Scusandomi ulteriormente per il profluvio di mail riguardanti questo
mini-corso, comunico che il corso in questione è stato cancellato per
sopraggiunti problemi di salute dello speaker.
Buon w.e.
--P
Scusandomi per il mail-bombing, faccio notare che nella precedente
email l'orario della seconda lezione era sbagliato & mancava il link
al modulo di iscrizione (...tutto gratis! ma i posti son solo 30...)
Pardon...
--Pierpaolo
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A v v i s o d i M i n i - C o r s o
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Lunedì, 12 Maggio, ore 15:00-17:00
Martedì, 13 Maggio, ore 15:00-17:…
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Aula XII (piano terra, palazzina Tuminelli)
Dipartimento di Scienze Statistiche
Sapienza Università di Roma
JAN BULLA
(Université de Caén)
terrà un mini-corso rivolto principalmente (ma non solo) agli studenti
di dottorato dal titolo
A GENTLE INTRODUCTION TO HIDDEN MARKOV MODELS
Il corso è gratuito ma, dato il numero limitato di posti disponibili
in aula, tutti gli interessati
sono invitati a **prenotarsi** compilando il seguente form on line:
http://goo.gl/a9FCjI
Entro Domenica 11/5 verrà inviata conferma dell'effettiva
disponibilità del posto richiesto all’indirizzo email fornito.
Come sempre “first come, first served”, con possibile piccolo bias in
favore di studenti di dottorato.
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Maggiori informazioni sui seminari e mini-corsi presso il DSS sono
consultabili a quest'indirizzo: http://goo.gl/Y6OQYm
Saluti
Pierpaolo Brutti
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Il giorno martedi' 20 maggio 2014, alle ore 12:00, il professor
Jean Jacod
Universite' Pierre et Marie Curie, Paris
terra' un seminario dal titolo
Is a discretely observed semimartingale of Ito type?
presso il Dipartimento di Matematica del Politecnico di Milano
(aula seminari "Fausto Saleri", sesto piano).
Tutti gli interessati sono cordialmente invitati.
Marco Fuhrman
Abstract.
In high-frequency statistics, and among various hypotheses, the fact
that the underlying
observed process is …
[View More]an Ito semimartingale is always assumed. However,
for financial data for example,
prices should be semimartingales (because of the "fundamental asset
pricing theorem"),
but there is no reason why it should be an Ito semimartingale.
So it is important to derive tests for checking whether this
assumption is enforced, or not.
The problem cannot be solved in full generality, but we will see that
under some restrictive
structural assumptions, plus the fact that the process is continuous,
some tests can be constructed.
This is joint work with Yacine Ait-Sahalia.
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Blowup for the equations of Fluid Dynamics and Renormalization Group methods
August 18-29, 2014 @GSSI - LAquila
The aim of the workshop is to discuss and present to young researchers and
PhD students problems connected with singularities of the equations of
fluid mechanics, in particular of the NS equations, and their possible
application as models of physical phenomena.
The School & Workshop will be held at GSSI from August 18 to 29, 2014.
Preliminary list of confirmed speakers
…
[View More] Susan Friedlander (UCLA)
Uriel Frisch (CNRS, Nice)
Giovanni Jona-Lasinio (Università di Roma La Sapienza)
Konstantin Khanin (Toronto University ),
Dong Li (University of British Columbia),
Mario Pulvirenti(Università di Roma La Sapienza)
Alexander Shnirelman (Concordia University, Montreal),
Yakov Sinai (Princeton University)
Victor Yakhot (Boston University)
Organizing and Scientific Committee
Carlo Boldrighini
Anna De Masi
Errico Presutti
Yakov G. Sinai
more inftormations at
http://www.gssi.infn.it/index.php/en/seminars-and-events-2014/960-blowup-fo…
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Advanced statistical and numerical methods for the analysis of high
dimensional functional data in life sciences and engineering
FIRB SNAPLE closing workshop
Politecnico di Milano, 15-16 May 2014
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http://www.mate.polimi.it/snaple2014/
Registration deadline: ***/Tomorrow/, the 9th of May ***
There is no registration fee. Registration is …
[View More]nevertheless necessary for
organizational reasons.
