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Correction: Associate professor in Finance
by Marco Maggis 28 Jul '23

28 Jul '23

With reference to the previous email: 1) Candidates applying for professorship must have obtained the Italian national habilitation (ASN) for ASSOCIATE professor ( http://abilitazione.miur.it/public/index.php for applications), or must be holding an equivalent academic position abroad. 2) Deadline for application: August 25 at 12:00 Best regards Marco Maggis

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Associate professor in Finance
by Marco Maggis 27 Jul '23

27 Jul '23

The Department of Mathematics of the University of Milan is hiring an Associate Professor in Mathematical Methods for Finance and Economics (SECS-S/06). Interested candidates can apply online at the following link https://www.unimi.it/en/node/47320 The successful candidate is expected to contribute to the development of the department under the programme “Dipartimento di Eccellenza” ( https://www.miur.gov.it/dipartimenti-di-eccellenza) and also to the department’s academic teaching activities (with a teaching load of 120 hrs per year), its strategy and governance, as well as providing scientific leadership and participating in international and national grant applications. Candidates applying for professorship must have obtained the Italian national habilitation (ASN) for full professor ( http://abilitazione.miur.it/public/index.php for applications), or must be holding an equivalent academic position abroad. Salary is fixed by national standards and starts at 52000 EUR (gross). Taxes reduction may apply for 5 or more years according to the Italian rules for candidates moving to Italy from abroad. For any inquiry please do not hesitate to contact us. Marco Maggis Marco Frittelli

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Tenure-track professorship for the field of Foundations of Machine Learning in Finance at the University of Vienna (fwd)
by Tiziano Vargiolu 26 Jul '23

26 Jul '23

---------- Forwarded message ---------- Date: Wed, 26 Jul 2023 10:57:00 +0200 From: Christa Cuchiero <christa.cuchiero(a)univie.ac.at> Subject: Tenure-track professorship for the field of Foundations of Machine Learning in Finance at the University of Vienna Dear Giorgia, Claudio, Martino and Tiziano, I just wanted to inform you that a tenure-track professorship for the field of Foundations of Machine Learning in Finance at the University of Vienna has been announced, see https://personalwesen.univie.ac.at/en/jobs-recruiting/tenure-track-professo… I would be grateful if you could spread the information about the position in your networks and to let me know about potentially interested candidates. Thanks a lot in advance! Kind regards, Christa -- -- Univ.-Prof. Christa Cuchiero Department of Statistics and Operations Research University of Vienna Kolingasse 14-16 1090 Wien, Austria phone: +43 4277 38690 email: christa.cuchiero(a)univie.ac.at web: https://homepage.univie.ac.at/christa.cuchiero/

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MAF2024 - 1st Call for Conference Contributions - MATHEMATICAL AND STATISTICAL METHODS FOR ACTUARIAL SCIENCES AND FINANCE
by Marco Corazza 25 Jul '23

