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Seminario Paolo Dai Pra
by Enrica Pirozzi 11 Jan '23

11 Jan '23

AVVISO di SEMINARIO Prof. Paolo Dai Pra Università di Verona TITOLO Polarization and Coherence in Mean Field Games Driven by Private and Social Utility Abstract We study a mean field game in continuous time over a finite horizon, T, where the state of each agent is binary and where players base their strategic decisions on two, possibly competing, factors: the willingness to align with the majority (conformism) and the aspiration of sticking with the own type (stubbornness). We also consider a quadratic cost related to the rate at which a change in the state happens: changing opinion may be a costly operation. Depending on the parameters of the model, the game may have more than one Nash equilibrium, even though the corresponding N- player game does not. Moreover, it exhibits a very rich phase diagram, where polarized/unpolarized, coherent/incoherent equilibria may coexist, except for T small, where the equilibrium is always unique. We fully describe such phase diagram in closed form and provide a detailed numerical analysis of the N-player counterpart of the mean field game. Joint work with Marco Tolotti (Venezia) and Elena Sartori (Padova). Il seminario si terrà il giorno 13 Gennaio 2023 ore 11:00 nella Aula F del Dipartimento Matematica e Applicazioni, Università di Napoli FEDERICO II, Complesso di Monte Sant'Angelo, Via Cintia, Napoli. Link a Teams: https://teams.microsoft.com/l/meetup-join/19%3aMQ4RZDBo_0G-K_PHxKtktVYAczOG… -- Enrica Pirozzi Dipartimento di Matematica e Applicazioni Universita' di Napoli FEDERICO II Via Cintia, Monte S.Angelo, 80126, NAPOLI, ITALY Tel. 081 675634 https://www.docenti.unina.it/ENRICA.PIROZZI

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PhD/Post-doc Researcher at private company - Mathematics/statistics
by Stefano Herzel 11 Jan '23

11 Jan '23

Research position in mathematics/statistics at a private company: - For PhD/Postdoc (Master's ok) in Mathematics or equivalent - No programming or finance prerequisites. For more information visit arpm.co/job/researcher <http://arpm.co/job/researcher>

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Postdoc positions at Bocconi (Milan)
by Giacomo Zanella 11 Jan '23

11 Jan '23

Three postdoc positions available at Bocconi University (Milan, Italy), under the supervision of Giacomo Zanella (link <https://sites.google.com/site/gzanellawebpage/home>) and funded by the ERC Starting Grant "Provable Scalability for high-dimensional Bayesian Learning". Details and links to apply available at https://sites.google.com/site/gzanellawebpage/postdoc-positions-available. The deadline for application is 28/02/2023 and the planned starting date is 01/05/2023 (with some flexibility). Initial contracts are for 1 year and are extendable for further years under mutual agreement. Candidates will conduct research on computational aspects of statistical and machine learning methods, with a particular focus on Bayesian methodologies. The research activity, both in terms of specific topic and research approach, can adapt to the profile and interests of the successful candidates. Beyond working with the supervisor and coauthors on topics related to the grant project (see https://sites.google.com/site/gzanellawebpage/research and https://cordis.europa.eu/project/id/101076564 for more details on the research topics of the supervisor and grant project), candidates will get the chance to interact with various faculty members, postdocs and PhD students of the Stats&ML group at Bocconi (see e.g. researchers at https://bayeslab.unibocconi.eu/people and https://dec.unibocconi.eu/people ). Interested candidates can write to giacomo.zanella(a)unibocconi.it for more information about the positions. Best regards, Giacomo Zanella

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Summer School on "Statistical Mechanics and Stochastic PDEs" (Sep 11-15, 2023)
by Francesco Caravenna 11 Jan '23

