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RTD-B position in Financial mathematics, actuarial sciences or mathematics for economics - Call for interest - Ca' Foscari University of Venice
by Antonella Basso 23 Jan '19

23 Jan '19

RTD-B position in Financial mathematics, actuarial sciences or mathematics for economics University of Venice, Ca' Foscari <https://inomics.com/institution/university-of-venice-ca-foscari-1132315> The Department of Economics at the Ca’ Foscari University of Venice (DEC) invites expressions of interest for an RTD-B position (assistant professor with an associate professor tenure track) in *Financial mathematics and actuarial sciences*; expressions of interest in *Mathematics for economics *can also be considered. Our Department is devoted to promoting high quality research, seminars and conference activities, with the aim of contributing to the national and international policy debate. QS ranks our Department as top 250 worldwide, Shanghai Ranking as top 300, the most recent Italian National Research Assessment ranked us as fifth economics department in Italy. The Department has been recently financed by the Italian Ministry of Education, University and Research under the program “Departments of Excellence” for the 2018/2022 period. More information about the DEC can be found at _http://www.unive.it/pag/28365/. <http://www.unive.it/pag/28365/>_ Applicants should have an established track record of publications in top international journals and evidence of recognition in the international academic community, preferably including grant application and project management. A strong interest in high quality teaching is also expected. Applications from scholars working abroad are welcome and treated under a favorable tax waiver scheme. *Application Instructions* Applications should be received by March 15, 2019. They should include a CV, and should be sent to *_recruiting.dec(a)unive.it <mailto:recruiting.dec@unive.it>_**.* There are no restrictions regarding the nationality of the applicants. DEC is an equal opportunity employer. Please note that this is a call for interest, not a job vacancy announcement. The Department will advertise job vacancies later in the year. Antonella Basso -- Antonella Basso Prorettore alla Programmazione e Valutazione - Prorector at Planning and Valuation Dipartimento di Economia Università Ca' Foscari Venezia Fondamenta S. Giobbe - Cannaregio 873 30121 Venezia - Italy Tel. +39-041-2346914 - Fax +39-041-2347444 E-mail address: basso(a)unive.it Web page: http://www.unive.it/data/persone/5591751

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Seminario di Probabilita` a Roma1
by Faggionato, Alessandra 23 Jan '19

23 Jan '19

Tuesday 29.01.2019 at 2 p.m. (sharp) Aula di Consiglio, Department of Mathematics, University La Sapienza Speaker: Andrey Piatnitski (Arctic University of Norway, Russian Academy of Sciences) Title: Stochastic homogenization of zero order convolution type operators. Abstract. The talk will focus on homogenization problem for a family of zero order non-local convolution type operators that satisfy proper moment and ellipticity conditions. Under the assumptions that the coefficients of these operators are statistically homogeneous and ergodic we show that the family converges to a second order elliptic differential operator with constant coefficients. -- Thanks Best Alessandra ************************************************* Prof. Alessandra Faggionato http://www1.mat.uniroma1.it/~faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 5, Phone (0039) 06 49913252 *************************************************

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2nd Leeds Conference on "Stochastic Control and Games Under Ambiguity"
by Tiziano De Angelis 22 Jan '19

22 Jan '19

Dear All, We are pleased to announce the second Leeds Conference on "*Stochastic Control and Games Under Ambiguity*" which will be held in the School of Mathematics at the University of Leeds on 8-9 April 2019. https://conferences.leeds.ac.uk/ambiguity2019/ A full list of *invited speakers* is available at https://conferences.leeds.ac.uk/ambiguity2019/participants/ *Contributed talks and posters:* We now accept submissions for contributed talks and a poster session. If you are interested in presenting your work please send us title and abstract and specify whether it is for a poster or a talk. You can send an email to t.deangelis[at]leeds.ac.uk (Tiziano) or j.palczewski[at]leeds.ac.uk (Jan) The deadline for submission of a contributions is 19 February 2019 and we will let you know if your contribution is accepted on 22 February at the latest. *Registration:* There is a registration fee of £80 which will cover catering costs for lunch and coffee breaks for both days, and a small buffet dinner on the first day of the conference (the dinner will be held in the School of Mathematics). Online registration will open before 15 February and will be available at the link below https://conferences.leeds.ac.uk/ambiguity2019/registration/ The *deadline for registration* is 17 March 2019. *Support for PhD students:* We have some funds available to support attendance by PhD students, please enquire with the organisers (Jan and Tiziano) about this opportunity. We hope to see many of you in Leeds. If you have any queries please do not hesitate to get in touch. Best wishes, Jan and Tiziano

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Seminario GIANNI PAGNINI @ UniTo
by Federico Polito 21 Jan '19

21 Jan '19

********************************************************************* SEMINARI DI PROBABILITA' E STATISTICA MATEMATICA DIPARTIMENTO DI MATEMATICA "G. PEANO" UNIVERSITA' DEGLI STUDI DI TORINO ********************************************************************* Giovedì 7 Febbraio 2019 alle ore 15:00 in Aula S presso il Dipartimento di Matematica "G. Peano" dell'Università degli Studi di Torino, Via Carlo Alberto 10, Il Prof. *Gianni Pagnini* (BCAM – Basque Center for Applied Mathematics, Bilbao, Spain) terrà un seminario dal titolo *Convergence of linear superposition of Langevin-driven Brownian particles **to the fractional Brownian motion* Abstract: A heterogeneous ensemble of Brownian particles governed by the Langevin equation is considered. The heterogeneity of the ensemble is characterised by a population of friction coefficients. When the frequency histogram of the friction coefficients decreases with a proper power-law, the linear superposition of these Brownian trajectories converges to the fractional Brownian motion. This construction of the fractional Brownian motion provides a dynamical framework that allows for physical perspectives. In this respect, this results is first connected with the so-called generalized gray Brownian motion and later the application for modelling anomalous diffusion in biological systems is discussed. The first part of the seminar is based on a research in collaboration with Mirko D'Ovidio whose results are still work in progress, and the second part is based on: M. D'Ovidio, S. Vitali, V. Sposini, O. Sliusarenko, P. Paradisi, G. Castellani, G. Pagnini, Centre-of-mass like superposition of Ornstein-Uhlenbeck processes: A pathway to non-autonomous stochastic differential equations and to fractional diffusion. Fract. Calc. Appl. Anal. 21, 1420-1435 (2018), arxiv:1806.11351 D. Molina-García, T. Minh Pham , P. Paradisi, C. Manzo, G. Pagnini, Fractional kinetics emerging from ergodicity breaking in random media. Phys. Rev. E. 94, 052147 (2016) Tutti gli interessati sono invitati a partecipare. -- Federico Polito Department of Mathematics University of Torino Via Carlo Alberto, 10 10123, Torino, Italy Email: federico.polito(a)unito.it Tel: +39 011 6702862 Web: www.federicopolito.it

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Seminario di Giovanni Luca Torrisi a Bologna
by Alberto Lanconelli 21 Jan '19

21 Jan '19

Statistics Seminars 2019 Mercoledì 6 febbraio ore 14.30 Aula seminari - Dipartimento di Scienze Statistiche, I piano “The Clark-Ocone formula and the Poincare' inequality for point processes” Dr. Giovanni Luca Torrisi, CNR-Istituto per le Applicazioni del Calcolo “M. Picone” (Roma) Abstract: "Clark-Ocone formulas are powerful results in stochastic analysis with a variety of applications. In the talk we provide the Clark-Ocone formula for square-integrable functionals of point processes with stochastic intensity. Then we present two applications of the formula: the Poincare' inequality and a concentration bound for those functionals. Our results generalize the corresponding ones on the Poisson space. The talk is based on joint works with Ian Flint and Nicolas Privault (NTU, Singapore)." Tutti gli interessati sono invitati a partecipare Alberto Lanconelli Dipartimento di Scienze Statistiche "Paolo Fortunati" Alma Mater Studiorum - Università di Bologna

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Workshop "The Geometry of Random Fields" Tor Vergata
by Domenico Marinucci 18 Jan '19

