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Convegno Gini
by Carlo Sgarra 26 May '15

26 May '15

Segnalo all'attenzione di eventuali interessati il seguente convegno, che si svolgerà a Padova il 7 e l' 8 di settembre dell'anno in corso, in memoria di Gini: http://convegnogini.stat.unipd.it/en/index.php Mi scuso per eventuali "doppioni". Cordiali Saluti. Carlo Sgarra

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Seminar on Credit Risk by Andrea Pallavicini, Fri May 29 9:30 AM - 1:00 PM Aula Fermi @ SNS
by Giacomo Bormetti 25 May '15

25 May '15

Dear all, Friday May 29 2015, 9:30 - 11:00 AM and 11:30 AM - 1:00 PM in Aula Fermi, Scuola Normale Superiore Pisa Andrea Pallavicini Banca IMI, Milano and Imperial College, London will deliver the seminar "Credit Risk Modelling Before and After the Crisis" Abstract: The financial crisis started in 2007 has shown that any pricing framework must include from the very beginning the possibility of default of any market player. As a consequence derivative valuation and risk analysis have moved from exotic derivatives managed on simple single-asset classes to simple derivatives embedding credit risk and new, or previously neglected, types of complex and interconnected non-linear effects. Derivative valuation is adjusted to include counterparty credit risk and contagion effects along with funding costs due to collateral posting, treasury policies, and regulatory constraints. A second level of complexity is produced by moving from a single trade to the whole bank portfolio. Aggregation-dependent valuation processes, and theirs operational challenges, arising from non-linearities are discussed both from a mathematical and practical point of view. All interested people are kindly invited. Best, Giacomo -- Giacomo Bormetti Assistant Professor of Financial Mathematics -------------------------- Faculty of Mathematical and Natural Sciences Scuola Normale Superiore Pisa Piazza dei Cavalieri, 7 56126 Pisa - Italy email: giacomo.bormetti(a)sns.it http://mathfinance.sns.it/index.php/people/41-group-members/51-giacomo-borm… phone: +39 050 509248

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SUMMER SCHOOL - Stochastic Analysis with applications - Levico Terme
by Paolo Dai Pra 25 May '15

25 May '15

SUMMER SCHOOL - Stochastic Analysis with applications in biology, finance and physics Ho il piacere di annunciarvi che il gruppo di ricerca “Stochastic Analysis with applications in biology, finance and physics” delle Università di Berlino-Potsdam (RTG 1845) ha organizzato, in collaborazione con i probabilisti dell’Università di Padova, una Scuola Estiva che si terrà a Levico Terme (TN) dal 28 Settembre al 3 Ottobre 2015. Il programma consiste di due minicorsi e comunicazioni brevi. I minicorsi saranno tenuti da: Francesco Caravenna, University of Milano-Bicocca "Polynomial Chaos and Scaling Limits of Disordered Systems" Massimiliano Gubinelli, Université Paris Dauphine "Applications of paracontrolled distributions" È possibile vedere i rispettivi abstract alla pagina https://www.mathematik.hu-berlin.de/de/rtg1845/qualprog/sumschool Le comunicazioni brevi saranno tenute esclusivamente da dottorandi e postdocs. In base alle richieste di partecipazione valuteremo se organizzare una sezione di poster. La partecipazione di dottorandi e postdocs è perciò fortemente incoraggiata: invito i colleghi a diffondere l’annuncio. È previsto un contributo alle spese di alloggio e vitto. Coloro che intendono partecipare sono pregati di scrivere a Paolo Dai Pra (daipra(a)math.unipd.it) entro il 30 Giugno 2015, indicando: - dati anagrafici e affiliazione; - eventuale proposta di una comunicazione; - eventuale richiesta di contributo alle spese. 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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Avviso: new ECMI website and blog
by Alessandra Micheletti 23 May '15

