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Postdoc on "Modellizzazione e analisi di reti complesse da Big Data” at the Scuola Normale di Pisa
by Fabrizio Lillo 12 Feb '15

12 Feb '15

The call for a two-year postdoc is open at the Scuola Normale Superiore di Pisa (Italy). The topic of the research is "Modeling and analysis of complex networks from Big Data” and it is funded by the Scuola Normale within the SNS-UniCredit joint initiative *“Dynamics and Information Research Institute - Quantum Information, Quantum Technologies”*. The details of the call are at http://www.sns.it/servizi/job/assegnidiricerca/assegno073/ The research activity concerns the development of analytical and computational models of large complex network of economic, financial, and computational origin; statistical inference on large networks; empirical analysis of networks from BigData. Part of the activity could be performed in collaboration with the R&D Unit of Unicredit Group The deadline is March 2. I would be grateful if you could forward this message to any potentially interested candidate. The interested candidates can either contact me (fabrizio.lillo(a)sns.it) or the addresses in the call in case they need further information. Thanks and all the best, Fabrizio Lillo -- ---------------------------------------- Fabrizio Lillo Scuola Normale Superiore di Pisa & Santa Fe Institute, U.S.A. Piazza dei Cavalieri 7 56126 Pisa ITALY phone: +39 050509159

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Avviso di seminario: Prof Z. Brzezniak
by Cristina Zucca 11 Feb '15

11 Feb '15

A tutti gli interessati. Giovedì 19 febbraio 2015 alle ore 10.00 in AULA C (Palazzo Campana - Dip. di Matematica "G. Peano" - Univ. di Torino) il Prof. Z. Brzezniak (University of York) terrà un seminario dal titolo: Strong and weak solutions to stochastic Landau-Lifshitz equations Abstract: The talk is about the existence and uniqueness of weak and strong solutions to the stochastic Landau-Lifshitz equations for multi (one)-dimensional spatial domains. The corresponding large deviations principle and it's applications to a ferromagnetic wire will be also given. The talk is based on a joint works with B. Goldys and T. Jegaraj. -- 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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Fwd: Conference on "Advanced Modelling in Mathematical Finance" (fwd)
by Tiziano Vargiolu 10 Feb '15

10 Feb '15

---------- Forwarded message ---------- Date: Fri, 30 Jan 2015 23:52:27 +0100 From: Antonis Papapantoleon <papapan(a)gmail.com> To: vargiolu(a)math.unipd.it Subject: Fwd: Conference on "Advanced Modelling in Mathematical Finance" //// Dear colleagues, we are pleased to announce a conference on "Advanced Modelling in Mathematical Finance" in honour of Ernst Eberlein, taking place in Kiel from May 20 to 22, 2015. Details on invited speakers, registration etc. can be found on www.math.uni-kiel.de/ammf2015 . Limited financial support is available for young researchers presenting a poster. Best regards, Jan Kallsen and Antonis Papapantoleon ////

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Workshop announcement (fwd)
by Tiziano Vargiolu 10 Feb '15

10 Feb '15

---------- Forwarded message ---------- Date: Mon, 9 Feb 2015 15:45:46 +0000 From: bachelierfinance.org <office(a)bachelierfinance.org> To: Tiziano Vargiolu <vargiolu(a)math.unipd.it> Subject: Workshop announcement [header.jpg] WORKSHOP ANNOUNCEMENT Dear members of the Bachelier Finance Society We would like to draw your attention to this special workshop set up in memory of Marc Yor: Journees a la memoire de Marc Yor - from 3-5 June 2015. With kind regards, Denise and Mete H. Mete Soner BFS Executive Secretary

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Avviso di mini-corsi :: [Alfò + Liseo]@DSS (Scienze Statistiche, Sapienza)
by Pierpaolo Brutti 10 Feb '15