18 Jan '19

Cari Colleghi Venerdì 25 gennaio si terrà presso il Dipartimento di Matematica dell'Università di Roma Tor Vergata (Aula D'Antoni) il mini-workshop "The Geometry of Random Fields"; il programma è il seguente: 9.30-10.15 Dmitry Belyaev (Oxford University) Geometry of smooth Gaussian fields and percolation Abstract: Gaussian fields and their level sets are of significant mathematical interest, but they also appear in many other areas of science: oceanography, cosmology and engineering, just to name a few. In this talk I will give an gently introduction to the geometric theory of smooth Gaussian fields, will discuss conjectures about their connection with percolation models and will talk about recent progress in this area. 10.15-11.00 Igor Wigman (King's College London) Points on nodal lines with given direction Abstract: We study of the directional distribution function of nodal lines for eigenfunctions of the Laplacian on a planar domain. This quantity counts the number of points where the normal to the nodal line points in a given direction. We give upper bounds for the flat torus, and compute the expected number for arithmetic random waves. 11.00-11.30 Coffee Break 11.30-12.15 Anne Estrade (Université Paris Descartes) On Berry's dislocation lines in 3D framework Abstract: We study the length of dislocation lines that are given as nodal lines of a complex Gaussian random wave indexed by $\R^3$. We consider random waves that are eigenfunction of the 3D Euclidean Laplacian, isotropically distributed or not. We are particularly interested in the expectation and the variance of the length and their behavior as the associated eigenvalue goes to infinity. We compare the results with the similar situation in 2D that has been extensively studied since Berry's paper in 2002. This is a work in progress with Federico Dalmao and Jose Leon (Universidad de la Republica, Uruguay). 12.15- 13.00 Maurizia Rossi (Università di Pisa) Title: Nodal lengths of random spherical harmonics. Abstract: Random spherical harmonics are Gaussian eigenfunctions of the spherical Laplacian; in this talk we study the geometry of their excursion sets, in particular the high-energy behavior of their boundary length. For the nodal case we show that the length is asymptotically equivalent, in the L^2-sense, to the sample trispectrum, obtaining as a by-product a quantitative Central Limit Theorem for it. The length at non-zero level, being asymptotically equivalent to the (random) norm of the eigenfunction, is proved to be Gaussian and independent of the nodal length in the high-energy limit. Removing the effect of the eigenfunctions norm (which play no role in the nodal case indeed) we prove that the partial correlation between nodal and boundary lengths is asymptotically one. This talk is based on joint works with D. Marinucci and I. Wigman. Grazie per l'attenzione, Domenico Marinucci -- @@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@ Domenico Marinucci Dipartimento di Matematica Università di Roma Tor Vergata https://www.mat.uniroma2.it/~marinucc/ @@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@

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Assegno di ricerca a Roma Tre
by Pietro Caputo 17 Jan '19

17 Jan '19

Segnalo che il Dipartimento di Matematica e Fisica di Roma Tre ha bandito un assegno di ricerca per la durata di 1 anno rinnovabile dal titolo ''Large scale random structures'', con scadenza 28 febbraio 2019. Per maggiori dettagli si veda la pagina http://www.matfis.uniroma3.it/dipartimento/bandi_ricerca.php?tipo=Bandi+di+… Pietro Caputo Dipartimento di Matematica e Fisica, Roma Tre Largo Murialdo1, 00146 Roma http://www.mat.uniroma3.it/users/caputo/

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Summer school + Workshop on Chemical Reaction Networks Torino 24 June - 3 July 2018
by Enrico Bibbona 17 Jan '19

17 Jan '19

Dear colleagues, I'm organising a summer school and a Workshop on Chemical Reaction Networks in Torino, Italy, form June 24 to July 3rd 2019. I kindly ask you if you are interested in participating and to advertise those events to all the people you know that could be interested, in particular to the youngest. The events are described at the following link https://areeweb.polito.it/disma-excellence/CRNs/Index.html and a summary of the main informations follows. School (June 24-28 2019): It is intended for Master students, PhD and post Doc in Mathematics, Physics, Computer Science, Biology, Statistics, Engineering... More senior attendants are welcome as well. Two courses are organised, the instructors are Carsten Wiuf (Copenhagen University) and Greg Rempala (Ohio State University), and they will cover the theory of CRNs (both stochastic and deterministic) and some applications to molecular biology and epidemiology, including statistical inference. The school will be held in Pracatinat, a tiny mountain hamlet in the Chisone Valley not far from Torino. There is no registration fee, local expenses for a limited amount of early booking participants are covered by the organisation (these participants need to cover only their travel expenses). Workshop (July 1-3 2019) It is located at Politecnico di Torino, and will adress both stochastic and deterministic CRNs, modelling and inference. There is no registration fee, but participants are asked to cover their own expenses (we have limited funding for a few motivated exceptions). Whoever is interested in presenting a talk is welcome to preregister at the conference website. Best regards, Enrico Bibbona Probability, Statistics and Optimization group Department of Mathematical Sciences "G. L Lagrange" Politecnico di Torino

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Seminario di Yves Le Jan a Roma Tre il 30/01/19
by Pietro Caputo 16 Jan '19

16 Jan '19

Colloquium di Matematica a Roma Tre Prof. Yves Le Jan De'partement de Mathe'matiques d'Orsay Universite' Paris-Sud (Orsay) Titolo: Bose fields and Fermi fields in probability Mercoledi' 30 Gennaio 2019 ORE 16:00 Dipartimento di Matematica e Fisica Universita' degli Studi Roma Tre Aula F, primo piano, edificio Aule - Largo San Leonardo Murialdo,1 Abstract We review some probabilistic interpretations of symmetric and skew-symmetric Fock spaces related to Markov processes. Most results will be presented in the simple context of finite graphs.

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tenure-track opening in Vienna
by Ulisse Stefanelli 16 Jan '19

16 Jan '19

Dear Colleagues, I am writing to point to your attention the current Tenure-Track opening on 'Data Driven PDEs' at the Faculty of Mathematics of the University of Vienna (deadline 21.1.19). We are looking for candidates working on mathematical models or numerical methods in partial differential equations, in connection with uncertainty or data science. Specific fields of interest include stochastic partial differential equations, uncertainty quantification, optimal control, machine learning, and their applications. The call text can be found at the URL https://univis.univie.ac.at/ausschreibungstellensuche Reference: 9175. I would be grateful if you could pass this information to anyone interested. Many thanks in advance. With my best wishes Ulisse Stefanelli ________________________________________ Ulisse Stefanelli (Univ.-Prof., PhD) Faculty of Mathematics, University of Vienna Oskar-Morgenstern-Platz 1,1090 Vienna, Austria ulisse.stefanelli(a)univie.ac.at ________________________________________

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Workshop/Conference in Stochastic Analysis in Marseille Luminy, March 2019
by stephane menozzi 14 Jan '19

14 Jan '19

Dear Colleagues , Arturo Kohatsu-Higa (Ritsumeikan, Kyoto), Valentin Konakov (HSE, Moscow) and myself are organizing a conference entitled "Perturbation Techniques in Stochastic Analysis and Its Applications" which will take place at the CIRM in Marseille France from March 11th to March 15th 2019. The following lectures are scheduled: - François Delarue (Université de Nice) "Smoothing effects for McKean-Vlasov equations" - Benjamin Jourdain (ENPC, Cermics) "Stochastic Differential Equations with rank based mean-field interaction" - Stanislav Molchanov (UNC, Charlotte et HSE Moscou) "Perturbation problems in population dynamics" - Michaël Röckner (Université de Bielefeld) "Monotonicity methods for SPDE, including the time fractional case" The detailed program is available on the conference webpage: [ https://conferences.cirm-math.fr/1979.html | https://conferences.cirm-math.fr/1979.html ] where it is possible as well to register. The participants are limited to 40. All the best, S. Menozzi

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PhD in Statistics, Univerità Bocconi - Call for Applications
by Antonio Lijoi 14 Jan '19

14 Jan '19

Cari tutti, ricordo la scadenza dell'1 febbraio per la presentazione delle domande di ammissione al dottorato di ricerca in Statistica presso l'Università Bocconi per l'a.a. 2019-2020. Vi sarei grato se voleste portare all'attenzione dei vostri studenti interessati la "call for applications", riportata di seguito. Saluti, AL ------------------------------------------------------------ PhD in Statistics - a.y. 2019-2020 Call for applications for PhD student positions ------------------------------------------------------------ The Bocconi PhD School provides 4 scholarships for the PhD in Statistics and a position with tuition waiver. * Scholarship amount * 20.280 euro per annum in the 1st and 2nd year 15.343 euro per annum in the 3rd and 4th year Further funding is available through teaching and research assistantship. Visit www.unibocconi.eu/admissionphd for detailed information. ** Applications are due by February 1, 2019. ** Within the Bocconi PhD School, the four-year PhD program in Statistics provides a solid grounding for high level research in Statistics, Probability and Data Science. The curriculum is organized over two years of courses and two years entirely devoted to research. Students gain a deep mathematical and methodological preparation through the first-year. The second-year courses provide students with a more specialized competence and focus on topics that may be the object of the doctoral dissertation. The third and forth years are entirely devoted to research. Both theoretical and applied research, including methods for Machine Learning and Data Science, are supported and pursued. Multidisciplinary interchange with other graduate programs in Bocconi’s PhD School, as well as research experience abroad, are encouraged. Highly qualified and motivated students with M.Sc. degrees in Statistics, Mathematics, Economics, Engineering, as well as other quantitatively-oriented fields, are encouraged to apply for admission. Applicants should hold or be on their way to hold a graduate degree or equivalent. For more information about the PhD program in Statistics at Bocconi, visit www.unibocconi.eu/phdstatistics and feel free to contact: Antonio Lijoi (antonio.lijoi(a)unibocconi.it) Angela Baldassarre, PhD administrative assistant (angela.baldassarre(a)unibocconi.it) -- Antonio Lijoi Bocconi University http://mypage.unibocconi.it/antoniolijoi

