======================================================
Seventh International Conference on
MAF 2016 - MATHEMATICAL AND STATISTICAL METHODS FOR ACTUARIAL SCIENCES AND
FINANCE
March 30-31 and April 1, 2016
University Paris-Dauphine - Paris (France)
http://maf2016-paris.dauphine.fr/fr.html
======================================================
Second call for papers
======================================================
Dear All,
the seventh international conference "MAF 2016 - MATHEMATICAL …
[View More]AND
STATISTICAL METHODS FOR ACTUARIAL SCIENCES AND FINANCE" will be held from
March 30 to April 1, 2016 at the University Paris-Dauphine, in Paris
(France).
You can download the instructions for authors and the template from the
webpage: http://maf2016-paris.dauphine.fr/fr/registration-submission.html.
Here, I highlight only a few things:
1) Submission of abstracts (no more than two pages) within December 1,
2015.
2) Notification of the abstract acceptance within January 11th, 2016.
3) Please, give the widest possible diffusion to the call for paper.
See you in Paris, Marco (Corazza)
P.S. - Apologies for cross sending.
--
Marco Corazza
Department of Economics
Ca' Foscari University of Venice
San Giobbe, Cannaregio 873
30121 Venezia, Italy
Mobile: (+39) 366 602-9134
Phone: (+39) 041 234-6921
Fax: (+39) 041 234-7444
E-mail: corazza(a)unive.it
--
<<If a risk measure is coherent for return distributions, it may not be
coherent for payoff distributions.>>
S.T. Rachev, S.V. Stoyanov, F.J. Fabozzi, “A probability metrics approach
to financial risk measures”, Wiley-Blackwell, 2011 [pag. 150]
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Postdoc in probability at the University of Bath, UK
A postdoc (research associate) position is available in the area of
probability starting from 1st October 2016, or a date to be agreed.
The position will be available for up to 3 years.
The position is funded by the EPSRC fellowship "Mathematical analysis
of strongly correlated processes on discrete dynamic structures" of
Dr. Alexandre Stauffer.
The area of research will be centered on the mathematical analysis of
random large-scale …
[View More]interacting systems, such as interacting particle
systems, random walks and other stochastic processes in random or
dynamic environments, percolation, spin systems, and dynamically
evolving graphs.
The ideal candidate is expected to have a strong background in
probability theory, and have a PhD in mathematics, theoretical
computer science or related areas.
The successful applicant will be associated with the probability
laboratory (Prob-L@B) of the Department of Mathematical Sciences at
the University of Bath. Prob-L@B is one of the world’s most vibrant
probability groups, with eight permanent members, a large cohort of
PhD students and postdocs, and a large number of different research
activities and international visitors.
Applications made to the on-line system should include:
* an updated curriculum vitae,
* the names and contact details of three academic referees,
* a one-page research statement describing your research interests,
your experience in the area of the position and your career
aspirations.
Deadline for applications: 20th January 2016.
To apply, go to http://www.bath.ac.uk/jobs/Vacancy.aspx?ref=FY3536
Interview of short-listed applicants is expected to take place in the
week of 15th February 2016.
For informal enquiries please contact Dr. Alexandre Stauffer
(a.stauffer(a)bath.ac.uk).
For more information visit the website of Dr. Alexandre Stauffer
(http://people.bath.ac.uk/ados20/) and Prob-L@B
(http://www.bath.ac.uk/research/centres/probability-laboratory/).
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On behalf of the Scientific Committee of the de Finetti
Risk Seminars, we are glad to invite you to participate at
the following Lecture
Title: Dynamic programming approach to Principal-Agent problems
NIZAR TOUZI
Ecole Polytechnique, Paris - France
Abstract: We consider a general formulation of the Principal-Agent problem from Contract Theory, on a finite horizon.
We show how to reduce the problem to a stochastic control problem which may be analyzed by the standard tools of control …
[View More]theory. In particular, Agent’s value function appears naturally as a controlled state variable for the Principal’s problem.
