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Alberto Bressan seminar [ Comp.Science Dept. ; Verona University ; 7th of March, 2016 ]
by Luca di persio 23 Feb '16

23 Feb '16

Prof. Alberto Bressan [ The Pennsylvania State University ], will be hosted by the Computer Science Department of the University of Verona (Strada le Grazie, 15, Verona) the next 7th of March (2016), where he will give the following seminar *Non cooperative Differential Games * scheduled at the *Green Hall*, *starting from 15:45*, with the following *abstract* The theory of noncooperative games provides a mathematical tool to describe interactions between two or more agents with different goals. It has found widespread applications in economics and management science. The first part of this talk will review the basic definitions of Nash and Stackelberg solutions, based on the concept of "best reply". For games in continuous time, equilibrium solutions can be found by studying a particular system of Partial Differential Equations. Within the talk, I shall explain how to derive these PDEs, and what are the main difficulties toward their solution. Some current research directions will be discussed, together with applications. As an example, I shall present a model of optimal debt management, viewed as a noncooperative game between a borrower and a pool of lenders. *Here you can find more details*: http://www.di.univr.it/?ent=seminario&af=2017&ai=2015&gf=15&gi=15&id=3515&i… Do not hesitate to contact me for further infos: luca.dipersio(a)univr.it Best, LuCa __ Luca Di Persio - PhD assistant professor of Probability and Mathematical Finance Dept. Informatics University of Verona strada le Grazie 15 - 37134 Verona - Italy Tel : +39 045 802 7968 Dept. Math University of Trento V. Sommarive, 14 - 38123 Povo - Italy Tel : +39 0461 281686 Questa e-mail è stata inviata da un computer privo di virus protetto da Avast. www.avast.com <https://www.avast.com/sig-email> <#DDB4FAA8-2DD7-40BB-A1B8-4E2AA1F9FDF2>

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Mini course Yuri Kondratiev [ Dept. Comp.Science ; Verona University ; 1-8 March, 2016 ]
by Luca di persio 23 Feb '16

23 Feb '16

Within the Internationalisation programme of the Master Degree in Mathematics of the University of Verona, Prof. Yuri Kondratiev [ University of Bielefeld ] will give the mini course ” *Statistical dynamics of interacting particle systems* “ with the following *Syllabus* 1. Mathematical framework: configuration space analysis 2. Markov dynamics in the continuum 3. Statistical dynamics and hierarchical chains 4. General birth-and-death models 5. Special classes of birth-and-death processes in the continuum 6. Scaling limits and kinetic equations 7. Spatial logistic model The course consists of 5 lessons that will be held at the Computer Science Department of the University of Verona [ Strada le Grazie 15 - Verona ], according with the following calendar - 1st of March [ Room M, 14:30-16:30 ] - 2nd of March [ Room M, 16:30-19:30 ] - 3rd of March [ Room M, 15:30-18:30 ] - 7th of March [ Room M, 14:30-17:30] - 8th of March [ Room D, 14:30-1730 ] Do not hesitate to contact me for further details: luca.dipersio(a)univr.it Best, LuCa __ Luca Di Persio - PhD assistant professor of Probability and Mathematical Finance Dept. Informatics University of Verona strada le Grazie 15 - 37134 Verona - Italy Tel : +39 045 802 7968 Dept. Math University of Trento V. Sommarive, 14 - 38123 Povo - Italy Tel : +39 0461 281686 Questa e-mail è stata inviata da un computer privo di virus protetto da Avast. www.avast.com <https://www.avast.com/sig-email> <#DDB4FAA8-2DD7-40BB-A1B8-4E2AA1F9FDF2>

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Riapertura termini bando assegno ricerca "Previsori di instabilità dei mercati finanziari" Firenze
by cecilia mancini 19 Feb '16

