- Random - Mailing list — Dipartimento di Matematica, UniPI

Reminder -- First Italian Meeting on Probability and Mathematical Stastistics
by Federico Polito 04 Mar '17

04 Mar '17

*First Italian Meeting on Probability and Mathematical Statistics* *June 19-22, 2017, Torino, Italy* *Reminder* Website: http://calvino.polito.it/~probstat/torino2017/ The conference website is now updated with the latest available information. Please visit it for more details. *::..* Note that the registration is still open. *Deadline for registration: March 31, 2017* *..::* We are looking forward to meeting you in Torino next June. On behalf of the Organizing Committee, Federico Polito -- Federico Polito Department of Mathematics University of Torino Via Carlo Alberto, 10 10123, Torino, Italy Email: fpolito(a)unito.it Tel: +39 011 6702862 Web: www.federicopolito.it

1 0

Seminario Claudia Ceci a Padova
by Giorgia Callegaro 03 Mar '17

03 Mar '17

Carissimi, il giorno lunedì 13 marzo 2017 alle ore 12.30 presso il Dipartimento di Matematica dell'Universita' di Padova, via Trieste 63, aula 2BC30 (secondo piano), la Prof.ssa Claudia Ceci dell'Università di Chieti-Pescara, terrà un seminario dal titolo Credit derivatives and unit-linked life insurance contracts: optimal hedging in partially observable market models Siete tutti benvenuti! Saluti a tutti, Giorgia Callegaro -- Giorgia Callegaro Assistant Professor Department of Mathematics - University of Padova Via Trieste 63 , I-35121 Padova - ITALY Tel: +39-0498271481 Fax: +39-0498271499 E-Mail: gcallega(a)math.unipd.it <https://webmail.math.unipd.it/horde3/imp/message.php?mailbox=Sent&index=598#> Personal web-page: https://sites.google.com/site/giogiocallegaro/Home

1 0

Fwd: Fwd: Rutgers meeting on math-finance, probability, and pdes (fwd)
by Cecilia Mancini 02 Mar '17

02 Mar '17

-------- Messaggio Inoltrato -------- Oggetto: Fwd: Rutgers meeting on math-finance, probability, and pdes (fwd) Data: Thu, 2 Mar 2017 17:23:04 +0100 (CET) Mittente: Tiziano Vargiolu <vargiolu(a)math.unipd.it> Date: Thu, 2 Mar 2017 10:44:51 -0500 From: Kasper Larsen <kasperl2andrew.cmu.edu(a)gmail.com> Subject: Rutgers meeting on math-finance, probability, and pdes To: Dear friends and colleagues: We are organizing a meeting on mathematical finance, probability theory, and partial differential equations to be held at Rutgers University, New Brunswick, May 17-19, 2017. We are hoping that you can help spread the word through your network. You can find more information here: http://finmath.rutgers.edu/partial-differential-equations-conference The conference seeks to encourage and promote early-career mathematicians: The conference schedule will allow for several contributed talks without parallel sessions. We have limited financial support available from NSF for junior US-located researchers (including graduate students, post docs, and tenure tracks). Priority for travel funding will be given to presenters who are graduate students, other junior mathematicians, and those from underrepresented groups. You can submit requests (for a presentation slot and/or funding) through the above conference webpage. Feel free to forward this email to other interested parties. We hope to see you! On behalf of the organizers, Kasper -- Cheers, Kasper Larsen Associate Professor Dept. of Mathematical Sciences Carnegie Mellon University http://www.math.cmu.edu/math/faculty/larsen.html ----- End forwarded message -----

1 0

Seminario Nien-Lin Liu (Ritsumeikan University, Japan) a Firenze, 6/3/2017
by Cecilia Mancini 02 Mar '17

02 Mar '17

Nell'ambito del ciclo di seminari del Dipartimento di Scienze per l'Economia e l'Impresa (DISEI) dell'Universita' di Firenze, la prossima settimana si terrà il seguente seminario: Lunedì 6 Marzo 2017 (D6/Aula Bracco) ore 14.00: Nien-Lin Liu (Ritsumeikan University, Japan) "Fourier-Malliavin estimators based on discrete measures" Tutti gli interessati sono cordialmente invitati a partecipare. La lista dei seminari Disei è raggiungibile al seguente indirizzo: http://www.disei.unifi.it/vp-104-seminari.html