Our argument relies on the Backward Stochastic Differential Equations approach to non-Markovian stochastic control, and more specifically, on the most recent extensions to the second order case.
LOCATION:
The seminar will be held on Wednesday, November 18, at 18.00,
Aula di rappresentanza, Dept. of Mathematics, Milano
University, Via C. Saldini 50, Milano. A refreshment will
be offered at 17.30.
Scientific Committee
Prof. Simone Cerreia-Voglio (Univ. Bocconi)
Prof. Marco Frittelli (Univ. degli Studi di Milano)
Prof. Fabio Maccheroni (Univ. Bocconi)
Prof. Massimo Marinacci (Univ. Bocconi)
Prof. Emanuela Rosazza Gianin (Univ. Milano-Bicocca)
Dott. Marco Maggis (Univ. degli Studi di Milano)
****************************************************
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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In occasione dei 150 anni dalla nascita di Guido Castelnuovo
giovedì 5 novembre
presso il Dipartimento di Matematica,
Università di Roma La Sapienza
Piazzale Aldo Moro 2
si terrà una giornata dedicata alla sua figura di matematico e di didatta.
Guido Castelnuovo, che fu un valente geometra, ebbe anche un ruolo
chiave nello sviluppo della probabiltà in Italia: nel 1919 pubblicò il
suo manuale di Calcolo delle probabilità, il primo libro di
probabilità scritto in Italiano, successivamente …
[View More]ampliato sino alla
terza edizione del 1948, e istituì la cattedra di Probabilità qui alla
Sapienza, che tenne per diversi anni.
Tutti gli interessati sono invitati a partecipare
Giovanna Nappo
-------------------------------------------------------------------------------------------------
Guido Castelnuovo: un ricordo a 150 anni dalla nascita
Aula Picone del Dipartimento di Matematica
5 Novembre 2015
-----------------------------------------------------------------------------------------------------
PROGRAMMA
Mattina
9.30-10.00 Saluti del Rettore, del Preside e del Direttore
10.00-11.00 Paola GARIO, Guido Castelnuovo: l'uomo e lo scienziato
11.00-11.30 Pausa caffè
11.30-12.00 Enrico ROGORA, Guido Castelnuovo e la Facoltà di Scienze
12.00-12.30 Eugenio REGAZZINI, Guido Castelnuovo e gli albori della
Probabilità e della Statistica Matematica in Italia
12.30-13.00 Marta MENGHINI, Guido Castelnuovo e l’insegnamento della Matematica
Pomeriggio
14.30-15.30 Enrico ARBARELLO, Guido Castelnuovo e la Geometria
Algebrica Italiana
15.30-16.30 Edoardo SERNESI, Guido Castelnuovo e il teorema di Riemann-Roch
16.30-17.30 Ciro CILIBERTO, Guido Castelnuovo: il bello della razionalità
Gli organizzatori
Enrico Rogora, Marta Menghini, Giovanna Nappo
------------------------------------------------------------------------
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L'11 novembre prossimo dalle 9:15 alle 16:30 si svolgerà nella sala
Principi di Acaja del Rettorato dell'Università di Torino in Via Verdi 8 il
Miniworkshop "Biostatistica: un punto di incontro tra
Matematica e Medicina".
Gli argomenti trattati consentono di esemplificarecome la matematica
avanzata possa essere utilizzata in biostatistica e mettono in evidenza
la natura interdisciplinare che li caratterizza.
La partecipazione è libera, tuttavia le persone interessate a prendervi …
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parte sono cortesemente pregate di inviarmi una mail entro il 6 novembre.
