------------------------------------------------------- Martedì 21 Luglio, ore 11:30am ----------------------------------------------------------------------------- Stanza 34 Dipartimento di Scienze Statistiche Sapienza Università di Roma MAURO MAGGIONI (Duke University, Department of Mathematics) terrà un seminario dal titolo MULTISCALE GEOMETRIC METHODS FOR STATISTICAL LEARNING AND DATA IN HIGH-DIMENSIONS tutti gli interessati sono invitati a partecipare. ----------------------------------------------------------------------------- Maggiori informazioni sui seminari presso il DSS sono consultabili a quest'indirizzo: http://goo.gl/Y6OQYm Saluti Pierpaolo Brutti --- ABSTRACT We discuss a family of ideas, algorithms, and results for analyzing various new and classical problems in the analysis of high-dimensional data sets. These methods rely on the idea of performing suitable multiscale geometric decompositions of the data, and exploiting such a decomposition to perform a variety of tasks in signal processing and statistical learning. In particular, we discuss the problem of dictionary learning, where one is interested in constructing, given a training set of signals, a set of vectors (dictionary) such that the signals admit a sparse representation in terms of the dictionary vectors. We discuss a multiscale geometric construction of such dictionaries, its computational cost and online versions, and finite sample guarantees on its quality. We then generalize part of this construction to other tasks, such as learning an estimator for the probability measure generating the data, again with fast algorithms with finite sample guarantees, and for learning certain types of stochastic dynamical system in high-dimensions. Applications to construction of multi-resolution dictionaries for images, with the incorporation of invariances, will be discussed. -- ___________________________________________ INVESTI SUL FUTURO, FAI CRESCERE L’UNIVERSITÀ: *DONA IL 5 PER MILLE ALLA SAPIENZA* CODICE FISCALE *80209930587*

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Marie Skłodowska-Curie Ph.D. studentship in Statistical Sciences at the University of Padua - Italy
by Patrizia Piacentini - PhD 13 Jul '15

13 Jul '15

As a partner of the Marie Skłodowska-Curie European Innovative Training Network called "Advanced Multivariate Analysis for New Physics Searches at the Large Hadron Collider" (AMVA4NewPhysics), the University of Padua offers a PhD scholarship in Statistical Sciences. The early-stage researcher recipient of the scholarship will be enrolled in the three-year PhD program offered by the Department of Statistical Sciences. The research will focus on statistical methods targeting the analysis of data from proton-proton collisions collected by the CMS experiment at the Large Hadron Collider operating at the CERN laboratory in Geneva, Switzerland. The research plan includes the participation to international doctoral schools, workshops, and conferences, as well as visiting periods to CERN and to other European institutions belonging to the Network, plus a three-month secondment at a non-academic institution, attending to a stage centered on industry applications of Machine Learning tools. *Eligibility criteria:*Candidates should have an at least four year full time university education degree in Statistics, Mathematics, Physics or related fields formally enabling them to embark in a doctorate program in the country where the degree was obtained; in any case they should possess a strong background in Statistics and Machine Learning. Additional favorable traits include good computing skills and an interest in the application of statistical methods to fundamental research. The application of females is encouraged as AMVA4NewPhysics applies affirmative-action measures to ensure gender equality in the recruitment process. In addition to the above, at the time of recruitment by University of Padova the eligible candidates must not have resided or carried out their main activity (work, studies, etc) in Italy for more than 12 months in the period October 1, 2012 to September 30, 2015 (short stays such as holidays are not taken into account).Eligible candidates must also be, at the time of recruitment, in the first four years (full-time equivalent) of their research careers and not yet have been awarded a doctoral degree. This is measured from the date when they obtained the degree which would formally entitle them to embark on a doctorate, either in the country in which the degree was obtained or in Italy, irrespective of whether or not a doctorate is envisaged. *Conditions:*The gross scholarship amounts to 3318 euros/month; in addition, a mobility allowance of euro 600/month is provided for, as well as a family allowance of euro 500/month if applicable. The cost of the doctoral courses, as well as all expenses related to travel to schools, workshops, and network-organized events, will be sustained by the network. Call for applications is expected to open in mid August; after a preselection, the most promising candidates will be invited to a colloquium by video-conference at the beginning of October. The PhD program is expected to start at the beginning of November 2015. Further information on the position and on the program of the AMVA4NewPhysics training network can be obtained at_https://homes.stat.unipd.it/giovannamenardi/content/amva4newphysics-0_ or by contacting Dr. Giovanna Menardi at menardi AT stat DOT unipd DOT it

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Seminario di Roberto Fernandez a Roma Tre Venerdi 10 ore 12:30
by Pietro Caputo 09 Jul '15

09 Jul '15

SEMINARIO Probabilita' Roberto Fernandez University of Ultrecht Titolo: Stability of phases and perturbation and discretisation Venerdi' 10 Luglio 2015 ORE 12:30 Dipartimento di Matematica e Fisica Universita' degli Studi Roma Tre AULA 311 (SEMINARI) Largo San L. Murialdo,1

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Seminario di Probabilita' a RM1
by Fabio Spizzichino 07 Jul '15

07 Jul '15

*Mercoledì 08 luglio 2015* Ore 14:30, Aula Picone del presso il Dipartimento di Matematica dell'Universita' La Sapienza Il Dr. Arturo Erdely (Universidad Nacional Autonoma de Mexico) terra' un seminario su *Modeling complex dependence using gluing and vine copulas* Abstract Bivariate dependence may be of such complexity that no single family of known parametric copulas is able to give an acceptable goodnes of fit. The gluing copula approach may be of good help in decomposing a complex non monotone dependence into easier to model piecewise monotone dependencies. This is good news for the vine copula approach since bivariate copulas are building blocks of such approach in higher dimensions. An application to real data in economics and geophysics will be discussed. Tutte le persone interessate sono invitate ad intervenire Per informazioni: rivolgersi a Gianna Nappo (nappo(a)mat.uniroma1.it) o a Fabio Spizzichino (fabio.spizzichino(a)uniroma1.it) -- ___________________________________________ INVESTI SUL FUTURO, FAI CRESCERE L’UNIVERSITÀ: *DONA IL 5 PER MILLE ALLA SAPIENZA* CODICE FISCALE *80209930587*

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Seminario BALBI (RGS, ADAMSS, CIMAB & Matematica Applicata)
by Giacomo Aletti (giacomo.aletti) 06 Jul '15

06 Jul '15

Con preghiera di diffusione tra tutti i possibili interessati, scusandomi per invii multipli. Cordialmente, Giacomo Aletti -------------- Nell'ambito dei Reading Group Seminars e del Seminario di Matematica Applicata, in collaborazione col centro ADAMSS e il CIMAB, il giorno lunedì 13 Luglio 2015, alle ore 14.30, nell'Aula C del Dipartimento di Matematica dell'Universita' degli Studi di Milano, Via C. Saldini, 50, Milano, "Not just theory: the role of computational neuroscience in clinical neurophysiology" Pietro Balbi Dept. of Neurorehabilitation 'Salvatore Maugeri' Foundation Scientific Institute of Pavia, IRCCS via Boezio 28 Abstract: Neurocomputational modelling has the ultimate goal of enhancing the understanding of the behavior of neural cells and circuits. This aim is usually reached by starting from the experimental phenomena, then by postulating hypotheses or conceptual models of the biophysical events, and finally by transforming them in computational models. The conversion of experimental data in neurocomputational models takes mainly advantage of two well established mathematical theories: the cable conductor theory and the Hodgkin-Huxley equations. In this seminar the considered experimental phenomena are represented by the axon-somatic back-propagation and the recurrent discharge, which are the basis of a clinical test known as the F wave. This is a neurophysiological test commonly used to assess the motor conduction along the most proximal segments of the peripheral axons. It results from the backfiring of antidromically activated spinal motoneurons. Until recently the test has been also used as a measure of motoneuronal excitability in experimental studies. By modelling the axon-somatic back-propagation and the recurrent discharge and by showing their dependance from the biophysical properties of the transition zone between axonal initial segment (AIS) and soma of the spinal motoneurons, a clearer insight is gained about the relations between the F wave and the spinal excitability. The modelling study appears able to provide both a clearer interpretation of the electrophysiological interplay between motoneuronal regions of high morphological inhomogeneity, and a novel demonstration of the flawed role of F-wave recordings in estimating the motoneuronal excitability. ================ Per chi volesse seguire il seminario in remoto ricordo inoltre che sarà possibile avendo segnalato il proprio interessamento entro le 12 del giorno del seminario. ================= Reading Group Seminars: The Reading Group Seminars (RGS) are organized within an open community of researchers interested in applying up to date mathematical modeling and data analysis approaches to the study of biological systems. The RGS take place at the Math. Department in Milan (via Saldini). Initiatives and updates are published on the website: http://rgs.mat.unimi.it/.(http://rgs.mat.unimi.it/) -- ------------------------------- Giacomo Aletti, Associate Professor ADAMSS Centre (ex MIRIAM) Advanced Applied Mathematical and Statistical Sciences Department of Mathematics (www.mat.unimi.it) Via Saldini, 50 20133 Milano, Italy Tel: +39-02-503.16158 Fax:+39-02-503.16090 Cell:+39-340-9739142 **************** Per destinare il 5x1000 all'Universita' degli Studi di Milano: indicare nella dichiarazione dei redditi il codice fiscale 80012650158. http://www.unimi.it/13084.htm?utm_source=firmaMail&utm_medium=email&utm_con…

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Workshop on Gradient flows, Large deviations and Applications
by Francesco Caravenna 01 Jul '15

01 Jul '15

Ricevo e inoltro. %%%%%%%%%%%%%%%%%%% WORKSHOP ON GRADIENT FLOWS, LARGE DEVIATIONS AND APPLICATIONS Eurandom, Eindhoven (NL), November 23-24, 2015 The aim of this mini-workshop is to bring together mathematicians working on the boundary between analysis and probability. The main focus is on Gradient Flows and Large Deviations. For further details, see the website: http://www.win.tue.nl/casa/meetings/special/gradientflows/ %%%%%%%%%%%%%%%%%%%

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Seminario di Flavia Barsotti presso Prometeia - Bologna
by Giacomo Scandolo 29 Jun '15

29 Jun '15

Il giorno Giovedì 2 Luglio 2015, alle ore 14:30 presso la sede di Prometeia (sala grande, primo piano) via G.Marconi 43, Bologna Flavia BARSOTTI Risk Methodologies, Group Financial Risk, Group Risk Management, UniCredit S.p.A. terrà un seminario dal titolo "Credit risk evaluation: performance and determinants of structural modeling approach" Abstract Structural credit risk models are known to be the natural mathematical framework providing a theoretical link between a firm’s default probability and the underlying firm’s specific structural variables. In this spirit, this talk discusses the ability of structural credit risk modeling in measuring the sensitivity of corporate bond returns to changes in equity value, representing a key element for hedging purposes in risk management activity. The analysis is conducted by considering as starting point the classical Merton model. Extensions of this setting are proposed by relaxing the assumption of Lognormal distribution for the underlying assets value dynamics. The talk discusses the performance of structural models across different rating classes and analyzes which are the key determinants (both credit and non-credit related variables) affecting the performance. --- Questa e-mail è priva di virus e malware perché è attiva la protezione avast! Antivirus. https://www.avast.com/antivirus

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XVII Workshop on Quantitative Finance, Scuola Normale Superiore, Pisa, 28-29 Gennaio 2016
by Fabrizio Lillo 29 Jun '15

29 Jun '15

First Announcement: XVII WORKSHOP on QUANTITATIVE FINANCE January 28-29, 2016 Venue: Scuola Normale Superiore Piazza dei Cavalieri 7 56126 Pisa Italy The Workshop is the seventeenth edition of an annual meeting place for academia and financial industry on theoretical topics of quantitative finance and their application to the current issues facing the industry. The Workshop welcomes contributions from Mathematical Finance, Quantitative Risk Management, Financial Economics, Computational Finance, Financial Econometrics, Statistics of Financial Markets, Corporate Finance. As in the previous edition of the workshop, we wish to particularly encourage an international participation of young researchers and both theoretical and applied contributions. SCIENTIFIC COMMITTEE Fabio Bellini (Università degli Studi di Milano Bicocca), Giacomo Bormetti (Scuola Normale Superiore, Pisa), Andrea Consiglio (Università degli Studi di Palermo), Friederich Hubalek (Technische Universität Wien), Fabrizio Lillo (Scuola Normale Superiore, Pisa), Elisa Luciano (Università degli Studi di Torino), Maria Elvira Mancino (Università degli Studi di Firenze), Stefano Marmi (Scuola Normale Superiore, Pisa), Massimo Morini (Banca IMI), Aldo Nassigh (Unicredit Group), Loriana Pelizzon (Università Ca’ Foscari Venezia), Mustafa Pinar (Bilkent University, Ankara), Mathieu Rosenbaum (École Polytechnique, Paris), Sergio Scarlatti (Università degli Studi di Roma “Tor Vergata”), Carlo Sgarra (Politecnico di Milano), Peter Tankov (Université Denis Diderot, Paris), Josef Teichmann (ETH Zurich), and Tiziano Vargiolu (Università degli Studi di Padova). LOCAL COMMITTEE Giacomo Bormetti, Fabrizio Lillo, Maria Elvira Mancino, Stefano Marmi, Davide Pirino, Daniele Regoli, Chiara Sabelli. Deadline for submission: November 8, 2015 Web site: http://mathfinance.sns.it/qfwxvii/ ---------------------------------------- Fabrizio Lillo Scuola Normale Superiore di Pisa Piazza dei Cavalieri 7 56126 Pisa ITALY Check the new website: fabriziolillo.wordpress.com phone: +39 050509159

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Pavia-Bicocca-INdAM PhD program in Mathematics
by Francesco Caravenna 26 Jun '15

26 Jun '15

Starting this year, the Universities of Pavia and Milano-Bicocca have a *joint PhD program in Mathematics*, with the contribution of INdAM. A total of 10 fellowship are available in all domains of Mathematics, including Probability and Statistics. The deadline for applications is July 8, 2015. For more information, we refer to the websites: http://phdmat.unipv.eu/site/home.html http://www.unipv.eu/site/en/home/research/phd-courses.html

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Seminar Prof. Jorge Zubelli in Padova
by Giorgia Callegaro 26 Jun '15

26 Jun '15

Dear all, next week, the 3rd July 2015, Prof. Jorge Zubelli (IMPA, Rio De Janeiro) will give a seminar on Real Options (Mathematics/Probability applied to Finance) from 12am to 13 am, in room 2BC30 at "Torre Archimede" (Dep. of Mathematics, University of Padova). More details, i.e., the title and abstract follow: Title: "Project evaluation and Real Option Analysis: A Hedged Monte Carlo Approach" Abstract: Industrial strategic decisions have evolved tremendously in the last decades towards a higher degree of quantitative analysis. Such decisions require taking into account a large number of uncertain variables and volatile scenarios, much like financial market investments. Furthermore, they can be evaluated by comparing portfolios of investments in financial assets such as in stocks, derivatives and commodity futures. This revolution led to the development of a new field of managerial science known as Real Options. The use of Real Option techniques incorporates also the value of flexibility and gives a broader view of many business decisions that brings in techniques from quantitative finance and risk management. Such techniques are now part of the decision making process of many corporations and require a substantial amount of mathematical background. Yet, there has been substantial debate concerning the use of risk neutral pricing and hedging arguments to the context of project evaluation. We discuss some alternatives to risk neutral pricing that could be suitable to evaluation of projects in a realistic context with special attention to projects dependent on commodities and non-hedgeable uncertainties. More precisely, we make use of a variant of the hedged Monte-Carlo method of Potters, Bouchaud and Sestovic to tackle strategic decisions. Thanks for the attention and have a nice day, Giorgia -- Giorgia Callegaro Assistant Professor Department of Mathematics - University of Padova Via Trieste 63 , I-35121 Padova - ITALY Tel: +39-0498271481 Fax: +39-0498271499 E-Mail: gcallega(a)math.unipd.it <https://webmail.math.unipd.it/horde3/imp/message.php?mailbox=Sent&index=598#> Personal web-page: https://sites.google.com/site/giogiocallegaro/Home

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Assegno di Ricerca - Università di Firenze
by Giacomo Scandolo 24 Jun '15

24 Jun '15

Scusandomi per eventuale cross-posting, ricordo un Assegno di Ricerca presso il Dipartimento di Scienze per l'Economia e l'Impresa (DISEI) dell'Università di Firenze. SSD: SECS-S/06 Titolo: "Modelli quantitativi di analisi del rischio aziendale" Scadenza domande: 30/06/2015 Bando: numero 3539 dell'Albo ufficiale UNIFI (www.unifi.it/albo-ufficiale.html)

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Seminario Dottor Enrico Moretto all'IMATI
by Antonella Bodini 24 Jun '15

24 Jun '15

Si comunica che il giorno 2 luglio alle ore 10.30, presso la sala A della sede di Milano dell'IMATI, Via E. Bassini 15, il Dottor Enrico Moretto, dell'Universita' dell'Insubria, terra' il seminario dal titolo *Alcune applicazioni finanziarie dello stochastic dividend discount model.* Abstract: lo /stochastic dividend discount model/ (SDDM) (Hurley e Johnson, 1994 e 1998) ha esteso in un contesto aleatorio la classica formula di Gordon che determina il prezzo di un'azione attualizzando i futuri dividendi pagati dalla società agli azionisti. Il modello ipotizza che i dividendi si evolvano in tempo discreto in maniera stocastica, pilotati da un tasso di crescita aleatorio. I contributi di ricerca che saranno presentati rappresentano il tentativo di applicare lo SDDM ad alcuni problemi ben noti in finanza, quali la teoria di selezione del portafoglio e l'analisi delle fusioni tra società. Tutti gli interessati sono invitati a partecipare. Cordiali saluti, Antonella Bodini -- Dott. Antonella Bodini CNR-Istituto di Matematica Applicata e Tecnologie Informatiche Via Bassini 15, 20133 Milano (Italy) tel +39 02 23699524 fax +39 02 23699538 http://www.mi.imati.cnr.it/~anto/

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SPOSTAMENTO ORARIO Seminario prof. Juan Romo 23 Giugno 2015
by Anna Paganoni 22 Jun '15

22 Jun '15

Informo tutti gli interessati che per problemi organizzativi il seminario del prof. Juan Romo di domani presso il Dipartimento di Matematica del Politecnico di Milano è anticipato alle ore 14:00 (VI piano edificio La Nave, via Bonardi 9). Grazie per l'attenzione Anna Maria Paganoni

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Assegno di ricerca su microstruttura e alta frequenza in FX markets (SNS Pisa)
by Fabrizio Lillo 22 Jun '15

22 Jun '15

Cari colleghi, la call per un assegno di ricerca della durata di 12 mesi alla Scuola Normale Superiore di Pisa è disponibile qui http://www.sns.it/en/servizi/job/assegnidiricerca/assegno280/ Il progetto di ricerca nasce dalla collaborazione con il desk di trading FX di HSBC Londra e avrà come tematiche: analisi e modellizzazione di dati finanziari ad alta frequenza del mercato foreign exchange (FX) in collaborazione con il desk FX di HSBC Londra; microstruttura, limit order book, flusso degli ordini e impatto di mercato nei mercati FX; esecuzione ottimale e strategie di market making e dealership in un mercato FX. Vi prego di diffondere l'annuncio a potenziali candidati. Cordiali saluti, Fabrizio Lillo ---------------------------------------- Fabrizio Lillo Scuola Normale Superiore di Pisa Piazza dei Cavalieri 7 56126 Pisa ITALY Check the new website: fabriziolillo.wordpress.com phone: +39 050509159

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seminario
by Giovanni Luca Torrisi 22 Jun '15

22 Jun '15

*Giovedi' 25 Giugno*,*ore 12:00* Consiglio Nazionale delle Ricerche, Istituto per le Applicazioni del Calcolo "M. Picone", via dei Taurini 19, 00185 Roma Aula Riunioni (I piano) *Simon Campese* (Universita' di Roma "Tor Vergata") terra' un seminario dal titolo *Fourth Moment Theorems for non-linear approximation* ABSTRACT: In the context of non-linear approximation, the classical Fourth Moment Theorem provides a very general framework where convergence of only the second and fourth moment is enough to ensure convergence towards a Gaussian. We will provide an overview of the theory, including multivariate extensions, quantitative results and versions for other target laws such as the Gamma or Beta distribution. Apart from basic knowledge of functional analysis, no further preliminaries are needed. Tutti gli interessati sono invitati a partecipare. Cordiali Saluti, Giovanni Luca Torrisi. -- *Giovanni Luca Torrisi, PhD* *Researcher at CNR - Istituto per le Applicazioni del Calcolo* *Via dei Taurini 19, 00185 - Rome - Italy* *http://www.iac.rm.cnr.it/~torrisi/*

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No Free Lunch Seminar by Roberto Casarin, Thu July 2 1:00 PM Aula Bianchi @ SNS
by Giacomo Bormetti 19 Jun '15

19 Jun '15

Dear all, Thu Jul 2 2015, 1:00 PM in Aula Bianchi, Scuola Normale Superiore Pisa Roberto Casarin Department of Economics - Università Ca' Foscari di Venezia will deliver the seminar "Bayesian Nonparametric Calibration and Combination of Predictive Distributions" Abstract: We introduce a Bayesian approach to predictive density calibration and combination that accounts for parameter uncertainty and model set incompleteness through the use of random calibration functionals and random combination weights. Building on the work of Ranjan and Gneiting (2010) and Gneiting and Ranjan (2013), we use infinite beta mixtures for the calibration. The proposed Bayesian nonparametric approach takes advantage of the flexibility of Dirichlet process mixtures to achieve any continuous deformation of linearly combined predictive distributions. The inference procedure is based on Gibbs sampling and allows accounting for uncertainty in the number of mixture components, mixture weights, and calibration parameters. The weak posterior consistency of the Bayesian nonparametric calibration is provided under suitable conditions for unknown true density. We study the methodology in simulation examples with fat tails and multimodal densities and apply it to density forecasts of daily S&P returns and daily maximum wind speed at the Frankfurt airport. Joint work with Federico Bassetti and Francesco Ravazzolo. All interested people are kindly invited. Best, Giacomo -- Giacomo Bormetti Assistant Professor of Financial Mathematics -------------------------- Faculty of Mathematical and Natural Sciences Scuola Normale Superiore Pisa Piazza dei Cavalieri, 7 56126 Pisa - Italy email: giacomo.bormetti(a)sns.it http://mathfinance.sns.it/index.php/people/41-group-members/51-giacomo-borm… phone: +39 050 509248

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Bando concorso II fascia-SECS-S/06 Bologna (fwd)
by Tiziano Vargiolu 19 Jun '15

19 Jun '15

---------- Forwarded message ---------- Date: Thu, 18 Jun 2015 15:01:45 +0000 From: Sabrina Mulinacci <sabrina.mulinacci(a)unibo.it> Subject: Bando concorso II fascia-SECS-S/06 Bologna Carissimi, segnalo che il Dipartimento di Scienze Statistiche "Paolo Fortunati" dell'Universit? Bologna ha bandito un posto di II fascia (ex art.18) nel Settore Concorsuale: 13/D4 - METODI MATEMATICI DELL'ECONOMIA E DELLE SCIENZE ATTUARIALI E FINANZIARIE- SSD: SECS-S/06 - con sede di servizio Rimini. Tutti gli interessati possono trovare tutti i dettagli e la relativa documentazione al link http://www.stat.unibo.it/it/dipartimento/documentazione-per-procedure-ex-ar… Un caro saluto a tutti Sabrina Mulinacci

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Bando concorso II fascia-SECS-S/06 Bologna
by Sabrina Mulinacci 19 Jun '15

