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Fwd: Postdoc position
by Florian Bechtold 22 Nov '23

22 Nov '23

---------- Forwarded message --------- Von: Martina Hofmanova <hofmanova(a)math.uni-bielefeld.de> Date: Mo., 13. Nov. 2023 um 16:37 Uhr Subject: Postdoc position Dear all, could you please forward the attached job announcement to people you know? https://uni-bielefeld.hr4you.org/job/view/2929/research-position?page_lang=… Thanks! Best, M

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Fwd: Seminario Padova - Dario Trevisan
by Alekos Cecchin 21 Nov '23

21 Nov '23

Buongiorno a tutti, Vorremmo segnalarvi che questo venerdì (24 Novembre) alle ore 14:30 in aula 1BC50 (Torre Archimede, Università di Padova) ci sarà un seminario per il ciclo di seminari in Probabilità e Finanza di: *Dario Trevisan* (Università di Pisa) *Title*: On the Concave One-Dimensional Random Assignment Problem: Kantorovich Meets Young *Date*: November 24, 2023 at 14:30, room 1BC50, Torre Archimede, Padova *Abstract*: We consider the assignment (or bipartite matching) problem between n source points and n target points on the real line, where the assignment cost is a concave power of the distance, |x-y|^p, for 0<p<1. It is known that, differently from the convex case (p>1) where the solution is rigid, i.e. it does not depend on p, in the concave case it may varies with p and exhibit interesting long-range connections, making it more appropriate to model realistic situations, e.g. in economics and biology. In the random version of the problem, the points are samples of i.i.d. random variables, and one is interested in typical properties as the sample size n grows. Barthe and Bordenave in 2013 proved asymptotic upper and lower bounds in the range 0<p<1/2, which they conjectured to be sharp. Bobkov and Ledoux, in 2020, using optimal transport and Fourier-analytic tools, determined explicit upper bounds for the average assignment cost in the full range 0<p<1, naturally yielding to the conjecture that a "phase transition" occurs at p=1/2. We settle affirmatively both conjectures. The novel mathematical tool that we develop, and may be of independent interest, is a formulation of Kantorovich problem based on Young integration theory, where the difference between two measures is replaced by the weak derivative of a function with finite q-variation. Joint work with M. Goldman (arXiv:2305.09234). Vi aspettiamo numerosi! Alberto Chiarini e Alekos Cecchin

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Kloeden PhD-course
by Stefania Ugolini 21 Nov '23

21 Nov '23

Dear All, we are pleased to invite you to the following PhD-course at the Department of Mathematics, Università degli Studi di Milano, Numerical Approximations of Stochastic Partial Differential Equations by Prof. Peter Kloeden (Università di Francoforte) The three lectures will be held at the Department of Mathematics, Via Saldini 50, in the PhD-Room, located at the first floor near the elevator, according to the following schedule: Tuesday 28 November 2023. Aula Dottorato 9:30-12:30 Wednesday 29 November 2023. Aula dottorato: 9:30-12:30 Thursday 30 Novembre 2023. Aula dottorato: 9:30-12:30 The lectures will also be available via zoom at the following link: https://us02web.zoom.us/j/6815552946 Best Regards, Daniela Morale and Stefania Ugolini.

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Doctorate course in Milano
by Stefania Ugolini 21 Nov '23

21 Nov '23

Dear All, we are pleased to invite you to the following course at the Department of Mathematics, Università degli Studi di Milano, Numerical Approximations of Stochastic Partial Differential Equations by Prof. Peter Kloeden (Università di Francoforte-emerito) The three lessons will be held at the Department of Mathematics, Via Saldini 50, in the Doctoral Room, which is located on the second floor near the elevator, according to the following calendar: Martedì 28 novembre 2023. Aula Dottorato 9:30-12:30 Mercoledì 29 novembre 2023. Aula dottorato: 9:30-12:30 Giovedì 30 novembre 2023. Aula dottorato: 9:30-12:30 The lessons will also be broadcast via zoom at the following link:

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Assegno di ricerca, deep learning per immagini mediche, scadenza 29 novembre
by Maurizio Parton 21 Nov '23

