- Random - Mailing list — Dipartimento di Matematica, UniPI

Call for applications: PhD fellowship in Economics @University of Milan (Statale), Italy
by Luca Rossini 19 Apr '23

19 Apr '23

Dear colleagues, The Department of Economics, Management, and Quantitative Methods (DEMM) of the University of Milano invites applications to its Ph.D. Programme in Economics for the academic year 2023-24. *The _deadline_ for applications is May 05th, 2023 at 2 p.m.* The official Call for Applications: https://apps.unimi.it/files/bandi/call-2024-1-economics.pdf?18-APR-23 Ph.D. program's webpage: https://www.unimi.it/en/education/postgraduate-and-continuing-education-pro… The length of the Ph.D. Programme is three years, starting in October 2023. We offer six fellowships (for a period of three years) to the highest ranked applicants. Each fellowship pays a minimum grant of € 16.350 (gross income, exempt from income tax) per year. The monthly allowance can be increased up to 50% for our Ph.D. students visiting academic or scientific institutions abroad. Starting from the first year, in addition to the scholarship and depending on the University’s financial resources, each doctoral student is given a budget for research activity in Italy and abroad suited for the type of programme, and in any case amounting to no less than 10% of the amount of the scholarship itself. The official Call for Applications contains detailed information on: i) the documents which each candidate has to submit; ii) the structure, contents, and timing (Interview in 23-25 May 2023) of the entrance examination; iii) a description of the projects related to the additional scholarships and positions. -- Dr. Luca Rossini Lecturer (Assistant Professor Tenure Track) in Statistics, Department of Economics, Management and Quantitative Methods University of Milan (Statale), Italy email:luca.rossini87@gmail.com luca.rossini(a)unimi.it skype: luca.rossini14 web:https://lucarossini.wixsite.com/luca-rossini

1 0

Associate Professor in Statistics, Ca’ Foscari University of Venice, Italy
by Carlo Gaetan 19 Apr '23

19 Apr '23

Gentili iscritte/i alla lista l'Università Ca’ Foscari di Venezia bandisce un posto per professore associato settore concorsuale 13/D1 (Statistica), settore s-d SECS-S/01 (Statistica) presso il Dipartimento di Scienze Ambientali, Informatica e Statistica (DAIS). Il bando è finanziato dal programma "Dipartimento di eccellenza" e la scadenza per la presentazione delle domande è il*27 APRILE 2023 alle ore 13.00.* Richieste d'informazione informali possono essere inviate al mio collega Cristiano Varin (cristiano.varin(a)unive.it) , mentre per formulare la domanda si consideri il link* * ** https://www.unive.it/data/38002/?id=2023-UNVE000-0070510 Grazie se potete segnalare il bando alle/ai potenziali interessate/i e qui sotto vi riporto l'annuncio in inglese per favorire ancor di più la diffusione del bando. Buona giornata, Carlo Gaetan ======================= Associate Professor in Statistics, Ca’ Foscari University of Venice, Italy Application Deadline: April 27, 2023 1:00pm (Italian Time) The Department of Environmental Sciences, Informatics and Statistics of the Ca’ Foscari University of Venice is recruiting a full time Associate Professor in Statistics (SECS-S/01 Statistica). The new hire would join the Statistics group (https://www.unive.it/pag/41970/) and he/she is expected to contribute to the development of the department under the programme “Dipartimento di Eccellenza” (https://www.miur.gov.it/dipartimenti-di-eccellenza) The teaching load would include classes of varying size at bachelor, master and PhD level in Italian or English. Foreign candidates should state in their application that they have adequate Italian language skills or that they do not have adequate Italian language skills but they commit to achieve them. More information about the call (in Italian and English) can be found at https://www.unive.it/data/38002/?id=2023-UNVE000-0070510 Ca’ Foscari University offers a start-up fund for newly recruited researchers and offers funding opportunities, including: - an annual support to individual researchers; - co-founded post-doc positions; - financial support for short-term incoming and outgoing visits; - financial support for seminars and visiting scholars. Professors and researchers who have carried out their research activities abroad for at least two consecutive years and who move to Italy acquiring tax residency, are entitled to substantial tax benefits. See more at https://www.agenziaentrate.gov.it/portale/web/english/nse/individuals/tax-i…. Informal enquiries about the job and the application process can be made to Professor Cristiano Varin cristiano.varin(a)unive.it -- - Dipartimento di Scienze Ambientali, Informatica e Statistica - DAIS Università Ca' Foscari - Venezia Z.A12 - Edificio Zeta Via Torino, 155 I-30172 Mestre (VE) ITALY phone: ++39 041 234 8404 e-mail:[gaetan"at"unive"dot"it] web:[http://www.dais.unive.it/~gaetan] Please don't print this e-mail unless you really need to. Please avoid sending me Word, Excel or PowerPoint attachments. Seehttp://www.gnu.org/philosophy/no-word-attachments.html. Per favore non stampate questo messaggio se non è proprio necessario. Per favore non mandatemi allegati in Word, Excel o PowerPoint. Le ragioni sono spiegate quihttp://www.gnu.org/philosophy/no-word-attachments.it.html

