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Corso: Introduction to Functional Data Analysis
by antonio.pievatolo＠cnr.it 05 Oct '16

05 Oct '16

Gentili colleghi, dal 14 ottobre al 4 novembre, presso la sede di Milano dell'IMATI, Laura Sangalli e Simone Vantini, del MOX-Politecnico di Milano, terranno un corso di Introduzione all'analisi dei dati funzionali. Il calendario ed il programma sono disponibili a questo link: http://www.imati.cnr.it/index.php/news-3/502-course-introduction-to-functio… Il corso e' gratuito, ma per ragioni organizzative tutti gli interessati sono invitati a registrarsi inviando entro il 12 ottobre una mail alla Signora Simona Milani: simona AT mi.imati.cnr.it. Cordiali saluti, Antonio Pievatolo

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Seminari di René Aid e Alvaro Cartea a Firenze (12 ottobre)
by Giacomo Scandolo 03 Oct '16

03 Oct '16

Il giorno mercoledì 12 ottobre, nell'ambito della giornata inaugurale del MsC in Finance and Risk Management dell'Università di Firenze, sono previsti i seminari: René Aid (Université Dauphine - Paris) "Mathematics and Financial Economics" Alvaro Cartea (University of Oxford) "Model Uncertainty in Electricity Interconnector Markets" I dettagli sono nella locandina in allegato. Tutti gli interessati sono invitati a partecipare.

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Tenured/Tenure-Track Faculty Positions in Statistics at OSU
by Peruggia, Mario 02 Oct '16

02 Oct '16

Department: Statistics Position: Discovery Theme Initiative Tenure Track/Tenured Faculty Rank: Two Assistant Professors and One Open Rank Description: The Department of Statistics in the College of Arts and Sciences at The Ohio State University invites applications for two tenure track assistant professor positions and an open rank position, to begin effective Autumn Semester 2017. We seek energetic researchers in areas of modern statistical methods, computation, and data analysis with preference for expertise as follows: For the open-rank position, expertise in statistics and machine learning. An appointment at the associate or full professor level requires a demonstrated record of scholarly leadership. The assistant professor positions span a range of areas. One position is directed toward environmental analytics; the second position is directed toward predictive analytics. In all cases, commitments to both methodological research and scientific collaboration are required. Interests in applications to decision analysis in the presence of uncertainty, complex systems, including physical and biological systems as well as those involving human behavior and well-being are of special interest. Faculty members are expected to be dedicated to the development and delivery of educational programs at all levels. Experience working in interdisciplinary teams and mentoring members of underrepresented groups is a plus. This position is partially funded by Translational Data Analytics, a focus area of Ohio State's Discovery Themes Initiative, a significant faculty hiring investment in key thematic areas in which the university can build on its culture of academic collaboration to make a global impact: http://discovery.osu.edu/ Qualifications: Candidates are expected to have a Ph.D. in Statistics, or a related area, by the start of Autumn Semester 2017, and to present evidence of excellence in teaching and in both methodological and collaborative research. Further information about the department can be found at http://www.stat.osu.edu/. Appointment is contingent on the university's verification of credentials and other information required by law and/or university policies, including but not limited to a criminal background check. About Columbus: The Ohio State University campus is located in Columbus, the capital city of Ohio. Columbus is the center of a rapidly growing and diverse metropolitan area with a population of over 1.5 million. The area offers a wide range of affordable housing, many cultural and recreational opportunities, excellent schools, and a strong economy based on government as well as service, transportation and technology industries (see http<http://liveworkplaycolumbus.com/>://<http://liveworkplaycolumbus.com/>liveworkplaycolumbus<http://liveworkplaycolumbus.com/>.<http://liveworkplaycolumbus.com/>com<http://liveworkplaycolumbus.com/>/<http://liveworkplaycolumbus.com/>). Columbus has consistently been rated as one of the Top U.S. cities for quality of life, and was selected as one of the Top 10 cities for African Americans to live, work, and play by Black Enterprise magazine. Additional information about the Columbus area is available at http<http://www.columbus.org/>://<http://www.columbus.org/>www<http://www.columbus.org/>.<http://www.columbus.org/>columbus<http://www.columbus.org/>.<http://www.columbus.org/>org. Application Instructions: Candidates for all positions should apply to Academic Jobs Online at: https://academicjobsonline.org/ajo/jobs/7935. All candidates will be considered for all advertised positions, as judged appropriate by the search committee. Therefore, a single application suffices for all. A complete application consists of a cover letter, curriculum vitae, research and teaching statements, and three letters of reference, on letterhead, submitted directly to Academic Jobs Online by the writers. For appointment as an assistant professor, transcripts should be included. Review of applications will begin on November 1, 2016. Applications will continue to be accepted until the positions are filled. Inquiries may be directed to Mario Peruggia at facultysearch(a)stat.osu.edu<mailto:facultysearch@stat.osu.edu>. The Ohio State University is committed to establishing a culturally and intellectually diverse environment, encouraging all members of our learning community to reach their full potential. We are responsive to dual-career families and strongly promote work-life balance to support our community members through a suite of institutionalized policies. We are an NSF Advance Institution<https://email.osu.edu/owa/redir.aspx?C=pq8lyvcHsU-B0ymOrhYcY7tqTwjCv9EI_vMq…> and a member of the Ohio/Western Pennsylvania/West Virginia Higher Education Recruitment Consortium<https://email.osu.edu/owa/redir.aspx?C=pq8lyvcHsU-B0ymOrhYcY7tqTwjCv9EI_vMq…> (HERC). The Ohio State University is an equal opportunity employer. All qualified applicants will receive consideration for employment without regard to race, color, religion, sex, sexual orientation or identity, national origin, disability status, or protected veteran status. ------------------------------ Mario Peruggia Professor of Statistics The Ohio State University ------------------------------