21 Nov '23

Carissimi, vi scrivo per pubblicizzare un bando per assegno di ricerca, con scadenza 29 novembre (tra 8 giorni). L'assegno è di 18 mesi, per un compenso lordo di 48K€ (il 33% in più del normale per gli assegni di ricerca). L'argomento è l'analisi di dati medici (prevalentemente immagini, ma non solo) per inferenza su variabili predittive della salute futura del paziente (speranza di vita, probabilità di fratture, e altro). Il tema di ricerca è descritto con qualche dettaglio in più qui (assegno #14): https://www.unich.it/sites/default/files/scheda_1declaratoria_assegni_2.pdf. Background in questo tipo di analisi è benvenuto, ma non necessario, perché è previsto un periodo iniziale di formazione sull'argomento. Il bando è scaricabile a https://www.unich.it/ateneo/concorsi-e-gare/assegni-di-ricerca, per ora è il secondo avviso (cercate "D.R. n.1593 prot. n.72998" per trovarlo). Per qualunque richiesta di informazioni, scrivere a maurizio.parton(a)unich.it. Grazie a tutti, a presto. Maurizio

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Announcement: Quantum Computing for Finance – Course by Prof. Jacquier - 04.12-07.12.2023
by Viktoria Schildhammer 21 Nov '23

21 Nov '23

Dear colleagues, We would like to announce the following course: “Quantum Computing for Finance” held by Professor Antoine Jacquier taking place at the University of Vienna, at the department for Statistics and Operations Research at Kolingasse 14-16, 1090 (https://quarimafi.univie.ac.at/quantum-computing-finance/) The course will take place from Monday, 04.12.2023, until Thursday, 07.12.2023. It is aimed at PhD students and researchers who want to get acquainted with quantum computing and its potential applications in the finance . Please find the preliminary program for the course here: https://quarimafi.univie.ac.at/quantum-computing-finance/programm/. The abstract of the course and a short bio of Antoine Jacquier can be found below and on the website. Attending the course is for free, but please register via email to <viktoria.schildhammer(a)univie.ac.at>. The registration deadline is the 30.11.2023. This is the last day where registrations will be accepted. Please also mention in your registration email your full name and affiliation! In case of problems / questions, please do not hesitate to send us an e-mail! We are looking very much forward to welcoming you at the course! Kind regards, Prof. Christa Cuchiero and Viktoria Schildhammer ------------------------------- Abstract: Quantum Computing, relegated for decades as a spooky distant myth, is now becoming a reality. To wit, quantum computers (albeit small in scale) are already available, developed by the likes of IBM, Rigetti, D-Wave, Google, Microsoft, ..... However, a quantum computer is not simply a bigger and more powerful computer, and requires a whole new set of algorithms to be written to perform useful tasks. These, and the underlying technology, draw from the laws of quantum mechanics, fundamentally different from our usual numerical toolbox. The goal of this course is to provide a mathematical introduction to Quantum Computing and to highlight applications in Quantitative Finance, in particular for Monte Carlo simulations, machine learning and optimisation. Numerical examples (through python) will also be introduced to provide a tangible reality. Bio: Antoine Jacquier is Professor of Mathematics in the Department of Mathematics at Imperial College London. His research interests range from Probability Theory and Stochastic Analysis to Numerical Analysis and Quantum Computing, with a view towards applications in Mathematical Finance. For more details on his research or his published papers, please visit his homepage: https://jackantoinejacquie.wixsite.com/jacquier.

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GAMM Annual meeting 2024 - section on uncertainty quantification, deadline approaching
by Lorenzo Tamellini 21 Nov '23

