- Random - Mailing list — Dipartimento di Matematica, UniPI

postdoc position available on probabilistic approaches in non-equilibrium statistical mechanics
by Francesco Caravenna 18 Nov '16

18 Nov '16

Ricevo e inoltro. > Da: Fabio Toninelli <toninelli(a)math.univ-lyon1.fr> > Oggetto: postdoc position available on probabilistic approaches in non-equilibrium statistical mechanics > Data: 18 novembre 2016 08:53:17 GMT+01:00 > > Dear Colleague, > > A post-doctoral position is available from April 2017 or later within our research group on probabilistic approaches in non-equilibrium statistical mechanics: > > http://math.univ-lyon1.fr/homes-www/toninelli/LSD.html > > The duration is one year, with possible extension for another year. The post-doctoral fellow will be working on one of the following topics: > > - Macroscopic transport phenomena > - Slow and disordered dynamics > - Interface dynamics and KPZ equation > > Depending on the topic, the research will be conducted in one of the institutes associated to our research group (see the web page). > The post-doctoral fellow will receive a net salary of 2400 euros per month and benefit from health insurance. > > Applications with a curriculum vitae and a brief research statement should be sent by the candidate before January 15, 2017 to Stefano Olla (olla(a)ceremade.dauphine.fr) > The candidate will require at least one recommendation letter to be sent directly to Stefano Olla. > > We would be grateful if you could publicize this offer among the PhD graduates of your department. > > Yours sincerely > > S. Olla, T. Bodineau, F. Toninelli. > —————————————————- > > -- > Fabio Toninelli > Institut Camille Jordan, Universite' Lyon 1 > 43 bd du 11 novembre 1918 > 69622 Villeurbanne Cedex, France > > Office 105, tel: +33 (0) 4 26 23 44 41

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Seminario SCARPA
by Matteo Ruggiero 18 Nov '16

18 Nov '16

******************************************************************* STATISTICS SEMINARS @ COLLEGIO CARLO ALBERTO ******************************************************************* Venerdi 25 Novembre 2016 alle ore 12:00, presso l’Aula Rossa del Collegio Carlo Alberto, Moncalieri (TO), si terra' il seguente seminario: Bruno SCARPA (Università di Padova) BAYESIAN MODELLING OF NETWORKS IN BUSINESS INTELLIGENCE PROBLEMS Complex network data problems are increasingly common in many fields of application. Our motivation is drawn from strategic marketing studies monitoring customer choices of specific products, along with co-subscription networks encoding multiple purchasing behavior. Data are available for several agencies within the same insurance company, and our goal is to efficently exploit co-subscription networks to inform targeted advertising of cross-sell strategies to currently mono-product customers. We address this goal by developing a Bayesian hierarchical model, which clusters agencies according to common mono-product customer choices and co-subscription networks. Within each cluster, we efficiently model customer behavior via a cluster-dependent mixture of latent eigenmodels. This formulation provides key information on mono-product customer choices and multiple purchasing behavior within each cluster, informing targeted cross-sell strategies. We develop simple algorithms for tractable inference, and assess performance in simulations and an application to business intelligence. Tutti gli interessati sono invitati a partecipare. Il seminario e' organizzato dalla "de Castro" Statistics Initiative (http://www.carloalberto.org/stats <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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[Am-l] 5th Heidelberg Laureate Forum, September 24 - 29, 2017 // Call for Applications (fwd)
by Tiziano Vargiolu 17 Nov '16

17 Nov '16

===================================================================================================================================================================00 Calling Outstanding Young Researchers ? Application Tool Open! The application process for the 5th Heidelberg Laureate Forum has started. Young researchers in computer science and mathematics from all over the world can apply for one of the 200 coveted spots to participate in the Heidelberg Laureate Forum (HLF), an annual networking event. The HLF offers all accepted young researchers the great opportunity to personally interact with the laureates of the most prestigious prizes in the fields of mathematics and computer science. For one week, the recipients of the Abel Prize, the ACM A.M. Turing Award, the ACM Prize in Computing, the Fields Medal, and the Nevanlinna Prize engage in a cross-generational scientific dialogue with young researchers in Heidelberg, Germany. The application period for the 5th HLF runs from November 14, 2016 until February 14, 2017. Young researchers at all phases of their careers (undergrad, PhD or postdoc) are encouraged to complete and submit their applications by February 14 (midnight at the dateline) via the following link: http://application.heidelberg-laureate-forum.org The 5th HLF will take place from September 24 to 29, 2017 (with young researcher registration on September 23). This prominent, versatile event combines scientific, social and outreach activities in an informal atmosphere, fueled by comprehensive exchange and scientific inspiration. Laureate lectures, young researcher workshops and a structure welcoming unfettered discussions are the elements that compose the Forum?s platform. Over the course of the week-long HLF, young researchers will be given the exclusive possibility to profoundly connect with their scientific role models and find out how the laureates made it to the top of their fields. As described by a young researcher at the 4th HLF, ?The best professional experience of my life. I thought that receiving my PhD was the most ultimate event and highlight, but the HLF tops even that.? All applications that are completed and submitted by the deadline are meticulously reviewed by an international committee of experts to ensure that only the most qualified candidates are invited. There are 100 spaces available for each discipline of mathematics and computer science. All applicants will be notified by the end of April 2017 whether or not they will be invited. For questions regarding requirements and the application process, please contact Young Researchers Relations at: yr(a)heidelberg-laureate-forum.org<mailto:yr@heidelberg-laureate-forum.org> For more information, please visit: www.heidelberg-laureate-forum.org<http://www.heidelberg-laureate-forum.org> Background The Heidelberg Laureate Forum Foundation (HLFF) annually organizes the Heidelberg Laureate Forum (HLF), which is a networking event for mathematicians and computer scientists from all over the world. The 5th Heidelberg Laureate Forum will take place from September 24 to 29, 2017. The HLFF was established and is funded by the German foundation the Klaus Tschira Stiftung (KTS), which promotes natural sciences, mathematics and computer science. The Scientific Partners of the HLFF are the Heidelberg Institute for Theoretical Studies (HITS) and Heidelberg University. The HLF is strongly supported by the award-granting institutions, the Association for Computing Machinery (ACM), the International Mathematical Union (IMU), and the Norwegian Academy of Science and Letters (DNVA). HLF Images https://www.flickr.com/photos/hlforum/sets/72157672915109901 Press Inquiries/Contact for Journalists Wylder Green Christiane Schirok Communications Heidelberg Laureate Forum Foundation Schloss-Wolfsbrunnenweg 33, 69118 Heidelberg, Germany media[at]heidelberg-laureate-forum.org Telephone: +49-6221-533-384 Applicant Inquiries Julia Eberhardt Young Researcher and International Academic Relations Heidelberg Laureate Forum Foundation Schloss-Wolfsbrunnenweg 33, 69118 Heidelberg, Germany yr[at]heidelberg-laureate-forum.org Telephone: +49-6221-533-387 I _______________________________________________ Am-l mailing list Am-l(a)science.uu.nl http://mailman.science.uu.nl/mailman/listinfo/am-l

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Seminario ISAAC MEILIJSON @ UniTo
by Federico Polito 16 Nov '16

16 Nov '16

********************************************************************* SEMINARI DI PROBABILITA' E STATISTICA MATEMATICA DIPARTIMENTO DI MATEMATICA "G. PEANO" UNIVERSITA' DEGLI STUDI DI TORINO ********************************************************************* Martedi 22 novembre alle ore 14:30 in aula C presso il Dipartimento di Matematica "G. Peano" dell'Università degli Studi di Torino, Via Carlo Alberto 10, Il Prof. ISAAC MEILIJSON (Tel Aviv University) terrà un seminario dal titolo PLACING A BET ON MORE THAN ONE HOLE AT THE ROULETTE TABLE Abstract: In Dynamic Programming, mixed strategies consist of randomizing the choice of actions. In some problems, such as portfolio management, it makes sense to diversify actions rather than choosing among them purely or randomly. Optimal betting in casinos and roulette by a gambler with fixed goal was studied by Dubins and Savage 1965 and their school without the element of diversification (betting simultaneously on different holes of the roulette), once it was proved (Smith's theorem - Smith 1967, Dubins 1972 and Gilat and Weiss 1976) that diversification doesn't increase the probability of reaching the goal. We question the scope of this finding, that was based on the assumption that the holes on which gamblers can bet are disjoint, such as 1 and BLACK in regular roulette. A counterexample is provided in which holes are nested, such as 1 and RED. Thus, it may be rational for gamblers with fixed goal to place chips on more than one hole at the table. 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 6702937 Web: www.federicopolito.it

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Seminario di Probabilità - Padova
by alessandra bianchi 16 Nov '16

16 Nov '16

Ho il piacere di invitarvi al seguente seminario, che si terrà Giovedì 24 novembre, alle 14:30, in aula 2BC30 della Torre Archimede presso il Dipartimento di Matematica dell'Università degli Studi di Padova. SPEAKER: Sander Dommers AFFILIATION: University of Bochum TITLE: Metastability in the reversible inclusion process ABSTRACT: In the reversible inclusion process with N particles on a finite graph each particle at a site x jumps to site y at rate (d+\eta_y) r(x,y), where d is a diffusion parameter, \eta_y is the number of particles on site y and r(x,y) is the jump rate from x to y of an underlying reversible random walk. When the diffusion d goeas to 0 as N goeas to infinity, the particles cluster together to form a condensate. It turns out that these condensates only form on the sites where the underlying random walk spends the most time. Once such a condensate is formed the particles stick together and the condensate performs a random walk itself on much longer timescales, which can be seen as metastable behavior. We study the rates at which the condensate jumps and show that in the reversible case there are three time scales on which these jumps occur depending on how far (in graph distance) the sites are from each other. This generalizes work by Grosskinsky, Redig and Vafayi who study the symmetric case where only one timescale is present. Our analysis is based on potential theory and the martingale approach by Beltrán and Landim. This is joint work with Alessandra Bianchi and Cristian Giardinà. -- Alessandra Bianchi Dip. di Matematica Università di Padova Via Trieste, 63 - 35121 Padova, Italy phone: +39 049 827 14 06 fax: +39 049 827 14 28 e-mail: bianchi(a)math.unipd.it http://www.math.unipd.it/~bianchi/