23 May '15

We are pleased to announce that the new web page of ECMI (European Consortium for Mathematics in Industry) is now online at http://ecmiindmath.org and it now contains a blog. The pages will contain up-to-date information about events and opportunities and will feature the different ECMI centres, who will have the chance to present themselves and their activities. An advantage of the blog concept is that you can subscribe to news by email, so that you need not worry about missing anything. You'll receive a notification for all new posts by email. To subscribe you just have to enter your email address in the field at the bottom of the page and click *FOLLOW*. Please pass this information also around your institution and encourage everyone to subscribe. Alessandra Micheletti Member of the ECMI Council -- ------------------------------------ Alessandra Micheletti Associate Professor - Probability and Mathematical Statistics Dept. of Mathematics Università degli Studi di Milano via Saldini 50, 20133 Milano, Italy phone: +39-02503-16130 fax: +39-02503-16090 http://users.mat.unimi.it/users/michel <http://www.mat.unimi.it/users/michel>

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Bozen-Bolzano Risk School
by Durante Fabrizio 22 May '15

22 May '15

Dear Colleague, the Faculty of Economics and Management is organizing the BOZEN-BOLZANO RISK SCHOOL, which will be held in Bolzano, Italy, on September, 22nd-23rd 2015. The event will aim at providing to PhD students and to early researchers overview lectures about basic aspects of risk quantification, like multivariate risk models, risk measures and set-optimization methods. There will be also the possibility for young researchers to present their results. For more information, see http://pro1.unibz.it/projects/bz_risk_school/index.html Please, do not hesitate to contact me for more details. Thanks in advance for your interest! Best regards Fabrizio Durante ***************************************************************** Fabrizio Durante Faculty of Economics and Management Free University of Bozen-Bolzano Piazza Università 1 - Universitätplatz 1 I-39100 Bozen-Bolzano T: +39 04710 13493 E-mail: Fabrizio.durante(a)unibz.it<mailto:Fabrizio.durante@unibz.it> Web: sites.google.com/site/fbdurante According to the Legislative Decree No. 196/2003, you are hereby informed that this message contains confidential information that is intended only for the use of the addressee. If you are not the addressee, and have received this message by mistake, please delete it and immediately notify us. In any case you may not copy or disseminate this message to anyone. Thank you.

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Seminario di Robert Morris a Roma Tre il 29/05/15
by Pietro Caputo 21 May '15

21 May '15

Prof. R. Morris (IMPA, Brasile) Titolo: Universality for bootstrap percolation in two dimensions Venerdi' 29 Maggio 2015 ORE 14:30 Dipartimento di Matematica e Fisica Universita' degli Studi Roma Tre AULA 211 (Largo San L. Murialdo,1 - Palazzina C) Abstract: In the classical r-neighbour bootstrap percolation model on a graph G, vertices are initially infected independently at random with probability p, and subsequently vertices become infected as soon as they have at least r already-infected neighbours. In this talk we will discuss a vast generalization of this model on the lattice Z^d, which was introduced recently by Bollobas, Smith and Uzzell. Somewhat surprisingly, it turns out that in two dimensions there are only a small number of possible behaviours. We will discuss what is known so far, and the many open questions in higher dimensions. This is joint work with Bela Bollobas, Hugo Duminil-Copin and Paul Smith.

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Workshop - Reciprocal processes
by Dai PRA Paolo 21 May '15

21 May '15

Il 29 Maggio 2015, presso il Dipartimento di Matematica dell'Università di Padova, si svolgerà il Workshop New challenges in reciprocal processes, Schrödinger bridges and optimal transport with applications to control engineering problems for classical and quantum systems Il programma dettagliato e altre informazioni si possono trovare al sito: www.math.unipd.it/~daipra/reciprocal Invited lectures Yongxin Chen (Department of Electrical and Computer Engineering University of Minnesota) Giovanni Conforti (Institut fur Mathematik, Universitat Potsdam) Markus Fischer (Department of Mathematics, University of Padova) Tryphon T. Georgiou (Department of Electrical and Computer Engineering University of Minnesota) Christian Leonard (Departement de Mathematiques et Informatique Universite ́ Paris Ouest) Sylvie Roelly (Institut fuer Mathematik, Universitaet Potsdam) Francesco Ticozzi (Department of Information Engineering University of Padova Paolo Dai Pra Dipartimento di Matematica Università di Padova Via Trieste, 63 - 35121 Padova (Italy) Tel: +390498271361 Fax: +390498271428 daipra(a)math.unipd.it > Paolo Dai Pra > Dipartimento di Matematica > Università di Padova > Via Trieste, 63 - 35121 Padova (Italy) > Tel: +390498271361 > Fax: +390498271428 > daipra(a)math.unipd.it

