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4th Italian Meeting on Probability and Mathematical Statistics
by Michele Salvi 29 May '23

29 May '23

Dear all, We are glad to announce that the 4th edition of the Italian Meeting on Probability and Mathematical Statistics will be held in Rome from the 10th to the 14th June 2024 (save the dates!). The meeting is jointly organised by the universities of Rome Sapienza, Tor Vergata, Roma Tre and LUISS and it will take place in La Sapienza’s Engineering Faculty <https://www.ing.uniroma1.it/sites/default/files/galleria/chio3.jpg>, just on the side of San Pietro in Vincoli basilica <https://it.wikipedia.org/wiki/Basilica_di_San_Pietro_in_Vincoli>. The following plenary speakers have been invited and have accepted to participate: Beatrice Acciaio (ETH Zürich) Francesco Caravenna (Milano Bicocca) Massimiliano Gubinelli* (Oxford) *tbc Cristina Toninelli (PSL Paris) Lorenzo Rosasco (UniGe and MIT). We will also be glad to host Hugo Duminil-Copin (University of Geneva and Institut des Hautes Études Scientifiques, member of the Academia Europaea, winner of the Fields Medal in 2022) for a special event. A call for contributed sessions will be open in the next few months. The website of the event will be online soon and publicised through this mailing lists. We hope to see you in Rome, The Organizing Committee and the UMI-PRISMA board

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Bando di Dottorato Modelli e metodi matematici e statistici per l’economia e la finanza.
by Claudia Ceci 28 May '23

28 May '23

Buongiorno a tutt*, è stato pubblicato il bando per l’ammissione al corso di Dottorato di Ricerca (39° ciclo a.a. 2023-24) in MODELLI PER L'ECONOMIA E LA FINANZA, presso il Dipartimento MEMOTEF Università Sapienza di Roma. Il Dottorato si articola in due curricula, di cui uno in Modelli e Metodi Matematici e Statistici per l’Economia e la Finanza. Tutte le informazioni sono reperibili alla pagina https://phd.uniroma1.it/web/concorso39.aspx?i=3524&l=IT Le domande di partecipazione al concorso devono essere presentate *inderogabilmente entro il 22 giugno 2023 alle ore 14:00 *(ora locale). Si prega di darne massima diffusione tra i potenziali interessati. Grazie, Claudia Ceci **************************************************************** Claudia Ceci Dipartimento di Metodi e Modelli per l’Economia, il Territorio e la Finanza (MEMOTEF) Università di Roma La Sapienza Via Del Castro Laurenziano 9 Roma 00161 Italy Email: claudia.ceci(a)uniroma1.it -- **Fai crescere le giovani ricercatrici e i giovani ricercatori* **con il 5 per mille alla Sapienza *Scrivi il codice fiscale dell'Università *80209930587 Cinque per mille <https://www.uniroma1.it/it/node/23149>*

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Postdoc positions in Pisa
by Marco Romito 25 May '23

25 May '23

Good morning I would like to advertise the call for two two-years post-doc positions at the Department of Mathematics at the University of Pisa on general subjects of mathematics. The deadline is June 19, 2023 at 1pm CEST. The call, both in italian and english, as well as instructions for applications, can be found here (one link per position): https://bandi.unipi.it/public/Bandi/Detail/8b0389fe-808f-4152-8a44-02380d65… https://bandi.unipi.it/public/Bandi/Detail/dfe05072-6753-434a-8551-65f50969… We strongly encourage applications of students interested in probability. Applications are per-call, and we recommend interested applicants to apply to both calls. The research interests of our probability group here in Pisa include: stochastic evolutions (e.g. stochastic partial differential equations, regularization by noise, stochastic fluid dynamics), probabilistic methods in machine learning (e.g. learning dynamics for neural networks), variational problems in commutative and non-commutative setting (e.g. quantum probability, random optimal transport, Malliavin calculus), stochastic processes for chemical reactions networks (e.g. propagation of chaos, large deviations). See also our webpage: https://www.dm.unipi.it/research/probability-and-mathematical-statistics/ Do not hesitate to contact me or the other members of the group for further information. best regards m.

