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PhD opportunities at LSE
by Bonesini,O 17 Dec '24

17 Dec '24

Goodmorning everyone, Please feel free to share with your students the following PhD opportunities in London. Best, Ofelia The Financial Mathematics Research Group of the Department of Mathematics at the London School of Economics and Political Science (LSE) invites applications for PhD studies supported by fully funded PhD studentships. We are seeking exceptionally talented and motivated students with a strong mathematical background and interest in financial mathematics, stochastic optimal control, stochastic analysis, and related areas. The research group consists of Ofelia Bonesini, Christoph Czichowsky, Albina Danilova, Pavel Gapeev, Arne Lokka, Johannes Ruf, Luitgard Veraart and Mihail Zervos covering all areas of financial mathematics including optimal investment, pricing and hedging of financial derivatives, financial markets with frictions, optimal execution, systemic risk, applications of machine learning and stochastic optimal control. PhD students are enrolled at LSE and take part in the London Graduate School in Mathematical Finance (https://www.londonmathfinance.org.uk) - a consortium of financial mathematics groups including Bayes Business School, Imperial College London, King's College, LSE and UCL - and are expected to complete their studies within four years. Applicants will be considered for fully funded PhD studentships which are tenable for four years and cover full fees and an annual stipend, which for 2024 entry was £21,237. The studentships are usually tax free. The award of these studentships is competitive, based on academic performance (typically in an MSc or equivalent). To be considered for funding, you must submit your application and any supporting documents before the funding deadline which is 15 January 2025. For further details, please see https://www.lse.ac.uk/Mathematics/Prospective-Students and https://www.lse.ac.uk/study-at-lse/graduate/mphilphd-mathematics . If you have any further questions, please contact Annie Li s.m.li(a)lse.ac.uk .

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Open Day of the Executive Master in Quantum Machine Learning
by Marco Corazza 16 Dec '24

16 Dec '24

Dear All, We are are pleased to remind you about the online *Open Day of the* *Executive Master in Quantum Machine Learning* organized by the Ca’ Foscari University of Venice, Italy. The open day will take place on *December 19*, *2024*, at *3:00 pm*. Link for participation: https://unive.zoom.us/j/85991715313?pwd=xe2vcdIiIaojaCu3nSdOo4YGqHo4PV.1 Speakers: - Marco CORAZZA, Director - Ca' Foscari University of Venice - Luca CRIPPA - IBM - Andrea DROGHETTI - Ca' Foscari University of Venice - Giovanni FASANO - Ca' Foscari University of Venice - Raffaele PESENTI - Ca' Foscari University of Venice - Matteo TESTI, Vice-director - Deep Learning Italia Best regards, Marco Corazza

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Bioinference 2025 - Bardonecchia (TO) May 28-30
by Enrico Bibbona 16 Dec '24