1 1

Mark Podolskij's seminar at LUISS (hybrid mode)
by Sara 17 Apr '23

17 Apr '23

Dear all, Professor Mark Podolskij ( https://wwwen.uni.lu/research/fstm/dmath/people/mark_podolskij) will give a seminar on *Thursday, April 20 at noon in room 205:* *Title * On Estimation of the Maximal Rank of Stochastic Volatility *Abstract* In this talk we address the question of how many Brownian motions are required to model a multivariate price process of diffusion type. It turns out that this question is equivalent to estimation of the maximal rank of the volatility component. We solve this mathematical problem in the high frequency regime and provide a formal estimation and testing procedure. If the time allows we touch upon high dimensional aspects of the problem. Please, find here the link to the seminar virtual room: Link room 205 B: https://luiss.webex.com/luiss-en/j.php?MTID=me3d961dc4b3575085d5d4b6a304e2d… guest username: w_guest(a)luiss.it pw : i7G3HiAKq2Q Best regards, Sara ---------------------------------------------------------------------------------------------- *Sara Biagini* Department of Economics and Finance *LUISS University* Address: Viale Romania, 32 00197 Roma *Web* (institutional): https://economiaefinanza.luiss.it/docenti/cv/352478 *Web* (personal): https://sites.google.com/site/sarabiagini/

1 0

Seminar in Statistics - EVGENII CHZHEN
by Pierpaolo De Blasi 17 Apr '23

17 Apr '23

SEMINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO <https://www.carloalberto.org/events/category/seminars/seminars-in-statistic…> Venerdi 21 Aprile 2023, alle ore 12.00, presso il Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario: ------------------------------------------------ Speaker: *Evgenii Chzhen* (Université Paris-Saclay, France) Title: *Demographic parity constraint for algorithmic fairness : a statistical perspective* Abstract: In this talk I will give a brief introduction to the recently emerged field of algorithmic fairness and advocate for a statistical study of the problem. To support my claims, I will focus on the Demographic Parity fairness constraint, describing various connections to classical statistical theory, optimal transport, and conformal prediction literature. In particular, we will study the form of an optimal prediction function under this constraint in both regression and classification. Then, I will describe a learning procedure which is supported by statistical guarantees under no or mild assumptions on the underlying data distribution. This talk is based on a sequence of joint works with Ch. Denis, S. Gaucher, M. Hebiri, L. Oneto, M. Pontil, and N. Schreuder. ------------------------------------------------ Sarà possibile seguire il seminario anche in streaming: Join Zoom Meeting <https://us02web.zoom.us/j/89455985680?pwd=OXBPZSthaG5pRjZGbDNMVk9MMG1PQT09> 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/>

1 0

Seminario F. Mecatti (UNIMIB) presso il Politecnico di Milano
by Laura Maria Sangalli 17 Apr '23

17 Apr '23

Si avvisa che in data 21-04-2023, alle ore 14:30 precise presso il Politecnico di Milano, Dipartimento di Matematica, Aula Saleri sesto piano (Edificio 14 - La Nave), nell’ambito delle attività del MOX, si svolgerà il seguente seminario: Fulvia Mecatti, Università degli Studi Milano Bicocca Titolo: What is big in big data? A sampling statistician perspective Abstract: BigData users as well as BigData research community are fast growing bigger and bigger while statisticians at large seem to be growing divided between enthusiastic and worried, when not downright hostile. Is BigData also a big step ahead to extract information and actual knowledge from data? Is BigData underplaying statistical inference as we know it? Supplanting stats methodology as a low-cost futuristic option? As a (mainly) sampling statistician, in this webinar I shall try to decipher the multifaceted relationship connecting BigData to statistical and to sampling methodology, starting with the still blurry definition of BigData and discussing some very personal considerations and views. Il link per seguire il seminario online sarà reso disponibile pochi minuti prima dell’avvio del seminario al seguente Link: https://mox.polimi.it/mox-seminars/?id_evento=2272 Tutti gli interessati sono cordialmente invitati a partecipare, Laura Sangalli —— Laura Maria Sangalli MOX - Dipartimento di Matematica Politecnico di Milano Piazza Leonardo da Vinci 32 20133 Milano - Italy (+39) 02 2399 4554 laura.sangalli(a)polimi.it https://sangalli.faculty.polimi.it <https://sangalli.faculty.polimi.it/>

