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FW: Invitation to Aarhus Quant Factory - week 3, 2014
by Camilla Pisani 20 Nov '13

20 Nov '13

Di seguito inoltro l'invito per l' "Aarhus Quant Factory" che si terrá in Danimarca il prossimo Gennaio. Chiedo gentilmente di diffonderlo a chiunque possa essere interessato. Grazie. _____________________ Camilla Pisani HPCFinance project-Phd student Aarhus University Business and Social Sciences Fuglesangs Allé 4 8210 Aarhus V, Denmark T: +45 87166015 M: cpisani(a)econ.au.dk W: http://au.dk/en/ cpisani(a)econ.au.dk [bslogo_mail_equis_stor_uk] Business and Social Sciences is a broad business school constituting one of four new main academic areas at Aarhus University. Business and Social Sciences is the largest university unit within business and social sciences in Denmark, encompassing a wide range of academic disciplines, outstanding research environments and strong degree programmes. From: phd.econ [mailto:phd.econ-bounces@maillist.au.dk] On Behalf Of Susanne Christensen Sent: 20. november 2013 13:29 To: econ.econ(a)maillist.au.dk Subject: [econphd] [econ] Invitation to Aarhus Quant Factory - week 3, 2014 Dear PhD students, junior faculty and practitioner colleagues, The Finance Research Group at the Department of Economics and Business, Aarhus University hereby invites you to Aarhus Quant Factory<http://econ.au.dk/research/research-groups/finance-research-group-frg/aarhu…>, a series of events with focus on Quantitative Finance. Aarhus Quant Factory will take place at the Department of Economics and Business at Aarhus University, Denmark during January 14-17, 2014 and the scientific program will consist of: · 14 January: Understanding and Managing Model Risk<http://econ.au.dk/research/research-groups/finance-research-group-frg/aarhu…>, Intensive PhD course lectured by Massimo Morini, IMI Bank of Intesa San Paolo. · 15-16 January: Lectures on Capital requirements, Credit Risk, Collateral and Centralized clearing - How to avoid losing billions in fines while running your CVA calculations on an iPad Mini<http://econ.au.dk/research/research-groups/finance-research-group-frg/aarhu…>, Intensive PhD course lectured by Leif Andersen, Bank of America Merril Lynch, and Jesper Andreasen, Danske Bank. · 17 January: Aarhus Quant Day<http://econ.au.dk/research/research-groups/finance-research-group-frg/aarhu…>, Symposium featuring talks given by o Leif Andersen, Bank of America Merril Lynch o Jesper Andreasen, Danske Bank o Rama Cont, Imperial College, London. o Brian Huge, Danske Bank o Jan Kallsen , Christian Albrechts University, Kiel o Vladimir Piterbarg, Barclays o Chris Rogers, University of Cambridge o Wim Schoutens, Catholic University of Leuven A detailed program is attached to this email. Please feel free to distribute this invitation. We look forward to welcoming as many of you as possible. Med venlig hilsen / Best regards Elisa Nicolato Associate Professor T: +45 87164998 M: eln(a)asb.dk<mailto:eln@asb.dk> Thomas Kokholm Associate Professor T: +45 87165216 M: thko(a)asb.dk<mailto:thko@asb.dk> Aarhus University Business and Social Sciences Department of Economics and Business Fuglesangs Allé 4 DK-8210 Aarhus V venlig hilsen / kind regards ________________________________ Susanne Christensen PhD Support Tel.: +45 8716 5121 Mail: sla(a)asb.dk<mailto:sla@asb.dk> http://au.dk/sla@asb.dk Department of Economics and Business Aarhus University School of Business and Social Sciences Fuglesangs Allé 4, 2632/L126 8210 Aarhus V [cid:image001.png@01CEAA29.BFD4F9F0]

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Ph.D. Position at the University of Sussex, UK
by Enrico Scalas 19 Nov '13