Per ulteriori informazioni vi invito a visitare il sito
https://sites.google.com/site/biostatunito/
Grazie molte, saluti cordiali
Maria Teresa Giraudo
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Carissimi,
segnalo che nella Gazzetta Ufficiale n. 85 del 3/11/2015 è stato pubblicato l'avviso relativo alla bandizione della procedura selettiva (riservata ai sensi dell'art.18, comma 4 della L. 240/2010) per Professore di seconda fascia da coprire mediante chiamata ai sensi dell'art. 18 comma 1 della Legge 240/2010:
- n. 1 posto - settore concorsuale 01/A3 - ssd MAT/06
Il relativo bando, pubblicato all'Albo di Ateneo, è disponibile al link
http://iisced04.rettorato.unito.it/concorsi/…
[View More]rtd_scheda.pl?XY=C&codice=114AR
oppure seguendo il percorso "www.unito.it" - "Università e Lavoro" - "Opportunità ed esperienze di Lavoro" "Personale Docente e Ricercatore" - "Procedure selettive per la chiamata di Professori di I e II fascia - Art.18, Legge 240/2010"
Il termine di scadenza per la presentazione delle domande è il 3/12/2015.
Cordiali saluti,
Cristina Zucca
--
Dr. Cristina Zucca
Department of Mathematics
University of Torino
Via Carlo Alberto 10
10123 Torino, Italy
tel: +39-011-6702850
fax: +39-011-6702878
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[please distribute - apologies for multiple postings]
SMPS 2016
8th International Conference on Soft Methods in Probability and Statistics
September 12 - 14, 2016
Sapienza University of Rome, Rome, Italy
http://www.sbai.uniroma1.it/smps2016
===========================================================
VENUE
===========================================================
SMPS 2016 will be held in Rome, Italy. The conference venue will be San
Pietro in Vincoli (Via Eudossiana, 18),…
[View More] in the historic centre of Rome,
directly overlooking the Coliseum and next to the ancient Basilica of San
Pietro in Vincoli, home to Michelangelo’s statue of Moses.
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SCOPE and TOPICS
===========================================================
The scope of SMPS 2016 is to bring together experts working on and with
Soft Methods in Probability and Statistics.
SMPS 2016 invites submissions of papers dealing with a variety of topics
in soft methods in probability and statistics, which include, but are not
limited to:
- Analysis of Censored Data
- Analysis of Fuzzy Data
- Random Sets
- Fuzzy Random Variables
- Fuzzy Regression Methods
- Triangular Norms and Copulas
- Imprecise Probabilities
- Dempster-Shafer Theory
- Robust Methods
- Clustering and Classification
- Graphical Models
- Machine Learning
- Heuristic Optimization
- Soft Computing and Statistics
- Statistical Software for Imprecise Data
- Applications in Biology, Economics etc.
===========================================================
PROCEEDINGS
===========================================================
Papers accepted for presentation will be published in an edited volume of
the series Advances in Intelligent and Soft Computing from
Springer-Verlag.
Full papers of 5-8 pages written in English and fulfilling the
instructions for authors should be submitted not later than February 15,
2016, camera-ready versions of the accepted papers not later than April
30, 2016 (tentative). For accepted contributions to be included in the
sessions and proceedings of the conference, the payment of the conference
fees should be made not later than May 20, 2016.
After the Conference there will be a SPECIAL ISSUE of International
Journal of Approximate Reasoning (IJAR) dedicated to SMPS 2016. For this,
all the selected papers will have to pass a regular reviewing process.