19 Jun '15

Carissimi, segnalo che il Dipartimento di Scienze Statistiche "Paolo Fortunati" dell'Università Bologna ha bandito un posto di II fascia (ex art.18) nel Settore Concorsuale: 13/D4 - METODI MATEMATICI DELL'ECONOMIA E DELLE SCIENZE ATTUARIALI E FINANZIARIE- SSD: SECS-S/06 - con sede di servizio Rimini. Tutti gli interessati possono trovare tutti i dettagli e la relativa documentazione al link http://www.stat.unibo.it/it/dipartimento/documentazione-per-procedure-ex-ar… Un caro saluto a tutti Sabrina Mulinacci

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SEMINARI CONGIUNTI DI PROBABILITA' - ROMA1 E ROMA3
by Faggionato, Alessandra 19 Jun '15

19 Jun '15

MERCOLEDI' 24 GIUGNO, PRESSO IL DIPARTIMENTO DI MATEMATICA DELLA SAPIENZA, VI SARANNO 2 SEMINARI DI PROBABILITA', CO-ORGANIZZATI DA ROMA1 E ROMA3. Riporto sotto i dettagli Grazie per l'attenzione Alessandra Faggionato Mercoledi' 24 Giugno, ore 14:30 Aula Picone, Dipartimento di Matematica (La Sapienza) Seminario congiunto di Probabilita' (Roma1 e Roma 3) Speaker: Vittoria Silvestri (Cambdrige) Title: Fluctuation results for Hastings-Levitov planar growth Abstract: In 1998 the physicists Hastings and Levitov introduced a family of continuum models to describe a range of physical phenomena of planar aggregation/diffusion. These consist of growing random clusters on the complex plane, which are built by iterated composition of random conformal maps. It was shown by Norris and Turner (2012) that in the case of i.i.d. maps the limiting shape of these clusters is a disc: in this talk I will show that the fluctuations around this shape are given by a random holomorphic Gaussian field F on {|z| > 1}, of which I will provide an explicit construction. When the cluster is allowed to grow indefinitely, I will show that the boundary values of F converge to a distribution-valued Fractional Gaussian Field on the unit circle, which is log-correlated, and critical in a sense that I will explain. **************************************************************************************************************** Mercoledi' 24 Giugno, ore 15:30 Aula Picone, Dipartimento di Matematica (La Sapienza) Seminario congiunto di Probabilita' (Roma1 e Roma 3) Speaker: Oriane Blondel (Lione) Title: Random walk on the East model (and other environments with spectral gap) Abstract: The East model is a one-dimensional interacting particle system with non attractive spin-flip dynamics. In the physics literature, it is a key example of a model with glassy features. Here we take this model as a random environment and investigate the behaviour of a random walk whose jump rates depend on the current configuration. The analysis relies on general results established for random walks in random environment when the environment is Markovian with positive spectral gap. Joint work with Luca Avena and Alessandra Faggionato. -- Prof. Alessandra Faggionato Department of Mathematics University La Sapienza Piazzale A. Moro, 2 00186 Rome - Italy

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Avviso di seminario :: Yangxin Huang@DSS (Scienze Statistiche, Sapienza)
by Pierpaolo Brutti 18 Jun '15

18 Jun '15

----------------------------------------------------------------------------- A v v i s o d i S e m i n a r i o ----------------------------------------------------------------------------- Giovedì 25 Giugno, ore 11:00am ----------------------------------------------------------------------------- Stanza 34 Dipartimento di Scienze Statistiche Sapienza Università di Roma YANGXIN HUANG (University of South Florida, Tampa, FL, USA) terrà un seminario dal titolo BAYESIAN APPROACH ON MIXTURE OF JOINT MODELS FOR SURVIVAL AND LONGITUDINAL DATA WITH MULTIPLE FEATURES tutti gli interessati sono invitati a partecipare. ----------------------------------------------------------------------------- Maggiori informazioni sui seminari presso il DSS sono consultabili a quest'indirizzo: http://goo.gl/Y6OQYm Saluti Pierpaolo Brutti -- ___________________________________________ INVESTI SUL FUTURO, FAI CRESCERE L’UNIVERSITÀ: *DONA IL 5 PER MILLE ALLA SAPIENZA* CODICE FISCALE *80209930587*

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MAF 2016 at the University Paris-Dauphine
by Marco Corazza 17 Jun '15

17 Jun '15

Seventh international conference *MAF 2016 - Mathematical and Statistical Methods for Actuarial Sciences and Finance* *WHEN and WHERE* The Conference will be held from March 30 to April 1, 2016 at the University Paris-Dauphine, in Paris (France). *ORGANIZERS* - Department Master in Sciences of Organizations - University Paris-Dauphine, Paris (France) - Department of Economics - Ca' Foscari University of Venice, Venice (Italy) *AIM* The aim of the Conference is to present theoretical and methodological results, and significant applications in Actuarial Sciences, Insurance and Finance by means of the capabilities of the interdisciplinary mathematical-statistical approach. *DEADLINES* Interested people should submit an abstract (no more than two pages) within December 1, 2015. Proposals should be submitted electronically through the website: http://maf2016-paris.dauphine.fr/. Contributors will be notified the acceptance of their proposals by January 11, 2016. Then, a paper should be submit for publication (detailed information will follow). *TOPICS* (This list is only indicative) Actuarial models; Models for financial derivatives; Analysis of high frequency financial data; Multivariate techniques for financial market analysis; Behavioral finance; Carbon and green finance; Optimization in insurance; Credit risk methods and models; Pricing; Dynamic optimization in finance; Real world finance; Forecasting of dynamical actuarial and financial phenomena; Risk management ; Solvency analysis; Fund performance evaluation; Sovereign risk; Insurance portfolio risk analysis; Static and dynamic portfolio selection and management; Interest rate models; Longevity risk; Trading systems; Machine learning and soft-computing in finance; Volatility models; Management in insurance business; Models and methods for financial time series analysis. *PUBLICATIONS* A selection of accepted papers will be published: in a volume edited by an international publisher; in a special issue of the international journals "Mathematical Methods in Economics and Finance". *CONTACTS* E-mail: maf2016(a)dauphine.fr. -- Marco Corazza 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 -- -- "Nota automatica aggiunta dal sistema di posta. Destina il 5 per mille per sostenere con borse di studio gli studenti meritevoli di Ca' Foscari. E' un atto volontario, non costa nulla e non sostituisce l'8 per mille. Scegli Ca' Foscari: codice fiscale 80007720271 Please note that the above message is addressed only to individuals filing Italian income tax returns."

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Seminario prof. Juan Romo
by Francesca Ieva 16 Jun '15

16 Jun '15

Si comunica che in data *23 giugno 2015 alle ore 14.30* presso il *Dipartimento di Matematica del Politecnico di Milano* (Aula Saleri, 6° piano ed. Nave, via Bonardi 9) il prof. Juan Romo, dell'università Carlos III di Madrid, terrà un seminario dal titolo _ _"_Detecting functional outliers: the outliergram_" Tutti gli interessati sono invitati a partecipare. Cordialmete Francesca Ieva -- Francesca Ieva Department of Mathematics Università degli Studi di Milano, via Saldini 50, 20133 Milano web: https://sites.google.com/site/mypagefi mail to: francesca.ieva(a)unimi.it **************** Per destinare il 5x1000 all'Universita' degli Studi di Milano: indicare nella dichiarazione dei redditi il codice fiscale 80012650158. http://www.unimi.it/13084.htm?utm_source=firmaMail&utm_medium=email&utm_con…

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scouting per individuazione del Direttore di IMT
by Irene Crimaldi 16 Jun '15

16 Jun '15

Salve, comunico che con* Decreto IMT n.01978(47).VII.1 del 12 giugno 2015* è stata avviata la procedura di scouting finalizzata alla individuazione del Direttore dell'Istituto IMT Alti Studi Lucca *http://www.imtlucca.it/ <http://www.imtlucca.it/>* . L'avviso di scouting insieme alla designazione del Comitato di selezione è disponibile all'indirizzo web *http://www.imtlucca.it/direttore <http://www.imtlucca.it/direttore>* . La scadenza per la presentazione delle manifestazioni di interesse è fissata al *31 luglio prossimo*. Un cordiale saluto, Irene Crimaldi IMT Institute for Advanced Studies Lucca

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June 19th 2015, 11.30h Agustin Mayo Iscar talks on Robust Model based clustering
by Francesca Greselin 15 Jun '15

15 Jun '15

On June 19th 2015, 11.30h at Dipartimento di Statistica e Metodi Quantitativi Sala del Consiglio (edificio U7, 4° piano, 4064) Via Bicocca degli Arcimboldi, 8 – 20126 Milano Agustín Mayo-Iscar - Universidad de Valladolid and IMUVA will give a talk on “Robust model-based clustering and mixture modeling by using trimming and restrictions” Abstract The use of trimming procedures is common in many statistical settings to achieve robustness against outlying observations. Notably, to obtain robustness in model-based clustering and mixture modeling, the only adoption of trimming is not enough. Constraints on the scatters, corresponding to the clusters or to the mixture components, are needed too. The talk presents robust methodology based on the joint application of trimming and feasible restrictions for different clusters and mixture models settings. As it is typical in all proposals designed for this aim, some input parameter needs to chosen, to set the trimming level and the scatter constraints. Data driven tools for helping the user in choosing such values will be also presented. for more info: e-mail: francesca.greselin(a)unimib.it http://www.dismeq.unimib.it

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Seminario di Elliot Lieb il 16-06-2015 a Roma Tre
by Pietro Caputo 15 Jun '15

15 Jun '15

SEMINARIO Prof. Elliott Lieb Princeton University (with Mathieu Lewin, C.N.R.S.) Titolo: Indirect Coulomb Energy with Gradient Correction Martedi' 16 Giugno 2015 ORE 14:30 Dipartimento di Matematica e Fisica Universita' degli Studi Roma Tre Aula F, primo piano, edificio Aule Largo San Leonardo Murialdo,1 Abstract We prove a Lieb-Oxford-type inequality on the indirect part of the Coulomb energy (also known as the exchange-correlation energy) of a general many-particle quantum state, with a lower constant than the original statement but involving an additional gradient correction. The result is similar to an inequality of Benguria, Bley and Loss, except that our correction term is purely local, which is more usual for density functional theory. No previous knowledge of the subject will be assumed; a short tutorial on the subject and its importance to quantum chemistry will be presented.

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Fwd: [World] TU Graz: One 3-Year Postdoctoral Position in Analytic Combinatorics
by Gustavo Posta 15 Jun '15

15 Jun '15

Begin forwarded message: > Resent-From: gustavo.posta(a)polimi.it > From: Mihyun Kang <kang(a)math.tugraz.at> > Date: 15 giugno 2015 12.36.25 GMT+02.00 > To: world(a)aleanetwork.net > Subject: [World] TU Graz: One 3-Year Postdoctoral Position in Analytic Combinatorics > Reply-To: kang(a)math.tugraz.at > > ----------------------------------------------------------------------------------------------------- > TU Graz: One 3-Year Postdoctoral Position in Analytic Combinatorics > ----------------------------------------------------------------------------------------------------- > > We are seeking outstanding candidates with expertise and proficiency in > analytic combinatorics (e.g. singularity analysis, saddle-point methods, > generating functions, cycle index sums). > > The successful candidate will be employed as a postdoctoral researcher > for three years within the Research Project on "Asymptotic Properties > of Graphs on a Surface" (funded by Austrian Science Fund FWF) as a > member of the Combinatorics Group at the Institute of Optimisation and > Discrete Mathematics at Graz University of Technology (TU Graz), > Austria, http://www.math.tugraz.at/mathb/. The current group members include > > -- Mihyun Kang (full professor) > -- Oliver Cooley (assistant professor) > -- Philipp Spruessel (assistant professor) > -- Christoph Koch (Ph.D. student) > -- Michael Mosshammer (Ph.D. student). > > This is a research position and does not carry any teaching > responsibilities. There is however a possibility to teach if one wishes > to do so and optional teaching is compensated separately. The preferred > starting date is 1 November 2015, but negotiable. > > The basic salary is specified in the FWF standard personnel costs and > salaries https://www.fwf.ac.at/en/research-funding/personnel-costs/. > There are extra salary payments, the so-called 13th- and 14th-month > salaries which are favourably taxed. > > Condition of employment: > - Qualified candidates must hold a PhD degree in mathematics or > theoretical computer science before the time of appointment > > Application documents: > - Cover letter of application > - Curriculum vitae including the list of publications > - A short statement of research interests > - A list of full contact information of two references who can submit > letters of recommendation > > All application documents should be electronically submitted in a > single PDF file by 20 June 2015 to Ms Sandra Wissler, > sandra.wissler(a)tugraz.at. > > For further details, please contact > > Mihyun Kang or Philipp Sprüssel > Graz University of Technology > Institute of Optimization and Discrete Mathematics (Math B) > Steyrergasse 30 > 8010 Graz, Austria > Email: kang(a)math.tugraz.at > spruessel(a)math.tugraz.at > > http://www.math.tugraz.at/~kang/postdoc.pdf > > > > > > _______________________________________________ > World mailing list > World(a)aleanetwork.net > http://aleanetwork.net/cgi-bin/mailman/listinfo/world -- ___________________________________________ INVESTI SUL FUTURO, FAI CRESCERE L'UNIVERSITÀ: *DONA IL 5 PER MILLE ALLA SAPIENZA* CODICE FISCALE *80209930587*

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Seminario ASCOLI (RGS, ADAMSS, CIMAB & Matematica Applicata)
by Giacomo Aletti (giacomo.aletti) 15 Jun '15

15 Jun '15

Con preghiera di diffusione tra tutti i possibili interessati, scusandomi per invii multipli. Attenzione all'orario cambiato. Cordialmente, Giacomo Aletti -------------- Nell'ambito dei Reading Group Seminars e del Seminario di Matematica Applicata, in collaborazione col centro ADAMSS e il CIMAB, il giorno lunedì 22 Giugno 2015, alle ore 11.30, nell'Aula C del Dipartimento di Matematica dell'Universita' degli Studi di Milano, Via C. Saldini, 50, Milano, "Computing with a Periodic Table of Hippocampal Neurons" Giorgio Ascoli Director, Center for Neural Informatics, Structure, and Plasticity Molecular Neuroscience Dept. Krasnow Institute for Advanced Study George Mason University, Fairfax Abstract-flyer: https://goo.gl/fnZGI5 ================ Per chi volesse seguire il seminario in remoto ricordo inoltre che sarà possibile avendo segnalato il proprio interessamento entro le 12 del giorno del seminario. ================= Reading Group Seminars: The Reading Group Seminars (RGS) are organized within an open community of researchers interested in applying up to date mathematical modeling and data analysis approaches to the study of biological systems. The RGS take place at the Math. Department in Milan (via Saldini). Initiatives and updates are published on the website: http://rgs.mat.unimi.it/. -- ------------------------------- Giacomo Aletti, Associate Professor ADAMSS Centre (ex MIRIAM) Advanced Applied Mathematical and Statistical Sciences Department of Mathematics (www.mat.unimi.it) Via Saldini, 50 20133 Milano, Italy Tel: +39-02-503.16158 Fax:+39-02-503.16090 Cell:+39-340-9739142 **************** Per destinare il 5x1000 all'Universita' degli Studi di Milano: indicare nella dichiarazione dei redditi il codice fiscale 80012650158. http://www.unimi.it/13084.htm?utm_source=firmaMail&utm_medium=email&utm_con…

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Seminario Prof. Z. Tomovski (presso Dip. Scienze Statistiche, Roma)
by Alessandro Degregorio 12 Jun '15

12 Jun '15

----------------------------------------------------------------------------- A v v i s o d i S e m i n a r i o ----------------------------------------------------------------------------- Martedì 16 Giugno, ore 11 ----------------------------------------------------------------------------- Stanza 34 Dipartimento di Scienze Statistiche "Sapienza" Università di Roma Prof. Z. Tomovski (University of Skopje) Title: *Complete monotonicity of the Mittag-Leffler functions and Opial type inequalities for fractional differential and integral operators involving Mittag-Leffler functions * Abstract: Completely monotonic functions have applications in different areas of mathematics, for instance, in potential theory, probability theory, numerical and asymptotic analysis and combinatorics, modeling by anomalous diffusion, etc. In this talk we'll present some recent new results on complete monotonicity of three parameter Mittag-Leffler functions, defined by Prabhakar. In 1960, Opial established an integral inequality, which is a fundamental result in the theory of differential or difference equations and other areas of mathematics. Opial-type integral inequalities were considered for different kinds of fractional derivatives and fractional integral operators for example Riemann-Liouville, Caputo, Canavati, etc. We'll presents a class of very general weighted Opial type integral inequalities using integral and differential operators with kernels in fractional calculus involving generalized Mittag-Leffler functions. Namely, ineteresting Opial type inequalities will be given for Hilfer, Prabhakar, Hilfer-Prabhakar, Caputo-Prabhakar and other differential and integral operators in fractional calculus. Tutti gli interessati sono invitati a partecipare. Saluti Alessandro De Gregorio -- ___________________________________________ INVESTI SUL FUTURO, FAI CRESCERE L’UNIVERSITÀ: *DONA IL 5 PER MILLE ALLA SAPIENZA* CODICE FISCALE *80209930587*

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Announcement: workshop YEQT IX at Eurandom (Eindhoven)
by Cecchi, F. 12 Jun '15

12 Jun '15

Dear all, We would like to invite you to attend the Young European Queueing Theorists workshop (YEQT) in Eindhoven. This year's workshop (YEQT IX) will take place November 11-13, 2015. This year's topic is about "Scaling limits of queueing networks". The YEQT workshops are organized annually at the EURANDOM research institute in Eindhoven, The Netherlands. The workshop will include presentations from young researchers (recently appointed lecturers or assistant professors, post-docs and senior PhD students), keynote talks from Alexandre Proutiere (KTH-Royal institute of technology, Sweden), Kavita Ramanan (Brown University, USA), and Philippe Robert (INRIA, France), and tutorials by Marty Reiman (Bell Labs, USA) and Thomas Kurtz (University of Wisconsin-Madison, USA). For more information, please visit: http://www.eurandom.nl/events/workshops/2015/YEQT_2015/YEQT_index.html This webpage will be updated regularly as we gather more information on the talks and program, or don't hesitate to contact us. We look forward to welcoming you in Eindhoven! Best regards, on behalf of the organizers of YEQT 2015: Fabio Cecchi, Rouba Ibrahim and Florian Simatos.

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COLLOQUIUM - LEDOUX - TOR VERGATA - 17 GIUGNO
by cammarot＠axp.mat.uniroma2.it 10 Jun '15

10 Jun '15

Ciclo di Seminari - Progetto ERC grant PASCAL COLLOQUIUM - MICHEL LEDOUX - TOR VERGATA - 17 GIUGNO Mercoledi` 17 giugno ore 15:30 Aula Dal Passo Dipartimento di Matematica Università di Roma Tor Vergata Michel Ledoux Université Toulouse III Paul Sabatier Title: How does the heat equation explore geometric and functional inequalities? Abstract: Heat flow monotonicity is a powerful tool towards families of functional inequalities, from the classical Hölder inequality and its multilinear Brascamp-Lieb extensions to entropic and isoperimetric inequalities. The talk will feature some of these examples, as well as recent developments on noise stability in Boolean analysis and their application to the "Majority is Stablest" theorem. Al termine del colloquium è previsto un rinfresco nell'atrio vicino l'aula Dal Passo. Tutti gli interessati sono invitati a partecipare.

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Fwd: [World] Postdoc position in Combinatorics - LIPN/LAGA Universite Paris 13
by Gustavo Posta 10 Jun '15

10 Jun '15

Begin forwarded message: > From: Frederique Bassino <Frederique.Bassino(a)lipn.univ-paris13.fr> > Date: 10 giugno 2015 13.10.10 GMT+02.00 > Subject: [World] Postdoc position in Combinatorics - LIPN/LAGA Universite Paris 13 > > To alea-network - webite : http://aleanetwork.net/ > > Postdoc position in Combinatorics > LIPN/LAGA Universite Paris 13, France > > A one-year postdoc position in combinatorics at the University Paris 13 > is available. The position is within the framework of a project, > which is funded by the IDEX Sorbonne Paris Cité, and deals with recent > topics in enumerative and algebraic combinatorics and its interactions > with probability as well as statistical physics. > > Successful candidates will join the combinatorics group made of people from > - CALIN team (LIPN, Université Paris 13), > https://lipn.univ-paris13.fr/en/calin > - Combinatorics and AUtomata teams (LIAFA, Université Paris Diderot) > http://www.liafa.univ-paris-diderot.fr/web9/equiprech/listequipe_en.php?ide… > http://www.liafa.univ-paris-diderot.fr/web9/equiprech/listequipe_en.php?ide… > - ProbaStat team (LAGA, Université Paris 13) > http://www.math.univ-paris13.fr/equipes/probstat/ > > > The position comes along with travel funding and is available from September 1, > 2015 (negotiable). > > Applications, including CV, list of publications, research plan and the > names of two references including email addresses, should be sent before > June 30 to > > Frederique Bassino Frederique.Bassino(a)lipn.univ-paris13.fr > Sylvie Corteel corteel(a)liafa.univ-paris-diderot.fr > Philippe Marchal marchal(a)math.univ-paris > > For further information do not hesitate to contact Frederique Bassino. > > > -- > Frederique Bassino > LIPN UMR 7030 Tel: +33 1 49 40 40 84 > Universite Paris 13 - CNRS Institut Galilee Bureau A104 > 99, avenue J.-B. Clement > 93430 Villetaneuse - FRANCE > _______________________________________________ > World mailing list > World(a)aleanetwork.net > http://aleanetwork.net/cgi-bin/mailman/listinfo/world

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Fwd: [World] Cargese Fall School on Random Graphs, Sept 20-25
by Gustavo Posta 10 Jun '15

10 Jun '15

Begin forwarded message: > From: Marc LELARGE <marc.lelarge(a)ens.fr> > Date: 25 marzo 2015 16.00.11 GMT+01.00 > Subject: [World] Cargese Fall School on Random Graphs, Sept 20-25 > > The 1st Cargese Fall School on Random Graphs will be held in Cargese > (Corsica) on September 20-25, 2015. Starting with an introduction of > random graphs, different topics including applications of random > graphs for networks and its connections to statistical physics will be > discussed. > > The school is aimed at advanced master students, PhD students, or > researchers in an early stage of their career working in the broad > field of random graphs and its applications. > > Further details can be found at: > http://math.unice.fr/~dmitsche/Fallschool/Fallschool.html > > Due to the generous support of sponsors (CNRS, ANR, Ryerson > University, Universite Nice, Ecole Doctorale Nice) registration is > free, and covers a 6-night stay in a double bedroom, > as well as breakfast and lunch. However, the number of participants > being very limited, we might have to make a selection. > > If you want to participate, send an email todmitsche(a)unice.fr. Attach > a CV, a short motivation letter for your participation as well as two > references that can be contacted for recommendation letters. > > Deadline for application: May 30, 2015. You will be informed shortly > afterwards whether your application was successful. > > Please do not hesitate to forward this announcement to anyone interested. > > > Best regards, > > The organizing committee > Marc Lelarge, Dieter Mitsche, Pawel Pralat > > _______________________________________________ > World mailing list > World(a)alea-research.eu > http://alea-research.eu/cgi-bin/mailman/listinfo/world

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Fwd: Direct and Inverse Problems for PDEs with Random Coefficients
by Mario ANNUNZIATO 10 Jun '15