1 0

Deadline approaching (April 19): PhD Economics, Statistics and Data Science @unimib
by Tommaso Rigon 14 Apr '23

14 Apr '23

Dear colleagues, The Department of Economics, Management, and Statistics (DEMS) of the University of Milano-Bicocca invites applications to its Ph.D. Programme in Economics, Statistics, and Data Science (ECOSTATDATA) for the academic year 2023-24 (XXXIX cycle, Session I). The deadline for applications is approaching: April 19th, 2023, at 12.00 noon. The official Call for Applications: https://en.unimib.it/education/postgraduates/doctoral-research-phd-programm… Ph.D. program's webpage: https://www.dems.unimib.it/en/research/phd-economics-statistics-and-data-sc… The Ph.D. Programme is articulated in three curricula, Economics (ECO), Statistics (STAT), and Big Data & Analytics for Business (BIDAB). The length of the Ph.D. Programme is four years, starting in late October 2023. We offer at least ten fellowships (for a period of four years) to the highest ranked applicants. Each fellowship pays a minimum grant of € 16.200 (gross income, exempt from income tax) per year. The monthly allowance can be increased up to 50% for our Ph.D. students visiting academic or scientific institutions abroad. There will also be allowances (research funds) for short-period mobility (from the first year). Additional scholarships and positions are also available on specific research projects in collaboration with national and international companies of primary importance. The selection procedure is regulated by the official Call for Applications (Bando di Concorso) – Session I, which was published in the Doctoral School’s and on the Ph.D. programme websites on March 21st, 2023. The official Call for Applications contains detailed information on: i) the documents which each candidate has to submit; ii) the structure, contents, and timing (approximately during May 2023) of the entrance examination; iii) a description of the projects related to the additional scholarships and positions.

1 0

[Reminder] A spring day in Probability and Statistical Physics - 21 Aprile 2023
by Gianmarco Bet 13 Apr '23

13 Apr '23

Care colleghe e colleghi, Vi ricordiamo che Venerdì 21 Aprile si terrà l'undicesima giornata di seminari: A SPRING DAY IN PROBABILITY AND STATISTICAL PHYSICS University of Florence Friday 21 April 2023 Lecturers: Fabio Toninelli (Vienna) and Julia Komjathy (Delft) Location: Sala Tricerri, Dipartimento di Matematica e Informatica Ulisse Dini, viale Morgagni 67/a, Firenze, Firenze Ricordiamo che ciascun oratore farà una lezione introduttiva e divulgativa di 45 minuti pensata proprio per i non esperti, seguita da altri 45 minuti di tipo seminario (vedi programma). Maggiori informazioni e aggiornamenti sono reperibili alla pagina web https://sites.google.com/unifi.it/florence-probability-group/home/days-in-p… <https://sites.google.com/unifi.it/florence-probability-group/home/days-in-p…>. Trovate qui <https://drive.google.com/file/d/1sZk_pdmI0_vO8vnfE-KHWbbNrE3OCCf2/view?usp=…> il poster dell’evento. Note pratiche: a coloro che fossero interessati (per una migliore organizzazione) chiediamo di compilare il seguente Google Form per indicare l'intenzione di partecipare alla giornata e in particolare al pranzo: https://docs.google.com/forms/d/e/1FAIpQLSdksgtnmxrLTE4h9RLyEfx3lo0aMHpowiI… <https://docs.google.com/forms/d/e/1FAIpQLSdksgtnmxrLTE4h9RLyEfx3lo0aMHpowiI…> Vi aspettiamo numerosi! Gianmarco Bet e Luisa Andreis Scientific advisory committee: F. Caravenna, E.N.M. Cirillo, F. Colomo, P. Dai Pra, A. De Masi, C. Giardina`, R. Livi, F. Martinelli, I.G. Minelli, B. Scoppola, E. Scoppola. PROGRAMMA Prof. Fabio Toninelli (Technical University of Vienna) Title: Driven diffusive systems and stochastic PDEs Prof. Julia Komjathy (Technical University of Delft) Title: Cluster-size decay in spatial random graphs 10:30-11:00 Welcome coffee 11.00-11.45 Introductory lecture: Toninelli 11.45-12.15 Break 12.15-13.00 Seminar: Toninelli 13.00-14.30 Lunch 14.30-15.15 Introductory lecture: Komjathy 15.15-15.45 Break 15.45-16.30 Seminar: Komjathy ---------------------------------------------------------------------- Gianmarco Bet (he/him) Senior researcher https://gianmarco.bet <https://gianmarco.bet/> Phone: (+39) 055 2751491 Department of Mathematics and Computer Science "U. Dini" University of Florence Viale Morgagni, 65 50134 Firenze, Italy Office 64 https://unifirenze.webex.com/meet/gianmarco.bet <https://unifirenze.webex.com/meet/gianmarco.bet> ----------------------------------------------------------------------

