Dear Colleagues,
This is the first announcement of the Lake Como Workshop
"Quantitative Laws II: From physiology to ecology, from interaction
structures to collective behavior"
to be held on June 13th - June 25th, 2016, at Villa del Grumello, Como,
Italy.
SUBMISSIONS AND APPLICATIONS ARE OPEN NOW.
For submission of abstracts, deadlines and other information, see the
conference website at
http://qlsb.lakecomoschool.org/
Please help us spreading word of this workshop to any colleagues you …
[View More]know
might be interested, and bring this announcement to the attention of
students and post-docs. (Apologies if you receive this multiply.)
Confirmed Invited speakers:
Rosalind Allen (Edinburgh University)
Marc Barthelemy (CEA-Saclay)
William Bialek (Princeton University)
Naama Brenner (Technion Haifa)
Antonio Celani (ICTP Trieste)
Pietro Cicuta (University of Cambridge)
Andrea de Martino (CNR/NANOTECH Italy)
Kevin Dorfman (CEMS, University of Minnesota)
Hans Herrmann (ETH Zurich)
Kunihiko Kaneko (University of Tokyo)
Edo Kussell (New York University)
Amos Maritan (University of Padova)
Matteo Marsili (ICTP Trieste)
Sergei Maslov (University of Illinois Urbana-Champaign)
Namiko Mitarai (University of Copenhagen)
Miguel A. Muñoz (Universidad de Granada)
Thierry Mora (Ecole Normale Supérieure, Paris)
Todd Parsons (Université Pierre et Marie Curie)
Chris Quince (University of Glasgow)
Bianca Sclavi (Ecole Normale de Cachan, Paris)
Kim Sneppen (University of Copenhagen)
Sander Tans (AMOLF Amsterdam)
Guido Tiana (University of Milan)
Remco van der Hofstad (Eindhoven University of Technology)
Erik van Nimwegen (Biozentrum Basel)
Sven van Teeffelen (Pasteur Institute)
Aleksandra Walczak (Ecole Normale Supérieure, Paris)
Joshua Weitz (Georgia Tech)
Best Regards,
The organising committee:
Federico Bassetti
Fabrizio Capuani
Marco Cosentino Lagomarsino
Marco Gherardi
Matteo Osella
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Mercoledì 20 Gennaio alle ore 13, presso l'aula Master al 5° piano del
Dipartimento MEMOTEF
(Sapienza Università di Roma, via del Castro Laurenziano 9) si terrà il
seminario:
"The Robust Merton Problem of an Ambiguity Averse Investor"
Prof. Sara Biagini, Dipartimento di Economia e Finanza-LUISS G. Carli
Abstract:
We derive a closed form portfolio optimization rule for an investor who is
di dent about
mean return and volatility estimates, and has a CRRA utility. The novelty
is that con dence
…
[View More]is here represented using ellipsoidal uncertainty sets for the drift, given
a volatility realization.
This speci cation a ords a simple and concise analysis, as the optimal
portfolio allocation
policy is shaped by a rescaled market Sharpe ratio, computed under the
worst case volatility.
The result is based on a max-min Hamilton-Jacobi-Bellman-Isaacs PDE, which
extends the
classical Merton problem and reverts to it for an ambiguity-neutral
investor.
Tutti gli interessati sono invitati
Cordiali saluti
Gabriele Stabile
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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: Optimal arbitrage and portfolio optimization for market models satisfying NUPBR but not NFLVR
WOLFGANG RUNGGALDIER
University of Padova
ABSTRACT: The classical no-arbitrage condition of NFLVR is often too strong and can be weakened thereby still allowing to solve meaningfully standard problems in mathematical finance. A weaker condition to this …
[View More]effect is NUPBR (NA1). For market models satisfying NUPBR, but where NFLVR does not hold, classical arbitrage is thus possible and the interest arises to construct such models and and to obtain for them optimal arbitrage. In particular, we consider models with insider information and for such models we discuss, besides optimal arbitrage, also the possibility of solving portfolio optimization problems by analogy to classical duality even under absence of an ELMM.
(Joint work with N.H.Chau and P.Tankov)
LOCATION:
The seminar will be held on Wednesday, January 20, 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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---------- Forwarded message ----------
Date: Sun, 10 Jan 2016 21:48:12 -0500
From: Jaime Alberto Londono Londono <jalondonolo(a)unal.edu.co>
To: Jaime Londo?o <icasqf(a)gmail.com>
Subject: Final Call for Papers--ICASQF2016
Dear Colleague,
Please let me call your attention on the Second International Congress on
Actuarial Science and Quantitative Finance will be in Cartagena, Colombia
from June 15 to June 18 of 2016, and the enclosed call of papers. The web
page of the …
[View More]Congress is http://icasqf.org
If you do not want to receive any further emails on this topic, please write
me to this address.
