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RTD-B position in SECS-S/06 in Milano - call for interest
by Giovanni Puccetti 07 Mar '19

07 Mar '19

RTD-B position in Mathematical Methods for Economics, Finance and Actuarial Science in Milano - call for interest The Department of Economics, Management and Quantitative Methods (DEMM) of the University of Milano launches a call for expressions of interest to identify potential candidates for a RTD-B position in the sector 13/D4 (SECS-S/06), Mathematical Methods for Economics, Finance and Actuarial Science. The Department has been recently financed by the Italian Ministry of Education, University and Research under the program “Departments of Excellence” for the 2018/2022 period. Requests for information and expressions of interest, including a CV with publication record, must be sent to davide.parenti(a)unimi.it <mailto:davide.parenti@unimi.it> by March 31, 2019. Please note that this is a call for interest, not a job vacancy announcement. The Department will advertise job vacancies later in the year.

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Bocconi Summer School "Random Graphs and Complex Networks" - reminder
by Antonio Lijoi 07 Mar '19

07 Mar '19

REMINDER: Deadline for applications March 27, 2019! ************************************************************** Bocconi Summer School in Advanced Statistics & Probability, "Random Graphs and Complex Networks", 8-19 luglio 2019, Lake Como http://bocconi2019.lakecomoschool.org ************************************************************** We are pleased to announce that the 2019 edition of the Bocconi Summer School in Advanced Statistics and Probability, on RANDOM GRAPHS AND COMPLEX NETWORKS: STRUCTURE AND FUNCTION, will take place on July 8-19, 2019, at Villa del Grumello, on the shores of the Lake of Como, Italy. INSTRUCTORS Remco van der Hofstad (Eindhoven University of Technology, NL) Shankar Bhamidi (University of North Carolina, USA) Tutorials: Souvik Dhara (New England Lab, Microsoft Research and MIT, USA) Clara Stegehuis (Eindhoven University of Technology, NL) PROGRAM Random graphs are at the forefront of applied probability,, and a central topic in multidisciplinary science where mathematical ideas are used to model and understand the real world. The aim of this course is four-fold: present novel models to describe real-world networks, and their topological properties; study their local behavior; discuss networks functionality, as described by stochastic processes on them; and discuss several statistical problems of networks and their functionality, including community detection, estimation of preferential attachment functions, estimation of the source of an epidemic. The school will present basic material in the first week, while the second week will contain more advanced material, at the forefront of science. The Bocconi Summer School in Statistics and Probability is offered by Bocconi University, Milano, and is hosted by the Lake Como School of Advanced Studies. The aim of the School is to establish a track of high level courses on cutting-edge topics in Statistics and Probability. The school offers lectures delivered by internationally leading scholars on the specific designated topic, and supervised tutorials. The summer school is open to all interested scholars, but is especially addressed to PhD students, and possibly to brilliant MSc graduates/students interested in pursuing doctoral studies in Statistics, Probability, Data Science, Computer Science and related fields. A POSTER SESSION will take place in the first week of the school, where participants, upon request, may present their research. APPLICATIONS: In order to foster active interaction among students and instructors, the school is targeted for a class of at most 30 qualified and selected participants. Deadline for applications: March 27, 2019. REGISTRATION and FEES. The registration fee (530 euro) covers all the school activities and course material; accommodation for the 2 weeks (July 7- July 20 morning), wi-fi connection; all work-days lunches in the beautiful park of Villa del Grumello; welcome cocktail. Admitted participants should register by April 23, 2019. For more information, please visit the school website http:\\bocconi2019.lakecomoschool.org or contact BBS.statistics(a)unibocconi.it

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Postdoctoral position Prague
by enea giuseppe bongiorno 07 Mar '19

07 Mar '19

Ricevo ed inoltro. Cordiali saluti, Enea ---------- Forwarded message --------- From: <nagy(a)karlin.mff.cuni.cz> Date: Wed, 6 Mar 2019 at 12:52 Subject: Postdoctoral position Prague To: <enea.bongiorno(a)uniupo.it> Dear Enea, ... I was given the opportunity to hire a postdoctoral researcher to our department (Dept. of Probability and Math. Statistics) in Prague, to work with me on topics of data depth (i.e. multivariate / functional statistics), and the geometry around that. It will be a pure research position, no teaching, for about 18 months, starting this summer. The salary will be, of course, lower compared to the standards in the western Europe (about 1500 EUR net monthly), but it's surely enough for a decent life in Czech Rep. If you know about someone bright who might be interested in this position, I will be very grateful if you let us know, or if you spread the word. https://www.mathjobs.org/jobs/jobs/13621 ... Best regards, Stanislav --- Stanislav Nagy Charles University -- ------ Enea Bongiorno, PhD Università degli Studi del Piemonte Orientale Via Perrone 18, 28100, Novara, Italia Tel: +390321375317 <0321%20375317> e-mail: enea.bongiorno(a)uniupo.it

