- Random - Mailing list — Dipartimento di Matematica, UniPI

new deadline- Special Issue "Stochastic Optimization Methods in Economics, Finance and Insurance"
by c.ceci＠unich.it 27 Nov '20

27 Nov '20

Dear all, we are glad to inform you that submissions for the Special Issue "Stochastic Optimization Methods in Economics, Finance and Insurance" on Mathematics (https://www.mdpi.com/journal/mathematics) are open. The following is the official website: https://www.mdpi.com/journal/mathematics/sections/financial_mathematics Research articles, reviews, communications and concept papers will be considered. The deadline is now postponed to 30 April 2021. Since Mathematics is an open access journal, there is a fee (1200 CHF) to be paid at acceptance. Short description of the Special Issue: Stochastic optimization finds numerous and various applications in economics, finance and insurance. Among these, we may cite optimal portfolio selection, optimal reinsurance and investment problems, utility maximization and application to valuation of financial and insurance derivatives, optimal management of pension fund and public debt, risk measures. This Special Issue aims at collecting original research papers or comprehensive reviews on the theory and applications of dynamic stochastic optimization in economics, finance and insurance. Advanced mathematical tools have been employed to handle with these problems including viscosity solutions approach, martingale methods, backward stochastic differential equations (BSDEs), partial differential equations (PDEs), convex duality, filtering techniques and various numerical methods. Applications different from stochastic optimization will be possibly considered. If you have any questions, please do not hesitate to contact us. Please apologize for cross-posting. Guest Editor: Prof. Claudia Ceci Co-Guest Editor: Dr. Matteo Brachetta

1 0

Tenure-track position at the Assistant Professor level in Stochastics at Berkeley
by Ferrari, Giorgio 26 Nov '20

26 Nov '20

Dear All, please find below an advertisement for a tenure-track position at the Assistant Professor level in Stochastics at The DEPARTMENT OF INDUSTRIAL ENGINEERING & OPERATIONS RESEARCH (IEOR) at the University of California, Berkeley. All the best wishes, Giorgio Ferrari %%%%%%%%%%%%%%%%%%%%%%% *Advertisement 8/31/20* The DEPARTMENT OF INDUSTRIAL ENGINEERING & OPERATIONS RESEARCH (IEOR) at the University of California, Berkeley, welcomes applications from qualified researchers for a position in the broad area of stochastics, with research interests in topics such as probability, machine learning, stochastics modeling, financial engineering and technology, and data science, for a *tenure-track faculty position at the Assistant Professor level* with an expected start date of July 1, 2021. Applicants are encouraged to apply by October 15, 2020, as the department intends to invite some applicants for initial remote/videoconference interviews on a rolling basis before the final deadline of December 1, 2020. *All applications received by December 1 will receive full consideration.* The UC Berkeley Industrial Engineering and Operations Research Department is at the forefront of research and teaching of stochastics, optimization, production, and applying these fundamentals to industrial applications in areas such as healthcare, logistics, energy, security, finance, and e- commerce. The IEOR Department has strong ties with other departments in the UC Berkeley College of Engineering and enjoys close relationships with the faculties of Statistics, Mathematics, and Economics, as well as with the Haas School of Business. Our interdisciplinary program also offers outstanding opportunities for collaboration with technologists and companies in the greater Bay Area. The IEOR department offers BA, BS, MS, MEng, and PhD degrees. To learn more about our department please visit https://ieor.berkeley.edu. This exceptional environment for teaching and research will provide the successful candidate with unique opportunities for intellectual and technological leadership. Diversity, equity, and inclusion are core values at UC Berkeley and IEOR. Our excellence can only be fully realized by faculty, students, and staff who share our commitment to these values. Successful candidates for our faculty positions will demonstrate evidence of a commitment to advancing equity and inclusion. Financial and in-kind resources are available to pursue activities that help accelerate our efforts to achieve our equity and inclusion goals, with the full backing of the College. Examples of ongoing programming at the College are available at https://engineering.berkeley.edu/diversity. _Candidates with the following qualifications are encouraged to apply_: - Excellent original research in relevant topics - Clear vision for future original research in relevant topics - Ability and enthusiasm for teaching relevant courses - Excellent communication skills and enthusiasm for advancing diversity and collaboration. At the time application, applicants must have completed or, be in the process of completing a PhD or an equivalent international degree. The ideal candidate will have a record of excellent original research in relevant areas and experience with state-of-the-art methods, tools, and software. The ideal candidate will also be able to make a convincing case for his or her vision for future innovations in research and teaching, as well as have the enthusiasm and ability to work with industry and colleagues to raise funds to support such research. *Qualified candidates may apply using the following link:* https://aprecruit.berkeley.edu/JPF02652. All recommendation letters will be treated as confidential per University of California policy and California state law. Please refer potential referees, including when letters are provided via a third party (i.e., dossier service or career center), to the UC statement on confidentiality (http://apo.berkeley.edu/evalltr.html) prior to submitting their letters. *The deadline for applications is December 1, 2020. * Candidates will be reviewed on an ongoing basis, and early application is recommended. _For questions regarding this position, please contact IEOR manager:_ Rebecca Pauling, rpauling(a)berkeley.edu The University is committed to addressing the family needs of faculty members, including dual career couples and single parents. For information about potential relocation to Berkeley, or career needs of accompanying partners and spouses, please visit: http://ofew.berkeley.edu/new-faculty. The University of California is an Equal Opportunity/Affirmative Action Employer. All qualified applicants will receive consideration for employment without regard to race, color, religion, sex, sexual orientation, gender identity, national origin, disability, age or protected veteran status. For the complete University of California nondiscrimination and affirmative action policy see: http://policy.ucop.edu/doc/4000376/NondiscrimAffirmAct (link is external).

