(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
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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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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
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)
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.
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
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
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>
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
-------- Messaggio Inoltrato --------
Oggetto: nuovi Bandi PhD 2018/2019
Data: Tue, 19 Dec 2017 09:26:37 +0100
Mittente: segreteria studenti <segreteria.studenti(a)sns.it>
Gentilissimi,
si comunica che sono usciti i nuovi bandi di concorso a posti di
perfezionamento e dottorato alla Scuola Normale Superiore.
E' stato emanato un bando distinto per Data Science trattandosi di un
dottorato congiunto.
Ne trovate notizia, oltre che all'Albo Ufficiale della Scuola, sul sito sns
https://www.sns.it/ammissione/ammissione-al-phd
e sul sito dedicato dalla Scuola al PhD
http://phd.sns.it/
La procedura on line per le candidature è già attiva su Ser.se
https://serse.sns.it/it/
Scadenze: 28 febbraio per la presentazione delle candidature;
22 marzo-12 aprile colloqui.
Si prega di darne massima diffusione.
Cordiali saluti.