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bando I prima fascia MAT/06 - Università della Campania
by Marco Romito 25 May '23

25 May '23

Condivido il seguente bando mr. -------- Forwarded Message -------- ------------------------------------------------------------------------ *Da:* gaudiell <gaudiell(a)unina.it> *Oggetto:* Link bando I prima fascia MAT/06 ecco il link del bando di un concorso per professore di prima fascia MAT/06 presso il Dipartimento di Matematica e Fisica dell'Università della Campania "Luigi Vanvitelli" (scadenza 3 Giugno 2023). https://es.sonicurlprotection-fra.com/click?PV=2&MSGID=20230522194023091537… <https://es.sonicurlprotection-fra.com/click?PV=2&MSGID=20230522194023091537…>

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Recruiting PhDs for tutoring at AIMS
by Julia Mortera 25 May '23

25 May '23

The African Institute for Mathematical Sciences (AIMS) centres are unique postgraduate educational centres recruiting students from the whole of Africa and preparing them for careers in the quantitative sciences. The current network has centres in South Africa (since 2003), Senegal (since 2011), Ghana (since 2012) Cameroon (October 2013) and Rwanda (2016). The AIMS programme is a 10-month course, intended to prepare African graduates with mathematically-based degrees for postgraduate study and employment. To achieve this, AIMS Cameroon (located in Limbe, Cameroon) is seeking enthusiastic individuals with backgrounds in mathematical sciences (including pure and applied mathematics, statistics and data science, physics, computer science, mathematical biology and other fields) who would like to volunteer as tutor, starting from September 2023. The call is open to PhD students, holding or approaching completion of a PhD is an advantage. The minimum requirement is an M.Sc at distinction level. Applicants should provide evidence of experience of teaching university mathematics, including marking and providing constructive feedback, good communication and social skills, as well as administrative and time management competence. Tutoring at an AIMS centre is a great opportunity to meet and work closely with prestigious scientists from around the world. Indeed, outstanding lecturers are recruited from all over the world to teach a one-year Master’s degree in mathematical sciences preparing students for advanced postgraduate research. The course is unusually broad in scope and employs the latest pedagogical method in order to stimulate critical and creative thinking. This is a unique opportunity for tutors to gain significant experience in teaching in higher education given that there is currently no school preparing teachers for higher education worldwide. Travel, visa, accommodation expenses and meals will be covered by AIMS Cameroon. The tutor will also receive a monthly stipend. Statisticians and data scientists can contact e.lawford(a)rss.org.uk for informal discussions. To submit an application, candidates should email their CV with at least two references, a statement letter of no more than 500 words to the AIMS-Cameroon academic team at academia-ml(a)aims-cameroon.org. In the letter, the applicant should state the period of their availability and provide evidence of what makes them an ideal candidate by drawing from their experience and qualifications. -- Julia Mortera Honorary Professor, University of Bristol Professor of Statistics, Università Roma Tre Web page:https://juliamortera.wordpress.com/

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SPASS Seminar: Francesco Mattesini
by Andrea Agazzi 25 May '23