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PostDoc opportunity in Data Science in Milan
by stefano iacus 06 Mar '19

06 Mar '19

[apologizes for crossposting] The Department of Economics, Management and Quantitative Methods (DEMM), University of Milan, Italy launches a call for expressions of interest to identify potential candidates for a full-time, 3-year fixed-term Postdoctoral Research Associate position to work on a ground breaking programme grant funded by the Centre of Excellence in Economics and Data Science (CEEDS), awarded by the Italian Ministry of Education (MIUR). The gross remuneration package for this position will be approximately in the range €30,000-40,000 p.y. Applicants will be expected to have, or be close to completing, a PhD in Statistics, Probability Theory, Economics, Computer Science or related areas and must be able to actively contribute to the excellence of the departmental research and capable of publishing in top academic journals in the area of Statistical Inference and Data Science. Candidates will ideally be based in the Milan area and are expected to support the activities of DEMM, participating in the life of the Department through service. Applications must be sent to ceeds(a)unimi.it by March 31st, 2019 accompanied by a complete CV, a list of recent publications and two letters of recommendation. Direct informal enquiries should be sent to the recruitment administrator using the email address ceeds(a)unimi.it <mailto:ceeds@unimi.it> Detailed call at this link: https://ceeds.unimi.it/call-expressions-of-interest-for-a-postdoctoral-rese… ----------------------------------- Prof. Stefano M. Iacus, Ph.D. 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 http://orcid.org/0000-0002-4884-0047 ------------------------------------------------------------------------------------ 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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assegni ricerca univ. piemonte orientale
by enea giuseppe bongiorno 05 Mar '19

05 Mar '19

Gentili Colleghi, si informa che è indetta una selezione per n. 8 assegni di ricerca – tipologia a – Macroarea umanistico-economicogiuridico-sociale - per lo svolgimento di attività di ricerca presso strutture dell’Università degli Studi del Piemonte Orientale “Amedeo Avogadro”. La selezione, effettuata da un'apposita commissione formata da docenti della Macroarea, prevede: a) la valutazione di un progetto di ricerca presentato dal candidato, b) la valutazione dei titoli, c) un colloquio. E' richiesto il titolo di Dottore di Ricerca. Tra le linee di ricerca per le quali è possibile concorrere vi è: *Semi and Nonparametric techniques for functional data with applications to economic and financial data (SD: SECS-S01 Statistica).* L'eventuale attività collegata con tale tematica si svolgerà presso il Dipartimento di Studi per l'Economia e l'Impresa di Novara. Chiunque fosse interessato, è pregato di contattare il Prof. E. Bongiorno o il Prof. A. Goia (enea.bongiorno(a)uniupo.it, aldo.goia(a)uniupo.it) per chiarimenti e/o informazioni. Il bando (reperibile al link: https://www.uniupo.it/ricerca/assegni-di-ricerca/bandi/bando-n-237%E2%80%93… ) ha scadenza 1 aprile 2019 (ore 16.00). Cordiali saluti, E. Bongiorno A. Goia -- ------ Enea Bongiorno, PhD Università degli Studi del Piemonte Orientale Via Perrone 18, 28100, Novara, Italia Tel: +390321375317 <0321%20375317> e-mail: enea.bongiorno(a)uniupo.it

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Seminario di Elena Bandini a Bologna
by Alberto Lanconelli 05 Mar '19

05 Mar '19

Statistics Seminars 2019 Martedì 12 marzo 2019 ore 16 Aula seminari, Dipartimento di Scienze Statistiche, I piano "BSDEs driven by a general random measure and optimal control for piecewise deterministic Markov processes" Dott.ssa Elena Bandini, Università degli Studi di Milano-Bicocca Abstract: We consider an optimal control problem for piecewise deterministic Markov processes (PDMP) on a bounded state space. Here a pair of controls acts continuously on the deterministic flow and on the transition measure describing the jump dynamics of the process. For this class of control problems, the value function can be characterized as the unique viscosity solution to the corresponding integro-differential Hamilton-Jacobi-Bellman equation with a non-local type boundary condition. We are able to provide a probabilistic representation for the value function in terms of a suitable backward stochastic differential equation, known as nonlinear Feynman-Kac formula. The jump mechanism from the boundary entails the presence of predictable jumps in the PDMP dynamics, so that the associated BSDE turns out to be driven by a random measure with predictable jumps. Existence and uniqueness results for such a class of equations are non-trivial and are related to recent works on well-posedness for BSDEs driven by non quasi-left-continuous random measures" Tutti gli interessati sono invitati a partecipare Alberto Lanconelli Dipartimento di Scienze Statistiche "Paolo Fortunati" Alma Mater Studiorum - Università di Bologna