10 Feb '15

--------------------------------------------------------------------------------------- A v v i s o d i M i n i - C o r s i --------------------------------------------------------------------------------------- - Mercoledì, 18 Febbraio: Liseo dalle 10:30 alle 13:00 || Alfò dalle 15:00 alle 17:00 - Giovedì, 19 Febbraio: Liseo dalle 10:30 alle 13:00 || Alfò dalle 15:00 alle 17:00 - Venerdì, 20 Febbraio: Liseo dalle 10:30 alle 13:00 || Alfò dalle 15:00 alle 17:00 --------------------------------------------------------------------------------------- Aula VI (quarto piano) Dipartimento di Scienze Statistiche Sapienza Università di Roma Come sempre i corsi sono gratuiti ma, per motivi organizzativi, tutti gli interessati sono invitati a **prenotarsi** compilando il seguente form on line: url: http://goo.gl/JpzN75 --------------------------------------------------------------------------------------- BRUNERO LISEO (Dipartimento MEMOTEF, Sapienza) --------------------------------------------------------------------------------------- terrà un mini-corso dal titolo DENSITÀ GENERATE DA PERTURBAZIONI DI LEGGI SIMMETRICHE > Programma < Tre lezioni sulla costruzione di densità di probabilità asimmetriche a partire da leggi simmetriche. Queste distribuzioni presentano aspetti interessanti sia dal punto di vista probabilistico che inferenziale. - 1a lezione: Introduzione generale. Possibili costruzioni alternative della distribuzione normale asimmetrica scalare. Sue estensioni. Problemi inferenziali. - 2a lezione: Il caso multivariato. Altre possibili perturbazioni - 3a lezione: Metodi di stima e relativi problemi. Applicazioni con R. --------------------------------------------------------------------------------------- MARCO ALFÒ (Dipartimento di Scienze Statistiche, Sapienza) --------------------------------------------------------------------------------------- terrà un mini-corso dal titolo MODELLI A MISTURA FINITA > Programma < - Finite mixture models: basics - ML estimation, complete data and the EM algorithm - Variants of the EM algorithm - Choice of the number of components - Observed Information and the provision of standard errors - Gaussian mixtures, unconstrained and constrained estimation - Gaussian mixtures and dimensionality reduction - Finite mixtures with non Gaussian components - Finite mixtures of regression models, basics and link to semiparametric random parameter models --------------------------------------------------------------------------------------- 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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[COURSE] CSAMA 2015 : Statistics and Computing in Genome Data Science, 14-19 June 2015, Brixen (IT)
by stefano iacus 09 Feb '15

09 Feb '15

CSAMA 2015 (13th edition) Statistics and Computing in Genome Data Science Bressanone-Brixen, Italy (South Tyrol Alps) June 14-19, 2015 *** Registration for CSAMA 2015 is now open *** http://www-huber.embl.de/csama Lecturers: Martin Morgan, Fred Hutchinson Cancer Research Center (USA) PI of the Bioconductor project Wolfgang Huber, European Molecular Biology Laboratory Vincent J. Carey, Channing Laboratory, Harvard Medical School (USA) Michael Love, Dana Farber Cancer Institute and the Harvard School of Public Health (USA) Simon Anders, European Molecular Biology Laboratory Mark Robinson, University of Zurich (CH) Laurent Gatto, University of Cambridge (UK) Paul Pyl, University of Copenhagen (DK) The one-week intensive course “Statistics and Computing in Genome Data Science” teaches statistical and computational analysis of multi-omics studies in biology and biomedicine. It covers the underlying theory and state of the art (the morning lectures), and practical hands-on exercises based on the R / Bioconductor environment (the afternoon labs). The course covers the primary analysis (“preprocessing”) of high-throughput sequencing based assays in functional genomics (transcriptomics, epigenetics, etc.) as well as integrative methods including efficiently operating with genomic intervals, statistical testing, linear models, machine learning, bioinformatic annotation and visualization. At the end of the course, you should be able to run analysis workflows on your own (multi-)omic data, adapt and combine different tools, and make informed and scientifically sound choices about analysis strategies. Topics include: * Introduction to Bioconductor * Elements of statistics: hypothesis testing, multiple testing, regression, regularization, clustering and classification (machine learning), visualization * Computing with sequences and genomic intervals * RNA-Seq data analysis and differential expression * ChIP-Seq and epigenetics * Integrating DNA variant calls with functional data, and large-scale efficient computation with genomic intervals * Working with annotation – genes, genomic features and variants * Metagenomics and proteomics primers * Single-cell RNA-Seq primer * Interactive displays with Shiny The course consists of * morning lectures: 20 x 45 minutes: Monday to Friday 8:30am - 12:00am * 4 practical computer tutorials in the afternoons (2pm - 5pm) on Monday, Tuesday,Thursday and Friday Registration: Visit our website at: http://www-huber.embl.de/csama ----------------------------------- Stefano M. Iacus Director of MEF - Master in Economics & Finance http://www.mef.unimi.it Department of Economics, Management and Quantitative Methods University of Milan Via Conservatorio, 7 I-20123 Milan - Italy Ph.: +39 02 50321 461 Fax: +39 02 50321 505 Twitter: @iacus http://scholar.google.com/citations?user=JBs9tJ4AAAAJ&hl=en Master in Economics & Finance http://www.mef.unimi.it Twitter: @mefunimi Facebook: http://www.facebook.com/mefunimi Email and further informations at: mef(a)unimi.it ------------------------------------------------------------------------------------ Please don't send me Word or PowerPoint attachments if not absolutely necessary. See: http://www.gnu.org/philosophy/no-word-attachments.html

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Fwd: [World] postdoc in combinatorics in Paris
by Gustavo Posta 09 Feb '15

