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Conference "Recent Advances in Random Processes - a conference in honor of Paolo Baldi's 70th birthday" - second announcement
by Lucia Caramellino 11 May '18

11 May '18

Second announcement of the conference "Recent Advances in Random Processes - a conference in honor of Paolo Baldi's 70th birthday" Rome, September 10-11, 2018, at Citta` dell'Altra Economia Information (speakers, program, venue etc.) are available at http://www.mat.uniroma2.it/~ricerca/probab/rarp/home.html Sponsors: - INdaM-Gnampa - ERC Grant PASCAL n.277742. Registration (free but compulsory) at http://www.mat.uniroma2.it/~ricerca/probab/rarp/registration.html ================================== Lucia Caramellino Dipartimento di Matematica Universita` di Roma "Tor Vergata" Via della Ricerca Scientifica I-00133, Roma, Italy www.mat.uniroma2.it/~caramell

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Seminario at Scuola Normale Superiore, Prof. Jean Jacod, Université Paris 6, Pierre et Marie Curie (17-05-2018)
by Giulia 11 May '18

11 May '18

Dear all, On Thursday, 17 May 2018 — at 14:00 — at the Scuola Normale Superiore (Room: Aula Fermi) Prof. Jean Jacod (Université Paris 6, Pierre et Marie Curie) will hold the following Seminar: Title : Modeling asset prices: small scale versus large scale Abstract: A typical model for the price of financial asset, allowing for explicit or numerical computation of option prices, hedging, calibration, etc... , describes the price with an horizon of months or years. In contrast, a very active topic now is concerned with models for tick prices or order books. The structure of the price at the microscopic level is very di_erent from the structure of the usual (often continuous) semimartingales used at a macroscopic level. In particular the microscopic prices evolves on the tick grid, usually going up or down by one tick only. Our aim is to see how it is possible to reconcile the two viewpoints, using a scaling limit of tick-level price models. We will see that this question (going back to the thesis of Bachelier, in a sense) raises a number of non trivial questions if we want a reasonably simple microscopic model, together with a macroscopic model exhibiting stochastic volatility or jumps or a drift. (Joint work with Yacine Ait-Sahalia). Fill free to forward this announcement to your colleagues. Best Giulia Livieri Assegnista di ricerca Scuola Normale Superiore Piazza dei Cavalieri, 7, 56126 Pisa PI room 65

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Call for abstracts : Networks and Big Data in Economics, Finance, and Social Systems @AMASES
by Fabrizio Lillo 10 May '18

10 May '18

Dear Colleagues, a session entitled Networks and Big Data in Economics, Finance, and Social Systems will take place during the AMASES Annual Conference, which will be held in Naples on September 13-15, 2018 (http://amases2018.uniparthenope.it/ ). The special session mainly focuses on the emerging multidisciplinary study of the interconnections in finance and social science, which brings with it the necessity to deal with the growing amount of data available. Theoretical and empirical papers are welcome. Topics include but are not limited to: - contagion in social, economic and financial networks - network modeling of financial time-series - big data approach to financial, economic, and social modeling It is a great pleasure to invite you to submit an extended abstract. To be considered for the session, please submit your abstract by specifying the session code (BD) in the file name (BD-[surname of author who will present the paper].pdf). Please refer to the official web page of the conference for further details on the submission. Important dates: May 30, 2018: deadline for abstract submission June 11, 2018: notification of acceptance June 18, 2018: early registration July 2, 2018: late registration For information, please contact: Fabrizio Lillo (fabrizio.lillo(a)unibo.it) Michele Tumminello (michele.tumminello(a)unipa.it) Pietro Vassallo (pietro.vassallo01(a)unipa.it) We are looking forward to meeting you in Naples. Best regards Fabrizio Lillo, Michele Tumminello and Pietro Vassallo ---------------------------------------- Fabrizio Lillo Dipartimento di Matematica Università di Bologna ITALY Personal website: fabriziolillo.wordpress.com University website: www.unibo.it/sitoweb/fabrizio.lillo <http://fabriziolillo.wordpress.com/> phone: +39 050509159