10 Jun '15

Annuncio di Workshop: --------------------------------------------------------------------------------------------------- WIAS Weierstrass Institute for Applied Analysis and Stochastics Direct and Inverse Problems for PDEs with Random Coefficients November 9 – 13, 2015 Scope of the Workshop Validated predictive computations in a wide range of scientific and engineering applications require some form of uncertainty quantification. This workshop focuses on different applications, the analysis and numerical treatment of PDEs with stochastic data. This includes but is not limited to efficient numerical methods for the direct (forward) problem, in particular spectral and sampling approaches control problems with uncertainties sparse and low-rank tensor representations inverse problems with random data, in particular methods based on Bayesian inference. The workshop aims at bringing together scientists working in related fields to discuss new results and challenges. https://www.wias-berlin.de/workshops/uq15/ ------------------------------------------------------------------------------------------------------ scusate per l'eventuale invio ripetuto. M. Annunziato -- -------------------------------------------------- Dr. Mario Annunziato Dipartimento di Matematica Università degli Studi di Salerno Via Giovanni Paolo II, 132 - 84084 Fisciano (SA) ITALIA e-mail: mannunzi(a)unisa.it phone: +39(0)89 96 3372 fax : +39(0)89 96 3303 web : http://www.dipmat.unisa.it/people/annunziato/www/ -------------------------------------------------- -- -------------------------------------------------- Dr. Mario Annunziato Dipartimento di Matematica Università degli Studi di Salerno Via Giovanni Paolo II, 132 - 84084 Fisciano (SA) ITALIA e-mail: mannunzi(a)unisa.it phone: +39(0)89 96 3372 fax : +39(0)89 96 3303 web : http://www.dipmat.unisa.it/people/annunziato/www/ --------------------------------------------------

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Direct and Inverse Problems for PDEs with Random Coefficients
by Mario ANNUNZIATO 10 Jun '15

10 Jun '15

Annuncio di Workshop: Direct and Inverse Problems for PDEs with Random Coefficients November 9 – 13, 2015 Scope of the Workshop Validated predictive computations in a wide range of scientific and engineering applications require some form of uncertainty quantification. This workshop focuses on different applications, the analysis and numerical treatment of PDEs with stochastic data. This includes but is not limited to efficient numerical methods for the direct (forward) problem, in particular spectral and sampling approaches control problems with uncertainties sparse and low-rank tensor representations inverse problems with random data, in particular methods based on Bayesian inference. The workshop aims at bringing together scientists working in related fields to discuss new results and challenges. -- -------------------------------------------------- Dr. Mario Annunziato Dipartimento di Matematica Università degli Studi di Salerno Via Giovanni Paolo II, 132 - 84084 Fisciano (SA) ITALIA e-mail: mannunzi(a)unisa.it phone: +39(0)89 96 3372 fax : +39(0)89 96 3303 web : http://www.dipmat.unisa.it/people/annunziato/www/ --------------------------------------------------

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Assegno di Ricerca - Università di Firenze
by Giacomo Scandolo 09 Jun '15

09 Jun '15

Segnalo un Assegno di Ricerca presso il Dipartimento di Scienze per l'Economia e l'Impresa (DISEI) dell'Università di Firenze. SSD: SECS-S/06 Titolo: "Modelli quantitativi di analisi del rischio aziendale" Scadenza domande: 30/06/2015 Bando: numero 3539 dell'Albo ufficiale UNIFI (www.unifi.it/albo-ufficiale.html)

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Seminario Bourguin a Tor Vergata - Cambio Data
by Claudio Durastanti 09 Jun '15

09 Jun '15

Si annuncia un cambio di data del seminario del dottor Bourguin a Lunedì 15 Giugno - 14:30 Aula D'Antoni Ciclo di Seminari - Progetto ERC grant PASCAL (Probabilistic and Statistical Techniques for Cosmological Applications) Annuncio Seminario Dott. Solesne Bourguin, Carnegie Mellon University, Pittsburgh Aula Dal Passo - Dipartimento di Matematica Università di Tor Vergata - Roma Title: Recent developments on the Poisson chaos conjecture. Abstract: In this talk, I will talk about past, recent and ongoing developments linked to the Poisson chaos conjecture whose object is to assess whether or not a fourth moment type theorem holds on the Poisson chaos. Since 2008, only the case of the first and second chaos had been proven and it is of both theoretical as well as applicative interest to better understand the underlying combinatorics of the Poisson chaos for higher orders. I will cover the case of the third chaos where the conjecture is proven to be true and I will present some promising attempts at understanding the general case. Cordiali saluti Claudio Durastanti

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Annuncio Seminario - Bourguin - Tor Vergata
by Claudio Durastanti 08 Jun '15

08 Jun '15

Ciclo di Seminari - Progetto ERC grant PASCAL (Probabilistic and Statistical Techniques for Cosmological Applications) Annuncio Seminario Dott. Solesne Bourguin, Carnegie Mellon University, Pittsburgh Mercoledì 10 Giugno - 14:30 - Aula Dal Passo - Dipartimento di Matematica Università di Tor Vergata - Roma Title: Recent developments on the Poisson chaos conjecture. Abstract: In this talk, I will talk about past, recent and ongoing developments linked to the Poisson chaos conjecture whose object is to assess whether or not a fourth moment type theorem holds on the Poisson chaos. Since 2008, only the case of the first and second chaos had been proven and it is of both theoretical as well as applicative interest to better understand the underlying combinatorics of the Poisson chaos for higher orders. I will cover the case of the third chaos where the conjecture is proven to be true and I will present some promising attempts at understanding the general case. Cordiali saluti Claudio Durastanti

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Scadenza 12/6/2015: Borsa di Dottorato di Ricerca in Epidemiologia/Statistica Medica - Università di Verona
by Alessandro Marcon 08 Jun '15

08 Jun '15

*A tutti gli interessati, con preg**hiera di massima diffusione* Si informa che è stato pubblicato sull'albo di Ateneo dell'Università di Verona il bando per la partecipazione al *Dottorato in Scienze Applicate della Vita e della Salute *(XXXI ciclo). Il/la candidato/a si occuperà di sviluppare e applicare metodi statistici nel campo della ricerca epidemiologica sulle patologie respiratorie croniche (asma, rinite, broncopneumopatie). Potranno presentare domanda di partecipazione al concorso per l’ammissione al Dottorato di Ricerca i laureati (laurea magistrale o equivalente) in: Scienze statistiche, Informatica, Bioinformatica, Matematica, Medicina, Biologia, Biotecnologie, Farmacia, CTF, … * Chiusura domande: 12/6/2015 !!* Il bando è disponibile al link: http://www.dsvr.univr.it/?ent=iscrizionecs&cs=634&lang=it Contatti: roberta.vesentini(a)univr.it Durata: 3 anni Sede: Università di Verona (Strada Le Grazie, 8) Distinti saluti, Alessandro Marcon -- Alessandro Marcon, PhD Unit of Epidemiology & Medical Statistics Department of Public Health and Community Medicine University of Verona

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PhD studentships in Statistical Sciences - University of Padova, Italy - Deadline 29 June, 2015
by Patrizia Piacentini - PhD 08 Jun '15

08 Jun '15

PhD Studentships in Statistical Sciences Department of Statistical Sciences University of Padova, Italy Nine PhD studentships are available at University of Padova for candidates interested in the area of Statistical Sciences Eligibility --------- The studentship 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 2015). Admission is decided on the basis of qualifications only and does not require an entry examination. Award ------- The award will be for three years, subject to satisfactory progress, at the following rate: annual grant of euros 13.638,47 with a start date of 1 October 2015. How to apply ----------------- The call is published 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 <http://www.unipd.it/en/research/doctoral-degrees-phd-programmes> (see calls and admissions) *deadline 29th June at 13:00 (Italian time) * Application must only be filled in *online* in accordance with the procedures explained on: https://dottorandi-unipd.cineca.it <https://dottorandi-unipd.cineca.it/> Further information ----------------------- See _http://www.stat.unipd.it/fare-ricerca/ammissione_ or contact phd(a)stat.unipd.it Kindest regards, Patrizia Piacentini -- 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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Postdoctoral and PhD position at TUM
by Giovanni Puccetti 06 Jun '15

06 Jun '15

>> =================== >> At the Chair of Mathematical Finance at Technische Universität München, a position as >> >> Postdoctoral Researcher (m/f) >> >> is available from October 1, 2015 (or on individual arrangement). >> >> Tasks: >> Participation in research projects >> Participation in teaching activities >> >> Requirements: >> PhD in Mathematics with focus on financial mathematics, stochastic analysis, or financial optimization >> Interest in independent scientific work >> Rejoiced teacher >> >> We offer: >> We offer a challenging position (TV-L 13) in an international team including various joint projects with cooperation partners from international universities and the industry on current topics in mathematical finance. The duration of the employment is 3 years (renewal for further 3 years is possible). The possibility for a habilitation is provided. >> >> Technische Universität München aims to increase the number of female employees. Qualified women are especially encouraged to apply. Handicapped applicants will be preferred if applicability and qualification are equivalent. Part-time employment is generally possible. >> >> Interested? >> Interested candidates are asked to send their application documents and the names and addresses (postal address and email) of two academic referees by July 15, 2015 in electronic form or by post to >> >> Technische Universität München >> Lehrstuhl für Finanzmathematik >> Prof. Dr. Rudi Zagst >> Parkring 11 >> 85748 Garching-Hochbrück >> zagst(a)tum.de >> >> =================== >> >> At the Chair of Mathematical Finance at Technische Universität München, a position as >> >> Research Associate (PhD position, m/f) >> >> is available from October 1, 2015 (or on individual arrangement). >> >> Tasks: >> Participation in research projects >> Participation in teaching activities >> >> Requirements: >> Excellent Master in Mathematics/Business Mathematics/Financial Mathematics or a similar discipline >> Interest in scientific work >> Rejoiced teacher >> >> We offer: >> We offer a challenging position (TV-L 13) in an international team including various joint projects with cooperation partners from international universities and the industry on current topics in mathematical finance. The duration of the employment is 3 years (renewal for further 3 years is possible). The possibility to obtain a PhD is provided. >> >> Technische Universität München aims to increase the number of female employees. Qualified women are especially encouraged to apply. Handicapped applicants will be preferred if applicability and qualification are equivalent. Part-time employment is generally possible. >> >> Interested? >> Interested candidates are asked to send their application documents and the names and addresses (postal address and email) of two academic referees by July 15, 2015 in electronic form or by post to: >> >> Technische Universität München >> Lehrstuhl für Finanzmathematik >> Prof. Dr. Rudi Zagst >> Parkring 11 >> 85748 Garching-Hochbrück >> zagst(a)tum.de >

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Seminario Ying HU
by Marco Fuhrman 05 Jun '15

05 Jun '15

>Il giorno > >giovedi' 11 giugno 2015 alle ore 10:00 > >nell'aula seminari al terzo piano del Dipartimento di Matematica >del Politecnico di Milano, il prof. > >Ying HU > >dell'IRMAR - Universite' de Rennes 1, terra' un seminario >dal titolo > >BSDEs with mean reflection > >(joint work with Ph. Briand and R. Elie). > >Tutti gli interessati sono cordialmente invitati. > >Marco Fuhrman

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Fwd: PhD studentships in Statistical Sciences - University of Padova
by Marco Romito 05 Jun '15

05 Jun '15

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seminario Teemu Pennanen in Bicocca
by Fabio Bellini 05 Jun '15

05 Jun '15

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Bando per n. 1 Assegno di Ricerca - Università degli Studi di Verona
by Simone Accordini 05 Jun '15

05 Jun '15

----------------------------------------------------------- *Bando per n. 1 Assegno di Ricerca - Università degli Studi di Verona* ----------------------------------------------------------- E’ indetta la selezione AdR2489/15 per il conferimento di n. 1 assegno di ricerca nel settore scientifico-disciplinare MED/01 STATISTICA MEDICA, dal titolo: “*Sviluppo di modelli statistici per analisi transgenerazionali*” (finanziato dalla Commissione Europea nell’ambito del programma Horizon 2020, progetto “Aging Lungs in European Cohorts - ALEC”). L’assegno di ricerca è finalizzato allo sviluppo di modelli statistici avanzati per identificare fattori di rischio della ridotta funzionalità polmonare, operanti tra più generazioni e a differenti stadi di sviluppo all'interno delle diverse generazioni. Sede: Sezione di Epidemiologia e Statistica medica, Dipartimento di Sanità Pubblica e Medicina di Comunità, Università degli Studi di Verona, Verona Durata dell’assegno: 24 mesi *Scadenza per la presentazione della domanda: 22/06/2015* LINK BANDO: http://www.univr.it/main?ent=albo Per ulteriori informazioni sul programma di ricerca: Prof. Simone Accordini, Sezione di Epidemiologia e Statistica medica, Dipartimento di Sanità Pubblica e Medicina di Comunità, Università degli Studi di Verona, Verona; Tel: 045/8027657; Email: simone.accordini(a)univr.it ------------------------------------------------ Cordiali saluti Simone Accordini Professore Associato in Statistica Medica Sezione di Epidemiologia e Statistica medica Dipartimento di Sanità Pubblica e Medicina di Comunità Università degli Studi di Verona c/o Istituti Biologici II Strada Le Grazie, 8 37134 Verona - Italy

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Seminars in Padova (Profs. Pagès and Sagna)
by Giorgia Callegaro 05 Jun '15

05 Jun '15

Dear all, two presentations/seminars in Mathematics/Probability applied to Finance will be given by Profs Gilles Pagès (LPMA, Paris) and Abass Sagna (ENSIIE, Evry) next Wednesday, the 10th June 2015, from 11am to 13 am, in room 1BC45 in "Torre Archimede" (Dep. of Mathematics, University of Padova). Titles and abstracts follow: *SEMINAR 1* *Speaker 1*: Prof. Gilles Pagès (LPMA, Paris) *Title* : Greedy vector quantization (joint work with H. Luschgy) *Abstract (en Latex) *: We investigate the greedy version of the $L^p$-optimal vector quantization problem for an $\R^d$-valued random vector $X\!\in L^p$. We show the existence of a sequence $(a_N)_{N\ge 1}$ such that $a_N$ minimizes $a\mapsto\big \|\min_{1\le i\le N-1}|X-a_i|\wedge |X-a|\big\|_{L^p}$ ($L^p$-mean quantization error at level $N$ induced by $(a_1,\ldots,a_{N-1},a)$). We show that this sequence produces $L^p$-rate optimal $N$-tuples $a^{(N)}=(a_1,\ldots,a_{_N})$ ($i.e.$ the $L^p$-mean quantization error at level $N$ induced by $a^{(N)}$ goes to $0$ at rate $N^{-\frac 1d}$). Greedy optimal sequences also satisfy, under natural additional assumptions, the distortion mismatch property: the $N$-tuples $a^{(N)}$ remain rate optimal with respect to the $L^q$-norms, $p\le q <p+d$. Finally, we propose optimization methods to compute greedy sequences, adapted from usual Lloyd's and Competitive Learning Vector Quantization procedures, either in their deterministic (implementable when $d=1$) for stochastic versions. *SEMINAR 2* *Speaker 2*: Prof. Abass Sagna (ENSIIE, Paris) *Title*: Recursive Quantization of An Euler Diffusion Process and Its Application to Finance *Abstract (en Latex):* We propose a new approach to quantize the marginals of the discrete Euler diffusion process. The method is built recursively and involves the conditional distribution of the marginals of the discrete Euler process. Analytically, the method raises several questions like the analysis of the induced quadratic quantization error between the marginals of the Euler process and the proposed quantizations. We show in particular that at every discretization step $t_k$ of the Euler scheme, this error is bounded by the cumulative quantization errors induced by the Euler operator, from times $t_0=0$ to time $t_k$. Numerical tests are carried out for the Brownian motion and for the pricing of European options in a local volatility model. A comparison with the Monte Carlo simulations shows that the proposed method may sometimes be more efficient (w.r.t. both computational precision and time complexity) than the Monte Carlo method. Thanks for your attention, Giorgia Callegaro -- Giorgia Callegaro Assistant Professor Department of Mathematics - University of Padova Via Trieste 63 , I-35121 Padova - ITALY Tel: +39-0498271481 Fax: +39-0498271499 E-Mail: gcallega(a)math.unipd.it <https://webmail.math.unipd.it/horde3/imp/message.php?mailbox=Sent&index=598#> Personal web-page: https://sites.google.com/site/giogiocallegaro/Home

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Fwd: Commercial Research Associate, University of Bath, UK
by Alessandra Micheletti 04 Jun '15

04 Jun '15

**Apologies for cross posting** I'd be very grateful if you could forward this job advert to anyone who you think might be interested in the opportunity. --------------------------------------------------------------------------------------------------------------------- Mathematician or statistician interested in using your skills to work on real problems? The Bath Institute for Mathematical Innovation is seeking a Commercial Research Associate to join its Commercial Research Centre! The successful applicant will work with the CRC team to solve short-to-medium research problems for commercial and industrial clients, with the intellectual support of the academics involved with the Institute. For more information on the vacancy (deadline 14th June) and the Institute for Mathematical Innovation please see http://www.bath.ac.uk/jobs/Vacancy.aspx?ref=SS3182 and http://www.bath.ac.uk/imi/ or feel free to contact me for an informal discussion. Best wishes, Jo Dr Joanna Jordan Commercial Research Centre Manager Bath Institute for Mathematical Innovation j.f.jordan(a)bath.ac.uk -- ------------------------------------ Alessandra Micheletti Associate Professor - Probability and Mathematical Statistics Dept. of Mathematics Università degli Studi di Milano via Saldini 50, 20133 Milano, Italy phone: +39-02503-16130 fax: +39-02503-16090 http://users.mat.unimi.it/users/michel <http://www.mat.unimi.it/users/michel>

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Fwd: FW: jobadvertisement/Eichelsbacher
by Giovanni Luca Torrisi 04 Jun '15

04 Jun '15

-------- Original Message -------- Subject: FW: jobadvertisement/Eichelsbacher Date: Thu, 4 Jun 2015 03:46:39 +0000 From: Tan Eileen <imste(a)nus.edu.sg> CC: 'peter.eichelsbacher(a)rub.de' <peter.eichelsbacher(a)rub.de> Dear All, Forwarded as request by Prof Peter Eichelsbacher. Thanks once again for your support for the Steins workshop. Regards, Eileen (Ms):: Institute for Mathematical Sciences :: National University of Singapore :: 3 Prince George's Park, Singapore 118402 :: +65-6516 1892(DID) :: +65-6873 8292 (Fax) :: imste(a)nus.edu.sg <mailto:imswwy@nus.edu.sg> (E) :: http://www2.ims.nus.edu.sg <http://www2.ims.nus.edu.sg> (W):: Company Registration No: 200604346E *From:*Peter Eichelsbacher [mailto:peter.eichelsbacher@ruhr-uni-bochum.de] *Sent:* Wednesday, 3 June, 2015 7:42 PM *To:* Tan Eileen *Subject:* jobadvertisement/Eichelsbacher Dear Eileen, could you be so kind as to circulate the job advertisement (the enclosed pdf) to all participants of the Stein meeting “New directions in Stein’s method”. I have mentioned my new research group in my talk in Singapore and the job advertisement seem to be of interest for most of the participants. Many thanks in advance and best regards Peter Eichelsbacher Peter Eichelsbacher peter.eichelsbacher(a)ruhr-uni-bochum.de <mailto:peter.eichelsbacher@ruhr-uni-bochum.de> ------------------------------------------------------------------------ Important: This email is confidential and may be privileged. If you are not the intended recipient, please delete it and notify us immediately; you should not copy or use it for any purpose, nor disclose its contents to any other person. Thank you.

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SEMINARIO - Martedi 9 giugno, 2015 h 17.30
by Consonni Guido 03 Jun '15

03 Jun '15

? Lake Como School of Advanced Studies, Dipartimento di Scienze Statistiche - Università Cattolica del Sacro Cuore, CNR-IMATI SEMINARIO Villa del Grumello, Como Martedi 9 giugno, 2015 h 17.30 Jeff Gill, Washington University in St Louis To be Bayesian, or not to be: that is the question in the social sciences In this talk I will outline the basics of Bayesian inference, discuss why quasi-frequentist approaches fail in the social sciences, and give some examples of Bayesian data analysis. The emphasis is on general concepts and statistical intuition rather than mathematical details. Villa del Grumello; Via per Cernobbio, 11 22100 Como Per motivi organizzativi si invita a comunicare la propria partecipazione al seguente indirizzo: nadia.tansini(a)fondazionealessandrovolta.it<mailto:nadia.tansini@fondazionealessandrovolta.it> ? ________________________________ ________________________________ Ricerca, Formazione, Assistenza, Cooperazione e Sviluppo: 5 ragioni per metterci la firma. Sottoscrivi il tuo 5 per mille a favore dell'Università Cattolica e ci aiuterai a sostenere borse di studio, ricerca scientifica, progetti medico-assistenziali e sociali dell'Ateneo e del Policlinico "A. Gemelli". Info: www.unicatt.it/5permille<http://www.unicatt.it/5permille/> ________________________________

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Matematica e Innovazione nei processi produttivi
by DI NARDO Elvira 03 Jun '15

03 Jun '15

La piattaforma Mathesia - sviluppata da MOXOff (spin-off del Politecnico di Milano) e Yottacle (startup di PoliHub) offre soluzioni di alto profilo grazie alla matematica applicata. SolEthEn, in collaborazione con il Dipartimento di Matematica, Informatica ed Economia dell’UniBas, propone alle aziende lucane e agli specialisti di settore un incontro di approfondimento sui temi: “MATEMATICA E INNOVAZIONE NEI PROCESSI PRODUTTIVI - MATHESIA: La piattaforma di crowdsourcing che risponde alle sfide di business con la matematica applicata”. L’evento e' realizzato col patrocinio: - della Camera di Commercio di Potenza, - di Confindustria Basilicata - della Regione Basilicata, e si terra' presso la Camera di Commercio di Potenza – Corso XVIII Agosto, 34 - giovedi' 4 giugno c.a. a partire dalle 15:30. All’evento interverranno: - “Opening dell’incontro” - Avv. Michele Somma (Presidente della Camera di Commercio di Potenza) e Prof. Giansalvatore Mecca (Prorettore con delega alla ricerca dell’UniBas) - “La matematica come strumento strategico di innovazione per l’impresa” - Paola Curci (Amministratore di SolEthEn) - “Conoscere per competere: istruzioni per l’uso delle competenze di un Dipartimento di Matematica” - Prof.ssa Elvira Di Nardo (Docente di statistica presso UniBas) - “Mathesia un nuovo modo per favorire la relazione tra imprese e mondo della ricerca” - Ottavio Crivaro (Amministratore di MOXOff) Agli interventi seguira' uno spazio di dibattito dove le aziende presenti, avranno modo di esporre bisogni/esigenze industriali specifiche o di settore che rappresentano potenziali sfide da risolvere attraverso gli strumenti presentati. Per partecipare all’evento e' preferibile registrarsi al seguente indirizzo http://www.mathesia.com/presentation/ -- ...................................................... Elvira Di Nardo Dept. Mathematics, Computer Science and Economics University of Basilicata Viale dell'Ateneo Lucano 10 I-85100 (Potenza) alternative address: dinardo.el(a)gmail.com (room) +390971205890 (cell.) +393470033068 (fax) + 390971205896 (skype) elvira.di.nardo (web) http://oldwww.unibas.it/utenti/dinardo/home.html ......................................................

