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Seminaio di N. Torri a Milano-Bicocca (11 gen 2018)
by Francesco Caravenna 08 Jan '18

08 Jan '18

Giovedì 11 gennaio 2018 alle ore 15:30 Niccolò Torri (Université Paris 6 - Pierre et Marie Curie) terrà un seminario dal titolo "Scaling limit of the prudent random walk" Aula 3014, Dipartimento di Matematica e Applicazioni (edificio U5, terzo piano, via Cozzi 55, Milano) Università di Milano-Bicocca Trovate il sommario di seguito. Tutti gli interessati sono invitati a partecipare. Francesco Caravenna %%%%%%%%%%%%%%%%%%%%%%%%%% The self-interacting self-avoiding random walk (ISAW) is a mathematical model introduced for studying the behavior of a polymer dipped in a repulsive solvent. In this model the possible spatial configurations of the polymer are provided by self-avoiding walk trajectories. However, self avoiding walks, especially in dimension 2 and 3, are complicated objects. This is the reason why, in the mathematical literature, the ISAW model was studied for sub-families of self-avoiding walks, as for instance the partially directed self-avoiding walk. A natural generalization of the partially directed self-avoiding walk is given by the so called "prudent random walk". A prudent path a non-directed self-avoiding path which cannot take a step towards a previously visited lattice site. The prudent self-avoiding walk has attracted the attention of the combinatorial and probabilistic community over recent years and already the 2-dimensional case presents challenging issues. In this talk we consider two of such issues, concerning the scaling limit as well as exponential growth rate of the set of prudent paths, making a link with the general context of the ISAW model. Joint work with N. Pétrélis and R. Sun %%%%%%%%%%%%%%%%%%%%%%%%%% _________________________________________ 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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Post-Doc research grant in Padova
by Tiziano Vargiolu 08 Jan '18

08 Jan '18

(sorry for possible cross-postings) Dear all, the Interdepartmental Centre "Giorgio Levi Cases" for Energy, Economics and Technology (University of Padova) issues a research grant on the topic "Capacity markets and the definition of the value of Reliability Options" to be performed at the Department of Mathematics under the supervision of Prof. Tiziano Vargiolu (as the scientific responsible), in cooperation with Prof. Fulvio Fontini, of the Department of Economics and Management. - duration: 27 month; - deadline: January 18, 2017 - topic: In energy markets, it is of particular interest the problem of a fair evaluation of Reliability Options (RO), namely, physical call options derived on electricity, issued by generators and acquired by a subject to hedge adequacy risk of power generation. The aim of this grant is to define a fair pricing of RO, which requires techniques which go beyond those classically used in financial markets to price and hedge derivative assets. - call for grant: http://www.math.unipd.it/it/news/?id=2152 The English version is at the bottom (2 downloadable files). The successful candidate will not have teaching duties (however, there is in principle the possibility to teach, if wanted) and will have access to the Department's fundings for travel. For further information, feel free to contact me (vargiolu(a)math.unipd.it) Please circulate -------------------------------------------------------------------------- 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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University of Leeds - one post for a Professor of Mathematics or Statistics
by Elena Issoglio 07 Jan '18

07 Jan '18

Dear All, I am glad to announce that the School of Mathematics at the University of Leeds is advertising one post for a Professor of Mathematics or Statistics. Please follow the link for details https://jobs.leeds.ac.uk/Vacancy.aspx?ref=MAPMA1074 Closing date: 31st January 2018. I would be most grateful if you could please forward this announcement to suitable candidates. Best wishes, Elena Dr Elena Issoglio Lecturer in Financial Mathematics Office 11.02, School of Mathematics School of Mathematics, University of Leeds, Leeds, LS2 9JT E: e.issoglio(a)leeds.ac.uk<mailto:e.issoglio@leeds.ac.uk> T: 0113 34 3 4660

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European Geosciences Union: Mathematics of Planet Earth
by Tobias Kuna 05 Jan '18

05 Jan '18

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Call for Abstracts: StochMod 2018 at Lancaster University
by Cecchi, F. 04 Jan '18

04 Jan '18

On behalf of Peter Jacko. Dear colleagues, We would like to invite you to submit abstracts for presentation at the 7th Stochastic Modelling meeting (StochMod 2018), which will take place on 13-15 June 2018 at Lancaster University, UK. Abstract submission closes on 14 February 2018. The StochMod meeting is run biennially by the EURO working group on stochastic modelling, and its scope covers both the theory and applications of stochastic models. StochMod 2018 will include keynote talks from - Margaret Brandeau (Stanford University) - Kevin Glazebrook (Lancaster University) - Kalyan Talluri (Imperial College London) and a tutorial by - Warren B. Powell (Princeton University). We will also have a panel discussion on "Teaching of stochastic modelling in the era of business analytics and data science", chaired by Ger Koole (VU-Amsterdam). [X] For additional information about StochMod 2018, please visit the meeting's webpage: http://www.lancaster.ac.uk/staff/jacko/stochmod2018/ We look forward to welcoming you in Lancaster! Best regards, Peter Jacko and Rouba Ibrahim (StochMod 2018 co-chairs)

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Univ. Ca' Foscari: SCADENZA 15-01-2018 - RTDa in Econometria
by Roberto Casarin 03 Jan '18

03 Jan '18

Gentili Colleghi, Il Dipartimento di Economia dell’Università Ca' Foscari di Venezia ha aperto un bando per una posizione di ricercatore a tempo determinato, di tipo A, della durata di 3 anni, per il settore SECS P/05 - Econometria: http://intra.unive.it/plapps/bandi/common/file_bandi/28096.pdf Si segnalano tra gli ulteriori requisiti indicati nel bando: "Il ricercatore dovrà essere particolarmente competente nell'uso di software econometrici e statistici come R o Matlab, avere conoscenza approfondita di statistica, econometria e modelli e metodi per l'analisi delle serie storiche" Il termine di presentazione della domanda è il 15 gennaio 2018 (vedere dettagli nel bando). Vi chiedo la cortesia di diffondere la notizia ai potenziali interessati. Cordiali saluti, Roberto Casarin -- Prof. Roberto Casarin Director of IMEF - International Master in Economics and Finance University Ca' Foscari, Venice Address: San Giobbe 873/b 30121 Venezia, Italy Phone: +39 041.234.91.49 Web: http://venus.unive.it/r.casarin/ IMEF: http://virgo.unive.it/imef/ -- Nota automatica aggiunta dal sistema di posta.