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Funded PhD opportunities in Ireland
by Eberhard.Mayerhofer 04 Mar '19

04 Mar '19

Dear Colleagues, dear Students, a PhD training initiative of the Universities Limerick, Maynooth and University College Dublin accepts applications for intake in fall 2019. This is "data science" from a mathematical modeller's point of view, and with industry involvement. Please read more about the training initiative and the application process on www.data-science.ie Supervisors are typically chosen by the end of year 1, but if you are interested to write a PhD thesis in Stochastic Analysis or Financial Mathematics, you are invited to give a preference in your cover letter. Dipl.-Ing. Dr. Eberhard Mayerhofer, Privatdozent Senior Lecturer in Financial Mathematics University of Limerick

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Research Fellowship in Econometrics in memory of Carlo Giannini
by Monica Billio 03 Mar '19

03 Mar '19

Ca’ Foscari University of Venice, Associazione Carlo Giannini, Centro Interuniversitario di Econometria (CIdE), Unicredit Foundation and Bank of Italy award a Research Fellowship in Econometrics in memory of Carlo Giannini. The Fellowship is aimed to young researchers of all nationalities who wish to undertake advanced research in econometrics in an Italian university. The competition is based on candidates curriculum, research papers and publications and a research project. The deadline for application will be March 31, 2019. The award committee will reach a decision by April 30, 2019. The Fellowship will start on October 1, 2019 and will entitle the winner to the payment of a yearly sum of Euro 46,000, exempt of Italian taxes and social security contribution. The duration of the Fellowship will be two years. A summary of the call may be found here (https://www.unicreditfoundation.org/en/proposals/CarloGianniniFellowship.ht…) while the official call may be found here (https://www.unive.it/data/28824/) -- -- Monica Billio Dipartimento di Economia, Università Ca' Foscari Venezia Fondamenta San Giobbe 873, 30121 Venezia Tel +39 041 2349170, Fax +39 041 2349176 E-mail billio(a)unive.it http://www.unive.it/persone/billio http://ideas.repec.org/e/pbi55.html http://papers.ssrn.com/sol3/cf_dev/AbsByAuth.cfm?per_id=303041 http://scholar.google.it/citations?user=ll83_twAAAAJ&hl=en CREDIT 2019 http://www.greta.it/credit/credit2018/credit2019.htm

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Call for application PhD in Economics Ca' Foscari University 2019-20
by Antonella Basso 28 Feb '19