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Annuncio di seminario
by Piccioni, Mauro 16 Nov '16

16 Nov '16

Dipartimento di Matematica, Sapienza Università di Roma Martedì 22 novembre Ore 14:00, Aula di Consiglio Seminario di Probabilità e Statistica Matematica Carlo Orrieri, Dipartimento di Matematica, Sapienza Università di Roma *Controlled Vlasov-type dynamics* *Abstract: The aim of the talk is to connect the optimal control of Vlasov-type PDEs with large systems of controlled interacting particles/agents. The main difference towards the classical mean-field theory, where the particle are freely interacting with each other, is the presence of a central planner influencing the dynamics. In this situation it is not obvious that the mean field limit should commute with the optimization. In order to develop a rigorous limit theory for this problem we employ the well-known concept of Gamma convergence.* *The talk is based on a work in project with M. Fornasier, S. Lisini and G. Savaré* Tutti gli interessati sono invitati a partecipare. Per qualsiasi richiesta di informazione scrivere a piccioni(a)mat.uniroma1.i <piccioni(a)mat.uniroma1.it>

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Open PhD position at Ghent University
by Elvira Di Nardo 15 Nov '16

15 Nov '16

%---------------------------------------------------------------------------------------------- ----- Messaggio inoltrato da Christophe.Ley(a)UGent.be ----- Data: Mon, 14 Nov 2016 16:15:02 +0000 Da: Christophe Ley <Christophe.Ley(a)UGent.be> Oggetto: Open PhD position at Ghent University Dear colleagues, I hope you are doing well. I am writing you to ask you the following: could you please forward the attached advertisement to your students who might be interested in doing a PhD in statistics at Ghent University? I am searching for a PhD student with mathematical/statistical background to work with me on the effect of the prior in Bayesian statistics. All details are in the attached document. I thank you very much in advance for your help. Best regards Christophe %------------------------------------------------------------------------------------ PhD Position in Statistics/Probability at Ghent University Department of Applied Mathematics, Computer Science and Statistics Promoter : Prof. Christophe Ley Duration: max. 4 years Requirement: Master degree in mathematics or statistics. Starting date: As soon as possible from 1st February onwards Description: This is a PhD position related to the BOF Starting Grant "Probabilistic distances and Bayesian statistics: new insights on and methods for the choice of the prior" obtained by the promoter. The choice of the prior is a key aspect in Bayesian statistics. In the literature there exist many different proposals of priors and diverging opinions on which prior to use when. The goal of this project is to tackle this problem from a new angle by importing probabilistic distances from probability theory. The PhD position also includes a short research stay at Oxford University. Application: A full application consists of ONE SINGLE PDF file which contains • a cover/motivation letter, • a comprehensive CV, • two names of reference persons. Please, submit your application via email to christophe.ley(a)ugent.be. Applications will be accepted until the position is filled, but all applications received before January 15, 2017 will receive full consideration. %------------------------------------------------------- Elvira Di Nardo Dept. Mathematics "G. Peano" University of Torino Via Carlo Alberto 10 10123 Torino, Italia tel. +39 0116702862 fax +39 0116702878 http://www.elviradinardo.it %-------------------------------------------------------

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Seminario di Giorgio Ferrari presso la Luiss, Mercoledi' 16 Novembre
by Fausto Gozzi 15 Nov '16

15 Nov '16

Luiss, Roma, Dipartimento di Economia e Finanza Viale Romania 32, Roma Mercoledi' 16 Novembre ore 18.10 aula 106 b Seminario di Giorgio Ferrari (Universitat Bielefeld) TITLE: Stochastic nonzero-sum games: a new connection between singular control and optimal stopping ABSTRACT: In this talk I present a new connection between a class of 2-player nonzero-sum games of optimal stopping and certain 2-player nonzero-sum games of singular control. I show that whenever a Nash equilibrium in the game of stopping is attained by hitting times at two separate boundaries, then such boundaries also trigger a Nash equilibrium in the game of singular control. Moreover a differential link between the players' value functions holds across the two games. An application to a problem of pollution control is finally discussed. The talk is based on a joint work with Tiziano De Angelis (The University of Leeds). Tutti gli interessati sono invitati a partecipare. Per qualsiasi richiesta di informazione scrivere a faustogozziluiss(a)gmail.com Fausto Gozzi Fausto Gozzi Dipartimento di Economia e Finanza LUISS - Guido Carli Viale Romania, 32 00197 Roma Italy tel 06.85225723 (office) FAX 06.86506513 e-mail: fgozzi(a)luiss.it webpage: http://docenti.luiss.it/gozzi/ old addresses: Fausto Gozzi Dipartimento di Matematica per le Decisioni Economiche Finanziarie e Assicurative Facolta' di Economia Universita' di Roma La Sapienza via del Castro Laurenziano 9 00161 Roma Italy tel 06/49766275 (office) FAX 06/49766765 and also Fausto Gozzi Dipartimento di Matematica Universita' di Pisa via Filippo Buonarroti n. 2 56127 Pisa Italy tel 050/2213270 FAX 050/2213224 e-mail: GOZZI(a)DM.UNIPI.IT --- Questa e-mail è stata controllata per individuare virus con Avast antivirus. https://www.avast.com/antivirus

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FCPNLO 2016
by Enrico Scalas 14 Nov '16

14 Nov '16

Car* collegh*, Vi segnalo la quarta edizione di Fractional Calculus, Probability and Non-Local Operators (FCPNLO 2016): 4th Workshop on Fractional Calculus, Probability and non-local Operators: Applications and recent Developments November 23-25, 2016 BCAM-Basque Center for Applied Mathematics, Bilbao, Basque Country, Spain http://www.bcamath.org/en/workshops/fcpnlo2016 Cordiali saluti, Enrico Scalas

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[Fwd: Post-doc position openings ERC-TRANSITION (ENS de Lyon, France)]
by davide gabrielli 14 Nov '16

14 Nov '16

---------------------------- Original Message ---------------------------- Subject: Post-doc position openings ERC-TRANSITION (ENS de Lyon, France) From: "Freddy Bouchet" <freddy.bouchet(a)ens-lyon.fr> Date: Sun, November 13, 2016 5:10 pm To: "Freddy Bouchet" <freddy.bouchet(a)ens-lyon.fr> -------------------------------------------------------------------------- Dear friends and colleagues, May I ask you to forward the following post-doc position announcement to your colleagues ? Best regards, Freddy Bouchet Post-doc position openings ERC-TRANSITION (ENS de Lyon, France) Positions 2 Postdoc positions Title Post doc 1: Large deviation theory and computation of rare events in climate dynamics Post doc 2: Computation of the probabilities of rare events in solar system dynamics TRANSITION Project The research project TRANSITION aims at developing statistical mechanics tools, mainly based on large deviation theory, in order to compute rare events which are essential in the understanding of complex dynamical systems. The problems studied span a complete range between theoretical and applied mathematics issues in developing large deviation theory for complex dynamical systems, their numerical computations, and their application to real systems. The project applications focus mainly on turbulent flows relevant for climate dynamics, but applications to other turbulent flows and the solar system dynamics are also considered. Start date Spring 2017, or Fall 2017 Please see more in the two attached descriptions. Freddy Bouchet Freddy Bouchet Laboratoire de physique (LR2 041) ENS de Lyon et CNRS 46, allée d'Italie (Site Monod) 69364 Lyon Cedex 07 Web: http://perso.ens-lyon.fr/freddy.bouchet/ Phone: (+33) (0)4 26 23 39 54 Mobile phone: (+33) (0)6 69 04 05 67 G -- This message has been scanned for viruses and dangerous content by MailScanner, and is believed to be clean.

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[iwfos2017] Remainder: IWFOS 2017. Call for Contributions
by Enea Bongiorno 11 Nov '16

11 Nov '16

*4th International Workshop on Functional and Operatorial Statistics (IWFOS 2017)* *LOCATION AND DATES: *A Coruña (SPAIN), June 15th - 17th, 2017. *DEADLINE TO SUBMIT SHORT CONTRIBUTIONS (6-8 pages in the required format): *December 31st, 2016. *PUBLICATIONS:* *Book of Proceedings:* Short versions (6-8 pages in the required format) of the accepted contributions (oral or poster) will be collected in a book published by *Springer* <http://www.springer.com/gp/>. *Special Issues in Scientific Journals*: This meeting will be the starting point for two Special Issues devoted to Functional Data Analysis: one in the *Journal of Multivariate Analysis* <http://www.journals.elsevier.com/journal-of-multivariate-analysis/call-for-…> and one in *Computational Statistics* <http://www.springer.com/statistics/journal/180>. It is worth mentioning that these Special Issues are not only open to the best presentations in IWFOS 2017, but also to any other innovative contributions in the field. *WEBSITE: *http://iwfos2017.udc.es Thank you for your attention. Hoping to see you in A Coruña, Sincerely Yours, On behalf of the Scientific and Organizing Committees, Ricardo Cao Philippe Vieu Germán Aneiros Enea Bongiorno -- 4th International Workshop on Functional and Operatorial Statistics IWFOS 2017, A Coruña (SPAIN) http://iwfos2017.udc.es --

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seminar announcemnt
by Marco Scarsini 10 Nov '16

10 Nov '16

Thursday 17 November from 12.00 to 13.00 LUISS room 207 viale Romania 32 00197 Roma. Speaker: Sylvain Gibaud (Institut de Mathématiques de Toulouse) Title: Demographic prisoner's dilemma: A probabilistic framework Abstract: I will present an evolutionary game model based on a multi-agent system. In it the evolution will not be managed by a generation system whereby after play a new population is drawn but instead by the fact that agents who perform poorly will die. Our model represents a spatialized prisoner's dilemma where the players move on a torus and play against other players only if they are at the same location. As it is usually done in evolutionary games, the action of the players will be fixed. A player will be either a cooperative player (who always cooperates) or a defecting player (who always defects). This system has been explored using simulations (or approximations). The presentation will show a probabilistic framework in which we can prove theoretical results. ******************************************************* Marco Scarsini Dipartimento di Economia e Finanza LUISS Viale Romania 32 00197 Roma, ITALY URL: http://docenti.luiss.it/scarsini/

