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One world probability seminar on Thursday 14 December
by Ilya Chevyrev 08 Dec '23

08 Dec '23

Dear all, The next session of the One World Probability Seminar will be next week on Thursday (December 14) from 14:00 to 16:00 *UTC time*.The speakers of this session are Marcel Nutz (Columbia University) and Stephan Eckstein (ETH Zürich). Title, abstract and the zoom link are below the signature and can be also found on the website https://www.owprobability.org/one-world-probability-seminar. Kind regards, Julio Backhoff and Ilya Chevyrev. Title: Entropic Selection in Optimal Transport Abstract:The optimal transport problem can admit many solutions, for instance when the cost function is the Euclidean distance on R^d (Monge's problem). On the other hand, entropically regularized optimal transport (EOT) always has a unique optimizer. It is a longstanding open problem whether EOT selects some particular optimal transport coupling in the vanishing regularization limit, and what that coupling would look like. We provide a surprising answer for Monge's problem in dimension d > 1. (Joint work with Chenyang Zhong.) Speaker 1 (14:00-15:00 UTC): Marcel Nutz (Columbia University). Title: Exponential convergence of Sinkhorn's algorithm and Hilbert's projective metric for unbounded functions Abstract: Entropic regularization of optimal transport has found numerous applications in various fields recently. A major reason for this surge in applications is the popularization of Sinkhorn's algorithm to efficiently solve the entropic optimal transport problem numerically. This talk studies the (rate of) convergence of Sinkhorn's algorithm. In bounded settings, it is known that Sinkhorn's algorithm converges with exponential rate, which is a consequence of applying a commonly used version of Hilbert's metric corresponding to the cone of all non-negative functions. This talk shows how to define versions of Hilbert's metric so that we can show exponential convergence of Sinkhorn's algorithm even in unbounded settings. This is done through the use of cones which are relaxations of the cone of all non-negative functions, in the sense that they include all functions having non-negative integral values when multiplied with certain test functions. Along the way, we establish that kernel integral operators are contractions with respect to suitable versions of Hilbert’s metric, even if the kernel functions are not bounded away from zero. Speaker 2 (15:00-16:00 UTC): Stephan Eckstein (ETH Zürich). Zoom-link: https://univienna.zoom.us/j/69978648939?pwd=WllwSmd4bW9EQlZJNlRqdlA3M0I1Zz09 Meeting ID: 699 7864 8939 Passcode: 713222

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Fwd: Postdoc position in Prague
by Marco Formentin 07 Dec '23

07 Dec '23

Ricevo e inoltro volentieri questo annuncio di due posizioni postdoc a Praga. Buona giornata, Marco Formentin

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PO in 13/D1 (SECS-S/01) a Milano (UNIMI) riservato agli esterni
by Giovanni Puccetti 07 Dec '23

07 Dec '23

Segnalo che sulla Gazzetta Ufficiale – IV serie speciale – Concorsi ed Esami n. 93 del 05/12/2023 è stato pubblicato l’avviso d'indizione di una procedura di selezione per la copertura di un posto di professore universitario di I fascia, da coprire mediante chiamata ai sensi dell’art. 18 - commi 1 e 4 - Legge 240/2010 e del D.M. 445/22 "Piani straordinari reclutamento personale universitario 2022-2026", secondo la tabella sotto riportata: - Posti 1 presso il Dipartimento di Economia, Management e Metodi Quantitativi dell’Università Statale di Milano - Settore concorsuale 13/D1 - Statistica - Settore scientifico-disciplinare SECS-S/01 - Statistica Codice concorso 5428 La procedura di compilazione ed invio della domanda di partecipazione alla suddetta procedura di selezione è interamente ed esclusivamente telematica e prevede l’utilizzazione dell’applicazione informatica SICON. Il testo integrale del bando, con allegato il facsimile della domanda e con l’indicazione dei requisiti e delle modalità di partecipazione alla sopracitata procedura di selezione, è disponibile alla pagina Web https://www.unimi.it/it/node/580/ scegliendo il codice della procedura attraverso il motore di ricerca a inizio pagina. Il termine ultimo per la presentazione delle domande è fissato per le ore 12:00 del 5 gennaio 2024.

