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Conference MAF 2016 - Second call for paper
by Marco Corazza 05 Nov '15

05 Nov '15

====================================================== Seventh International Conference on MAF 2016 - MATHEMATICAL AND STATISTICAL METHODS FOR ACTUARIAL SCIENCES AND FINANCE March 30-31 and April 1, 2016 University Paris-Dauphine - Paris (France) http://maf2016-paris.dauphine.fr/fr.html ====================================================== Second call for papers ====================================================== Dear All, the seventh international conference "MAF 2016 - MATHEMATICAL AND STATISTICAL METHODS FOR ACTUARIAL SCIENCES AND FINANCE" will be held from March 30 to April 1, 2016 at the University Paris-Dauphine, in Paris (France). You can download the instructions for authors and the template from the webpage: http://maf2016-paris.dauphine.fr/fr/registration-submission.html. Here, I highlight only a few things: 1) Submission of abstracts (no more than two pages) within December 1, 2015. 2) Notification of the abstract acceptance within January 11th, 2016. 3) Please, give the widest possible diffusion to the call for paper. See you in Paris, Marco (Corazza) P.S. - Apologies for cross sending. -- Marco Corazza Department of Economics Ca' Foscari University of Venice San Giobbe, Cannaregio 873 30121 Venezia, Italy Mobile: (+39) 366 602-9134 Phone: (+39) 041 234-6921 Fax: (+39) 041 234-7444 E-mail: corazza(a)unive.it -- <<If a risk measure is coherent for return distributions, it may not be coherent for payoff distributions.>> S.T. Rachev, S.V. Stoyanov, F.J. Fabozzi, “A probability metrics approach to financial risk measures”, Wiley-Blackwell, 2011 [pag. 150]

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Postdoc position in Probability, at the University of Bath, UK
by Pietro Caputo 05 Nov '15

05 Nov '15

Postdoc in probability at the University of Bath, UK A postdoc (research associate) position is available in the area of probability starting from 1st October 2016, or a date to be agreed. The position will be available for up to 3 years. The position is funded by the EPSRC fellowship "Mathematical analysis of strongly correlated processes on discrete dynamic structures" of Dr. Alexandre Stauffer. The area of research will be centered on the mathematical analysis of random large-scale interacting systems, such as interacting particle systems, random walks and other stochastic processes in random or dynamic environments, percolation, spin systems, and dynamically evolving graphs. The ideal candidate is expected to have a strong background in probability theory, and have a PhD in mathematics, theoretical computer science or related areas. The successful applicant will be associated with the probability laboratory (Prob-L@B) of the Department of Mathematical Sciences at the University of Bath. Prob-L@B is one of the world’s most vibrant probability groups, with eight permanent members, a large cohort of PhD students and postdocs, and a large number of different research activities and international visitors. Applications made to the on-line system should include: * an updated curriculum vitae, * the names and contact details of three academic referees, * a one-page research statement describing your research interests, your experience in the area of the position and your career aspirations. Deadline for applications: 20th January 2016. To apply, go to http://www.bath.ac.uk/jobs/Vacancy.aspx?ref=FY3536 Interview of short-listed applicants is expected to take place in the week of 15th February 2016. For informal enquiries please contact Dr. Alexandre Stauffer (a.stauffer(a)bath.ac.uk) For more information visit the website of Dr. Alexandre Stauffer (http://people.bath.ac.uk/ados20/) and Prob-L@B (http://www.bath.ac.uk/research/centres/probability-laboratory/)

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de Finetti Risk seminar - november 2015
by Emanuela Rosazza 04 Nov '15