===========================================================
PLENARY SPEAKERS
===========================================================
Ana Colubi (University of Oviedo, Spain)
Thierry Denoeux (University of Technology of Compiègne, France)
Massimo Marinacci (Bocconi University, Italy)
===========================================================
IMPORTANT DATES
===========================================================
Proposal for organized sessions: December 15, 2015
Acceptance for organized sessions: January 10, 2016
Paper submission deadline: February 15, 2016
Notification of paper acceptance: April 10, 2016
Revised paper due: April 30, 2016
Early registration deadline: May 20, 2016
===========================================================
ORGANIZATION
===========================================================
General Chairs:
- Maria Brigida Ferraro (Rome, Italy)
- Paolo Giordani (Rome, Italy)
- Barbara Vantaggi (Rome, Italy)
Executive Board:
- María Ángeles Gil (Oviedo, Spain)
- Przemyslaw Grzegorzewski (Warsaw, Poland)
- Olgierd Hryniewicz (Warsaw, Poland)
Best regards,
Maria Brigida Ferraro, Paolo Giordani, Barbara Vantaggi
SMPS 2016 Chairs – Sapienza University of Rome
===========================================================
http://www.sbai.uniroma1.it/smps2016
===========================================================
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Venerdì *6 Novembre 2015 dalle ore 14:30*
presso l'*aula 34* del *Dipartimento di Scienze Statistcihe *
Università *Sapienza*, p.le A.Moro 5, Roma
si svolgerà il workshop:
*Fractional differential equations and their applications in probability
theory and physics *
con il seguente programma
*Probability theory and its applications:*
14,30 G.Basile (Dip.Matematica, La Sapienza), From a phonon Boltzmann
equation to a fractional diffusion
15,00 C.Ricciuti (Dip.Scienze Statistiche, La …
[View More]Sapienza), Time
non-homogeneous jump processes and variable order operators
*Biophysical applications:*
15,30 J.Carcione (OGS), Wave simulation in biologic media based on the
Kelvin-Voigt fractional derivative stress-strain relation16,00 A.Gabrielli
(CNR ISC), NMR Anomalous Diffusion Measurements to investigate complex
systems
Mathematical Analysis:
17,00 F.Ferrari (Dip.Matematica, Università di Bologna), A weighted
parabolic problem and the definition of the Marchaud derivative
*Mathematical methods and physical applications:*
17,30 M.Fabrizio (Dip. Matematica, Università di Bologna), On new
definitions of fractional derivatives
18,00 G.Dattoli (ENEA), Application of the evolution operator method
for fractional partial equation and application to Physical problems,
from relativistic equations to anomalous diffusion
Tutti gli interessati sono invitati a partecipare.
*****************************************************************
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
http://www.dss.uniroma1.it/dipartimento/persone/beghin-luisa
*****************************************************************
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La Dr.ssa Eleonora Perversi (Dipartimento di Matematica, Universita' di
Pavia)
terrà, presso il Dipartimento di Matematica dell'Universita' La Sapienza,
un seminario su
*Inequality and risk aversion in economies open to altruistic attitudes*
Mercoledi' 4 Novembre, ore 14.00, Aula Picone
Dipartimento di Matematica, Piazzale A. Moro, Roma
Tutte le persone interessate sono invitate ad intervenire
Fabio Spizzichino
Abstract:
In recent years there has been a great interest in the phenomenon of
…
[View More]economic inequality, especially in relation to its connection with other
important aspects of an advanced economy, for example attitude towards
risk, growth, financial developments, and so on. In this talk, based on a
joint work with Eugenio Regazzini, I will introduce a model for the
surplus/deficit distribution, which points out a relationship between
agents' risk aversion and inequality. More precisely, on the one hand, the
long-time surplus/deficit distribution turns out to be a weak Pareto law
whose exponent is given by an affine transformation of the agents relative
risk aversion index, supposed to be the same for every agent. On the other
hand, it is proved that concentration in a weak Pareto law can be measured
through a function of its exponent. This way, a link is established between
inequality and risk aversion. Finally, some feasible actions of economic
policies suitable for the control of inequality are derived.
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---------- Forwarded message ----------
Date: Tue, 27 Oct 2015 10:44:38 +0000
From: Sekretariat LEF <sekretariat.lef(a)wiwinf.uni-due.de>
Cc: "\"Kiesel, R?diger\"" <Ruediger.Kiesel(a)uni-due.de>
Subject: CALL FOR PAPERS: Energy and Commodity Finance Conference 2016 - ESSEC
Business School - Paris
Dear All,
Attached please find the call for papers as well as more information on the
Energy and Commodity Finance Conference taking place in Paris on 23 and 24
June 2016.