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Fwd: Fw: Postdoc opportunity at Prob-L@B
by Tiziano De Angelis 11 Jan '19

11 Jan '19

Ricevo ed inoltro. Cordiali saluti Tiziano ------------------------------ *From:* Applied Probability community mailing list < APPLIEDPROB(a)JISCMAIL.AC.UK> on behalf of Alexander Cox <a.m.g.cox(a)BATH.AC.UK > *Sent:* 10 January 2019 21:23 *To:* APPLIEDPROB(a)JISCMAIL.AC.UK *Subject:* Postdoc opportunity at Prob-L@B There is a 1-1.5 year postdoc opportunity open in Bath on the project "Stochastic analysis of the neutron transport equation and applications to nuclear safety", closing date 10th Feb. https://www.bath.ac.uk/jobs/Vacancy.aspx?ref=CC6427 CC6427 Research Associate (fixed-term post) - Jobs at Bath <https://www.bath.ac.uk/jobs/Vacancy.aspx?ref=CC6427> www.bath.ac.uk Terms of Employment; The University of Bath is an equal opportunities employer and has an excellent international reputation with staff from over 60 different nations. <https://www.bath.ac.uk/jobs/Vacancy.aspx?ref=CC6427> Please circulate. Regards, Alex __________________________________________________________________________ Dr Alexander Cox tel: 01225 386187 Dept of Mathematical Sciences fax: 01225 386492 University of Bath email: a.m.g.cox(a)bath.ac.uk Bath, BA2 7AY, UK web: http://www.maths.bath.ac.uk/~mapamgc/ __________________________________________________________________________ ------------------------------ To unsubscribe from the APPLIEDPROB list, click the following link: https://www.jiscmail.ac.uk/cgi-bin/webadmin?SUBED1=APPLIEDPROB&A=1

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Seminars and PhD defenses in Padova (full program)
by Giorgia Callegaro 11 Jan '19

11 Jan '19

Dear all, hoping not to start a new chain ... below you will find the complete program relative to the two seminars and PhD defenses on Monday 14th January 2019 at the Mathematics Department of the University of Padova, "Torre Archimede": *SEMINAR** 1 * *(time: 9.15, meeting room VII floor)* *Speaker 1*: Prof. Giovanni Barone Adesi (Università della Svizzera Italiana) *Title* : S&P 500 Index, an Option-Implied Risk Analysis *SEMINAR 2 (time: 10.10**, meeting room VII floor**)* *Speaker 2*: Prof. Prof François Delarue (Université de Nice Sophia Antipolis) *Title*: Stochastic forcing for mean field games with a finite state space *PhD DEFENSES (11.15 - 13.15, room 2BC30)* * Alekos Cecchin "Finite state N-player and mean field games" * Marco Piccirilli "Additive models for energy markets" Thanks for your attention and have a nice weekend, Giorgia Callegaro -- Giorgia Callegaro Assistant Professor Department of Mathematics - University of Padova Via Trieste 63 , I-35121 Padova - ITALY Tel: +39-0498271481 Fax: +39-0498271499 E-Mail: gcallega(a)math.unipd.it <https://webmail.math.unipd.it/horde3/imp/message.php?mailbox=Sent&index=598#> Personal web-page: https://sites.google.com/site/giogiocallegaro/Home

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Workshop on Phase Transitions and Particle Systems, 24-26 June 2019, Berlin
by Luisa Andreis 11 Jan '19

11 Jan '19

Dear colleagues, We are pleased to announce the workshop Phase Transitions and Particle Systems that will take place June 24-26, 2019 at the Weierstrass Institute in Berlin, see https://www.wias-berlin.de/workshops/PTPS19/ <https://www.wias-berlin.de/workshops/PTPS19/> . The aim of the workshop is to give an overview of recent developments on dynamic and static problems involving several interacting components. The scientific program is composed of two minicourses taught by Prof. David Dereudre (Lille University) and Prof. Kavita Ramanan (Brown University) and eight research talks by distinguished invited speakers. There will be also a poster session on Monday 26 June, to allow young researchers to present their ideas and results. Please note that places are limited and participation is possible only upon prior registration. Registration closes on May 12th, 2019. All details are specified on the website. We look forward to meeting you in Berlin. Best regards, The organizing committee Luisa Andreis, Wolfgang König and Robert Patterson

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Seminario di Yinon Spinka a Roma Tre il 18/01/19 ore 11:30
by Pietro Caputo 11 Jan '19

11 Jan '19

SEMINARIO Speaker: Yinon Spinka Title: Finitely-dependent processes are finitary Venerdi' 18 Gennaio 2019 ORE 11:30 Dipartimento di Matematica e Fisica Universita' degli Studi Roma Tre Largo San Leonardo Murialdo,1 - Pal.C Aula 211 Abstract: Consider a translation-invariant process $X$ indexed by $mathbb{Z}^d$. Suppose that $X$ is finitely-dependent in the sense that its restrictions to sets which are sufficiently separated (at least some fixed distance apart) are independent. We are concerned with the following question: How "close" is $X$ to being an i.i.d. process? One natural notion of closeness, called block factor, was suggested by Ibragimov and Linnik over 50 years ago. It took roughly 30 years until Burton, Goulet and Meester constructed an example which showed that this notion is too strong. That is, $X$ may not be close to being i.i.d. in this sense. We show that $X$ is close in a slightly weaker sense -- it is a finitary factor of an i.i.d. process. This means that $X=F(Y)$ for some i.i.d. process $Y$ and some measurable map F which commutes with translations of $mathbb{Z}^d$, and moreover, that in order to determine the value of $X_v$ for a given $v$, one only needs to look at a finite (but random) region of $Y$. The result extends to finitely-dependent processes indexed by the vertex set of any transitive amenable graph.

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Bocconi Summer School on "Random Graphs and Complex Networks"
by Antonio Lijoi 10 Jan '19

10 Jan '19

** CALL FOR APPLICATIONS ** Bocconi Summer School in Advanced Statistics and Probability ''Random Graphs and Complex Networks: Structure and Function'' July 8-19, 2019, Como http://bocconi2019.lakecomoschool.org We are pleased to announce that the 2019 edition of the Bocconi Summer School in Advanced Statistics and Probability, on RANDOM GRAPHS AND COMPLEX NETWORKS: STRUCTURE AND FUNCTION, will take place on July 8-19, 2019, at Villa del Grumello, on the shores of the Lake of Como, Italy. INSTRUCTORS Remco van der Hofstad (Eindhoven University of Technology, NL) Shankar Bhamidi (University of North Carolina, USA) Tutorials: Souvik Dhara (New England Lab, Microsoft Research and MIT, USA) Clara Stegehuis (Eindhoven University of Technology, NL) PROGRAM Random graphs are at the forefront of applied probability, and a central topic in multidisciplinary science where mathematical ideas are used to model and understand the real world. The aim of this course is four-fold: present novel models to describe real-world networks, and their topological properties; study their local behavior; discuss networks functionality, as described by stochastic processes on them; and discuss several statistical problems of networks and their functionality, including community detection, estimation of preferential attachment functions, estimation of the source of an epidemic. The school will present basic material in the first week, while the second week will contain more advanced material, at the forefront of science. The Bocconi Summer School in Statistics and Probability is offered by Bocconi University, Milano, and is hosted by the Lake Como School of Advanced Studies. The aim of the School is to establish a track of high level courses on cutting-edge topics in Statistics and Probability. The school offers lectures delivered by internationally leading scholars on the specific designated topic, and supervised tutorials. The summer school is open to all interested scholars, but is especially addressed to PhD students, and possibly to brilliant MSc graduates/students interested in pursuing doctoral studies in Statistics, Probability, Data Science, Computer Science and related fields. A POSTER SESSION will take place in the first week of the school, where participants, upon request, may present their research. APPLICATIONS: In order to foster active interaction among students and instructors, the School is targeted for a class of at most 30 qualified and selected participants. Deadline for applications: March 27, 2019. REGISTRATION and FEES. The registration fee (530 euro) covers all the school activities and course material; accommodation for the 2 weeks, wi-fi connection; all work-days lunches in the beautiful park of Villa del Grumello; welcome cocktail. Admitted participants should register by April 23, 2019. For more information, please visit the school website bocconi2019.lakecomoschool.org or contact BBS.statistics(a)unibocconi.it

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Concorso di ricercatore SESCS-S/01 Università di L'Aquila
by Fabio Antonelli 09 Jan '19

09 Jan '19

Presso l’Università degli Studi dell’Aquila è indetta la seguente procedura selettiva per l’assunzione di n. 1 Ricercatrice/Ricercatore con contratto di lavoro subordinato a tempo determinato e pieno di durata triennale ai sensi dell’art. 24, comma 3, lett. a) della Legge 30.12.2010 n. 240 (tipo A) e del relativo Regolamento di Ateneo: Settore Concorsuale: 13/D1 – Statistica Settore Scientifico Disciplinare: SECS-S/01 – Statistica http://www.univaq.it/include/utilities/blob.php?table=concorso_doc&id=118&i…