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Annuncio di seminario
by Piccioni, Mauro 09 Nov '16

09 Nov '16

Dipartimento di Matematica, Sapienza Università di Roma Martedì 15 novembre Ore 14:00, Aula di Consiglio Seminario di Probabilità e Statistica Matematica Random dynamical systems: contraction and recurrence propertie Marc Peigné, Université de Tours Abstract: Consider a proper metric space X and a sequence (Fn) of i.i.d. random continuous mappings X → X. It induces the stochastic dynamical system (SDS) Xn = Fn ◦ · · · ◦ F1(x) starting at x ∈ X. We study existence and uniqueness of invariant measures, under some assumptions of contraction on the Fn, as well as recurrence and ergodicity of this process. We will consider two main examples: the case where the Fn are affine maps of the real line and the case where Xn is the reflected random walk on the positive real line. Tutti gli interessati sono invitati a partecipare. Per qualsiasi richiesta di informazione scrivere a piccioni(a)mat.uniroma1.it

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CEMRACS 2017 - Announcement (fwd)
by Tiziano Vargiolu 07 Nov '16

07 Nov '16

********************************************** ** ** CEMRACS 2017 SUMMER SCHOOL ** ** July 17 - August 25 ** MARSEILLE FRANCE ** ********************************************** The 2017 session of the CEMRACS summer school will be held from July 17 to August 25, at CIRM, Luminy (Marseille). This annual summer school on numerical methods has been existing for 20 years. The 2017 session will be dedicated to numerical methods for stochastic problems, including: * control problems, * uncertainty quantification, * mean field models, see the web page of the school for more information: http://smai.emath.fr/cemracs/cemracs17/ The summer school is organized as follows: * The first ten days are dedicated to lectures on numerical methods, including HPC training on computers. * During the next five weeks, Phd or Postdoc students work in groups of 2 or 3 on a numerical project that has been proposed by an industrial or a research department. Specialists of numerical methods and IT will support them. We are currently making three calls: *Call 1. Call 1 is for attending the lectures of the summer school (July 17-26), see the program at http://smai.emath.fr/cemracs/cemracs17/summerschool.html. *Call 2. Call 2 regards the submission of numerical projects: research departments and industrials can submit their own numerical projects. It is a way for them to accelerate the study of a numerical problem or of a numerical method. A project may include students who will work on it, or it may not include students. In the latter case, we will assign students to the project, see Call 3 below. More information is available at http://smai.emath.fr/cemracs/cemracs17/projects.html. Examples from the 2016 edition can be found at http://smai.emath.fr/cemracs/cemracs16/research/conf.php. *Call 3. Call 3 concerns students without a project who would like to work on a project, as defined in Call 2. So, this call is dedicated to Phd students and postdoc students that are not already part of a submitted project. They will be assigned to one of the projects without students (or with not enough students). Projects may end up with a publication, on the underlying numerical method or on some corresponding application. Proceedings will be edited after the event. The registration/accommodation fees are detailed on http://smai.emath.fr/cemracs/cemracs17/. For hosting a project, a participation to global expenses of CEMRACS is asked. For further details, please contact us. Emails should be sent to one of the organizers (see the list below) or at the email address cemracs17(a)smai.emath.fr Could you please circulate the information to colleagues and to industrial contacts that might be interested ? Best regards, the organizing committee: Bruno Bouchard (bouchard(a)ceremade.dauphine.fr) Jean-Fran?ois Chassagneux (chassagneux(a)univ-paris-diderot.fr) Fran?ois Delarue (delarue(a)unice.fr) Emmanuel Gobet (emmanuel.gobet(a)polytechnique.edu) Jer?me Lelong (jerome.lelong(a)imag.fr) - - - - - - - - - - - - - - - - - - - - - - - - - - Fran?ois Delarue Professeur Universit? Nice Sophia-Antipolis Laboratoire Dieudonn? Parc Valrose France-06108 Nice Cedex 02 (33) (0)4 92 07 62 80 http://math.unice.fr/~delarue

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Annuncio Sisbayes 2017 Workshop, Roma 7-8 febbraio 2017
by Brunero Liseo 07 Nov '16

07 Nov '16

SISbayes 2017 Workshop, Roma 7-8 February 2017. SISbayes 2017 is the first Workshop organized by the section on Bayesian Statistics of the Italian Statistical Society. SISbayes main goals are - To promote and coordinate applied and theoretical research in the statistical field - To encourage and organize specialized sessions and ad hoc tutorials at national and international statistical meetings - To disseminate Bayesian ideas and methods among young students and scholars in both Statistics and other fields. - To foster the application of the Bayesian paradigm in science, industry, business, finance, and official statistics. The workshop will consists of * Two tutorials delivered by prof. Alessandra Guglielmi - Politecnico di Milano: Bayesian Nonparametrics. prof. Michela Cameletti - Università di Bergamo: An Introduction to Bayesian Computing with INLA. * Five invited sessions * A Poster presentation session followed by a Poster exhibition. The website http://stat-events.wixsite.com/sisbayes2017 contains all the necessary information and it will be periodically updated. SISbayes 2017 is hosted and financially supported by Sapienza Università di Roma. Participants can register on the website. The registration fee (100 Euros; 60 Euros for students) includes admission to tutorials and conference sessions, congress materials, coffee breaks, poster session aperitif (Tuesday 7th) and lunch (Wednesday 8th) Brunero Liseo (on behalf of the Scientific Committee and the Organizing Committee) -- Organizing Committee S. Arima (Sapienza) M. Barbieri (Roma Tre) P. Brutti (Sapienza) F. De Santis (Sapienza) C. Grazian (Sapienza) S. Gubbiotti (Sapienza) B. Liseo (Sapienza) M. Perone Pacifico (Sapienza) S. Polettini (Sapienza) V. Sambucini (Sapienza) A. Tancredi(Sapienza) L. Tardella (Sapienza) Scientific Committee F. Corradi (Firenze) B. Liseo (Sapienza) A. Mattei (Firenze) A. Mira (Lugano) A. Ongaro (Milano Bicocca) S. Petrone (Bocconi) L. Ventura (Padova) ============================================ 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 *http://www.memotef.uniroma1.it/users/liseo-brunero <http://www.memotef.uniroma1.it/users/liseo-brunero>* =============================================

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Giornata di studi in onore di Gabriella Salinetti
by Luca Tardella 07 Nov '16

07 Nov '16

Il giorno 6 febbraio 2017 si terra' presso il Dipartimento di Scienze Statistiche di Sapienza Università di Roma la giornata di studi: "Advances in Probability, Statistics and Decision Theory" *** A Conference in Honor of Gabriella Salinetti*** E' disponibile il seguente sito web dedicato alla giornata con l'elenco dei relatori invitati e un programma preliminare http://stat-events.wixsite.com/gabriellaconference Nelle prossime settimane sarà aggiornato con ulteriori dettagli. L'iscrizione al convegno è gratuita, ma necessaria per ragioni organizzative. E' già possibile registrarsi sul sito compilando un semplice modulo on line. E' inoltre possibile contattare gli organizzatori al seguente indirizzo: gabriellaconference(a)gmail.com. Cordiali saluti

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Second Announcement : Third STAR workshop on Random Graphs
by Ben Hansen 04 Nov '16

04 Nov '16

Second Announcement : Third STAR workshop on Random Graphs The workshop will take place on Thursday 26 and Friday 27 January 2017 on the campus of the University of Utrecht (more details of the location and schedule will be added later). This will be the 3rd STAR Workshop on Random Graphs. The first took place in 2012 and the second in 2015. We are very pleased to announce the following prominent researchers have agreed to deliver plenary talks: - Marián Boguñá (Barcelona) - Mihyun Kang (Graz) - Vincent Tassion (Geneva/Zürich) - Nick Wormald (Melbourne) A limited number of slots for contributed talks are available. If you would like to propose a short talk, please let us know by e-mailing Ben Hansen at benhansen09(a)gmail.com. (In case of too much interest, selection will be based on relevance of the talk and the career stage of the speaker.) The workshop is open to all and free of charge, but please register to let us know that you are coming by sending an e-mail to: benhansen09(a)gmail.com The website of the workshop can be found at the address : http://www.math.uu.nl/stochsem/WorkshopRGs2017/

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Postdocs in Riemannian Manifold Optimization, Deep Learning and Information Geometry at RIST
by Luigi Malagò 03 Nov '16