11 Jan '23

Dear friends, We would like to advertise a summer school entitled "Statistical Mechanics and Stochastic PDEs", which will be held from Sep 11-15, 2023, in Cetraro, Italy. It belongs to the series of mathematics summer schools organised yearly by Fondazione CIME. The school aims to expose researchers to some of the latest developments in statistical mechanics and stochastic PDEs, as well as the connections between the two. The list of speakers and their course titles is: Massimiliano Gubinelli (Univ. Oxford, UK) - Constructive stochastic quantization Antti Kupiainen (Univ. Helsinki, Finland) - Renormalisation Group and stochastic PDEs Ioan Manolescu (Univ. Fribourg, Switzerland) - An invitation to FK percolation Fabio Lucio Toninelli (Technical Univ. Vienna, Austria) - Stochastic growth models and anisotropic KPZ equation in dimension 2+1 We especially encourage the participation of PhD students and postdocs. A limited number of grants will be available to cover their local expenses (full board accommodation). Interested participants should submit their applications before Apr 30, 2023, through the school website: https://sites.google.com/unifi.it/cime/c-i-m-e-courses/c-i-m-e-courses-2023… <https://sites.google.com/unifi.it/cime/c-i-m-e-courses/c-i-m-e-courses-2023…> Some practical details on the location: https://sites.google.com/unifi.it/cime/c-i-m-e-courses/c-i-m-e-courses-2022… <https://sites.google.com/unifi.it/cime/c-i-m-e-courses/c-i-m-e-courses-2022…> Please feel free to circulate the information. The organisers, Francesco Caravenna, Rongfeng Sun, Nikos Zygouras

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Annuncio Seminario Sapienza // Martedì 10 Gennaio // Lorenzo Dello Schiavo
by Lorenzo Taggi 09 Jan '23

09 Jan '23

Martedì 10 Gennaio 2023, ore 14:00 Sala di Consiglio, Dipartimento di Matematica, Sapienza Università di Roma *Speaker: *Lorenzo Dello Schiavo (ISTA, Vienna) *Titolo:* Scaling Limits of Random Walks, Harmonic Profiles, and Stationary Non-Equilibrium States in Lipschitz Domains *Abstract:* We consider the open symmetric exclusion (SEP) and inclusion (SIP) processes on a bounded Lipschitz domain Ω, with both fast and slow boundary. For the random walks on Ω dual to SEP/SIP we establish a functional-CLT-type convergence to the Brownian motion on Ω with either Neumann (slow boundary), Dirichlet (fast boundary), or Robin (at criticality) boundary conditions. We further show the discrete-to-continuum convergence of the corresponding harmonic profiles. As a consequence, we rigorously derive the hydrodynamic and hydrostatic limits for SEP/SIP on Ω, and analyze their stationary non-equilibrium fluctuations. Based on joint work arXiv:2112.14196 with Lorenzo Portinale (IAM Bonn) and Federico Sau (ISTA)

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Workshop on Quantitative Finance 2023
by Marina DI GIACINTO 08 Jan '23

08 Jan '23

-------------------------------------- Apologies for cross-postings -------------------------------------- Dear Colleagues, This is a gentle reminder on the call for papers of the XXIV Workshop on Quantitative Finance (QFW2023), which will be held at the Angevin Castle in Gaeta (Italy) on April 20th-22nd, 2023. The deadline for submitting extended abstracts is next Sunday, January 15th, 2023. The call for papers is attached, and the poster of the conference can be downloaded here <https://drive.google.com/file/d/1aoSPNCgHk4caf_LOB4Vk61XDCmvdJG1m/view>. Attendance is free of charge, but registration is required for organizational reasons. Further information is available on the conference website https://qfw2023.unicas.it/. We are looking forward to meeting you in Gaeta! Marina Di Giacinto On behalf of the Organizing Committee

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seminar on January 11, 2023 - Giulia Di Nunno - Reminder
by Emanuela Rosazza Gianin 07 Jan '23

07 Jan '23

Dear all, you are all invited to participate to the following seminar on *Wednesday 11th of January 2023 at 16:30* in Aula Seminari 4026 at University of Milano Bicocca (via degli Arcimboldi 8, Milano - building U7, 4th floor): Speaker: *Giulia Di Nunno* (University of Oslo) Titolo: *Sandwiched Volterra volatility models and hedging* Abstract: We present the Sandwiched Volterra Volatility (SVV) model and we discuss some of its characteristic properties. We then move to consider hedging and consider the explicit computation of quadratic hedging strategies. While the theoretical solution is well-known in terms of the non-anticipating derivative for all square integrable claims, the fact that these models are typically non-Markovian provides a concrete difficulty in the direct computation of conditional expectations at the core of the explicit hedging strategy. To overcome this difficulty, we propose a Markovian approximation of the model which stems from an adequate approximation of the kernel in the Volterra noise. We show some numerical simulations performed with different methods. Best wishes, Emanuela ****************************************** Emanuela Rosazza Gianin Department of Statistics and quantitative methods University of Milano-Bicocca Via Bicocca degli Arcimboldi, 8 20126 Milano - Italy Phone (0039) 02 64483208 e-mail: emanuela.rosazza1(a)unimib.it ******************************************

