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I: ANNONCEMENT. Summer School @ CIRM: Distributed Control - Decentralization and Incentives
by Marco Alessandro Fuhrman 05 Sep '20

05 Sep '20

Buongiorno. Inoltro un avviso di scuola estiva presso il CIRM di Marsiglia. Cordiali saluti. Marco Fuhrman <signaturebeforequotedtext></signaturebeforequotedtext> -------- Messaggio originale -------- Da: Zhenjie REN <ren(a)ceremade.dauphine.fr> Data: 05/set/2020 13.16.33 Oggetto: ANNONCEMENT. Summer School @ CIRM: Distributed Control - Decentralization and Incentives P {margin-top:0;margin-bottom:0;} Dear All, I am glad to announce the forthcoming Summer School on “Distributed Control: Decentralization and Incentives”(https://distrib.sciencesconf.org/) that will take place at the CIRM in Luminy, from June 14 to 18, 2021. The summer school is open to all students (Master’s degree or PhD) interested in its topics. It will include: An Introduction to Mean-Field Games (4h30)- by Pr. Pierre Cardaliaguet (Université Paris-Dauphine) A Course on Principal-Agent Problems (4h30) - by Pr. Dylan Possamaï (ETH Zurich) A Course on Reinforcement Learning / Statistical Learning (4h30), by Pr. Romuald Elie (Deepmind & Université Gustave Eiffel) It will also include some lectures by expert practitioners : A lecture on Communication Networks (1h30) by Pr. Merouane Debbah (Centrale Supelec & Huawei Technologies) A lecture on Energy Markets (1h30) by Nadia Oudjane (EDF R&D) A lecture on Quantitative Finance (1h30) (speaker yet to be confirmed) It will also include some paper sessions and some poster sessions to allow the students to present the advancement of their research. The program will also include some spare time to allow the participants to discuss / advance their own research. The students willing to apply for the Summer School are invited to fill the online application form(https://forms.gle/eHyx654FMncNoGeZ6). The (accepted) students will have all their travel and accommodation expenses covered by the organisation. An outline of the event, including the themes covered is already available on the Summer School website. The Summer school is supported by the Chair “Finance and Sustainable Development”(http://events.chairefdd.org/), the “FiME Lab” Research Initiative(https://www.fime-lab.org/), the LABEX "Finance & Sustainable Growth"(Institut Louis Bachelier(https://www.institutlouisbachelier.org/en/homepage/)) and the CIRM(https://www.cirm-math.fr/). If you have any question regarding this event, you can send an email to: damien[dot]fessler[at]dauphine[dot]psl[dot]eu Do not hesitate to CIRCULATE this announcement to your colleagues and students. Best regards, Zhenjie <signatureafterquotedtext></signatureafterquotedtext>

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Ricercatore a tempo determinato (RTDA) - POLITECNICO DI MILANO
by Federico Bassetti 05 Sep '20

05 Sep '20

Con preghiera di massima diffusione, segnalo la pubblicazione del bando per Selezione pubblica per l'assunzione di 1 Ricercatore a tempo determinato (RTDA) Settore Scientifico Disciplinare - MAT/06 PROBABILITA' E STATISTICA MATEMATICA, bandita con Decreto Direttoriale n. 5396 del 29/07/2020, pubblicato sulla G.U. del 25/08/2020, n. 66 Sede: DIPARTIMENTO DI MATEMATICA - POLITECNICO DI MILANO Scadenza: 24/09/2020 Links: https://www.polimi.it/index.php?id=6196&tx_wfqbe_pi1[ID]=610

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Ricercatore Tipo B - sc 13/D1, ssd SECS-S/01
by Giovanni Puccetti 03 Sep '20