03 Nov '16

[apologies for cross-posting] The Romanian Institute of Science and Technology (RIST) has an opening for 3 postdoc positions, 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 2 years, with possible extensions up to 4 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, which will be performing research at the intersection of Machine Learning, Stochastic Optimization, Deep Learning, and Optimization over Manifolds, including nature-inspired optimization algorithms, from the unifying perspective of Information Geometry. The group is one of two newly-formed groups in Machine Learning at RIST, where about 20 new postdoctoral research associates and research software developers will be hired in the next year. The official job announcement can be seen here: http://rist.ro/en/details/news/postdoc-positions-in-machine- learning-optimization-deep-learning-and-information-geometry.html # Jobs Description # The three open positions will focus on different and overlapping aspects of the project: 1) Optimization Algorithms over Statistical Manifolds with Applications to Deep Learning The postdoctoral researcher will conduct research on the design and implementation of novel first- and second-order methods for the optimization of functions defined over statistical models, such as exponential families, the Gaussian distribution, and Markov Random Fields. In particular the research will focus on the optimization problem associated to the training of a Neural Network, which will be studied from the perspective of Optimization over Manifolds with non-Euclidean geometries. The postdoctoral candidate will develop optimization algorithms which explicitly take into account the Riemannian and dual-affine Hessian geometries of the search space, given by the Fisher information metric. Such algorithms should be efficient, scalable, largely parallelizable, and suitable for the large scale and big data settings. Keywords: stochastic gradient descent, Riemannian manifolds, dually-flat Hessian geometries, optimization over manifolds, second-order optimization methods, large scale optimization, nature-inspired optimization algorithms 2) Theory of Neural Networks The postdoctoral researcher will contribute towards the definition of a probabilistic and geometric framework for the study of deep Neural Networks aimed at a better understanding of the working mechanisms behind the success of Deep Learning. The analysis is focused towards a better understanding of what enables Deep Learning systems to achieve remarkable successes, and of its limits, in classification and predictive analysis, with a particular focus on the learning task, in order to guide the development of novel algorithms. The research will include the study of the representational power of various Neural Networks topologies, by taking into consideration the impact of hierarchical architectures with respect to the expressiveness of the network; and the analysis of the number of local minima and of saddle points, which appear during the training and which strongly affect convergence of the optimization algorithms, depending on the nature of the network. Keywords: theory of neural networks, deep learning, learning representations, expressive power of neural networks. 3) Information Geometry of dually-flat Hessian Manifolds The postdoctoral researcher will focus on the characterization of first and second-order Riemannian and affine geometries of statistical models, or more in general Hessian manifolds, aimed at the study of optimization methods over statistical manifolds. Neural Networks can be modeled as statistical manifolds, or manifolds of Neural Networks, and the training of the network can be studied as an optimization problem over a non-linear manifold, where the weights of the network are the parameters of the model and thus the variables of the function to be optimized. The purpose of the analysis is to introduce alternative second-order approximations of a function over a statistical manifold, depending on the choice of the connection and thus how parallel transport is implemented, which are at the basis of the design of second-order optimization methods. Keywords: information geometry, geometry of statistical models, natural gradient, dually-flat manifolds, Hessian geometries. # Desired Qualifications # - PhD in machine learning, theoretical computer science, stochastic optimization, statistics, applied mathematics, including fields such as manifold optimization, differential geometry, statistical mechanics, and related fields - Strong publication record - Strong analytical skills, such as problem solving and logical thinking - Enthusiasm to work in a multidisciplinary and international research environment - Good written and oral communication skills in English Knowledge in machine learning is helpful, but not strictly mandatory. Doctoral students close to the competition of their thesis will also be considered. The positions are to start as early as December 2016 or at any agreed later date. Applications will be reviewed as they are received. RIST offers competitive salaries and top-level working conditions. The net salary for these positions will be around 2.000 euro per month, with a possible increase up to 2.200 euro, based on new tax incentives for research and development activities in Romania. Positions are endowed with travel resources. The cost of living in Cluj is significantly lower than in Western Europe or the USA (e.g., it is 1/3 of the cost of living in London, UK). # How to Apply # In order to apply to this position, the candidate should send an email to deepriemann.jobs(a)rist.ro, mentioning in the subject of the email "DeepRiemann Postdoc Application". The email should include among the attachments: - A cover letter - A complete CV with full list of publications - A short research statement (max 3 pages), which describes your research interests and explain why your skills, knowledge and experience makes you a suitable candidate for one or more of the open positions - The pdfs of 2 selected publications - Name and contact information of up to 3 referees, which will be contacted directly by the institute for a reference letter Informal inquiries can be sent to Dr. Luigi Malagò <malago(a)rist.ro>, Principal Investigator of the DeepRiemann project. # About the Institute # The Romanian Institute of Science and Technology is a non-governmental, not-for-profit, independent research institute, founded in 2009, with the purpose of offering scientists a place to conduct research in Romania with top working conditions, comparable to those you can find in Western Europe. RIST currently performs research on computational and experimental neuroscience, computational intelligence, machine learning, and dynamical systems. The institute is currently undergoing a phase of significant and sustained growth supported by European and Romanian structural funds, with plans for hiring around 20 new scientists and researchers in the next year. The institute has close contacts with the Babeș-Bolyai University, which is the largest university in Romania, and with the Technical University of Cluj-Napoca. The institute is located in Cluj-Napoca, in the heart of Transylvania, which has been named by Lonely Planet as the top region to visit in 2016. Cluj is a welcoming and innovative city, recently listed as one of the major tech hubs (with a 9% growth per year for IT industry). Cluj has 12 universities, over 70k students every year, and an extremely vibrant startup scene, which has recently named the Silicon Valley of Transylvania. Cluj is Europe's friendliest city for foreigners, according to a study by the UK Office of National Statistics, and Romania is no. 16 in the Internations best expat destinations of 2016. About 1100 French citizens, 800 Italian citizens and 500 German citizens live in Cluj (source). The city has an international airport, only 8km away from the city center, with flights to more than 30 European destinations. More information about Cluj: https://vimeo.com/171864331 https://vimeo.com/166021527 -- Luigi Malagò Principal Investigator Romanian Institute of Science and Technology - RIST Address: Str. Cireşilor 29, 400487 Cluj-Napoca, Romania Homepage: http://www.luigimalago.it Office: +40 364 408794 Mobile: +39 340 6249299

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Annuncio di seminario
by Piccioni, Mauro 03 Nov '16

03 Nov '16

Dipartimento di Matematica, Sapienza Università di Roma Martedì 8 novembre Ore 14:00, Aula di Consiglio Seminario di Probabilità e Statistica Matematica Pham Thi Da Cam, Université de Tours, France The survival probability of a critical multi-type branching process in i.i.d. random environment Abstract: We consider Galton Watson branching processes of unique type and multi-type in fixed and in random environment. The main target is to observe the asymptotic behaviour of the survival probability of the population. In particular, we utilise the generating function method thanks to the recursive structure of the process in deterministic case and condition to the generating function of offspring distribution in random case. Tutti gli interessati sono invitati a partecipare. Per qualsiasi richiesta di informazione scrivere a piccioni(a)mat.uniroma1.it

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Seminario di Cambyse Rouzé a Pavia
by Carbone Raffaella 02 Nov '16

02 Nov '16

Cari colleghi, vi annuncio che martedì 8 novembre, alle ore 15 precise, nell'aula Beltrami del Dipartimento di Matematica dell'Universita' di Pavia, il Dott. Cambyse Rouzé (University of Cambridge) terrà un seminario dal titolo Convergence properties of a quantum diff usion semigroup via concavity of the quantum entropy power di cui segue il sunto. Distinti saluti, Raffaella Carbone Abstract The entropy power, rst de ned by Shannon in his seminal paper, lead to many celebrated results in information theory and probability theory. In 1985, Costa proved that the entropy power of a random variable with added Gaussian noise of linearly increasing variance is concave with respect to . The proof of this result was later simpli ed by Dembo by an argument based on the so-called Blachman-Stam inequality. This result (and the intermediate steps of its proof) led to many applications ranging from contractivity properties of certain Markov semigroups to entropic versions of the Central limit theorem. In this talk I will discuss a recent analogue of this result proved in the context of quantum harmonic analysis on phase space. I will then use this result to bound the time of convergence in relative entropy of a state evolving under a quantum analogue of the heat semigroup. This is joint work with Dr. Nilanjana Datta and Dr. Yan Pautrat. -- Raffaella Carbone, PhD Ricercatore di Probabilità e Statistica Matematica Dipartimento di Matematica dell'Università degli Studi di Pavia

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"5th Conference in Memory of Carlo Giannini" (PROGRAMME) (fwd)
by Tiziano Vargiolu 29 Oct '16

29 Oct '16

From: Urga, Giovanni Sent: 29 October 2016 08:59 To: Subject: "5th Conference in Memory of Carlo Giannini" (PROGRAMME) Dear Colleagues Please find attached the programme of the forthcoming conference in Memory of Carlo Giannini to be held next 25 & 26 November at the University of Bergamo. Please feel free to circulate the flyer. Finally, please do not forget to register using the following link http://www00.unibg.it/formconvegni2/maschera.asp?convegno=3576. Looking forward to seeing you in Bergamo in a few week time. Regards Giovanni **************************************************************** Please use both addresses: giovanni.urga(a)unibg.it and g.urga(a)city.ac.uk **************************************************************** Giovanni Urga Professor of Finance and Econometrics Faculty of Finance Cass Business School 106 Bunhill Row London EC1Y 8TZ (U.K.) Tel.+/44/(0)20/70408698 Fax.+/44/(0)20/70408881 www.cass.city.ac.uk/experts/G.Urga https://sites.google.com/site/urgagiovanni/ Director, Centre for Econometric Analysis (CEA@Cass) http://www.cass.city.ac.uk/cea/index.html Professore di Econometria, Department of Management, Economics and Quantitative Methods, Bergamo University (Italy) http://www00.unibg.it/struttura/strutturasmst.asp?rubrica=1&persona=689&nom e=Giovanni&cognome=Urga&titolo=Prof.

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ARPM job opportunity
by Elisa Appolloni 28 Oct '16

28 Oct '16

Dear all, I am reaching out to you because at ARPM (the company for which I work) we are looking to add new resources for our Advanced Risk and Portfolio Management program. Would you mind circulating the message below to interested and qualified candidates? Thank you, Elisa Appolloni *** *The firm* ARPM – Advanced Risk and Portfolio Management <https://www.arpm.co/> is a privately held research institution, directed by Attilio Meucci, based in New York City with virtual offices world-wide. ARPM’s mission is to set and disseminate the standards for advanced quantitative risk management and portfolio management across the financial industry: asset management, banking, and insurance. *The opportunity * ARPM is looking for a new researcher-in-training for a minimum period of 6 months, indefinitely extensible. The successful candidate will review and code practical case studies and theoretical examples in quantitative finance, contributing to the ARPM Lab <https://www.arpm.co/lab/books.php?action=page&id=14>. The successful candidate will work full-time, remotely, constantly communicating via multi-media with the other members of ARPM. The ARPM researcher-in-training position represents a great opportunity for candidates with strong academic background, who wish to apply to real problems in finance the rigorous, research-oriented approach acquired in their schooling. *The progression* ARPM emphasizes the constant intellectual growth of its resources. For the first 6 months the researcher-in- training will be focused on specific projects. At the end of this period (s)he will conduct a presentation on the topics covered. Then, (s)he will start broadening his/her scope, attending the presentations of their peers and seniors, working on broader projects, and acquiring hands-on- knowledge of all the topics of the ARPM Lab <https://www.arpm.co/lab/books.php?action=page&id=14>. The approximate time required to attain the required level of familiarity with the ARPM Lab <https://www.arpm.co/lab/books.php?action=page&id=14> is: two years for a recent master’s graduate; one year for a recent PhD graduate. When ready, the researcher-in-training will be tested on all such topics with an exam. If successful, (s)he will conclude his/her training period, attaining the title of ARPM researcher. The ARPM researcher will then engage in highly quantitative projects with ARPM clients, becoming a profit center. *The candidate* [image: arrow_20]Master’s degree in mathematics, physics, engineering, computer science, statistics, data science, quantitative economics. [image: arrow_20]PhD in hard sciences or master’s degree in quantitative finance is a plus. [image: arrow_20]Very strong command of foundational mathematics, including multivariate calculus and linear algebra. [image: arrow_20]Good knowledge of statistics and probability. [image: arrow_20]Proficiency in MATLAB, Python, or similar programming languages. [image: arrow_20]Good command of English. *Compensation* Competitive For more information, please visit arpm.co <https://www.arpm.co/> and/or contact us at info(a)arpm.co <info(a)arpm.co?Subject=job%20Post> -- *ARPM <http://www.arpm.co/>** - Advanced Risk and Portfolio Management**®*