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Workshop: BNPSI 2018, Bordeaux (France), July 2-4, 2018
by Annalisa Cerquetti 10 May '18

10 May '18

Cari tutti, segnalo il workshop: *BNPSI "Bayesian nonparametrics for signal and image processing" * in programma a Bordeaux, dal 2 al 4 luglio 2018, https://bnpsi2018.sciencesconf.org/ Deadline for registration (free) and abstract submission for the poster session: 31 Maggio 2018. A. Annalisa Cerquetti, PhD http://web.mclink.it/MD3012/annalisa.cerquetti/ <http://www.memotef.uniroma1.it/users/cerquetti-annalisa>

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Posizione RTD-B in SECS-S/01 Università Ca' Foscari di Venezia
by Carlo Gaetan 09 May '18

09 May '18

L' Università Ca' Foscari ha bandito la seguente posizione RTD-B di Statistica presso il Dipartimento di Scienze Ambientali, Informatica e Statistica: D.R.389/2018 - Procedura pubblica di selezione per la copertura di n. 1 posto di ricercatore a tempo determinato ai sensi dell'art. 24 comma 3 lettera b) della Legge 30 dicembre 2010, n. 240, settore concorsuale 13/D1 settore SECS-S/01 SCADENZA: 4 giugno 2018, ore 12:00 a.m. (CET) Chi cerchiamo (*) I migliori candidati, con solide basi metodologiche in statistica, ma che anche vogliano cimentarsi in applicazioni in ambito ambientale o, alternativamente, nella disciplina emergente della Data Science. Cosa chiediamo (*) Un' attività di ricerca che spinga il gruppo di Statistica e il Dipartimento ancora più avanti nella valutazione ANVUR e che sia sostenuta anche con la partecipazione a bandi di finanziamento competitivi sia in ambito nazionale sia, preferibilmente, in ambito internazionale. Per maggiori informazioni e per inviare la domanda di partecipazione: http://intra.unive.it/plapps/bandi/common/showbando?id=29077 Contatti ulteriori per informazioni di natura accademica: gaetan(a)unive.it Con preghiera di massima diffusione e scusandomi per eventuali invii multipli Carlo Gaetan (*) Fatti salvi i requisiti concorsuali e gli obblighi di legge in merito a reclutamento, etc. -- Dipartimento di Scienze Ambientali, Informatica e Statistica - DAIS Università Ca' Foscari - Venezia Edificio Zeta Via Torino, 155 I-30172 Mestre (VE) ITALY phone: ++39 041 234 8404 mobile phone: ++39 366 629 7899 e-mail:[gaetan"at"unive"dot"it] web:[http://www.dais.unive.it/~gaetan] Please don't print this e-mail unless you really need to. Please avoid sending me Word, Excel or PowerPoint attachments. See http://www.gnu.org/philosophy/no-word-attachments.html. Per favore non stampate questo messaggio se non è proprio necessario. Per favore non mandatemi allegati in Word, Excel o PowerPoint. Le ragioni sono spiegate qui http://www.gnu.org/philosophy/no-word-attachments.it.html

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Rob Engle a Venezia
by Monica Billio 08 May '18

08 May '18

*Lunedì 14 maggio 2018 ore 12.30* Aula Meeting 1, Campus San Giobbe Cannaregio 873, Venezia *A Financial Approac h to Climate Risk** * ** *Martedì 15 maggio 2018 ore 14.30** ***Aula Magna Guido Cazzavillan, Campus San Giobbe Cannaregio 873, Venezia *Monitoring Risk with VLAB** * ** (Incontro con gli studenti di Ca’ Foscari) *Mercoledì 16 maggio 2018 ore 15.30** ***Aula Magna Ca’ Dolfin, Dorsoduro 3825/E, Venezia *How Much SRISK is Too Much?** ***Conferimento della Ca’ Foscari Honorary Fellowship Conferenza aperta al pubblico (segnalare presenza a eventi(a)unive.it) -- -- Monica Billio Dipartimento di Economia, Università Ca' Foscari Venezia Fondamenta San Giobbe 873, 30121 Venezia Tel +39 041 2349170, Fax +39 041 2349176 E-mail billio(a)unive.it http://www.unive.it/persone/billio http://ideas.repec.org/e/pbi55.html http://papers.ssrn.com/sol3/cf_dev/AbsByAuth.cfm?per_id=303041 http://scholar.google.it/citations?user=ll83_twAAAAJ&hl=en CREDIT 2018 http://www.greta.it/credit/credit2018/credit2018.htm -- Nota automatica aggiunta dal sistema di posta.