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This is the third and closing workshop of the starting grant project
FIRB Futuro in Ricerca "Advanced statistical and numerical methods for
the analysis of high dimensional functional data in life sciences and
engineering", funded by MIUR Ministero dell'Istruzione dell'Università e
della Ricerca, December 2010 - July 2014:
http://mox.polimi.it/users/sangalli/firbSNAPLE.html
Soon renamed SNAPLE: Statistical and Numerical methods for the Analysis
of Problems in Life sciences and Engineering.
SNAPLE aims at providing a substantial contribution to the development
of innovative methods for the analysis of high-dimensional functional
data, interfacing advanced statistical and numerical techniques.
The workshop features talks about some of the achieved results and
ongoing investigations of FIRB SNAPLE project, as well as various talks
from internationally renowned scientists, with the aim discussing and
exchanging ideas on new research perspectives.
Invited speakers include:
John Aston, Cambridge
Marc Genton, KAUST
Tilmann Gneiting, Heidelberg Institute for Theoretical Studies (HITS)
and Karlsruhe Institute of Techology (KIT)
Alberto Guadagnini, Politecnico di Milano
Hans-Georg Muller, Universty of California - Davis
Fabio Nobile, École Polytechnique Fédérale de Lausanne
Davide Pigoli, Cambridge
Jim Ramsay, McGill University.
Registration to the workshop is free, but attendees are kindly requested
to register at conference website:
http://www.mate.polimi.it/snaple2014/
Best regards,
Laura Sangalli
--
Laura Maria Sangalli
MOX - Dipartimento di Matematica
Politecnico di Milano
Piazza Leonardo da Vinci 32
20133 Milano - Italy
tel: +39 02 2399 4554
fax: +39 02 2399 4568
email: laura.sangalli(a)polimi.it
url: http://mox.polimi.it/~sangalli
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A v v i s o d i M i n i - C o r s o
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Lunedì, 12 Maggio, ore 15:00-17:00
Martedì, 13 Maggio, ore 13:00-17:00
-----------------------------------------------------------------------------
Aula XII (piano terra, palazzina Tuminelli)
Dipartimento di Scienze Statistiche
Sapienza Università di Roma
JAN BULLA
(Université de Caén)
terrà un …
[View More]mini-corso rivolto principalmente (ma non solo) agli studenti
di dottorato dal titolo
A GENTLE INTRODUCTION TO HIDDEN MARKOV MODELS
Tutti gli interessati sono invitati a partecipare.
-----------------------------------------------------------------------------
Questo corso fa parte delle attività promosse nell’ambito del FIRB
Futuro in Ricerca 2012:
“Modelli mistura e a variabili latenti per l'inferenza causale e
l'analisi di dati socio-economici”.
Maggiori informazioni sui seminari e mini-corsi presso il DSS sono
consultabili a quest'indirizzo: http://goo.gl/Y6OQYm
Saluti
Pierpaolo Brutti
---
Syllabus
Introduction
Fundamentals
Independent mixture distributions
Markov chains
Hidden Markov Models
The basic hidden Markov model
Marginal distributions and moments of a hidden Markov model
The likelihood of a hidden Markov model
Parameter Estimation
Forward and backward probabilities
The EM-algorithm
Direct maximization of the likelihood
Parameter restrictions
Numerical underflow
An efficient algorithm
Standard errors of the parameter estimates
Forecasting and Decoding
Conditional distributions
Forecast distributions
Decoding
Local decoding
Global decoding
State prediction
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A.M.A.S.E.S. and DEPARTMENT of ECONOMICS of the UNIVERSITY of VERONA
jointly organize the
Summer School in Economics and Finance - Canazei 2014
Alba di Canazei, Trento - Italy
July 14 - 18
ECONOMIC AND QUANTITATIVE ANALYSIS OF ENERGY MARKETS
Prof. Michael Waterson, University of Warwick, Department of
Economics*,*http://www2.warwick.ac.uk/fac/soc/economics/staff/academic/waterson/
Prof. Luigi Grossi, University of Verona, Department of
Economics,http://www.dse.univr.it/?ent=persona&…
[View More]amp;id=3862&lang=en
Dr. Fany Nan, University of Verona, Department of Economics.
