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Seminario L.Goldstein 20 febbraio 2015 RM1
by Nappo, Giovanna 13 Feb '15

13 Feb '15

*************************************************************** SEMINARI DI PROBABILITA' E STATISTICA MATEMATICA *************************************************************** DIPARTIMENTO DI MATEMATICA UNIVERSITA' DI ROMA LA SAPIENZA piazzale Aldo Moro 2, Roma *************************************************************** Seminario Prof. Goldstein a Roma 1 Venerdi' 20 febbraio 2015, Ore 14:00, esatte, in Aula di Consiglio Larry Goldstein (University of Southern California) terrà, presso il Dipartimento di Matematica dell'Universita' La Sapienza, un seminario dal titolo Normal approximation for recovery of structured unknowns in high dimension: Steining the Steiner formula Abstract: Intrinsic volumes of convex sets are natural geometric quantities that also play important roles in applications. In particular, the discrete probability distribution L(VC) given by the sequence v_{0},...,v_{d} of conic intrinsic volumes of a closed convex cone C in Rd summarizes key information about the success of convex programs used to solve for sparse vectors, and other structured unknowns such as low rank matrices, in high dimensional regularized inverse problems. The concentration of VC implies the existence of phase transitions for the probability of recovery of the unknown in the number of observations. Additional information about the probability of recovery success is provided by a normal approximation for VC. Such central limit theorems can be shown by first considering the squared length GC of the projection of a Gaussian vector on the cone C. Applying a second order Poincaré inequality, proved using Stein’s method, then produces a non-asymptotic total variation bound to the normal for L(GC). A conic version of the classical Steiner formula in convex geometry translates finite sample bounds and a normal limit for GC to that for VC. Joint with Ivan Nourdin and Giovanni Peccati. *************************************************************** Tutti gli interessati sono invitati a partecipare Giovanna Nappo

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Fwd: Conference on Stochastic Portfolio Theory (fwd)
by Tiziano Vargiolu 13 Feb '15

13 Feb '15

----- Forwarded message from mnutz(a)math.columbia.edu ----- Date: Wed, 11 Feb 2015 23:27:29 -0500 From: Marcel Nutz <mnutz(a)math.columbia.edu> Subject: Conference on Stochastic Portfolio Theory To: mnutz(a)columbia.edu Dear Colleagues, We would like to draw your attention to the Conference on Stochastic Portfolio Theory and Related Topics Columbia University, New York May 8 and 9, 2015 For more information, please visit http://sites.google.com/site/sptconference2015/ All the best wishes, Ioannis Karatzas, Marcel Nutz, Soumik Pal ----- End forwarded message -----

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FW: Call: 1st Symposium on Quantitative Finance and Risk Analysis (QFRA 2015) (11th - 12th June 2015, Santorini Greece) (fwd)
by Tiziano Vargiolu 13 Feb '15