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1st Annoucement: AMaMeF 2025 in Verona
by Alessandro Gnoatto 06 Dec '23

06 Dec '23

1st annoucement: 12th General AMaMeF conference 2025 in Verona We are happy to announce that the 12th General AMaMeF conference will take place at the Department of Economics of the University of Verona from Monday, June 23, 2025 to Friday, June 27, 2025. Conference home: https://sites.google.com/view/amamef2025/ The program will consist of plenary lectures, invited and contributed sessions, and posters, addressing a full range of topics in mathematical finance and its applications including: - Algorithmic trading and market microstructure - Commodity and energy markets - Collateralization and xVA - Computational finance - Credit risk and multi-curve interest rate modelling - Decentralized finance and Fintech - Green Finance - ESG - Insurance mathematics - Machine learning in Mathematical Finance - Mean field games in Mathematical Finance - Model risk and uncertainty - Optimal transport in Mathematical Finance - Option pricing and hedging - Portfolio Optimization - Risk measures - Risk Management - Robust finance - Stochastic control in Mathematical Finance - Systemic risk - Volatility modelling AMaMeF, acronym for Advanced Mathematical Methods for Finance, is a European network of research promoting the exchange and diffusion of knowledge in the field of Mathematical Finance. A brief survey of AMaMeF is available at https://amamef.impan.pl/index.html including a listing of the current members of its Acting Board. Under the auspices of AMaMeF numerous conferences, workshops and other scientific activities have been organized. Among these the General AMaMeF Conferences have been the biggest, and they are currently organized in a roughly two-yearly schedule. — Prof. Alessandro Gnoatto Presidente del CdLM "Banca e Finanza" Dipartimento di Scienze Economiche Università degli Studi di Verona Via Cantarane 24 37129, Verona, Italy Room 1.05 Tel: +39 045 802 8537 Homepage: www.alessandrognoatto.com<http://www.alessandrognoatto.com> E-mail: alessandro.gnoatto(a)univr.it<mailto:alessandro.gnoatto@univr.it> -------------------------------------------------- View my research on my SSRN Author page: http://ssrn.com/author=1615989 --------------------------------------------------

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Bioinference - call for abstract
by Enrico Bibbona 06 Dec '23