19 Feb '16

Sono stati riaperti i termini per inviare la domanda per la partecipazione alla selezione per l'assegno di ricerca "Previsori di instabilità dei mercati finanziari": nel nuovo bando * scadenza 26 febbraio * esplicitata la possibilità di inviare la domanda via PEC, purché PEC personale * eliminata la richiesta di invio di progetto di 7000 parole http://titulus.unifi.it/albo/viewer?view=files%2F002125606-UNFICLE-06cd9b68… Il 03/02/2016 18.46, cecilia mancini ha scritto: > Il Dipartimento di Scienze per l'Economia e per l'Impresa > dell'Università di Firenze ha appena bandito una selezione per > l'ottenimento di un assegno di ricerca, > settore SECS-S/06 > > Titolo: > Previsori di instabilità dei mercati finanziari > > Responsabile Scientifico: Prof. Cecilia Mancini > > scadenza: 19/02/2016 > > link diretto al bando > http://titulus.unifi.it/albo/viewer?view=files%2F002112640-UNFICLE-141ea01b… > > > Per raggiungere l'albo ufficiale dell'ateneo di Firenze: > http://www.unifi.it/vp-9008-albo-ufficiale.html >

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Seminario Dariusz Zawisza 23 febbraio
by Tiziano Vargiolu 19 Feb '16

19 Feb '16

Martedi' 23 febbraio alle 14.00 in aula 2AB/45 del Dipartimento di Matematica, via Trieste 63, Padova Dariusz Zawisza Institute of Mathematics Jagiellonian University in Krakow terra' un seminario dal titolo: "Discounted reward control problems and financial applications" ABSTRACT We consider a discounted reward control problem in continuous time stochastic environment where the discount rate might be an unbounded function of the control process. We provide a set of general assumptions to ensure that there exists a smooth classical solution to the corresponding HJB equation. Moreover, some verification reasoning are provided and the possible extension to dynamic games is discussed. At the end consumption - investment problem is considered together with its robust optimization analogue.

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Piano straordinario RTD-B (fwd)
by Tiziano Vargiolu 19 Feb '16

19 Feb '16

Carissimi, per chi non sapesse ancora... 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 -------------------------------------------------------------------------- ---------- Forwarded message ---------- Date: Fri, 19 Feb 2016 00:33:04 +0100 From: Antonella Basso <basso(a)unive.it> To: Soci AMASES <amases-soci(a)listserv.unive.it> Subject: [amases-soci] Piano straordinario RTD-B Cari Soci AMASES, al seguente link: http://attiministeriali.miur.it/anno-2016/febbraio/dm-18022016.aspx trovate il Decreto Ministeriale 18 febbraio 2016 n. 78 riguardante il Piano straordinario 2016 per il reclutamento ricercatori di cui all?articolo 24, comma 3, lettera b) della legge 240/2010 (i cosiddetti ricercatori a tempo determinato lettera B). Cordiali saluti Antonella Basso -- Antonella Basso Dipartimento di Economia Universit? Ca' Foscari Venezia Fondamenta S. Giobbe - Cannaregio 873 30121 Venezia - Italy Tel. +39-041-2346914 - Fax +39-041-2347444 E-mail address: basso(a)unive.it Web page: http://www.unive.it/nqcontent.cfm?a_id=415&persona=000893

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AP@R international workshop
by Antonio Di Crescenzo 19 Feb '16

19 Feb '16

> >From: Joshua Vincent Ross <joshua.ross(a)adelaide.edu.au> >To: Joshua Vincent Ross <joshua.ross(a)adelaide.edu.au> >Subject: AP@R international workshop > > >Dear Colleague, > >Applied Probability @ The Rock (AP@R) is an >international workshop taking place at Ayers >Rock Resort in central Australia between Monday >17th and Friday 21st April, 2017. It will bring >together leading researchers from around the >world to share recent discoveries and begin new >collaborations. It will also provide an >opportunity to celebrate the 60th birthday of >one of Australia's prominent Applied >Probabilists, Prof. Phil Pollett. > >The workshop aims to showcase the full range of >topics in Applied Probability, and includes >particular themes of "Networks in Queueing and >Telecommunications", "Stochastic Models in >Biology" and "Limits and Approximation". Invited >keynote speakers are Prof. Frank Kelly, Prof. >Ruth Williams, Prof. Andrew Barbour and Prof. >Erik van Doorn. > >For further information, please visit: ><http://www.maths.adelaide.edu.au/APatR/> >http://www.maths.adelaide.edu.au/APatR/. > >Best wishes, >Josh. >__ >Dr Joshua Ross >ARC Future Fellow & > Associate Professor in Applied Mathematics >The University of Adelaide ><http://www.maths.adelaide.edu.au/joshua.ross/>http://www.maths.adelaide.edu.au/joshua.ross/ --

