Ciao a tutti,
scusandomi per il ritardo, vi segnalo un corso di dottorato tenuto
in due parti (di contenuto disgiunto) da Nicole El Karoui e Monique
Jeanblanc a Padova. La prima lezione della prof. Jeanblanc e' gia' stata
tenuta, mentre il corso della prof. El Karoui inizia lunedi' pomeriggio.
In allegato il programma con l'orario preciso (ovviamente l'esame
e' previsto solo per i dottorandi di Padova).
Cordiali saluti a tutti
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
--------------------------------------------------------------------------
Cari tutti,
in collaborazione con Franco Nardini abbiamo organizzato per Venerdì 6 Giugno 2014 una giornata dedicata alla predicibilità dei mercati.
Il titolo dell'evento, che si terrà nella Sala Azzurra del Palazzo della Carovana con inizio dei lavori alle 9:00, è "Symposium on return predictability in stock and real estate markets".
La partecipazione è libera, tutti gli interessati sono benvenuti.
Per maggiori informazioni scrivete a giacomo.bormetti(a)sns.it oppure franco.nardini(a)unibo.it.
La locandina ed il programma dell'evento sono scaricabili al indirizzo http://mathfinance.sns.it.
Di seguito il programma dettagliato
9:00 Prof. Javier Estrada, IESE Business School, Barcelona.
The Return Decomposition Model: What It Is and What It Predicts Now
9:45 Prof. Fulvio Ortu, Bocconi University, Milano.
Implications of Return Predictability across Horizons for Asset Pricing Models
10:30 Dr. Viviana Vieli, FactSet.
Risk for Multi Asset Class Portfolios
11:00 Break
11:30 Prof. Roberto Dieci, Department of Mathematics, University of Bologna.
Real estate markets and prices: Distinctive features and modeling issues
12:15 Prof. Tom Engsted, School of Economics and Management, Aarhus University.
Predicting returns and rent growth in the housing market using the rent-to-price ratio: Evidence from the OECD countries
13:00 Lunch
14:00 Prof. Richard Stehle, School of Business and Economics, Humboldt University, Berlin.
In Germany the CAPM is Alive and Well
14:45 Dr. Flavia Poma, Citi, London.
Fama-French factors for the non-US investor
15:15 Dr. Anna Grazia Quaranta, Department of Mathematics, University of Bologna.
Managers' Compensation, Capital Structure and REITs' Performance
16:00 Break
16:30 Dr. Luca Dondi, Nomisma, Bologna.
Quadro congiunturale e prospettive del mercato immobiliare italiano
Cordiali saluti,
Giacomo
Begin forwarded message:
> From: "Aste, Tomaso" <t.aste(a)ucl.ac.uk>
> Subject: Lecturer Senior lecturer position opening
> Date: 22 May 2014 17:01:41 pm GMT+1
>
> We are advertising a new position in our group:
>
> http://www.jobs.ac.uk/job/AIU153/lecturer-senior-lecturer-in-financial-comp…
> Deadline for application June 16.
>
> We are looking to complement and strengthen our existing expertise in Financial Computing & Analytics by recruiting an outstanding researcher with expertise in computational finance and other related areas such as: financial risk modelling, statistical analysis of financial data and big data analytics, computational valuation of financial securities. Candidates should have demonstrated capability of initiating and conducting exciting world-class research. They will be evaluated chiefly on the significance and novelty of their research to date, their promise of leading a group in a fruitful program of research and their capability to teach computational finance related subjects.
>
> Members of the Financial Computing & Analytics group (http://fincomp.cs.ucl.ac.uk/) work in a broad area that includes algorithmic trading, valuation and hedging of derivatives, portfolio optimisation, risk modelling, high-frequency trading, financial data analytics, econophysics, complex systems, agent-based modelling. Furthermore, there is a growing activity in high-performance computing with both CPU and GPU clusters, as well as big data handling, sharing and processing. The group has ongoing collaborations with a large number of financial firms. Our Centre for Doctoral Training and our master programs (http://fincomp.cs.ucl.ac.uk/courses/) attract world-class students. The Computer Science Department at UCL is a very exciting environment for research with great facilities and strong tradition in interdisciplinary studies.
> UCL has retained fourth place in the QS World University Rankings 2013/14 (http://www.topuniversities.com/university-rankings), making UCL one of the four UK universities in the top ten and the second ranked UK institution after the University of Cambridge.
>
> Please forward this mail to potentially interested applicants.