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Posizione Ricercatore tipo B in SECS-06 Sapienza
by Gabriele Stabile 02 Jan '18

02 Jan '18

Con preghiera di diffusione a tutti gli interessati Concorso per un posto di *RTD-B* nel settore *SECS-S/06* in* Sapienza Università di Roma*, presso il Dipartimento MEMOTEF, per attività di ricerca sul tema *Metodi quantitativi, modelli matematici e tecniche numeriche per il pricing di strumenti finanziari e per la valutazione del rischio. * Il bando ha *scadenza 22/01/2018 *ed è disponibile alla pagina https://web.uniroma1.it/trasparenza/dettaglio_bando_albo/93163 Un saluto Gabriele Stabile

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Postdoctoral position in Probability (Paris)
by Paolo Dai Pra 28 Dec '17

28 Dec '17

Postdoctoral position in Probability (ANR grant SWiWS) We offer a 2-year postdoctoral position in Probability Theory beginning September 2018 and funded by the ANR grant SWiWS. All candidates with a background in Probability or Mathematical Physics, and interested in working on the mathematical aspects of polymer folding, interacting random walks and related topics, are encouraged to apply. The position is officially attached with Paris-Est, and collaboration is expected with members of the SWiWS project (see below). Eligibility criteria: Holding a PhD in Mathematics. The selection will be based on the excellence of previous scientific achievements and the quality of the scientific project. Members of SWiWS project: Amine Asselah, Quentin Berger, Francis Comets, Yueyun Hu, Julien Poisat, Bruno Schapira, Perla Sousi. Contract details: Funding will also be available to participate in scientific events related to the project. Research stays in Marseille and Cambridge are possible. Applications should be sent by email and include: a CV, a list of publications, a description of research project as well as 2 letters of recommendation. Contact : Any member of the SWiWS project. See the following webpage: http://perso-math.univ-mlv.fr/users/asselah.amine/anr.html <http://perso-math.univ-mlv.fr/users/asselah.amine/anr.html> 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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PhD vacancy in Multi-State models
by Spitoni, C. (Cristian) 26 Dec '17

26 Dec '17

Project description Multi-state models are finding increased application in medical research. They allow a detailed view of the disease or recovery process of a patient, and they can be used to obtain prediction probabilities of future events, after a given event history. The offered position will involve developing novel statistical methods for the analysis of competing risks and multi-state models. Particular big emphasis will be given to new methodologies needed for modeling disease progression in the Intensive Care Unit (ICU) setting. Among the new methods to be explored: causal inference, correction for time dependent confounding, prediction for non Markov models. The offered position is a shared position between the Department of Mathematics of Utrecht University (50%) and the University Medical Center of Utrecht (50%). Hence, the student will work along with researchers from the Julius Center for Health Sciences and Primary Care (UMCU) and with physicians of the ICU, in order to build up models of medical relevance. Prerequisites We are seeking a candidate with a Master’s degree in Mathematics or a Master’s degree in Statistics and a strong affinity for mathematics. You have experience with programming languages, including statistical programming languages. Good communication skills in both written and spoken English are also essential. General information You will be offered a full-time position for four years. The gross monthly salary will amount to EUR 2.146,- in the first year to EUR 2.744,- in the fourth year (P-scale of the Collective Labour Agreement Dutch Universities). It is supplemented with a holiday bonus of 8% and an end-of-year bonus of 8,3% per year. In addition Utrecht University offers a pension scheme and a partially paid parental leave. Deadline for application February 23, 2018<x-apple-data-detectors://0> Latest starting date September 1, 2018<x-apple-data-detectors://1> How to apply Please submit the following material: 1. a cover letter including an explanation why you consider pursuing a Ph.D. in<http://ph.d.in/> multi-state modelling, 2. your curriculum vitae, 3. a list of all courses taken for your bachelor's and master's degrees together with grades, 4. your master's thesis, 5. names, contact information, and e-mail addresses of two academic referees. Contact Cristian Spitoni, email: C.Spitoni(a)uu.nl<mailto:C.Spitoni@uu.nl>

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Fwd: Pisa
by Cristian Giardina 23 Dec '17

23 Dec '17

Ricevo da Ellen Baake (Bielefeld) ed inoltro annuncio per un posto di dottorato in "mathematical population genetics". Saluti cordiali C. Giardina' ---------- Forwarded message ---------- From: Ellen Baake <ebaake(a)techfak.uni-bielefeld.de> Date: Fri, Dec 22, 2017 at 11:17 AM To: Cristian Giardina <cristian.giardina(a)unimore.it> Dear Cristian, I have another opening for a PhD student, see http://www.uni-bielefeld.de/Universitaet/Aktuelles/Stellenausschreibungen/ Anzeigen/Wiss/wiss17345_engl.pdf in case you know someone who might be interested. Season's greetings Ellen

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