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BIDSA Inaugural Conference
by Federico Camerlenghi 24 Oct '16

24 Oct '16

********************************************************** INAUGURAL CONFERENCE BOCCONI INSTITUTE FOR DATA SCIENCE AND ANALYTICS ********************************************************** The Bocconi Institute for Data Science and Analytics (BIDSA) is pleased to announce its inaugural conference that will be held on November 18, 2016, at the Bocconi University in Milano. ** PROGRAM ** 14:30 - Welcome Address by - Gianmario Verona, Rector of the Bocconi University 14:50 - Lectures by - Michael I. Jordan (University of California, Berkeley) - Marc Mézard (École Normale Supérieure) 16:10 - Coffee Break 16:40 - Lectures by - Aldo Rustichini (University of Minnesota) - Riccardo Zecchina (Politecnico di Torino) The event will be held in room N07, Piazza Sraffa 13 (Velodromo). Participation is free but registration by November 5, 2016 is required. The online registration form is available at https://eventi.unibocconi.it/index.php?key=ev2016090138 For any additional information feel free to write to: bidsa(a)unibocconi.it

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Conference "Actuarial Risks in the Solvency II Era: frontiers of mathematics and regulation"
by Sabrina Mulinacci 24 Oct '16

24 Oct '16

Dear Colleagues, we are glad to invite you to the Conference on Actuarial Risks in the Solvency II Era: frontiers of mathematics and regulation that is going to be held in Bologna, November 3-4-5, 2016. The program will include a tutorial directed to students, scholars and practitioners interested in mastering the state of the art of theory. Interested students may earn 3 credits upon attending the conference and providing a written discussion of some the presentations in the conference. On Saturday November 5th, there will be an informal meeting for networking on current research and discussion ofspecial topics for future research. More detailed informations are available at http://www2.stat.unibo.it/actuarial-risk/Home.html? Best Regards Sabrina Mulinacci?

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Eurocast 2017 - deadline approaching
by Antonio Di Crescenzo 24 Oct '16

24 Oct '16

Dear Colleague, we kindly remind that the deadline for the abstract submission is approaching. Workshop "Stochastic Models and Applications to Natural, Social and Technical Systems" of the Sixteenth International Conference on Computer Aided Systems Theory, Las Palmas de Gran Canaria, February 19-24, 2017. An extended two pages abstract must be sent by e-mail to eurocast(a)iuctc.ulpgc.es until October 31, 2016. Selected full final papers for publication will be required before April 30, 2017. Further information is available at the conference web page (<http://eurocast2017.fulp.ulpgc.es/>http://eurocast2017.fulp.ulpgc.es/) Looking forward meeting you at the Workshop. Best regards, Antonio Di Crescenzo and Amelia G. Nobile -- ============================================= Antonio Di Crescenzo Dipartimento di Matematica Università degli Studi di Salerno Via Giovanni Paolo II, n. 132 84084 Fisciano (SA) Italy Tel. +39-089-963349 Fax: +39-089-963303 E-mail: adicrescenzo(a)unisa.it Web: http://www.unisa.it/docenti/antoniodicrescenzo/index =============================================

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de Finetti Risk Seminar - October 2016
by Emanuela Rosazza 23 Oct '16

23 Oct '16

On behalf of the Scientific Committee of the de Finetti Risk Seminars, we are glad to invite you to participate at the following Lecture Warner Marzocchi Istituto nazionale di Geofisica e vulcanologia TITLE: The probabilistic nature of earthquake forecasting: key issues, challenges and testability LOCATION: The seminar will be held on Wednesday, October 26, at 18.00 at room 3-E4-SR03, Bocconi University, Via Rontgen 1, 3rd floor, Milano. A refreshment will be offered at 17.30. Scientific Committee: Prof. Simone Cerreia-Voglio (Univ. Bocconi) Prof. Marco Frittelli (Univ. degli Studi di Milano) Prof. Fabio Maccheroni (Univ. Bocconi) Prof. Massimo Marinacci (Univ. Bocconi) Prof. Emanuela Rosazza Gianin (Univ. Milano-Bicocca) Dott. Marco Maggis (Univ. degli Studi di Milano) **************************************************** 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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Annual ESOBE 2016 meeting, 27/28 October, Ca' Foscari University, Venice, Italy
by Roberto Casarin VE 22 Oct '16

22 Oct '16

7th ANNUAL EUROPEAN SEMINAR ON BAYESIAN ECONOMETRICS ESOBE 2016 Venice, Italy 27 - 28 October 2016 The workshop is organised by the Department of Economics of the *University Ca’ Foscari of Venice*, and is co-sponsored by the *European Central Bank*, the *Central Bank of Italy*, the *International Association for Applied Econometrics* and *GRETA Associati*. The ESOBE meetings aim at bringing together researchers and professionals interested in the application of Bayesian inference. Ever since the pioneering work of Arnold Zellner, Bayesian econometrics has expanded enormously in areas such as economics, finance, business, and marketing. The computational revolution in simulation techniques is a key ingredient in this expansion and allows the application of Bayesian methods to increasingly complex models and high-dimensional data environments. The ESOBE 2016 conference intends to discuss about research and application in the following *areas*: - Bayesian financial econometrics - Bayesian microeconometrics and program evaluation - Bayesian nonparametric - Shrinkage estimation and variable selection in high dimensions - Computational methods for large datasets - Efficient MCMC and SMC methods for complex models The *keynote speakers *of ESOBE 2016 are: - Christian P. Robert (University Paris Dauphine and University of Warwick) - Ulrich K. Mueller (Princeton University) - Thomas J. Sargent (New York University) The *Scientific Committee* consists of: - Monica Billio (Ca’ Foscari University of Venice) - Fabio Canova (BI Norwegian Business School) - Roberto Casarin (Ca’ Foscari University of Venice) - Sylvia Fruehwirth-Schnatter (Wirtschaftsuniversität Wien) - Sylvia Kaufmann (Study Center Gerzensee) - Gary Koop (Strathclyde Business School) - Francesco Ravazzolo (Free University of Bozen/Bolzano) - Herman K. van Dijk (Erasmus University Rotterdam and VU University Amsterdam) More detailed information available on the Conference *website*: http://virgo.unive.it/esobe2016/index.htm (* Apologies for post-crossing) -- Roberto Casarin University Ca' Foscari, Venice Address: San Giobbe 873/b 30121 Venezia, Italy Phone: +39 041.234.91.49 Fax: +39 041.234.91.76 Web:http://venus.unive.it/r.casarin/

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MODEL UNCERTAINTY AND ROBUST FINANCE
by Giovanni Puccetti 21 Oct '16

21 Oct '16

EARLY REGISTRATION DEADLINE (October 30) with REDUCED FEE FOR THE WORKSHOP MODEL UNCERTAINTY AND ROBUST FINANCE https://sites.google.com/site/2016murf/ <https://sites.google.com/site/2016murf/> University of Milan, 10-11 November 2016 Final program now available at https://sites.google.com/site/2016murf/program <https://sites.google.com/site/2016murf/program>

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Fwd: Fwd: Postdoc position in IHES
by Carina Geldhauser 20 Oct '16

20 Oct '16

---------- Forwarded message ---------- From: *Hugo Duminil* <duminil(a)ihes.fr <mailto:duminil@ihes.fr>> Date: 2016-10-19 16:03 GMT+01:00 Subject: Postdoc position in IHES To: Hugo Duminil <hugo.duminil(a)unige.ch <mailto:hugo.duminil@unige.ch>> Dear all, I would like to advertise a postdoc position under my supervision at IHES starting September 2017. If you know candidates who you think might be interested, please do encourage them to apply. I attach a short description. You can tell potential candidates to contact me directly if they want further information. Best wishes Hugo Postdoctoral position in Probability and Mathematical Physics *Principal Investigator : Hugo DUMINIL-COPIN* *Duration*: 2 years IHES offers a 2-year postdoctoral position in Probability and Mathematical Physics beginning September 2017 and funded by the IDEX Chair of Pr Duminil-Copin. All candidates with background in Probability or Mathematical Physics, and interested in working on the mathematical and physical aspects of Statistical Physics and Probability Theory, are encouraged to apply. *Contract details*: The IHES scientific environment provides superb conditions for research in mathematics and theoretical physics. The position will be covered by a competitive package funded by the IDEX chair that will include family housing in IHES residence apartments, and free access to the cafeteria for lunch. Some funding will also be available to participate in scientific events related to the project. Applications should be sent online and include the application form duly completed, a CV, a list of publications, a description of research project and future plans as well as 2 letters of recommendation to be sent to postdoc-application(a)ihes.fr <mailto:postdoc-application@ihes.fr> Apply now<http://www.ihes.fr/jsp/site/Portal.jsp?document_id=4043&portlet_id=1006> *Deadline: 23 November 2016* *Contact*: postdoc-application(a)ihes.fr <mailto:postdocs-applications@ihes.fr> -- ----------------------------------------------------------------- Hugo Duminil-Copin Permanent professor Email: duminil(a)ihes.fr <mailto:duminil@ihes.fr> Institut des Hautes Études Scientifiques (IHÉS) Phone: +33-160926643 Le Bois-Marie, 35 route de Chartres Fax: +33-160926669 91440 BURES-SUR-YVETTE (FRANCE) www: http://www.ihes.fr/~duminil/ <http://www.ihes.fr/%7Eduminil/>