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2015/16 PhD program at IMT Institute for Advanced Studies Lucca
by Irene Crimaldi 21 May '15

21 May '15

*2015/16 PhD program at IMT Institute for Advanced Studies LuccaDeadline for applications – June 29 th 2015, 6 pm Italian time* To apply: www.imtlucca.it/phd/prospective/application Applications are now being accepted for the 2015/16 PhD program at the IMT Institute for Advanced Studies Lucca (www.imtlucca.it). Highly motivated candidates are invited to apply for one of the *35 fully-funded scholarships* within a doctoral program that integrates scientific competences of economics, engineering, computer science, physics, applied mathematics, statistics, history and sciences of cultural heritage. The three-year program is articulated in *3 field-specific curricula *which, in many instances, share a common scientific background. IMT Lucca PhD students will focus their academic experiences in one of the 10 different research units. This concentrated approach enables students to gain the maximum benefit from their time in the program and to effectively prepare themselves to excel in careers in research and academia in their chosen field. Candidates can apply for one (or more) of the following curricula: *- Computer Science and Systems Engineering (CSSE)- Economics, Management and Data Science (EMDS)- Analysis and Management of Cultural Heritage (AMCH)* Courses are led by world-renowned researchers and provide students with the necessary theoretical skills and advanced tools for rigorously tackling a multitude of analysis, design and management problems within the broad framework of systems analysis. Specialized faculty and staff create a network that provides key guidance and support throughout the PhD Program. Working closely with faculty, both in the classroom and in the development of research, students reach the highest levels of scholarly achievement. In fact, IMT's outgoing PhDs will be able to use the skills they obtained during their studies to recognize and resolve complex problems to choose the most appropriate method or instrument to utilize when affronting these problems, even in disciplines outside of their primary field of research. *All students are based in the recently restored San Francesco complex, a fully integrated campus in the historical center of the beautiful Tuscan city of Lucca. *The campus *includes residential facilities, an on-site canteen, study and living rooms, and outdoor recreational spaces*; all serving to add a cultural and social dimension to the professional experience of our doctoral program. Eligible students will also receive a *research scholarship *which amounts to approximately €13,600/year. Our PhD program attracts students from around the world, providing a truly international environment. *English is the official language of the Institute.* Besides, to further enhance the internationality of the program, all students have the opportunity to *spend periods abroad *at research institutes or laboratories or universities, both within the Erasmus+ framework or through ad hoc mobility agreements. To find out more about the Institute, the admission requirements and how to apply; please see www.imtlucca.it/phd *The deadline for applications is June 29 th 2015, 6 pm Italian time.* Find IMT on Facebook, Twitter, LinkedIn and YouTube for the latest news.

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[amases-soci] Fwd: Concorso di ricercatore a tempo determinato (fwd)
by Tiziano Vargiolu 20 May '15

20 May '15

---------- Messaggio inoltrato ---------- Da: "Anna Rita Bacinello" <bacinel(a)units.it> Data: 20/Mag/2015 15:34 Oggetto: Concorso di ricercatore a tempo determinato Cc: Carissimi, Sull'Albo Ufficiale d'Ateneo (http://www.units.it/ateneo/albo/) il giorno 18/05/2015 ? stato pubblicato il bando relativo alla pubblica selezione per l'assunzione di un ricercatore a tempo determinato presso l?Universit? di Trieste, ai sensi dell'art. 24 della legge 30 dicembre 2010 n. 240, nel Settore concorsuale 13/D4 - Settore scientifico-disciplinare: SECS-S/06 (la registrazione all?albo porta il numero 395, il relativo Decreto ha il numero 427). Potresti per cortesia far circolare la notizia fra i soci? Grazie. Un caro saluto, a presto, Anna Rita

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Postdoc position in Gottingen
by Alessio Farcomeni 20 May '15

20 May '15

With apologies for cross-posting. Alessio

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