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Seminario di Matematica Applicata - A. Torrente
by Alessandra Micheletti 18 Feb '16

18 Feb '16

Apologies for cross posting --------------------------------- SEMINARIO DI MATEMATICA APPLICATA Giovedi 25 Febbraio 2016, ore 10.30 Aula Rappresentanza, Dipartimento di Matematica (Via Saldini 50, Milano) Robust statistical techniques for the analysis of high dimensional gene expression data Dr. Aurora Torrente Gregorio Millan Institute Escuela Politecnica Superior Universidad Carlos III de Madrid ABSTRACT Microarray and Next Generation Sequencing experiments provide data on the expression level of thousands of genes simultaneously, suggesting several serious challenges in the pre-processing, management and analysis of these high dimensional datasets. In this talk, we will describe some robust statistical tools, based on the concept of functional data depth, which measures the centrality of a function within a sample. These techniques include, for example, the scale curve, as a way to visualise the dispersion of a set of multivariate observations, and supervised classifications techniques, to assign new observations to one of a given set of (known) groups. When these tools make use of the so-called Modified Band Depth, adapted to high-dimensional data, they prove to be very efficient and of low computational cost, specially when a suitable implementation is considered. The use of these techniques will be illustrated on real gene expression data. La S.V. e` cordialmente invitata. ----------------------------------------------------------------------- Home page del seminario: http://www.mat.unimi.it/users/veeser/sma/ Il seminario e` organizzato da: - Dipartimento di Matematica dell'Universita` di Milano, - Scuola di Dottorato in Scienze Matematiche. -- ------------------------------------ Alessandra Micheletti Associate Professor - Probability and Mathematical Statistics Dept. of Mathematics Università degli Studi di Milano via Saldini 50, 20133 Milano, Italy phone: +39-02503-16130 fax: +39-02503-16090 http://users.mat.unimi.it/users/michel <http://www.mat.unimi.it/users/michel>

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Seminario MARTA PITTAVINO @ UniTo
by Federico Polito 17 Feb '16

17 Feb '16

********************************************************************* SEMINARI DI PROBABILITA' E STATISTICA MATEMATICA DIPARTIMENTO DI MATEMATICA "G. PEANO" UNIVERSITA' DEGLI STUDI DI TORINO ********************************************************************* Venerdì 4 Marzo 2016 alle ore 15:00 in Aula C presso il Dipartimento di Matematica "G. Peano" dell'Università degli Studi di Torino, Via Carlo Alberto 10, La Dott.ssa MARTA PITTAVINO (University of Zurich) terrà un seminario dal titolo "Modelling multivariate data with additive Bayesian networks" Abstract: Bayesian networks are a form of graphical model which derives from empirical data a directed acyclic graph describing the dependency structure between random variables. Especially, additive Bayesian networks (ABNs) extend the usual generalized linear models to multiple dependent variables without involving dimension reduction. Existing software for working with ABNs are useful for dealing with these models for heterogeneous applications in systems epidemiology and biology. However, limitations in terms of computation and feasibility can be still open challenges. In this talk, an introduction to ABN model will be provided, together with a description of the R package abn, whereby applications of these models to systems epidemiology and biology are showed. Moreover, a theoretical development will be presented as an initial step to overcome open questions. Specifically, the result of fitting an ABN to a data set is translated into optimizing the likelihood of observing the data under the studied model: the marginal likelihood (ABN network score). A novel conjugate prior distribution for ABNs models is introduced that helps us to address the goodness of fit computation and the posterior parameter estimation. Tutti gli interessati sono invitati a partecipare. -- Federico Polito Department of Mathematics University of Torino Via Carlo Alberto, 10 10123, Torino, Italy Email: federico.polito(a)unito.it Tel: +39 011 6702937 Web: www.federicopolito.it