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Vacancy: Ph.D. position “Two-dimensional models in queues and risk: exact analytic methods” at Eindhoven University of Technology, The Netherlands
by Kapodistria, S. 03 Jun '15

03 Jun '15

Ph.D. position : “Two-dimensional models in queues and risk: exact analytic methods” In the framework of the project “Two-dimensional models in queues and risk”, funded by the Dutch Research Foundation NWO, there is a PhD position available in the Stochastic Operations Research group at the Department of Mathematics and Computer Science in Eindhoven University of Technology, in The Netherlands. The research topic brings together two, related, areas of applied probability: queueing theory and insurance risk. In both areas, one-dimensional stochastic processes are well understood. However, in queueing theory one is usually faced with a network of interconnected and interacting resources, or with several classes of interacting customers; and thus one needs to study multidimensional stochastic processes. Similarly, in insurance risk one often needs to study several, related, books of a company, and the capitals of different companies are often linked via reinsurance contracts -- again giving rise to multidimensional stochastic processes. In both areas, only few two- or higher-dimensional systems have allowed an exact analysis. Our main goal is to develop mathematical tools for the analysis of two-dimensional stochastic processes, and thus get a deeper insight into the intricate interactions which occur in, e.g., queueing systems and insurance risk processes. The project is methodologically oriented. We shall develop three sets of methods, viz., T1: exact analytic methods; T2: asymptotic techniques (heavy traffic); and T3: rare-event analysis and simulation. Important problem instances are coupled/parallel processors and their counterpart in insurance risk, and Ornstein-Uhlenbeck processes. Two PhD students have just started their research in T2 and T3; we have a vacancy for T1. o Job requirements: Candidates are expected to be fluent in English, both oral and in writing, and have an excellent background in (applied) mathematics, as evidenced by an MSc degree in preferably (applied) mathematics, or possibly econometrics, operations research or electrical engineering. Strong knowledge of applied probability and analysis is highly desirable. o Terms of employment: PhD candidates are appointed as temporary university employees for a four-year period (based on an initial one-year contract, with a three-year extension after a positive evaluation as to whether the research is expected to result in a PhD degree after four years). The terms of employment are governed by the Collective Labor Agreement of Universities in The Netherlands, with a monthly salary starting at 2083 Euro in the first year, and increasing to 2664 Euro in the fourth year, and an additional 8% holiday allowance and 8% end-of-year bonus. For further details, please refer, e.g., to http://w3.tue.nl/en/services/dpo/conditions_of_employment/tue_conditions_of… o Information: For further information, please contact one of the following persons: Prof.dr.ir. Onno Boxma (o.j.boxma(a)tue.nl<mailto:o.j.boxma@tue.nl>) Dr. Stella Kapodistria (s.kapodistria(a)tue.nl<mailto:s.kapodistria@tue.nl>) Prof.dr. Sindo Nunez Queija (nunezqueija(a)uva.nl<mailto:nunezqueija@uva.nl>) o Application: In order to apply, please send a detailed curriculum vitae, along with a brief cover letter motivating your interest, to one of the above-mentioned persons. o Application deadline: July 3 2015.

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messaggio tecnico
by Marco Romito 03 Jun '15

03 Jun '15

cari iscritti alla lista Random come avrete notato in questi giorni c'è stato qualche problema con la lista. Naturalmente problemi come questi emergono in occasione di festività o (come in questo caso) in occasione di ponti lunghi. Solo oggi siamo riusciti a contattare i tecnici informatici che gestiscono il server e a ripristinare le funzioni della lista. Ringraziamo innanzitutto Matteo Ruggiero che per primo si è accorto del problema. Inutile dire inoltre che i messaggi con intestazione (e contenuto) ``prova'' possono essere ragionevolmente ignorati. Preghiamo invece chiunque abbia inviato posta a Random tra il 27 maggio e questa mattina e che non abbia ricevuto riscontro dalla lista, di reinviare i propri messaggi. Nel dubbio è possibile controllare gli archivi: https://mail.dm.unipi.it/pipermail/random/summary.html scusate il disagio, Francesco Marco ps. Per chi fosse interessato a maggiori dettagli, due account del server che gestisce la lista sono stati compromessi (questo non ha conseguenze su Random, perché gli account erano di utenti ordinari) ed usati negli ultimi giorni per spedire SPAM. I tecnici sono intervenuti subito bloccando gli account, ma per cancellare gli SPAM hanno dovuto fermare il sistema di posta per alcune ore. Al riavvio del sistema di posta ``misteriosamente'' (nel senso che i tecnici su questo hanno dato spiegazioni più fumose) la lista non è ripartita e c'è stato bisogno di ulteriori smanettamenti.

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prova 6
by Marco Romito 03 Jun '15

03 Jun '15

prova 6

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prova 4
by Marco Romito 03 Jun '15

03 Jun '15

prova 4

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Postdoctoral positions in Buenos Aires
by Pietro Caputo 02 Jun '15

02 Jun '15

---------- Forwarded message ---------- From: Leonardo Rolla <leorolla(a)dm.uba.ar> Date: Thu, May 28, 2015 at 5:25 PM Subject: Postdoctoral positions in Buenos Aires To: Leonardo Rolla <leorolla(a)dm.uba.ar> Dear friends and colleagues, I would much appreciate if you could help me broadcast the announcement below. Sorry in advance for any duplicates. Best regards, Leonardo T Rolla Universidad de Buenos Aires ---------- Forwarded message ---------- Date: Thu, 28 May 2015 11:33:17 -0300 (ART) From: probab(a)dm.uba.ar Subject: Postdoctoral positions in Buenos Aires Applications are invited for post-doctoral positions in Percolation, Particle Systems, and Stochastic Networks. Please feel free to forward this message to other colleagues and potential candidates. Deadline: June 15. The positions last two years and have a monthly stipend of around 13000 pesos, to start in April 2016. Applicants should write to probab(a)dm.uba.ar attaching: - CV - Motivation letter - Research statement Two recommendation letters should be sent confidentially to probab(a)dm.uba.ar by June 20. Information on the group activities and projects can be found at http://mate.dm.uba.ar/~probab/ Thank you in advance, Buenos Aires Probability Group

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Corso Bayesian Statistics: Modelling, computation and testing
by Consonni Guido 02 Jun '15

02 Jun '15

?? ?Dottorato in Statistica e matematica per la finanza Università Bicocca Milano Bayesian Statistics: Modelling, computation and testing Part II Valen Johnson, Texas A&M University June 8-11, 2015 ________________________________ Ricerca, Formazione, Assistenza, Cooperazione e Sviluppo: 5 ragioni per metterci la firma. Sottoscrivi il tuo 5 per mille a favore dell'Università Cattolica e ci aiuterai a sostenere borse di studio, ricerca scientifica, progetti medico-assistenziali e sociali dell'Ateneo e del Policlinico "A. Gemelli". Info: www.unicatt.it/5permille<http://www.unicatt.it/5permille/> ________________________________

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Fwd: Postdoctoral positions in Buenos Aires
by Francesco Caravenna 01 Jun '15

01 Jun '15

Ricevo e inoltro. > Da: Leonardo Rolla <leorolla(a)dm.uba.ar> > Oggetto: Postdoctoral positions in Buenos Aires > Data: 28 maggio 2015 17:25:35 GMT+02:00 > A: Leonardo Rolla <leorolla(a)dm.uba.ar> > > > > Dear friends and colleagues, > > I would much appreciate if you could help me broadcast the announcement below. > > Sorry in advance for any duplicates. > > Best regards, > > Leonardo T Rolla > Universidad de Buenos Aires > > > ---------- Forwarded message ---------- > Date: Thu, 28 May 2015 11:33:17 -0300 (ART) > From: probab(a)dm.uba.ar > Subject: Postdoctoral positions in Buenos Aires > > > Applications are invited for post-doctoral positions in Percolation, Particle Systems, and Stochastic Networks. > > Please feel free to forward this message to other colleagues and potential candidates. > > Dealine: June 15. > > The positions last two years and have a monthly stipend of around 13000 pesos, to start in April 2016. > > Applicants should write to probab(a)dm.uba.ar attaching: > - CV > - Motivation letter > - Research statement > Two recommendation letters should be sent confidentially to probab(a)dm.uba.ar by June 20. > > Information on the group activities and projects can be found at http://mate.dm.uba.ar/~probab/ > > Thank you in advance, > Buenos Aires Probability Group > > -- _________________________________________ 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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Laurea Magistrale in STOCHASTICS AND DATA SCIENCE
by Matteo Ruggiero 31 May '15

31 May '15

Cari Colleghi, con preghiera di diffusione a tutti i potenziali interessati, siamo lieti di annunciare che dall’anno accademico prossimo sarà attiva all’Università degli Studi di Torino la Laurea Magistrale in STOCHASTICS AND DATA SCIENCE Questo nuovo percorso formativo, interamente in lingua inglese, nasce su iniziativa e con l'apporto di tre dipartimenti dell'Università di Torino, e ha come obiettivo primario quello di fornire agli studenti una solida preparazione teorica unita a competenze applicative approfondite negli ambiti probabilistico, statistico e informatico. Maggiori informazioni sono disponibili alla pagina https://sites.google.com/site/unitosds/ Cordiali saluti, Laura Sacerdote, Program Coordinator, Università di Torino Matteo Ruggiero, Deputy Program Coordinator, Università di Torino --- Matteo Ruggiero University of Torino and Collegio Carlo Alberto www.matteoruggiero.it

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Dottorato in Statistica e Matematica per la Finanza
by Andrea Ongaro 30 May '15

30 May '15

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Convegno in onore di Patrizia Berti - Ultimo Annuncio
by Fabrizio Leisen 30 May '15

30 May '15

Gentili Colleghi, con grande piacere vi segnalo il seguente convegno organizzato in onore della Prof. ssa Patrizia Berti: Alcuni argomenti di Probabilita', Statistica e Teoria della Misura Modena, 8-9 giugno 2015, Aula M1.1 (Edificio di Matematica) Il programma del convegno é disponibile alla seguente pagina web: https://sites.google.com/site/convegnoprofpatriziaberti/ con alcune utili informazioni. Anche se la partecipazione al convegno é gratuita, vi chiediamo gentilmente di inviare una mail al comitato organizzatore per confermare la vostra presenza(vedi pagina web). Un cordiale saluto, Fabrizio Leisen, Pietro Rigo, Emanuele Dolera -- Fabrizio Leisen Senior Lecturer in Statistics School of Mathematics, Statistics and Actuarial Sciences Cornwallis Building, University of Kent, Canterbury, CT2 7NF http://www.kent.ac.uk/smsas/statistics/our-people/profiles/leisen_fabrizio.… http://sites.google.com/site/fabrizioleisen/

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annuncio di seminario
by Marco Scarsini 29 May '15

29 May '15

Il giorno 3/6/2015 alle ore 14.30 presso l’aula 305 b della sede Luiss in Viale Romania 32, il prof. Maciej Wilczyński terrà il seguente seminario: How to obtain a range of a nonatomic vector measure in R2 Abstract Using the Neyman–Pearson lemma we give a method for effecting a range of two nonatomic probability measures. We use this result to find an optimal partition in the cake division problem. ******************************************************* Marco Scarsini Dipartimento di Economia e Finanza LUISS Viale Romania 32 00197 Roma, ITALY URL: http://docenti.luiss.it/scarsini/

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conference "Constructive Renormalization Group: A conference in memory of Pierluigi Falco"
by Fabio Toninelli 29 May '15

29 May '15

Buon giorno a tutti, segnalo un'interessante conferenza su Gruppo di Rinormalizzazione Costruttivo (9-11 giugno, INFN - Laboratori Nazionali di Frascati): https://agenda.infn.it/conferenceDisplay.py?ovw=True&confId=9369 -- Fabio Toninelli Institut Camille Jordan, Universite' Lyon 1 43 bd du 11 novembre 1918 69622 Villeurbanne Cedex, France Office 105, tel: +33 (0) 4 26 23 44 41

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Fwd: Postdoctoral positions in Buenos Aires
by Elisabetta Candellero 28 May '15

28 May '15

---------- Forwarded message ---------- From: Leonardo Rolla <leorolla(a)dm.uba.ar> Date: Thu, May 28, 2015 at 4:25 PM Subject: Postdoctoral positions in Buenos Aires To: Leonardo Rolla <leorolla(a)dm.uba.ar> Dear friends and colleagues, I would much appreciate if you could help me broadcast the announcement below. Sorry in advance for any duplicates. Best regards, Leonardo T Rolla Universidad de Buenos Aires ---------- Forwarded message ---------- Date: Thu, 28 May 2015 11:33:17 -0300 (ART) From: probab(a)dm.uba.ar Subject: Postdoctoral positions in Buenos Aires Applications are invited for post-doctoral positions in Percolation, Particle Systems, and Stochastic Networks. Please feel free to forward this message to other colleagues and potential candidates. Dealine: June 15. The positions last two years and have a monthly stipend of around 13000 pesos, to start in April 2016. Applicants should write to probab(a)dm.uba.ar attaching: - CV - Motivation letter - Research statement Two recommendation letters should be sent confidentially to probab(a)dm.uba.ar by June 20. Information on the group activities and projects can be found at http://mate.dm.uba.ar/~probab/ Thank you in advance, Buenos Aires Probability Group

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Laurea Magistrale in STOCHASTICS AND DATA SCIENCE
by Matteo Ruggiero 28 May '15

28 May '15

Cari Colleghi, con preghiera di diffusione a tutti i potenziali interessati, siamo lieti di annunciare che dall’anno accademico prossimo sarà attiva all’Università degli Studi di Torino la Laurea Magistrale in STOCHASTICS AND DATA SCIENCE Questo nuovo percorso formativo nasce su iniziativa e con l'apporto di tre dipartimenti dell'Università di Torino, e ha come obiettivo primario quello di fornire agli studenti una solida preparazione teorica unita a competenze applicative approfondite negli ambiti probabilistico, statistico e informatico. Maggiori informazioni sono disponibili alla pagina https://sites.google.com/site/unitosds/ Cordiali saluti, Laura Sacerdote, Program Coordinator, Università di Torino Matteo Ruggiero, Deputy Program Coordinator, Università di Torino --- Matteo Ruggiero University of Torino and Collegio Carlo Alberto www.matteoruggiero.it

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seminario di Giovanni Zanco a Pavia
by Carbone Raffaella 27 May '15

27 May '15

Cari colleghi, vi annuncio che venerdì 29 Maggio 2015, alle ore 15 precise, presso la sala conferenze dell’IMATI-CNR di Pavia, Giovanni Zanco (Università di Pisa) terrà un seminario dal titolo: INFINITE DIMENSIONAL METHODS FOR PATH-DEPENDENT SDES: KOLMOGOROV EQUATIONS AND ITO FORMULAE nell'ambito del Seminario di Matematica Applicata (IMATI-CNR e Dipartimento di Matematica, Pavia). Tutti gli interessati sono invitati a partecipare. Abstract. Path-dependent stochastic differential equations are (non-markovian) equations whose coefficients are allowed to depend on the whole trajectory of the solution up to the present time, and are a powerful tool in modeling complex evolution systems with memory that appear in finance, engineering and biology. Even when the state space is finite dimensional, they are intrinsecally infinite dimensional. I will show how path-dependent SDEs can be studied in a product space framework (inspired by the theory for delay equations) using standard differential and topological structures. This framework is helpful to prove existence and uniqueness of classical solutions to path-dependent Kolmogorov-type PDEs on the space of continuous paths, to obtain probabilistic representation formulas for such solutions and moreover to prove Ito-type formulae for functionals of paths of continuous semimartingales, thus providing a counterpart of the functional Ito calculus developed by Dupire, Cont and Fournié. It also provides an insight on the role and the analytical structure of the so-called horizontal derivative, which is a key object in the study of path-dependent equations. The results I will present have been obtained in collaboration with Franco Flandoli (Unipi) and Francesco Russo (Ensta-ParisTech). -- Raffaella Carbone, PhD Ricercatore di Probabilità e Statistica Matematica Dipartimento di Matematica dell'Università degli Studi di Pavia

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Convegno Gini
by Carlo Sgarra 26 May '15

26 May '15

Segnalo all'attenzione di eventuali interessati il seguente convegno, che si svolgerà a Padova il 7 e l' 8 di settembre dell'anno in corso, in memoria di Gini: http://convegnogini.stat.unipd.it/en/index.php Mi scuso per eventuali "doppioni". Cordiali Saluti. Carlo Sgarra

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Seminar on Credit Risk by Andrea Pallavicini, Fri May 29 9:30 AM - 1:00 PM Aula Fermi @ SNS
by Giacomo Bormetti 25 May '15

25 May '15

Dear all, Friday May 29 2015, 9:30 - 11:00 AM and 11:30 AM - 1:00 PM in Aula Fermi, Scuola Normale Superiore Pisa Andrea Pallavicini Banca IMI, Milano and Imperial College, London will deliver the seminar "Credit Risk Modelling Before and After the Crisis" Abstract: The financial crisis started in 2007 has shown that any pricing framework must include from the very beginning the possibility of default of any market player. As a consequence derivative valuation and risk analysis have moved from exotic derivatives managed on simple single-asset classes to simple derivatives embedding credit risk and new, or previously neglected, types of complex and interconnected non-linear effects. Derivative valuation is adjusted to include counterparty credit risk and contagion effects along with funding costs due to collateral posting, treasury policies, and regulatory constraints. A second level of complexity is produced by moving from a single trade to the whole bank portfolio. Aggregation-dependent valuation processes, and theirs operational challenges, arising from non-linearities are discussed both from a mathematical and practical point of view. All interested people are kindly invited. Best, Giacomo -- Giacomo Bormetti Assistant Professor of Financial Mathematics -------------------------- Faculty of Mathematical and Natural Sciences Scuola Normale Superiore Pisa Piazza dei Cavalieri, 7 56126 Pisa - Italy email: giacomo.bormetti(a)sns.it http://mathfinance.sns.it/index.php/people/41-group-members/51-giacomo-borm… phone: +39 050 509248

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SUMMER SCHOOL - Stochastic Analysis with applications - Levico Terme
by Paolo Dai Pra 25 May '15

25 May '15

SUMMER SCHOOL - Stochastic Analysis with applications in biology, finance and physics Ho il piacere di annunciarvi che il gruppo di ricerca “Stochastic Analysis with applications in biology, finance and physics” delle Università di Berlino-Potsdam (RTG 1845) ha organizzato, in collaborazione con i probabilisti dell’Università di Padova, una Scuola Estiva che si terrà a Levico Terme (TN) dal 28 Settembre al 3 Ottobre 2015. Il programma consiste di due minicorsi e comunicazioni brevi. I minicorsi saranno tenuti da: Francesco Caravenna, University of Milano-Bicocca "Polynomial Chaos and Scaling Limits of Disordered Systems" Massimiliano Gubinelli, Université Paris Dauphine "Applications of paracontrolled distributions" È possibile vedere i rispettivi abstract alla pagina https://www.mathematik.hu-berlin.de/de/rtg1845/qualprog/sumschool Le comunicazioni brevi saranno tenute esclusivamente da dottorandi e postdocs. In base alle richieste di partecipazione valuteremo se organizzare una sezione di poster. La partecipazione di dottorandi e postdocs è perciò fortemente incoraggiata: invito i colleghi a diffondere l’annuncio. È previsto un contributo alle spese di alloggio e vitto. Coloro che intendono partecipare sono pregati di scrivere a Paolo Dai Pra (daipra(a)math.unipd.it) entro il 30 Giugno 2015, indicando: - dati anagrafici e affiliazione; - eventuale proposta di una comunicazione; - eventuale richiesta di contributo alle spese. 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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Avviso: new ECMI website and blog
by Alessandra Micheletti 23 May '15

23 May '15

We are pleased to announce that the new web page of ECMI (European Consortium for Mathematics in Industry) is now online at http://ecmiindmath.org and it now contains a blog. The pages will contain up-to-date information about events and opportunities and will feature the different ECMI centres, who will have the chance to present themselves and their activities. An advantage of the blog concept is that you can subscribe to news by email, so that you need not worry about missing anything. You'll receive a notification for all new posts by email. To subscribe you just have to enter your email address in the field at the bottom of the page and click *FOLLOW*. Please pass this information also around your institution and encourage everyone to subscribe. Alessandra Micheletti Member of the ECMI Council -- ------------------------------------ Alessandra Micheletti Associate Professor - Probability and Mathematical Statistics Dept. of Mathematics Università degli Studi di Milano via Saldini 50, 20133 Milano, Italy phone: +39-02503-16130 fax: +39-02503-16090 http://users.mat.unimi.it/users/michel <http://www.mat.unimi.it/users/michel>

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Bozen-Bolzano Risk School
by Durante Fabrizio 22 May '15

22 May '15

Dear Colleague, the Faculty of Economics and Management is organizing the BOZEN-BOLZANO RISK SCHOOL, which will be held in Bolzano, Italy, on September, 22nd-23rd 2015. The event will aim at providing to PhD students and to early researchers overview lectures about basic aspects of risk quantification, like multivariate risk models, risk measures and set-optimization methods. There will be also the possibility for young researchers to present their results. For more information, see http://pro1.unibz.it/projects/bz_risk_school/index.html Please, do not hesitate to contact me for more details. Thanks in advance for your interest! Best regards Fabrizio Durante ***************************************************************** Fabrizio Durante Faculty of Economics and Management Free University of Bozen-Bolzano Piazza Università 1 - Universitätplatz 1 I-39100 Bozen-Bolzano T: +39 04710 13493 E-mail: Fabrizio.durante(a)unibz.it<mailto:Fabrizio.durante@unibz.it> Web: sites.google.com/site/fbdurante According to the Legislative Decree No. 196/2003, you are hereby informed that this message contains confidential information that is intended only for the use of the addressee. If you are not the addressee, and have received this message by mistake, please delete it and immediately notify us. In any case you may not copy or disseminate this message to anyone. Thank you.

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Seminario di Robert Morris a Roma Tre il 29/05/15
by Pietro Caputo 21 May '15

21 May '15

Prof. R. Morris (IMPA, Brasile) Titolo: Universality for bootstrap percolation in two dimensions Venerdi' 29 Maggio 2015 ORE 14:30 Dipartimento di Matematica e Fisica Universita' degli Studi Roma Tre AULA 211 (Largo San L. Murialdo,1 - Palazzina C) Abstract: In the classical r-neighbour bootstrap percolation model on a graph G, vertices are initially infected independently at random with probability p, and subsequently vertices become infected as soon as they have at least r already-infected neighbours. In this talk we will discuss a vast generalization of this model on the lattice Z^d, which was introduced recently by Bollobas, Smith and Uzzell. Somewhat surprisingly, it turns out that in two dimensions there are only a small number of possible behaviours. We will discuss what is known so far, and the many open questions in higher dimensions. This is joint work with Bela Bollobas, Hugo Duminil-Copin and Paul Smith.