04 Nov '15

On behalf of the Scientific Committee of the de Finetti Risk Seminars, we are glad to invite you to participate at the following Lecture Title: Dynamic programming approach to Principal-Agent problems NIZAR TOUZI Ecole Polytechnique, Paris - France Abstract: We consider a general formulation of the Principal-Agent problem from Contract Theory, on a finite horizon. We show how to reduce the problem to a stochastic control problem which may be analyzed by the standard tools of control theory. In particular, Agent’s value function appears naturally as a controlled state variable for the Principal’s problem. Our argument relies on the Backward Stochastic Differential Equations approach to non-Markovian stochastic control, and more specifically, on the most recent extensions to the second order case. LOCATION: The seminar will be held on Wednesday, November 18, at 18.00, Aula di rappresentanza, Dept. of Mathematics, Milano University, Via C. Saldini 50, 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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conferenza su "Guido Castelnuovo" 5 novembre 2015 Dip MATEMATICA, ROMA1
by Nappo, Giovanna 03 Nov '15

03 Nov '15

In occasione dei 150 anni dalla nascita di Guido Castelnuovo giovedì 5 novembre presso il Dipartimento di Matematica, Università di Roma La Sapienza Piazzale Aldo Moro 2 si terrà una giornata dedicata alla sua figura di matematico e di didatta. Guido Castelnuovo, che fu un valente geometra, ebbe anche un ruolo chiave nello sviluppo della probabiltà in Italia: nel 1919 pubblicò il suo manuale di Calcolo delle probabilità, il primo libro di probabilità scritto in Italiano, successivamente ampliato sino alla terza edizione del 1948, e istituì la cattedra di Probabilità qui alla Sapienza, che tenne per diversi anni. Tutti gli interessati sono invitati a partecipare Giovanna Nappo ------------------------------------------------------------------------------------------------- Guido Castelnuovo: un ricordo a 150 anni dalla nascita Aula Picone del Dipartimento di Matematica 5 Novembre 2015 ----------------------------------------------------------------------------------------------------- PROGRAMMA Mattina 9.30-10.00 Saluti del Rettore, del Preside e del Direttore 10.00-11.00 Paola GARIO, Guido Castelnuovo: l'uomo e lo scienziato 11.00-11.30 Pausa caffè 11.30-12.00 Enrico ROGORA, Guido Castelnuovo e la Facoltà di Scienze 12.00-12.30 Eugenio REGAZZINI, Guido Castelnuovo e gli albori della Probabilità e della Statistica Matematica in Italia 12.30-13.00 Marta MENGHINI, Guido Castelnuovo e l’insegnamento della Matematica Pomeriggio 14.30-15.30 Enrico ARBARELLO, Guido Castelnuovo e la Geometria Algebrica Italiana 15.30-16.30 Edoardo SERNESI, Guido Castelnuovo e il teorema di Riemann-Roch 16.30-17.30 Ciro CILIBERTO, Guido Castelnuovo: il bello della razionalità Gli organizzatori Enrico Rogora, Marta Menghini, Giovanna Nappo ------------------------------------------------------------------------

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Miniworkshop "Biostatistica: un punto di incontro tra Matematica e Medicina", Università di Torino
by Maria teresa Giraudo 03 Nov '15

03 Nov '15

L'11 novembre prossimo dalle 9:15 alle 16:30 si svolgerà nella sala Principi di Acaja del Rettorato dell'Università di Torino in Via Verdi 8 il Miniworkshop "Biostatistica: un punto di incontro tra Matematica e Medicina". Gli argomenti trattati consentono di esemplificarecome la matematica avanzata possa essere utilizzata in biostatistica e mettono in evidenza la natura interdisciplinare che li caratterizza. La partecipazione è libera, tuttavia le persone interessate a prendervi parte sono cortesemente pregate di inviarmi una mail entro il 6 novembre. Per ulteriori informazioni vi invito a visitare il sito https://sites.google.com/site/biostatunito/ Grazie molte, saluti cordiali Maria Teresa Giraudo

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Concorso MAT/06
by Cristina Zucca 03 Nov '15