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Seminars in Padova (G. Barone Adesi and F. Delarue), 14/01/2019
by Giorgia Callegaro 09 Jan '19

09 Jan '19

Dear all, two seminars in Probability (with applications to Finance) will be given by Prof Giovanni Barone Adesi (Università della Svizzera Italiana) and Prof François Delarue (Université de Nice Sophia Antipolis) next Monday, the 14th January 2019, from 9.15 am to 11 am, in the meeting room at the seventh floor (access from tower B) of the Mathematics Department of the University of Padova, "Torre Archimede", Via Trieste 63, 35121 Padova. More details follow: *SEMINAR** 1 * *(time: 9.15)* *Speaker 1*: Prof. Giovanni Barone Adesi (Università della Svizzera Italiana) *Title* : S&P 500 Index, an Option-Implied Risk Analysis * SEMINAR 2 (time: 10.10)* *Speaker 2*: Prof. Prof François Delarue (Université de Nice Sophia Antipolis) *Title*: TBA Thanks for your attention and hope to see you in Padova, Giorgia Callegaro -- Giorgia Callegaro Assistant Professor Department of Mathematics - University of Padova Via Trieste 63 , I-35121 Padova - ITALY Tel: +39-0498271481 Fax: +39-0498271499 E-Mail: gcallega(a)math.unipd.it <https://webmail.math.unipd.it/horde3/imp/message.php?mailbox=Sent&index=598#> Personal web-page: https://sites.google.com/site/giogiocallegaro/Home

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Seminario di Luca Avena a Roma Tre il 15/01/19 ore 11:30
by Pietro Caputo 08 Jan '19

08 Jan '19

SEMINARIO Luca Avena (Leiden University, NL) Martedi' 15 Gennaio 2019 ORE 11:30 Dipartimento di Matematica e Fisica Universita' degli Studi Roma Tre Largo San Leonardo Murialdo,1 - Pal.C - Aula 211 Titolo: Mixing time on dynamic configuration model Abstract: We are interested in understanding the mixing time (i.e. the time to reach equilibrium) for a discrete-time random walk moving on a network changing over time in a random fashion. To this aim, we consider a specific model where the underlying evolving network has n vertices, it is initially sampled from the so-called configuration model (a random graph ensemble with a prescribed vertex-degree sequence) and at each time-unit a given fraction of the edge set is randomly rewired. We characterize the mentioned mixing-time for a random walk without backtracking as a function of the fraction of rewired edges. This work extends to a dynamic setup previous works on random walks on static random graphs. In particular, we show that the mixing-time is speeded-up by the presence of the edge-rewiring dynamics and depending on whether such a dynamics is slow, moderate or fast, we show the presence of so-called cutoff , half-cutoff, or absence of cutoff, respectively. Joint work with Hakan Guldas, Remco van der Hofstad and Frank den Hollander

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Fwd: Referrals For A Postdoc Position At WUSTL
by Cecilia Mancini 08 Jan '19

08 Jan '19

-------- Messaggio Inoltrato -------- Oggetto: Referrals For A Postdoc Position At WUSTL Data: Mon, 7 Jan 2019 20:04:26 +0000 Mittente: Figueroa-Lopez, Jose <figueroa-lopez(a)wustl.edu> A: Figueroa-Lopez, Jose <figueroa-lopez(a)wustl.edu> Dear all, There is an opening for a postdoc position in Statistics and/or Probability (and Related Fields-including Mathematical Finance) in my Department. Find further information at https://www.mathjobs.org/jobs/jobs/13342 Department of Mathematics, Washington University in St. Louis <https://www.mathjobs.org/jobs/jobs/13342> www.mathjobs.org Full service online faculty recruitment site for mathematical institutions worldwide, offered by the American Mathematical Society (AMS). I would be grateful if you could encourage your strong Ph.D. students graduating this semester to apply. I will personally review all the applications and be involved in finalizing the shortlist. Subsequently, there will be at least one skype interview. The teaching load would be 2 courses per semester. Short personal referrals by email are welcome. Thanks in advance and Happy New Year, Jose Enrique F-L Department of Mathematics and Statistics <http://wumath.wustl.edu/> Washington University in St. Louis <http://wustl.edu/> One Brookings Drive, St. Louis, MO 63130-4899 https://pages.wustl.edu/figueroa *Office:* Cupples I, 201. *Phone: *(314) 935-7539 *E-mail: *figueroa-lopez(a)wustl.edu

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Assegno di ricerca a Bologna (fwd)
by Michele Gianfelice 08 Jan '19

08 Jan '19

Salve, ricevo ed inoltro con preghiera di massima diffusione scusandomi qualora la notizia fosse già circolata su questa lista. Cordialmente, m.gianfelice ---------- Forwarded message ---------- Date: Tue, 8 Jan 2019 10:27:31 +0100 From: Marco Lenci <marco.lenci(a)unibo.it> To: Marco Lenci <marco.lenci(a)unibo.it> Subject: Assegno di ricerca a Bologna Cari colleghi con l'invito a volerne dare la massima diffusione, vi segnalo che, all'interno di un progetto congiunto UniBo-UniFi-UniPd denominato "Dinamiche stocastiche in ambienti disordinati ed applicazioni nelle scienze ", è uscito il bando per un assegno di ricerca su "Processi stocastici su strutture aleatorie e applicazioni" con sede presso il Dipartimento di Matematica dell'Università di Bologna. La descrizione e i dettagli per l'ammissione sono indicati di seguito. The Department of Mathematics of the University of Bologna invites applications for a Research fellowship of the duration of 12 months in the framework of a joint project with the University of Florence and the University of Padova, with subject "Stochastic processes on random structures and applications". Successful candidates will be recent PhDs in Mathematics with an exceptional research potential. PhD students can also apply, provided they are in possession of a document certifying their passing the last year of the PhD Program in Mathematics. The gross amount of the research fellowship contract is ? 21.169,19. The deadline for application is 31st January 2019 at 12:00. To submit application please refer to the pages: (EN) http://www.mathematics.unibo.it/en/calls-of-competition/research-fellowship… (IT) http://www.matematica.unibo.it/it/bandi/bando-per-assegno-di-ricerca-proces… For additional information, please contact: Marco Lenci at marco.lenci(a)unibo.it Francesca Nardi at francescaromana.nardi(a)unifi.it Alessandra Bianchi at bianchi(a)math.unipd.it

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Up to 24 PhD positions, Graz+Leoben (Austria)
by Fabio Zucca 07 Jan '19

07 Jan '19

Ricevo e inoltro con preghiera di diffusione. Fabio Zucca ---------------------------------------- The Doctoral Program ”Discrete Mathematics” (in its third phase 2019– 2022) offers up to 24 PhD positions for an advanced PhD training and research program. It is run jointly by • Graz University of Technology, • University of Graz, • University of Leoben. The doctoral program is funded by the Austrian Science Fund (FWF) and the supporting universities. The range of topics includes the following: • Commutative and Non-Commutative Algebra • Number Theory • Discrete Dynamics and Fractals • Graph Theory • Additive and Probabilistic Combinatorics • Combinatorial Group Theory • Representation Theory • Discrete Stochastics • Combinatorial Optimization • Geometry & Topology - Discrete and Computational • Analysis of Algorithms We offer up to 24 PhD positions for up to 4 years and a gross salary of 29.600 EUR per year. There is additional funding for extended stays abroad. The official language is English. The positions are assigned to 12 specific research projects within the above areas. For details about the research projects as well as the formal application criteria, see www.math.tugraz.at/discrete A selection of candidates will be invited for an interview. There will be two to three major interview sessions, starting in early spring 2019. For being considered for the first interview session applications have to arrive by February 20, 2019. Later applications, to be considered for the second interview session, have to arrive by April 30, 2019. Applications should be sent by e-mail to discrete(a)TUGraz.at to the coordinators of the doctoral program. W. Woess (speaker) Institut fuer Diskrete Mathematik, Technische Universitaet Graz, Steyrergasse 30, A-8010 Graz, Austria Tel: ++43 (0)316 8737130 Mobile: ++43 (0)664 60 8737130 Fax: ++43 (0)316 8734507 email: woess(a)TUGraz.at http://www.math.TUGraz.at/~woess

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seminario Feireisl presso Scuola Normale Superiore
by Franco Flandoli 06 Jan '19

06 Jan '19

*mercoledì 9 gennaio 2019* ore 11:00 *Scuola Normale Superiore* Pisa Aula Mancini *Eduard Feireisl* *(Institute of Mathematics of the Czech Academy of Sciences)* Terrà un seminario dal titolo: *“**Semiflow selection for the compressible Euler system**” * *Abstract:* *Using the methods of the theory of Markov semigroups, we show the existence of a Borel measurable solution semiflow for the isentropic Euler system in the multidimensional setting. Solutions are understood as time dependent trajectories of the basic state variables - the mass density, the linear momentum, and the energy - in a suitable phase space. The underlying system of PDE's is satisfied in a generalized sense. The solution semiflow enjoys the standard semigroup properties and the solutions coincide with the strong solutionsof the isentropic Euler system as long as the latter exists. Moreover, * *they minimize the energy (maximize the energy dissipation) among all generalized solutions. **(joint work with D.Breit and M.Hofmanova)* Tutti gli interessati sono invitati a partecipare. Classe di Scienze

