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Seminario di Probabilità - Roma La Sapienza
by Faggionato, Alessandra 05 May '22

05 May '22

Buongiorno, il Prof. Sebastian Andres terrà un seminario in Sala di Consiglio al Dipartimento di Matematica dell' Università La Sapienza , Lunedì 9 Maggio alle ore 16:00 (sotto i dettagli). Grazie dell'attenzione Saluti Alessandra %%%%%%%%%%%%%%%%%%%%%%%%%% Time: Monday 9 May 2022, at 16:00 Rome: Sala di Consiglio, Department of Mathematics, Sapienza University of Rome Speaker: Sebastian Andres (Manchester University) Title: First passage percolation with long-range correlations Abstract: In this talk we consider first passage percolation (FPP) with passage times generated by a general class of models with long-range correlations, including discrete Gaussian free fields as a prominent example. We will discuss conditions under which the associated time constant is positive and the FPP distance is comparable to the Euclidean distance. We will also present two applications to random conductance models (RCM) with possibly unbounded and strongly correlated conductances, namely a Gaussian heat kernel upper bound for RCMs with a general class of speed measures, and an exponential decay estimate for the Green function of RCMs with random killing measures. This talk is based on a joined work with Alexis Prévost (Cambridge). -- ************************************************* Prof. Alessandra Faggionato http://www1.mat.uniroma1.it/~faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 5, Phone (0039) 06 49913252 *************************************************

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seminario G.Ascione - Sapienza 11 maggio
by Luisa Beghin 05 May '22

05 May '22

Buongiorno, vorrei segnalare il seguente seminario: *Mercoledì 11 maggio 2022* Ore 14:30, Aula 34 (quarto piano), Dipartimento di Scienze Statistiche, Sapienza Università di Roma e online al seguente link meet.google.com/dwz-gvib-uoj *Titolo:* A sojourn-based approach to discrete-time semi-Markov decision processes *Speaker*: Giacomo Ascione (Scuola Superiore Meridionale) *Abstract:* Up to now, there is an extensive literature on stepped continuous-time semi-Markov decision processes. Such models generalize the classical continuous-time Markov chain decision processes by allowing for different distributions of interevent times. However, in such models, the decision is always taken in a change of state, so that it influences a priori the distribution of the inter-event times. For such a reason, these models do not allow for decision depending on intermediate observations of the system. In this talk we address the problem of intermediate observations by modelling the system as a finite horizon discrete-time semi-Markov process, thus assuming discrete observations of the system, and allowing possible decisions at each time step. To do this, we first provide an alternative characterization of discrete-time semi-Markov processes in terms of a bivariate Markov chain, involving both the state and the sojourn time of the process. Once this is done, one can use the dynamic programming principle to exploit optimal policies for the discrete-time semi-Markov decision process by resorting to the bivariate Markov formulation. With this approach we are able to exhibit the Bellman’s equation for both the value and the quality function. The latter is then used to develop a model-free reinforcement learning algorithm based on Watkins and Dayan’s Qlearning algorithm, together with a first naive attempt towards a deep reinforcement learning one. Two exploratory toy examples are provided. This is based on a joint work with Salvatore Cuomo from Università degli Studi di Napoli Federico II. Cordiali saluti. Luisa *************************************************************** 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 https://sites.google.com/site/luisabeghin/ *****************************************************************

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Call for Papers International Fintech Research Conference [Politecnico di Milano 27-28 October 2022]
by Luca Di Persio 05 May '22

05 May '22

Dear all. we are glad to announce the following: Call for Papers International Fintech Research Conference Finance, technology, methodologies Fintech Research Network Politecnico di Milano 27-28 October 2022 The Conference aims to put together researchers working in all areas of Fintech (banking, asset management, insurance, payments, capital markets, internet of things) providing a multidisciplinary venue. Contributed papers are welcome in all Fintech research fields such as (but not limited to): theoretical analysis of the fintech domain (finance and economic analysis), machine learning applications to finance, cryptocurrencies, digital currency, cybersecurity, neural networks approaches in FinTech, smart contracts, peer to peer finance, big data analysis, nowcasting, text analysis in finance, blockchain technologies, network analysis in finance, behavioral finance. Keynote speakers: * Petros Dellaportas, UCL-London Reservoir Computing for Macroeconomic Forecasting with Mixed Frequency Data * Leonardo Gambacorta, Bank of International Settlements, TBD * Mario Wuethrich, ETH-Zurich Discrimination-Free Insurance Pricing * David Yermack, Stern Business School, New York University, TBD The Conference is intended to be the first edition of an annual initiative that will be hosted by the building blocks of a large researchers/universities network. Scientific committee: Emilio Barucci (chair), Andrea Consiglio, Stefania Corsaro, Luca Di Persio, Massimiliano Ferrara, Gianna Figà Talamanca, Paolo Giudici, Daniele Marazzina, Silvia Muzzioli. Deadline for submitting an extended abstract/paper: August 31st, 2022. Please note that, except for the social dinner, no fee is required to conference participation. https://www.fintechlab.it/fintech_conference2022/ The initiative is promoted by: Fintech Research Network https://www.fintechlab.it/network/ The Fintech Research Network is steered by a group of researchers working in all areas of Fintech, whose main aim is to develop proactive research initiatives such as conferences, summer schools, workshops, seminars, research projects within the FinTech framework broadly intended. On behalf of the scientific committee, LuCa __ Luca Di Persio - PhD College of Mathematics Dept. of Computer Science University of Verona strada le Grazie 15 - 37134 Verona - Italy Tel : +39 045 802 7968 Official UniVr spinoff: www.hpa.ai <http://www.hpa8.com>