…
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Sincerely,
Kirsten van der Koelen
(Secretary to Professor R?diger Kiesel)
Kirsten van der Koelen
Lehrstuhl f?r Energiehandel und Finanzdienstleistungen
Universit?t Duisburg-Essen
Campus Essen
Raum R09 R00 H35
Universit?tsstra?e 12
45141 Essen
phone: +49 (0)201 183-4973
http://www.lef.wiwi.uni-due.de/
cid:ii_ifzgl33r0_150859ff1b992800
?
cid:ii_ifwqb9m81_1507bc9516360da0
?
?
Dear Colleague,
The Energy and Commodity Finance Conference 2016 follows in the footsteps of
a long standing series of Energy Finance meetings that held their first
event in London in 2004 and nowadays represents the benchmark academic
conference in the area.
KEYNOTE SPEAKERS
cid:ii_ifyp5eig13_15082e0cba744094
?
?
? SCIENTIFIC COMMITTEE
? Carol Alexander (University of Sussex)
? Giovanni Barone-Adesi (Universit? della Svizzera Italiana)
? Fred Espen Benth (University of Oslo)
? Derek Bunn (London Business School)
? Jaime Casassus (Pontificia Universidad Cat?lica de Chile)
? Anna Creti (University Paris Dauphine)
? Rita D'Ecclesia (University of Rome La Sapienza)
? Jer?me Detemple (Boston University)
? Ronald Huisman (Erasmus University)
? Sebastian Jaimungal (University of Toronto)
? Scott Linn (University of Oklahoma)
? Nikos Nomikos (Cass Business School)
? Michel Robe (American University)
? Andrea Roncoroni (ESSEC Business School)
? Duane Seppi (Carnegie Mellon University)
? Ke Tang (Tsinghua University)
? Luca Taschini (London School of Economics)
? Anders Trolle (Swiss Finance Institute)
? Rafal Weron (Wroclaw University of Technology)
TOPICS
The conference covers all areas of energy finance and commodity finance,
including:
? Asset pricing and hedging
? Contract securitization and derivative structuring
? Risk measurements and management
? Asset management and portfolio allocation
? Trading strategies and operations
? Macro market analysis and microstructure
? Corporate finance of producers and end consumers
? Long-term investment financing
? Regulation (EMIR, REMIT, MIFID, Dodd-Franck)
? Quantitative financial modeling
? Econometric analysis and statistics
? Physical operations management
? Real options and physical asset valuation
? Decision theory
and the following markets:
? Conventional fossil energy: oil, gas, refined products
? Electricity
? Metals: precious, base, ferrous, specialist non-ferrous, rare
? Agriculturals: softs, grains and seeds, livestock
? Renewable energy sources
? Commoditized services (CO2 allowances, shipping freights)
? Weather-linked securities
? Currencies
A round table will gather academic and professional experts to discuss major
aspects of the financialization of energy and commodity markets in the
current global environment, including international trading and investment
opportunities, production-side corporate finance challenges, end consumer
dynamics, accounting standards, and regulatory compliance.
IMPORTANT DATES
? March 1, 2016: Submission deadline (full/working papers, PDF files)
? April 15, 2016: Notification of acceptance/rejection
? May 1, 2016: Registration deadline (early bird)
WEBSITE
For additional information, you are welcome to visit:
http://ecomfin2016.essec.edu/
Energy and Commodity Finance 2016 website
CONTACT
For administrative inquiries, please write to: ecomfin2016(a)essec.edu
?We look forward to meeting you in Paris.
Sincerely,
The Organizing Committee (Francis Declerck, Giovanni Pagliardi, Sofia Ramos,
Andrea Roncoroni)
and The Energy and Commodity Finance Association Board (?lvaro Cartea, R?diger
Kiesel, Andrea Roncoroni)
cid:ii_ifwfoceb1_1507ab8b5fa953e7
--
Energy and Commodity Finance RESEARCH CENTER
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