1 0

1-year postdoc positions at Leeds
by Antonio DI CRESCENZO 25 Nov '20

25 Nov '20

---------- Forwarded message --------- Da: Martin Lopez Garcia <M.LopezGarcia(a)leeds.ac.uk> Subject: 1-year postdoc positions at Leeds Dear colleagues, Hope you are all well. We are looking for two postdoctoral fellows at Leeds to do some modelling of COVID-19 infection transmission, using Quantitative Microbial Risk Assessment approaches. More information about these projects/positions can be found at https://jobs.leeds.ac.uk/vacancy.aspx?ref=EPSCV1024 I would appreciate if you could circulate this around, or share with potential candidates you may think of. Thanks very much, Best wishes, Martin ----------------------------------------------------------------------------------------------------- Dr Martin Lopez-Garcia Lecturer & School Academic Lead for Inclusive Practice Department of Applied Mathematics (Office 10.18d), School of Mathematics, University of Leeds Leeds LS2 9JT, U.K. Phone: +44 (0)113-343-8951 Email: M.LopezGarcia(a)leeds.ac.uk Web: https://matml.github.io/ Google Scholar: https://scholar.google.com/citations?user=U4VkcxYAAAAJ&hl=es Research Gate: https://www.researchgate.net/profile/Martin_Lopez-Garcia2 Have a look at the video games "Hospital Infections" https://matml.github.io/#videogames

1 0

Invitation letter EFI6 (fwd)
by Tiziano Vargiolu 25 Nov '20

25 Nov '20

---------- Forwarded message ---------- Date: Tue, 24 Nov 2020 21:39:58 +0100 From: Paolo Falbo <paolo.falbo(a)unibs.it> Dear All, we are glad to announce the sixth edition of Energy Finance Italia. The conference will be organized by the Department of Economics and Management of the University of Brescia and will take place on February 22-23, 2021. Due to the COVID-19 pandemic, at the moment we still cannot decide the format of the conference, whether fully online or hybrid. In any case, we will ta ke that decision in due time, and we will communicate it by means of our web site and our newsletter. The deadline for the submission of a long abstract (max two pages) is January 18, 2021. Notification of acceptance: January 28, 2021. Registration and payment of fees: February 8, 2021. All the information at the link http://energyfinanceitalia.unicam.it/index.php/energy-finance-italia-6-work… Best regards, Paolo Falbo on behalf of the Organizing Committee

