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[ccfz] Postdoctoral fellowship at Imperial College London
by Tiziano Vargiolu 10 Nov '14

10 Nov '14

----- Forwarded message from r.cont(a)imperial.ac.uk ----- Date: Mon, 10 Nov 2014 09:57:20 +0000 From: "Cont, Rama" <r.cont(a)imperial.ac.uk> Reply-To: "Cont, Rama" <r.cont(a)imperial.ac.uk> Subject: [ccfz] Postdoctoral fellowship at Imperial College London To: "ccfz(a)lists.math.ethz.ch" <ccfz(a)lists.math.ethz.ch> The Department of Mathematics, Imperial College London is recruiting 3 Chapman postdoctoral fellows in Mathematics, starting 1 October 2015 for a duration of 2 years. The Mathematical Finance Section http://www3.imperial.ac.uk/mathfin will support a candidate with research interests focused on MATHEMATICAL FINANCE, STOCHASTIC ANALYSIS OR APPLIED PROBABILITY. The full announcement is below. The deadline for applications is NOVEMBER 27, 2014. --------------------------- DEPARTMENT OF MATHEMATICS, IMPERIAL COLLEGE LONDON CALL FOR APPLICATIONS FOR 3 CHAPMAN FELLOWSHIPS IN MATHEMATICS SALARY RANGE: ?33,410 - ?42,380 PER ANNUM Fixed Term: 24 months, commencing 1 October 2015 Applications are invited for three Chapman Fellowships in Mathematics, tenable for two years, starting 1 October 2015. These posts provide an excellent opportunity for those seeking to pursue an academic career in mathematics. Candidates for a Chapman Fellowship are expected to have proven research ability in mathematics. Candidates will demonstrate the potential for strong leadership qualities in the subject, as illustrated, for example, through showing initiative on research projects. As well as holding a good honours degree and a PhD (or equivalent) in mathematics or a closely related subject, candidates will also be expected to demonstrate exceptional ability in their chosen research areas. They will have an outstanding research record commensurate with their level of experience, as demonstrated, for example, through an outstanding thesis, publications and conference presentations, etc. Candidates will be able to contribute significantly to the research environment of the Department of Mathematics, and have a proven track record of successful research interaction. In addition to pursuing research, Fellows will be expected to undertake a limited range of teaching duties in the Department of Mathematics. The ability to teach mathematics at undergraduate and postgraduate level is essential, as demonstrated by excellent written and verbal communication skills with the ability to give effective presentations. Further particulars, together with information about Imperial College London, the Department of Mathematics can be found at http://www.ma.imperial.ac.uk/[1]. The preferred method of application is online via our website http://www.imperial.ac.uk/employment (please select ?Job Search? then enter the job title or vacancy reference number into ?Keywords? ? vacancy ref: NS2014200AM ). Please complete and upload an application form stating which area you are applying to, (Applied Mathematics, Pure Mathematics, Mathematical Finance, Statistics), also providing a CV, list of publications and Research Plan. If you are unable to apply online or have any queries about the application process please contact Ms Claudia Cannon, Academic Support Administrator (c.cannon(a)imperial.ac.uk) quoting the reference number NS2014200AM to request an application form. CLOSING DATE: 27 NOVEMBER 2014 Interviews for the posts will be held January 2015 FOR FURTHER INFORMATION: https://www4.ad.ic.ac.uk/OA_HTML/OA.jsp?page=/oracle/apps/irc/candidateSelf….. >> Links: ------ [1] http://www.ma.imperial.ac.uk/ ----- End forwarded message -----

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Seminario MULAS (RGS & Matematica Applicata)
by Giacomo Aletti 10 Nov '14

10 Nov '14

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 17 Novembre 2014, alle ore 14.30, nell'Aula C del Dipartimento di Matematica dell'Universita' degli Studi di Milano, Via C. Saldini, 50, Milano, "Spike count and spike time coding of flashed images in macaque primary visual cortex" Marcello MULAS, Neuroscientific System Theory, Technische Universität München, Germany Abstract: http://goo.gl/VCJ3dt Short intro to the talk How the brain represents stimuli is still a matter of debate. It is unclear how important is the precise time of spikes in order to encode information. This study suggests that taking into account the interaction between neurons might undermine conclusions based on estimates of average information in single neurons. Keywords V1, neural coding, information time course, synergy, redundancy, information theory ================= 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.matematica.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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10th BNP conference - Abstracts submission
by Antonio Lijoi 09 Nov '14

