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Mercati energetici e metodi quantitativi: un ponte tra Università e Aziende - Padova, 13 ottobre 2016
by Tiziano Vargiolu 21 Jun '16

21 Jun '16

____________________________________________________________________________ Mercati energetici e metodi quantitativi: un ponte tra Universit? e Aziende 13 ottobre 2016, Palazzo Bo, Padova http://unponte2016.stat.unipd.it/ ____________________________________________________________________________ Anche quest'anno, i dipartimenti di Scienze Statistiche e di Matematica dell'Universit? di Padova, in collaborazione con Phinergy, organizzano il workshop Mercati energetici e metodi quantitativi: un ponte tra Universit? e Aziende, con l'intento di creare dei contatti, non solo tra Universit? e Aziende, ma anche tra le Aziende stesse e di tessere una rete di interconnessione che possa favorire la nascita di progetti sia a livello nazionale che internazionale. L'incontro avr? luogo presso Palazzo Bo, Universit? di Padova il 13 ottobre 2016. La partecipazione ? gratuita ma per motivi organizzativi la registrazione ? obbligatoria, inoltre l'iscrizione ? limitata alle prime 110 richieste. Per informazioni visita il sito del workshop http://unponte2016.stat.unipd.it/ Per ogni ulteriore richiesta contattare unponte2016(a)stat.unipd.it -- UnPonte2016 Gli organizzatori unponte2016.stat.unipd.it

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2-years research grant
by Tiziano Vargiolu 18 Jun '16

18 Jun '16

Please circulate among whoever is interested. ------------------------- 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). - duration: 24 month; - 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=1875 The English version is at the bottom (3 downloadable files) (please keep in mind that, in case of disputes, the announcement in ITALIAN is the official one). - deadline: July 11, 2016. For further information, please contact Tiziano Vargiolu (vargiolu(a)math.unipd.it). Please circulate Tiziano -------------------------------------------------------------------------- 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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EY cerca quant
by Luca De Sanctis 17 Jun '16

17 Jun '16

Cari tutti, l'azienda di consulenza Ernst&Young mi ha chiesto un aiuto nella ricerca di due figure, una junior e una con qualche anno di esperienza, da assumere per ruoli quantitativi su Roma o Milano. Il candidato per la posizione con esperienza dovrebbe preferibilmente avere competenza e abilità algoritmica nel rischio di Credito. Chi fosse interessato o conosce candidati validi, può contattarmi. Grazie Luca

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Re: [Random] FW: FW: PhD Grant in Econometrics at RHUL (fwd)
by Tiziano Vargiolu 16 Jun '16

16 Jun '16

---------- Forwarded message ---------- Date: Thu, 16 Jun 2016 15:39:34 +0000 From: "Feri, Francesco" <Francesco.Feri(a)rhul.ac.uk> To: Tiziano Vargiolu <vargiolu(a)math.unipd.it> Subject: RE: FW: FW: Borsa di Studio per PhD in Econometria a RHUL A vacancy has arisen for a fully funded PhD scholarship at Royal Holloway University of London: https://www.royalholloway.ac.uk/economics/news/newsarticles/201516/leverhul… We shall accept new applications even though the deadline is long past. The position has to be filled urgently. Interested candidates are advised to send an email with CV to alessio.sancetta(a)rhul.ac.uk (Prof. Alessio Sancetta) as soon as possible. The scholarship will only apply to EU citizens. The ideal candidate is required to be have an interest in financial markets, be comfortable with statistical analysis/econometrics, and capable or willing to learn how to program in Matlab or Python. The natural progression from such a PhD is academia or the private sector, e.g., trading firms or data analytics. Prof. Francesco Feri Chair of Economics Department of Economics Royal Holloway University of London Francesco.Feri(a)rhul.ac.uk Phone: +44 1784 443378

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seminario 22 giugno 2016 - Bicocca
by Emanuela Rosazza 16 Jun '16

16 Jun '16

Si avvisa che il giorno mercoledì 22 giugno 2016 alle ore 15.30 presso l’Università di Milano- Bicocca (via degli Arcimboldi 8 - edificio U7, secondo piano- aula Demografica – stanza 2062) si terrà il seguente seminario: Speaker: Dott. Patrick Beissner (Australian National University, Canberra, Australia) Titolo: “Knight-Walras Equilibria” Abstract: Knightian uncertainty leads naturally to nonlinear expectations. We introduce a corresponding equilibrium concept with sublinear prices and establish their existence. In general, such equilibria lead to Pareto inefficiency and coincide with Arrow--Debreu equilibria only if the values of net trades are ambiguity--free in the mean. Without aggregate uncertainty, inefficiencies arise generically. We introduce a constrained efficiency concept, uncertainty--neutral efficiency and show that Knight--Walras equilibrium allocations are efficient in this constrained sense. Arrow--Debreu equilibria turn out to be non--robust with respect to the introduction of Knightian uncertainty. Tutti gli interessati sono invitati a partecipare. Un saluto e a presto, Emanuela ******************************************************************************************* Emanuela Rosazza Gianin Dipartimento di Statistica e Metodi Quantitativi Università di Milano-Bicocca Edificio U7 – 4° Piano Via Bicocca degli Arcimboldi, 8 20126 Milano Tel. 02 64483208 Fax. 02 64483105 e-mail: emanuela.rosazza1(a)unimib.it *******************************************************************************************