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Concorso Ricercatore tipo B - Lecce
by Enrico Priola 03 Jan '19

03 Jan '19

Gentili colleghi, con l'invito a volerne dare la massima diffusione, vi segnalo che e' uscito il bando per una posizione da Ricercatore a tempo Determinato tipo B nel settore MAT/06 (Probabilità e Statistica Matematica) presso il Dipartimento di Matematica e Fisica "E. De Giorgi" dell'Università del Salento. https://www1.unisalento.it/c/document_library/get_file?p_l_id=63872469&fold… Un caro saluto. Prof. Giorgio Metafune Dipartimento di Matematica e Fisica "E. De Giorgi" Università del Salento giorgio.metafune(a)unisalento.it

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Hacking day on An Introduction to Networks
by Claudio Agostinelli 03 Jan '19

03 Jan '19

Hacking Day at Mathematics for daTa scieNce is a series of crash courses (4-8hours) in special topics. The third Hacking Day is 5-6 February 2019 on: **An Introduction to Networks** Giulia Bertagnolli (FBK, unitn) Further information are available at: http://datascience.maths.unitn.it/events/networks2019/index.html Participation is free. Please send an email to Prof. Claudio Agostinelli (claudio.agostinelli(a)unint.it) by January 25, 2019 to confirm your attendance. ------------------------------------------------------------- Claudio Agostinelli Dipartimento di Matematica Universita' di Trento email: claudio.agostinelli(a)unitn.it ------------------------------------------------------------ Per favore non mandatemi documenti in Microsoft Office/Apple iWork. Spediscimi invece OpenDocument! http://fsf.org/campaigns/opendocument/ Please do not send me Microsoft Office/Apple iWork documents. Send OpenDocument instead! http://fsf.org/campaigns/opendocument/ ------------------------------------------------------------

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Five junior research positions at the Centro De Giorgi
by Stefano Marmi 31 Dec '18

31 Dec '18

Apologies for multiple postings. The "Centro di Ricerca Matematica Ennio De Giorgi" (CRM-PISA) invites applications for FIVE two-year Junior Visiting positions (2019-2021) for the following subject matters: 1. Algebraic Geometry and/or Number Theory; 2. Topology, Differential Geometry and/or Geometric Analysis; 3. Partial Differential Equations and/or Probability; 4. Numerical Analysis and/or Financial Mathematics; 5. Dynamical Systems. Successful candidates will be new or recent PhDs in mathematics with an exceptional research potential. PhD students can also apply, provided they obtain their PhD no later than 1st October 2019. Candidates must apply for a specific and single position among the 5 specified above. In his/her on-line application each candidate may also indicate a maximum of three experts in the field of research, to whom the Scuola Normale will ask to send a letter of reference. Deadline for application: 15th January 2019. To submit application please link to the ANNOUNCEMENT at https://en.sns.it/bando/post-doc-research-positions-named-%E2%80%9Cjunior-v… and read the OFFICIAL CALL https://en.sns.it/sites/sten/files/documenti/07-11-2018/614call.pdf Applicants must submit their applications SOLELY by using the on-line procedure SerSe (https://serse.sns.it/en/) available on the Scuola Normale Superiore website and fulfill ALL the tender's requirements. No other submission method will be accepted. For additional information e-mail job.opportunities(a)sns.it. The total two-year gross remuneration, inclusive of all taxes, is € 66,590.00 for each contract, corresponding to a monthly salary of approximately 2,000 Euros. An additional yearly research allowance of 1,000 Euros for exchange visits is also provided. Junior Visitors are expected to start their research activity no later than October 2019. Having hosted over 5000 visitors since its foundation in 2001, CRM-PISA (Centro di Ricerca Matematica Ennio De Giorgi) provides a thriving international and interdisciplinary research environment and Junior Visitors can take part to a great variety of scientific activities including intensive research periods, workshops and seminars, and have a unique opportunity to interact with top-class scientists. Job location: Centro di Ricerca Matematica "Ennio De Giorgi" Piazza dei Cavalieri 3 56126 PISA PI Italy Stefano Marmi

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Hacking day on Graphical Models
by Claudio Agostinelli 31 Dec '18

31 Dec '18

Hacking Day at Mathematics for daTa scieNce is a series of crash courses (4-8hours) in special topics. The second Hacking Day is Monday and Tuesday, 2019/01/28-29 on: **Graphical Models** Eva Riccomagno (unige) Federico Carli (unige) The course is an introduction to statistical models supported on finite graphs. The idea of modelling a complex system with a graph is present in various disciplines, from information theory to systems engineering to machine learning. In statistics a graphical model specifies conditional independence statements between random vectors, thus providing a statistical model for the joint distribution of observed variables. The graph has the advantage of providing a visual representation and is a powerful calculation tool. The course presents the basics of probabilistic graphical models, including their algebraic representations and basic software. Further information are available at: http://datascience.maths.unitn.it/events/gm2019/index.html Participation is free. Please send an email to Prof. Claudio Agostinelli (claudio.agostinelli(a)unint.it) by January 15, 2019 to confirm your attendance. ------------------------------------------------------------- Claudio Agostinelli Dipartimento di Matematica Universita' di Trento email: claudio.agostinelli(a)unitn.it ------------------------------------------------------------ Per favore non mandatemi documenti in Microsoft Office/Apple iWork. Spediscimi invece OpenDocument! http://fsf.org/campaigns/opendocument/ Please do not send me Microsoft Office/Apple iWork documents. Send OpenDocument instead! http://fsf.org/campaigns/opendocument/ ------------------------------------------------------------

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9th General AMamef conference, Paris, June 11-14, 2019 (fwd)
by Tiziano Vargiolu 27 Dec '18

27 Dec '18

---------- Forwarded message ---------- Date: Mon, 24 Dec 2018 18:32:02 +0100 (CET) From: 9amamef <9amamef(a)sciencesconf.org> Subject: 9th General AMamef conference, Paris, June 11-14, 2019 9amamef : 9th General AMaMeF Conference 11-14 Jun 2019 Paris (France) We are pleased to announce that the 9th General AMaMeF (Advanced Mathematical Methods in Finance) Conference will take place on June 11-14, 2019 in Paris. Plenary lectures will be given by Erhan Bayraktar (University of Michigan) Giorgia Callegaro (University of Padova) Giula Di Nunno (University of Oslo) Martin Larsson (ETH Zuerich) Johannes Muhle-Karbe (Imperial College London) Mathieu Rosenbaum (Ecole Polytechnique) Mihail Zervos (London School of Economics) Johanna Ziegel (University of Bern) The program further consists of invited sessions, contributed lectures and posters. For details regarding registration, submission of abstracts and deadlines, please refer to https://9amamef.sciencesconf.org Best wishes and season's greetings Huyen Pham On behalf of the organizers [cnrs.jpg] [ccsd.jpg] [sciencesconf.jpg]

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bando per ricercatore di tipo A in SECS-S/01 e SECS-S03
by Brunero Liseo 26 Dec '18

26 Dec '18

Sono banditi 2 posti da ricercatore a tempo determinato di tipo A nei settori SECS-S/03 e SECS-S/01 presso il Dipartimento di Metodi e Modelli per il Territorio, l'Economia e la Finanza, Sapienza Università di Roma. Scadenza del bando: 3 gennaio 2019 BANDO E INFORMAZIONI https://web.uniroma1.it/trasparenza/dettaglio_bando_albo/135573 https://web.uniroma1.it/trasparenza/dettaglio_bando_albo/135571 <https://web.uniroma1.it/trasparenza/dettaglio_bando_albo/135573https://web.…> Vi prego di diffondere questa e-mail e di inoltrarla a tutti i possibili interessati. Buone feste Brunero Liseo -- ============================================ Brunero Liseo *Dip. di metodi e modelli per il territorio, l'economia e la finanza * *Sapienza Università di Roma* *Viale Castro Laurenziano, 9 Roma I-00161 *Tel. +39 06 49766973 Fax +39 06 4957606 *https://sites.google.com/a/uniroma1.it/brulis/home <https://sites.google.com/a/uniroma1.it/brulis/home>* ============================================

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Open Positions in Statistics and Data Science - University of Bath
by Antonio DI CRESCENZO 22 Dec '18

22 Dec '18

Job titleOpen Positions in Statistics and Data Science DepartmentMathematical Sciences, University of Bath Closing dateThursday 31 January 2019 *Web*https://www.bath.ac.uk/jobs/Vacancy.aspx?ref=CC6382 *Salary:* *Professor: Competitive Salary* *Reader/Senior Lecturer: £50,132 rising to £58,089* *Lecturer: £40,792 rising to £48,677* • One position at the level of Professor, Reader or Senior Lecturer (Associate Professor) in Statistics • One position at the level of Lecturer (Assistant Professor) in Statistics -- ============================================= Antonio Di Crescenzo Dipartimento di Matematica Università degli Studi di Salerno Via Giovanni Paolo II, n. 132 <https://maps.google.com/?q=Via+Giovanni+Paolo+II,+n.+132+%0D%0A84084+Fiscia…> 84084 Fisciano (SA) Italy Tel. +39-089-963349 Fax: +39-089-963303 E-mail(1): adicrescenzo(a)unisa.it E-mail(2): adicresc(a)gmail.com Web: http://www.unisa.it/docenti/antoniodicrescenzo/index =============================================