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Workshop - Reciprocal processes
by Dai PRA Paolo 21 May '15

21 May '15

Il 29 Maggio 2015, presso il Dipartimento di Matematica dell'Università di Padova, si svolgerà il Workshop New challenges in reciprocal processes, Schrödinger bridges and optimal transport with applications to control engineering problems for classical and quantum systems Il programma dettagliato e altre informazioni si possono trovare al sito: www.math.unipd.it/~daipra/reciprocal Invited lectures Yongxin Chen (Department of Electrical and Computer Engineering University of Minnesota) Giovanni Conforti (Institut fur Mathematik, Universitat Potsdam) Markus Fischer (Department of Mathematics, University of Padova) Tryphon T. Georgiou (Department of Electrical and Computer Engineering University of Minnesota) Christian Leonard (Departement de Mathematiques et Informatique Universite ́ Paris Ouest) Sylvie Roelly (Institut fuer Mathematik, Universitaet Potsdam) Francesco Ticozzi (Department of Information Engineering University of Padova Paolo Dai Pra Dipartimento di Matematica Università di Padova Via Trieste, 63 - 35121 Padova (Italy) Tel: +390498271361 Fax: +390498271428 daipra(a)math.unipd.it > Paolo Dai Pra > Dipartimento di Matematica > Università di Padova > Via Trieste, 63 - 35121 Padova (Italy) > Tel: +390498271361 > Fax: +390498271428 > daipra(a)math.unipd.it

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2015/16 PhD program at IMT Institute for Advanced Studies Lucca
by Irene Crimaldi 21 May '15

21 May '15

*2015/16 PhD program at IMT Institute for Advanced Studies LuccaDeadline for applications – June 29 th 2015, 6 pm Italian time* To apply: www.imtlucca.it/phd/prospective/application Applications are now being accepted for the 2015/16 PhD program at the IMT Institute for Advanced Studies Lucca (www.imtlucca.it) Highly motivated candidates are invited to apply for one of the *35 fully-funded scholarships* within a doctoral program that integrates scientific competences of economics, engineering, computer science, physics, applied mathematics, statistics, history and sciences of cultural heritage. The three-year program is articulated in *3 field-specific curricula *which, in many instances, share a common scientific background. IMT Lucca PhD students will focus their academic experiences in one of the 10 different research units. This concentrated approach enables students to gain the maximum benefit from their time in the program and to effectively prepare themselves to excel in careers in research and academia in their chosen field. Candidates can apply for one (or more) of the following curricula: *- Computer Science and Systems Engineering (CSSE)- Economics, Management and Data Science (EMDS)- Analysis and Management of Cultural Heritage (AMCH)* Courses are led by world-renowned researchers and provide students with the necessary theoretical skills and advanced tools for rigorously tackling a multitude of analysis, design and management problems within the broad framework of systems analysis. 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. In fact, IMT's outgoing PhDs will be able to use the skills they obtained during their studies to recognize and resolve complex problems to choose the most appropriate method or instrument to utilize when affronting 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 residential facilities, an on-site canteen, study and living rooms, and outdoor recreational spaces*; all serving to add a cultural and social dimension to the professional experience of our doctoral program. Eligible students will also receive a *research scholarship *which amounts to approximately €13,600/year. Our PhD program attracts students from around the world, providing a truly international environment. *English is the official language of the Institute.* Besides, to further enhance the internationality of the program, all students have the opportunity to *spend periods abroad *at research institutes or laboratories or universities, both within the Erasmus+ framework or through ad hoc mobility agreements. To find out more about the Institute, the admission requirements and how to apply; please see www.imtlucca.it/phd *The deadline for applications is June 29 th 2015, 6 pm Italian time.* Find IMT on Facebook, Twitter, LinkedIn and YouTube for the latest news.

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[amases-soci] Fwd: Concorso di ricercatore a tempo determinato (fwd)
by Tiziano Vargiolu 20 May '15

20 May '15

---------- Messaggio inoltrato ---------- Da: "Anna Rita Bacinello" <bacinel(a)units.it> Data: 20/Mag/2015 15:34 Oggetto: Concorso di ricercatore a tempo determinato Cc: Carissimi, Sull'Albo Ufficiale d'Ateneo (http://www.units.it/ateneo/albo/) il giorno 18/05/2015 ? stato pubblicato il bando relativo alla pubblica selezione per l'assunzione di un ricercatore a tempo determinato presso l?Universit? di Trieste, ai sensi dell'art. 24 della legge 30 dicembre 2010 n. 240, nel Settore concorsuale 13/D4 - Settore scientifico-disciplinare: SECS-S/06 (la registrazione all?albo porta il numero 395, il relativo Decreto ha il numero 427). Potresti per cortesia far circolare la notizia fra i soci? Grazie. Un caro saluto, a presto, Anna Rita

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Postdoc position in Gottingen
by Alessio Farcomeni 20 May '15

20 May '15

With apologies for cross-posting. Alessio

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Avviso di mini-corso :: Sartori@DSS (Scienze Statistiche, Sapienza)
by Pierpaolo Brutti 19 May '15

19 May '15

----------------------------------------------------------------------------- A v v i s o d i M i n i - C o r s o ----------------------------------------------------------------------------- Giovedì, 18 Giugno, ore 10:00-13:00 e 14:00-16:00 Venerdì, 19 Giugno, ore 10:00-13:00 e 14:00-16:00 ----------------------------------------------------------------------------- Aula VII (laboratorio informatica, piano terra) Dipartimento di Scienze Statistiche Sapienza Università di Roma NICOLA SARTORI (Dipartimento di Scienze Statistiche, Università di Padova) terrà un mini-corso rivolto principalmente (ma non solo) agli studenti di dottorato dal titolo L I K E L I H O O D A S Y M P T O T I C S Il corso è gratuito ma, dato il numero limitato di postazioni disponibili in laboratorio, tutti gli interessati sono invitati a **prenotarsi** compilando il seguente form on line: url: https://goo.gl/iw2k7J Al più tardi entro Mercoledì 3/6 verrà inviata conferma definitiva dell'effettiva disponibilità del posto richiesto all’indirizzo email fornito. Ovviamente “first come, first served”, con possibile piccolo bias (as usual) in favore di studenti di dottorato. ----------------------------------------------------------------------------- Maggiori informazioni sui seminari e mini-corsi presso il DSS sono consultabili a quest'indirizzo: http://goo.gl/Y6OQYm Saluti Pierpaolo Brutti --- Syllabus sintetico (esteso allegato): - Likelihood inference (first-order asymptotics) - Numerical and graphical aspects in R - Higher order asymptotics - Asymptotic theory for estimating equations and pseudolikelihoods

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Seminario PERIN (RGS, ADAMSS, CIMAB & Matematica Applicata)
by Giacomo Aletti 18 May '15

18 May '15

Con preghiera di diffusione tra tutti i possibili interessati, scusandomi per invii multipli. Cordialmente, Giacomo Aletti -------------- Nell'ambito dei Reading Group Seminars e del Seminario di Matematica Applicata, in collaborazione col centro ADAMSS e il CIMAB, il giorno lunedì 25 Maggio 2015, alle ore 14.30, nell'Aula C del Dipartimento di Matematica dell'Universita' degli Studi di Milano, Via C. Saldini, 50, Milano, "Information coding in vestibular hair cells" Paola PERIN University of Pavia Abstract: Hair cells are the mechanoreceptors in our auditory and vestibular systems. Vestibular afferent neurons are classified on the basis of their motion selectivity (direction, response to linear vs. angular motion), discharge regularity, gain and dynamics (tonic vs. phasic). The properties of vestibular hair cells and afferent fibers are optimized for the transduction for low frequency stimuli (head motion, mostly below 50 Hz). Moreover, vestibular hair cells display a resting transmitter release rate which is used to set a baseline: increases above resting discharge signal movements in one direction, decreases signal movements in the opposite direction. Whereas discharge regularity appears to be a postsynaptic property, afferent dynamics is determined presynaptically, but the mechanisms involved are still unclear. In our work we have recorded currents, voltages and release from vestibular hair cells from the frog utricle and built a model of a hair cell connected to an afferent fiber upon mechanical stimulation. Our results suggest that dynamics is affected by ion currents (especially BK and IA) whereas presynaptic release properties affect resting discharge but not postsynaptic dynamics. ================ Per chi volesse seguire il seminario in remoto ricordo inoltre che sarà possibile dopo aver segnalato il proprio interessamento entro le 12 del giorno del seminario. ================= Reading Group Seminars: The Reading Group Seminars (RGS) are organized within an open community of researchers interested in applying up to date mathematical modeling and data analysis approaches to the study of biological systems. The RGS take place at the Math. Department in Milan (via Saldini). Initiatives and updates are published on the website: http:// rgs.mat.unimi.it/.

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Seminario TARDELLA
by Matteo Ruggiero 15 May '15

15 May '15

**************************************************************** STATISTICS SEMINARS @ COLLEGIO CARLO ALBERTO **************************************************************** Venerdi 22 Maggio 2015 alle ore 12:00, presso l’Aula Rossa del Collegio Carlo Alberto, Moncalieri (TO), si terra' il seguente seminario: Luca TARDELLA (Università di Roma "La Sapienza”) FLEXIBLE BEHAVIORAL CAPTURE-RECAPTURE MODELLING Abstract: We develop some new strategies for building and fitting new flexible classes of para- metric capture-recapture models for closed populations which can be used to address a better understanding of behavioural patterns. We first rely on previous approaches based on a conditional probability parameterization and review how to regard a large subset of standard capture-recapture models as a suitable partitioning in equivalence classes of the full set of conditional probability parameters. We then propose a regression approach combined with the use of new suitable quan- tifications of the conditioning binary partial capture histories as a device for enlarging the scope of flexible behavioural models and also exploring the range of all possible partitions. We show how one can easily find unconditional MLE of such models within a generalized linear model framework. We illustrate the potential of our approach with the analysis of some known datasets and a simulation study. Tutti gli interessati sono invitati a partecipare. Il seminario e' organizzato dalla "de Castro" Statistics Initiative (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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de Finetti Risk Seminar - May 2015
by Emanuela Rosazza 14 May '15

14 May '15

On behalf of the Scientific Committee of the de Finetti Risk Seminars, we are glad to invite you to participate at the following Lecture Financial Models with Defaultable Numeraires Johannes Ruf University College London ABSTRACT Financial models are studied where each asset may potentially lose value relative to any other. To this end, the paradigm of a pre-determined nume raire is abandoned in favour of a symmet- rical point of view where all assets have equal priority. This approach yields novel versions of the Fundamental Theorems of Asset Pricing, which clarify and extend non-classical pricing formulas used in the financial community. Furthermore, conditioning on non-devaluation, each asset can serve as nume raire and a classical no-arbitrage condition be formulated. It is shown when and how these local conditions can be aggregated to a global no-arbitrage condition. Joint work with Travis Fisher and Sergio Pulido LOCATION: The seminar will be held on Wednesday, May 20, at 18.00, Aula di Rappresentanza, Dipartimento di Matematica, Università di Milano, Via Saldini 50, Milano. A refreshment will be offered at 17.30. Scientific Committee: 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. Simone Cerreia-Voglio (Univ. Bocconi) 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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Seminario di Probabilita' - Universita' di Padova
by alessandra bianchi 12 May '15

12 May '15

Ho il piacere di invitarvi al seguente seminario, che si terrà lunedì 18 maggio alle ore 14:30 nell'aula 2BC30 del Dipartimento di Matematica dell'Universita' degli Studi di Padova. SPEAKER: Stefan Grosskinsky (Mathematics Institute, University of Warwick) TITLE: Metastability in condensing zero-range processes ABSTRACT: We consider a zero-range process with jump rates decreasing with the occupation number, which is known to exhibit a condensation phenomenon where a finite fraction of all particles concentrates on a single lattice site. We derive a scaling limit for the asymptotic stationary dynamics of the condensate location in the thermodynamic limit on a one-dimensional torus. Our proof follows previously developed methods using potential theory and a martingale approach, which have been applied to zero-range processes on finite lattices. The main challenge and novelty of our paper arises from the absence of attractor states which complicates the proof of equilibration within metastable wells and requires a coupling argument to get uniform bounds on exit rates from wells. This is joint work with Ines Armendariz and Michalis Loulakis. -- Alessandra Bianchi Dip. di Matematica Università di Padova Via Trieste, 63 - 35121 Padova, Italy phone: +39 049 827 14 06 fax: +39 049 827 14 28 e-mail: bianchi(a)math.unipd.it http://www.math.unipd.it/~bianchi/

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Seminario di Petr Veverka a Pavia
by Carbone Raffaella 11 May '15

11 May '15

Cari colleghi, vi annuncio che giovedì 14 Maggio 2015, alle ore 15 precise, presso la sala conferenze dell’IMATI-CNR di Pavia, il Dr. Petr Veverka (Politecnico di Milano) terrà un seminario dal titolo: STOCHASTIC MAXIMUM PRINCIPLE FOR NEAR-OPTIMALITY AND ITS APPLICATION TO FORWARD-BACKWARD STOCHASTIC SYSTEMS WITH JUMPS Abstract. In the talk, Zhou's near-optimal stochastic maximum principle will be recalled and used for deriving the necessary and sufficient conditions for near-optimality of controlled nonlinear stochastic systems governed by Forward-Backward Stochastic Differential Equation with jumps. The result is a joint work of P.V., M. Hafayed and S. Abbas. -- Raffaella Carbone, PhD Ricercatore di Probabilità e Statistica Matematica Dipartimento di Matematica dell'Università degli Studi di Pavia

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Seminario Dott.Torrisi (presso Dip. Scienze Statistiche, Roma)
by Alessandro Degregorio 11 May '15

11 May '15

----------------------------------------------------------------------------- A v v i s o d i S e m i n a r i o ----------------------------------------------------------------------------- Venerdì 15 Maggio, ore 10,30 ----------------------------------------------------------------------------- Stanza 34 Dipartimento di Scienze Statistiche Sapienza Università di Roma Dott. Giovanni Luca Torrisi (CNR-Istituto per le Applicazioni del Calcolo) Title Probability approximation of spatial point processes Abstract: We give a quantitative Gaussian and Poisson approximation for the first chaos (or innovation) of spatial point processes with conditional intensity. To this aim we use a Malliavin-Stein-Chen approach. This method is essentially based on the following two steps. First, we provide an integration by parts (IBP) formula which relates the first chaos with the discrete Malliavin operator. Second, we derive the probability approximations by combining the IBP formula with the Stein and Chen methods. Our findings extend the corresponding results on the Poisson space due to Peccati, Solè, Taqqu and Utzet (2010) and Peccati (2011). The general bounds presented in this talk are applied to stationary, inhibitory and finite range Gibbs point processes with pair potential, providing explicit error bounds and quantitative limit theorems. Tutti gli interessati sono invitati a partecipare. Saluti Alessandro De Gregorio

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3 PhD programs in Mathematics in Rome
by Domenico Marinucci 08 May '15

08 May '15

Apologies for cross-posting Please forward to whom it might be interested *********************************************************** Starting this year the three public Universities of Rome (Roma La Sapienza, Roma Tor Vergata, Roma 3) are collaborating to create a unique global environment for PhD studies in Mathematics. There are a total of 19 fellowships available. More information and applications at http://www.rome-phd-math-programs.it All interested perspective PhD students are invited to apply. ***********************************************************

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International Conference in Venice - CALL FOR PAPERS - deadline 15th of May
by Monica Billio 07 May '15

07 May '15

14th INTERNATIONAL CONFERENCE C R E D I T 2015 *Societal Fault Lines and Credit Risk: The Impact of Current Economic, Institutional and Political Developments on Credit and Risk* Venice, Italy 1 - 2 October 2015 *GRETA Associati *(Venice, Italy), *Center on Sustainable Architecture for Finance (SAFE) at Goethe University Frankfurt* (Frankfurt, Germany), the *University of Zurich* (Zurich, Switzerland) and *Intesa Sanpaolo *(Milan, Italy) are co-sponsors of a Conference to be held in Venice on October 1-2, 2015. 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 *fourteenth* of a series dedicated to various aspects of credit risk. The organizers encourage submissions of papers on any topic within the overall theme of the conference and in the following areas in particular: * *Wealth inequality, firm financing and credit risk* o Is local wealth inequality affecting the quality of institutions and the choice over market versus bank finance, and thereby determining corporate finance and credit risk outcomes? * *Home ownership and credit risk* o Are measures promoting home ownership or financial innovations responding to an increase in ownership demand, for example, resulting in more credit risk? * *Collateral availability, credit and risk* o Is the availability of collateral determining credit granting and credit risk? * *Banking supervision and credit risk* o Is the level and quality of bank supervision leading to an optimal level of credit risk? o What is the impact of the institutional organization of banking supervision on credit risk? * *Central bank policies and credit risk* o Are monetary conditions drivers of bank credit risk taking? Under all circumstances? The Scientific Committee for the Conference consists of: *Steven Ongena*, University of Zurich, Programme Chair *Mark Carey, *Board of Governors of the Federal Reserve System *Hans Degryse*, KU Leuven *Jan Krahnen*, Goethe University *André Lucas*, VU University Amsterdam *Loriana Pelizzon*, Ca Foscari University of Venice and Goethe University *Stephen Schaefer*, London Business School The final program will include both submitted and invited papers. Acceptances received from invited speakers include *Viral Acharya* (New York University), *Mark Carey* (Board of Governors of the Federal Reserve System), *Hayne Leland* (University of California, Berkeley), *Jean Charles Rochet* (University of Zurich) and *Vikrant Vig* (London Business School). The Conference will also feature a panel discussion on researchers' and practitioners' views of the major outstanding problems. CALL FOR PAPERS Those wishing to present a paper at the Conference should submit by *May 15, 2015 *to the address given below (preferably in electronic format). Please indicate to whom correspondence should be addressed. Decisions regarding acceptance will be made by *July 10, 2015*. The final version of accepted papers must be received by August 31, 2015. Please send papers to: GRETA Associati San Polo, 2605 - 30125 Venice, ITALY Phone : +39 041 5238178 - Fax : +39 041 5286166 e-mail: credit(a)greta.it <mailto:credit@greta.it>

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Fwd: Announcing Workshop Disordered Models in Mathematical Physics
by Francesco Caravenna 06 May '15

06 May '15

> Da: Leonardo Rolla <leonardo.rolla(a)gmail.com> > Oggetto: I: Announcing Workshop Disordered Models in Mathematical Physics > Data: 04 maggio 2015 18:28:07 GMT+02:00 > A: undisclosed-recipients:; > > > Dear colleagues and friends, > > Please find below the announcement of the workshop Disordered Models of Mathematical Physics. > > Feel free to pass it forward. > > Many thanks, > Leo > > > ---------- Forwarded message ---------- > From: Joaquín Fontbona <fontbona(a)dim.uchile.cl> > Date: Wed, Apr 8, 2015 at 3:37 PM > Subject: Announcing Workshop Disordered Models in Mathematical Physics > > Dear colleagues and friends, > > We are pleased to announce the workshop Disordered Models of Mathematical Physics, which will take place in July 21-24, 2015, in Valparaíso, Chile. This workshop is a Satellite Meeting of the XVIII International Congress on Mathematical Physics, which will take place in Santiago, Chile, between July 27 and August 1, 2015. > > The main focus of the workshop will be recent developments in probabilistic models arising from problems in mathematical physics. The meeting is sponsored by Nucleus Millenium Stochastic Models of Complex and Disordered Systems together with the Center for Mathematical Modeling – U. de Chile and the Faculty of Mathematics – PUC. > > > CONFIRMED SPEAKERS > Elie Aïdékon (U. Paris 6) > Daniel Ahlberg (IMPA) > Louis-Pierre Arguin (U. Montréal) > Antonio Auffinger (Northwestern U.) > Yuri Bakhtin (Courant I.) > Paul Bourgade (Courant I.) > Anton Bovier (U. Bonn) > Nicolas Curien (U. Paris-Sud) > Pablo Ferrari (U. Buenos Aires) > Leonid Koralov (U. Maryland) > Davar Khoshnevisan (U. Utah) > Brian Rider (Temple U.) > Leonardo Rolla (U. Buenos Aires) > Arnab Sen (U. Minnesota) > Alexandre Stauffer (U. Bath) > Laurent Tournier (U. Paris 13) > Maria Eulalia Vares (U. F. Rio de Janeiro) > Jun Yin (U. Wisconsin-Madison) > Ofer Zeitouni (Courant I. / Weizmann I.) > > SCIENTIFIC COMMITTEE: Charles Newman (Courant I.), Jeremy Quastel (U. Toronto), Vladas Sidoravicius (IMPA). > > ORGANIZING COMMITTEE: Joaquín Fontbona (U. Chile), Gregorio Moreno (PUC), Alejandro Ramírez (PUC) and Daniel Remenik (U. Chile). > > > We expect to have partial funding for students and young researchers (specially from Latin America) interested in attending the workshop. More details about this will be included in a future announcement. We suggest those who are interested to write to dmmp2015(a)dim.uchile.cl or any of the organizers. > For more details about the workshop you can visit http://eventos.cmm.uchile.cl/dmmp2015/, which we will be updating regularly with information about speakers, program, hotels, etc. > > We hope to see you in Valparaíso! > > Organizing committee > > -- _________________________________________ 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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2 seminari di Andreas Kyprianou
by Matteo Ruggiero 06 May '15

06 May '15

****************************************************************** LAGRANGE LECTURES meet STATISTICS SEMINARS ****************************************************************** Nell’ambito: - delle Lezioni Lagrangiane del Dipartimento di Matematica "G. Peano” dell'Università di Torino; - della Statistics Seminar Series del Collegio Carlo Alberto; ANDREAS KYPRIANOU (University of Bath) terrà due seminari dal titolo DEEP FACTORISATION OF THE STABLE PROCESS I due seminari sono organizzati come consecutivi, il primo più divulgativo e il secondo fruibile da un pubblico più esperto anche senza aver seguito il primo, e si svolgeranno rispettivamente - Giovedì 14 Maggio 2015, ore 15.00, Aula Magna, Dipartimento di Matematica, Via Carlo Alberto 10, Torino - Venerdì 15 Maggio 2015, ore 11.30, Aula Rossa, Collegio Carlo Alberto, via Real Collegio 30, Moncalieri Tutti gli interessati sono invitati a partecipare. I seminari sono organizzati - dal Dipartimento di Matematica "G. Peano” dell’Università di Torino - dalla "de Castro" Statistics Initiative (http://www.carloalberto.org/stats) in collaborazione con il Collegio Carlo Alberto. Segue l’abstract del doppio seminario. Cordiali saluti, Matteo Ruggiero (Università di Torino e Collegio Carlo Alberto) Laura Sacerdote (Università di Torino) Abstract: The Lamperti-Kiu transformation for real-valued self-similar Markov processes (rssMp) states that, associated to each rssMp via a space-time transformation, is a Markov additive process (MAP). In the case that the rssMp is taken to be an α-stable process with α ∈ (0,2), the characteristics of the matrix exponent of the semi-group of the embedded MAP (the Lamperti-stable MAP) are computed. Specifically, the matrix exponent of the Lamperti-stable MAP’s transition semi-group can be written in a compact form using only gamma functions. Just as with Lévy processes, there exists a factorisation of the (matrix) exponents of MAPs, with each of the two factors uniquely characterising the ascending and descending ladder processes, which themselves are again MAPs. To our knowledge, not a single example of such a factorisation currently exists in the literature. In this talk we provide a completely explicit Wiener-Hopf factorisation for the Lamperti-stable MAP. As a consequence of our methodology, we also get additional new results concerning space-time invariance properties of stable processes. --- Matteo Ruggiero University of Torino and Collegio Carlo Alberto www.matteoruggiero.it

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Seminario Prof. Y. Rinott a ROMA 1
by Nappo, Giovanna 06 May '15

06 May '15

********************************************************************* SEMINARIO DI PROBABILITA' E STATISTICA MATEMATICA ******************************************************************** DIPARTIMENTO DI MATEMATICA UNIVERSITA' LA SAPIENZA DI ROMA ******************************************************************** piazzale Aldo Moro 2, 00185 Roma ******************************************************************* Yosi Rinott (The Hebrew University of Jerusalem and LUISS) Title: On Measuring and Comparing Usefulness of Statistical Models Aula di Consiglio del Dipartimento di Matematica Venerdi' 8 maggio, ore 14,30 Abstract: Statistical models in econometrics, biology, and most other areas, should not be expected to be "correct", and often are not very accurate, but may still be useful. The choice of a model for the analysis of data depends on the purpose of the analysis, the nature of the data, and also on the sample or data size. Erev, Roth, Slonim and Barron (2007) [Economic Theory, 33, 29–51] studied models for prediction of future play in game-theoretic experiments and proposed an approach for quantification of the value of a model. Combining ideas from the latter article and the well-known AIC criterion, we propose another quantification of the chosen model's relative predictive value, which depends on the data and its size. Our research was first motivated by data from experimental economics, and we also study the Hardy-Weinberg model in biology. Joint work with David Azriel ************************************************************************************* Tutti gli interessanti sono invitati a partecipare. Giovanna Nappo

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Seminario ANDREAS KYPRIANOU
by Federico Polito 06 May '15

06 May '15

********************************************************************* SEMINARI DI PROBABILITA' E STATISTICA MATEMATICA DIPARTIMENTO DI MATEMATICA "G. PEANO" UNIVERSITA' DEGLI STUDI DI TORINO ********************************************************************* Nell'ambito delle "Lezioni Lagrangiane" del Dipartimento di Matematica "G. Peano", Università degli Studi di Torino, Via Carlo Alberto 10, giovedì 14 Maggio 2015 alle ore 15:00 in Aula Magna, Il Prof _ANDREAS KYPRIANOU_ (Department of Mathematical Sciences, University of Bath) terrà un seminario dal titolo _DEEP FACTORISATION OF THE STABLE PROCESS_ Abstract: The Lamperti-Kiu transformation for real-valued self-similar Markov processes (rssMp) states that, associated to each rssMp via a space-time transformation, is a Markov additive process (MAP). In the case that the rssMp is taken to be an α-stable process with α ∈ (0,2), the characteristics of the matrix exponent of the semi-group of the embedded MAP (the Lamperti-stable MAP) are computed. Specifically, the matrix exponent of the Lamperti-stable MAP’s transition semi-group can be written in a compact form using only gamma functions. Just as with Lévy processes, there exists a factorisation of the (matrix) exponents of MAPs, with each of the two factors uniquely characterising the ascending and descending ladder processes, which themselves are again MAPs. To our knowledge, not a single example of such a factorisation currently exists in the literature. In this talk we provide a completely explicit Wiener-Hopf factorisation for the Lamperti-stable MAP. As a consequence of our methodology, we also get additional new results concerning space-time invariance properties of stable processes. Tutti gli interessati sono invitati a partecipare. -- Federico Polito Department of Mathematics University of Torino Via Carlo Alberto, 10 10123, Torino, Italy Email: federico.polito(a)unito.it Tel: +39 011 6702937 Web: www.federicopolito.it

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(senza oggetto)
by Mariani, Mauro 06 May '15

06 May '15

Cari amici vi invito a partecipare al seminario di Max Fathi (Università di Parigi Jussieu) presso il dipartimento di matematica dell'università di Roma La Sapienza (sito in piazzale Aldo Moro 5, Roma), i cui dettagli sono riportati di seguito. A presto Mauro Mariani Data ed aula: lunedì 11 maggio, ore 14:30, aula di consiglio (primo piano) Titolo: A gradient flow approach to large deviations for diffusion processes Sunto: In the 80s, De Giorgi introduced the notion of abstract gradient flows, which allowed to define a notion of solutions to ordinary differential equations of the form x' = −grad F(x) on metric spaces (rather than Riemannian manifolds for the usual definition). In 2005, Ambrosio, Gigli and Savare showed that when we consider the space of probability measures on R d endowed with the Wasserstein metric, this notion allows to give an alternate formulation for Fokker-Planck equations. These equations are the PDEs whose solutions are the flow of marginals of solutions of stochastic differential equations of the form dX = −grad H(X)dt + dB . In this talk, I will explain how we can use this notion to study large deviations for sequences of SDEs. The main result is that proving a large deviation principle is equivalent to studying the limit of a sequence of functionals that appear in the abstract gradient flow formulation for Fokker-Planck equations. As an application, I will show how to obtain large deviations from the hydrodynamic scaling limit for a system of interacting continuous spins in a random environment.