09 Nov '14

The 10th conference on Bayesian Nonparametrics (BNP10) will be held in June 22-26, 2015 in Raleigh, NC. BNP10 will feature four special invited lectures, eight invited sessions, contributed talks and poster sessions. A proposal for a contributed talk or poster can be made through the conference website http://www.stat.duke.edu/bnp10/ and should consist of a title and an abstract. Slots for contributed talks are limited. Deadline for submission of a contributed talk is December 1, 2014, and decisions about acceptance are expected by January 15, 2015. Deadline for poster submission is May 1, 2015. Best, BNP10 Organizing Committee (10thbnpmeeting(a)gmail.com) ----- Antonio Lijoi University of Pavia via San Felice 5, 27100 Pavia, Italy http://economia.unipv.it/alijoi

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Fwd: Announcement Master Class in probability and planar statistical physics in Geneva
by Fabio Martinelli 07 Nov '14

07 Nov '14

Dear colleague, The university of Geneva is organizing a special Master program in probability and mathematical physics in collaboration with the ETH during the year 2015/2016. The aim of the program is to provide a small number of outstanding students with master-level courses in probability together with more advanced courses in the field of planar statistical physics. The program is aimed at Master students. Advanced undergraduates and beginning PhD students are also welcome. The participants will enroll in a one-year master program at the university of Geneva starting in September 2015. A number of fellowships covering accommodation and local expenses are available. *Additional information is available on the webpage of the program: http://nccr-swissmap.ch/master-class-2015 <http://www.nccr-swismap.ch/master-class-2015>* We would be very grateful if you would mention this program to potential candidates and encourage them to apply. For full consideration, apply using the web form (available on http://nccr-swissmap.ch/master-class-2015 <http://www.nccr-swismap.ch/master-class-2015>) before the 17th of January 2015. We also attached the poster of the program. If you need more information, please do not hesitate to contact me. Best regards Stanislav Smirnov, Wendelin Werner and Hugo Duminil-Copin Additional information: *Preliminary list of lecturers:* I. Benjamini D. Chelkak D. Cimasoni H. Duminil-Copin C. Hongler J. Miller S. Smirnov Y. Velenik W. Werner *Preliminary list of lectures:* *First semester courses:* Introduction to statistical physics Brownian Motion and stochastic calculus Martingales and Markov processes On various aspects of the dimer and planar Ising models *Second semester courses:* Conformal invariance of lattice models Schramm-Loewner Evolution and GFF Random planar maps Geometric representations of lattice models *A number of mini-courses including:* Coarse geometry and random processes Probability on groups Large deviations -- ----------------------------------------------------------------- Hugo Duminil-Copin Professor Email: hugo.duminil(a)unige.ch <Hugo.duminil(a)unige.ch> Université de Genève Phone: +41-22-3791169 Section de Mathématiques Fax: +41-22-3791176 2-4, rue du Lièvre; CP 64 www: http://www.unige.ch/~duminil 1211 Genève 4 SWITZERLAND -- Fabio Martinelli Department of Mathematics and Physics Roma Tre University Lg. San Murialdo 1, 00146 Roma Italy tel +39 06 57338039 fax +39 06 57338039

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Seminario a Roma Tre il 05-11-2014
by Pietro Caputo 05 Nov '14

05 Nov '14

Benoit Laslier (Cambridge) Titolo: Stochastic dynamics of discrete interfaces and dimer models. Mercoledi' 05 Novembre 2014 ORE 15:30 Dipartimento di Matematica e Fisica Universita' degli Studi Roma Tre AULA 311 (SEMINARI) Largo San L. Murialdo,1 Abstract We will study some effective models, called dimer models, for the interface between two coexisting thermodynamical phases in three dimension. We will show in a relatively general context that the time needed for the system to reach equilibrium is of order L^(2+o(1)), where L is the typical length scale of the system. The exponent 2 is optimal. More precisely, for surfaces attached to a curve drawn in some plane, we will control the mixing time for lozenge tilings and domino tilings (and a few other related models). For surfaces attached to a general curve, we will only work with lozenges and use a weaker notion of "macroscopic" convergence.