>
> Regards,
> Tomaso
>
> -----------------------------------------------------------------------------------------------------------
> Tomaso Aste t.aste(a)ucl.ac.uk
> UCL Computer Science http://www.cs.ucl.ac.uk/staff/tomaso_aste/
> Malet Place Tel. +44 20 7679 0430
> London WC1E 6BT Fax. +44 20 7387 1397
> -----------------------------------------------------------------------------------------------------------
>
> New Publication:
> http://www.nature.com/srep/2014/140404/srep04589/full/srep04589.html
—
Dr. Guido Germano
Senior Lecturer, Financial Computing and Analytics Group
Admissions Tutor, MSc Financial Risk Management
Department of Computer Science, University College London
Mail: Gower Street, London WC1E 6BT, UK
Office: Room 6.02, Malet Place Engineering Building, London WC1E 7JE
Tel. +44 20 7679 3697, fax +44 20 7387 1397, cell. +49 170 8090109
g.germano(a)ucl.ac.uk, www.cs.ucl.ac.uk/staff/g.germano
Research Associate, LSE/UCL Systemic Risk Centre
g.germano(a)lse.ac.uk, www.systemicrisk.ac.uk
Begin forwarded message:
> From: "crm(a)sns.it" <crm(a)sns.it>
> Subject: PhD programs in Mathematics and in Financial Mathematics at the Scuola Normale Superiore
> Date: May 22, 2014 2:47:10 PM GMT+02:00
> To: destinatari-ignoti:;
>
> PhD programs in Mathematics and in Financial Mathematics at the Scuola Normale Superiore
>
> Applications are invited for the PhD programs in Mathematics and in Financial Mathematics at the Scuola Normale Superiore in Pisa (Italy).
>
> All positions are supported by fellowships (7 for Mathematics + 5 for Financial Mathematics).
> Additionally, each PhD student is guaranteed funding for his/her research activity and for travel in Italy and abroad.
>
> The selection will take place in two stages, July and October. The students will start their activities on November 1, 2014.
>
> Deadlines:
>
> For the July selection: June 30, 2014
> For the October selection: September 15, 2014.
>
> About the PhD program in Mathematics
>
> The mathematical research at the Scuola Normale is concentrated on some of the most significant areas of mathematics at the international level: Calculus of Variations, Harmonic Analysis, Differential Geometry and Global Analysis, Algebraic Geometry, Number Theory, Dynamical Systems.
>
> Website:
>
> http://phd.sns.it/en/mathematics/
>
> About the PhD program in Financial Mathematics
>
> The research activity is concentrated on the analytical and empirical study of financial markets at different time scales, using rigorous mathematical tools as well as quantitative methods. The areas of research include: high frequency finance, market microstructure, valuation and portfolio theory, correlation structures, networks, systemic risk, efficiency of financial markets.
>
> Website:
>
> http://phd.sns.it/en/financial-mathematics/
> --
> Centro di Ricerca Matematica
> Ennio De Giorgi
> Collegio Puteano
> Scuola Normale Superiore
> Piazza dei Cavalieri n.3
> 56126 - Pisa , Italy
>
>
> e-mail:crm@sns.it
We are pleased to inform you about the IMT Institute for Advanced Studies
Lucca's call for applications for PhD positions in the following
specialized curricula
Si informa che è aperto il nuovo bando di selezione per l'accesso al
Programma di Dottorato di IMT Alti Studi Lucca per i seguenti curricula di
specializzazione:
- Economics
- Management Science
- Complex Networks
- Computational Mechanics
- Control Systems
- Computer Science
- Image Analysis
- Analysis and Management of Cultural Heritage
- No tuition fees (regional tax excluded), free room and access to IMT
Canteen
Esenzione dalle tasse d'iscrizione (tranne la tassa regionale per il
diritto allo studio), alloggio gratuito, accesso gratuito alla mensa IMT
- A grant of €13,600 gross/year
Importo lordo della borsa: €13.600/anno
Candidates can apply if they obtain their (minimum) 4-year undergraduate
degree NO LATER than October 31, 2014
Possono fare domanda coloro che conseguano il titolo di accesso entro e NON
OLTRE 31 ottobre 2014
*DEADLINE: July 14th, 2014*
Learn more about the PhD program by participating in our interactive
webinar. Go to http://brightrecruits.com/webinars to sign up.
Per maggiori informazioni sul programma di dottorato è possibile
partecipare al webinar interattivo. Per aderire:
http://brightrecruits.com/webinars
IMT Lucca (www.imtlucca.it) is a research university within the Italian
public higher education system. IMT's research mission is characterized by
the analysis and management of a plurality of economic, social,
technological and cultural systems. Faculty carry out cutting edge
methodological research to *generate* knowledge, to design projects to
*apply* knowledge to resolve economic, industrial, social and cultural
problems, and to *transmit* knowledge through highly-specialized graduate
courses and seminars.