Application: submission deadline: May 12**
If your application is accepted, you will receive a confirmation e-mail
by May 16.
If accepted, you have to pay the fee before May 26.
The school will be activated with a minimum of 15 paying participants.
It is recommended to arrive at Alba di Canazei by Sunday, July 13th,
given that the activities begin at 9 am on Monday 14
**
Further details are available at:
http://dse.univr.it/safe/index.php?option=com_content&task=view&id=87&Itemi…
--
Antonella Basso
Dipartimento di Economia
Università Ca' Foscari Venezia
Fondamenta S. Giobbe - Cannaregio 873
30121 Venezia - Italy
Tel. +39-041-2346914 - Fax +39-041-2347444
E-mail address:basso@unive.it
Web page:http://www.unive.it/nqcontent.cfm?a_id=415&persona=000893
--
"Nota automatica aggiunta dal sistema di posta.
Destina Il 5 per mille per sostenere i giovani ricercatori di Ca' Foscari.
E' un buon investimento per il futuro di tutti.
E' un atto volontario, non costa nulla e non sostituisce l'8 per mille.
Scegli Ca' Foscari: codice fiscale 80007720271
Please note that the above message is addressed only to individuals filing
Italian income tax returns."
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Il giorno 13 maggio 2014, alle ore 9:30, presso la sala seminari del
Dipartimento di Matematica dell'Università di Pisa, si terrà il
seguente seminario:
Z. Brezniak (University of York): Invariant measures for stochastic
Navier-Stokes equations in unbounded domains via bw-Feller property
Abstract: In this talk I will describe a general result on the
existence of invariant measure for Markov processes having the
bw-Feller property and will show how this can be applied to stochastic
…
[View More]Navier-Stokes equations in unbounded domains. This talk is based on
joint works with M. Ondrejat and Ela Motyl. The results presented are
in some sense generalisations of related results for stochastic
nonlinear beam and wave equations (where a Pritchard-Zabczyk trick
playes an essential role) obtained in a joint woth with M. Ondrejat and
J. Seidler.
Tutti gli interessati sono invitati a partecipare.
m.
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Il giorno martedì 13 maggio alle ore 15.00 presso la aula
seminari del Dipartimento di Statistica e Metodi
Quantitativi della Università di Milano Bicocca, al IV
piano dell'edificio U7, il dott. Ruodu Wang della
Università di Waterloo (Canada) terrà un seminario su:
Admissible distributions of risk aggregation
Abstract
Modeling inter-dependence between individual risks often
faces statistical as well as probabilistic challenges, in
which dependence uncertainty naturally arises. In this …
[View More]
talk, we consider problems of risk aggregation with
dependence uncertainty. The core question of interest is
to characterize admissible distributions of risk
aggregation, where marginal distributions of individual
risks are assumed known but the joint dependence structure
is unknown. In the first part of the talk, we will
summarize finite dimensional results based on the notion
of joint mixability, and discuss their relevance to
optimization problems in risk management. In the second
part of the talk, we will study asymptotic problems of
admissible risk aggregation with identical margins. The
results are concise and, in the meanwhile, surprising. We
hope to deliver the following message: with the marginal
distribution known and dependence structure unknown, we
know essentially nothing about the asymptotic shape of the
sum of random variables.
Tutti gli interessati sono invitati a partecipare.
Fabio Bellini
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13th INTERNATIONAL CONFERENCE
C R E D I T 2014
*The New Financial Regulatory System: Challenges and Consequences for the
Financial Sector
*Venice, Italy
25 - 26 September 2014
*GRETA Associati *(Venice, Italy), *Center on Sustainable Architecture
for Finance (SAFE) at Goethe University Frankfurt* (Frankfurt, Germany)
and *Intesa Sanpaolo *(Milan, Italy) are co-sponsors of a Conference to
be held in Venice on September 25 - 26, 2014. The objective of the
Conference is to bring together …
[View More]academics, practitioners and PhD
students working in the area of risk management. The conference will
provide an opportunity for participants engaged in research at the
forefront of this area to discuss both the causes and implications of
recent events in financial markets and may, in turn, suggest fruitful
directions for future research. The Conference, organised under the
auspices of the *Department of Economics of the University Ca? Foscari
of Venice*, *ABI - Italian Banking Association *and *European Investment
Bank*, is the *thirteenth* of a series dedicated to various aspects of
credit risk.