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PhD course Gianluca Fusai in Bicocca
by Fabio Bellini 16 Jun '16

16 Jun '16

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Scouting Internazionale presso IMT Lucca
by Irene Crimaldi 15 Jun '16

15 Jun '16

Si comunica che la Scuola IMT ha indetto una procedura di Scouting Internazionale. La scadenza è il giorno 13 luglio alle ore 23.59. Al presente link http://www.imtlucca.it/school/job-opportunities/academic/international-scou… potete trovare le informazioni sulla call e sui profili. Cordiali saluti, Irene Crimaldi IMT School for Advanced Studies Lucca

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Seminario di Probabilità - Padova
by Paolo Dai Pra 15 Jun '16

15 Jun '16

Ho il piacere di invitarvi al seguente seminario, che si terrà Giovedì 23 Giugno, alle 15:00, in aula 2AB40 della Torre Archimede presso il Dipartimento di Matematica dell'Università degli Studi di Padova. SPEAKER: Paolo Pigato AFFILIATION: INRIA Nancy-Grand Est TITLE: Statistical estimation of diffusion processes with discontinuous coefficients ABSTRACT: We consider the problem of estimating the parameters of the Oscillating Brownian Motion, a classical example of stochastic differential equation with discontinuous diffusion coefficient. We see how to construct this process as limit of Oscillating Random Walks, and consider the problem of statistical estimation of these discrete objects. We then study the convergence of some estimators for the parameters of the limiting process. 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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Seminario SCOTT
by Matteo Ruggiero 15 Jun '16

15 Jun '16

******************************************************************* STATISTICS SEMINARS @ COLLEGIO CARLO ALBERTO ******************************************************************* Mercoledi 22 Giugno 2016 alle ore 12:00, presso l’Aula Rossa del Collegio Carlo Alberto, Moncalieri (TO), si terra' il seguente seminario: Steven SCOTT (Google) PREDICTING THE PRESENT WITH BAYESIAN STRUCTURAL TIME SERIES This article describes a system for short term forecasting based on an ensemble prediction that averages over different combinations of predictors. The system combines a structural time series model for the target series with regression component capturing the contributions of contemporaneous search query data. A spike-and-slab prior on the regression coefficients induces sparsity, dramatically reducing the size of the regression problem. Our system averages over potential contributions from a very large set of models and gives easily digested reports of which coefficients are likely to be important. We illustrate with applications to initial claims for unemployment benefits and to retail sales. Although our exposition focuses on using search engine data to forecast economic time series, the underlying statistical methods can be applied to more general short term forecasting with large numbers of contemporaneous predictors. 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 www.matteoruggiero.it

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Fwd: [World] 4-6 July 2016 - condensation workshop at Bath (UK)
by Gustavo Posta 13 Jun '16

13 Jun '16

Begin forwarded message: > > From: Cécile Mailler <c.mailler(a)bath.ac.uk> > Date: 11 giugno 2016 20.30.16 GMT+02.00 > Subject: [World] 4-6 July 2016 - condensation workshop at Bath (UK) > Reply-To: c.mailler(a)bath.ac.uk > > Dear all, > > We are organising a workshop on > Condensation phenomena in stochastic systems > to be held at the University of Bath on the 4th-6th July 2016 (next month!). > > Our webpage with more information (including a list of speakers and program) can be found here: > http://people.bath.ac.uk/cdm37/CondensationWorkshopBath.html > > Everyone interested is welcome to attend (there are no conference fees). > To register, just reply to this email as soon as convenient. > > Best wishes, > Cécile Mailler > (on behalf of the other organisers: Stefan Grosskinsky and Peter Mörters) > _______________________________________________ > World mailing list > World(a)aleanetwork.net > http://aleanetwork.net/cgi-bin/mailman/listinfo/world -- ___________________________________________ INVESTI SUL FUTURO, FAI CRESCERE L'UNIVERSITÀ: *DONA IL 5 PER MILLE ALLA SAPIENZA* CODICE FISCALE *80209930587*

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