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Fwd: Two postdoc opportunities Prob-L@B, Bath, UK.
by Carina Geldhauser 20 Oct '16

20 Oct '16

-------- Forwarded Message -------- Subject: Two postdoc opportunities Prob-L@B, Bath, UK. Date: Wed, 19 Oct 2016 21:27:42 +0000 From: Andreas Kyprianou <A.Kyprianou(a)BATH.AC.UK> Reply-To: Andreas Kyprianou <A.Kyprianou(a)BATH.AC.UK> To: APPLIEDPROB(a)JISCMAIL.AC.UK Dear Friends, in addition to the 6 month Postdoc opportunity currently open in Prob-L@B: https://www.bath.ac.uk/jobs/Vacancy.aspx?ref=HR4368 I would additionally like to bring this 3 year postdoc opportunity to your attention also at Prob-L@B: https://www.bath.ac.uk/jobs/Vacancy.aspx?ref=SF4380 You can read more about the probability laboratory at Bath here http://www.bath.ac.uk/research/centres/probability-laboratory/ Please distribute as you see fit, queries can be addressed to me (a.kyprianou(a)bath.ac.uk <mailto:a.kyprianou@bath.ac.uk>). I am sorry if you received this more than once today (unless you enjoyed reading it more than once). with thanks Andreas -- Professor Andreas Kyprianou Co-director of EPSRC CDT SAMBa Co-director of Prob-L@B Department of Mathematical Sciences University of Bath BA2 7AY

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Seminario di Probabilità - Padova
by Paolo Dai Pra 20 Oct '16

20 Oct '16

Ho il piacere di invitarvi al seguente seminario, che si terrà Giovedì 27 Ottobre, alle 12:00, in aula 2BC30 della Torre Archimede presso il Dipartimento di Matematica dell'Università degli Studi di Padova. SPEAKER: Giovanni Conforti AFFILIATION: University of Leipzig TITLE: Some quantitative results about bridges and Entropic interpolations of probability measures ABSTRACT: In the first part of the talk I will discuss quantitative results about the bridges of the Langevin dynamics and the associated reciprocal processes.They include an equivalence between gradient estimates for bridge semigroups and couplings, comparison principles, and a Logarithmic Sobolev inequality. All results are based on a seemingly new expression of the drift of a bridge in terms of the reciprocal characteristic, which, roughly speaking, is the ``acceleration" of a bridge. The analogy between reciprocal characteristic and acceleration also allows to view our results as a probabilistic version of well known facts about ODEs. Bridges can be used to construct interpolations of probability measures. The resulting curve, called entropic interpolation, is a stochastic counterpart to the displacement interpolation. If time allows, I will discuss connections with gradient flows on Wasserstein space and an estimate of the marginal entropy along entropic interpolations which in the small noise limit gives back the well known convexity of the entropy along displacement interpolations. The talk is partially based on joint work with Max von Renesse. 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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Reminder: seminar from G. Livieri in Padova
by Giorgia Callegaro 20 Oct '16

20 Oct '16

Dear all, this is to remind you that next week Giulia Livieri (Scuola Normale Superiore di Pisa) will give a seminar at the Mathematics Department of the University of Padova. Here are all the details: - *Title* : Smile at Errors: A Discrete-Time Stochastic Volatility Framework for Pricing Options with Realized Measures - *Link to the online version: * http://papers.ssrn. com/sol3/papers.cfm?abstract_id=2811304 <http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2811304> - *Date and time*: 24 October 2016 at 12:00 - *Room*: 2 BC 30 Hope to see you soon, all the best, 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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Annuncio di seminario
by Piccioni, Mauro 20 Oct '16

20 Oct '16

Dipartimento di Matematica, Sapienza Università di Roma Martedì 25 ottobre Ore 14:00, Aula di Consiglio Seminario di Probabilità e Statistica Matematica Claude Lefèvre, Université Libre de Bruxelles, Département de Mathématique Epidemic Risk and Insurance Coverage Abstract; This paper aims to apply simple actuarial methods to build an insurance plan protecting against an epidemic risk in a population. The studied model is an extended SIR epidemic in which the removal and infection rates may depend on the number of registered removals. The costs due to the epidemic are measured through the expected epidemic size and infectivity time. The premiums received during the epidemic outbreak are measured through the expected susceptibility time. Using martingale arguments, a method by recursion is developed to calculate the cost components and the corresponding premium levels in this extended epidemic model. Some numerical examples illustrate the effect of removals and the premium calculation in an insurance plan. This is a joint work with P. Picard (ISFA, Lyon) and M. Simon (ULB). Tutti gli interessati sono invitati a partecipare. Conferenze previste nel mese di novembre, nella stessa aula, con lo stesso orario: 8 novembre: Thi Da Cam Pham (Tours) 15 novembre: Marc Peigné (Tours) 22 novembre: Carlo Orrieri (Sapienza) 29 novembre: Pietro Caputo (Roma Tre) Gli abstract saranno inviati tempestivamente. Per qualsiasi richiesta di informazione scrivere a: piccioni(a)mat.uniroma1.it

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Fwd: [World] Assistant prof.position, TU Graz, Austria
by Gustavo Posta 19 Oct '16

19 Oct '16

Begin forwarded message: > Resent-From: gustavo.posta(a)polimi.it > From: Wolfgang Woess <woess(a)tugraz.at> > Date: 19 ottobre 2016 14.17.30 GMT+02.00 > To: world(a)aleanetwork.net > Subject: [World] Assistant prof.position, TU Graz, Austria > > > Open position - Assistant Professor with PhD > maternity substitution, expected for 1 year > Graz University of Technology > Institute of Discrete Mathematics > Working Group Structure Theory and Stochastics > > Starting date: January 1st 2017. > Requirements: PhD or equivalent university degree in > Mathematics, awarded before the beginning of the engagement. > Desired qualifictations: scientific work in the fields > of Stochastic Processes (random walks), Graph Theory, > Geometric Group Theory, possibly combining those topics; > in particular stochastic and deterministic aggregation > models. Readiness to collaborate in research projects > in these areas. Teaching duties of at least 4 hours per week per semester, > in particular for Mathematics in the Engineering sciences, > in German (!). > > Deadline for applications: November 10, 2016. > For details regarding position and applications, see > http://www.math.tugraz.at/~woess/position > > Graz, October 2016, Wolfgang Woess > > > 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 > > > _______________________________________________ > World mailing list > World(a)aleanetwork.net > http://aleanetwork.net/cgi-bin/mailman/listinfo/world

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Fwd: Chapman Postdoctoral Fellowships at Imperial College London
by Marco Romito 18 Oct '16

18 Oct '16

-------- Forwarded Message -------- Subject: Chapman Postdoctoral Fellowships at Imperial College London Date: Tue, 18 Oct 2016 06:53:21 +0000 From: Cont, Rama <r.cont(a)imperial.ac.uk> *CALL FOR APPLICATIONS: * *Chapman Postdoctoral Fellowships at Imperial College London* The Department of Mathematics, Imperial College London is calling for application for 3 Chapman postdoctoral fellows in Mathematics starting October 1, 2017 for a duration of 2 years. The Chapman Fellowship is a prestigious research fellowship in mathematics, endowed by the Department of Mathematics and named after the British mathematician Sydney Chapman <https://en.wikipedia.org/wiki/Sydney_Chapman_%28mathematician%29>, co-discoverer of the Chapman-Kolmogorov equation. The Mathematical Finance Section http://www3.imperial.ac.uk/mathfin will be pleased to support candidates in ** *Mathematical modeling in Finance, Stochastic Analysis, Applied Probability and Data Science. * The full announcement is below. Candidates working in the above areas may contact Rama.Cont(a)imperial.ac.uk <mailto:Rama.Cont@imperial.ac.uk>for further information. The deadline for applications is * November 25, 2016.* --------------------------- *Department of Mathematics, Imperial College London * ** *Call for applications for 3 Chapman Fellowships in Mathematics* ** *Salary range: £36,070 - £43,350 per annum * ** Fixed Term: 24 months, commencing 1 October 2017 Applications are invited for three Chapman Fellowships in Mathematics, tenable for two years, starting 1 October 2017. These posts provide an excellent opportunity for those seeking to pursue an academic career in mathematics. Candidates for a Chapman Fellowship are expected to have proven research ability in mathematics. Candidates will demonstrate the potential for strong leadership qualities in the subject, as illustrated, for example, through showing initiative on research projects. As well as holding a good honours degree and a PhD (or equivalent) in mathematics or a closely related subject, candidates will also be expected to demonstrate exceptional ability in their chosen research areas. They will have an outstanding research record commensurate with their level of experience, as demonstrated, for example, through an outstanding thesis, publications and conference presentations, etc. Candidates will be able to contribute significantly to the research environment of the Department of Mathematics, and have a proven track record of successful research interaction. In addition to pursuing research, Fellows will undertake a limited range of teaching duties in the Department of Mathematics (one course per year). The ability to teach mathematics at undergraduate and postgraduate level is essential, as demonstrated by excellent written and verbal communication skills with the ability to give effective presentations. Further particulars, together with information about Imperial College London, the Department of Mathematics can be found at http://www.ma.imperial.ac.uk/. The preferred method of application is online via our website http://www.imperial.ac.uk/employment (please select “Job Search” then enter the job title or vacancy reference number into “Keywords” – vacancy ref: NS2016213KL ). Please complete and upload an application form stating which area you are applying to, (Applied Mathematics, Pure Mathematics, Mathematical Finance, Statistics), also providing a CV, list of publications and Research Plan. If you are unable to apply online or have any queries about the application process please contact Miss Rosie Hart, Academic Support Administrator (r.hart(a)imperial.ac.uk <mailto:r.hart@imperial.ac.uk>) quoting the reference number above to request an application form. ** *Closing date: 25 November 2016* ** *Interviews will be held in London in January 2017.* For more information: https://www4.ad.ic.ac.uk/OA_HTML/OA.jsp?page=/oracle/apps/irc/candidateSelf…