25 Jul '23

*11th International Conference* *MATHEMATICAL AND STATISTICAL METHODS FOR ACTUARIAL SCIENCES AND FINANCE - MAF2024* *University of Le Havre Normandie, Le Havre Cedex (FR) - April 4-6, 2024* *1ST Call for Conference Contributions* Dear All, I'm glad to send you the first call for MAF2024 contributions. For your convenience, please see the attached flyer. Best regards, Marco Corazza - Ca' Foscari University of Venice, Italy (On behalf of the Steering committee of MAF2024) *AIM* MAF2024 fosters collaboration between mathematicians and statisticians, to facilitate the development of theoretical and methodological advancements, as well as their applications. By leveraging this interdisciplinary approach, the conference aims to emphasize the synergy between these disciplines. MAF024 also promotes participation from both academicians and practitioners. *VENUE and DATES* • University of Le Havre Normandie – Le Havre Cedex, France • April Thursday 4 – Saturday 6, 2024 *TOPICS, but not limited to* Actuarial models, Artificial Intelligence, Behavioural finance, Blockchain technologies, Commodity markets analysis, Credit risk methods and models, Decentralized Finance, Digital asset analysis, ESG finance, FinTech, Fund performance evaluation, Insurance portfolio analysis, InsurTech, Interest rate models, Machine Learning, Management in insurance business, Methods and models for time series analysis, Models for financial derivatives, Multivariate techniques for financial markets analysis, Optimization, Pricing, Risk management, Sovereign risk, Static and dynamic portfolio selection and management, Text analysis, Trading systems. *ORGANIZERS* - University of Le Havre Normandie – Le Havre Cedex, France - Ca’ Foscari University of Venice – Venezia, Italy - University of Salerno – Fisciano (SA), Italy *STEERING COMMITTEE* - M. Corazza – Ca’ Foscari University of Venice, Italy - F. Gannon – University of Le Havre Normandie, France - F. Legros – ICN Business School, France - C. Perna – University of Salerno, Italy - C. Pizzi – Ca’ Foscari University of Venice, Italy - M. Sibillo – University of Salerno, Italy - V. Touzé – Sciences Po – OFCE, France *SCIENTIFIC COMMITTEE* Please, see https://apps.unive.it/server/eventi/76128/MAF2024_scientific-committee.pdf *CALL FOR CONTRIBUTIONS, mandatory*- Abstract submission: January 8, 2024 - Notification of abstract acceptance: January 24, 2024 *CALL FOR PAPERS, facultative* A short paper, 4 to 6 pages, can be submitted for publication after peer review in a book edited by Springer - Paper submission: January 8, 2024 - Notification of paper acceptance: January 24, 2024 - The final version of the paper, revised according the peer review, must be sent by February 6, 2024 *FEES* - Registration by January 31, 2024 - On-site: 220 euros; For students: 140 euros - Registration after January 31, 2024 - On-site: 300 euros; For students: 180 euros *FURTHER INFORMATION* - Organized sessions are solicited - All other necessary information (e.g., conference website address, where to stay, ...) will be provided soon. -- Nota automatica aggiunta dal sistema di posta *Sostieni il futuro* Dona il tuo 5x1000 al Collegio Internazionale Ca' Foscari *FINANZIAMENTO DELLA RICERCA SCIENTIFICA E DELLA UNIVERSITÀ | CODICE FISCALE: 80007720271*

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3rd edition of: The Mathematics of Subjective Probability
by Pietro Rigo 24 Jul '23

24 Jul '23

Dear all, this is to recall the 3rd edition of the workshop on The Mathematics of Subjective Probability<https://www.msp2023.campus.unimib.it/>: Topics in economics and probability to be held at the University Milano-Bicocca in Milan on 11-13 September 2023. The three days of the workshop are devoted to: 11/09 THEORY OF DECISIONS * Vladimir Vovk (Royal Holloway, London), * Fabio Maccheroni (UNiversità Bocconi), * Lorenzo Bastianello (Università di Venezia), * Sabrina Mulinacci (Università di Bologna), * Giuseppe Attanasi (Università "La Sapienza"), * Aldo Montesano (Università Bocconi). 12/09 STOCHASTIC CONTROL * Nizar Touzi (Ecole Polytechnique), * Giorgio Fabbri (Université de Grenoble), * Max Nendel (Universitaet Bielefeld), * Alessandro Calvia (Università di Parma), * Giuseppina Guatteri (Politecnico di Milano), * Daria Ghilli (Università di Pavia), * Marta Leocata (Scuola Normale Superiore), * Cristiano Ricci (Università di Pisa). 13/09/ OPTIMAL TRANSPORT * Mathias Beiglboeck (Universitaet Wien), * Giuseppe Savaré (Università Bocconi), * Pietro Siorpaes (Imperial College, London), * Hugo Lavenant (Università Bocconi), * Giulia Cavagnari (Politecnico di Milano), * Giacomo Enrico Sodini (Universitaet Wien). The registration<https://www.msp2023.campus.unimib.it/registration> is free but mandatory. Deadline for registering is 20 August Feel free to circulate the announcement to anyone who may be interested in this workshop. Best wishes, Gianluca Cassese, Federica Masiero, Pietro Rigo, Barbara Vantaggi