06 Dec '23

Invio l’annuncio di una conferenza di cui sono coorganizzatore, chiedendo il piacere di farla circolare tra le persone potenzialmente interesste. Cordiali saluti, Enrico Bibbona BioInference 2024: save the date and call for abstracts The BioInference 2024 conference (https://bioinference.github.io/2024/) is taking place at the University of Warwick on the 5th-7th June 2024, and it will combine a data-driven meeting on day 1 (registration fee: £30) with the main two-day conference on the 6th and 7th June 2024 (registration fee: £70). Launched in 2022, BioInference aims to bring together researchers from across statistics and mathematical modelling who work with biological systems, and from all career stages, to foster discussions between the two communities and to prompt collaborations. The talks from the two previous BioInference conferences are available via our public YouTube channel (youtube.com/@bioinference5299<http://youtube.com/@bioinference5299>). The two-day conference will combine contributed talks and poster sessions. We now invite abstracts for oral/poster presentations on work either relating to statistical methods development (so long as those methods are applicable to biological systems) or on the application of statistical methods to solve biological problems. All presentations will be in-person. Abstracts can be submitted via a Google form (forms.gle/SBawnWD3k8iSS1Vt6<http://forms.gle/SBawnWD3k8iSS1Vt6>) and the deadline is on the 31st January 2024. It is our pleasure to confirm that this year's invited speakers are: · Alex Browning<https://alexbrowning.me/>, University of Oxford · Sarah Filippi<https://www.imperial.ac.uk/people/s.filippi>, Imperial College London · Hong Ge<https://mlg.eng.cam.ac.uk/hong/>, University of Cambridge · Hamid Rahkooy<https://people.maths.ox.ac.uk/rahkooy/bio.html>, University of Oxford · Heba Sailem<https://www.hebasailem.com/>, King’s College London · Catalina Vallejos<https://www.ed.ac.uk/mrc-human-genetics-unit/research/vallejos-group>, University of Edinburgh The conference organising committee is committed to ensuring fair participation of individuals across all career stages, genders, races and ethnicities, ages, geographic locations, and universities. Data-driven meeting: problems and methodologies This year, we are also running an optional event on the 5th June at Warwick before the main conference starts. This aims to bring together mathematicians, statisticians and those who possess or generate datasets and would like to analyse them/answer some open questions. These may include biologists, clinicians etc in academia and industry. The idea of this meeting is to think about potential solutions to these data-based problems, gathering interest for possible collaborations between individuals across disciplines, institutions and career stages. The day would consist of a range of presentations by the experimental/business partners in the morning, and focus/discussion groups in the afternoon, aiming to start formulating an action plan to tackle the open challenges. The cost of attending day one is £30 in addition to the registration fee for the main conference. Kind regards, The BioInference Organisers Enrico Bibbona<https://www.polito.it/en/staff?p=enrico.bibbona> (Politecnico di Torino); Ioana Bouros<https://www.cs.ox.ac.uk/people/ioana.bouros/> (Oxford); Julia Brettschneider<https://warwick.ac.uk/fac/sci/statistics/staff/academic-research/brettschne…> (Warwick); Raiha Browning<https://warwick.ac.uk/fac/sci/statistics/staff/academic-research/browning/> (Warwick); Fergus Cooper<https://www.cs.ox.ac.uk/people/fergus.cooper/> (Oxford); Marina Evangelou<https://www.imperial.ac.uk/people/m.evangelou> (Imperial College London); Aden Forrow<https://aforr.gitlab.io/> (Maine); Constandina Koki<https://warwick.ac.uk/fac/sci/maths/people/staff/koki/> (Warwick); Ben Lambert<https://www.stats.ox.ac.uk/people/dr-ben-lambert> (Oxford); Chon Lok Lei<https://chonlei.github.io/> (Macau); Massimiliano Tamborrino<https://warwick.ac.uk/fac/sci/statistics/staff/academic-research/tamborrino/> (Warwick); Tom Thorne<https://www.surrey.ac.uk/people/tom-thorne> (Surrey); Yongchao Huang<https://abdn.elsevierpure.com/en/persons/yongchao-huang> (Aberdeen). Enrico Bibbona Associate Professor of Statistics Probability, Statistics and Optimization group Department of Mathematical Sciences "G. L Lagrange" Politecnico di Torino [Immagine che contiene testo, Carattere, schermata, logo Descrizione generata automaticamente] --

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Call for interest: post-doctoral position @ Bicocca - Milan
by Federico Camerlenghi 05 Dec '23

05 Dec '23

Dear all, the Department of Economics, Management and Statistics (University of Milano - Bicocca) will soon open a postdoctoral position funded by the PRIN 2022 PNRR project "Measuring Biodiversity via Bayesian Nonparametrics: Estimation, Clustering and Uncertainty Quantification". We are looking for candidates who have completed or are near completion of a Ph.D. in Statistics and related fields. Successful applicants will have the opportunity to work at the Bicocca research unit of the PRIN project focusing on Bayesian nonparametrics. The start date of the position will be spring 2024. Interested candidates are strongly invited to contact Federico Camerlenghi ( federico.camerlenghi(a)unimib.it) for details on the position. Best regards Federico, -- Federico Camerlenghi Associate Professor of Statistics Department of Economics, Management and Statistics University of Milano Bicocca, Milano, Italy. web-page: https://www.unimib.it/federico-camerlenghi

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postdoc position
by Marco Scarsini 05 Dec '23

05 Dec '23

Call for a postdoc position on the topic “A dynamic analysis of supply-chain networks and their disruption” Supply chains are the intricate networks of organizations, people, activities, information, and resources involved in the production and distribution of goods and services. They are vulnerable to disruptions, which can be caused by a wide range of factors and can have profound consequences. Organizations are increasingly aware of the need to build more resilient supply chains. In the face of disruption, supply chain management is a critical function. A supply chain is modeled as a network whose vertices are firms and whose edges represent their interactions. The network evolves dynamically, and may be affected by sudden disruptions. Many of the existing supply-chain models are static and, when dealing with disruptions, compare pre- and post-shock equilibria. In real life, the effects of disruption take time to spread across the network. Understanding this temporal element is fundamental for taking mitigating actions. The main goal of this project is to study dynamic models of supply-chain disruption. The formal analysis of this phenomenon will use tools from network theory, probability theory, game theory, operations management, optimization, dynamical systems, machine learning, data science. We are looking for a candidate who has a strong expertise in at least one of the above fields. Length of the position: 36 months Gross annual salary: € 36.480,57 Application deadline: 2024/01/08, 14:00 CET The list of available postdoc positions in the Department of Economics and Finance can be found here: https://economiaefinanza.luiss.it/en/research/post-doc-fellowship/research-… The call can be found here: https://economiaefinanza.luiss.it/sites/ef/files/content/Bando%20Assegno%20… The application has to be submitted online here: https://cloudserverjsa.luiss.it/LGCAssegni/index.zul?CDS=AS4209 ******************************************************* Marco Scarsini Dipartimento di Economia e Finanza Luiss University Viale Romania 32 00197 Roma, ITALY