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ICEEE 2017 - call for papers - EXTENDED DEADLINE 7th October 2016
by Monica Billio 01 Oct '16

01 Oct '16

*The submission deadline is extended to October, 7th, 2016. *Seventh Italian Congress of Econometrics and Empirical Economics (ICEEE 2017) The Italian Econometric Association (SIdE) is pleased to announce the Seventh Italian Congress of Econometrics and Empirical Economics (ICEEE 2017), which will take place January 25-27, 2017, in Messina, Italy. Economists, statisticians and econometricians are invited to submit theoretical and applied papers in all areas of econometrics and empirical economics. Invited speakers: Maria Cristina De Nardi (University College London, Federal Reserve Bank of Chicago, IFS and NBER), Lucrezia Reichlin (London Business School). Conference webpage: http://virgo.unive.it/side/?page_id=1745 Submission of papers is now possible via Easychair: ** https://easychair.org/conferences/?conf=iceee7th (with a limit of one paper per submitter) at https://easychair.org/conferences/?conf=iceee7th. The deadline for submission is *OCTOBER **7, 2016*. The decision notification date is November 20, 2016. Program Committee: Erich Battistin (Queen Mary University of London), Monica Billio (Ca’ Foscari University of Venice - Chair), Fabio Canova (BI Norwegian Business School), Roberto Casarin (Ca’ Foscari University of Venice), Giuseppe Cavaliere (University of Bologna), Massimiliano Caporin (University of Padua), Valentina Corradi (University of Warwick), Fulvio Corsi (Ca’ Foscari University of Venice), Walter Distaso (Imperial College London and University of Messina), Luca Fanelli (University of Bologna), Mario Forni (University of Modena and Reggio Emilia), Raffaella Giacomini (University College London), Tullio Jappelli (University of Naples “Federico II”), Simone Manganelli (European Central Bank, Frankfurt), Raffaele Miniaci (University of Brescia), Chiara Monfardini (University of Bologna), Edoardo Otranto (University of Messina), Franco Peracchi (University of Rome “Tor Vergata”), Elena Pesavento (Emory University), Francesco Ravazzolo (Free University of Bozen), Barbara Rossi (ICREA-Universitat Pompeu Fabra, Barcelona GSE and CREI), Eduardo Rossi (University of Pavia and European Commission Joint Research Center), Alessandro Tarozzi (Universitat Pompeu Fabra and Barcelona GSE). Local organizing Committee: Walter Distaso (Imperial College and University of Messina – Chair), Leone Leonida (University of Messina and King’s College), Dario Maimone Ansaldo Patti (University of Messina), Daniela Rupo (University of Messina) Prizes: One prize of Euro 1,500 will be awarded to the best conference paper written by young scientists in Macroeconometrics or Financial Econometrics (Carlo Giannini Prize, offered by SIdE). One prize of Euro 2,500 will be awarded to the best conference paper written by young scientists in Theoretical or Applied Microeconometrics (Labour Prize, offered by LABOUR: Review of Labour Economics and Industrial Relations). For eligibility to both prizes, all authors of a paper must be no more than 4 years past the PhD defense.

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seminario Tsay in Bicocca
by Fabio Bellini 30 Sep '16

30 Sep '16

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seminario Dott. Severino - 12 ottobre 2016 - Bicocca
by Emanuela Rosazza 29 Sep '16