IMT Lucca (www.imtlucca.it) è un istituto universitario pubblico di ricerca
e alta formazione dottorale a ordinamento speciale, focalizzato
sull'analisi e gestione dei sistemi economici, sociali, tecnologici e
culturali. I docenti e i ricercatori dell'Istituto svolgono attività di
ricerca metodologica di alto livello scientifico per *generare* conoscenza,
per *applicare* la conoscenza alla risoluzione di problemi d'interesse
economico, industriale, sociale e culturale attraverso la realizzazione di
progetti, e per *trasmettere* la conoscenza attraverso l'attività
didattica.
Follow us on Facebook<https://www.facebook.com/pages/IMT-Institute-for-Advanced-Studies-Lucca/187…>,
Twitter <https://twitter.com/IMTLucca>,
YouTube<http://www.youtube.com/user/IMTAltiStudiLucca>,
LinkedIn<http://www.linkedin.com/company/imt-lucca-institute-for-advanced-studies?tr…>.
Please note that this account is used for outgoing e-mails only, and
therefore your reply message will not be read. For inquiries regarding the
2014/15 IMT PhD call, please write to phdapplications(a)imtlucca.it.
If you no longer wish to receive emails from IMT Lucca, please send an
email with the word UNSUBSCRIBE in the subject line to commev(a)imtlucca.it.
*Research, Planning and Organization Office*
IMT Institute for Advanced Studies Lucca
Piazza San Ponziano 6, 55100 Lucca - Italy
Tel: +39 0583 4326 745, fax: +39 0583 4326 565
www.imtlucca.it
E’ indetta una selezione per il conferimento di n. 1 assegno per lo svolgimento di attività di ricerca nell’ambito del progetto di ricerca dal titolo “Correlazione, contagio, sincronizzazione: modelli stocastici per fenomeni complessi sociali e biologici” da svolgersi presso il Dipartimento di Matematica sotto la supervisione del Prof. Paolo Dai Pra, in qualità di responsabile scientifico del progetto di ricerca.
Il bando è disponibile al seguente indirizzo:
http://www.math.unipd.it/it/news/?id=1504
con scadenza 4 Giugno 2014
Paolo Dai Pra
Paolo Dai Pra
Via Trieste, 63
35121 Padova
Tel. +39 0498271361
Fax +39 0498271428
daipra(a)math.unipd.it
*Position:*PhD position in "Statistical Methods for Geosciences" in
Mathematical Models and Methods in Engineering.
*Institution:*Department of Mathematics, Politecnico di Milano, Milan,
Italy.
*Duration:*3 years, beginning November 1, 2014.
*Monthly net income:*1.200 euro.
*Deadline for applications: *14:00 (GMT+1:00), May 23, 2014.
*Details for applications: *please click here
<http://www.dottorato.polimi.it/en/looking-for-a-phd/call-for-positions-and-…>.
*Motivations and objectives of the research in this field:*Problems
characterized by high-dimensional and complex data have become more and
more common in engineering. Due to their complexity, in many situations
these data contain redundant information since their underlying
structure may involve only a reduced number of relevant features. This
research aims at developing new methods for the detection of suitable
subspaces where data (possibly spatially-dependent) can be represented,
interpreted and analyzed. The interest extends also to the
identification of suitable basis, which should capture the relevant
geophysical features of the phenomenon under study and allow for
computationally efficient statistical analysis.
*Methods and techniques that will be developed and used to carry out the
research:* The PhD program aims at training young researchers by
providing them with a strong mathematical background and with ability to
apply their knowledge to the solution of real-world problems in the
areas of Statistics and Scientific Computing.
*Educational objectives:*The PhD students carry their research both in
the development of new mathematical methods and in the implementation
and improvement of advanced techniques in connection with specific
contexts and applications. Further information can be obtained by
consulting the dedicated website http://www.mate.polimi.it/dottorato
*Job opportunities:* Job opportunities are in companies and research
agencies which are leaders in their respective fields.
--
Simone Vantini
MOX Laboratory for Modeling and Scientific Computing
Dept. of Mathematics "F. Brioschi" - Politecnico di Milano
Address: Piazza Leonardo da Vinci 32, 20133, Milan, Italy
Phone: (+39) 02 2399 4554
Email: simone.vantini(a)polimi.it
Website: http://mox.polimi.it/~vantini/