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Fwd: Associate Professorship of Probability, University of Oxford
by Francesco Caravenna 17 Feb '16

17 Feb '16

Ricevo e inoltro. > UNIVERSITY OF OXFORD > > MATHEMATICAL, PHYSICAL AND LIFE SCIENCES DIVISION > > DEPARTMENT OF STATISTICS in association with Lady Margaret Hall > > > > Associate Professorship of Probability > > The combined University and College salary will be on a scale from £45,066 p.a. (plus substantial additional benefits, including free college housing or a housing allowance of £7,800) > > > > Applications are invited for the 5-year fixed term post of Associate Professor of Probability, to be held in the Department of Statistics, in association with a Fellowship and Tutorship at Lady Margaret Hall, with effect from 1 May 2016 or as soon as possible thereafter. > > > The main duties of the post are to undertake research in probability (broadly interpreted) and to teach both for the department (in lectures, problems classes and project supervision) and for the college (in tutorials). The postholder will also be expected to participate in the administration of the department and the college, and in the pastoral care of the mathematics students at Lady Margaret Hall. > > You will be an outstanding individual with the potential to be a leader in your field. You will have a doctorate in the field of mathematical sciences, or a related subject, and a proven research record of high quality at an international level in the area of probability, as well as the potential to attract research funding. You will have the skills and enthusiasm to teach a wide range of topics in mathematics and statistics, provide supervision of students, and undertake tutorial teaching. You will work at the Department of Statistics, 24–29 St Giles’, Oxford, OX1 3LB and at Lady Margaret Hall, Norham Gardens, Oxford OX2 6QA. > > To apply for this role and for further details, including the job description and selection criteria, please click on the link below: > > https://www.recruit.ox.ac.uk/pls/hrisliverecruit/erq_jobspec_version_4.jobs… > > > > Queries about this post should be addressed to: Professor Alison Etheridge at etheridg(a)stats.ox.ac.uk or Professor Simon Myers at myers(a)stats.ox.ac.uk. > > The closing date for applications is 12:00 noon (UK time) Wednesday 30th March 2016. > > Interviews are planned for Wednesday 20th April 2016. > > Applications are particularly welcome from women and black and minority ethnic candidates, who are under-represented in academic posts in Oxford. > > The University is an Equal Opportunities Employer. > >

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International Workshop on Applied Probability, Toronto, June 20-23, 2016
by Antonio Di Crescenzo 16 Feb '16

16 Feb '16

Dear Colleagues, You are cordially invited to attend the Eighth International Workshop on Applied Probability (IWAP2016), which will take place in Toronto, Canada, on June 20-23, 2016. This will mark the first Canadian IWAP, following previous successful IWAPs held in Turkey (2014), Israel (2012), Spain (2010), France (2008), USA (2006), Greece (2004), and Venezuela (2002). The venue of IWAP2016 is located in the heart of vibrant downtown Toronto, and is easily accessible by road, rail, and air. For more details, please visit the conference website <http://iwap2016.com/>http://iwap2016.com . IWAP2016 aims to bring together researchers and scientists engaged in applied probability, covering methodology and applications from diverse fields such as mathematics, statistics, physics, computer science, economics, engineering, biology, chemistry, and social and health sciences. In addition to research presentations, there will be ample networking opportunities throughout the event. Abstracts for contributed presentations will be accepted until April 15, 2016. Research presenters will be invited to submit for journal publication in a special issue of Methodology and Computing in Applied Probability. Should you have any questions regarding IWAP2016, please feel free to contact <mailto:info@iwap2016.com>info(a)iwap2016.com. Yours sincerely, Wendy Lou & Joseph Glaz Co-Chairs of IWAP2016 --

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