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rtd-B MAT/06 Università del Piemonte Orientale
by Anna Paola Todino 24 Jul '23

24 Jul '23

Dear Colleagues, A call for applications for a *tenure track position* (RTD-B) in Probability and Mathematical Statistics, SSD MAT/06, is open at The Department of Science, Technology and Innovation (DISIT) of Università del Piemonte Orientale. The deadline is July 27, 3 pm. The official call is available at the link: https://www.uniupo.it/it/concorsi/concorsi-il-personale-docente-e-ricercato… <https://www.uniupo.it/it/concorsi/concorsi-il-personale-docente-e-ricercato…> Please feel free to forward this message to potentially interested candidates. Best regards, Anna Paola Todino

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Bando dottorato presso Università degli Studi di Milano
by Stefania Ugolini 21 Jul '23

21 Jul '23

Cari colleghi. vorrei segnalare la scadenza imminente del seguente bando di dottorato. Resto a disposizione per ogni chiarimento. Cordiali saluti, Stefania Ugolini. Numero 1 borsa di studio messa a disposizione dall’Università degli Studi di Milano a valere su fondi del DM 118/2023 per dottorati di ricerca rientranti negli ambiti di interesse del PNRR per il seguente programma: “Clima, ambiente e degrado dei beni culturali: dalle molecole stocastiche interagenti alla nanoscala ai campi medi delle concentrazioni alla macroscala. Modellistica e stime con misure di laboratorio” (CUP G43C23000980006) Domanda di ammissione: dal 27/06/2023 al 26/07/2023 Lettere di referenza Il Collegio docenti richiede la presentazione di n. 1 lettera di referenza, da redigersi secondo il Modello 2 qui accluso, da trasmettere all’indirizzo e-mail segrdott.mat(a)unimi.it<mailto:segrdott.mat@unimi.it> BANDO: https://apps.unimi.it/files/bandi/bando-2024-2-dottorato-in-scienze-matemat…

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International Conference in Venice Social, Sovereign and Geopolitical Risks- CALL FOR PARTICIPATION
by Monica Billio 18 Jul '23