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secondo indirizzo email
by Laura Maria Morato 07 Jan '23

07 Jan '23

carissimi desidero AGGIUNGERE a questo indirizzo email l'indirizzo morato.lauramaria(a)gmail.com cordialmente Laura Morato

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21st Informs APS, June 28-30 2023
by Sara Mazzonetto 06 Jan '23

06 Jan '23

Salve a tutti, Mi permetto d'inviare, a nome del comitato di organizzazione, l'annuncio di una conferenza in probabilità applicata che si terrà a fine giugno a Nancy. Cordiali saluti, Sara Mazzonetto %%%%%%%% Dear friends and colleagues, It is our great pleasure to announce that the 21st INFORMS Applied Probability Society conference will be held in Nancy, France, on June 28 - 30 2023. The Informs APS conference has been one of the most important international events in Applied Probability for over 4 decades. After having postponed the conference from back in 2021 due to Covid, we are all so excited to come together again as a community. The event will be an outstanding opportunity to hear (and give!) great talks and poster presentations at the cutting edge of research in Applied Probability. And the APS conference is an especially great opportunity for students and junior career scientists to meet many in the community, learn about new and interesting research directions, share their recent and ongoing work, establish new collaborations and friendships. Invited session chairs are currently in the process of inviting speakers, and there will also be many great sessions of contributed talks, as well as an excellent poster fair! Registration is now open, and all details may be found at : [ https://informs-aps2023.event.univ-lorraine.fr/ | https://informs-aps2023.event.univ-lorraine.fr/ ] The key dates are as follows: February 27th, 2023: deadline for student support applications. February 27th, 2023: submission deadline for titles and abstracts of invited sessions talks. March 6th, 2023: submission deadline for titles and abstracts of contributed talks. March 13th, 2023: submission deadline for posters. April 10th, 2023: notification of acceptance for student support grants. April 10th, 2023: notification of acceptance for contributed talks and posters. May 1st, 2023: deadline for early-bird registration. Hope to see you in Nancy this summer! Sincerely, Dave Goldberg (INFORMS APS chair), Pascal Moyal (head organizer) and the local organizing committee.

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Fwd: Juniorprofessorship in Augsburg
by Marco Romito 06 Jan '23

06 Jan '23

The University of Augsburg has an opening for Junior Professorship (W1) in the area of stochastic partial differential equations, stochastic analysis, stochastic dynamics, numerics of stochastic differential equations or related fields. Deadline: January 31, 2023 The position initially lasts three years and ends with an evaluation. If the result of the evaluation is positive, the contract is extended for another three years. For full details of this announcement see: https://www.uni-augsburg.de/en/jobs-und-karriere/stellenangebote/2022/12/19… Application packages should include a curriculum vitae, a list of publications, and a Ph.D. certificate. Applications should be submitted to the Dean of the Faculty of Mathematics, Natural Sciences, and Materials Engineering, University of Augsburg, Germany in pdf-format (as one file, maximum 8 MB) to bewerbungw1sde(a)math.uni-augsburg.de. Employment requirements are a relevant university degree, teaching skills, the ability to pursue scientific work which is generally demonstrated by a doctorate. Total employment time as researcher or research assistant, including employment in these positions while pursuing a Ph.D., should not exceed six years. The appointment procedure is performed according to Art. 18 BayHSchPG. -- Prof. Dr. Dirk Blömker, Institut für Mathematik, Universität Augsburg, 86135 Augsburg, Germany Telefon: ++49 (0821) 598 - 2156 Telefax: ++49 (0821) 598 - 2200 E-Mail: dirk.bloemker(a)math.uni-augsburg.de Skype: bloemker21

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