21 Nov '23

(apologies for cross-posting) Dear colleagues, this is just a reminder that the deadline for submitting abstracts to the sessions on uncertainty quantification at the upcoming GAMM annual meeting is approaching fast (December 1st). If you are interested in joining us, please submit an abstract at your earliest convenience at the link below. Best regards, Kerstin Lux-Gottschalk (TU Eindhoven, The Netherlands), Lorenzo Tamellini (CNR IMATI, Italy) Il giorno mar 31 ott 2023 alle ore 09:23 Lorenzo Tamellini < tamellini(a)imati.cnr.it> ha scritto: > (apologies for cross-posting) > > Dear colleagues, > > We are happy to announce that the submission of abstracts to the > uncertainty quantification Section of the upcoming GAMM annual meeting has > opened: > https://jahrestagung.gamm.org/annual-meeting-2024/94th-annual-meeting/ > > - *When? *March 18-22, 2024. > - *Where?* Magdeburg, Germany. > - *Deadline for submission of abstracts?* December 1st, 2023. > > We are excited to announce our four keynote speakers: > > - *Omar Knio (KAUST, Saudi Arabia):* “Dynamical and neural network > approaches to downscaling of noisy and partial observations” > - *Linus Seelinger (Karlsruhe Institute of Technology, Germany):* > “UM-Bridge: Bridging the Gap between Advanced UQ and Advanced Models from > Prototype to HPC” > - *Elisabeth Ullmann (TU Munich, Germany):* "Rare event estimation > with PDE-based models" > - *Carlo Marcati (University of Pavia, Italy):* "Neural network > surrogates for elliptic PDEs" > > > We are looking forward to seeing many of you in Magdeburg. It will be a > great chance to connect to the GAMM Activity Group on uncertainty > quantification and discuss the latest advances in the field. > > Best regards, > Kerstin Lux-Gottschalk (TU Eindhoven, The Netherlands), > Lorenzo Tamellini (CNR IMATI, Italy) >

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postdoc opportunity
by Ciamac Moallemi 20 Nov '23

20 Nov '23

Dear Colleagues, Tim Roughgarden and I are looking for a postdoc to work with us on issues related to the incentives/economics in blockchain technology and decentralized finance, see the advertisement below. If you could kindly circulate to any interesting parties, I’d greatly appreciate it! Best, Ciamac. --- Ciamac Moallemi William von Mueffling Professor of Business Graduate School of Business Columbia University email: ciamac(a)gsb.columbia.edu <mailto:ciamac@gsb.columbia.edu> www: http://moallemi.gsb.columbia.edu <http://moallemi.gsb.columbia.edu/> Job Description & Qualification The Briger Family Digital Finance Lab at Columbia Business School is pleased to announce that it is seeking to hire an inaugural Briger Family Postdoctoral Research Scholar, with a research focus on blockchain and decentralized finance for a period of two years. The Postdoctoral Research Scholar will receive a research budget and collaborate on projects of mutual interest with Ciamac Moallemi (Columbia Business School) and Tim Roughgarden (Columbia CS). The ideal candidate will have an interest in conducting research relevant to issues related to (1) economics and incentives in decentralized blockchain systems, including (but not limited to) topics such as resource pricing, maximal extracted value (MEV), proposer-builder separation, rollups, etc.; and/or (2) decentralized finance, including topics such as the design and analysis of protocols for decentralized exchanges or decentralized lending. Applicants should have a Ph.D. (or expect to complete theirs by Fall 2024) in computer science, operations research, economics, or a related field from an accredited institution and have a record of being an outstanding scholar in every respect. Teaching is not required, but we expect that the applicant participate in the broader mission of the Briger Family Digital Finance Lab, for example, aiding in organizing conferences and panel discussions and outreach to students and industry practitioners . Columbia Business School is a dynamic center of research, with faculty, postdoctoral and visiting scholars, and doctoral students taking a wide range of approaches to social science research with applied implications. More information about Columbia Business School can be found at https://home.gsb.columbia.edu/. Applicants should submit (1) a cover letter; (2) a research statement describing research interests and accomplishments including research they would like to conduct (or have conducted) in blockchain or decentralized finance; (3) a C.V.; and (4) two letters of recommendation. Please email the materials with subject line “Postdoc Briger Family Digital Finance Lab” to dfi(a)gsb.columbia.edu <mailto:dfi@gsb.columbia.edu> Applications will be reviewed on a rolling basis and should be submitted by December 15th in order to receive full consideration. We expect to make a decision by April 1st. The anticipated start date for this position is July 1, 2024. Columbia University is an Equal Opportunity/Affirmative Action employer. Women and underrepresented minorities are particularly encouraged to apply. Application Procedure Applicants should submit (1) a cover letter; (2) a research statement describing research interests and accomplishments including research they would like to conduct (or have conducted) in blockchain or decentralized finance; (3) a C.V.; and (4) two letters of recommendation. Please email the materials with subject line “Postdoc Briger Family Digital Finance Lab” to dfi(a)gsb.columbia.edu <mailto:dfi@gsb.columbia.edu> For Additional Questions dfi(a)gsb.columbia.edu <mailto:dfi@gsb.columbia.edu> Website https://business.columbia.edu/dfi/labs/briger-family-digital-finance-lab