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(PMS)^2 online talk: Michele Salvi - May 9, 17:30
by Maurizia Rossi 04 May '22

04 May '22

Dear colleagues, We are happy to announce the following online talk: Speaker: *Michele Salvi* (Università di Roma "Tor Vergata") Title: *Scale-free percolation mixing time.* Abstract: Scale-free percolation is a spatial inhomogeneous random graph model which features three fundamental properties that are often present in real-world networks: (1) Scale-free: the degree of the nodes follows a power law; (2) Small-world: two far-away nodes have typically a small graph distance; (3) Positive clustering coefficient: two nodes with a common neighbour have a good chance to be linked. We study the mixing time of the simple random walk on this structure in one dimension and depict a rich phase diagram in the parameters of the model. In particular, we prove that the presence of hubs can speed up the mixing of the chain. Joint work with Alessandra Cipriani (UCL). *Date and time:* Monday May 9, 17:30-18:30 (Rome time zone) *Zoom link:* https://us02web.zoom.us/j/6815552946 This talk is part of the *(PMS)^2*: *Pavia-Milano Seminar series on Probability and Mathematical Statistics* organized jointly by the universities Milano-Bicocca, Pavia, Milano-Politecnico and Milano-Statale. Participation is free and welcome! Best regards The organizers (Mario Maurelli, Carlo Orrieri, Maurizia Rossi, Margherita Zanella) -- Maurizia Rossi Dipartimento di Matematica e Applicazioni Università degli Studi di Milano-Bicocca https://mauriziarossi.wordpress.com

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[Reminder] A Spring Day in Probability and Statistical Mechanics - 6 Maggio
by Gianmarco Bet 03 May '22

03 May '22

Care colleghe e colleghi, Vi ricordiamo che questo Venerdì 6 Maggio si terrà la decima giornata di seminari: A SPRING DAY IN PROBABILITY AND STATISTICAL PHYSICS University of Florence Friday 6 May 2022 Lecturers: Nina Gantert (Munich) and Senya Shlosman (Marseille) Location: Anfiteatro (piano terra), Viale Morgagni 65, Firenze Informazioni su come arrivare: https://www.dimai.unifi.it/vp-285-come-arrivare-how-to-get.html <https://www.google.com/url?q=https://www.dimai.unifi.it/vp-285-come-arrivar…> Note pratiche: stiamo prenotando un catering con cibi vegerariani e non, percio` abbiamo bisogno del numero di persone che vogliono partecipare al pranzo. A coloro che fossero interessati (per una migliore organizzazione) chiediamo di compilare il seguente Google Form per indicare l'intenzione di partecipare al pranzo. https://docs.google.com/forms/d/e/1FAIpQLSeOv78KC4hNE_g-Z_hMSctDsxqh0435SUn… <https://docs.google.com/forms/d/e/1FAIpQLSeOv78KC4hNE_g-Z_hMSctDsxqh0435SUn…> PROGRAMMA Prof. Nina Gantert (Technical University of Munich) Title: Mixing times for exclusion processes Prof. Senya Shlosman (CPT Luminy, Marseille) Title: Random surfaces in statistical mechanics Program: 11.00-11.45 Introductory lecture: Gantert 11.45-12.00 Break 12.00-12.45 Seminar: Gantert 13.00-14.30 Lunch 14.30-15.15 Introductory lecture: Shlosman 15.15-15.30 Break 15.30-16.30 Seminar: Shlosman Local Organizers: G. Bet, L. Andreis Scientific advisory committee: F. Caravenna, N. Cancrini, E.N.M. Cirillo, F. Colomo, P. Dai Pra, A. De Masi, D. Fanelli, F. Flandoli, C. Giardina`, R. Livi, F. Martinelli, I.G. Minelli, E. Presutti, B. Scoppola, E. Scoppola. Ricordiamo che ciascun oratore fara` 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 alle pagine 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…> Vi aspettiamo numerosi Gianmarco Bet e Luisa Andreis Dipartimento di Matematica e Informatica Università degli Studi di Firenze Viale Morgagni 67, Firenze, Italy ---------------------------------------------------------------------- Gianmarco Bet (he/him) Junior researcher https://gianmarco.bet Phone: (+39) 055 2751491 Department of Mathematics and Informatics "U. Dini" University of Florence Viale Morgagni, 65 50134 Firenze, Italy Office 64 ----------------------------------------------------------------------