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Rettifica data e ora seminario di Thomas Richthammer a Roma Tre
by Pietro Caputo 06 May '15

06 May '15

Prof. Thomas Richthammer (Univ. Hildesheim) Title: The variance of particle positions in the hard disk model When: Giovedi' 14 Maggio 2015 ORE 14:00 Where: Dipartimento di Matematica e Fisica Universita' degli Studi Roma Tre AULA 311 (SEMINARI) Largo San L. Murialdo,1 Abstract: The hard disk model describes random configurations of disks in the plane, interacting only via hard core exclusion. It is believed that the model exhibits a weak form of crystallization for large activity (i.e. high particle density). In spite of its simplicity, there are only very few rigorous results on the hard disk model. I will present a very recent result which can be interpreted as a lower bound on the variance of particle positions in terms of the size of the system. The result is obtained via a certain tansformation on particle configurations. It builds on an earlier result concerning the absence of positional order.

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Convegno in onore di Patrizia Berti - Programma e Pagina web
by Fabrizio Leisen 05 May '15

05 May '15

Gentili Colleghi, con grande piacere vi segnalo(per la seconda volta) il seguente convegno organizzato in onore della Prof. ssa Patrizia Berti: Alcuni argomenti di Probabilita', Statistica e Teoria della Misura Modena, 8-9 giugno 2015 Il programma del convegno é disponibile alla seguente pagina web: https://sites.google.com/site/convegnoprofpatriziaberti/ con alcune utili informazioni. Anche se la partecipazione al convegno é gratuita, vi chiediamo gentilmente di inviare una mail al comitato organizzatore per confermare la vostra presenza(vedi pagina web). Un cordiale saluto, Fabrizio Leisen, Pietro Rigo, Emanuele Dolera -- Fabrizio Leisen Senior Lecturer in Statistics School of Mathematics, Statistics and Actuarial Sciences Cornwallis Building, University of Kent, Canterbury, CT2 7NF http://www.kent.ac.uk/smsas/statistics/our-people/profiles/leisen_fabrizio.… http://sites.google.com/site/fabrizioleisen/

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Seminario Prof. Penson (presso Dip. Scienze Statistiche, Roma)
by Alessandro Degregorio 05 May '15

05 May '15

----------------------------------------------------------------------------- A v v i s o d i S e m i n a r i o ----------------------------------------------------------------------------- Venerdì 8 Maggio, ore 11 ----------------------------------------------------------------------------- Stanza 34 Dipartimento di Scienze Statistiche Sapienza Università di Roma PROF. K.A. PENSON (Theoretical Physics, Sorbonne, Univ. Paris VI, France) terrà un seminario dal titolo: *PROBABILISTIC AND FREE-PROBABILISTIC PROPERTIES OF 2D CONSTELLATION NUMBERS* *Abstract:* After a short introduction about the properties of classical Catalan numbers and their role in Physics we shall dwell on a certain quite vast generalisation of Catalan numbers called the constellation numbers. We solve exactly the Hausdorff moment problem for these numbers and provide explicit expressions for appropriate positive weight functions. For certain values of parameters we analyse the properties of these solutions from the point of view of the free probability, and demonstrate their infinite divisibility with respect to the free additive convolution. We introduce the idea of fractional constellation numbers and provide complete solutions to this particular case. Tutti gli interessati sono invitati a partecipare. Saluti Alessandro De Gregorio

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Seminario di Yinon Spinka a Roma Tre
by Pietro Caputo 05 May '15

05 May '15

Yinon Spinka (Tel Aviv) Title: Long-range order in random 3-colorings When: Martedi' 19 Maggio 2015 ORE 14:00 Where: Dipartimento di Matematica e Fisica Universita' degli Studi Roma Tre AULA 311 (SEMINARI), Largo San L. Murialdo, 1 Abstract: We study the anti-ferromagnetic 3-state Potts model of statistical physics. In this model, one samples a random coloring of a box in Z^d with 3 colors, with the probability of a coloring f being proportional to exp(-beta*N(f)), where beta>0 is a parameter (representing the inverse temperature) and N(f) is the number of edges connecting vertices colored with the same color. Our main result is that in high dimensions and low temperature (large beta), a sampled coloring will typically exhibit long-range order, placing the same color at most of either the even or odd vertices of the box. This extends previous work of Galvin, Kahn, Peled, Randall and Sorkin. The main ingredient in our proof is a new structure theorem for 3-colorings which characterizes the ways in which different "phases" may interact, putting special emphasis on the role of edges connecting vertices of the same color. We also discuss several related conjectures. No background in statistical physics will be assumed and all terms will be explained. Joint work with Ohad Feldheim.

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Seminario di Quentin Berger a Roma Tre
by Pietro Caputo 05 May '15

05 May '15

Prof. Quentin Berger (Universita' Parigi 6) When: Mercoledi 13 maggio ore 11, Where: Aula 211, Pal. C Dip. Matematica e Fisica, RomaTre, Largo San L. Murialdo, 1 - 00146 Roma Title: Disorder relevance for the pinning model (joint work with Hubert Lacoin) Abstract: A central question in the study of disordered systems (and in particular of their phase transition) is that of disorder relevance: one wants to determine whether an arbitrarily small quantity of disorder affects or not the critical behavior of the system. The physicist Harris provided a simple and general criterion to know whether disorder was relevant or irrelevant for a given d-dimensional system. In this talk, we will introduce the pinning model, a family of disordered systems, which has attracted much attention in the past decade: it considers a 1-dimensional polymer chain interacting with an inhomogeneous defect line, undergoing a localization phase transition. For this model, Harris' prediction has been rigorously proved, but the marginal case (for which Harris criterion gives no prediction) was partially left open. We will present here a necessary and sufficient condition for disorder relevance for the pinning model, solving completely the question for this model.

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Seminario di Thomas Richthammer a Roma Tre
by Pietro Caputo 05 May '15

05 May '15

Prof. Thomas Richthammer (Univ. Hildesheim) Title: The variance of particle positions in the hard disk model When: Martedi' 12 Maggio 2015 ORE 15:00 Where: Dipartimento di Matematica e Fisica Universita' degli Studi Roma Tre AULA 311 (SEMINARI) Largo San L. Murialdo,1 Abstract: The hard disk model describes random configurations of disks in the plane, interacting only via hard core exclusion. It is believed that the model exhibits a weak form of crystallization for large activity (i.e. high particle density). In spite of its simplicity, there are only very few rigorous results on the hard disk model. I will present a very recent result which can be interpreted as a lower bound on the variance of particle positions in terms of the size of the system. The result is obtained via a certain tansformation on particle configurations. It builds on an earlier result concerning the absence of positional order.

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Mini courses announcement: numerical approaches for SDE, Statistics and Finance [ Dr. Michele Bonollo - Iason Ltd ]
by Luca di persio 04 May '15

04 May '15

Dr. Michele Bonollo [ Iason Ltd. ] will give two mini courses on SDE and Statistics, both from an applicative/numerical point of view, at the Department of Computer Science of the University of Verona. The courses will be divided as follows - *24h * SDE, *8h* Statistics and they will be developed according to the following (tentative) calendar - Wed May 6 16.30-18-30 2 h - Mon May 11 14.30-18.30 4 h - Mon May 18 14.30-18.30 4 h (STAT) - Wed May 20 16.30-18.30 2 h - Mon May 25 14.30-18.30 4 h - Wed May 27 14.30-18.30 4 h (STAT) - Wed June 3 14.30-18.30 4 h - Mon June 8 14.30-18.30 4 h - Wed June 10 16.30-18.30 4h Covered topics will include SDE Topics - SDE and Closed form solutions: Black and Sholes model review - SDE Approximations: from the Eulero scheme to some higher order techniques. Weak and strong convergence definitions - The stochastic processes simulation - Discrete space and discrete state processes: the trees approaches versus the diffusion perspective - Some Brownian motion useful functionals: first hitting time, occupation time, - Application 1: Exotic derivative evaluation - Application 2: full evalution of VaR versus Delta-Gamma-Vega VaR - The compound Poisson process and the Operational VaR estimation STAT Topics - Parameter Estimation and Calibration review - Volatility surface: tricks and practical problems - Principal Component Analysis: applications to the term structure and to the volatility surface All the lessons will be given here https://goo.gl/maps/Yx2JU Strada le Grazie, 15 - 37134 Verona VR Ca' Vignal 2 and they will start in Room M. Do not hesitate to contact me for further details: luca.dipersio(a)univr.it __ Luca Di Persio - PhD assistant professor of Probability and Mathematical Finance Dept. Informatics University of Verona strada le Grazie 15 - 37134 Verona - Italy Tel : +39 045 802 7968 Dept. Math University of Trento V. Sommarive, 14 - 38123 Povo - Italy Tel : +39 0461 281686

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No Free Lunch Seminar by Prof. Massimiliano Caporin, Wed May 6 1:00 PM Aula Bianchi @ SNS
by Giacomo Bormetti 04 May '15

04 May '15

Dear all, Wednesday May 6 2015, 1:00 PM in Aula Bianchi, Scuola Normale Superiore Pisa Massimiliano Caporin Department of Economics and Management "Marco Fanno" - Università di Padova will deliver the seminar "The impact of network connectivity on factor exposures, asset pricing and portfolio diversification" Abstract: The need for understanding the propagation mechanisms behind the recent financial crises lead the increased interest for works associated with asset interconnections. In this framework, network-based methods have been used to infer from data the linkages between institutions. In this paper, we elaborate on this and make a step forward by introducing network linkages into linear factor models. Networks are used to infer the exogenous and contemporaneous links across assets, and impacts on several dimensions: network exposures act as in inflating factor for systematic exposure to common factors with implications for pricing; the power of diversication is reduced by the presence of network connections; in the presence of network links a misspecied traditional linear factor model provides residuals that are correlated and heteroskedastic. We support our claims with an extensive simulation experiment. Joint work with Monica Billio, Roberto Panzica, and Loriana Pelizzon. All interested people are kindly invited. Best, Giacomo -- Giacomo Bormetti Assistant Professor of Financial Mathematics -------------------------- Faculty of Mathematical and Natural Sciences Scuola Normale Superiore Pisa Piazza dei Cavalieri, 7 56126 Pisa - Italy email: giacomo.bormetti(a)sns.it http://mathfinance.sns.it/index.php/people/41-group-members/51-giacomo-borm… phone: +39 050 509248

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Seminari di Eckhard Platen all'Università di Firenze
by Giacomo Scandolo 04 May '15

04 May '15

Ricordo che il Prof. Eckhard PLATEN (University of Technology, Sydney) questa settimana terrà due seminari presso il Dipartimento di Scienze per l'Economia e l'Impresa Edificio D6, via delle Pandette, 32, Firenze Tutti gli interessati sono invitati a partecipare ============================================================= Giovedì 7 Maggio, 10.00-12.00, aula D6/105 ''Numerical Solutions of Stochastic Differential Equations with Jumps in Finance '' Abstract. In financial and actuarial modelling and other areas of application, stochastic differential equations with jumps have been employed to describe the dynamics of various state variables. The numerical solution of such equations is more complex than that of those only driven by Brownian motions. The aim of this lecture is to present various numerical methods used in quantitative finance for models involving stochastic differential equations with jumps. It emphasises mathematical concepts, techniques and intuition crucial for modern numerical methods in derivative pricing and risk management. Questions of numerical stability and convergence will be discussed. Several recent results will be presented on higher-order methods for scenario and Monte Carlo simulation, including implicit, predictor corrector and extrapolation methods. ============================================================= Venerdì 8 Maggio, 10.00-12.00, aula D6/013 "A Benchmark Approach to Finance " Abstract. This lecture introduces into the benchmark approach, which provides a generalized framework for financial market modelling. It allows for a unified treatment of derivative pricing, portfolio optimization and risk management. It extends beyond the classical asset pricing theories, with significant differences emerging for extreme maturity contracts and risk measures relevant to pensions and insurance. The Law of the Minimal Price will be presented for derivative pricing. A Naïve Diversification Theorem allows forming a proxy for the numeraire portfolio. The richer modelling framework of the benchmark approach leads to the derivation of tractable, realistic models under the real world probability measure. It will be explained how the approach differs from the classical risk neutral approach. Examples on long term and extreme maturity derivatives demonstrate the important fact that a range of contracts can be less expensively priced and hedged than suggested by classical theory. --- Questa e-mail è priva di virus e malware perché è attiva la protezione avast! Antivirus. http://www.avast.com

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Annuncio di seminario
by Tiziano Vargiolu 04 May '15

04 May '15

ANNUNCIO DI SEMINARIO Il Prof. Eckhard Platen, professore alla University of Technology di Sydney ed attuale Presidente della Bachelier Finance Society, terra' il seguente seminario dalle 14.30 alle 15.30 del martedi' 5 maggio in aula 2BC60 del Dipartimento di Matematica, via Trieste 63, Padova. (Si noti lo spostamento dalla originale aula 2AB40 alla 2BC60) Referente: W. Runggaldier __________________ TITLE: BENCHMARKED RISK MINIMIZATION ABSTRACT: The paper discusses the problem of hedging not perfectly replicable contingent claims by using a benchmark, the numeraire portfolio, as reference unit. The proposed concept of benchmarked risk minimization generalizes classical risk minimization, pioneered by Foellmer, Sondermann and Schweizer. The latter relies on a quadratic criterion, requesting the square integrability of contingent claims and the existence of an equivalent risk neutral probability measure. The proposed concept of benchmarked risk minimization avoids these restrictive assumptions. It employs the real world probability measure as pricing measure and identifies the minimal possible price for the hedgeable part of a contingent claim. Furthermore, the resulting benchmarked profit and loss is only driven by nontraded uncertainty and forms a martingale that starts at zero. Benchmarked profit and losses, when pooled and sufficiently independent, become in total negligible. This property is highly desirable from a risk management point of view. It is making asymptotically benchmarked risk minimization the least expensive method for pricing and hedging of an increasing number of not fully replicable benchmarked contingent claims. (Joint work with Ke Du.)

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Workshop announcement
by Paolo Dai Pra 30 Apr '15

30 Apr '15

NEW CHALLENGES IN RECIPROCAL PROCESSES, SCHRODINGER BRIDGES AND OPTIMAL TRANSPORT WITH APPLICATION TO CONTROL ENGINEERING PROBLEMS FOR CLASSICAL AND QUANTUM SYSTEMS Organizers: Paolo Dai Pra, Michele Pavon and Francesco Ticozzi The workshop will take place at the Department of Mathematics, University of Padova, via Trieste 63, 35131 Padova, on Friday May 29th, 2015 in rooms 1BC45 (morning) and 1BC50 (afternoon). TALKS: Yongxin Chen (Department of Electrical and Computer Engineering University of Minnesota): Schrodinger bridges and the steering of stochastic and deterministic systems Giovanni Conforti (Institut fur Mathematik, Universitat Potsdam): Reciprocal characteristics, lattices, and concentration of measure Markus Fischer (Department of Mathematics University of Padova): On large deviations for the empirical measures of weakly interacting systems Tryphon T. Georgiou (Department of Electrical and Computer Engineering University of Minnesota): The Hilbert metric and Schro ̈dinger bridges Christian Leonard (Departement de Mathematiques et Informatique Universite ́ Paris Ouest): Looking at the Schrodinger problem with calculus of variations in mind Sylvie Roelly (Institut fur Mathematik, Universitat Potsdam): A stochastic analysis approach for the characterization of reciprocal classes: the case of Brow- nian diffusions and of compound Poisson processes. Francesco Ticozzi (Department of Information Engineering University of Padova): A walk to symmetrization via a Schroedingers bridge Lorenza Viola (Department of Physics and Astronomy Dartmouth College): TBC More details are contained in the attachment. Please do not hesitate to contact me for further details: daipra(a)math.unipd.it 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 Università di Milano-Bicocca
by federica.masiero＠unimib.it 29 Apr '15

29 Apr '15

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Seminario Universita' La Sapienza Roma
by Faggionato, Alessandra 29 Apr '15

29 Apr '15

SEMINARIO DI PROBABILITA' E FISICA STATISTICA Giovedi' 7 Maggio, ore 14.30 , in Aula B (Dipartimento di Matematica. Univ.La Sapienza, Roma) Speaker: Andrea Puglisi (Istituto dei Sistemi Complessi, Sapienza) Title: Dynamics of an intruder in a granular fluid: from dilute to dense experiments. A single experimental setup is the occasion for a tour into many issues in non-equilibrium statistical mechanics. In the experiment, a rotating intruder performs a Brownian-like dynamics under the influence of collisions with a shaken granular media. Dissipations in the form of inelastic collisions and dry tangential friction make the system inherently out of equilibrium. When the granular medium is diluted, the results agree with a Boltzmann-Lorentz description which, in the large mass limit, is well approximated by a Fokker-Planck equation for a Ornstein-Uhlenbeck process with Coulomb friction. When the intruder is shaped so as to break the symmetry under rotation-inversion, an average drift ("ratchet" or "motor" effect) is observed, with properties depending on the dominant dissipation: friction or inelastic collisions. When the density of the surrounding medium increases, non-Markovian effects appear. The first consequence is a violation of the Einstein relation which - near equilibrium - describes the linear response to a small force provided by an external motor. The analysis of a generalized flctuation-dissipation relation explains the nature of the violation: a joint effect of dissipation and coupling with the dense flid. When the density is increased further and the jamming transition is approached, anomalous diffusion appears in the form of transient cage effects (subdiffusion) and - more surprisingly - superfdiffusion at large times. -- Prof. Alessandra Faggionato Department of Mathematics University La Sapienza Piazzale A. Moro, 2 00186 Rome - Italy

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Grants for PhD International Students, University of Padova
by Patrizia Piacentini - PhD 28 Apr '15

28 Apr '15

For the academic year 2015/2016 the University of Padova, Italy, offers 15 research fellowships for foreign (non Italian) students to attend Doctoral/International Courses - Deadline: 29 May 2015 - The call for application is available at the following address: http://www.unipd.it/en/node/1053 The announcement concerns a limited number of fully funded grants for foreign (non-Italian) graduate students to be awarded on the basis of qualifications only and requiring no entry examination. The grants include all University and Department fees, full board at the University accommodation and provide an additional personal scholarship of 13.638,47 € per year for a total of 3 years. Doctoral courses presumably start on October 1st, 2015 and will end on September 31st, 2018. Application is to be made following carefully the instructions in the announcement. The PhD Course in Statistics ( http://www.stat.unipd.it/fare-ricerca/dottorato-di-ricerca ) highly encourages foreign students to apply for admission. All lectures are given in English. Interested applicants are invited to contact the Course Coordinator (dottorato(a)stat.unipd.it) for any advice. Some summary information about grants and admission procedures for foreign students can be found at http://www.stat.unipd.it/fare-ricerca/ammissione. Prof. Monica Chiogna Coordinator Phd Course in Statistics University of Padova Italy

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1 Ph.D. position - Epidemiology/Statistical Medicine - University of Verona, Italy
by Alessandro Marcon 27 Apr '15

27 Apr '15

/To all concerned - please circulate:/ The call for applications to doctoral programs in *Applied Life and Health Sciences *(Dottorato in Scienze Applicate della Vita e della Salute)*, *XXXI cycle, at the University of Verona, Italy, has been published. The call is available at: http://www.dsvr.univr.it/?ent=iscrizionecs&cs=634&lang=it The applicant will be involved in epidemiological research in the filed of chronic respiratory diseases (asthma, rhinitis, COPD - chronic obstructive pulmonary disease). Applicants will have a degree (master degree or equivalent) in: Statistical Sciences, Computer Science, Bioinformatics, Mathematics, Medicine and Surgery, Biology, Biotechnology, Pharmacy, Pharmaceutical Chemistry and Technology , … Contact: roberta.vesentini(a)univr.it Duration: 3 years Workplace : University of Verona (Strada Le Grazie, 8) Deadline for application: 12 June 2015 My kindest regards, Alessandro Marcon -- Alessandro Marcon, PhD Unit of Epidemiology & Medical Statistics Department of Public Health and Community Medicine University of Verona

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Early Stage Research Fellowship 2016
by Massimo Campanino 26 Apr '15

26 Apr '15

Early Stage Research Fellowship 2016 Bando per borsa di studio Protocollo: Decree April 13, 2015, n.14 Pubblicato il: 15/04/2015 Scadenza presentazione domande: 30/05/2015 - 23:55 Aggiornamento del 20/04/2015: Il bando online riporta la versione corretta e aggiornata. Restano invariate le scadenze e le modalità di presentazione della domanda. Bando per l'assegnazione di due borse annuali per giovani ricercatori internazionali. I candidati dovranno ricevere un invito da un docente o ricercatore dell'Università di Bologna che svolgerà il ruolo di supervisore e garantirà l'accesso alle strutture di ricerca. ISA offre ai ricercatori selezionati: alloggio: un miniappartamento presso il Residence Terzo Millennio Bologna, sito in via Miliani, 7/2, quartiere Borgo Panigale; Fellows room: un’attrezzata sala per studio e lettura in Palazzo Paleotti, via Zamboni 25, cuore della zona universitaria; un contributo economico: la borsa di studio annuale di Euro 15.600,00, al lordo di tutti gli oneri fiscali e previdenziali a carico del percipiente e a carico dell’ente. Le candidature dovranno essere presentate esclusivamente mediante modalità telematica accedendo al sito Internet: https://personale.unibo.it, previa procedura di registrazione personale come da istruzioni indicate nella stessa procedura web. Il termine ultimo per la presentazione delle domande è fissato a pena di esclusione alle ore 23:55 del giorno 30.05.2015.