28 Feb '19

Dear Colleague, I would be grateful if you could bring to the attention of your best students the 2019-2020 edition of the PhD Program in Economics offered by the Ca' Foscari University of Venice. The PhD Program in Economics aims at training selected students for a career as economists in academic institutions or in research departments of national and international organizations, public institutions, private corporations, central banks, financial institutions. Our recent PhDs first placement include positions both in Italian and foreign Universities such as Università Libera di Bolzano, Università degli Studi di Modena e Reggio Emilia, Luiss Guido Carli, Università degli studi di Padova, King’s College London, Boston University, University of Gondar and Zhongnan University of Economics and Law. Some PhDs were employed by private companies such as Morgan Stanley-London, Microsoft and public and private research centers: Banca d’Italia, Bundesbank, Banque Centrale du Luxembourg, European Central Bank, Ecuador Ministry of Education. The considerable diversification of research areas covered by the members of Department of Economics and their international reputation provide an excellent environment where students of most fields in economics can find research ideas and tight guidance for their doctoral studies. The PhD program has a duration of four years. For the academic year 2019-2020, 7 positions are available. Six of them come with a scholarship (around 15,300 € per year) - two of which have a bound topic (Economics and Risk Analystics for Public Policies), and one is reserved for non-Italian applicants who can prove to have their own scholarship covering four years. Deadline for application is *April 10th 2019*, 13h00 (Italian time). Information and application procedure can be found at http://www.unive.it/phdapplication Information on the PhD in Economics can be found at http://www.unive.it/phdeconomics Any questions on the program may be addressed to the PhD Secretariat at: sse(a)unive.it Thank you for your cooperation Best regards Antonella Basso ********************************************************************************************** Caro Collega, Ti scrivo per segnalarti l’apertura del bando per il programma di dottorato in Economics offerto dal dipartimento di Economia dell’Università Ca’ Foscari di Venezia. Quest’anno sono disponibili 6 posti con borsa quadriennale (circa 15.300€ annui per l’intera durata del dottorato) di cui due a tematica vincolata sul tema "Economics and Risk Analystics for Public Policies", più un posto per studenti stranieri in possesso di borsa di studio propria. Il bando si chiude il *10 aprile 2019 alle 13.00,* ora italiana. Il dottorato ambisce a preparare un gruppo selezionato di studenti per la carriera accademica, ma anche per ricoprire posizioni in research departments di organizzazioni internazionali, istituzioni pubbliche, imprese private banche centrali e istituzioni finanziarie. I primi placement dei nostri più recenti dottori di ricerca includono contratti o assegni di ricerca presso atenei, italiani o stranieri, (Università Libera di Bolzano, Università degli Studi di Modena e Reggio Emilia, Luiss Guido Carli, Università Ca’ Foscari e Università degli studi di Padova). Alcuni dottori hanno invece intrapreso la carriera universitaria come ricercatori presso atenei stranieri: King’s College London, Boston University, University of Gondar, Zhongnan University of Economics and Law. Altri invece hanno trovato la loro prima occupazione presso enti o aziende privati (Euromonitor International a Vilnius, Morgan Stanley-London, Microsoft) e enti di ricerca pubblici o istituzioni pubbliche (Banca d’Italia, Bundesbank, Banque Centrale du Luxembourg, Banca Centrale Europea, Tertiary Education Commission e Ecuador Ministry of Education). Il programma di dottorato ha una durata quadriennale. Il primo anno i dottorandi seguono un intenso programma di corsi avanzati. Gli studenti ammessi al secondo anno si concentrano sul lavoro di tesi e partecipano attivamente alla vita del dipartimento. L’ampio spettro di interessi di ricerca e la reputazione internazionale della faculty di area economica e quantitativa di Ca’ Foscari, così come il ricco programma di seminari e workshop di livello internazionale organizzati in dipartimento permettono agli studenti di lavorare in un ambiente stimolante per tutta la durata del corso di dottorato. Gli studenti più meritevoli ricevono l’adeguato supporto, anche economico, per partecipare a conferenze e workshop internazionali e per poter competere sul job market internazionale. Puoi trovare maggiori dettagli riguardo il bando a questo link: http://www.unive.it/phdapplication Informazioni dettagliate sul PhD in Economics a Ca’ Foscari: http://www.unive.it/phdeconomics Qualsiasi richiesta di informazioni riguardo il programma può essere rivolta alla Segreteria del dottorato all'indirizzo: sse(a)unive.it Cordiali saluti Antonella Basso -- Antonella Basso Prorettore alla Programmazione e Valutazione - Prorector at Planning and Valuation Dipartimento di Economia Università Ca' Foscari Venezia Fondamenta S. Giobbe - Cannaregio 873 30121 Venezia - Italy Tel. +39-041-2346914 E-mail address: basso(a)unive.it Web page: http://www.unive.it/data/persone/5591751

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Summer School “Model-Guided Data Science”
by Federico Bassetti 27 Feb '19

27 Feb '19

Dear Colleagues, Applications are now open for our Summer School * “Model-Guided Data Science”* to be held at the Lake Como School of Advanced Studies - on September 2-6, 2019. This is the 3rd edition of a previously event; numbers are limited to a maximum of 40 students. Application Deadline: March 30 2019 The school is targeted to doctoral students and postdocs with interdisciplinary vocation and quantitative background (statistical physics, computer science, bioinformatics, math, physics, engineering, etc.). The aim of this school is to enrich and integrate their scientific training towards academic and non-academic areas of Data Science. An intensive training week will include two cycles of lectures, tutorials on specific topics and hands-on work on concrete examples. In partnership with POLIS, Regione Lombardia <http://www.polis.lombardia.it/> Polis will provide *data* for hands-on sessions from case studies of societal relevance. *For further information on scope of the meeting, speakers, program, applications, deadlines, venue, etc. see the school web site* http://mgds.lakecomoschool.org/ Please help us to promote this meeting by forwarding this email to anyone you know might be interested, and especially bring this announcement to the attention of your students or post-docs, who are likely not on our mailing lists. Apologies if you receive this message multiply. The Organizers, Federico Bassetti, Fabrizio Capuani, Marco Cosentino Lagomarsino, Marco Gherardi %%%%% Lecturers Roberto Casarin, Venice Antonio Celani, Trieste Remi Monasson, Paris Paul Wiggins, Seattle Symposium Speakers Carlo Baldassi, Milan Chiara Cammarota, London Roberto Casarin, Venice Antonio Celani, Trieste Simona Cocco, Paris Jacopo Grilli, Santa Fe Estelle Pitard, Montpellier Francesca Tria, Rome Paul Wiggins, Seattle Riccardo Zecchina, Milan Open Debate - Data science and the art of modelling Hykel Hosni, Milan Pierluigi Contucci, Bologna Angelo Vulpiani, Rome

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