18 Jul '23

CREDIT2023 <https://www.greta.it/index.php/it/credit-2023> *GRETA Associati* (Venice, Italy), *CRIF* (Bologna, Italy), *European Datawarehouse* (Frankfurt, Germany), *European Investment Bank* (Luxembourg),*European Investment Fund* (Luxembourg) and *Intesa Sanpaolo *(Milan, Italy) are partners in organising a Conference to be held in Venice on September 21-22, 2023. The *CREDIT 2023* conference will bring together academics, practitioners and PhD students working in various areas of financial and socio-economic risk with the aim of creating a unique opportunity for participants to discuss research progress and policy as well as industry-relevant insights and directions for future research. *CREDIT 2023* is the *twenty-second *in a series of events dedicated to various aspects of credit risk and organised under the auspices of: the *Department of Economics* and *VERA – Venice centre in Economic and Risk Analytics for public policies - of the Ca' Foscari University of Venice*, *ABI - Italian Banking Association*, *AIAF - Associazione Italiana per l'Analisi Finanziaria*, and *AIFIRM - Associazione Italiana Financial Industry Risk Managers*. /Recent years have seen a series of crises (from health/pandemic to climate/energy) that have not only put a strain on global mechanisms previously seen as robust, but have exacerbated existing weaknesses and so increased vulnerability in new crisis situations. The social impact of the pandemic was partially mitigated by public interventions but social conditions then worsened with the soaring costs of energy, raw materials and inflation more broadly. Social and energy costs, which inevitably weigh on invidual countries and aggravate already delicate local situations (e.g., public debts), have led to growing geopolitical tensions, with global systemic consequences. The CREDIT 2023 conference will be dedicated to Social, Sovereign and Geopolitical Risks to discuss, evaluate and address the near- and medium-term macro-financial impact of persistent crises (“permacrisis”) that can affect the stability of financial as well as socio-economic systems./ The Scientific Committee consists of: *Moritz Schularick* (Sciences Po Paris & University of Bonn, Programme Chair) *Francesca Campolongo* (Joint Research Center, European Commission) *Rajna Gibson* (University of Geneva & Geneva Finance Research Institute) *Helmut Kraemer-Eis* (European Investment Fund) *Jan Pieter Krahnen* (Leibniz Institute for Financial Research SAFE & Goethe University)* Steven Ongena* (University of Zurich, Swiss Finance Institute, KU Leuven, NTNU Business School & CEPR)* Loriana Pelizzon* (Ca’ Foscari University of Venice, Leibniz Institute for Financial Research SAFE & Goethe University)* Roberto Rigobon* (MIT Sloan School of Management)* Stephen Schaefer* (London Business School)* Marti Subrahmanyam* (NYU Stern Business School) * Christoph Trebesch* (Kiel Institute)** *PROGRAMME: Click here to see the conference programme <https://www.greta.it/index.php/it/general-information-credit23/programme-20…>* ** **REGISTRATION: Click here to register <https://registration.nexave.org/it/iscrizione-evento/27/22nd-international-…>** For the Registration Fees and more detailed information, please visit the *Conference website <https://www.greta.it/index.php/it/credit-2023>* *** Please accept our apologies for any crossed e-mails. ** Probably you are in our mailing list from very long time because you collaborated with us or with our associates, you asked to be informed about our activities, you attended our conferences or you submitted papers to our call for papers. If you would like to continue enjoying the benefits of keeping up to date with our future events, invitations, and developments, you do not need to do anything. If you would prefer to no longer receive communications from us, please send an email with Subject "Cancel from Mailing List" to credit(a)greta.it <mailto:credid@greta.it> BS <http://www.avg.com/email-signature?utm_medium=email&utm_source=link&utm_cam…> Privo di virus.www.avg.com <http://www.avg.com/email-signature?utm_medium=email&utm_source=link&utm_cam…> <#DAB4FAD8-2DD7-40BB-A1B8-4E2AA1F9FDF2> -- Nota automatica aggiunta dal sistema di posta *Sostieni il futuro* Dona il tuo 5x1000 al Collegio Internazionale Ca' Foscari *FINANZIAMENTO DELLA RICERCA SCIENTIFICA E DELLA UNIVERSITÀ | CODICE FISCALE: 80007720271*

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assegno di ricerca a Firenze
by Giacomo Scandolo 18 Jul '23