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Postdoc in Moscow
by Mauro Mariani 22 Dec '18

22 Dec '18

Dear colleagues the International Faculty Recruitment unit of the Higher School of Economics of Moscow has opened the 2019 postdoc campaign, for researchers in Mathematics and Mathematical Physics (deadline in February) https://iri.hse.ru/post_math2019 Please advertise the position to potential candidates and to whomever may be interested. Sincerely Mauro Mariani

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call for contributions to the Second Italian Meeting on Probability and Mathematical Statistics
by Antonio DI CRESCENZO 21 Dec '18

21 Dec '18

Dear Colleagues, we are pleased to invite you to submit a contribution to the Second Italian Meeting on Probability and Mathematical Statistics (Vietri sul Mare (SA), Italy, June 17th-20th, 2019) Web site: http://www.salerno2019.dipmat.unisa.it Invited Speakers: - Stefano Maria Iacus, University of Milano - Giovanni Peccati, Luxembourg University - Cristina Toninelli, Université Paris Dauphine - Lorenzo Zambotti, Sorbonne Université Contributions to the Meeting are given by oral presentations or posters. The official language is English. Each oral presentation has a 30-minute time slot, including 5 minutes for questions. The abstracts of all contributions are due before March 15, 2019, according to the instructions given at http://www.salerno2019.dipmat.unisa.it/authors.html Oral presentations will be arranged in Contributed Sessions and Organized Sessions. - Contributed Sessions Oral presentations will be arranged in Contributed Sessions by the Scientific Committee on the basis of common topic of interest. - Organized Sessions An Organized Session is a block of 3 presentations given by speakers invited by one or more organizers. Organized Session proposals are submitted by the organizer(s) to the Scientific Committee by email to salerno2019(a)unisa.it within March 10, 2019. Required information: title of the Session, name of the speakers, title of each contribution. Participants are encouraged to submit their proposals or Organized Sessions on a wide range of theoretical and applied topics in Probability and Mathematical Statistics. See the following non-exhaustive list: Algebraic Statistics, Bayesian Nonparametrics, Dependence Modeling, Foundations of Probability, Fractional Stochastic Dynamics, Game-Theoretical Probability, High Dimensional Data Analysis, Information and Stochastic Geometry, Insurance Mathematics, Interacting Particle Systems, Mathematical Ecology, Measure Valued Processes, Optimal Transport and its Applications in Probability, Quantum Probability, Random Fields, Risk Analysis and Reliability, Simulation in Probability and Statistics, Statistical Inference, Stochastic Differential Equations, Stochastic Dynamics in Statistical Physics, Stochastic Financial Markets, Stochastic Models in Biology and Medicine, Stochastic Processes and Applications, Stochastic Networks and Queueing, Teaching Probability and Mathematical Statistics, Uncertainty Quantification. Proposals of Organized Sessions from young researchers will be highly welcome. We look forward meeting you soon. The Scientific Committee Claudia Ceci, Paolo Dai Pra, Antonio Di Crescenzo, Franco Fagnola, Franco Flandoli, Antonio Lijoi, Andrea Pascucci, Franco Pellerey, Laura Sacerdote The Local Organizing Committee Giacomo Ascione, Aniello Buonocore, Camilla Calì, Luigia Caputo, Antonio Di Crescenzo, Maria Longobardi, Barbara Martinucci, Alessandra Meoli, Luca Paolillo, Paola Paraggio, Enrica Pirozzi, Fabio Travaglino

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Two positions in Data Science at Luxembourg University
by Giovanni Peccati 21 Dec '18

21 Dec '18

Dear Colleagues, The University of Luxembourg currently has two open professor positions in the area of Data Science. (1) A full professor position in Mathematical Statistics and Data Science, within the Mathematics Research Unit, funded by for the first 5 years by a grant from the ERA-chair program of the European Union. This position is attractive by European standards in terms of research support (2 postdocs and 2 PhD positions attached and access to external funding). The person hired will be expected to start a new direction of research in Mathematical Statistics at the University of Luxembourg. Informations and instructions on how to apply: http://emea3.mrted.ly/1w64s The deadline for application is Jan 1, 2019. (2) A tenure-track Associate professor position in Machine Learning, within the Computer Science and Communication Research Unit. This is an Associate professor position, with evaluation after 5 years for promotion to full professor. Informations and instructions on how to apply: http://emea3.mrted.ly/218v0 The deadline for application is Jan 31, 2019. Both positions are highly attractive in terms of salary, funding opportunities, etc. With my best regards, Giovanni Peccati -- Prof. Giovanni Peccati ------------------------------------------ UR en Mathématiques Faculté des Sciences, de la Technologie et de la Communication ------------------------------------------ Université du Luxembourg ----------------------------------------- homepage: http://sites.google.com/site/giovannipeccati/Home E-mail: giovanni.peccati(a)gmail.com

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Workshop "New Frontiers in Stochastics for Economics and Finance" - University of Siena - May 30-June 01, 2019
by Giorgio Ferrari 20 Dec '18

20 Dec '18

Dear All, we are happy to announce the Workshop *"New Frontiers in Stochastics for Economics and Finance"* to be held at the Department of Economics and Statistics of the University of Siena on *May 30-June 01, 2019* https://sites.google.com/view/workshop-bisi2019/home The workshop is thought as a forum for discussing new developments concerning stochastic methods and models arising in economics, finance, and game theory. Our invited speakers are: *René Aïd (Univ. Paris Dauphine) <https://www.google.com/url?q=https%3A%2F%2Fwww.dauphine.fr%2Fen%2Fresearch%…>* *Luciano Campi (LSE London) <https://www.google.com/url?q=https%3A%2F%2Fsites.google.com%2Fsite%2Flucian…>* *Claudia Ceci (Univ. Chieti-Pescara) <https://www.google.com/url?q=https%3A%2F%2Feconomia.unich.it%2Fvisualizza.p…>* *Patrick Cheridito (ETH Zurich) <https://www.google.com/url?q=https%3A%2F%2Fpeople.math.ethz.ch%2F~patrickc%…>* *Claudio Fontana (Univ. Padova) <https://www.google.com/url?q=https%3A%2F%2Fsites.google.com%2Fsite%2Ffontan…>* *Marco Frittelli (Univ. degli Studi di Milano) <http://www.google.com/url?q=http%3A%2F%2Fwww.mat.unimi.it%2Fusers%2Ffrittel…>* *Fausto Gozzi (LUISS University of Rome) <http://www.google.com/url?q=http%3A%2F%2Fdocenti.luiss.it%2Fgozzi%2F&sa=D&s…>* *Ioannis Karatzas (Columbia University) <http://www.google.com/url?q=http%3A%2F%2Fwww.math.columbia.edu%2F~ik%2F&sa=…>* *Kostas Kardaras (LSE London) <http://www.google.com/url?q=http%3A%2F%2Fstats.lse.ac.uk%2Fkardaras%2F&sa=D…>* *Michael Kupper (Univ. Konstanz) <https://www.google.com/url?q=https%3A%2F%2Fwww.mathematik.uni-konstanz.de%2…>* *Huyen Pham (Univ. Paris 7) <https://www.google.com/url?q=https%3A%2F%2Fsites.google.com%2Fsite%2Fphamxu…>* *Frank Seifried (Univ. Trier) <https://www.google.com/url?q=https%3A%2F%2Fsites.google.com%2Fsite%2Fseifri…>* *Peter Tankov (ENSAE ParisTech) <https://www.google.com/url?q=https%3A%2F%2Fwww.lpsm.paris%2Fpageperso%2Ftan…>* *Nizar Touzi (Ecole Politechnique, Paris) <http://www.google.com/url?q=http%3A%2F%2Fwww.cmap.polytechnique.fr%2F~touzi…>* *Thaleia Zariphopoulou (University of Texas, Austin) <https://www.google.com/url?q=https%3A%2F%2Fweb.ma.utexas.edu%2Fusers%2Fzari…>* The workshop is jointly organized by Salvatore Federico, Claudio Pacati, and Luca Regis (University of Siena), and Giorgio FerrariandFrank Riedel (Bielefeld University). Registration will be open soon. Save the dates! Best wishes, Giorgio Ferrari --- Questa e-mail è stata controllata per individuare virus con Avast antivirus. https://www.avast.com/antivirus

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1-year postdoc position in Genomics, University of Montpellier, France
by Julyan Arbel 20 Dec '18

20 Dec '18

Dear all, Alice Cleynen from University of Montpellier is seeking a postdoc candidate interested in Genomics, with starting date from January 2019, for one year. The offer is attached. For more info: alice.cleynen(a)umontpellier.fr ; sophie.lebre(a)umontpellier.fr Best, Julyan Arbel http://www.julyanarbel.com/