19 Nov '13

Car* collegh*, invio questo messaggio con preghiera di ulteriore diffusione. Sto cercando candidature per il seguente progetto di dottorato: PhD studentship on models for non-stationary intra-day financial data. da svolgersi presso il Dipartimento di Matematica dell'Universita' del Sussex. Maggiori informazioni sono disponibili a questi siti: http://www.sussex.ac.uk/study/money/scholarships/pgr2013/view/287 http://www.jobs.ac.uk/job/AHO960/phd-studentship-on-models-for-non-stationa… Per richieste informali si puo' scrivere al sottoscritto: e.scalas(a)sussex.ac.uk Cordiali saluti Enrico Scalas

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Avviso di mini-corso :: Varin@DSS (Scienze Statistiche, Sapienza)
by Pierpaolo Brutti 19 Nov '13

19 Nov '13

----------------------------------------------------------------------------- A v v i s o d i M i n i - C o r s o ----------------------------------------------------------------------------- Lunedì, 25 November, ore 10:30-12:00 + 15:00-17:00 Martedì, 26 November, ore 10:30-12:00 ----------------------------------------------------------------------------- Stanza 34 Dipartimento di Scienze Statistiche Sapienza Università di Roma CRISTIANO VARIN (Dep. of Environmental Sciences, Informatics and Statistics, Ca’ Foscari University) terrà un mini-corso rivolto principalmente (ma non solo) agli studenti di dottorato dal titolo ESTENSIONI E MODIFICHE DEL CONCETTO DI VEROSIMIGLIANZA Tutti gli interessati sono invitati a partecipare. ----------------------------------------------------------------------------- Questo corso fa parte delle attività promosse nell’ambito del FIRB Futuro in Ricerca 2012 “Modelli mistura e a variabili latenti per l'inferenza causale e l'analisi di dati socio-economici”. Maggiori informazioni sui seminari e mini-corsi presso il DSS sono consultabili a quest'indirizzo: http://goo.gl/Y6OQYm Saluti Pierpaolo Brutti --- Abstract A partire da Ronald Fisher, il concetto di funzione di verosimiglianza ha ricoperto un ruolo fondamentale nell'inferenza statistica. Vi è, però, una varietà di situazioni in cui il calcolo della funzione di verosimiglianza non è agevole oppure non è opportuno. In molti modelli per dati dipendenti la verosimiglianza è onerosa o addirittura impossibile da calcolare a causa delle presenza di matrici di covarianza di grandi dimensioni, di costanti di normalizzazione complesse o di integrali multidimensionali che non possono essere risolti in forma chiusa. Altre difficoltà nell'utilizzo della funzione di verosimiglianza provengono dalla presenza di parametri di disturbo di alta dimensionalità che non permettono una corretta inferenza sui parametri di interesse o dalla disponibilità di un elevato numero di potenziali regressori rispetto al numero di osservazioni. Per risolvere questi e altri problemi, sono state proposte in letteratura diverse estensioni e modifiche del concetto di verosimiglianza. L'obiettivo di questo corso è presentare una rassegna di alcune di queste modifiche, privilegiando le idee e le motivazioni che ne stanno alla base. Programma del corso - Richiami di inferenza di verosimiglianza - Inferenza di verosimiglianza per modelli mal specificati - Sovradispersione e quasi-verosimiglianza - Equazioni di stima generalizzate - Verosimiglianze composite - Verosimiglianze penalizzate per la scelta fra modelli

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Avviso di seminario :: Sangalli@DSS (Scienze Statistiche, Sapienza)
by Pierpaolo Brutti 18 Nov '13