1 0

Postdoctoral position at BCAM, Bilbao
by Enrico Scalas 02 Mar '17

02 Mar '17

Car* collegh*, Vi prego di diffondere il seguente annuncio alle persone potenzialmente interessate. Non ho inserito il documento con la descrizione del profilo richiesto, ma lo si puo' trovare a: http://www.bcamath.org/documentos_public/archivos/ofertas/BCAM17-PostDoc_Pr… Cordiali saluti, Enrico Scalas Professor of Statistics and Probability Head of Department, Mathematics University of Sussex, UK -- *Dear Colleagues,* *The Basque Centre for Applied Mathematics (BCAM <http://www.bcamath.org/en/>) opened the position <http://www.bcamath.org/en/research/job/ic2016-winter-postdoctoral-fellowshi…> of Postdoctoral Fellow in Modelling and Simulation in Life and Materials Sciences (MSLMS) group*. The selected candidate will work on Bayesian analysis with Hamiltonian Monte Carlo methods in biomedical applications under the supervision of Elena Akhmatskaya <http://www.bcamath.org/en/people/eakhmatskaya> in collaboration with the members of MSLMS <http://www.bcamath.org/en/research/lines/MSLMS> as well as the Researchers in the Joint BioEnergy Institute (JBEI <https://www.jbei.org/>), US DOE, and the Brest Cancer Stem Cells Lab at CIC <http://www.cicbiogune.es/center/about>bioGUNE <http://www.cicbiogune.es/center/about>. The applications of interest include metabolic flux analysis and drug sensitivity prediction. The Hamiltonian Monte Carlo (HMC) and the Mix & Match HMC <https://bird.bcamath.org/handle/20.500.11824/323> implemented in BCAM in-house software HaiCS (*Ha*miltonians *i*n *C*omputational *S*tatistics) will be used as primary sampling tools in Bayesian analysis and developed further. The full description of the position is provided in the attached file. I will highly appreciate if you could distribute this announcement among your colleagues. Many thanks, Best Regards, Elena. Elena Akhmatskaya Ikerbasque Professor Group Leader BCAM - Basque Center for Applied Mathematics Mazarredo 14. 48009 Bilbao, Basque Country, Spain Tel.: +34 946 567 842 <+34%20946%2056%2078%2042> Fax: +34 946 567 843 <+34%20946%2056%2078%2043> e-mail: akhmatskaya(a)bcamath.org Web: www.bcamath.org/en/people/akhmatskaya

1 0

Lecturer Position at Leeds - deadline 6 March
by Elena Issoglio 02 Mar '17

02 Mar '17

Dear Colleagues this is to announce that a Lecturer Position in Financial/Actuarial Mathematics is currently being advertised at the University of Leeds. Note that the deadline for applications is very soon, *Monday 6 March*. Previous research experience in financial mathematics is *not* essential. School/Institute: School of Mathematics, University of Leeds Position: Permanent Lecturer, grade 8 Salary: £39,324 to £46,924 p.a. Closing Date: Monday 06 March 2017 For more info and to apply online, please visit https://jobs.leeds.ac.uk/vacancy.aspx?ref=MAPMA1052 Best wishes, Elena Dr Elena Issoglio Lecturer in Financial Mathematics Office 11.02, School of Mathematics School of Mathematics, University of Leeds, Leeds, LS2 9JT E: e.issoglio(a)leeds.ac.uk<mailto:e.issoglio@leeds.ac.uk> T: 0113 34 3 4660

1 0

Announcement: 8th AMaMeF Conference - MARK THE DATES! (fwd)
by Tiziano Vargiolu 02 Mar '17

02 Mar '17

---------- Forwarded message ---------- Date: Thu, 2 Mar 2017 12:03:29 +0100 From: Giulia Di Nunno <giulian(a)math.uio.no> Caro Tiziano, mi puoi girare questo annuncio sulla lista random? Grazie Un saluto Giulia --------------------------------------- Dear Colleague, on behalf of the organising committee is a pleasure to announce that the 8th AMaMeF Conference will take place in Amsterdam June 19-23, 2017, thanks to the joint efforts of groups at the University of Amsterdam, Radboud University, and ING Bank. With the participation of TopQuants. The conference features plenary lectures and parallel sessions covering the forefront areas of research in theoretical and quantitative finance, risk, insurance. Plenary speaker are: Fred Espen Benth (University of Oslo) Carole Bernard (Grenoble School of Management and Vrije Universiteit Brussel) Bruno Bouchard (Universit? Paris-Dauphine) S?ren Christensen (University of Hamburg) Christa Cuchiero (University of Vienna) Paul Glasserman (Columbia University) Xin Guo (UC Berkeley) Jan Ob??j (University of Oxford) Mikl?s R?sonyi (Alfr?d R?nyi Institute of Mathematics) Follow the developments, the registration procedures, the abstract submission and all see: http://8amamef.nl Please help to distribute this announcement among your all contacts. Welcome to Amsterdam in June! Best regards Giulia Di Nunno Professor Department of Mathematics University of Oslo