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[amases-soci] Fwd: Bando assegno di ricerca SECS-S/06 Università di Pavia (fwd)
by Tiziano Vargiolu 17 Oct '16

17 Oct '16

-------- Messaggio Inoltrato -------- Oggetto: Bando assegno di ricerca SECS-S/06 Universit? di Pavia Data: Sun, 16 Oct 2016 17:18:10 +0200 Mittente: Elena Molho <elena.molho(a)unipv.it> A: Antonella Basso <basso(a)unive.it> Cara Antonella, ti chiedo la cortesia di informare i soci AMASES della pubblicazione di un bando per un assegno di ricerca SECS-S/06 presso il Dipartimento di Scienze Economiche e Aziendali dell'Universit? di Pavia dal titolo "Tecniche di ottimizzazione scalare e vettoriale per lo studio di applicazioni economiche e finanziarie". Il bando, che scade il 14 novembre 2016, si trova al link http://www.unipv.eu/site/home/ateneo/bandi-e-concorsi/articolo598.html (codice concorso 07). Grazie e cordiali saluti Elena Molho -- Elena Molho Dipartimento di Scienze Economiche e Aziendali Universit? degli studi di Pavia via S. Felice 5 27100 Pavia tel. +39 0382 986233 -- Antonella Basso Prorettore alla Programmazione e Valutazione - Prorector at Planning and Val uation Dipartimento di Economia Universit? 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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rettifica orario seminario De Santis a Roma Tre
by Pietro Caputo 17 Oct '16

17 Oct '16

SEMINARIO a Roma Tre Prof. Emilio De Santis (Universita La Sapienza) Titolo: Stochastic Ising model with fast decreasing temperature. Mercoledi' 19 Ottobre 2016 ORE 15:30 Dipartimento di Matematica e Fisica Universita' degli Studi Roma Tre Largo San Leonardo Murialdo,1 - Pal.C, 311 Abstract In the regime of temperature fast decreasing to zero, results on the stochastic Ising models are presented. A k-dynamics allowing to flip sets of k spins at the same time is also introduced showing that the behavior of the models deeply depends on this parameter. For these models we follow the classification of Gandolfi, Newman, Stein (2000), i.e. a model is of type F if any spin flips finitely many times a.s., it is of type I if any spin flips infinitely many times a.s., or it is of type M otherwise. Conditions to obtain models of type F, I, or M and examples are discussed.

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seminar announcement
by Marco Scarsini 14 Oct '16

14 Oct '16

Thursday 20 October, from 12.00 to 13.00, room 207 viale Romania 32 00197 Rome Speaker: Domenico Marinucci (Università degli Studi di Roma Tor Vergata) Title: The geometry of random eigenfunctions Abstract: The characterization of the geometric properties for the excursion sets of random fields on generic manifolds is a classical topic of probability theory; it has been very much revived recently by the discovery of the Gaussian Kinematic Formula by Adler and Taylor (2007). This formula provides a fully explicit characterization of the expected value for so-called Minkowski functionals of excursion sets under very broad circumstances. In this talk, we review some very recent results pointing at a generalization of this formula to the variance of Minkowski functionals and to a corresponding Central Limit Theorem, in the case of random eigenfunctions. The talk is based on a recent paper with Valentina Cammarota; if time permits, we will also discuss some related results involving also Giovanni Peccati, Maurizia Rossi and Igor Wigman. ******************************************************* Marco Scarsini Dipartimento di Economia e Finanza LUISS Viale Romania 32 00197 Roma, ITALY URL: http://docenti.luiss.it/scarsini/

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Seminario di Paolo Milanesi a Roma Tre
by Pietro Caputo 13 Oct '16

13 Oct '16

SEMINARIO Fisica Matematica Milanesi Paolo Aix Marseille Titolo: Metastabilita' del modello di Ising stocastico Martedi' 18 Ottobre 2016 ORE 16:00 Dipartimento di Matematica e Fisica Universita' degli Studi Roma Tre AULA 311 (SEMINARI) Largo San L. Murialdo,1, Roma Abstract: Un sistema fisico si trova in uno stato metastabile se permane per lungo tempo in una sorta di equilibrio apparente prima di rilassare in modo brusco verso lo stato stabile. Per i sistemi ferromagnetici questo tipo di fenomeno si manifesta nel ciclo di isteresi. In questo seminario consideriamo la dinamica di Glauber del modello di Ising 2d al di sotto della temperatura critica e con un piccolo campo magnetico esterno. Un lavoro di Schonmann e Shlosman ha chiarificato l'asintotica logaritmica del tempo di transizione metastabile cosi' come la sua dipendenza dalla forma di Wulff, mentre rimane la questione di studiarne la legge. Passeremo dapprima in rassegna i risultati in letteratura per poi parlare dell'esponenzialita' del tempo di transizione, illustrando l'euristica ed alcune idee della prova.

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Lecturer in Probability, Durham University
by Pietro Caputo 13 Oct '16

13 Oct '16

Ricevo e inoltro: --------------- Dear colleagues, Apologies if you receive more than one copy of this message. Please allow us to draw your attention to the fact that Durham University is advertising for a Lecturer in Probability (closing date 20 November): * <https://recruitment.durham.ac.uk/pls/corehrrecruit/erq_jobspec_details_form…>*http://www.maths.dur.ac.uk/~dma0psc/du_job_by_id.php?job_id=003110 Please pass this on to anyone who you think might be interested. Some further information about the probability group at Durham can be found here: http://www.maths.dur.ac.uk/PiNE/prob_at_dur.html Many thanks, Sunil Chhita Ostap Hryniv Mikhail Menshikov Andrew Wade

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Seminario De Santis a Roma Tre, 19 ottobre 2016
by Pietro Caputo 12 Oct '16

12 Oct '16

SEMINARIO Probabilita' a Roma Tre Prof. Emilio De Santis Universita' La Sapienza Titolo: Stochastic Ising model with fast decreasing temperature. Mercoledi' 19 Ottobre 2016 ORE 14:30 Dipartimento di Matematica e Fisica Universita' degli Studi Roma Tre Largo San Leonardo Murialdo,1 - Pal.C, 311 Abstract Abstract. In the regime of temperature fast decreasing to zero, results on the stochastic Ising models are presented. A k-dynamics allowing to flip sets of k spins at the same time is also introduced showing that the behavior of the models deeply depends on this parameter. For these models we follow the classification of Gandolfi, Newman, Stein (2000), i.e. a model is of type F if any spin flips finitely many times a.s., it is of type I if any spin flips infinitely many times a.s., or it is of type M otherwise. Conditions to obtain models of type F, I, or M and examples are discussed.

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First announcement : Third STAR workshop on Random Graphs
by Tobias Mueller 11 Oct '16

11 Oct '16

First announcement : Third STAR workshop on Random Graphs The workshop will take place on Thursday 26 and friday 27 January 2017 on the campus of the University of Utrecht (more details of the location and schedule will be added later). This will be the 3rd STAR Workshop on Random Graphs. The first took place in 2012 and the second in 2015. We are very pleased to announce the following prominent researchers have agreed to deliver plenary talks: - Marián Boguñá (Barcelona) - Mihyun Kang (Graz) - Vincent Tassion (Geneva/Zürich) - Nick Wormald (Melbourne) A limited number of slots for contributed talks are available. If you would like to propose a short talk, please let us know by e-mailing Ben Hansen at benhansen09(a)gmail.com. (In case of too much interest, selection will be based on relevance of the talk and the career stage of the speaker.) The workshop is open to all and free of charge, but please register to let us know that you are coming by sending an e-mail to: benhansen09(a)gmail.com The website of the workshhop can be found at the address : http://www.math.uu.nl/stochsem/WorkshopRGs2017/

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EFI2, December 5-6, Padova, Italy: deadline approaching for abstract submission
by Tiziano Vargiolu 07 Oct '16

07 Oct '16

(sorry for cross-postings) Dear all, we wish to remind you that the deadline for the abstract submission to the workshop Energy Finance Italia (Padova, Italy, December 5-6, 2016) is approaching (October, 15). You can find more details on the workshop's website: http://events.math.unipd.it/efi2/ We also wish to remind you that a selection of the accepted papers will be published a special issue of Energy Economics (further details on the website, as soon as defined with the Editor). We all hope to see you all in Padova! Important dates --------------- - October 15, 2016: deadline for abstract submission - November 1, 2016: notification of acceptance 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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seminar announcement
by Marco Scarsini 06 Oct '16

06 Oct '16

Thursday 13 October, from 12.00 to 13.00, room 207 viale Romania 32 00197 Rome. Speaker: Max Klimm (Technische Universität Berlin) Title: Optimal Impartial Selection Abstract: A fundamental property of many interactions like the awarding of prizes, the election of heads of committees or the process of peer review is that one or more members of a set of agents are selected based on nominations from within the set. Since the agents act as voters and nominees at the same time it is desirable that a selection mechanism is impartial in the sense that the probability of selecting an agent is independent of the nominations cast by that agent. In graph theoretic terms, this leads to the interesting problem of selecting vertices with high in-degrees under the constraint that the selection probability of each vertex is independent of its outgoing edges. We give a randomized impartial mechanism that in expectation selects an agent with at least half the maximum number of nominations. This is best possible subject to impartiality and resolves a conjecture of Alon et al. Further results are given for the case where some agent receives many nominations, each agent casts at least one nomination, and more than one agent is selected. ******************************************************* Marco Scarsini Dipartimento di Economia e Finanza LUISS Viale Romania 32 00197 Roma, ITALY URL: http://docenti.luiss.it/scarsini/

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Corso: Introduction to Functional Data Analysis
by antonio.pievatolo＠cnr.it 05 Oct '16

05 Oct '16

Gentili colleghi, dal 14 ottobre al 4 novembre, presso la sede di Milano dell'IMATI, Laura Sangalli e Simone Vantini, del MOX-Politecnico di Milano, terranno un corso di Introduzione all'analisi dei dati funzionali. Il calendario ed il programma sono disponibili a questo link: http://www.imati.cnr.it/index.php/news-3/502-course-introduction-to-functio… Il corso e' gratuito, ma per ragioni organizzative tutti gli interessati sono invitati a registrarsi inviando entro il 12 ottobre una mail alla Signora Simona Milani: simona AT mi.imati.cnr.it. Cordiali saluti, Antonio Pievatolo

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Seminari di René Aid e Alvaro Cartea a Firenze (12 ottobre)
by Giacomo Scandolo 03 Oct '16

03 Oct '16

Il giorno mercoledì 12 ottobre, nell'ambito della giornata inaugurale del MsC in Finance and Risk Management dell'Università di Firenze, sono previsti i seminari: René Aid (Université Dauphine - Paris) "Mathematics and Financial Economics" Alvaro Cartea (University of Oxford) "Model Uncertainty in Electricity Interconnector Markets" I dettagli sono nella locandina in allegato. Tutti gli interessati sono invitati a partecipare.