18 Nov '13

---------------------------------------------------------------------------- - A v v i s o d i S e m i n a r i o ---------------------------------------------------------------------------- - Venerdì 22 Novembre, ore 11am ---------------------------------------------------------------------------- - Stanza 34 Dipartimento di Scienze Statistiche Sapienza Università di Roma LAURA SANGALLI (MOX, Dip. di Matematica, Politecnico di Milano) terrà un seminario dal titolo STATISTICAL & NUMERICAL TECHNIQUES FOR SPATIAL FUNCTIONAL DATA ANALYSIS ---------------------------------------------------------------------------- - Maggiori informazioni sui seminari presso il DSS sono consultabili a quest'indirizzo: http://goo.gl/Y6OQYm Saluti Pierpaolo Brutti - Fulvio De Santis --- Summary I will present a novel class of models for the accurate estimation of surfaces and spatial fields, that merges advanced statistical methodology with numerical analysis techniques. Thanks to the combination of potentialities from these two scientific areas, the proposed class of models has important advantages with respect to classical techniques used in spatial data analysis. The models are able to efficiently deal with data distributed over irregularly shaped domains, including Riemannian manifold domains, only few methods existing in literature for this type of data structures. Moreover, they can incorporate problem-specific priori information about the spatial structure of the phenomenon under study, with a very flexible modeling of space variation, allowing naturally for anisotropy and non-stationarity. The models have a generalized additive framework with a regularizing term involving a differential quantity of the surface of spatial field to be estimated. The estimators have good inferential properties; moreover, thanks to the use of numerical analysis techniques, they are computationally highly efficient. The method is illustrated in various applied contexts, including data coming from eco-dopplers, three-dimensional angiographies and computational fluid dynamics simulations. The seminar is based on joint work with Laura Azzimonti, Bree Ettinger, Fabio Nobile, Simona Perotto, Jim Ramsay, Piercesare Secchi. This line of research is developed within the FIRB2008 Futuro in Ricerca research project SNAPLE (http://mox.polimi.it/users/sangalli/firbSNAPLE.html ).

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Seminario A. Bianchi a Modena
by GIOIA CARINCI 18 Nov '13

18 Nov '13

*Avviso Seminario* La Dott.ssa Alessandra Bianchi (Università di Padova) terrà un seminario Venerdì 22 Novembre alle ore 11:30 in Aula VII - Dipartimento di Scienze Fisiche, Informatiche e Matematiche - Edificio Matematica - Via Campi 213/B - Modena. Titolo del Seminario: "Random Walk in a one-dimensional Levy random environment" Abstract: In this talk we introduce a model for a one-dimensional Levy-Lorentz gas corresponding to a random walk in random environment on the line. The environment is provided by a renewal point process with inter-distances having a Levy-type distribution, that can be seen as a set of randomly arranged static scatterers. We investigate the quenched behavior of the walk in the case of inter-distances having finite mean but infinite variance and provide asymptotic results about its distribution and moments . In particular we show that, contrary to the annealed case, the quenched behavior of the motion is diffusive. This is a work in progress with G. Cristadoro, M. Lenci and M. Ligabò. L'evento è organizzato nell'ambito del progetto FIRB "Processi stocastici e sistemi di particelle interagenti": http://www.stochastics.unimore.it/firb/

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Bocconi Call for Applications - PhD Economics and Finance 2014/15 - deadline Jan 31th, 2014 (fwd)
by Lucia Caramellino 15 Nov '13

15 Nov '13

---------- Forwarded message ---------- Date: Fri, 15 Nov 2013 03:33:47 +0100 From: Nicola Pavoni <nicola.pavoni(a)unibocconi.it> Reply-To: angela.baldassarre(a)unibocconi.it To: caramell(a)axp.mat.uniroma2.it Subject: Bocconi Call for Applications - PhD Economics and Finance 2014/15 - deadline Jan 31th, 2014 Dear colleague,I would be grateful if you could bring the Bocconi PhD program in Economics and Finance to the attention of your best undergraduate and master students.The PhD in Economics and Finance at Università Bocconi is a 4-year full-time program designed for highly qualified and motivated students who wish to acquire first rate research skills.This year, up to 15 PhD fellowships (which cover four years of study) are available for the PhD in Economics and Finance. Applications are due by 31st January 2014.The program is organized within the two curricula of Economics and Finance (students select one curriculum when they apply). By its nature, the program is multidisciplinary and students have the option to choose from a wide range of electives. Dedicated mentorship and support are offered to students throughout their time at Bocconi. Please attached find the full official call also available at www.unibocconi.eu/admissionphdFor more information about the program, please feel free to contact our Program Assistant at infophd(a)unibocconi.it, or visit our website www.unibocconi.eu/phdeconomicsfinance.SincerelyNicola PavoniUniversità BocconiDirector of the PhD program in Economics and Finance --------------------------------------------------------------------------------- PhD School - Università Bocconi Room 1-E3-04 - 1° floor Via Roentgen, 1 - 20136 Milano (Italia)Tel.+39-02.5836.3367angela.baldassarre(a)unibocconi.it