03 Nov '15

Carissimi, segnalo che nella Gazzetta Ufficiale n. 85 del 3/11/2015 è stato pubblicato l'avviso relativo alla bandizione della procedura selettiva (riservata ai sensi dell'art.18, comma 4 della L. 240/2010) per Professore di seconda fascia da coprire mediante chiamata ai sensi dell'art. 18 comma 1 della Legge 240/2010: - n. 1 posto - settore concorsuale 01/A3 - ssd MAT/06 Il relativo bando, pubblicato all'Albo di Ateneo, è disponibile al link http://iisced04.rettorato.unito.it/concorsi/rtd_scheda.pl?XY=C&codice=114AR oppure seguendo il percorso "www.unito.it" - "Università e Lavoro" - "Opportunità ed esperienze di Lavoro" "Personale Docente e Ricercatore" - "Procedure selettive per la chiamata di Professori di I e II fascia - Art.18, Legge 240/2010" Il termine di scadenza per la presentazione delle domande è il 3/12/2015. Cordiali saluti, Cristina Zucca -- Dr. Cristina Zucca Department of Mathematics University of Torino Via Carlo Alberto 10 10123 Torino, Italy tel: +39-011-6702850 fax: +39-011-6702878

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SMPS 2016
by Barbara Vantaggi 02 Nov '15

02 Nov '15

[please distribute - apologies for multiple postings] SMPS 2016 8th International Conference on Soft Methods in Probability and Statistics September 12 - 14, 2016 Sapienza University of Rome, Rome, Italy http://www.sbai.uniroma1.it/smps2016 =========================================================== VENUE =========================================================== SMPS 2016 will be held in Rome, Italy. The conference venue will be San Pietro in Vincoli (Via Eudossiana, 18), in the historic centre of Rome, directly overlooking the Coliseum and next to the ancient Basilica of San Pietro in Vincoli, home to Michelangelo’s statue of Moses. =========================================================== SCOPE and TOPICS =========================================================== The scope of SMPS 2016 is to bring together experts working on and with Soft Methods in Probability and Statistics. SMPS 2016 invites submissions of papers dealing with a variety of topics in soft methods in probability and statistics, which include, but are not limited to: - Analysis of Censored Data - Analysis of Fuzzy Data - Random Sets - Fuzzy Random Variables - Fuzzy Regression Methods - Triangular Norms and Copulas - Imprecise Probabilities - Dempster-Shafer Theory - Robust Methods - Clustering and Classification - Graphical Models - Machine Learning - Heuristic Optimization - Soft Computing and Statistics - Statistical Software for Imprecise Data - Applications in Biology, Economics etc. =========================================================== PROCEEDINGS =========================================================== Papers accepted for presentation will be published in an edited volume of the series Advances in Intelligent and Soft Computing from Springer-Verlag. Full papers of 5-8 pages written in English and fulfilling the instructions for authors should be submitted not later than February 15, 2016, camera-ready versions of the accepted papers not later than April 30, 2016 (tentative). For accepted contributions to be included in the sessions and proceedings of the conference, the payment of the conference fees should be made not later than May 20, 2016. After the Conference there will be a SPECIAL ISSUE of International Journal of Approximate Reasoning (IJAR) dedicated to SMPS 2016. For this, all the selected papers will have to pass a regular reviewing process. =========================================================== PLENARY SPEAKERS =========================================================== Ana Colubi (University of Oviedo, Spain) Thierry Denoeux (University of Technology of Compiègne, France) Massimo Marinacci (Bocconi University, Italy) =========================================================== IMPORTANT DATES =========================================================== Proposal for organized sessions: December 15, 2015 Acceptance for organized sessions: January 10, 2016 Paper submission deadline: February 15, 2016 Notification of paper acceptance: April 10, 2016 Revised paper due: April 30, 2016 Early registration deadline: May 20, 2016 =========================================================== ORGANIZATION =========================================================== General Chairs: - Maria Brigida Ferraro (Rome, Italy) - Paolo Giordani (Rome, Italy) - Barbara Vantaggi (Rome, Italy) Executive Board: - María Ángeles Gil (Oviedo, Spain) - Przemyslaw Grzegorzewski (Warsaw, Poland) - Olgierd Hryniewicz (Warsaw, Poland) Best regards, Maria Brigida Ferraro, Paolo Giordani, Barbara Vantaggi SMPS 2016 Chairs – Sapienza University of Rome =========================================================== http://www.sbai.uniroma1.it/smps2016 ===========================================================