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Tenured/Tenure-Track Faculty Positions in Statistics at OSU
by Peruggia, Mario 02 Oct '16

02 Oct '16

Department: Statistics Position: Discovery Theme Initiative Tenure Track/Tenured Faculty Rank: Two Assistant Professors and One Open Rank Description: The Department of Statistics in the College of Arts and Sciences at The Ohio State University invites applications for two tenure track assistant professor positions and an open rank position, to begin effective Autumn Semester 2017. We seek energetic researchers in areas of modern statistical methods, computation, and data analysis with preference for expertise as follows: For the open-rank position, expertise in statistics and machine learning. An appointment at the associate or full professor level requires a demonstrated record of scholarly leadership. The assistant professor positions span a range of areas. One position is directed toward environmental analytics; the second position is directed toward predictive analytics. In all cases, commitments to both methodological research and scientific collaboration are required. Interests in applications to decision analysis in the presence of uncertainty, complex systems, including physical and biological systems as well as those involving human behavior and well-being are of special interest. Faculty members are expected to be dedicated to the development and delivery of educational programs at all levels. Experience working in interdisciplinary teams and mentoring members of underrepresented groups is a plus. This position is partially funded by Translational Data Analytics, a focus area of Ohio State's Discovery Themes Initiative, a significant faculty hiring investment in key thematic areas in which the university can build on its culture of academic collaboration to make a global impact: http://discovery.osu.edu/ Qualifications: Candidates are expected to have a Ph.D. in Statistics, or a related area, by the start of Autumn Semester 2017, and to present evidence of excellence in teaching and in both methodological and collaborative research. Further information about the department can be found at http://www.stat.osu.edu/. Appointment is contingent on the university's verification of credentials and other information required by law and/or university policies, including but not limited to a criminal background check. About Columbus: The Ohio State University campus is located in Columbus, the capital city of Ohio. Columbus is the center of a rapidly growing and diverse metropolitan area with a population of over 1.5 million. The area offers a wide range of affordable housing, many cultural and recreational opportunities, excellent schools, and a strong economy based on government as well as service, transportation and technology industries (see http<http://liveworkplaycolumbus.com/>://<http://liveworkplaycolumbus.com/>liveworkplaycolumbus<http://liveworkplaycolumbus.com/>.<http://liveworkplaycolumbus.com/>com<http://liveworkplaycolumbus.com/>/<http://liveworkplaycolumbus.com/>). Columbus has consistently been rated as one of the Top U.S. cities for quality of life, and was selected as one of the Top 10 cities for African Americans to live, work, and play by Black Enterprise magazine. Additional information about the Columbus area is available at http<http://www.columbus.org/>://<http://www.columbus.org/>www<http://www.columbus.org/>.<http://www.columbus.org/>columbus<http://www.columbus.org/>.<http://www.columbus.org/>org. Application Instructions: Candidates for all positions should apply to Academic Jobs Online at: https://academicjobsonline.org/ajo/jobs/7935. All candidates will be considered for all advertised positions, as judged appropriate by the search committee. Therefore, a single application suffices for all. A complete application consists of a cover letter, curriculum vitae, research and teaching statements, and three letters of reference, on letterhead, submitted directly to Academic Jobs Online by the writers. For appointment as an assistant professor, transcripts should be included. Review of applications will begin on November 1, 2016. Applications will continue to be accepted until the positions are filled. Inquiries may be directed to Mario Peruggia at facultysearch(a)stat.osu.edu<mailto:facultysearch@stat.osu.edu>. The Ohio State University is committed to establishing a culturally and intellectually diverse environment, encouraging all members of our learning community to reach their full potential. We are responsive to dual-career families and strongly promote work-life balance to support our community members through a suite of institutionalized policies. We are an NSF Advance Institution<https://email.osu.edu/owa/redir.aspx?C=pq8lyvcHsU-B0ymOrhYcY7tqTwjCv9EI_vMq…> and a member of the Ohio/Western Pennsylvania/West Virginia Higher Education Recruitment Consortium<https://email.osu.edu/owa/redir.aspx?C=pq8lyvcHsU-B0ymOrhYcY7tqTwjCv9EI_vMq…> (HERC). The Ohio State University is an equal opportunity employer. All qualified applicants will receive consideration for employment without regard to race, color, religion, sex, sexual orientation or identity, national origin, disability status, or protected veteran status. ------------------------------ Mario Peruggia Professor of Statistics The Ohio State University ------------------------------

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ICEEE 2017 - call for papers - EXTENDED DEADLINE 7th October 2016
by Monica Billio 01 Oct '16

01 Oct '16

*The submission deadline is extended to October, 7th, 2016. *Seventh Italian Congress of Econometrics and Empirical Economics (ICEEE 2017) The Italian Econometric Association (SIdE) is pleased to announce the Seventh Italian Congress of Econometrics and Empirical Economics (ICEEE 2017), which will take place January 25-27, 2017, in Messina, Italy. Economists, statisticians and econometricians are invited to submit theoretical and applied papers in all areas of econometrics and empirical economics. Invited speakers: Maria Cristina De Nardi (University College London, Federal Reserve Bank of Chicago, IFS and NBER), Lucrezia Reichlin (London Business School). Conference webpage: http://virgo.unive.it/side/?page_id=1745 Submission of papers is now possible via Easychair: ** https://easychair.org/conferences/?conf=iceee7th (with a limit of one paper per submitter) at https://easychair.org/conferences/?conf=iceee7th. The deadline for submission is *OCTOBER **7, 2016*. The decision notification date is November 20, 2016. Program Committee: Erich Battistin (Queen Mary University of London), Monica Billio (Ca’ Foscari University of Venice - Chair), Fabio Canova (BI Norwegian Business School), Roberto Casarin (Ca’ Foscari University of Venice), Giuseppe Cavaliere (University of Bologna), Massimiliano Caporin (University of Padua), Valentina Corradi (University of Warwick), Fulvio Corsi (Ca’ Foscari University of Venice), Walter Distaso (Imperial College London and University of Messina), Luca Fanelli (University of Bologna), Mario Forni (University of Modena and Reggio Emilia), Raffaella Giacomini (University College London), Tullio Jappelli (University of Naples “Federico II”), Simone Manganelli (European Central Bank, Frankfurt), Raffaele Miniaci (University of Brescia), Chiara Monfardini (University of Bologna), Edoardo Otranto (University of Messina), Franco Peracchi (University of Rome “Tor Vergata”), Elena Pesavento (Emory University), Francesco Ravazzolo (Free University of Bozen), Barbara Rossi (ICREA-Universitat Pompeu Fabra, Barcelona GSE and CREI), Eduardo Rossi (University of Pavia and European Commission Joint Research Center), Alessandro Tarozzi (Universitat Pompeu Fabra and Barcelona GSE). Local organizing Committee: Walter Distaso (Imperial College and University of Messina – Chair), Leone Leonida (University of Messina and King’s College), Dario Maimone Ansaldo Patti (University of Messina), Daniela Rupo (University of Messina) Prizes: One prize of Euro 1,500 will be awarded to the best conference paper written by young scientists in Macroeconometrics or Financial Econometrics (Carlo Giannini Prize, offered by SIdE). One prize of Euro 2,500 will be awarded to the best conference paper written by young scientists in Theoretical or Applied Microeconometrics (Labour Prize, offered by LABOUR: Review of Labour Economics and Industrial Relations). For eligibility to both prizes, all authors of a paper must be no more than 4 years past the PhD defense.

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seminario Tsay in Bicocca
by Fabio Bellini 30 Sep '16

30 Sep '16

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seminario Dott. Severino - 12 ottobre 2016 - Bicocca
by Emanuela Rosazza 29 Sep '16

29 Sep '16

Si avvisa che il giorno mercoledì 12 ottobre 2016 alle ore 15 presso l’Università di Milano- Bicocca (via degli Arcimboldi 8 - edificio U7, quarto piano- aula seminari 4026) si terrà il seguente seminario: Speaker: Dott. Federico Severino (Università Bocconi, Milano) Titolo: “Weak time-derivatives and no arbitrage pricing” Abstract: The risk-neutral pricing formula is a central result of asset pricing theory that provides the proper valuation of European derivatives in absence of arbitrages. Despite the variety of option payoffs, price dynamics are driven by the same interest rate process. We formalize this intuition by showing that no arbitrage prices constitute the weak solution of a differential equation, where the risk-free rate has a prominent role. To achieve this goal, we introduce the notion of weak time-derivative, which permits to differentiate functions of Markov processes. It generalizes the infinitesimal generator and provides a characterization of martingales, submartingales and supermartingales; in particular, martingales are characterized by a null weak time-derivative. Through the weak time-derivative, we formulate the no arbitrage pricing differential equation and we prove existence and uniqueness of the solution with both deterministic and stochastic interest rates. Finally, we reformulate the eigenvalue-eigenvector problem of Hansen and Scheinkman (2009) and we retrieve a decomposition of the stochastic discount factor, well-known in the long-term risk literature. This is joint work with Massimo Marinacci. 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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