1 0

call for papers - special issue
by Roy Cerqueti 23 Nov '20

23 Nov '20

Dear all, please, circulate this call for papers, that can be of interest for some colleagues. Sorry for cross-posting. Thanks, yours sincerely Roy %%% Dear Colleagues, We are glad to announce a “Stats” Special Issue on “Benford's Law(s) and Applications”. We are inviting manuscripts on Benford's Law(s) theory, testing, and applications in widely different scientific contexts. Suitable manuscripts may include but are not limited to the Benford's Law(s) for fraud detection and assessment of data quality and reliability; conformance tests; applications in and outside accounting; theoretical foundations. The purpose of this Special Issue is to collect in a single source, for better visibility, recent theoretical and applied advancements in a still progressing field. Keywords • Benford's Law(s) • Theoretical foundations of Benford's Law(s) • Fraud detection • Data quality and reliability • Conformance tests • Forensic accounting The deadline is October 30th, 2021. For details, see https://www.mdpi.com/journal/stats/special_issues/benford_law We look forward to receiving your submissions. Prof. Dr. Claudio Lupi Prof. Dr. Roy Cerqueti Prof. Dr. Marcel Ausloos Guest Editors -- ________________________________________________________ Le informazioni contenute in questo messaggio di posta elettronica sono strettamente riservate e indirizzate esclusivamente al destinatario. Si prega di non leggere, fare copia, inoltrare a terzi o conservare tale messaggio se non si è il legittimo destinatario dello stesso. Qualora tale messaggio sia stato ricevuto per errore, si prega di restituirlo al mittente e di cancellarlo permanentemente dal proprio computer. The information contained in this e mail message is strictly confidential and intended for the use of the addressee only. If you are not the intended recipient, please do not read, copy, forward or store it on your computer. If you have received the message in error, please forward it back to the sender and delete it permanently from your computer system. --

1 0

Online seminar Francesca Parise
by Marco Scarsini 20 Nov '20

20 Nov '20

Thursday 26 November, h 17:00 *Francesca Parise,* Cornell University Analysis and Interventions in Large Network Games: Graphon Games and Graphon Contagion Discussants: Giacomo Como, Daniel Cooney, Mathieu Lauriere. Click here to access the Virtual Room <http://mailsender.luiss.it/lists/lt.php?id=cRpRCgYHSAUHAAFOVgFdBQs> The papers can be found here: https://arxiv.org/abs/1802.00080 https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3674691 Information about future seminars can be found here: https://economiaefinanza.luiss.it/seminari/prossimi-seminari ******************************************************* Marco Scarsini Dipartimento di Economia e Finanza Luiss Viale Romania 32 00197 Roma, ITALY URL: http://docenti.luiss.it/scarsini/

1 0

(Corrected) Pisa Online Seminars - Alessandra Cipriani and Trishen Gunaratnam (Tuesday, Nov. 24 at 14:00 and 15:00)
by Giacomo Filippo Di Gesu 19 Nov '20

19 Nov '20

I mistakenly sent you twice the same abstract yesterday. Please find below the correct version. Best, Giacomo **************** Dear colleagues, I would like to announce the following online seminar organized by the Probability group of the University of Pisa. The talks will be accessible under the link Click here to join the meeting<https://teams.microsoft.com/l/meetup-join/19%3a17115d7f6ef44c5e91974362906c…> Tuesday, Nov. 24, 14:00 Speaker: Alessandra Cipriani (TU Delft) Title: Some properties of the discrete membrane model Abstract: The discrete membrane model (MM) is a random interface model for separating surfaces that tend to preserve curvature. It is a very close relative of the discrete Gaussian free field (DGFF), for which instead the most likely interfaces are those preserving the mean height. However working with the two models presents some key differences, in that in the MM the shape is driven by the biharmonic operator, while the DGFF is essentially a Gaussian perturbation of harmonic functions. In particular, a lot of tools (electrical networks, random walk representation of the covariance) are available for the DGFF and lack in the MM. In this talk we will review some basic properties of the MM, and we will investigate a random walk representation for the covariances of the MM and what it can bring forth in terms of scaling limits of its extremes. This talk is based on joint works, partly ongoing, with Biltu Dan, Rajat Subhra Hazra (ISI Kolkata) and Rounak Ray (TU/e). Tuesday, Nov. 24, 15:00 Speaker: Trishen Gunaratnam (Université de Genève) Title: Phase transitions for $\phi^4_3$ Abstract: In this talk I will discuss recent results obtained in joint work with Ajay Chandra (Imperial) and Hendrik Weber (Bath) about the large-scale behaviour of the $\phi^4_3$ Euclidean field theory. In particular, I will discuss a surface order large deviations estimate for the average magnetisation at sufficiently low temperatures in large but finite volumes. This is a manifestation of phase transition, which is well-known for this model. As a byproduct of this, one can quantify a breakdown of ergodicity for the Glauber dynamics of this model - given by the dynamical $\phi^4_3$ singular SPDE - for sufficiently low temperatures in the infinite volume limit.