09 Feb '15

Begin forwarded message: > From: Sylvie Corteel <corteel(a)liafa.univ-paris-diderot.fr> > Subject: [World] postdoc in combinatorics in Paris > Date: 06 febbraio 2015 11:51:58 GMT+01:00 > To: world(a)alea-research.eu > > The project Combinatoire à Paris is funded by the City of Paris and handled by the Fondation Sciences Mathématiques de Paris. It is a group of 12 researchers working in combinatorics and related fields, and based in several institutions in and around Paris, namely Université Paris Diderot, École normale supérieure, Université Paris-Sud, Université Paris-Est and Université Paris-Nord. > > This is a call for a postdoc position in combinatorics. The successful applicant will be able to work with any of the members of the project. > Keywords: exact enumeration, probability theory, algebraic combinatorics, asymptotic analysis, statistical physics. > > Some information: > > Suggested starting date: September-October 2015, > Duration: 1 to 2 years, > Location: the position can be based either at LIAFA or LPMA, Université Paris Diderot, or at DMA, École normale supérieure. > > Inquiries by e-mail are welcome: > For LIAFA, contact Guillaume Chapuy or Sylvie Corteel, > For LPMA, contact Justin Salez, > For DMA, contact Jérémie Bouttier. > > How to apply: http://combinatoire-a-paris.math.cnrs.fr/PostdocPosition > Deadline: February 15. > -- > Sylvie > _______________________________________________ > World mailing list > World(a)alea-research.eu > http://alea-research.eu/cgi-bin/mailman/listinfo/world

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Seminario Cristina di Girolami a Milano-Bicocca
by federica.masiero＠unimib.it 09 Feb '15

09 Feb '15

Il giorno 6 Febbraio, alle ore 15, presso il Dipartimento di Matematica e Applicazioni dell'Università di Milano-Bicocca, via Cozzi, 55, Edificio U5, stanza 3014 (terzo piano), la Dott.ssa Cristina di Girolami, Università G. D'Annunzio di Chieti-Pescara, terrà un seminario dal titolo "Stochastic calculus in Banach spaces, an infinite dimensional PDE and stability results" Tutti gli interessati sono invitati a partecipare. Cordiali saluti, Federica Masiero

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Seminari TORCINI & DEL GIUDICE (RGS & Matematica Applicata)
by Giacomo Aletti 09 Feb '15

09 Feb '15

Con preghiera di diffusione tra tutti i possibili interessati, scusandomi per invii multipli. Cordialmente, Giacomo Aletti -------------- Nell'ambito dei Reading Group Seminars e del Seminario di Matematica Applicata, il giorno lunedì 16 Febbraio 2015, a partire dalle ore 14.30, nella Sala di Rappresentanza (piano rialzato) del Dipartimento di Matematica dell'Universita' degli Studi di Milano, Via C. Saldini, 50, Milano, TALK 1 "Clique of functional hubs orchestrates population bursts in developmentally regulated neural networks" Alessandro Torcini, Computational Neuroscience Lab. Florence. ABSTRACT: http://goo.gl/mRLekT TALK 2 "Network events on multiple space and time scales in cultured neural networks and a stochastic rate model" Paolo Del Giudice, Istituto Superiore Sanità (ISS), Rome. ABSTRACT: http://goo.gl/njPh0Q ================= Reading Group Seminars: The Reading Group Seminars (RGS) are organized within an open community of researchers interested in applying up to date mathematical modeling and data analysis approaches to the study of biological systems. The RGS take place at the Math. Department in Milan (via Saldini). Initiatives and updates are published on the website: http://rgs.mat.unimi.it/. -- ------------------------------- Giacomo Aletti, Associate Professor ADAMSS Centre (ex MIRIAM) Advanced Applied Mathematical and Statistical Sciences Department of Mathematics (www.matematica.unimi.it) Via Saldini, 50 20133 Milano, Italy Tel: +39-02-503.16158 Fax:+39-02-503.16090 Cell: +39-340-9739142

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Seminario di Ilaria Peri presso Prometeia - Bologna
by Giacomo Scandolo 06 Feb '15

06 Feb '15

Il giorno Giovedì 12 Febbraio 2015, alle ore 14:30 presso la sede di Prometeia (sala grande, primo piano) via G.Marconi 43, Bologna Ilaria PERI (ESC Rennes School of Business) terrà un seminario dal titolo "Lambda value at risk: a new backtestable alternative to VaR" Abstract A new risk measure, the lambda value at risk (ΛVaR), has been recently proposed from a theoretical point of view as an immediate generalization of the value at risk (VaR). The ΛVaR appears to be attractive for its potential ability to solve several problems of the VaR. This paper presents the first empirical application of the ΛVaR to equity markets. Our benchmark approach reveals that the ΛVaR is able to capture extreme downward scenarios and react to market fluctuations significantly faster than the VaR and expected shortfall. In addition, we show that the ΛVaR satisfies the elicitability property under general conditions. This property guarantees proper backtesting and statistically meaningful comparisons among ΛVaR and VaR. Hence, we perform a backtesting exercise by adapting the VaR hypothesis-testing framework. The results display a higher level of accuracy for our ΛVaR calibrations. Our comparative analysis also shows that ΛVaR performs better than VaR.

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