16 Dec '24

Dear all, I'm writing to advertise BioInference2025, taking place in Bardonecchia, Turin, between the 28th and the 30th May 2025. The call for abstract is now open, as detailed below. BioInference aims to bring together researchers from across statistics and mathematical modelling who work with biological systems, to foster discussions and prompt collaborations between the two communities across all career stages. After the previous three editions hosted in the UK, the BioInference 2025 conference (https://bioinference.github.io/2025/) is now going abroad to Italy. This year’s BioInference conference will take place in Bardonecchia, a town in the Alps near Turin on the 28-30 May 2025. Differently from previous editions, this year's conference is going to be a residential 3-days event that will include more talks and networking opportunities compared to previous years. A hike activity will take place on the second day! The three-day conference will combine contributed talks and poster sessions. We now invite abstracts for oral/poster presentations on work on mathematical modelling and/or statistical methods (either development or application) for (widely defined/interpreted) biological problems. All presentations will be in-person with no-parallel sessions. Click here to submit your abstract.<https://docs.google.com/forms/d/e/1FAIpQLSdxF-b-Q_TY0o0F8T_fRmgY6_SAC72w71O…> The deadline for abstract submissions is on the 31st of January 2025. It is our pleasure to confirm that this year's invited speakers are: Davide Risso, Università di Padova<https://drisso.github.io/> Zhana Kuncheva, Bioxcelerate AI<https://bioxcelerateai.com/the-team/> Antonietta Mira, Universit`a della Svizzera italiana (USI), Lugano<https://search.usi.ch/en/people/f8960de6d60dd08a79b6c1eb20b7442b/mira-anton…> Jennifer Asimit, University of Cambridge MRC Biostatistics Unit<https://www.mrc-bsu.cam.ac.uk/staff/jennifer-asimit> Ben Swallow, University of St Andrew's <https://www.st-andrews.ac.uk/mathematics-statistics/people/bts3/> Jonasz Słomka, ETH Zurich<https://n.ethz.ch/~jslomka/> Diego di Bernardo, Telethon Institute of Genetics and Medicine<https://www.tigem.it/research/research-faculty/di-bernardo> The registration fee (covering three lunches, all coffee breaks and one dinner) is expected to be around 185€ . More information about the conference, talks and posters from previous years, as well as this year’s host town, Bardonecchia, can be found at https://bioinference.github.io/2025/ Kind regards, The 2025 BioInference Organisers Enrico Bibbona Associate Professor of Statistics Probability, Statistics and Optimization group Department of Mathematical Sciences "G. L Lagrange" Politecnico di Torino [Immagine che contiene testo, Carattere, schermata, logo Descrizione generata automaticamente] --

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Corso di Dottorato OPTIMAL STOCHASTIC CONTROL METHODS IN MATHEMATICAL FINANCE: THEORY AND APPLICATIONS
by daniele.marazzina＠polimi.it 16 Dec '24

16 Dec '24

Cari colleghi, desideriamo informarvi del corso di dottorato in OPTIMAL STOCHASTIC CONTROL METHODS IN MATHEMATICAL FINANCE: THEORY AND APPLICATIONS che si terrà presso il Dipartimento di Matematica del Politecnico di Milano nel periodo 7 gennaio-13 febbraio 2025. Ulteriori informazioni e locandina: https://tinyurl.com/4ysntty9 Grazie Daniele Marazzina (con Fulvia Confortola e Giuseppina Guatteri)

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Reminder and Zoom link - Seminario Padova - Michele Salvi - 17 Dicembre 13:30
by Alberto Chiarini 16 Dec '24

16 Dec '24

Buongiorno a tutti, Vi scriviamo per ricordarvi che domani (17 Dicembre) in aula 2AB40 (Torre Archimede, Università di Padova) ci sarà un seminario per il ciclo di seminari in Probabilità e Finanza di Michele Salvi. Il seminario sarà offerto anche su Zoom al seguente link: https://unipd.zoom.us/j/88514269669?pwd=UB59oHI2dFNXHty9G0adYmIaanVkSe.1 Meeting ID: 885 1426 9669 Passcode: 345302 ------------------------------------------------- Michele Salvi (Università di Roma Tor Vergata) https://www.mat.uniroma2.it/~salvi/ Title: Random spanning trees in random environment Date: December 17, 2024, at 13:30, room 2AB40 Abstract: A spanning tree of a graph G is a connected subset of G without cycles. The Uniform Spanning Tree (UST) is obtained by choosing one of the possible spanning trees of G at random. The Minimum Spanning Tree (MST) is realised instead by putting random weights on the edges of G and then selecting the spanning tree with the smallest weight. These two models exhibit markedly different behaviours: for example, their diameter on the complete graph with n nodes transitions from n^1/2 for the UST to n^1/3 for the MST. What lies in between? We introduce a model of Random Spanning Trees in Random Environment (RSTRE) designed to interpolate between UST and MST. In particular, when the environment disorder is sufficiently low, the RSTRE on the complete graph has a diameter of n^1/2 as the UST. Conversely, when the disorder is high, the diameter behaves like n^1/3 as for the MST. We conjecture a smooth transition between these two values for intermediate levels of disorder. This talk is based on joint work with Rongfeng Sun and Luca Makowiec (NUS Singapore). Vi aspettiamo numerosi! Alberto Chiarini e Alekos Cecchin Sito web del seminario: https://www.math.unipd.it/~chiarini/seminars/