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Seminario BESKOS
by Matteo Ruggiero 31 Oct '14

31 Oct '14

******************************************************************* STATISTICS SEMINARS @ COLLEGIO CARLO ALBERTO ******************************************************************* Venerdi' 7 Novembre 2014 alle ore 12:00, presso la sala rossa del Collegio Carlo Alberto, Moncalieri (TO), si terra' il seguente seminario: Alexandros BESKOS (University College London) SMC SAMPLERS FOR APPLICATIONS IN HIGH DIMENSIONS Abstract: Sequential Monte Carlo (SMC) methods are nowadays routinely applied in a variety of complex applications: hidden Markov models, dynamical systems, target tracking, control problems, just to name a few. Whereas SMC methods have been greatly refined in the last decades and are now much better understood, they are still known to suffer from the curse of dimensionality: algorithms can sometimes break down exponentially fast with the dimension of the state space. As a consequence, practitioners in high-dimensional Data Assimilation applications in atmospheric sciences, oceanography and elsewhere will typically use 3D-Var or Kalman-filter-type approximations that will provide biased estimates in the presence of non-linear model dynamics. The talk will concentrate on a class of SMC algorithms and will look at ways to reduce the cost of the algorithms as a function of the dimension of the state space. Explicit asymptotic results will clarify the effect of the dimension at the properties of the algorithm and could provide a platform for algorithmic optimisation in high dimensions. Applications will be shown in the context of Data Assimilation, in a problem where the objective is to target the posterior distribution of the initial condition of the Navier-Stokes equation given a Gaussian prior and noisy observations at different instances and locations of the spatial field. The dimension of the signal is in theory infinite-dimensional - in practice 64x64 or more depending on the resolution – thus posing great challenges for the development and efficiency of SMC methods. 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 http://sites.carloalberto.org/ruggiero

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seminario Carlo Acerbi in Bicocca
by fabio.bellini 31 Oct '14

31 Oct '14

Il giorno lunedì 3 novembre alle ore 17, presso la Sala del Consiglio della Scuola di Economia e Statistica della Università di Milano Bicocca, al IV piano dell'edificio U7, il dott. Carlo Acerbi, Executive Director a MSCI, presenterà un seminario su: Supply-Demand Symmetry Abstract How does the order book look like in a market where there's perfect balance between supply and demand? The question is less obvious than it sounds, and still awaits formalization. The problem admits a clear formalization based on analogies with change of numeraire techniques. We characterize and classify symmetrical models. Supply-Demand symmetry turns out to be something different from just bid-ask parity of the market cost functions, and the two concepts are shown to coincide only in very liquid regimes. Tutti gli interessati sono invitati a partecipare. Fabio Bellini

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CfP: ISIPTA '15, 20-24 July 2015, Pescara, Italy
by Serena Doria 30 Oct '14

30 Oct '14

*ISIPTA '15 CALL FOR PAPERS* 9th International Symposium on Imprecise Probability: Theories and Applications 20-24 July 2015 Pescara, Italy Website with up-to-date information on all aspects of the conference: http://www.sipta.org/isipta15 Scientific program contact: isipta15(a)easychair.org Local organization contact: isipta15(a)unich.it *Important Dates* 30 Jan - Paper abstracts & preliminary papers due 13 Feb - Review-ready papers due 31 Mar - Conference hotel pre-reservation deadline 08 Apr - Paper notification 17 Apr - Poster-only abstracts due 06 May - Poster-only notification 29 May - Early-bird registration deadline (?350 full; ?200 student) *Scope & Symposium Format* ISIPTA is the primary international forum to present and discuss new results related to imprecise probability. We welcome both theoretical and applied original contributions. In this edition, we especially welcome papers connecting imprecise probabilities with related research in fields such as economics, philosophy, sociology, and engineering. There will be no parallel sessions. Each paper that is accepted is presented both (i) in a plenary session, meant for a short introduction and a sketch of the context and relevance; and (ii) in a poster session, where ample time is given for in-depth explanation and discussion. The poster-only track provides a second, free format presentation option. It is also open for preliminary results, challenges, etc. *New: non-proceedings papers* To adapt to different publication cultures in different fields, we introduce a new option: the non-proceeding papers. Authors may request that their contribution is not published in the proceedings in case this precludes later publication of an expanded journal version. The PC will decide on a case-by-case basis. If accepted, a one-page abstract will be published in the proceedings, and the paper must be freely available on-line (e.g., as a working paper). *Already Confirmed Invited Speakers* Massimo Marinacci, AXA-Bocconi Chair in Risk Department of Decision Sciences, Bocconi University, Milan, Italy Itzhak Gilboa, Professor of Economics and Decision Sciences Eitan Berglas School of Economics, Tel-Aviv University, Israel & HEC, Paris, France *Special Issue* After the conference, a special issue with a selection of the accepted papers will be published in an expanded version in the International Journal of Approximate Reasoning. *Steering Committee* T. Augustin (LMU München, Germany) + PC Board G. de Cooman (Ghent University, Belgium) S. Doria (University G. d'Annunzio, Italy) + Local Organization E. Miranda (University of Oviedo, Spain) + PC Board E. Quaeghebeur (CWI, Amsterdam, Netherlands) + PC Board T. Seidenfeld (Carnegie Mellon University, USA) We look forward to your contribution and to seeing you in Pescara!