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Seminari Prof. Mesiar e Prof. Candeloro
by Serena Doria 08 May '18

08 May '18

Il giorno 16 maggio 2018 alle ore 11.30 si terranno, presso l'aula del consiglio del Dipartimento di Ingegneria e Geologia Viale Pindaro 42, Pescara i seguenti seminari: 1) Professor Radko Mesiar Faculty of Civil Engineering, Department of Mathematics Radlinského 11, 810 05 Bratislava, Slovakia Titolo: "Monotone measures and real integrals" 2) Professor Domenico Candeloro Department of Mathematics and Computer Science, Via Vanvitelli, 1 - Perugia Italy Titolo: "Birkhoff-type integral of multifunctions with respect to fuzzy measures" Tutti gli interessati sono invitati a partecipare. Cordiali saluti, Serena Doria

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RECALL -- International Summer School on Risk Measurement and Control 2018
by Roy Cerqueti 07 May '18

07 May '18

Dear all, this is a second notice to inform you that the 12th Edition of the International Summer School on Risk Measurement and Control will take place in Rome on 4-9 June, 2018. Four macrothemes will be explored: * Green Economics and Finance <http://www.risksummerschool.eu/node/208> * The Fin Tech challenge <http://www.risksummerschool.eu/node/212> * Monetary Policy in a low inflation environment <http://www.risksummerschool.eu/node/214> * Banking, Financial and Insurance Regulation <http://www.risksummerschool.eu/node/213> More information can be find on the <http://www.risksummerschool.eu/> website. The outstandig level of the lecturers and the relevance of the treated subjects let this well-established school be of wide interest for both academicians and practitioners. With my warmest regards Roy Cerqueti (Organizing Committee) -- ___________________________________________ *Il tuo 5 diventa 1000* Fai crescere la tua università Dona il 5 per mille alla Sapienza Codice fiscale: *80209930587* https://www.uniroma1.it/it/pagina/fai-crescere-la-tua-universita-con-il-cin… <https://www.uniroma1.it/it/pagina/fai-crescere-la-tua-universita-con-il-cin…>

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RTD-A in probabilità a Pisa
by Marco Romito 04 May '18

04 May '18

Scrivo per annunciare il bando per una posizione RTD-A nel settore MAT/06 presso il Dipartimento di Matematica dell'Università di Pisa, con scadenza il 4 giugno 2018. Il bando è disponibile alla pagina https://alboufficiale.unipi.it/wp-content/uploads/2018/05/Bando_RTD_A_PICA-… ------------------- dear all I would like to announce a junior researcher position (RTD-A) in Probability at University of Pisa. The official call (in italian) can be found at https://alboufficiale.unipi.it/wp-content/uploads/2018/05/Bando_RTD_A_PICA-… The position is a fixed-term contract of employment for three years, possibly renewable for a further two years. The deadline is June 4, 2018. m.

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Lecturer (assistant professor) position in Mathematical Finance at Imperial College London
by Brigo, Damiano 04 May '18

04 May '18

Dear All, I would like to announce that there is a lecturer (assistant professor) position in the Mathematical Finance group at Imperial College London: http://www.imperial.ac.uk/jobs/description/NAT00155/lecturer-mathematical-f… Best wishes, Damiano ----------------------- Prof. Damiano Brigo Chair of Mathematical Finance, co-Head of the MF Research Group and member of the Stochastic Analysis Group Department of Mathematics, Imperial College London, damiano.brigo(a)imperial.ac.uk http://www.imperial.ac.uk/people/damiano.brigo

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