13 Feb '15

---------- Forwarded message ---------- Date: Wed, 11 Feb 2015 07:46:02 +0100 From: mjeanbl(a)univ-evry.fr To: Tiziano Vargiolu <vargiolu(a)math.unipd.it> Subject: FW: Call: 1st Symposium on Quantitative Finance and Risk Analysis (QFRA 2015) (11th - 12th June 2015, Santorini Greece) Dear all, Please find attached the call for QFRA2015. Could you please circulate? Thank you Best regards Olivier 1st Symposium on Quantitative Finance and Risk Analysis (QFRA 2015) June 11-12, 2015, Santorini island, Greece Dear Colleague, It is our pleasure to circulate the 2nd announcement of the 1st Symposium on Quantitative Finance and Risk Analysis, QFRA2015 (http://www.liv.ac.uk/qfra-2015/). The symposium is to be held at Santorini Island, Greece during June 11-12, 2015. Focus: Behavioural finance, Commodity Trading, Credit Risk Modelling, Derivatives pricing and hedging, Econophysics, Finance and Stochastics, Financial Engineering, Financial Risk Management, Liquidity Modelling, Operational risk modelling Publications: Special Issue: Quantitative Finance<http://www.tandfonline.com/loi/rquf20#.VNnumc-zWpo> (Taylor and Francis) will publish a special conference issue on papers dedicated to Commodity Pricing and Trading. Presenters who want their paper to be considered for this special issue, should get in touch with Christian Ewald (Managing Editor). Keynote Speakers: Prof. H?lyette Geman<http://www.bbk.ac.uk/ems/faculty/geman>, Birkbeck, University of London, Department of Economics, Mathematics and Statistics, UK. Prof. Calum Turvey<http://dyson.cornell.edu/people/profiles/turvey.php>, Cornell University, Charles H. Dyson School of Applied Economics and Management, USA. Dr. Hans-Georg Zimmermann<http://www.siemens.com/innovation/en/home/pictures-of-the-future/digitaliza…>, Senior Principal Research Scientist within Siemens Corporate Technology Important dates: * March 31, Abstract submission deadline * May 1, Notification of acceptance * May 15, Registration deadline * June 1, Scientific programme * June 11, Symposium Opening Venue: QFRA 2015<http://www.liv.ac.uk/qfra-2015/> will be hosted at the Conference centre of the El Greco Resort<http://www.elgreco.com.gr/> at Stantorini Island. Registration: All the actions related to the QFRA2015 (paper submission, registration etc) may be completed via the Symposium website at http://www.liv.ac.uk/qfra-2015/ Abstracts for presentations should be submitted to qfrasymposium(a)gmail.com<mailto:qfrasymposium@gmail.com> by 31 March 2015. Please note that abstracts should have a front page that contains only the following items: * Title * Authors with affiliation (in bold the presenter) * Abstract * Key references Looking forward to see you in QFRA2015! Symposium Chair, Athanasios Pantelous, Department of Mathematical Sciences, University of Liverpool, UK Georgios Sermpinis, Adam Smith Business School, University of Glasgow, UK Christian Ewald, Adam Smith Business School, University of Glasgow, UK Jason Laws Management School, University of Liverpool, UK [cid:image001.jpg@01D013BF.F6F5CE90] [cid:image002.jpg@01D013BF.F6F5CE90] The symposium is under the umbrella of the EPSRC and ESRC Centre for Doctoral Training on Quantification and Management of Risk & Uncertainty in Complex Systems & Environments<http://www.liv.ac.uk/risk-and-uncertainty/postgraduate/cdt_risk/>

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Seminario ARLOTTO
by Matteo Ruggiero 13 Feb '15

13 Feb '15

**************************************************************** STATISTICS SEMINARS @ COLLEGIO CARLO ALBERTO **************************************************************** Venerdi' 20 Febbraio 2015 alle ore 12:00, presso la sala rossa del Collegio Carlo Alberto, Moncalieri (TO), si terra' il seguente seminario: Alessandro ARLOTTO (Duke University) SEQUENTIAL DECISIONS, TIME DEPENDENCE, AND CENTRAL LIMIT THEOREMS Abstract: We prove a central limit theorem for the sum of functions of (1+m)-dimensional vectors from a time non-homogeneous Markov chain and we show several examples in which this central limit theorem can be used to easily establish the asymptotic normality of the optimal total reward of finite horizon Markov decision problems. By choosing m=0 we recover the classic central limit theorem of Dobrushin (1956). Joint work with J.M. Steele. 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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Postdoc on "Modellizzazione e analisi di reti complesse da Big Data” at the Scuola Normale di Pisa
by Fabrizio Lillo 12 Feb '15

12 Feb '15

The call for a two-year postdoc is open at the Scuola Normale Superiore di Pisa (Italy). The topic of the research is "Modeling and analysis of complex networks from Big Data” and it is funded by the Scuola Normale within the SNS-UniCredit joint initiative *“Dynamics and Information Research Institute - Quantum Information, Quantum Technologies”*. The details of the call are at http://www.sns.it/servizi/job/assegnidiricerca/assegno073/ The research activity concerns the development of analytical and computational models of large complex network of economic, financial, and computational origin; statistical inference on large networks; empirical analysis of networks from BigData. Part of the activity could be performed in collaboration with the R&D Unit of Unicredit Group The deadline is March 2. I would be grateful if you could forward this message to any potentially interested candidate. The interested candidates can either contact me (fabrizio.lillo(a)sns.it) or the addresses in the call in case they need further information. Thanks and all the best, Fabrizio Lillo -- ---------------------------------------- Fabrizio Lillo Scuola Normale Superiore di Pisa & Santa Fe Institute, U.S.A. Piazza dei Cavalieri 7 56126 Pisa ITALY phone: +39 050509159