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Postdoctoral position LAREMA Université d'Angers
by Alessandra OCCELLI 05 Dec '23

05 Dec '23

Dear colleagues, I would like to announce that a post-doctoral position is available from February 15th, 2024 (a different date might be arranged), within a research project on universal laws and integrable systems at the Laboratoire Angevin de Recherche en Mathématiques (LAREMA), Université d'Angers. The duration of the post-doctoral position is for 18 months (with possible extension for additional 6 months). Possible topics of research include universality of large time limit distributions of integrable systems, universality of the KPZ equation from microscopic systems, crossover fluctuations for random growth interfaces and systems with several conservation laws. LAREMA has a lively research environment and offers the possibility to discuss and collaborate on many topics in probability and analysis, such as integrable probability, enumerative combinatorics, dimer models, branching processes, and many others beyond the ones of the project. If you are interested, please send an email to alessandra.occelli(a)univ-angers.fr , including a CV, a short research summary+research project (up to 2 pages) and the contact information of two references. The closing date for application is Monday 15th of January 2024. Please do not hesitate to contact the same address if you have any questions about the position. I'd bring grateful if you could bring this position to the attention of any interested candidates. Best regards, Alessandra Occelli

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Postdoc position (SECS-S/06) - University of Milano-Bicocca - deadline 21.12.2023
by marina pireddu 02 Dec '23

02 Dec '23

The call for a postdoc position of the duration of 18 months starting on 01.03.2024 at the University of Milano-Bicocca on the topic "*Evolutionary games and their applications to the study of socio-economic phenomena*" (scientific supervisor: Prof. Marina Pireddu) is available here: https://www.unimib.it/ateneo/gare-e-concorsi/cod-23a281 Deadline for applications: *21 December 2023 at 12 am* (Italian time). Please feel free to forward this message to potentially interested candidates. Best regards, Marina Pireddu

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Second Workshop on Mathematics for Artificial Intelligence and Machine Learning
by Ernesto De Vito 01 Dec '23

01 Dec '23

Dear all, from January 17th to 19th, 2024, the second edition of the workshop “Mathematics for Artificial Intelligence and Machine Learning” will take place at Bocconi University in Milan (via Roentgen 1). The web page is available at Mathematics for Artificial Intelligence and Machine Learning<https://urlsand.esvalabs.com/?u=https%3A%2F%2Fdec.unibocconi.eu%2Fmathemati…>, The workshop is organized in collaboration between the Department of Decision Sciences at Bocconi University, the PRIN 2022 project “Gradient flows, and Non-Smooth Geometric Structures with Applications to Optimization and Machine Learning,” and the UMI Mathematics for Artificial Intelligence and Machine Learning Group. There will be three distinguished lectures by Fosca Giannotti, Marc Mezard and Alfio Quarteroni. The workshop is primarily aimed at young individuals and junior collaborators of group members, focusing on presenting recent developments in Italian research related to the mutual interaction between mathematics, artificial intelligence, and machine learning. The proposals for contributed talks are reserved for junior researchers. Participation and contributions are not restricted to UMI members, but are open to all interested researchers. All those interested in participating in the workshop and potentially submitting a contribution can register by completing the online form at https://bocconi.eu.qualtrics.com/jfe/form/SV_6yCcV9zOhsE3eF8 The registration<https://urlsand.esvalabs.com/?u=https%3A%2F%2Fbocconi.eu.qualtrics.com%2Fjf…> is free but mandatory. The deadline is December 11, 2023. We are grateful if you would share this information with your collaborators and anyone else who might be interested. Best regards, Benedetta Morini Ernesto De Vito Sandra Pieraccini Giuseppe Savaré

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