29 Sep '16

Si avvisa che il giorno mercoledì 12 ottobre 2016 alle ore 15 presso l’Università di Milano- Bicocca (via degli Arcimboldi 8 - edificio U7, quarto piano- aula seminari 4026) si terrà il seguente seminario: Speaker: Dott. Federico Severino (Università Bocconi, Milano) Titolo: “Weak time-derivatives and no arbitrage pricing” Abstract: The risk-neutral pricing formula is a central result of asset pricing theory that provides the proper valuation of European derivatives in absence of arbitrages. Despite the variety of option payoffs, price dynamics are driven by the same interest rate process. We formalize this intuition by showing that no arbitrage prices constitute the weak solution of a differential equation, where the risk-free rate has a prominent role. To achieve this goal, we introduce the notion of weak time-derivative, which permits to differentiate functions of Markov processes. It generalizes the infinitesimal generator and provides a characterization of martingales, submartingales and supermartingales; in particular, martingales are characterized by a null weak time-derivative. Through the weak time-derivative, we formulate the no arbitrage pricing differential equation and we prove existence and uniqueness of the solution with both deterministic and stochastic interest rates. Finally, we reformulate the eigenvalue-eigenvector problem of Hansen and Scheinkman (2009) and we retrieve a decomposition of the stochastic discount factor, well-known in the long-term risk literature. This is joint work with Massimo Marinacci. Tutti gli interessati sono invitati a partecipare. Un saluto e a presto, Emanuela ******************************************************************************************* Emanuela Rosazza Gianin Dipartimento di Statistica e Metodi Quantitativi Università di Milano-Bicocca Edificio U7 – 4° Piano Via Bicocca degli Arcimboldi, 8 20126 Milano Tel. 02 64483208 Fax. 02 64483105 e-mail: emanuela.rosazza1(a)unimib.it *******************************************************************************************

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Special issue of Energy Economics in the occasion of "Energy Finance Italia", Padova, December 5-6
by Tiziano Vargiolu 28 Sep '16

28 Sep '16

(sorry for cross-postings) Dear all, we are very pleased to inform you that a selection of the papers presented in occasion of the Second conference "Energy Finance Italia" will be published in the Special Issue on "Risk Management in Energy Markets" of the journal "Energy Economics". The selection of the papers will take place according to the Journal standard procedures. The call for applications and deadlines for the submissions will be posted on the workshop's website events.math.unipd.it/efi2 as soon as defined with the Editor. See you in Padova! Tiziano -------------------------------------------------------------------------- Tiziano Vargiolu Dipartimento di Matematica Phone: +39 049 8271383 Universita' di Padova Fax: +39 049 8271428 Via Trieste, 63 E-mail: vargiolu(a)math.unipd.it I-35121 Padova (Italy) WWW: http://www.math.unipd.it/~vargiolu --------------------------------------------------------------------------

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QFW 2017 - Call for Papers
by Fabio Bellini 28 Sep '16

28 Sep '16

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Eurocast 2017 - Call for papers
by Antonio Di Crescenzo 27 Sep '16

27 Sep '16

Dear Colleague, we are pleased to let you know that the Workshop "Stochastic Models and Applications to Natural, Social and Technical Systems" will be held at the Sixteenth International Conference on Computer Aided Systems Theory, Las Palmas de Gran Canaria, February 19-24, 2017. The Workshop deals with theory and applications of probability in the modeling of random phenomena in the natural sciences, social sciences and technology, focusing on mathematical theory, analytical, algorithmic, experimental approaches and computational methods. Practical applications of stochastic models to diverse areas such as biology, computer science, telecommunications modeling, inventories, reliability, queueing theory, optimization and operations research are very welcome as well. An extended two pages abstract must be sent by e-mail to eurocast(a)iuctc.ulpgc.es until October 31, 2016. Selected full final papers for publication will be required before April 30, 2017. Further information is available at the conference web page (<http://eurocast2017.fulp.ulpgc.es/>http://eurocast2017.fulp.ulpgc.es/) Looking forward meeting you at the Workshop. Best regards, Antonio Di Crescenzo and Amelia G. Nobile -- ============================================= Antonio Di Crescenzo Dipartimento di Matematica Università degli Studi di Salerno Via Giovanni Paolo II, n. 132 84084 Fisciano (SA) Italy Tel. +39-089-963349 Fax: +39-089-963303 E-mail: adicrescenzo(a)unisa.it Web: http://www.unisa.it/docenti/antoniodicrescenzo/index =============================================

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Fwd: Seminari di fisica matematica 28 settembre Giambattista Giacomin
by Gustavo Posta 26 Sep '16

26 Sep '16

Begin forwarded message: > > > Seminari di Fisica Matematica > Dipartimento di Matematica "G. Castelnuovo" > Università di Roma La Sapienza > > > Mercoledì 28 settembre, ore 16, aula di Consiglio > > > Giambattista Giacomin (Université Paris Diderot) > > > Dynamical models on random graphs: mean field versus long time behavior > > > Abstract. > I will address the issue of the proximity of interacting diffusion > models on large graphs with a uniform degree property and the > corresponding mean field model, i.e. a model on the complete graph > with a suitably renormalized interaction parameter. Examples include > Erdos-Renyi graphs with edge probability p(n), n is the number of > vertices, such that p(n)n tends to infinity as n does. I will present > a general result establishing this proximity on finite time horizon, > by exploiting the fact that both systems are accurately described by a > Fokker-Planck PDE in the limit. I will then try to put this result > into perspective by discussing the limitations of our approach. > > > > Tutti gli interessati sono invitati a partecipare. ---------------------------------------------------------------- Gustavo Posta Dipartimento di Matematica Università di Roma "la Sapienza" P.le A. Moro 2, 00185 Roma Italy web: http://www1.mat.uniroma1.it/~posta e-mail: gustavo.posta(a)uniroma1.it phone: +39-06-4991-4969 ------------------------------------------------------------------

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