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Seminario Fabio Caccioli il 4 Novembre alla Scuola Normale Superiore di Pisa
by Fabrizio Lillo 29 Oct '14

29 Oct '14

Martedì 4 novembre 2014 ore 13.00 *Scuola Normale Superiore* Pisa Aula Bianchi (Scienze) *Fabio Caccioli* *University College London* Terrà un seminario dal titolo: *“**Instabilities in portfolio optimization and regularization**”* *Abstract:* *We consider the problem of portfolio selection in presence of market impact, and we show that including a term which accounts for finite liquidity in portfolio optimization naturally mitigates the instabilities that arise in the estimation of coherent risk measures. This is because taking into account the impact of trading in the market is mathematically equivalent to introducing a regularization on the risk measure. We show that the impact function determines which regularizer is to be used, and we characterize the typical behavior of the optimal portfolio in the limit of large portfolio sizes for the case of Expected Shortfall*. Per informazioni scrivere a fabrizio.lillo(a)sns.it -- ---------------------------------------- Fabrizio Lillo Scuola Normale Superiore di Pisa, Dipartimento di Fisica, Universita' di Palermo & Santa Fe Institute, U.S.A. Piazza dei Cavalieri 7 56126 Pisa ITALY phone: +39 050509159

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SUMMER SCHOOL ON COPULAS: Pau, France, July 13-17, 2015
by Gianfausto Salvadori 28 Oct '14

28 Oct '14

Dear Colleagues, all interested people (especially PhD and Post-doc students) are invited to attend the following Summer School on Copulas. *** SCOPE *** The statistical modeling of natural events frequently involves the modeling of the joint distribution of several random phenomena. Copulas are mathematical objects that are particularly suitable for modeling the multivariate dependence between several continuous random variables, independently of their marginal distributions. This explains why they are more and more often used in hydrology and environmental sciences. With the development of powerful statistical software (such as the R statistical system), a multivariate analysis based on copulas appears increasingly feasible. This one-week short course will focus on the theory and statistical practice of copulas with applications to hydrological problems and related environmental issues. It will also contain an introduction to multivariate extreme-value theory from a copula perspective. Theoretical concepts will be illustrated through the analysis of real-world datasets using the R statistical system. *** VENUE *** Université de Pau et des Pays de l'Adour. Pau, France, July 13-17, 2015 *** WEB SITE *** http://lma-umr5142.univ-pau.fr/copula/ PLEASE CIRCULATE THIS MAIL TO ALL INTERESTED PEOPLE. THANKS. ____________________________________________________ Gianfausto SALVADORI ____________________________________________________ Università del Salento Dipartimento di Matematica e Fisica "E. De Giorgi" Provinciale Lecce-Arnesano, P.O.Box 193 I-73100 Lecce (Italy) ____________________________________________________ PHONE: +39-0832-29 7584. FAX: +39-0832-29 7594 ____________________________________________________ E-MAIL: gianfausto.salvadori(a)unisalento.it http://www.unisalento.it/people/gianfausto.salvadori ____________________________________________________

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