1 0

Seminario di Nikolay Barashkov, martedì 18 aprile in Sapienza
by Giacomo Di Gesu 13 Apr '23

13 Apr '23

Segnalo il seguente seminario: *Martedì 18 Aprile, ore 14:00* Sala di Consiglio, Dipartimento di Matematica, Sapienza Università di Roma *Speaker:* Nikolay Barashkov, University of Helsinki *Title:* Gluing for $\phi^4_3$ on cylinders *Abstract:* The $\phi^4_3$ model is a 3-dimensional non-Gaussian Euclidean QFT. Showing existence of such a measure was one of the highlights of the constructive QFT programme in the '70s. In this talk I will describe joint work with Trishen Gunaratnam in analysing how $\phi^4_3$ models glue together on cylinders.

1 0

SPASS Seminar: Vittoria Silvestri
by Francesco Grotto 11 Apr '23

11 Apr '23

Dear Colleagues, We would like to invite you to the following SPASS seminar, jointly organized by UniPi, SNS, UniFi and UniSi: *Planar aggregation with subcritical fluctuations and the Hastings-Levitov models* Vittoria Silvestri (Università di Roma 1 La Sapienza) The seminar will take place on TUE, 18.4.2023 at 14:00 CET in Sala Seminari, Dipartimento di Matematica, Pisa and streamed online at the link below. The organizers, A. Agazzi, G. Bet, A. Caraceni, F. Grotto, G. Zanco https://sites.google.com/unipi.it/spass -------------------------------------------- *Abstract: **The ALE (Aggregate Loewner Evolution) models describe growing random clusters on the complex plane, built by iterated composition of random conformal maps. A striking feature of these models is that they can be used to define natural off-lattice analogues of several fundamental discrete models, such as Eden or Diffusion Limited Aggregation, by tuning the correlation between the defining maps appropriately. In this talk I will discuss shape theorems and fluctuations of ALE clusters, which include Hastings-Levitov clusters as particular cases, in the subcritical regime. Based on joint work with James Norris and Amanda Turner.*

1 0

Reminder - De Finetti Risk Seminar - April 12, 2023
by Emanuela Rosazza Gianin 11 Apr '23

11 Apr '23

On behalf of the Scientific Committee of the "B. de Finetti Risk Seminars, Milano Lectures on the Mathematical Theory of Economics and Finance”, we are glad to invite you to participate at the following Lecture: Martin Schweizer ETH Zurich Title: Dynamic programming for mean-variance portfolio selection Abstract: We present a dynamic programming approach to solving the mean-variance portfolio selection problem in finite discrete time. This bypasses issues of time-inconsistency and hence does not need the introduction of an equilibrium or game-theoretic approach. The talk is based on joint work with Zhouyi Tan. LOCATION: The seminar will be held on *April 12, *2023 at *18.00,* Aula Di Rappresentanza, Dipart. Matematica, Università di Milano, Via Saldini 50, Milano. Scientific Committee Prof. Simone Cerreia-Voglio (Univ. Bocconi) Prof. Marco Frittelli (Univ. degli Studi di Milano) Prof. Fabio Maccheroni (Univ. Bocconi) Prof. Marco Maggis (Univ. degli Studi di Milano) Prof. Massimo Marinacci (Univ. Bocconi) Prof. Emanuela Rosazza Gianin (Univ. Milano-Bicocca) ****************************************** 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 e-mail: emanuela.rosazza1(a)unimib.it ****************************************** --

1 0