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Avviso di seminario: Prof Z. Brzezniak
by Cristina Zucca 11 Feb '15

11 Feb '15

A tutti gli interessati. Giovedì 19 febbraio 2015 alle ore 10.00 in AULA C (Palazzo Campana - Dip. di Matematica "G. Peano" - Univ. di Torino) il Prof. Z. Brzezniak (University of York) terrà un seminario dal titolo: Strong and weak solutions to stochastic Landau-Lifshitz equations Abstract: The talk is about the existence and uniqueness of weak and strong solutions to the stochastic Landau-Lifshitz equations for multi (one)-dimensional spatial domains. The corresponding large deviations principle and it's applications to a ferromagnetic wire will be also given. The talk is based on a joint works with B. Goldys and T. Jegaraj. -- Dr. Cristina Zucca Department of Mathematics University of Torino Via Carlo Alberto 10 10123 Torino, Italy tel: +39-011-6702850 fax: +39-011-6702878

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Fwd: Conference on "Advanced Modelling in Mathematical Finance" (fwd)
by Tiziano Vargiolu 10 Feb '15

10 Feb '15

---------- Forwarded message ---------- Date: Fri, 30 Jan 2015 23:52:27 +0100 From: Antonis Papapantoleon <papapan(a)gmail.com> To: vargiolu(a)math.unipd.it Subject: Fwd: Conference on "Advanced Modelling in Mathematical Finance" //// Dear colleagues, we are pleased to announce a conference on "Advanced Modelling in Mathematical Finance" in honour of Ernst Eberlein, taking place in Kiel from May 20 to 22, 2015. Details on invited speakers, registration etc. can be found on www.math.uni-kiel.de/ammf2015 . Limited financial support is available for young researchers presenting a poster. Best regards, Jan Kallsen and Antonis Papapantoleon ////

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Workshop announcement (fwd)
by Tiziano Vargiolu 10 Feb '15

10 Feb '15

---------- Forwarded message ---------- Date: Mon, 9 Feb 2015 15:45:46 +0000 From: bachelierfinance.org <office(a)bachelierfinance.org> To: Tiziano Vargiolu <vargiolu(a)math.unipd.it> Subject: Workshop announcement [header.jpg] WORKSHOP ANNOUNCEMENT Dear members of the Bachelier Finance Society We would like to draw your attention to this special workshop set up in memory of Marc Yor: Journees a la memoire de Marc Yor - from 3-5 June 2015. With kind regards, Denise and Mete H. Mete Soner BFS Executive Secretary

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Avviso di mini-corsi :: [Alfò + Liseo]@DSS (Scienze Statistiche, Sapienza)
by Pierpaolo Brutti 10 Feb '15

10 Feb '15

--------------------------------------------------------------------------------------- A v v i s o d i M i n i - C o r s i --------------------------------------------------------------------------------------- - Mercoledì, 18 Febbraio: Liseo dalle 10:30 alle 13:00 || Alfò dalle 15:00 alle 17:00 - Giovedì, 19 Febbraio: Liseo dalle 10:30 alle 13:00 || Alfò dalle 15:00 alle 17:00 - Venerdì, 20 Febbraio: Liseo dalle 10:30 alle 13:00 || Alfò dalle 15:00 alle 17:00 --------------------------------------------------------------------------------------- Aula VI (quarto piano) Dipartimento di Scienze Statistiche Sapienza Università di Roma Come sempre i corsi sono gratuiti ma, per motivi organizzativi, tutti gli interessati sono invitati a **prenotarsi** compilando il seguente form on line: url: http://goo.gl/JpzN75 --------------------------------------------------------------------------------------- BRUNERO LISEO (Dipartimento MEMOTEF, Sapienza) --------------------------------------------------------------------------------------- terrà un mini-corso dal titolo DENSITÀ GENERATE DA PERTURBAZIONI DI LEGGI SIMMETRICHE > Programma < Tre lezioni sulla costruzione di densità di probabilità asimmetriche a partire da leggi simmetriche. Queste distribuzioni presentano aspetti interessanti sia dal punto di vista probabilistico che inferenziale. - 1a lezione: Introduzione generale. Possibili costruzioni alternative della distribuzione normale asimmetrica scalare. Sue estensioni. Problemi inferenziali. - 2a lezione: Il caso multivariato. Altre possibili perturbazioni - 3a lezione: Metodi di stima e relativi problemi. Applicazioni con R. --------------------------------------------------------------------------------------- MARCO ALFÒ (Dipartimento di Scienze Statistiche, Sapienza) --------------------------------------------------------------------------------------- terrà un mini-corso dal titolo MODELLI A MISTURA FINITA > Programma < - Finite mixture models: basics - ML estimation, complete data and the EM algorithm - Variants of the EM algorithm - Choice of the number of components - Observed Information and the provision of standard errors - Gaussian mixtures, unconstrained and constrained estimation - Gaussian mixtures and dimensionality reduction - Finite mixtures with non Gaussian components - Finite mixtures of regression models, basics and link to semiparametric random parameter models --------------------------------------------------------------------------------------- Maggiori informazioni sui seminari e mini-corsi presso il DSS sono consultabili a quest'indirizzo: http://goo.gl/Y6OQYm Saluti Pierpaolo Brutti