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Assegno di ricerca a Parma
by Davide Addona 03 May '22

03 May '22

Cari tutti, Vi segnalo che al link https://www.unipr.it/node/32439 <https://www.unipr.it/node/32439> È pubblicato il bando per un assegno di ricerca presso il Dipartimento di Scienze matematiche, fisiche e informatiche dell’Università di Parma. Gli argomenti di ricerca sono: - Analisi in dimensione infinita; - Calcolo di Malliavin; - Equazioni differenziali stocastiche. Vi chiedo di diffondere la notizia vai possibili interessati. Grazie Davide Addona

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Course Dmitri Koroliouk: Introduction into Neural Networks and Deep Learning
by mic sal 03 May '22

03 May '22

Dear all, from May 11th until June 30th, Dmitri Koroliouk (Kiev university) will give a course at Tor Vergata university with title Introduction into Neural Networks and Deep Learning The schedule of the course, the venue and the topics treated in each lecture can be found in the file in attachment. This course is part of the Excellence Project Math@TOV. You can find a summary of this and the other events organized by the newly established RoMaDS center at the following link: https://www.mat.uniroma2.it/~rds/events.php .

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Manifestazioni di interesse RTD-B MAT/06 a Parma
by Francesco Morandin 03 May '22

03 May '22

Salve a tutti, vorrei raccogliere manifestazioni di interesse qualificate per una posizione RTD B in probabilità (MAT/06) che potrebbe essere bandita nel prossimo futuro presso il Dipartimento di Scienze Matematiche, Fisiche e Informatiche di Parma. Gli interessati sono incoraggiati a contattarmi, anche per informazioni e chiarimenti. -- Francesco Morandin -- frmor.net Department of Mathematical, Physical and Computer Sciences Parma University -- sfmi.unipr.it To call in the statistician after the experiment is done may be no more than asking him to perform a post-mortem examination: he may be able to say what the experiment died of. (R.A. Fisher)

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PhD course Long time asymptotic and criticality in random dynamics (Mariani-DiGesù)
by Dario Trevisan 02 May '22

02 May '22

Dear all, during May, prof. Mauro Mariani will be INdAM Visiting Professor at the University of Pisa, and will deliver a the first half of a PhD Course on Long time asymptotic and criticality in random dynamics (abstract below). The second half will be later given by Giacomo di Gesù (Sapienza Università di Roma). The format will be blended, in presence and online using Microsoft Teams. The first lecture is scheduled on Thursday, May 5th, at 11 am, at Aula Seminari of the Department of Mathematics (Largo Bruno Pontecorvo, 5, first floor) and online at the link https://teams.microsoft.com/l/meetup-join/19%3aNPe79QEwg0BQ31oFUsis6tD5qgF2… Dates and times later lectures are possibly subject to changes, but are now tentatively scheduled every Thursday and Friday, 11 am, same room (Aula Seminari), starting from Thursday 12th. No lecture will be delivered on Friday 6th. Please feel free to forward this message to anyone who might be interested, and write me if you want to be added to the Team (to access records of the lectures and further material). Regards, Dario Trevisan %%% Abstract: The qualitative behavior of random evolutions in the long time asymptotic is a classical subject, which has recently found new motivations in high dimensional optimization. The course provides an introduction to classical and recent results concerning the long time behavior of some classes of Markov processes. In the first part, we will introduce some tools typical of potential theory in an elementary context, with focus on the reversibility non-reversibility paradigm. In the second part of the class, we will focus on establishing some recent results for more involved models and infinite-dimensional dynamics. 1. Ergodicity and long time behavior of Markov processes. 2. Potential theory and spectral analysis for processes on graphs. 3. Applications to statistical mechanics models. -- Dario Trevisan, Università degli Studi di Pisa, Dipartimento di Matematica, Largo Bruno Pontecorvo 5, 56127 - Pisa (PI) Italy telephone: (+39) 050 2213832 mobile: (+39) 331 2899761 Skype: dario-trevisan e-mail: dario.trevisan AT unipi.it webpage: http://people.dm.unipi.it/trevisan/

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Procedura selettiva 2022RUA03 - RTDa 13D1
by Alessandra Fabbri Colabich 02 May '22

02 May '22

Buongiorno, è stato pubblicato il Bando relativo all'indizione di una procedura selettiva per posti da Ricercatore a tempo determinato RTD-A, di cui uno nel settore concorsuale 13D1 presso il Dipartimento di Scienze Statistiche dell’Università degli Studi di Padova. Il bando è disponibile all’indirizzo: https://www.stat.unipd.it/procedura-selettiva-2022rua03 La *scadenza* per la presentazione delle domande è il *30 maggio 2022 alle ore 13*. Si prega di dare la massima diffusione presso tutti gli interessati. Grazie per la collaborazione Alessandra Fabbri Colabich -- Dott.ssa Alessandra Fabbri Colabich Università degli Studi di Padova Dipartimento di Scienze Statistiche [image: Ottocento anni di libertà e futuro]

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