25 May '23

Dear Colleagues, We would like to invite you to the following SPASS <https://sites.google.com/unipi.it/spass> seminar, jointly organized by UniPi, SNS, UniFi and UniSi: *Annealed quantitative estimates for the 2D-discrete random matching problem* by *Francesco Mattesini* (MPI Leipzig) The seminar will take place on *TUE, 30.05.2023* at *14:00 CET* in Aula Seminari, Department of Mathematics, University of Pisa and streamed online here <https://meet.google.com/gji-phwo-vbg>. The organizers, A. Agazzi, G. Bet, A. Caraceni, F. Grotto, G. Zanco https://sites.google.com/unipi.it/spass --------------------------------------- Abstract: The optimal matching problem is a classical random variational problem which may be interpreted as an optimal transport problem between two random discrete measures. Its easier instance deals with matching 2 n-clouds of i. i. d. uniformly distributed points. In recent years Caracciolo-Lucibello-Parisi-Sicuro made exact predictions on the convergence of the rescaled cost thanks to a first order linearization of the Monge-Amp\'ere equation. This approach was later justified by Ambrosio-Stra-Trevisan and quantitative bounds for the convergence of the proxies were later shown by Ambrosio-Glaudo-Trevisan. Such techniques have been repurposed by Benedetto-Caglioti to study the case of i. i. d. random points with non-constant densities. By subadditivity and PDE arguments Ambrosio-Goldman-Trevisan were able to justify the latter for the convergence of the rescaled cost. We show annealed quantitative upper bounds for the approximating transport map in the case of i. i. d. points and weakly correlated points with non-constant densities. We extend our results to the case of unbalanced matching, i. e. matching between point clouds of different size and to point clouds sampled from a positive recurrent Markov chain. Joint work with N. Clozeau (IST Austria).

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PhD call
by Irene Crimaldi 24 May '23

24 May '23

Dear all, IMT Lucca offers a PhD program in Economics, Analytics and Decision Sciences (EADS <https://eads.imtlucca.it/>) . The program trains students to do cutting-edge research in various economic and social disciplines with a multidisciplinary approach based on statistics and data science. IMT is a highest-rated graduate school in Europe and offers full funding, free accommodation, meals, and full access to the campus to its students. Opportunities for joint supervision and studying abroad are also available. All candidates with training in areas such as economics, management, statistics, law, physics, computer science, engineering, logic and philosophy of science, mathematics, cognitive and behavioral sciences are welcome to apply. Deadline*: June 19, 2023.* More info: https://eads.imtlucca.it/how-to-apply Would you be so kind as to diffuse the call to your network? Thank you for your collaboration. Sincerely, Irene Crimaldi Associate Professor of Statistics IMT School for Advanced Studies Lucca Piazza San Francesco 55100 Lucca (Italy)

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Summer School "Dynamic Optimization in Economic and Finance"
by salvatore federico 23 May '23

23 May '23

Buongiorno, trasmetto l'annuncio della Summer School "Dynamic Optimization in Economic and Finance", di cui riporto alcuni dettagli (descrizione e link) qui sotto. Salvatore Federico The “Summer School of Mathematics for Economic and Social Sciences” aims to improve the knowledge of mathematical methods among graduate students in economics and social sciences, with a focus on those techniques which albeit widespread in use are not properly covered in typical graduate programs. The School is an interdisciplinary venue intended to foster the interaction of people coming from the too often separated communities of mathematical and social scientists. It is funded and organized by the <http://www.crm.sns.it/event/515/%3Ca%20href=%22http://crm.sns.it/the_center…>Mathematics Research Center “Ennio De Giorgi” <http://crm.sns.it/the_center/introduction/introduction.html> and partially supported by the <http://www.crm.sns.it/event/515/%3Ca%20href=%22http://www.phdeconomics.sssu…>International Doctoral Program in Economics <http://www.phdeconomics.sssup.it/index.php> of the Scuola Superiore Sant'Anna. Link: http://www.crm.sns.it/event/515/ <http://www.crm.sns.it/event/515/> Salvatore Federico Professore Associato Dipartimento di Economia Università degli Studi di Genova

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Bando di ammissione al 39° ciclo -- Scuola di Dottorato in Scienze Sociali ed Economiche
by Roy Cerqueti 23 May '23