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Workshop "Fractional differential equations" - Sapienza - 6/11/2015
by Luisa Beghin 02 Nov '15

02 Nov '15

Venerdì *6 Novembre 2015 dalle ore 14:30* presso l'*aula 34* del *Dipartimento di Scienze Statistcihe * Università *Sapienza*, p.le A.Moro 5, Roma si svolgerà il workshop: *Fractional differential equations and their applications in probability theory and physics * con il seguente programma *Probability theory and its applications:* 14,30 G.Basile (Dip.Matematica, La Sapienza), From a phonon Boltzmann equation to a fractional diffusion 15,00 C.Ricciuti (Dip.Scienze Statistiche, La Sapienza), Time non-homogeneous jump processes and variable order operators *Biophysical applications:* 15,30 J.Carcione (OGS), Wave simulation in biologic media based on the Kelvin-Voigt fractional derivative stress-strain relation16,00 A.Gabrielli (CNR ISC), NMR Anomalous Diffusion Measurements to investigate complex systems Mathematical Analysis: 17,00 F.Ferrari (Dip.Matematica, Università di Bologna), A weighted parabolic problem and the definition of the Marchaud derivative *Mathematical methods and physical applications:* 17,30 M.Fabrizio (Dip. Matematica, Università di Bologna), On new definitions of fractional derivatives 18,00 G.Dattoli (ENEA), Application of the evolution operator method for fractional partial equation and application to Physical problems, from relativistic equations to anomalous diffusion Tutti gli interessati sono invitati a partecipare. ***************************************************************** Luisa Beghin Dipartimento di Scienze Statistiche Fac. Ingegneria dell'Informazione, Informatica e Statistica "SAPIENZA" Università di Roma Piazzale Aldo Moro 5, 00185 Roma T (+39) 06 49910543 F (+39) 06 4959241 http://www.dss.uniroma1.it/dipartimento/persone/beghin-luisa *****************************************************************

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Seminario di Economia e Probabilita' a RM1
by Fabio Spizzichino 01 Nov '15

01 Nov '15

La Dr.ssa Eleonora Perversi (Dipartimento di Matematica, Universita' di Pavia) terrà, presso il Dipartimento di Matematica dell'Universita' La Sapienza, un seminario su *Inequality and risk aversion in economies open to altruistic attitudes* Mercoledi' 4 Novembre, ore 14.00, Aula Picone Dipartimento di Matematica, Piazzale A. Moro, Roma Tutte le persone interessate sono invitate ad intervenire Fabio Spizzichino Abstract: In recent years there has been a great interest in the phenomenon of economic inequality, especially in relation to its connection with other important aspects of an advanced economy, for example attitude towards risk, growth, financial developments, and so on. In this talk, based on a joint work with Eugenio Regazzini, I will introduce a model for the surplus/deficit distribution, which points out a relationship between agents' risk aversion and inequality. More precisely, on the one hand, the long-time surplus/deficit distribution turns out to be a weak Pareto law whose exponent is given by an affine transformation of the agents relative risk aversion index, supposed to be the same for every agent. On the other hand, it is proved that concentration in a weak Pareto law can be measured through a function of its exponent. This way, a link is established between inequality and risk aversion. Finally, some feasible actions of economic policies suitable for the control of inequality are derived.