18 Jul '23

Assegno di ricerca, settore SECS-S/06, presso il Dipartimento DISEI dell'Università di Firenze. L'assegno è finanziato da fondi NGEU-PNRR attraverso il Partenariato Esteso PE-3 RETURN (Multi-Risk Science for Resilient Communities under a Changing Climate). E' richiesto il Dottorato di ricerca o titolo equivalente conseguito all'estero. Titolo: Incertezza di modello nella misurazione di rischi finanziari, energetici, climatici e naturali Descrizione: La ricerca riguarderà l’impatto che l’assunzione di un modello descrittivo-statistico ha sull’analisi e quantificazione dei rischi di diversa natura e sulle conseguenti politiche di mitigazione. Le applicazioni potranno essere ad ampio spettro, in linea con l'interdisciplinarietà del Partenariato. Responsabile scientifico: Prof. Giacomo Scandolo Durata: 24 mesi Inizio: novembre 2023 Lordo percipiente annuo: 26750 Euro E' inoltre prevista una "mobility allowance" lorda di 5670 Euro annui in caso di assegnista residente fuori dall'Italia. Scandenza domande: 03/08/2023 Data colloquio (online): 05/09/2023 Link al bando: (italiano) https://titulus.unifi.it/albo/viewer?view=files%2F005081973-UNFICLE-e242b27… (inglese) https://titulus.unifi.it/albo/viewer?view=files%2F005081973-UNFICLE-e242b27… Per ogni ulteriore informazione, contattare: giacomo.scandolo(a)unifi.it --------------------------------------------------------------------------------------------- Post-doc research grant at the Department of Economics (DISEI) of the University of Florence. The grant is financed by the NGEU-NRRP through the Extended Partnership PE-3 RETURN (Multi-Risk Science for Resilient Communities under a Changing Climate). A PhD degree is required for the position. Subject: Model uncertainty in financial, energy, climate, and natural risks assessment Description: The research activity will consider how selecting a descriptive-statistical model may impact on the analysis and assessment of different types of risks and on the derived mitigation policies. The range of possible applications is wide, in line with the interdisciplinary character of the PE-3. Duration: 24 months Start date: November 2023 Salary (annual, gross): 26750 Euro There is also a "mobility allowance" of 5670 Euro (annual, gross) in case the grant holder is officially resident outside Italy. Application deadline: 03/08/2023 Online interviews: 05/09/2023 Link to the call: (italian) https://titulus.unifi.it/albo/viewer?view=files%2F005081973-UNFICLE-e242b27… (english) https://titulus.unifi.it/albo/viewer?view=files%2F005081973-UNFICLE-e242b27… For any further information, please contact: giacomo.scandolo(a)unifi.it

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AVVISO DI SEMINARIO
by Barbara Martinucci 17 Jul '23

17 Jul '23

*UNIVERSITA' DI SALERNO* *Dipartimento di Matematica* AVVISO DI SEMINARIO Il dott. *Costantino RICCIUTI* (Università di Roma "La Sapienza", Dipartimento di Scienze Statistiche) terrà, giovedì 20 luglio, alle ore 12:00, presso la Sala Riunioni dell'Edificio F2 (piano 1, stanza 36), un seminario dal titolo: *Multivariate subordination, generalized fractional equations **and anomalous diffusion* Gli interessati sono cordialmente invitati a partecipare, *Antonio Di Crescenzo* *Barbara Martinucci* * Alessandra Meoli* * Serena Spina* Link su Teams: https://teams.microsoft.com/l/meetup-join/19%3a6hfHOOIVt89PyLIJDpqXis553z6p… *Abstract* In this talk we consider multiparameter Levy processes and multivariate subordinators in the sense of [1]. These models are not as well-known as other multiparameter extensions of Levy processes, such as the Brownian sheet or the Additive processes, yet they lead to a number of results that are interesting both in Analysis and Statistical Physics. Inspired by [1], we develop a theory for subordination of random fields, also providing a Phillips-type formula. This allows us to obtain stochastic solutions to systems of differential or integro-differential equations. We also study the composition of multiparameter Levy processes by means of the so-called "inverses" of multivariate subordinators. The resulting processes have interesting long range dependence properties and are governed by non local equations (potentially exhibiting fractional operators). As a byproduct, we present a model of anomalous diffusion where the particle moves within anisotropic media. The results presented in this talk are taken from [2] and [3]. [1] O. Barndorff-Nielsen; J. Pedersen; K. Sato. Multivariate subordination, self-decomposability and stability. Adv. in Appl. Probab. 33 (1), 160-187, 2001. [2] L. Beghin; C. Macci; C. Ricciuti. Random time-change with inverses of multivariate subordinators: Governing equations and fractional dynamics. Stoch. Proc. Appl. 130(10), pp. 6364-6387, 2020. [3] F. Iafrate; C. Ricciuti. Some families of random fields related to multiparameter Levy processes. arXiv preprint arXiv:2211.00346, 2022.

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