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talk Giulia Di Nunno - January 8, 2025
by Emanuela Rosazza Gianin 16 Dec '24

16 Dec '24

Dear all, you are all invited to participate to the following seminar on *Wednesday 8th of January 2025 at 16:00* in Aula Seminari Demografica 2062 at University of Milano Bicocca (via degli Arcimboldi 8, Milano - building U7, 2nd floor): Speaker: *Giulia Di Nunno* (University of Oslo) Titolo: Utility maximisation and change of variable formulas for time-changed dynamics Abstract: We target the problem of expected utility maximisation of the terminal wealth in a semimartingale setting, where the semimartingale is written in terms of a time-changed Brownian motion and a finite variation process. As for the time-change we consider a general increasing stochastic process with finitely many jumps. To tackle this problem we present change of variable formulas for stochastic integrals w.r.t. the time-changed Brownian motion and we use techniques of enlargement of filtrations. The focus is on power and logarithmic utility. The presentation is based on joint work with Hannes Haferkorn (Commerzbank), Asma Khedher (U. Amsterdam), and Michèle Vanmaele (U. Ghent). Best wishes, Emanuela ****************************************** Emanuela Rosazza Gianin Dipartimento di Statistica e Metodi Quantitativi Università di Milano-Bicocca e-mail: emanuela.rosazza1(a)unimib.it ******************************************

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Contributed Talks, Posters and Travel Awards for BNP 14 - June 23-27, 2025
by Alessandra Guglielmi 14 Dec '24

14 Dec '24

Gentilissimi, desidero comunicare le seguenti scadenze per il convegno BNP 14, che si terrà ad UCLA, Los Angeles (US), dal 23 al 27 giugno 2024. Cordiali saluti Alessandra Guglielmi ###################################### Dear all, The 14th International Conference on Bayesian Nonparametrics (BNP14) will be held at UCLA, Los Angeles, from June 23-27, 2025. Highlights include: * The inaugural BioPharm Section Meeting (BBP 2025) on the afternoon of June 27, dedicated to Bayesian methods in biopharmaceutical sciences. * Two pre-conference workshops on June 21-22: * 25th Anniversary of the Dependent Dirichlet Process * Advances in Bayesian Predictive Inference We are happy to communicate the following updated key deadlines: * Contributed talks submissions: January 5, 2025 (extended deadline) * Poster submissions: February 3, 2025 Submit you abstracts for talks OR posters at: https://bnp14.org/submissions/ * Junior Travel Support: We encourage junior researchers, including PhD students and early-career postdocs, to apply for travel support to attend BNP14. Eligibility details and the application form can be found at: https://bnp14.org/junior-travel-support-application/. For updates on the program, registration, and accommodations, visit: https://bnp14.org/ For details on BBP 2025, see: https://bnp14.org/bbp2025/ BNP14 is organized by the Department of Biostatistics and the Department of Statistics & Data Science, co-sponsored by IMS, and endorsed by ASA's Section on Bayesian Statistical Sciences. We thank our Gold Level sponsor (ERC grant 817257) and Silver Level sponsor (Pfizer). Sponsorship opportunities are still available; contact us at bnp14ucla(a)gmail.com. We look forward to seeing you in Los Angeles for an engaging week of discussions, ideas, and networking! On behalf of the BNP14 Organizing Committee https://bnp14.org/ Email: bnp14ucla(a)gmail.com -- Alessandra Guglielmi Dipartimento di Matematica - Politecnico di Milano Piazza Leonardo da Vinci, 32 - 20133 Milano (ITALY) tel ++39.02.23994641 e-mail: alessandra.guglielmi(a)polimi.it<mailto:alessandra.guglielmi@polimi.it>