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Seminario MORANDIN
by barbato＠math.unipd.it 15 Nov '13

15 Nov '13

Ho il piacere di invitarvi al seguente seminario, che si terrà Martedi' 19 novembre 2013 alle ore 16:00 presso l'aula 1AD100 della torre Archimede via Trieste 63 Padova. SPEAKER: Francesco Morandin AFFILIATION: Università di Parma TITLE: Anomalous dissipation in a stochastic inviscid shell model of turbulence ABSTRACT: Shell models of turbulence are infinite systems of coupled nonlinear equations with exponentially-growing coefficients. They are thought to be able to capture some of the statistical properties and features of three-dimensional turbulence, while presenting a structure much simpler than Navier-Stokes and Euler equations. We introduce a stochastic version with multiplicative noise of some of these models and prove energy dissipation in spite of its formal conservativity. ------- David Barbato Università di Padova ---------------------------------------------------------------- This message was sent using IMP, the Internet Messaging Program.

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Fwd: Post Doctoral Position in Buenos Aires
by davide gabrielli 15 Nov '13

15 Nov '13

---------- Forwarded message ---------- From: Pablo Ferrari <pferrari(a)dm.uba.ar> Date: 2013/11/15 Subject: Post Doctoral Position in Buenos Aires To: Dear colleagues, Applications are invited for a Post-Doctoral position in Probability and related areas at the Department of Mathematics, University of Buenos Aires. The position lasts two years and has a monthly stipend of 8,600 pesos, starting anytime between February and September 2014, with a minimum commitment of one year. It is possible to extend the position up to four years if the candidate is under the age of 34. Please feel free to forward this message to other colleagues and potential candidates. Information on the group activities and projects can be found at http://mate.dm.uba.ar/~probab/ Feel free to get in touch with any member of the group if you are interested. Applications should be sent before December 10th, 2013, to probab(a)dm.uba.ar and should include: - Curriculum Vitae; - Research Statement; - Preprints or arXiv links; - contact details of three academic referees, including e-addresses. With our best regards, Buenos Aires Probability Group Inés Armendáriz, Pablo A. Ferrari, Pablo Groisman, Matthieu Jonckheere, Leonardo T. Rolla -- This message has been scanned for viruses and dangerous content by MailScanner, and is believed to be clean.

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Winter School, University Wuppertal
by Claudio Macci 14 Nov '13

14 Nov '13

Cari tutti, segnalo una "Winter school" che si terra` all'Universita` di Wuppertal e organizzata congiuntamente con l'Universita` Luiss. Per ulteriori informazioni si veda il file allegato. Cordiali saluti. C.M.

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3rd Carlo Alberto Stochastics Workshop
by Matteo Ruggiero 12 Nov '13

12 Nov '13

***************************************************************** WORKSHOP - COLLEGIO CARLO ALBERTO ***************************************************************** The "de Castro" Statistics Initiative (http://www.carloalberto.org/stats) is pleased to announce the 3rd CARLO ALBERTO STOCHASTICS WORKSHOP: ALGEBRAIC STATISTICS II The workshop aims at presenting some of the latest advances on Algebraic Statistics, and will be held on January 10-11, 2014 at Collegio Carlo Alberto, Moncalieri. The schedule will feature two long invited talks by: Jim SMITH (University of Warwick) Hugo MARURI-AGUILAR (Queen Mary University of London) together with contributed talks and posters. Further details on registration and abstract submission can be found at the workshop webpage http://www.carloalberto.org/research/statistics-initiative/events/3rd-carlo… Best regards, Matteo Ruggiero --------- Matteo Ruggiero University of Torino & Collegio Carlo Alberto http://web.econ.unito.it/ruggiero

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