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[COURSE] CSAMA 2015 : Statistics and Computing in Genome Data Science, 14-19 June 2015, Brixen (IT)
by stefano iacus 09 Feb '15

09 Feb '15

CSAMA 2015 (13th edition) Statistics and Computing in Genome Data Science Bressanone-Brixen, Italy (South Tyrol Alps) June 14-19, 2015 *** Registration for CSAMA 2015 is now open *** http://www-huber.embl.de/csama Lecturers: Martin Morgan, Fred Hutchinson Cancer Research Center (USA) PI of the Bioconductor project Wolfgang Huber, European Molecular Biology Laboratory Vincent J. Carey, Channing Laboratory, Harvard Medical School (USA) Michael Love, Dana Farber Cancer Institute and the Harvard School of Public Health (USA) Simon Anders, European Molecular Biology Laboratory Mark Robinson, University of Zurich (CH) Laurent Gatto, University of Cambridge (UK) Paul Pyl, University of Copenhagen (DK) The one-week intensive course “Statistics and Computing in Genome Data Science” teaches statistical and computational analysis of multi-omics studies in biology and biomedicine. It covers the underlying theory and state of the art (the morning lectures), and practical hands-on exercises based on the R / Bioconductor environment (the afternoon labs). The course covers the primary analysis (“preprocessing”) of high-throughput sequencing based assays in functional genomics (transcriptomics, epigenetics, etc.) as well as integrative methods including efficiently operating with genomic intervals, statistical testing, linear models, machine learning, bioinformatic annotation and visualization. At the end of the course, you should be able to run analysis workflows on your own (multi-)omic data, adapt and combine different tools, and make informed and scientifically sound choices about analysis strategies. Topics include: * Introduction to Bioconductor * Elements of statistics: hypothesis testing, multiple testing, regression, regularization, clustering and classification (machine learning), visualization * Computing with sequences and genomic intervals * RNA-Seq data analysis and differential expression * ChIP-Seq and epigenetics * Integrating DNA variant calls with functional data, and large-scale efficient computation with genomic intervals * Working with annotation – genes, genomic features and variants * Metagenomics and proteomics primers * Single-cell RNA-Seq primer * Interactive displays with Shiny The course consists of * morning lectures: 20 x 45 minutes: Monday to Friday 8:30am - 12:00am * 4 practical computer tutorials in the afternoons (2pm - 5pm) on Monday, Tuesday,Thursday and Friday Registration: Visit our website at: http://www-huber.embl.de/csama ----------------------------------- Stefano M. Iacus Director of MEF - Master in Economics & Finance http://www.mef.unimi.it Department of Economics, Management and Quantitative Methods University of Milan Via Conservatorio, 7 I-20123 Milan - Italy Ph.: +39 02 50321 461 Fax: +39 02 50321 505 Twitter: @iacus http://scholar.google.com/citations?user=JBs9tJ4AAAAJ&hl=en Master in Economics & Finance http://www.mef.unimi.it Twitter: @mefunimi Facebook: http://www.facebook.com/mefunimi Email and further informations at: mef(a)unimi.it ------------------------------------------------------------------------------------ Please don't send me Word or PowerPoint attachments if not absolutely necessary. See: http://www.gnu.org/philosophy/no-word-attachments.html

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