1 0

Seminari di probabilità e statistica matematica
by Piccioni, Mauro 01 Mar '17

01 Mar '17

Lunedì 6 marzo Ore 16:00, Aula di Consiglio Seminario di probabilità e statistica matematica Mauro Piccioni Conditional iid structures in exchangeable multivariate distributions: from Marshall-Olkin to “load sharing” models The discovery of a conditional iid structure allows the understanding of the dependence contained in a d-variate distribution as generated by an exogenous latent factor . According to the celebrated de Finetti ‘s theorem this is equivalent to the possibility of defining an infinitely exchangeable sequence of random variables with the given d-marginal. In parametric classes of multivariate distributions, the determination of the values of the parameter corresponding to a structure of this type is a difficult problem which have been solved only in a few cases. In the talk the elegant theory developed by Mai and Scherer for the Marshall-Olkin distribution will be reviewed and some partial results for “load-sharing” models will be presented (joint work with Gerard Letac and Fabio Spizzichino). Tutti gli interessati sono invitati a partecipare. I seminari proseguiranno durante il secondo semestre ogni lunedì con cadenza settimanale.

1 0

Fully Funded PhD Positions for International Students, University of Padova, Italy - Deadline March 28, 2017 1.00 pm (CEST)
by Patrizia Piacentini - PhD 01 Mar '17

01 Mar '17

For the academic year 2017/18 the University of Padova, Italy, offers 15 research fellowships fully funded by Fondazione Cariparo for foreign (non Italian) students to attend Doctoral Courses - *Deadline: 28 March 2017 (1.00 p.m. CEST)* The call for application is available at the following address: http://www.unipd.it/en/node/1053 The announcement concerns a limited number of fully funded grants for foreign (non-Italian) graduate students to be awarded on the basis of qualifications only and requiring no entry examination. The grants include all University and Department fees, full board at the University accommodation and provide an additional personal scholarship of 13.638,47 € per year for a total of 3 years. Doctoral courses will start on *October 1st, 2017* and will end on September 30st, 2020. Application is to be made following carefully the instructions in the announcement. The PhD Course in Statistics ( http://www.stat.unipd.it/fare-ricerca/dottorato-di-ricerca ) highly encourages foreign students to apply for admission. All lectures are given in English. Interested applicants are invited to contact the Course Coordinator (dottorato(a)stat.unipd.it) for any advice. Some summary information about grants and admission procedures for foreign students can be found at http://www.stat.unipd.it/fare-ricerca/ammissione. Prof. Nicola Sartori Coordinator Phd Course in Statistics University of Padova Italy -- Patrizia Piacentini Secretariat PhD Course in Statistics University of Padova tel +39 049 8274167 fax +39 049 8271524 dottorato(a)stat.unipd.it

1 0

Fwd: Two postdoc positions in Roma Tre
by Pietro Caputo 28 Feb '17

28 Feb '17

ricevo e inoltro: ---------- Forwarded message ---------- From: <giuliani(a)mat.uniroma3.it> Date: Tue, Feb 21, 2017 at 2:16 PM Subject: Two postdoc positions in Roma Tre To: giuliani(a)mat.uniroma3.it Dear Colleague, I would like to draw your attention to two 2-years postdoc position in mathematical physics within the project "Universality in Condensed Matter and Statistical Mechanics", funded by an ERC Consolidator Grant (PI: Alessandro Giuliani). Interested candidates should have a strong background in the mathematics of quantum or classical statistical mechanics. The successful applicant will be expected to work on problems related to scaling limits in 2D systems at the critical point, broken phases in systems with continuous symmetry, quantum transport in interacting systems. The appointments are for two years, starting in September 2017 or earlier (we invite applications by March 22, 2017; the call will remain open until the two positions are filled). The position is based at the Department of Mathematics of the University of Roma Tre. It comes with no teaching duties and with traveling funds to attend conferences and workshops. A full description of the project and the position, including details about how to apply can be found on the web page of the project: http://www.mat.uniroma3.it/users/giuliani/public_html/erc_CoG/index.html I would be grateful if you could bring this advertisement to any interested candidate. Thank you in advance, With best regards, Alessandro Giuliani

1 0