03 Sep '20

Alla pagina web http://www.unimi.it/it/ateneo/lavora-con-noi/reclutamento-ricercatori/selez… <http://www.unimi.it/it/ateneo/lavora-con-noi/reclutamento-ricercatori/selez…> è consultabile il bando per la selezione pubblica per un posto di ricercatore a tempo determinato ai sensi dell’art. 24, comma 3, lett. b), nel settore 13/D1 (SECS-S/01), presso il Dipartimento di Economia, Management e Metodi Quantitativi dell’Università degli Studi di Milano. Scadenza per invio domande: ore 12 del 16 Settembre 2020. Il testo integrale del bando, con allegato il facsimile della domanda e con l’indicazione dei requisiti e delle modalità di partecipazione è anche disponibile alla pagina Web https://www.unimi.it/it/node/581/ <https://www.unimi.it/it/node/581/> scegliendo il settore concorsuale attraverso il motore di ricerca a inizio pagina.

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Post-Doc Position - Verona
by Alessandro Gnoatto 02 Sep '20

02 Sep '20

Job Description The Department of Economics (DSE, http://www.dse.univr.it/?lang=en) at the University of Verona is seeking to fill one position at the Postdoctoral level in any field of Economics and Finance. The position is ideally meant for newly minted or close to completion PhDs. The appointment is initially for three years but may be extended based on performance and availability of resources. It is expected to start in Spring 2021. The salary is approximately 2,100 euros per month (net). The evaluation will be based on the scientific quality of the candidate and his/her potential in developing research. Teaching is optional. Knowledge of Italian is not required. The DSE offers a vibrant research environment in the newly built campus of Santa Marta. According to the latest Italian Research Assessment Exercise (VQR), it ranks in the top 5% of the economics departments for the number of academics with only top publications and, according to REPEC, is in the top 10% in Italy for the proportion of cited publications. For additional information or any inquiry please write to postdoc(a)dse.univr.it <mailto:postdoc@dse.univr.it> Application Procedure Applications should be received by November 15, 2020. They should include a curriculum vitae, a cover letter with a clear statement of research interests and a detailed description of research skills, a representative research paper, and two reference letters. The application material should be uploaded on the EconJobMarket website https://econjobmarket.org/ or alternatively sent to postdoc(a)dse.univr.it <mailto:postdoc@dse.univr.it> Selected applicants will be interviewed at the 2020 European Job Market for Economists in Nottingham. Candidates who do not plan to attend the EJM should mention this in their cover letter and a selected group may be interviewed via Zoom/Skype. Submission materials required • Cover letter • Curriculum vitae • Job market paper • Other material (in one file) (optional) • Letters of reference: 2 -- Prof Alessandro Gnoatto, PhD 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 E-mail: alessandro.gnoatto(a)univr.it -------------------------------------------------- View my research on my SSRN Author page: http://ssrn.com/author=1615989 --------------------------------------------------

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Workshop announcement - "Mean Field Games in Economics", September 7-8, 2020
by Alessandro Calvia 24 Aug '20

24 Aug '20

Dear colleagues, we are pleased to announce the upcoming online workshop "Mean Field Games in Economics", that will take place on September 7-8, 2020. The workshop is jointly organized by LUISS University and the Einaudi Institute for Economics and Finance (EIEF). The workshop is interdisciplinary in nature, with the aim of bringing together mathematicians and economists working on Mean Field Games either from a theoretical or an applied point of view. The workshop will be held from 3 p.m. to 7 p.m. (both afternoons), on the Zoom platform, and will feature talks given by: Fernando Alvarez, the University of Chicago, Galo Nuño Barrau, Banco de España, Pierre Cardaliaguet, Université Paris-Dauphine, Benjamin Moll, London School of Economics, Alessio Porretta, Università di Roma Tor Vergata, Panagiotis E. Souganidis, the University of Chicago. If interested in participating, please send an e-mail to acalvia(a)luiss.it by Monday, 31 August 2020, in order to give you all the relevant details and the link to access the workshop. Please, feel free to circulate this message to any colleagues or contacts you think may be interested. We are looking forward to seeing you online! The organizing committee, Alessandro Calvia Fausto Gozzi Francesco Lippi Giovanni Zanco