The organizers encourage submissions of papers on any topic within the
overall theme of the conference and in the following areas in particular:
* *Banking regulation* (Banking union, Design of supervisory
institutions and processes, Regulatory instruments)
* * Credit Risk and Stress testing (*Counterparty risk, Credit and
Liquidity, Stressed credit risk measures, Feedback effects or second
round effects, Firm wide stress testing, Multivariate extreme
events, Tail dependence)
* * New development in the banking markets* (Banking business models,
Shadow banking, Response to regulatory changes)
* *Financial markets regulation* (CCP, Transaction taxes,
Decentralized trades and Systemic risk)
* *Risk disclosure: homogeneity and comparison of risk measures (*Data
integration and validation, Risks integration, Effectiveness of
Pillar 3 disclosure)
The Scientific Committee for the Conference consists of:
*Jan Krahnen*, Goethe University,**Programme Chair
*Monica Billio*, Ca? Foscari University of Venice
*Steven Ongena*, University of Zurich
*Stephen Schaefer*, London Business School
*Kenneth Singleton*, Stanford University
The final program will include both submitted and invited papers.
Acceptances received from invited speakers include *Franklin Allen*
(University of Pennsylvania & Imperial College London), *Ignazio
Angeloni* (ECB), *Thierry Foucault* (HEC Paris). The Conference will
also feature a panel discussion on researchers' and practitioners' views
of the major outstanding problems.
CALL FOR PAPERS
Those wishing to present a paper at the Conference should submit by *May
31, 2014 *to the address given below (preferably in electronic format).
Please indicate to whom correspondence should be addressed. Decisions
regarding acceptance will be made by *June 30, 2014*. The final version
of accepted papers must be received by August 31, 2014.
Please send papers:
GRETA Associati
San Polo, 2605 - 30125 Venice, ITALY
Phone : +39 041 5238178 - Fax : +39 041 5286166
e-mail: credit(a)greta.it <mailto:credit@greta.it>
REGISTRATION
To register for the Conference you are requested to complete the
registration form that is available on our website
(http://www.greta.it/credit/credit2014/credit2014.htm
<http://www.greta.it/credit/credit2014/credit2014.htm>).
Registration fees are:
Early registrationLate registration
(within August 24th)(from August 25th on)
Academics: 250 Euro + VAT300 Euro + VAT
Practitioners: 800 Euro + VAT1000 Euro + VAT
Academics Poster Presenter:130 Euro + VAT130 Euro + VAT
Practitioners Poster Presenter: 500 Euro + VAT500 Euro + VAT
PhD Students*: 80 Euro + VAT130 Euro + VAT
*VAT is currently 22%*
For participants presenting a paper there are no fees.
*Students will have to provide valid proof of their student status.
The registration fees cover:
- Admission to all scientific sessions
- Lunches and coffee service during the Conference
- Conference kit
The registration fees do not fully cover the conference dinner on
September 25, 2014, for which there is an extra charge of 80.00 Euro for
each partecipant (conference attendees as well as accompanying persons).
IMPORTANT DATES
May 31, 2014: Papers submission deadline
June 30, 2014: Paper acceptance notification
August 18, 2014: Deadline for early registration
August 31, 2014: Deadline for sending final version of accepted papers
For more detailed information (registration, accommodation and
Conference venue), please refer to the Conference website:
http://www.greta.it/credit/credit2014/credit2014.htm
<http://www.greta.it/credit/credit2014/credit2014.htm>
* Please accept our apologies for any crossed e-mails.
** If you do not want to receive more information from this e-mailing
list, please reply to this message with Subject "Cancel from Mailing List".
T
--
"Nota automatica aggiunta dal sistema di posta.
Destina Il 5 per mille per sostenere i giovani ricercatori di Ca' Foscari.
E' un buon investimento per il futuro di tutti.
E' un atto volontario, non costa nulla e non sostituisce l'8 per mille.
Scegli Ca' Foscari: codice fiscale 80007720271
Please note that the above message is addressed only to individuals filing
Italian income tax returns."
[View Less]