Best regards,
Jaime A. Londo?o
Chairman
Organizing Committee Second International Congress on Actuarial Science and
Quantitative Finance
Associate Professor, Universidad Nacional de Colombia, Manizales
jalondonol(a)unal.edu.co, jaime.a.londono(a)gmail.com
Final Call for papers "Second International Congress on Actuarial Science
and Quantitative Finance" Cartagena, Colombia, June 15 to June 18 of 2016.
http://icasqf.org
Dear colleague,
You are cordially invited to submit your research papers for presentation
consideration at the Second International Congress on Actuarial Science and
Quantitative Finance, Cartagena, Colombia, June 15 to June 18 of 2016. The
web page of the congress is http://icasqf.org
Authors of selected oral presentations would be invited to submit to the
special issue entitle ?Actuarial Science and Quantitative Finance: ICASQF2016,
Cartagena, Colombia, June2016? of Springer Proceedings in Mathematics &
Statistics (PROMS). Invited papers would follow a standard refereeing
process. You can find the proceedings of the First edition of ICASQF
here.
The deadline for abstract submissions is February 1st, 2016 (23:59 Western
time).
The Congress is organized by Universidad Nacional de Colombia, Universidad
de Cartagena, Universidad del Rosario, Universidad Externado de Colombia,
Universidad de Los Andes and ENSIIE/Universit? d??vry-Val-d?Essonne. The event
builds on the success of the first ICASQF. This second edition consolidates
the Congress as the premier event in Actuarial Science and Quantitative
Finance in Colombia, the Andean Region (Peru, Colombia, Venezuela, Ecuador,
and Bolivia) and the Caribbean Region.
The Congress will cover a variety of topics in Actuarial Science and
Quantitative Finance. Topics include statistics techniques in Finance and
Actuarial Science, Portfolio Management, Derivative Valuation, Financial
Economics, Financial Econometrics, Computational Finance, Risk Theory and
Life and Pension Insurance Mathematics, Non-Life Insurance Mathematics, and
Economics of Insurance among others.
The event would consist of plenary sessions with invited speakers in the
areas of actuarial science and quantitative finance, oral sessions of
contributed talks, invited sessions and poster sessions.
A program of one day of the Congress would emphasize on problems of interest
to practitioners. Also, there would be short courses on topics of interest
in actuarial science and quantitative finance, given by some of the invited
speakers.
Invited speakers include:
* Rama Cont. Semi-plenary talk and short course. Imperial College, London,
UK.
* Bruno Dupire. Plenary talk.Bloomberg LP. New York, US
* Nicole El Karoui. Plenary talk and short course. ?cole Polytechnique,
Palaiseau, France.
* Christian Hipp. Semi-plenary talk. Karlsruher Institute of Technology,
Karlsruhe, Germany.
* Jean Jacod, Semi plenary talk and short course. Universit? Paris VI,
Paris, France.
* Ioannis Karatzas. Plenary talk and short course. University of Columbia,
NY, US.
* Glenn Meyers, Plenary talk and short course. ISO Innovative Analytics,
New York USA.
* Kees Oosterlee, Semi-plenary talk. Dutch national research center for
mathematics and computer science, Amsterdam Netherlands.
* Michael Sherris. Semi plenary talk. UNSW, Sydney Australia.
* Qihe Tang. Plenary talk. School of Business, University of Iowa, Iowa
USA
* Fernando Zapatero. Semi-plenary talk. USC, Los Angeles, CA, US
The following preeminent scholars have accepted to help us organize invited
sessions:
* St?phane Cr?pey, (Universit? d'Evry)
* Jos? Garrido (Concordia University)
* Julien Guyon, (Bloomberg LP)
* Daniel Hern?ndez, (CIMAT)
* Vladimir Kaishev, (Cass Business School)
* Claude Lef?vre, (Universit? Libre de Bruxelles)
* Andrea Pascucci, (University of Bologna)
* Philip Protter (Columbia University)
* Greg Taylor, (UNSW)
* Emiliano Valdez, (University of Connecticut)
The scientific committee of the event is integrated by:
* Hansjoerg Albrecher, (Univ. of Lausanne)
* Samuel Cox, (Georgia State University)
* Richard Davis, (Columbia University)
* Jos? Garrido, (Concordia University)
* Daniel Hernandez, (CIMAT)
* Edward (Jed) Frees, (University of Wisconsin, Madison)
* Monique Jeanblanc, (Universit? d'?vry Val-d'Essonne)
* Khaldoun Khashanah, (Stevens Institute of Technology)
* Steve Haberman, (Cass Business School)
* Ralf Korn, (Technische Universit?t Kaiserslautern)
* St?phane Loisel, (Universit? Lyon 1, France)
* Fabio Mercurio, (Blomberg)
* Jean-Luc Prigent, (Universit? de Cergy-Pontoise)
* Suresh P. Sethi, (University of Texas, Dallas)
* Ajay Subramanian, (Georgia State University)
* Emiliano Valdez, (University of Connecticut)
* Carlos V?zquez Cend?n (Universidad de la Coru?a)
* Viswanathan Arunachalam, (Universidad Nacional, Bogot?)