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PhD course on Bayesian Statistics: modelling, computation and testing
by Consonni Guido 24 Apr '15

24 Apr '15

??? PhD in Statistics and Mathematics for Finance Università Bicocca, Milano http://www.dismeq.unimib.it/Default.asp?idPagine=765&funzione=&lingua=ING May-June, 2015 Bayesian Statistics: modelling, computation and testing Ioannis Ntzoufras; Valen Johnson Per maggiori dettagli si veda la locandina allegata. Guido Consonni Dipartimento di Scienze Statistiche Università Cattolica del Sacro Cuore Largo Gemelli, 1 20123 Milano http://docenti.unicatt.it/eng/guido_consonni/ Tel 02 7234 3049 ________________________________ Ricerca, Formazione, Assistenza, Cooperazione e Sviluppo: 5 ragioni per metterci la firma. Sottoscrivi il tuo 5 per mille a favore dell'Università Cattolica e ci aiuterai a sostenere borse di studio, ricerca scientifica, progetti medico-assistenziali e sociali dell'Ateneo e del Policlinico "A. Gemelli". Info: www.unicatt.it/5permille<http://www.unicatt.it/5permille/> ________________________________

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Junior female researchers in probability - Berlin
by Alessandra Cipriani 24 Apr '15

24 Apr '15

Dear colleagues, we would like to draw your attention to our upcoming conference for "Junior female researchers in probability" in Berlin, 22- 23 October 2015 . The aim of this workshop is to promote young female researchers by giving them an opportunity to present their own work, and hear distinguished mathematicians who can inspire them to pursue a fulfilling career in probability. Invited speakers are: Kavita Ramanan (Brown University) Nadia Sidorova (UC London) Christa Cuchiero (U. Vienna) Hanna Doering (U. Osnabrueck) Zorana Grbac (U. Paris Diderot) Hao Wu (MIT) Female participants are invited to submit abstracts for contributed talks, and may apply for (limited) financial support. Of course participation of men is very welcome, but presentations and financial support are reserved for ladies. Please pass this information on to interested PhD students and postdocs. More details can be found on our website http://wias-berlin.de/people/cipriani/JFR15/ . Best regards, Peter Bank, Alessandra Cipriani, Noemi Kurt

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Fwd: Annuncio Seminario Vlad Bally - 27 Aprile - Tor Vergata
by Claudio Durastanti 24 Apr '15

24 Apr '15

Ciclo di Seminari - Progetto ERC grant PASCAL (Probabilistic and Statistical Techniques for Cosmological Applications) Lunedì 27 aprile - ore 14 - aula D'Antoni Speaker Vlad Bally, Universite' Paris-Est LAMA, INRIA title: Convergence and regularity of probability laws by using an interpolation method Abstract: In a recent paper, Fournier and Printems establish a methodology which allows to rove the absolute continuity of the law of the solution of some stochastic equations with Holder continuous coefficients. This is of course out of reach by using already classical probabilistic methods based on Malliavin calculus. In this context, Debussche and Romito employ some Besov space technics in order to substantially improve the result of Fournier and Printems. In this talk we show that this kind of problem naturally fits in the framework of interpolation spaces: we prove an interpolation inequality which allows to state (and even to slightly improve) the above absolute continuity result. Moreover it turns out that the above interpolation inequality has applications in a completely different framework: we use it in order to estimate the error in total variance distance in some convergence theorems. Tutti gli interessati sono invitati a partecipare. Cordiali saluti, Claudio Durastanti

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Fwd: Oberwolfach Seminar on homogenization
by Faggionato, Alessandra 23 Apr '15

23 Apr '15

---------- Forwarded message ---------- From: Jc Mourrat <jean-christophe.mourrat(a)ens-lyon.fr> Date: 2015-04-22 17:48 GMT+02:00 Subject: Oberwolfach Seminar on homogenization To: Jc Mourrat <jean-christophe.mourrat(a)ens-lyon.fr> Good morning, Please find below an announcement for a summer school on homogenization. ++ Jean-Christophe Mourrat --- This is an announcement for the Oberwolfach Seminar "Stochastic Homogenization" The Oberwolfach Seminars address to postdocs and Ph.D. students from all over the world. The aim is to introduce the participants to a particular interesting development. Date: September 6th - September 12th, 2015 Organizers: I. Kim, UCLA, J.-C. Mourrat, ENS Lyon, F. Otto, MPI Leipzig, P. Sougandidis, The University of Chicago Programme: An introduction into stochastic homogenization of partial differential equations with a special focus on: Nonlinear problems, in particular Hamilton-Jacobi, interfacial motions and nonlinear elliptic equations; oscillatory boundary conditions. Probabilistic view upon stochastic homogenization: random walks in random environments, first passage percolation. Quantitative aspects of stochastic homogenization, connections to statistical physics and elliptic regularity theory. Introductory reading: For a probabilistic view: M. Biskup, Recent progress on the Random Conductance Model, Probability Surveys, Vol. 8 (2011) 294–373 For the analyst's set-up: V. V. Jikov, S. M. Kozlov, O. A. Oleinik, Homogenization of Differential Operators and Integral Functionals, Springer 1994, in particular Sections 7.1 and 7.2 Deadline for applications: June 30th, 2015 Applications including • full name and university/institute address • e-mail address • short CV, present position, university • name of supervisor of Ph.D. thesis • a short summary of previous work and interest • title, ID and date of the intended seminar should be sent preferably by e-mail (with attachments in pdf format) to: Prof. Dr. Dietmar Kröner Mathematisches Forschungsinstitut Oberwolfach Schwarzwaldstr. 9 – 11 77709 Oberwolfach Germany seminars(a)mfo.de -- Prof. Alessandra Faggionato Department of Mathematics University La Sapienza Piazzale A. Moro, 2 00186 Rome - Italy

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Cancellazione seminario Scarsini@DSS
by Pierpaolo Brutti 23 Apr '15

23 Apr '15

Scusandomi per il breve preavviso, comunico che il seminario di Marco Scarsini previsto per oggi 23 aprile in Sapienza è *annullato* per motivi di salute dello speaker. Cordialmente --P

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Two seminars and presentation of Ph.D. thesis, Friday April 24
by Tiziano Vargiolu 21 Apr '15

21 Apr '15

(sorry for possible cross-posting) We have the pleasure to announce the following two seminars, in University of Padova, Italy Department of Mathematics, via Trieste 63 room 1BC/45, 1st floor Friday, April 24 9.00 Zorana GRBAC: "Discrete-tenor interest rate models based on polynomial preserving processes" ABSTRACT: Based on the class of polynomial preserving Markov processes, we construct families of positive martingales, which are monotone with respect to some parameter. Such martingales are particularly suitable for modeling of discretely compounded forward interest rates via additive constructions. This includes Libor-type models, as well as extensions to the multiple-curve term structure. The main advantage of this model class is the possibility to obtain semi-analytic pricing formulas for both caplets and swaptions that do not require any approximations. Moreover, additive constructions allow to easily ensure, if desired, properties such as positivity of interest rates and spreads and monotonicity of spreads with respect to the tenor - in view of the current market situation a model in which the reference OIS interest rates can become negative and the spreads still remain positive is of particular interest. Examples of tractable and flexible model specifications that we study include quadratic OU-Gaussian and OU-L?vy processes, as well as linear models. We discuss the efficient option pricing via Fourier methods and develop the necessary exponential transform formulas for polynomial preserving processes. This is joint work with K. Glau and M. Keller-Ressel. 10.00 Antonis PAPAPANTOLEON: "An equilibrium model for spot and forward prices of commodities" ABSTRACT The aim of this project is to determine the forward price of a consumption commodity via the interaction of agents in the spot and forward commodity market. We consider a market model that consists of three agents: producers of the commodity, consumers and financial investors (sometimes also called speculators). Producers produce a fixed amount of the commodity at each time point, but can choose how much they offer in the spot market and store the rest for selling at the next time period. They also have a position in forward contracts in order to hedge the commodity price uncertainty. Consumers are setting the spot price of the commodity at each time point by their demand. Finally, investors are investing in the financial markets and, in order to diversify their portfolios, also in the forward commodity market. The equilibrium prices for the commodity are the ones that clear out the spot and forward markets. We assume that producers and investors are utility maximizers and have exponential preferences, while the consumers' demand function is linear. Moreover, the exogenously priced financial market and the demand function are driven by L?vy processes. We solve the maximization problem for each agent and prove the existence of an equilibrium. This setting allows to derive explicit solutions for the equilibrium prices and to analyze the dependence of prices on the model parameters and the agent's risk aversion. This is joint work with Michail Anthropelos and Michael Kupper. After the two seminars, the defenses of a PhD thesis will take place: 11.00 Giulio MIGLIETTA: "Topics in interest rate modeling" (supervisor: Martino Grasselli) See you all in Padova! Tiziano -------------------------------------------------------------------------- Tiziano Vargiolu Dipartimento di Matematica Phone: +39 049 8271383 Universita' di Padova Fax: +39 049 8271428 Via Trieste, 63 E-mail: vargiolu(a)math.unipd.it I-35121 Padova (Italy) WWW: http://www.math.unipd.it/~vargiolu --------------------------------------------------------------------------

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Reading: Lecturer in probability/stochastic analysis
by Enrico Scalas 20 Apr '15

20 Apr '15

Dear colleagues, the University of Reading is currently advertising for a permanent Lecturer in Stochastic Analysis (reference GE15056, see http://www.reading.ac.uk/about/jobs/about-job-details.aspx?vacancy_id=99568… ) and also for a Rado Fellowship (reference SF07146, see http://www.reading.ac.uk/about/jobs/about-job-details.aspx?vacancy_id=10023… ). The closing date for both posts is May 8th. Best regards, Enrico Scalas

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seminario Valeria Bignozzi in Bicocca
by Fabio Bellini 20 Apr '15

20 Apr '15

Il giorno venerdì 24 aprile alle ore 14.00 presso la aula seminari del Dipartimento di Statistica e Metodi Quantitativi della Università di Milano-Bicocca (edificio U7, IV piano), la dott.ssa Valeria Bignozzi della Università di Firenze terrà un seminario su: Reducing model risk using positive and negative dependence assumptions Abstract We give analytical bounds on the Value-at-Risk and on convex risk measures for a portfolio of random variables with fixed marginal distributions under an additional positive dependence structure. We show that assuming positive dependence information in our model leads to reduced dependence uncertainty spreads compared to the case where only marginals information is known. In more detail, we show that in our model the assumption of a positive dependence structure improves the best-possible lower estimate of a risk measure, while leaving unchanged its worst-possible upper risk bounds. In a similar way, we derive for convex risk measures that the assumption of a negative dependence structure leads to improved upper bounds for the risk while it does not help to increase the lower risk bounds in an essential way. As a result we find that additional assumptions on the dependence structure may result in essentially improved risk bounds (joint work with G. Puccetti and L. Ruschendorf). 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://www.economia.unimib.it/bellini http://scholar.google.it/citations?user=P61L8P4AAAAJ&hl=it

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URGENT: lecturer sought
by Carina Geldhauser 19 Apr '15

19 Apr '15

-------- Forwarded Message -------- Subject: URGENT: lecturer sought Date: Sun, 19 Apr 2015 16:33:40 +0000 From: Andreas Kyprianou <A.Kyprianou(a)bath.ac.uk> To: prob-sem(a)lists.maths.bath.ac.uk <prob-sem(a)lists.maths.bath.ac.uk>, APPLIEDPROB(a)JISCMAIL.AC.UK <APPLIEDPROB(a)JISCMAIL.AC.UK> CC: world(a)alea-research.eu <world(a)alea-research.eu> Dear friends and colleagues, here is a request like one you have never heard of before: The National University of Mongolia is currently looking in haste for an available and ambitious volunteer who would like to go out to Mongolia at short notice, funded by the International Mathematical Union, to teach a 3-4 week masters-level course in probability theory *this MAY*. Details of the programme are here: http://www.mathunion.org/cdc/volunteer-lecturer-program/information-for-lec… Please see here for the requirements (PhD minimum) and the support that is on offer: http://www.mathunion.org/cdc/volunteer-lecturer-program/information-for-lec… This course comes in preparation of a 2-week research school in stochastic processes, held at the National University of Mongolia, Ulan Bator, in associated with CIMAT, DAAD, IMU and the Bernoulli society. http://smcs.num.edu.mn/saam2015/ At the moment, The People's Republic of Mongolia (http://en.wikipedia.org/wiki/Mongolia) is experimenting with a significant programme of visa waivers, meaning that many countries do not need a visa at the moment. This is an exceptional opportunity to be part of a significant mathematical initiative in Mongolia in the field of Stochastics. As time is of the essence, I would be grateful if you could circulate this email amongst colleagues and encourage any interested parties (even if it is just a tentative query) to contact me ASAP (a.kyprianou(a)bath.ac.uk <mailto:a.kyprianou@bath.ac.uk>) copying the email to Prof. Tsogzolmaa Saizmaa (tsogzolmaa(a)num.edu.mn <mailto:tsogzolmaa@num.edu.mn>). sincerely, Andreas Kyprianou

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Mini course announcement: SDEs, SPDEs and applications, by Prof. Viorel Barbu
by Luca di persio 19 Apr '15

19 Apr '15

Mini course announcement Prof. Viorel Barbu [ Romanian Academy and University Al.I.Cuza ] will give a mini course on SDEs, SPDEs and applications, at the Department of Computer Science, University of Verona, with the following calendar of lessons Monday: 20/4 - 27/4 - 4/5 Wednesday: 22/4 - 29/4 All the lessons will start at 14:30 with a forecasted duration of 3 hours each. Possible additional lessons will be decided during the course. The tentative programme is the following: 1) STOCHASTIC DIFFERENTIAL EQUATIONS Existence theory, examples to stock prices, Langevin equation, Ornstein-Uhlenbeck processes,Feynman-Kac formula 2) APPLICATIONS TO CONTROL PROBLEMS Stochastic HJB and stochastic control problems 3) STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS Infinite dimensional stochastic integral, Stochastic linear diffusion equation, stochastic reaction diffusion equation,stochastic porous media equation All the lessons will be given here https://goo.gl/maps/Yx2JU Strada le Grazie, 15 - 37134 Verona VR Ca' Vignal 2, first floor , Room M. Do not hesitate to contact me for further details: luca.dipersio(a)univr.it LuCa __ Luca Di Persio - PhD assistant professor of Probability and Mathematical Finance Dept. Informatics University of Verona strada le Grazie 15 - 37134 Verona - Italy Tel : +39 045 802 7968 Dept. Math University of Trento V. Sommarive, 14 - 38123 Povo - Italy Tel : +39 0461 281686

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Seminari di Klaus Schredelseker e Eckhard Platen a Firenze
by Giacomo Scandolo 17 Apr '15

17 Apr '15

Nell'ambito del Corso di Laurea Magistrale in Finance and Risk Management (FiRM) dell'Università di Firenze i Proff Klaus SCHREDELSEKER (University of Innsbruck) e Eckhard PLATEN (University of Technology, Sydney) terranno i seguenti seminari presso il Dipartimento di Scienze per l'Economia e l'Impresa Edificio D6, via delle Pandette, 32, Firenze Tutti gli interessati sono invitati a partecipare Gli abstract degli interventi sono riportati in basso. ============================================================= Prof Klaus SCHREDELSEKER Martedì 5 Maggio, 14.00-16.00, aula D6/007 ''Financial Analysis and Efficient Markets '' Mercoledì 6 Maggio, 12.00-13.30 e 14.30-16.00, aula D6/102 "Information Economics applied to Financial Markets " ============================================================= Prof Eckhard PLATEN Giovedì 7 Maggio, 10.00-12.00, aula D6/105 ''Numerical Solutions of Stochastic Differential Equations with Jumps in Finance '' Venerdì 8 Maggio, 10.00-12.00, aula D6/013 "A Benchmark Approach to Finance " ============================================================= Abstract. ''Financial Analysis and Efficient Markets '' (Schredelseker) Financial Analysis is the basic of any type of financial reasoning (portfolio theory, capital market theory, derivatives). How it has to be done depends primarily upon the properties of the market: If it is assumed to be informationally efficient, financial analysis is redundant, but if this is the case, the market cannot be efficient. If, however, the market is assumed to be somewhat inefficient, there will be systematic winners and losers: Being a complex adaptive system, the financial market will exhibit nonlinearities in information. "Information Economics applied to Financial Markets " (Schredelseker) In natural sciences the value of information is always bound from zero: it can never be negative. This does not hold in multiperson-settings like a financial market: Getting better informed may result in a better or in a lower decision quality! A highly skilled and experienced financial analyst is assumed to expect a lower performance in the market as a lousy analyst. Methodology: Game theory, Agent-based modelling, Simulations, Genetic programming. ''Numerical Solutions of Stochastic Differential Equations with Jumps in Finance '' (Platen) In financial and actuarial modelling and other areas of application, stochastic differential equations with jumps have been employed to describe the dynamics of various state variables. The numerical solution of such equations is more complex than that of those only driven by Brownian motions. The aim of this lecture is to present various numerical methods used in quantitative finance for models involving stochastic differential equations with jumps. It emphasises mathematical concepts, techniques and intuition crucial for modern numerical methods in derivative pricing and risk management. Questions of numerical stability and convergence will be discussed. Several recent results will be presented on higher-order methods for scenario and Monte Carlo simulation, including implicit, predictor corrector and extrapolation methods. "A Benchmark Approach to Finance " (Platen) This lecture introduces into the benchmark approach, which provides a generalized framework for financial market modelling. It allows for a unified treatment of derivative pricing, portfolio optimization and risk management. It extends beyond the classical asset pricing theories, with significant differences emerging for extreme maturity contracts and risk measures relevant to pensions and insurance. The Law of the Minimal Price will be presented for derivative pricing. A Naïve Diversification Theorem allows forming a proxy for the numeraire portfolio. The richer modelling framework of the benchmark approach leads to the derivation of tractable, realistic models under the real world probability measure. It will be explained how the approach differs from the classical risk neutral approach. Examples on long term and extreme maturity derivatives demonstrate the important fact that a range of contracts can be less expensively priced and hedged than suggested by classical theory. --- Questa e-mail è priva di virus e malware perché è attiva la protezione avast! Antivirus. http://www.avast.com

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Seminario di Valeria Bignozzi presso Prometeia - Bologna
by Giacomo Scandolo 17 Apr '15

17 Apr '15

Il giorno Giovedì 23 Aprile 2015, alle ore 14:30 presso la sede di Prometeia (sala grande, primo piano) via G.Marconi 43, Bologna Valeria BIGNOZZI (Università di Firenze) terrà un seminario dal titolo "How superadditive can a risk measure be?" Abstract Risk measures that are not subadditive may penalize the aggregation of risk, by inducing portfolio requirements that are larger than those of undiversified positions. This happens for instance for Value-at-Risk (VaR), as well as convex shortfall risk measures. In this paper we characterize the potential for superadditivity that any risk measure may exhibit, considering both dependence uncertainty as well as the effect of portfolio size. It is shown that for the wide majority of risk measures of use or interest this corresponds to calculating the smallest dominating coherent risk measure (SDCRM). We show that this risk measure often exists and is identified with the notion of extreme-aggregation risk measure introduced in this paper. Explicit results are provided for the class of distortion risk measures, where the SDCRM is again a distortion risk measure and for the class of shortfall risk measures, where the SDCRM is given by an expectile. --- Questa e-mail è priva di virus e malware perché è attiva la protezione avast! Antivirus. http://www.avast.com

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Four positions in statistics: Northumbria University, UK
by Enrico Scalas 17 Apr '15

17 Apr '15

Car* collegh*, all'Universita' della Northumbria (Newcastle upon Tyne, UK) e' in corso un reclutamento nel settore della statistica. Qui sotto trovate i link. La scadenza e' imminente, ma resta ancora un po' di tempo per fare domanda. Segnalate quest'opportunita' alle persone potenzialmente interessate. Cordiali saluti, Enrico Scalas --------------------------------------------------------------------------------------------------------------------------------- · Professor in Statistics http://work4.northumbria.ac.uk/hrvacs/eae1431 Closing date: 21 April 2015 · Reader in Statistics http://work4.northumbria.ac.uk/hrvacs/eae1430 Closing date: 21 April 2015 · Senior Lecturer/ Lecturer in Statistics (Two Posts) http://work4.northumbria.ac.uk/hrvacs/eae1432 Closing date: 23 April 2015

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No Free Lunch Seminar by Dott. Andrea Sillari, Tue April 21 1:00 PM Aula Mancini @ SNS
by Giacomo Bormetti 16 Apr '15

16 Apr '15

Tue April 21 2015, 1:00 PM in Aula Mancini, Scuola Normale Superiore Pisa Andrea Sillari Unicredit Bank - Milano will deliver the seminar "Risk Models - Operation, Maintenance, Upgrade" All interested people are kindly invited. Best, Giacomo -- Giacomo Bormetti Assistant Professor of Financial Mathematics -------------------------- Faculty of Mathematical and Natural Sciences Scuola Normale Superiore Pisa Piazza dei Cavalieri, 7 56126 Pisa - Italy email: giacomo.bormetti(a)sns.it http://mathfinance.sns.it/index.php/people/41-group-members/51-giacomo-borm… phone: +39 050 509248

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avviso di due seminari del Prof. Eeckhoudt
by Emanuela Rosazza 16 Apr '15

16 Apr '15

Il Prof. Louis EECKHOUDT (IESEG School of Management, Lille, Francia) terrà i due seguenti seminari: - Martedì 28 aprile 2015 ore 10.30 – 12.30: Risk attitudes: some history, main results and some extensions - Giovedì 30 aprile 2015 ore 10.30 – 12.30: Arrow - Pratt : 50 Years later nell’ AULA SEMINARI (EDIFICIO U7, 4° PIANO, ST. 4026) del Dipartimento di Statistica e Metodi Quantitativi dell’Università di Milano-Bicocca (Via degli Arcimboldi, 8 – 20126 MILANO). Tutti gli interessati sono invitati a partecipare. ******************************************************************************************* 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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Avviso di seminario :: Scarsini@DSS (Scienze Statistiche, Sapienza)
by Pierpaolo Brutti 16 Apr '15

16 Apr '15

----------------------------------------------------------------------------- A v v i s o d i S e m i n a r i o ----------------------------------------------------------------------------- Giovedì 23 Aprile, ore 11:00am ----------------------------------------------------------------------------- Stanza 34 Dipartimento di Scienze Statistiche Sapienza Università di Roma MARCO SCARSINI (LUISS Guido Carli) terrà un seminario dal titolo ON INFORMATION DISTORTIONS IN ONLINE RATINGS. tutti gli interessati sono invitati a partecipare. ----------------------------------------------------------------------------- Maggiori informazioni sui seminari presso il DSS sono consultabili a quest'indirizzo: http://goo.gl/Y6OQYm Saluti Pierpaolo Brutti --- ABSTRACT Consumer reviews and ratings of products and services have become ubiquitous on the Internet. This paper analyzes, given the sequential nature of reviews and the limited feedback of such past reviews, the information content they communicate to future customers. We focus on the informational setting in which customers only observe the sample mean of past reviews, and ask if customers can recover the true quality of the product based on the feedback they observe. We first analyze the benchmark setting, in which customers interpret the mean as the proxy of quality. In such a case, we show that in the long run,the sample mean of review stabilizes and two cases may arise.If customers are relatively homogeneous, then social learning takes place. If customers are sufficiently heterogeneous, then they consistently overestimate the underlying quality of the product in the long run. This bias stems from the selection associated with observing only reviews of customers who purchase. We show, however,that if customers are sophisticated, then there exists a simple quality inference and purchasing rule that corrects for the selection bias and leads to social learning.In addition, we show that the cumulative consumer surplus losses scale with the square root of the number of customers who have considered a purchase to date, which is of the same order as when customers observe the reviews of all preceding customers. In this framework, we also analyze the externality of sophisticated customers on more naïve ones and quantify the impact that manipulated reviews may have.