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Workshop "Managing meteorological risk: crossroads between,insurance, statistics, and finance" - final schedule
by Enrico Moretto 13 Dec '24

13 Dec '24

To all the members of the RANDOM mailing list: please find attached the final schedule of the Workshop “Managing meteorological risk: crossroads between insurance, statistics, and finance” that will take place this coming Tuesday 17 and Wednesday 18 December in Piacenza, Università Cattolica del Sacro Cuore. Website: https://sites.google.com/view/crossroads2024workshop/home The organizing committee Alessandra Mainini, Enrico Moretto, Ahmad Naimzada -- Enrico Moretto Dipartimento di Economia, Metodi Quantitativi e Strategie di Impresa Università di Milano-Bicocca stanza 3057 - edificio U6 Piazza dell'Ateneo Nuovo, 1 - 20126 Milano Pagina personale:https://www.unimib.it/enrico-moretto Stanza virtuale Webex:https://unimib.webex.com/meet/enrico.moretto

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Seminario Padova - Michele Salvi - 17 Dicembre 13:30
by Alberto Chiarini 13 Dec '24

13 Dec '24

Buongiorno a tutti, Vorremmo segnalarvi che martedì prossimo (17 Dicembre) in aula 2BC30 (Torre Archimede, Università di Padova) ci sarà un seminario per il ciclo di seminari in Probabilità e Finanza di: Michele Salvi (Università di Roma Tor Vergata) https://www.mat.uniroma2.it/~salvi/ Title: Random spanning trees in random environment Date: December 17, 2024, at 13:30, room 2AB40 Abstract: A spanning tree of a graph G is a connected subset of G without cycles. The Uniform Spanning Tree (UST) is obtained by choosing one of the possible spanning trees of G at random. The Minimum Spanning Tree (MST) is realised instead by putting random weights on the edges of G and then selecting the spanning tree with the smallest weight. These two models exhibit markedly different behaviours: for example, their diameter on the complete graph with n nodes transitions from n^1/2 for the UST to n^1/3 for the MST. What lies in between? We introduce a model of Random Spanning Trees in Random Environment (RSTRE) designed to interpolate between UST and MST. In particular, when the environment disorder is sufficiently low, the RSTRE on the complete graph has a diameter of n^1/2 as the UST. Conversely, when the disorder is high, the diameter behaves like n^1/3 as for the MST. We conjecture a smooth transition between these two values for intermediate levels of disorder. This talk is based on joint work with Rongfeng Sun and Luca Makowiec (NUS Singapore). Vi aspettiamo numerosi! Alberto Chiarini e Alekos Cecchin Sito web del seminario: https://www.math.unipd.it/~chiarini/seminars/

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Invitation to Research Seminars on December 18-th
by Asmerilda Hitaj 13 Dec '24

13 Dec '24

Dear all, We are pleased to invite you to two research seminars organized by the Department of Economics (DIECO), University of Insubria on *Wednesday, December 18th, 2024*. Seminar Schedule *11:30 - 12:15* *Speaker*: *Anna Maria Gambaro* (Università del Piemonte Orientale) *Topic*: *The Capital-on-Capital Cost in Solvency II Risk Margin* *12:15 - 13:00* *Speaker*: *Ilaria Peri* (Birkbeck University of London) *Topic*: *Numerical Methods for Lambda Quantiles: Robust Evaluation and Portfolio Optimization* Venue The seminars will be held in *Room 1, Padiglione Seppilli*, Via Ottorino Rossi 9, Varese. For those who cannot attend in person, the seminars will also be available online via Microsoft Teams. For further details, please refer to the attached files. We look forward to your participation! Best regards, Asmerilda Hitaj

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