1 0

Pisa Online Seminars - Alessandra Cipriani and Trishen Gunaratnam (Tuesday, Nov. 24 at 14:00 and 15:00)
by Giacomo Filippo Di Gesu 18 Nov '20

18 Nov '20

Dear colleagues, I would like to announce the following online seminar organized by the Probability group of the University of Pisa. The talks will be accessible under the link Click here to join the meeting<https://teams.microsoft.com/l/meetup-join/19%3a17115d7f6ef44c5e91974362906c…> Best regards, Giacomo Tuesday, Nov. 24, 14:00 Speaker: Alessandra Cipriani (TU Delft) Title: Some properties of the discrete membrane model Abstract: In this talk I will discuss recent results obtained in joint work with Ajay Chandra (Imperial) and Hendrik Weber (Bath) about the large-scale behaviour of the $\phi^4_3$ Euclidean field theory. In particular, I will discuss a surface order large deviations estimate for the average magnetisation at sufficiently low temperatures in large but finite volumes. This is a manifestation of phase transition, which is well-known for this model. As a byproduct of this, one can quantify a breakdown of ergodicity for the Glauber dynamics of this model - given by the dynamical $\phi^4_3$ singular SPDE - for sufficiently low temperatures in the infinite volume limit. Tuesday, Nov. 24, 15:00 Speaker: Trishen Gunaratnam (Université de Genève) Title: Phase transitions for $\phi^4_3$ Abstract: In this talk I will discuss recent results obtained in joint work with Ajay Chandra (Imperial) and Hendrik Weber (Bath) about the large-scale behaviour of the $\phi^4_3$ Euclidean field theory. In particular, I will discuss a surface order large deviations estimate for the average magnetisation at sufficiently low temperatures in large but finite volumes. This is a manifestation of phase transition, which is well-known for this model. As a byproduct of this, one can quantify a breakdown of ergodicity for the Glauber dynamics of this model - given by the dynamical $\phi^4_3$ singular SPDE - for sufficiently low temperatures in the infinite volume limit.

1 0

1.12.2020: Workshop dedicated to the memory of Professor Yuriy Kozachenko
by Luisa Beghin 18 Nov '20

18 Nov '20

Ricevo e inoltro Cordiali saluti. Luisa Beghin We would like to announce the International Workshop "Modern Trends in Probability Theory and Mathematical Statistics III" dedicated to the memory of Professor Yuriy Kozachenko (1.12.1940–5.05.2020). The Workshop will be held on 1 December 2020 from 14:00 to 19:00 Kyiv time (UTC/GMT + 2). The Workshop is organized by the Department of Probability, Statistics and Actuarial Mathematics of Taras Shevchenko National University of Kyiv. Invited Speakers: Giulia Di Nunno (Norway), Rita Giuliano-Antonini (Italy), Alexander Ivanov (Ukraine), Nikolai Leonenko (UK), Andriy Olenko (Australia), Enzo Orsingher (Italy), Vladimir Piterbarg (Russian Federation), Lyudmyla Sakhno (Ukraine), Tommi Sottinen (Finland), Andrei Volodin (Canada). The Workshop will be conducted virtually via Zoom meeting. We invite you to join the Workshop. Please find the program and connection details on the website http://probability.univ.kiev.ua/moderntrends3/ We kindly ask you to share this information among your colleagues, if you find this appropriate. Thank you. Best regards, organizers of the Workshop Prof. Yuliya Mishura Dr. Lyudmyla Sakhno -- Taras Shevchenko National University of Kyiv Department of Probability Theory, Statistics and Actuarial Mathematics 64/13, Volodymyrska St., 01601 Kyiv, Ukraine Tel/fax: (+380-44) 259-03-92 *************************************************************** 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/ ***************************************************************** -- ________________________________________________________ Le informazioni contenute in questo messaggio di posta elettronica sono strettamente riservate e indirizzate esclusivamente al destinatario. Si prega di non leggere, fare copia, inoltrare a terzi o conservare tale messaggio se non si è il legittimo destinatario dello stesso. Qualora tale messaggio sia stato ricevuto per errore, si prega di restituirlo al mittente e di cancellarlo permanentemente dal proprio computer. The information contained in this e mail message is strictly confidential and intended for the use of the addressee only. If you are not the intended recipient, please do not read, copy, forward or store it on your computer. If you have received the message in error, please forward it back to the sender and delete it permanently from your computer system. --

1 0

Tenure-Track Assistant Professor in Probability - TU Eindhoven
by Pietro Caputo 18 Nov '20

18 Nov '20

Ricevo e inoltro: ------------------- *Tenure-Track Assistant Professor in Probability* The Statistics, Probability and Operations Research (SPOR) cluster of the Department of Mathematics and Computer Science at Eindhoven University of Technology (TU/e) invites applications for a full-time tenure-track position in the area of Probability. For details, see https://jobs.tue.nl/en/vacancy/tenuretrack-assistant-professor-in-probabili…

1 0