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Concorso Ric. Tipo A, SSD SECS-S/01 Università di L'Aquila
by Fabio Antonelli 19 Dec '18

19 Dec '18

Con preghiera di diffusione. Il 18/12/18 è stato pubblicato in G.U. - scadenza a 30 giorni il seguente bando di concorso: Presso l’Università degli Studi dell’Aquila è indetta la seguente procedura selettiva per l’assunzione di n. 1 Ricercatrice/Ricercatore con contratto di lavoro subordinato a tempo determinato e pieno di durata triennale ai sensi dell’art. 24, comma 3, lett. a) della Legge 30.12.2010 n. 240 (tipo A) e del relativo Regolamento di Ateneo: Settore Concorsuale: 13/D1 – Statistica Settore Scientifico Disciplinare: SECS-S/01 – Statistica http://www.univaq.it/include/utilities/blob.php?table=concorso_doc&id=118&i… Fabio Antonelli -----------------------------

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Fwd: Saint-Flour 2019 - First announcement
by Marco Romito 17 Dec '18

17 Dec '18

-------- Forwarded Message -------- Subject: Saint-Flour 2019 - First announcement SAINT-FLOUR 2019 - FIRST ANNOUNCEMENT Dear colleagues The 49th Saint-Flour Probability Summer School will be held on July 7-19, 2019. It is supported by the Université Clermont Auvergne, Centre National de la Recherche Scientifique and European Mathematical Society. This year, the three courses will be: Nicolas Curien (Université Paris-Sud Orsay): Discrete random surfaces. Elchanan Mossel (M.I.T.): Probabilistic aspects of voting, intransitivity and manipulation. Philippe Rigollet (M.I.T.) : Statistical optimal transport. Further information can be found on the conference website and YouTube channel: http://recherche.math.univ-bpclermont.fr/stflour/stflour-en.php https://www.youtube.com/channel/UC640PtwmkBnrhCdop2daETw Online registration will open in February. You will receive another announcement at that time. Please give the information to anyone else who might be interested. Best regards, The organizing committee Christophe Bahadoran, Hacène Djellout, Arnaud Guillin ------------------------------------------------- Laboratoire de Mathématiques Blaise Pascal, CNRS UMR 6620 Université Clermont-Auvergne, Campus des Cézeaux 3, place Vasarely TSA 60026 CS 60026 63178 Aubière cedex, France Tel: +33 (0)4 73 40 70 50 Fax: +33 (0)4 73 40 54 50 mailto:stflour@math.univ-bpclermont.fr

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CIME course on Mean Field Games
by Carlo Orrieri 17 Dec '18

17 Dec '18

Ricevo e inoltro --------------- Dear all, this is to announce the CIME course on Mean Field Games, which will be held in Cetraro on June 10-14, 2019. The program will include short courses given Y. Achdou, P. Cardaliaguet, F. Delarue, A. Porretta and F. Santambrogio, dealing with different aspects of Mean Field Games theory: modeling, numerics, PDEs, variational and probabilistic approaches. The Course is mainly intended for PhD students and post-doc young researchers, but open to every interested colleague. Registration is free, but compulsory for organisatorial purposes. As usual with CIME courses, any information as well as the registration are given through the web page http://web.math.unifi.it/users/cime/ <http://web.math.unifi.it/users/cime/> Limited funds are available to offer financial support to some selected students and young researchers (post-docs). The deadline for application is 30th April 2019. P.Cardaliaguet A.Porretta

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Postdoc position in Geometric Methods for Machine Learning and Deep Learning at RIST
by Luigi Malagò 14 Dec '18

14 Dec '18

=========================================================== *Subject*: Postdoc position in Machine Learning (1 year, renewable up to 2 years) *Institution*: RIST - Romanian Institute of Science and Technology, Cluj-Napoca *Keywords*: Geometry of Latent Spaces, Optimization over Manifolds, Information Geometry, Natural Gradient, Riemannian Geometry *Application deadline*: 10 October 2018 (applicants are encouraged to apply earlier) *Salary*: around 2200 euro net *Official announcement*: http://rist.ro/en/details/news/postdoc-positions-in-deep-learning-and-machi… =========================================================== Dear colleagues, the Romanian Institute of Science and Technology (RIST) has an opening for a postdoc position, in the context of the DeepRiemann project “Riemannian Optimization Methods for Deep Learning”, funded by European structural funds through the Competitiveness Operational Program (POC 2014-2020). The appointments will be for 1 year, with possible extensions up to 2 years. The DeepRiemann project aims at the design and analysis of novel training algorithms for Neural Networks in Deep Learning, by applying notions of Riemannian optimization and differential geometry. The task of the training a Neural Network is studied by employing tools from Optimization over Manifolds and Information Geometry, by casting the learning process to an optimization problem defined over a statistical manifold, i.e., a set of probability distributions. The project is highly interdisciplinary, with competences spanning from Machine Learning to Optimization, Deep Learning, Statistics, and Differential Geometry. The objectives of the project are multiple and include both theoretical and applied research, together with industrial activities oriented to transfer knowledge, from the institute to a startup or spin-off of the research group. The positions will be part of the new Machine Learning and Optimization group https://rist.ro/en/teams.html, which performs research at the intersection of Machine Learning, Stochastic Optimization, Deep Learning, and Optimization over Manifolds, using geometric methods based on Information Geometry. The group is one of two newly-formed groups in Machine Learning at RIST. The official job announcement can be seen here: http://rist.ro/en/details/news/postdoc-positions-in-deep-learning-and-machi… Informal inquiries can be sent to Dr. Luigi Malagò <malago(a)rist.ro>, principal investigator of the DeepRiemann project. Application deadline: 10 October 2018 (applicants are encouraged to apply earlier) best regards, Luigi Malagò

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Seminario di Davide Bignamini a Pavia
by Carbone Raffaella 13 Dec '18

13 Dec '18

Cari colleghi, vi annuncio che giovedì 20 dicembre, alle ore 12, nell'aula Beltrami del Dipartimento di Matematica dell'Universita' di Pavia, il Dott. Davide Bignamini (Università di Parma) terrà un seminario dal titolo Enclosures and structure of invariant states for quantum channels di cui segue il sunto. Distinti saluti, Raffaella Carbone Abstract: In my talk I will present some probability properties for quantum channels, and I will show some similarities with the theory of classical Markov chains. At first I will introduce the concepts of reducibility, invariant state and enclosure. After that I will discuss the structure of invariant states related to the possible decompositions in enclosures of the positive recurrent subspace. Finally I will reconsider this result for a particular case of homogeneous open quantum random walks. This talk is based on the contents of my Master's thesis (Tesi di Laurea Magistrale).

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Seminario SESIA
by Matteo Ruggiero 13 Dec '18

13 Dec '18

STATISTICS SEMINARS @ COLLEGIO CARLO ALBERTO Mercoledì 19 Dicembre 2018, alle ore 11:00, presso il nuovo edificio del Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario: ------------------------------------------------ Matteo SESIA (Stanford University) NEW TOOLS FOR REPRODUCIBLE VARIABLE SELECTION WITH KNOCKOFFS Model-X knockoffs [1] is a new statistical framework that allows the scientist to investigate the relationship between a response of interest and hundreds or thousands of explanatory variables. In particular, model-X knockoffs can be used to identify a subset of important variables from a larger pool that could potentially explain a phenomenon under study while rigorously controlling the false discovery rate [2] in very complex statistical models. In this talk we will briefly review the fundamentals of knockoffs and their use in two different scenarios. First, we will discuss about how knockoffs can be used to exploit prior knowledge of genetic variation to obtain a powerful tool for genome-wide association studies [3]. Then, we will see how the information contained in large unsupervised datasets can be harnessed to perform effectively "model-free" variable selection [4]. [1] E. J. Candès, Y. Fan, L. Janson, and J. Lv, "Panning for gold: "model-X" knockoffs for high dimensional controlled variable selection". Journal of the Royal Statistical Society: Series B (Statistical Methodology), 2018. [2] Y. Benjamini and Y. Hochberg, "Controlling the false discovery rate: a practical and powerful approach to multiple testing". Journal of the Royal Statistical Society: Series B (Statistical Methodology), 1995. [3] M. Sesia, C. Sabatti, and E. J. Candès, "Gene hunting with hidden Markov model knockoffs". Biometrika, 2018. [4] Yaniv Romano, Matteo Sesia and Emmanuel Candès, "Deep Knockoffs". arXiv:1811.06687, 2018. ------------------------------------------------ Tutti gli interessati sono invitati a partecipare. Il seminario è organizzato dalla "de Castro" Statistics Initiative (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: Postdocs in probability or statistics
by Francesco Caravenna 13 Dec '18