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36th Finnish Summer School 1-5 June
by Valentina Cammarota 16 Apr '15

16 Apr '15

-----Messaggio originale----- From: Leskelä Lasse Sent: Wednesday, April 15, 2015 11:26 AM Subject: CFP: 36th Finnish Summer School on Probability and Statistics Call for participation (please forward this to students and colleagues): 36th Finnish Summer School on Probability Theory and Statistics 1-5 June 2015 Päivölä College, Valkeakoski, Finland http://web.abo.fi/fak/mnf/mate/gradschool/ PROGRAM Mindaugas Bloznelis (Vilnius U) Topics in random graphs Krista Fischer (Estonian Genome Center) Causal inference in biomedical applications Mikhail Lifshits (St. Petersburg State U) Gaussian processes: Applications and approximations Domenico Marinucci (U Rome Tor Vergata) Random fields on the sphere and their cosmological applications Registrations are due by 20 May 2015. The summer school is organized by the Finnish Doctoral Programme in Stochastics and Statistics (FDPSS). For more information, visit http://web.abo.fi/fak/mnf/mate/gradschool/ Looking forward to meeting many of you there! Lasse ................................................................................ Valentina Cammarota, Postdoc Department of Mathematics Universita` degli Studi di Roma Tor Vergata https://sites.google.com/site/valentinacammarota/ ................................................................................ -- Open WebMail Project (http://openwebmail.org)

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Algebraic Statistics 2015 - Genova (8-11 June, 2015) - Second announcement
by Fabio Rapallo 15 Apr '15

15 Apr '15

=============== SECOND ANNOUNCEMENT Algebraic Statistics 2015 (8-11 June, 2015) University of Genoa, Italy Dear colleague, We are organizing a workshop on Algebraic Statistics, 8-11 June, 2015, at the Department of Mathematics, University of Genoa, Italy. The meeting will include invited one-hour plenary talks, shorter contributed talks, a large poster session and three tutorials. We would like to kindly ask you to share this information with everyone who could be interested. ** conference website:http://www.dima.unige.it/~rogantin/AS2015/ ** the deadline for abstract submission is now extended: April 30, 2015 ** INVITED TALKS - Elvira Di Nardo (University of Basilicata), Symbolic methods in statistics: elegance towards efficiency - Thomas Kahle (OvGU Magdeburg), Algebraic geometry of Poisson regression - Sonja Petrovic (IIT Chicago), What are shell structures of random networks telling us? - Jim Q. Smith (University of Warwick), The geometry of chain event graphs - Bernd Sturmfels (UC Berkeley), Exponential varieties ** TUTORIALS - R package for algebraic statistics, Luis Garcia-Puente (Sam Houston State University). - Information Geometry and Algebraic Statistics on a finite state space and on Gaussian models, Giovanni Pistone (Collegio Carlo Alberto) and Luigi Malagò (Shinshu University and INRIA TAO) - Latent Tree Graphical Models, Piotr Zwiernik (Genoa) We encourage participation of young researchers, and welcome submissions for contributed talks and posters. ** For information on cheaper accommodation see: http://www.dima.unige.it/~rogantin/AS2015/afford.html Further information on submission deadlines and other logistics are available on the conference web page. SPONSORED BY Dipartimento di Matematica, Universita’ di Genova Dipartimento di Scienze e Innovazione Tecnologica, Universita’ del Piemonte Orientale Dipartimento di Scienze Matematiche, Politecnico di Torino WITH THE PATRONAGE OF Bernoulli Society De Castro Statistics Initiative, Collegio Carlo Alberto, Moncalieri SCIENTIFIC COMMITTEE Sonja Kuhnt (Fachhochschule Dortmund) Hugo Maruri-Aguilar (Queen Mary, London) Giovanni Pistone (Collegio Carlo Alberto) Fabio Rapallo (Universita’ del Piemonte Orientale) Eva Riccomagno (University of Genoa) Caroline Uhler (IST Austria) Henry Wynn (London School of Economics) Piotr Zwiernik (University of Genoa) ======== On behalf of the Organizing Committee, Fabio Rapallo -- Fabio Rapallo Dipartimento di Scienze e Innovazione Tecnologica Universita' del Piemonte Orientale viale Teresa Michel, 11 15121 ALESSANDRIA - ITALY Tel: +39 0131 360223 Fax: + 39 0131 360250 email: fabio.rapallo(a)mfn.unipmn.it web: http://people.unipmn.it/rapallo/ --------------------------

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de Finetti risk seminar - april 2015
by Emanuela Rosazza 14 Apr '15

14 Apr '15

On behalf of the Scientific Committee of the de Finetti Risk Seminars, we are glad to invite you to participate at the following Lecture DOMINANCE AND ELICITATION WITH IMPRECISE PROBABILITY [IP] THEORY Teddy Seidenfeld Carnegie Mellon LOCATION: The seminar will be held on Wednesday, April 15, 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. 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. Simone Cerreia-Voglio (Univ. Bocconi) 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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Seminario MULANKSY (RGS & Matematica Applicata)
by Giacomo Aletti (giacomo.aletti) 13 Apr '15

13 Apr '15

Con preghiera di diffusione tra tutti i possibili interessati, scusandomi per invii multipli. Cordialmente, Giacomo Aletti ================= Nell'ambito dei Reading Group Seminars e del Seminario di Matematica Applicata, il giorno lunedì 20 Aprile 2015, alle ore 14.30, nell'Aula C del Dipartimento di Matematica dell'Universita' degli Studi di Milano, Via C. Saldini, 50, Milano, "Analyzing spike train synchrony" Mario Mulanksy, Istituto dei Sistemi Complessi, CNR, Firenze ABSTRACT: Understanding the details of information processing in the brain is one of the most challenging and exciting problems of our time. In this talk, I will introduce the field of spike train analysis and present mathematical tools to measure spike train synchrony. I will focus on time-resolved and parameter-free methods and discuss their properties and advantages. Finally, I will show applications to experimental and numerical results and provide perspective for future advancements.. ================= Reading Group Seminars: The Reading Group Seminars (RGS) are organized within an open community of researchers interested in applying up to date mathematical modeling and data analysis approaches to the study of biological systems. The RGS take place at the Math. Department in Milan (via Saldini). Initiatives and updates are published on the website: http://rgs.mat.unimi.it/.(http://rgs.mat.unimi.it/) -- ------------------------------- Giacomo Aletti, Associate Professor ADAMSS Centre (ex MIRIAM) Advanced Applied Mathematical and Statistical Sciences Department of Mathematics (www.mat.unimi.it) 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 di Santiago Juan Saglietti a Roma Tre il 17/04
by Pietro Caputo 13 Apr '15

13 Apr '15

Santiago Juan Saglietti Universita' di Buenos Aires Titolo: Metastability for small random perturbations of a PDE with blow-up Venerdi' 17 Aprile 2015 ORE 14:30 Dipartimento di Matematica e Fisica Universita' degli Studi Roma Tre AULA 311 (SEMINARI) Largo San L. Murialdo,1 Abstract We consider the stochastic PDE $u_t = u_{xx} + u^p + varepsilon dot{W}$ with homogenous Dirichlet boundary conditions, where $p > 1$, $varepsilon > 0$ is a small fixed parameter and $dot{W}$ stands for space-time white noise. It is well known that the associated deterministic PDE (i.e. $varepsilon = 0$ in the equation above) admits exactly one asymptotically stable equilibrium and a countable family of unstable equilibria with increasing energy. Furthermore, for certain initial conditions it can be shown that the solution of the deterministic PDE explodes in finite time. We show that, for $p < 5$ and initial conditions in the domain of attraction of the asymptotically stable equilibrium, the solution $X_varepsilon$ of the SPDE satisfies in the limit as $varepsilon$ tends to zero the classical description of metastability featured in [1]: the averages of $X_varepsilon$ remain stable and close to the equilibrium up until the explosion time which, when suitably rescaled, converges in distribution to an exponential random variable. Furthermore, for certain initial conditions in the domain of explosion (and any value of $p > 1$) we show the continuity of the explosion time as $varepsilon$ tends to zero.

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Fwd: Associate Professorship (or Professorship) of Statistics (Statistical Population Genomics)
by Francesco Caravenna 11 Apr '15

11 Apr '15

Ricevo e inoltro. > UNIVERSITY OF OXFORD > > MATHEMATICAL, PHYSICAL AND LIFE SCIENCES DIVISION > > > > ASSOCIATE PROFESSORSHIP (OR PROFESSORSHIP) of Statistics (Statistical and Population Genomics) > > > > DEPARTMENT OF STATISTICS in association with a Tutorial Fellowship in Mathematics at Corpus Christi College > > > > Salary from £44,620 p.a. plus additional substantive benefits > > > > Applications are invited for an Associate Professorship (or Professorship) in Statistics, to be held in the Department of Statistics, in association with a Tutorial Fellowship in Mathematics at Corpus Christi College, with effect from 1st September 2015. The post is full-time and upon completion of a successful review, permanent. > > > > You will be an outstanding individual who is, or has the potential to become, a leader in statistical or population genetics. Your research interests will build upon those of current members of the department. You have a doctorate in Statistics or a related discipline, and an outstanding research record, as well as the potential to attract research funding. You will have the skills and enthusiasm to lecture at undergraduate and advanced graduate level, over a wide range of topics within Mathematical Sciences, including Statistics and Probability, provide supervision of students and undertake tutorial teaching. You will be based at the Department of Statistics, 1 South Parks Road, Oxford and at Corpus Christi College, Merton Street, Oxford. The Departmental teaching workload will be at a reduced level for the first few years. The Department is actively seeking to provide an excellent work life balance for all of its employees. > > > > This is an exciting time for the Department of Statistics. In December 2015 we will move into a new home in a prominent building in the centre of Oxford. This move will further enhance our vibrant research environment. > > > > Further particulars, containing details of the application procedure and duties, may be obtained from www.stats.ox.ac.uk/vacancies or jobs(a)stats.ox.ac.uk. > > > > The closing date for applications is 12:00 noon (UK time) Friday 22nd May 2015. Interviews are planned for the week of 22nd June 2015. > > Please mark any correspondence: AM15001. Queries about the post should be addressed to Personnel Administration at jobs(a)stats.ox.ac.uk or telephone: +44 (0) 1865 272866. > > > > Applications are particularly welcome from women and black and minority ethnic candidates, who are under-represented in academic posts in Oxford. The University is an Equal Opportunities Employer. >

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POLY - 15 APRILE - TOR VERGATA - PASCAL
by Valentina Cammarota 10 Apr '15

10 Apr '15

Ciclo di Seminari - Progetto ERC grant PASCAL (Probabilistic and Statistical Techniques for Cosmological Applications) Mercoledi` 15 aprile ore 15 Aula D'Antoni 1101 Dipartimento di Matematica Università di Roma Tor Vergata Speaker: Guillaume POLY University of Rennes 1 Title: An approach of Gaussian inequalities via Markov operators. Abstract: We will revisit the so-called Fourth moment theorem due to Nualart and Peccati from the point of view of Markov operators and will point out the generalizations that this approach brings. We will derive consequences for Variance inequalities and the Gaussian product conjecture. Tutti gli interessati sono invitati a partecipare. ................................................................................ Valentina Cammarota, Postdoc Department of Mathematics Universita` degli Studi di Roma Tor Vergata https://sites.google.com/site/valentinacammarota/ ................................................................................ -- Open WebMail Project (http://openwebmail.org)

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POLY - 15 MARZO - TOR VERGATA - PASCAL
by Valentina Cammarota 10 Apr '15

10 Apr '15

Ciclo di Seminari - Progetto ERC grant PASCAL (Probabilistic and Statistical Techniques for Cosmological Applications) Mercoledi` 15 aprile ore 15 Aula D'Antoni 1101 Dipartimento di Matematica Università di Roma Tor Vergata Speaker: Guillaume POLY University of Rennes 1 Title: An approach of Gaussian inequalities via Markov operators. Abstract: We will revisit the so-called Fourth moment theorem due to Nualart and Peccati from the point of view of Markov operators and will point out the generalizations that this approach brings. We will derive consequences for Variance inequalities and the Gaussian product conjecture. Tutti gli interessati sono invitati a partecipare. ................................................................................ Valentina Cammarota, Postdoc Department of Mathematics Universita` degli Studi di Roma Tor Vergata https://sites.google.com/site/valentinacammarota/ ................................................................................ -- Open WebMail Project (http://openwebmail.org)

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Cambio orario: seminario Anna Carpio 14 aprile 2015
by Alessandra Micheletti 09 Apr '15

09 Apr '15

invio nuovamente l'annuncio, a causa di un piccolo spostamento di orario: *ANNUNCIO DI SEMINARIO* Il *14 aprile alle ore 15.30* nell'aula C del Dipartimento di Matematica, Universita' degli Studi di Milano, via Saldini 50, Milano si terrà un seminario sulla teoria dell'esistenza ed unicità di particolari equazioni integro-differenziali. *Speaker: *Anna Carpio (Universitad Carlos III Madrid) *Title:* *Well posedness of a kinetic model for angiogenesis* *Abstract.* Tumor induced angiogenesis processes including the effect of stochastic motion, branching and merging of blood vessels can be described by coupling an integro-differential kinetic equation of Fokker-Planck type with a reaction-diffusion equation for the tumor induced angiogenic factor (TAF). The chemotactic force field depends on the gradient of the TAF equation contains the first velocity moment (flux of blood vessels). We develop an existence and uniqueness theory for this system under natural assumptions on the initial data. Our theory combines the construction of fundamental solutions for associated linearized problems with comparison principles, sharp estimates of the velocity moments and compactness results for this type of kinetic and parabolic operators. -- ___________________________________________________________ Dr. Daniela Morale Dept. Mathematics University of Milano Via C. Saldini, 50 20133 MILANO, Italy phone: +39 02 5031 6081 fax: +39 0250316090 email: Daniela.Morale(a)unimi.it URL: http://www.mat.unimi.it/users/morale/ ________________________________________________________ * "*Even if you are a minority of one, the truth is the truth *"Gandhi* "Everything should be made as simple as possible, but not simpler." *A. Einstein* -- ------------------------------------ Alessandra Micheletti Associate Professor - Probability and Mathematical Statistics Dept. of Mathematics Università degli Studi di Milano via Saldini 50, 20133 Milano, Italy phone: +39-02503-16130 fax: +39-02503-16090 http://users.mat.unimi.it/users/michel <http://www.mat.unimi.it/users/michel>

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Workshop “Control Theory and Related Topics'' - secondo e ultimo avviso
by Fulvia Confortola 09 Apr '15

09 Apr '15

? Il 13 e 14 aprile 2015 ci sarà presso il Dipartimento di Matematica del Politecnico di Milano il convegno “Control Theory and Related Topics”, su controllo deterministico e stocastico ed equazioni di evoluzione. La registrazione è libera ma obbligatoria. E' possibile registrarsi su https://www.eko.polimi.it/index.php/CTRT/CTRT/schedConf/registration Ulteriori informazioni sono disponibili alla pagina web della conferenza https://www.eko.polimi.it/index.php/CTRT/CTRT Gli organizzatori locali Fulvia Confortola, Monica Conti, Elsa Marchini e Giuseppina Guatteri?

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seminario Anna Carpio 14 aprile 2015
by Alessandra Micheletti 09 Apr '15

09 Apr '15

*ANNUNCIO DI SEMINARIO* Il *14 aprile alle ore 15* nell'aula C del Dipartimento di Matematica, Universita' degli Studi di Milano, via Saldini 50, Milano si terrà un seminario sulla teoria dell'esistenza ed unicità di particolari equazioni integro-differenziali. *Speaker: *Anna Carpio (Universitad Carlos III Madrid) *Title:* *Well posedness of a kinetic model for angiogenesis* *Abstract.* Tumor induced angiogenesis processes including the effect of stochastic motion, branching and merging of blood vessels can be described by coupling an integro-differential kinetic equation of Fokker-Planck type with a reaction-diffusion equation for the tumor induced angiogenic factor (TAF). The chemotactic force field depends on the gradient of the TAF equation contains the first velocity moment (flux of blood vessels). We develop an existence and uniqueness theory for this system under natural assumptions on the initial data. Our theory combines the construction of fundamental solutions for associated linearized problems with comparison principles, sharp estimates of the velocity moments and compactness results for this type of kinetic and parabolic operators. -- ___________________________________________________________ Dr. Daniela Morale Dept. Mathematics University of Milano Via C. Saldini, 50 20133 MILANO, Italy phone: +39 02 5031 6081 fax: +39 0250316090 email: Daniela.Morale(a)unimi.it URL: http://www.mat.unimi.it/users/morale/ ________________________________________________________ * "*Even if you are a minority of one, the truth is the truth *"Gandhi* "Everything should be made as simple as possible, but not simpler." *A. Einstein*

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Seminario LAVANCIER cancellato
by Matteo Ruggiero 09 Apr '15

09 Apr '15

**************************************************************** STATISTICS SEMINARS @ COLLEGIO CARLO ALBERTO **************************************************************** Si avvisa che il seminario di Frédéric LAVANCIER (Université de Nantes) previsto per domani venerdi' 10 Aprile 2015 al Collegio Carlo Alberto, è ANNULLATO a causa di uno sciopero dei controllori di volo. Ci scusiamo per eventuali disagi. Cordiali saluti, Matteo Ruggiero --- Matteo Ruggiero University of Torino and Collegio Carlo Alberto www.matteoruggiero.it

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Seminario all'IAC
by Giovanni Luca Torrisi 08 Apr '15

08 Apr '15

*Martedi' 14 Aprile 2015*, *ore 14:00* Consiglio Nazionale delle Ricerche, Istituto per le Applicazioni del Calcolo "Mauro Picone", Via dei Taurini 19, 00185 Roma Aula Riunioni (II piano) *CLAUDIO DURASTANTI * (Universita' di Roma Tor Vergata) terra' un seminario dal titolo *Normal approximations of linear and nonlinear statistics over the sphere.* ABSTRACT: Our aim is to study quantitative central limit theorems for some linear and nonlinear statistics based on wavelet coefficients evaluated on spherical Poisson processes of arbitrary dimension. This purpose is attained by merging the Stein-Malliavin approach (introduced in the seminal paper by Peccati, Solè, Taqqu and Utzet (2010)) and the properties of the needlets, wavelets over the q-dimensional sphere featuring strong concentration properties in the spatial and frequency domains, introduced in literature by Narcowich, Petrushev, Ward (2006). We will also discuss some examples: the thresholding and the study of variance in nonparametric density estimation framework and the so- called Sobolev tests for uniformity. This is a joint work with Solesne Bourguin, Domenico Marinucci and Giovanni Peccati. Tutti gli interessati sono invitati a partecipare. Cordiali saluti, Giovanni Luca Torrisi.

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Visiting assistant professor opening - McCombs School of Business, UT Austin (fwd)
by Tiziano Vargiolu 03 Apr '15

03 Apr '15

---------- Forwarded message ---------- Date: Fri, 3 Apr 2015 03:47:42 +0000 From: "Muthuraman, Kumar" <kumar(a)austin.utexas.edu> To: "Muthuraman, Kumar" <kumar(a)austin.utexas.edu>, Stathis Tompaidis <Stathis.Tompaidis(a)mccombs.utexas.edu> Subject: Visiting assistant professor opening - McCombs School of Business, UT Austin Dear Colleagues, The IROM department at the McCombs School of Business at the University of Texas at Austin has an opening for a two-year visiting Assistant Professor position, starting September 1st, 2015. The focus of the position is in the area of Quantitative Finance. The position involves teaching 3 sections per year of courses on Statistics and Modeling for McCombs undergraduate students. Applicants should submit an application to IROMRECRUITING(a)mccombs.utexas.edu, including a current CV and a research paper, and arrange to have recommendation letters sent to the same address. Please use the subject line ?Application for QF visiting assistant professor?. This is a last minute opening and we plan to start reviewing applications immediately. Please forward this message to anyone that can be potentially interested. Stathis Tompaidis & Kumar Muthuraman

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Seminario LAVANCIER
by Matteo Ruggiero 03 Apr '15

03 Apr '15

**************************************************************** STATISTICS SEMINARS @ COLLEGIO CARLO ALBERTO **************************************************************** Venerdi' 10 Aprile 2015 alle ore 12:00, presso la Classroom 4 del Collegio Carlo Alberto, Moncalieri (TO), si terra' il seguente seminario: Frédéric LAVANCIER (Université de Nantes) DETERMINANTAL POINT PROCESS MODELS AND STATISTICAL INFERENCE Abstract: In this talk, I will demonstrate that Determinantal point processes (DPPs) provide useful models for the description of repulsive spatial point processes. Such data are usually modeled by Gibbs point processes, where the likelihood and moment expressions are intractable and simulations are time consuming. I will recall the definition of a DPP and review some of these appealing properties which make DPP models well suited for statistical analysis. In particular the ’most repulsive’ DPP will be characterized. Parametric models of DPPs will be introduced, where the likelihood and moment expressions can be easily evaluated and realizations can be quickly simulated. Some illustrations on real datasets will be presented. This work has been carried out in collaboration with Jesper Møller and Ege Rubak, Aalborg University. The study of the repulsiveness of DPPs is part of a joint work with Christophe Biscio, University of Nantes. Tutti gli interessati sono invitati a partecipare. Il seminario e' organizzato dalla "de Castro" Statistics Initiative (http://www.carloalberto.org/stats) in collaborazione con il Collegio Carlo Alberto. Cordiali saluti e auguri di buone feste, Matteo Ruggiero --- Matteo Ruggiero University of Torino and Collegio Carlo Alberto www.matteoruggiero.it

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Seminario di Roy Cerqueti presso Prometeia - Bologna
by Giacomo Scandolo 02 Apr '15

02 Apr '15

Il giorno Giovedì 9 Aprile 2015, alle ore 14:30 presso la sede di Prometeia (sala grande, primo piano) via G.Marconi 43, Bologna Roy CERQUETI (Università di Macerata) terrà un seminario dal titolo "Markov chains approximation for resampling and bootstrapping" Abstract Markov chain theory is proving to be a powerful approach to resample highly nonlinear time series in the context of bootstrap procedures. In this talk a discussion on this theme is provided, with a special focus on the estimation of the memory of a Markov chain (i.e. its order) and on the identification of its relevant states. In particular, the choice of memory lags and the aggregation of irrelevant states are obtained by looking for regularities in the transition probabilities. At this aim, suitable optimization models are developed under an information theory perspective. More specifically, two competing objectives that a researcher will in general pursue when dealing with bootstrapping are considered: preserving the “structural” similarity between the original and the simulated series and assuring a controlled diversification of the latter. Several critical issues emerge and are analyzed, such as the remarkable complexity of the optimization problem due to the high cardinality of the admissible regions and the presence of interconnections between more than one resampled series in a multivariate framework. Numerical experiments based on real data validate the theoretical treatment of the problem. --- Questa e-mail è priva di virus e malware perché è attiva la protezione avast! Antivirus. http://www.avast.com

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