23 May '23

English version below %%% Gentilissime/i, si segnala che è stato pubblicato il *bando* per il 39° ciclo della *Scuola di Dottorato In Scienze Sociali ed Economiche*. Il link al bando è il seguente: https://www.uniroma1.it/it/pagina/ammissioni-corsi-di-dottorato La scuola di dottorato, il cui obiettivo è la formazione di analisti esperti capaci di comprendere problemi sociali, culturali, economici, finanziari, politici e tecnologici delle società contemporanee in contesti a diverso livello di sviluppo, e anche mediante l’uso di metodi quantitativi e statistici, è strutturata in 5 curricula : 1. Finance and Institutions (Coordinatrice: Rita D’Ecclesia) 2. Economics and Development (Coordinatore: Pierluigi Montalbano) 3. Sociology and applied social research (Coordinatrice: Assunta Viteritti) 4. Statistics and social data science (Coordinatore: Pierpaolo D’Urso) 5. Public policy analysis and evaluation (Coordinatore: Guido Pellegrini) Si evidenzia inoltre che la *scadenza per la compilazione online della domanda* di candidatura è il *22 giugno 2023.* Cordiali saluti, Roy Cerqueti (coordinatore della Scuola) ___________________________________________________________________ *Dear All, we would like to inform you that the call for applications for the 39th cycle of the Doctoral School in Social and Economic Sciences is out at the link * https://www.uniroma1.it/it/pagina/ammissioni-corsi-di-dottorato *The doctoral school, whose objective is to train expert analysts capable of understanding social, cultural, financial, economic, political and technological problems of contemporary societies in contexts at different levels of development and also by exploiting quantitative and statistical techniques, is structured in 5 curricula:* * 1. Finance and Institutions (Coordinator: Rita D'Ecclesia)* *2. Economics and Development (Coordinator: Pierluigi Montalbano) 3. Sociology and applied social research (Coordinator: Assunta Viteritti) 4. Statistics and social data science (Coordinator: Pierpaolo D'Urso) 5. Public policy analysis and evaluation (Coordinator: Guido Pellegrini) Please also note that the deadline for filling in the online application form is June 22th, 2023. Kind regards,* *Roy Cerqueti (Director of the School)* -- **Fai crescere le giovani ricercatrici e i giovani ricercatori* **con il 5 per mille alla Sapienza *Scrivi il codice fiscale dell'Università *80209930587 Cinque per mille <https://www.uniroma1.it/it/node/23149>*

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Seminar by Katia Colaneri in Milan (25.01.23)
by Valeria Bignozzi 23 May '23

23 May '23

Dear all, you're invited to the seminar that will take place, in hybrid mode, at the Department of Statistics and Quantitative Methods, University of Milano-Bicocca. More details: • Speaker: Katia Colaneri (email: katia.colaneri(a)uniroma2.it <mailto:katia.colaneri@uniroma2.it>) Title: Some Optimisation Problems in Insurance with a Terminal Distribution Constraint Abstract: In this paper, we study two optimisation settings for an insurance company, under the constraint that the terminal surplus at a deterministic and finite time T follows a normal distribution with a given mean and a given variance. In both cases, the surplus of the insurance company is assumed to follow a Brownian motion with drift. First, we allow the insurance company to pay dividends and seek to maximise the expected discounted dividend payments or to minimise the ruin probability under the terminal distribution constraint. Here, we find explicit expressions for the optimal strategies in both cases, when the dividend strategy is updated at discrete points in time and continuously in time. Second, we let the insurance company buy a reinsurance contract for a pool of insured or a branch of business. We only allow for piecewise constant reinsurance strategies producing a normally distributed terminal surplus, whose mean and variance lead to a given Value at Risk or Expected Shortfall at some confidence level α. We investigate the question which admissible reinsurance strategy produces a smaller ruin probability, if the ruin-checks are due at discrete deterministic points in time. This presentation is based on a joint work with Julia Eisenberg (TU Vienna) and Benedetta Salterini (University of Firenze) Seminar venue: University of Milano-Bicocca Department of Statistics and Quantitative Methods Aula Seminari 4026, 4th floor, Building U7 January 25th, 4:30 pm Webex Link : https://unimib.webex.com/unimib/j.php?MTID=m40cd4bb0d7bb8035ca68f3821f453b33 <https://unimib.webex.com/unimib/j.php?MTID=m40cd4bb0d7bb8035ca68f3821f453b33> Join by meeting number Meeting number (access code): 2743 983 3965 Meeting password: c2uJfPBVe83 (22853728 from phones) Best regards, Valeria

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