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postdoctoral position in Bern
by Fabio Bellini 24 Aug '20

24 Aug '20

---------- Forwarded message --------- Da: <johanna.ziegel(a)stat.unibe.ch> Subject: Posting on Italian lists To: <fabio.bellini(a)unimib.it> ******************************************************** Postdoctoral position on Statistical Verification of Weather Warnings In the framework of a collaboration being currently set up between the University of Bern and the Swiss Federal Office of Meteorology and Climatology (Meteoswiss), we are calling for applications for a 2-year postdoctoral position (80%-100%) to be funded subject to successful completion of the collaboration contract. The main goal is to investigate and develop a statistical framework for the verification of weather warnings. Warnings are traditionally issued for specific (often fixed) regions in space, defined time periods, and certain event types. Existing verification therefore often interprets warnings as forecasts of binary categorical events and counts of hits, misses, and false alarms form the basis to assess quality of warnings. In contrast to standard weather forecasts, the non-event (no warning, no event) is often not well defined for warnings, and near hits/misses create difficulties. Furthermore, the temporal complexities of warnings should be considered. To maximize user-relevance, the framework for the verification of warnings will be developed in close collaboration with ongoing sociological studies at MeteoSwiss to better understand how warnings are used in practice. The recruited postdoctoral researcher will be mentored from the academic side by Prof. Johanna Ziegel, Institute for Mathematical Statistics and Actuarial Sciences, and affilliated with the Oeschger Center for Climate Change Research (University of Bern). The recruited Postdoc will also work a substantial part of her/his time at MeteoSwiss (near Zürich) under the guidance of Dr. Jonas Bhend and Dr. Mark Liniger. This will ensure an optimal know-how transfer on the understanding of the motivating problems, meteorological expertise, the exact user needs and practical applicability and the work can build upon prior experience at MeteoSwiss. The ideal candidate either has a PhD in statistics with a strong taste for applications in areas related to meteorology and climate sciences, or a PhD in climate sciences with a strong background in theoretical and applied statistics. In all cases, the position will require outstanding data analysis and implementation skills, very good communication and team player abilities, and academic writing proficiency. We offer a multi-disciplinary environment with the possibility to have an impact on science and society. The starting date is as soon as possible. Applications will be reviewed swiftly and selected candidates will be contacted for interviews. CV, motivation letter and names of three references to be sent to johanna.ziegel(a)stat.unibe.ch

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Fwd: PostDoc position within FOR 2402 at TU Berlin
by Mario Maurelli 23 Aug '20

23 Aug '20

---------- Forwarded message --------- Da: Sebastian Riedel <riedel(a)wias-berlin.de> Date: ven 14 ago 2020 alle ore 18:21 Subject: PostDoc position within FOR 2402 at TU Berlin To: Sebastian Riedel <riedel(a)math.tu-berlin.de> Dear colleagues, We would like to draw your attention to an open PostDoc position at Technische Universität Berlin. The position is part of the DFG research unit “Rough Paths, Stochastic Partial Differential Equations and Related Topics” (DFG Forschergruppe 2402, https://www.for2402.tu-berlin.de/v_menue/home/) More information can be found in the announcement below and under the link https://www.personalabteilung.tu-berlin.de/menue/jobs/stellenausschreibunge… (ID: 82691 II-486/20 or 82692 II-486/20). Please feel free to forward this job offer to anyone who might be interested. Best regards, Sebastian Riedel and Michael Scheutzow Within the framework FOR 2402 of the German Research Council “Rough Paths, Stochastic Partial Differential Equations and Related Topics” (DFG Forschergruppe 2402), we offer one PostDoc position. Working field: - Research within the project TP4: "Rough paths and random dynamical systems". Requirements: - successfully completed university degree (Master, Diplom or equivalent) and PhD in mathematics - very good knowledge in the fields of "Stochastic Analysis" (in particular rough paths and stochastic partial differential equations) and "Dynamical Systems" - good command of German and/or English required; willingness to learn either English or German is expected Applications received after the closing date 28/08/20 may also be considered. More information can be obtained from Dr. Sebastian Riedel ( riedel(a)math.tu-berlin.de) and Prof. Dr. Michael Scheutzow ( ms(a)math.tu-berlin.de <scheutzow(a)math.tu-berlin.de>). Dr. Sebastian Riedel Weierstraß-Institut Mohrenstraße 39 D-10117 Berlin, Germany Office: Raum 208 Phone: +49 30 20372-484 E-mail: riedel(a)wias-berlin.de Homepage: http://page.math.tu-berlin.de/~riedel/