13 Dec '18

Ricevo e inoltro. > Da: Christina Goldschmidt <goldschm(a)stats.ox.ac.uk> > Oggetto: Postdocs in probability or statistics > Data: 12 dicembre 2018 09:56:31 CET > > Dear colleagues, > > The Department of Statistics and Lady Margaret Hall, Oxford are currently advertising two postdocs, open to candidates working in probability or statistics. The jobs come with some associated teaching duties and are fixed term positions lasting until 31st March 2021. Please see the advertisement <https://www.recruit.ox.ac.uk/pls/hrisliverecruit/erq_jobspec_version_4.disp…> for more details and for how to apply. Prospective candidates should feel free to contact me if they have any questions. The deadline for applications is 11th January 2019. > > I would be most grateful if you could forward this message to any suitable candidates. > > Best wishes, > Christina Goldschmidt. > > -- > Christina Goldschmidt | http://www.stats.ox.ac.uk/~goldschm <http://www.stats.ox.ac.uk/~goldschm> > Department of Statistics and Lady Margaret Hall, University of Oxford

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assegno di ricerca
by Sara Pasquali 13 Dec '18

13 Dec '18

Si avvisa che e' stato pubblicato un bando per un assegno di ricerca annuale presso l'istituto IMATI del CNR di Milano, per la seguente tematica: modelli matematici basati su equazioni differenziali, metodi di stima statistica dei parametri, metodi per modelli state-space. Costituiranno titolo preferenziale la capacità di sviluppare in autonomia codici di programma per la simulazione di modelli matematici o per la statistica computazionale o l’esperienza nell’analisi di modelli descritti da equazioni differenziali o la conoscenza di metodologie di controllo. Tutte le informazioni sono disponibili sul bando http://bandi.urp.cnr.it/doc-assegni/documentazione/8430_DOC_IT.pdf Gli interessati possono contattare il Dott. Antonio Pievatolo (antonio.pievatolo(a)mi.imati.cnr.it) o la Dott.ssa Sara Pasquali (sara.pasquali(a)mi.imati.cnr.it) per maggiori informazioni. -- ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~ Dr. Sara Pasquali CNR-IMATI Via Bassini, 15 20133 MILANO - ITALY =========== Tel. +39 02 23699525 Fax. +39 02 23699538 e-mail: sara.pasquali(a)mi.imati.cnr.it ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~

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seminario di Andrea Agazzi al Politecnico di Torino, 18 dicembre
by Enrico Bibbona 12 Dec '18

12 Dec '18

Gentilissimi, con la presente si comunica che martedì 18 dicembre, ore 09:30, presso il Politecnico di Torino, DISMA, Aula Buzano, il Dott. Andrea Agazzi presenterà un seminario dal titolo: “Scaling limits for Stochastic Chemical Reaction Network Dynamics" Questo evento è parte del "Progetto di eccellenza", DISMA - Politecnico di Torino. Maggiori informazioni reperibili nella locandina https://areeweb.polito.it/disma-excellence/allegati/seminario_Agazzi_DISMA.… e sul sito: www.polito.it/disma-excellence/ Cordiali saluti - - - - - - - - - - - - - - - - - - - - - - - - - - - - Dear colleagues, it is our pleasure to invite you to the seminar “Scaling limits for Stochastic Chemical Reaction Network Dynamics" by Dr Andrea Agazzi. The seminar will be held at Politecnico di Torino, DISMA, Aula Buzano, on Tuesday the 18th December 2018 at 09:30. This event is part of "Progetto di eccellenza", DISMA - Politecnico di Torino. Further information available on the flyer https://areeweb.polito.it/disma-excellence/allegati/seminario_Agazzi_DISMA.… and at www.polito.it/disma-excellence/ Best regards, DISMA Politecnico di Torino Dipartimento di eccellenza 2018-2022 Enrico Bibbona Probability, Statistics and Optimization group Department of Mathematical Sciences "G. L Lagrange" Politecnico di Torino

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avviso seminario Mauro Mariani
by Franco Flandoli 12 Dec '18

12 Dec '18

Il giorno lunedì 17 dicembre, alle ore 10:30, in aula Aula Marie Curie Il professor Mauro Mariani (High School of Economics, Moscow) terrà un seminario dal titolo: The low temperature limit of Dirichlet energies Tutti gli interessati sono invitati a partecipare. Franco Flandoli Abstract: Let M be a Riemannian manifold equipped with a reference measure m with density \exp(- V/T) with respect to the volume measure, where V represents a potential and the positive constant T represents the temperature. The Dirichlet energy with reference measure m is a classical functional defined on the space of probability measures on M. I will discuss the variational convergence of such a functional in the limit T \to 0. In particular, if V is not convex, a non-trivial expansion by Gamma-convergence holds under generic hypotheses on V. The results are based on a joint work with G.DiGesu (TU Wien).

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Seminario Stefano Bonaccorsi @ LUISS
by Giovanni Alessandro Zanco 11 Dec '18

11 Dec '18

Dear all, we inform that Professor Stefano Bonaccorsi (Università di Trento) will give a seminar at LUISS University on Tuesday, December the 18th at 10:00 am in Room 205b, Viale Romania 32 with the following title and abstract Title: Some notes on Malliavin calculus, surface integrals and integration by parts formulae in infinite dimensional spaces Abstract: We introduce a basic construction of the Malliavin calculus which unifies some different perspectives (e.g., Bogachev, Da Prato, Lunardi, Nualart). Then we introduce, for suitable functionals of the Brownian motion, the problem of constructing a surface measure (i.e., the restriction of the reference measure on the infinite dimensional Wiener space) on the level sets defined by them. Finally, we give some interpretation of such results in terms of other stochastic processes. Kind regards Giovanni Zanco LUISS Università Guido Carli Department of Economics and Finance V.le Romania 32 00197 Roma

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Free Program on Data Science for Finance and Quantitative Risk/Portfolio Management
by Stefano Herzel 10 Dec '18

10 Dec '18

The Department of Economics and Finance of the University of Rome "Tor Vergata" (DEF) and ARPM - Advanced Risk and Portfolio Management will jointly offer the course ARPM marathon free of charge to PhD students of Italian institutions. The program will run from January 21st 2019 to June 14th 2019. The ARPM Marathon is an online/onsite, advanced master-level, quantitative program, divided in four courses: - Data Science for Finance - Financial Engineering for Investment - Quantitative Risk Management - Quantitative Portfolio Management The program consists of multiple weekly online preparation sessions with theory and practice in the ARPM Lab online, and one weekly onsite meeting at DEF to discuss and share comments and ideas, under the supervision of prof. Alessandro Ramponi, a faculty member of DEF. Participation to the weekly onsite meetings is necessary to remain enrolled in the program. The program is designed to enable students with a solid mathematical background to operate across all functions in banking, insurance and asset management, or to perform advanced applied research. Upon enrollment, students will obtain access to: - ARPM Lab online: theory, case studies, simulation clips, slides, exercises, code (Python and MATLAB), video lectures - Onsite flipped classroom breakout sessions at DES - Private forum for technical Q&A and networking - Homework assignments - Schedule and personal trainer reminding of all upcoming to-do’s Upon completion of any of the four courses, students will attain a Certificate of Completion. Seats are limited: to be considered for enrollment, interested PhD students should send a motivation letter and their resume to info(a)arpm.co by January 7th, 2019 Best regards, Stefano Herzel - Director of M.Sc. Finance in and Banking, University of Rome "Tor Vergata" Attilio Meucci - Founder, ARPM

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PhD position in stochastic analysis at Leeds
by Elena Issoglio 10 Dec '18

10 Dec '18

Dear Colleagues, At the University of Leeds we have a PhD position in stochastic analysis for UK and EU applicants within the framework "Leeds York NERC Doctoral Training Partnership (DTP)". Details are as follows: Topic: Mean field methods for stochastic population dynamics (http://www.nercdtp.leeds.ac.uk/projects/index.php?id=892) Deadline: Monday 7th January 2019 Start Date: October 2019 How to apply: http://www.nercdtp.leeds.ac.uk/how-to-apply/ More info: please contact Elena Issoglio at e.issoglio(a)leeds.ac.uk Please draw this to the attention of potential candidates. With best wishes, Elena Issoglio 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

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Seminario di Marta Leocata in Bicocca il 13/12/2018
by gianmario tessitore 10 Dec '18

10 Dec '18

Giovedì 13 dicembre 2018, alle ore 14:00 presso l'aula 3014 del Dipartimento di Matematica e Applicazioni dell'Università di Milano - Bicocca in Via Roberto Cozzi 55 La Dottoressa Marta Leocata dell'Università di Pisa parlera'su Title: The Navier-Stokes-Vlasov-Fokker-Planck system as a scaling limit of particles in a fluid Abstract: The PDEs system Navier-Stokes-Vlasov-Fokker-Planck (NSVFP) describes particles in a fluid, where the interaction particles-fluid is described by the Stokes drag force. In the talk, I will present a particle system, interacting with a fluid, that converges to the (NSVFP) system. The talk is based on a recent work in collaboration with Franco Flandoli and Cristiano Ricci. Tutti gli interessati sono invitati a partecipare -- Gianmario Tessitore Dipartimento di Matematica e Applicazioni Università degli Studi di Milano-Bicocca

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