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CALL FOR PAPERS: Energy and Commodity Finance Conference 2016 - ESSEC Business School - Paris (fwd)
by Tiziano Vargiolu 30 Oct '15

30 Oct '15

---------- Forwarded message ---------- Date: Tue, 27 Oct 2015 10:44:38 +0000 From: Sekretariat LEF <sekretariat.lef(a)wiwinf.uni-due.de> Cc: "\"Kiesel, R?diger\"" <Ruediger.Kiesel(a)uni-due.de> Subject: CALL FOR PAPERS: Energy and Commodity Finance Conference 2016 - ESSEC Business School - Paris Dear All, Attached please find the call for papers as well as more information on the Energy and Commodity Finance Conference taking place in Paris on 23 and 24 June 2016. Sincerely, Kirsten van der Koelen (Secretary to Professor R?diger Kiesel) Kirsten van der Koelen Lehrstuhl f?r Energiehandel und Finanzdienstleistungen Universit?t Duisburg-Essen Campus Essen Raum R09 R00 H35 Universit?tsstra?e 12 45141 Essen phone: +49 (0)201 183-4973 http://www.lef.wiwi.uni-due.de/ cid:ii_ifzgl33r0_150859ff1b992800 ? cid:ii_ifwqb9m81_1507bc9516360da0 ? ? Dear Colleague, The Energy and Commodity Finance Conference 2016 follows in the footsteps of a long standing series of Energy Finance meetings that held their first event in London in 2004 and nowadays represents the benchmark academic conference in the area. KEYNOTE SPEAKERS cid:ii_ifyp5eig13_15082e0cba744094 ? ? ? SCIENTIFIC COMMITTEE ? Carol Alexander (University of Sussex) ? Giovanni Barone-Adesi (Universit? della Svizzera Italiana) ? Fred Espen Benth (University of Oslo) ? Derek Bunn (London Business School) ? Jaime Casassus (Pontificia Universidad Cat?lica de Chile) ? Anna Creti (University Paris Dauphine) ? Rita D'Ecclesia (University of Rome La Sapienza) ? Jer?me Detemple (Boston University) ? Ronald Huisman (Erasmus University) ? Sebastian Jaimungal (University of Toronto) ? Scott Linn (University of Oklahoma) ? Nikos Nomikos (Cass Business School) ? Michel Robe (American University) ? Andrea Roncoroni (ESSEC Business School) ? Duane Seppi (Carnegie Mellon University) ? Ke Tang (Tsinghua University) ? Luca Taschini (London School of Economics) ? Anders Trolle (Swiss Finance Institute) ? Rafal Weron (Wroclaw University of Technology) TOPICS The conference covers all areas of energy finance and commodity finance, including: ? Asset pricing and hedging ? Contract securitization and derivative structuring ? Risk measurements and management ? Asset management and portfolio allocation ? Trading strategies and operations ? Macro market analysis and microstructure ? Corporate finance of producers and end consumers ? Long-term investment financing ? Regulation (EMIR, REMIT, MIFID, Dodd-Franck) ? Quantitative financial modeling ? Econometric analysis and statistics ? Physical operations management ? Real options and physical asset valuation ? Decision theory and the following markets: ? Conventional fossil energy: oil, gas, refined products ? Electricity ? Metals: precious, base, ferrous, specialist non-ferrous, rare ? Agriculturals: softs, grains and seeds, livestock ? Renewable energy sources ? Commoditized services (CO2 allowances, shipping freights) ? Weather-linked securities ? Currencies A round table will gather academic and professional experts to discuss major aspects of the financialization of energy and commodity markets in the current global environment, including international trading and investment opportunities, production-side corporate finance challenges, end consumer dynamics, accounting standards, and regulatory compliance. IMPORTANT DATES ? March 1, 2016: Submission deadline (full/working papers, PDF files) ? April 15, 2016: Notification of acceptance/rejection ? May 1, 2016: Registration deadline (early bird) WEBSITE For additional information, you are welcome to visit: http://ecomfin2016.essec.edu/ Energy and Commodity Finance 2016 website CONTACT For administrative inquiries, please write to: ecomfin2016(a)essec.edu ?We look forward to meeting you in Paris. Sincerely, The Organizing Committee (Francis Declerck, Giovanni Pagliardi, Sofia Ramos, Andrea Roncoroni) and The Energy and Commodity Finance Association Board (?lvaro Cartea, R?diger Kiesel, Andrea Roncoroni) cid:ii_ifwfoceb1_1507ab8b5fa953e7 -- Energy and Commodity Finance RESEARCH CENTER

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