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Seminario divulgativo su TASEP e LPP
by Enrico Scalas 21 Aug '20

21 Aug '20

Car* collegh*, tra i tanti successi recenti della probabilità vi e' l'analisi rigorosa di modelli di fisica statistica introdotti nel XX secolo. A questo proposito, Vi segnalo il seguente seminario divulgativo tenuto da Nicos Georgiou del Dipartimento di Matematica dell'Università del Sussex e disponibile su YouTube: Nicos Georgiou Queues = Traffic = Zombies https://www.youtube.com/watch?v=X6hCTdz0QVw dedicato al processo di esclusione totalmente asimmetrico (TASEP). Se conoscete persone interessate fate pure circolare questo annuncio. Cordiali saluti, Enrico Scalas

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Brazilian School of probability 2020
by Giuseppe Cannizzaro 07 Aug '20

07 Aug '20

Ricevo e inoltro First announcement : *XXIV Brazilian School of Probability* It is a pleasure to announce the XXIV EBP which will take place in the week of August 31st to September 4th. This year's school consists of two mini courses. The first course will be given by *Perla Sousi* (Cambridge) and will be about some of the most recent developments in mixing of Markov chains. The second course will be taught by *Martin Hairer* (Imperial College London) and will be about a recently discovered process, the Brownian Castle. The school will be fully online, using the platform Google Meet and can be moreover followed on the youtube channel of IMPA https://www.youtube.com/impabr. The school will take place every day starting at 9:30am Brasília local time (13:30 British Summer Time) with a talk by Perla Sousi and will be followed at 11:00am Brasília local time (15:00 British Summer Time) by a talk of Martin Hairer. More information under https://www.ime.unicamp.br/ebp2020/index.html. We would be grateful if you could advertise the school among your colleagues. With kind regards, Dirk Erhard, Milton Jara, Adriana Neumann, Christian Olivera

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RTD-A @Unisalento (SSD: 13/D4)
by Fabrizio Durante 05 Aug '20

05 Aug '20

Con preghiera di massima diffusione, segnalo la pubblicazione del bando per la copertura di n. 1 posto di RTD-A (SSD: SECS-S/06) presso il Dipartimento di Scienze dell’Economia dell'Università del Salento. L’attività di ricerca verte sullo sviluppo di metodi e strumenti matematici, ivi incluse le tecniche di calcolo e di elaborazione dei dati, per la costruzione di modelli matematici stocastici per l’analisi e il controllo ottimo di problemi relativi all’economia e alle scienze attuariali e finanziarie, con particolare attenzione alla loro applicabilità a “l'analisi dei mercati, dell'efficienza energetica e del comportamento dei consumatori”. Link: https://www.unisalento.it/bandi-concorsi/-/bandi/view/65239682 Scadenza: *29 agosto 2020* Per maggiori informazioni contattare Maria Chiarolla (maria.chiarolla@unisalento) e Fabrizio Durante (fabrizio.durante(a)unisalento.it) --- Fabrizio Durante Dipartimento di Scienze dell'Economia Centro Ecotekne Pal. C S.P. 6, Lecce - Monteroni LECCE (ITALY) Phone: +39 0832 29 8672 WWW: https://sites.google.com/site/fbdurante/ --

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