* Jaime Londo?o(Chair, Universidad Nacional, Manizales).
Best regards,
On behalf of the Organizing Committee
Jaime Londo?o
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Convegno in onore di Eugenio Regazzini - Pavia
********************************************************
In occasione del settantesimo compleanno di Eugenio Regazzini, il 10 e
l'11 giugno 2016 a Pavia si terra' il convegno
* Advances in Statistics, Probability and Mathematical Physics *
* A Conference in Honour of Eugenio Regazzini *
Il sito dedicato all'evento
http://matematica.unipv.it/eugenioconference
e' stato aggiornato con alcune …
[View More]informazioni utili per chi desidera partecipare.
In particolare, si segnala che e' ora possibile registrarsi al
convegno collegandosi al sito
http://www-dimat.unipv.it/eugenioconference/registration.html
Come gia' annunciato la registrazione e' gratuita, ma necessaria per
motivi organizzativi e deve essere completata entro il *31 maggio
2016*. Nel modulo di registrazione occorre anche specificare se si
intende partecipare alla cena sociale che si svolgera' venerdi' 10
giugno, a Pavia.
Cordiali saluti,
Antonio Lijoi
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Si avvisa che in data 15-01-2016, alle ore 16:00,
presso l'Aula Seminari "F. Saleri" VI piano - Dipartimento di Matematica, Politecnico di Milano,
nell'ambito delle iniziative MOX, si svolgerà il seguente seminario:
Relatore:
Frédéric Brunet
Institut de Génomique Fonctionnelle de Lyon, Ecole Normale Supérieure de Lyon
Titolo:
1-2-3-4: a story about whole genome duplications in fish and other vertebrates
Abstract:
Gene and genome duplications, which increase gene copy number at different …
[View More]scales, are considered to be important contributors to the evolution of organisms. During the evolution of vertebrates, two successive rounds of whole genome duplication, called 1R and 2R have highly influenced the organization of gene content of genomes. After WGDs, genomes returned progressively to a diploid state, but a certain amount of genes were kept as duplicates, which led to the formation and extension of many gene families. A fish-specific genome duplication called 3R occurred at the base of the teleost fish lineage. A fourth round of WGD has also been characterized
Tutti gli interessati sono invitati a partecipare.
Cordiali saluti,
Marzia Cremona
Marzia A. Cremona
MOX - Modeling and Scientific Computing
Dipartimento di Matematica "F. Brioschi"
Politecnico di Milano
Via Bonardi, 9
20133 Milano (Italy)
tel: +39 02 2399 4595
e-mail: marziaangela.cremona(a)polimi.it
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Dear colleagues,
This is the last call to a 3-year postdoc position available in
Probability.
For more information, see below and
http://www.bath.ac.uk/jobs/Vacancy.aspx?ref=FY3536
The deadline is 20th January.
Please pass this to potential candidates and local mailing lists.
Thank you very much.
Best wishes,
Alexandre
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 …
[View More]date to be agreed (but no
sooner than 1st April 2016).
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 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 (with publication list),
* 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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----- Forwarded message from mihalis.zervos(a)gmail.com -----
Date: Mon, 4 Jan 2016 23:14:38 +0000
From: Mihail Zervos <mihalis.zervos(a)gmail.com>
Subject: Assistant Professor positions at the LSE
To: Mihail Zervos <mihalis.zervos(a)gmail.com>
Dear Colleagues,
The Department of Mathematics at the London School of Economics
and Political Science (LSE) is seeking to appoint one or more career-track
Assistant Professors. We particularly welcome applications in
…
[View More]financial mathematics and game theory. The application deadline is
January 15, 2016.
Please bring this advertisement to the attention of suitable candidates
who might be interested.
Best regards, Mihail Zervos.
----- End forwarded message -----
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