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3-year post-doctoral position at the Center for Mathematical Economcics of Bielefeld University
by Ferrari, Giorgio 20 Nov '23

20 Nov '23

Dear Colleagues, please find below the announcement of a 3-year post-doctoral position at the Center for Mathematical Economcics of Bielefeld University. Please forward this message to potential candidates. Best wishes, Giorgio Ferrari %%%%%%%%%%%% * * *Postdoctoral Position for Three Years in Economics, Finance, or Related Fields* *Advertiser:* Center of Mathematical Economics (IMW), Bielefeld University *Field(s) of specialization: *Finance - Microeconomics - Theory - Behavioral Economics - Computational Economics - Decision Sciences - Insurance *Position type(s):* Postdoctoral Scholar *Location of job: *Universitätsstraße 25, Bielefeld, NRW, 33615, Germany (map <https://econjobmarket.org/mapPosition/10289>) *Degree required:* Doctorate *Job start date:* 2024-04-01 *Job duration:* 3 years *Letters of reference required:* 2 *Target date for applications:* 4 Dec 2023 *Application deadline:* 7 Dec 2023 midnight UTC <https://en.wikipedia.org/wiki/Coordinated_Universal_Time> (accepting applications) *Posting end date:* 30 Dec 2023 *Interviews:* Interviews will be conducted remotely by video starting December, 2023. *Ad text:* The Center for Mathematical Economics at Bielefeld University offers a three-year postdoctoral position. The position is allocated to the newly established Research Training Group 'Coping with Uncertainty in Dynamic Economies' (CUDE), which is concerned with a new subfield in economic theory that merges two features central to current and future economies: uncertainty and dynamics. Here, uncertainty is understood in the sense of Frank Knight, in that decision makers struggle to assign reliable estimates of probabilities to future events. This Knightian uncertainty is widely believed to capture our world's mega trends such as climate change, energy crisis, migration, pandemics, and technological development. Its analysis has been a central research topic in decision theory for the last two decades, and increasingly in microeconomic theory more generally, currently being explored at research centers around the world. As main innovation of our program, we seek to explore the implications of uncertainty in dynamic economies, which is vastly understudied at present but critical to answer the economic questions raised by the aforementioned mega trends. For more information, you can visit the Website: https://www.uni-bielefeld.de/zwe/imw/cude/ The position is available as soon as April 1 2024, yet later starts are also possible.

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Seminar in Statistics - NICOLO' CESA BIANCHI
by Pierpaolo De Blasi 20 Nov '23

20 Nov '23

SEMINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO <https://www.carloalberto.org/events/category/seminars/seminars-in-statistic…> Venerdi 24 Novembre 2023, alle ore 12.00, presso il Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario: ------------------------------------------------ Speaker: Nicolò Cesa Bianchi (University of Milano) Title: *The power of cooperation in networks of learning agents* Abstract: We study the power of cooperation in a network of agents that exchange information with each other to learn faster. In the talk, we show the extent to which cooperation allows to prove performance bounds that are strictly better than the known bounds for non-cooperating agents. Our results are formulated within the online learning setting and hold either when agents learn a single common task or when each agent learns a different task. ------------------------------------------------ Sarà possibile seguire il seminario anche in streaming: Join Zoom Meeting <https://us02web.zoom.us/j/86081143933?pwd=ZkNVYmkxZWh1WDRzQldhL1NSNVV1UT09> Il seminario è organizzato dalla "de Castro" Statistics Initiative www.carloalberto.org/stats -- Pierpaolo De Blasi University of Torino & Collegio Carlo Alberto carloalberto.org/pdeblasi <https://sites.google.com/a/carloalberto.org/pdeblasi/>

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