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EFI2, December 5-6, Padova, Italy: first announcement
by Tiziano Vargiolu 05 Jul '16

05 Jul '16

Dear all, I am glad to invite you to contribute and take part in the second edition of the workshop Energy Finance Italia, this time held in Padova (Italy) on December 5-6, 2016: http://events.math.unipd.it/efi2/ The aim of this workshop, at its second national edition, is to aggregate in a yearly meeting all Italian researchers, both from academics as from the industrial world, who deal with energy markets and related topics in a wide sense (energy-related time series like market prices, weather etc., evaluation and optimization of physical assets, etc.). Nevertheless, the participation (both as speakers as in the audience) is by no means limited only to Italian speaking people, and non-Italian participants are very welcome. The formula of this workshop (and hopefully of the next ones to follow) is made after the very successful "Workshops in Quantitative Finance", held annually in Italy for the last 18 years: - NO invited speakers, but only contributed ones: this is intented to favour the presence of both young researchers and more senior colleagues, and will favour the exchange of ideas and the birth of new collaborations. - no parallel sessions, but only one session: everyone listens to everybody. - each talk will have an official discussant: this ensures some very interesting and fruitful academic discussions. We all hope to see you all in Padova! Important dates --------------- - October 15, 2016: deadline for abstract submission - November 1, 2016: notification of acceptance 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 --------------------------------------------------------------------------

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annuncio di seminario
by Faggionato, Alessandra 05 Jul '16

05 Jul '16

Lunedi' 11 Luglio alle 17.15, in Aula di Consiglio del Dipartimento di Matematica, Universita' La Sapienza, si terra' il seguente seminario di free probability e combinatoria: Speaker: Frederic Patras (CNRS, Laboratoire J.A.Dieudonné, Nizza) Title: Free cumulants and half-shuffles Abstract: The theory of free probabilities has various origins: among others the theory of solutions of random operator-valued differential equations and the one of random matrices and their asymptotic properties. A notion of (free) cumulant has been introduced in this context which (for plenty of reasons) happens to be the "good" generalization of classical cumulants. Roland Speicher has introduced and studied these cumulants form a combinatorial point of view, using the poset of non-crossing partitions. The talk will survey these results and explain a new approach to these questions (j.w. with K. Ebrahimi-Fard). Cordiali saluti -- Prof. Alessandra Faggionato Department of Mathematics University La Sapienza Piazzale A. Moro, 2 00186 Rome - Italy

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Workshop on Random Processes in Discrete Structures: SAVE THE DATE!
by Elisabetta Candellero 04 Jul '16

04 Jul '16

Con preghiera di diffusione a tutti i potenziali interessati, grazie! Elisabetta ---------- Dear all, I'm happy to announce the "*Workshop on Random Processes in Discrete Structures*", which I am organizing together with Alexandre Stauffer (Bath). The workshop is about recent advances on random processes on graphs and other discrete structures, including percolation, voter model, contact processes and random graphs, and will take place at *Warwick *from *Tuesday 30th of August *until *Friday 2nd of September 2016*. More information (including the list of speakers) can be found on the website http://www2.warwick.ac.uk/fac/sci/statistics/crism/workshops/randomprocesses . Registration is FREE but COMPULSORY (mainly for catering purposes). If you would like to register to this event, please send an email to E.Candellero(a)warwick.ac.uk including the subject "Workshop on Random Processes in Discrete Structures" by **Tuesday 9th of August**. I'm looking forward to seeing many of you there! Best regards, Elisabetta Candellero

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Fwd: bando per ricercatore di tipo B nel settore MAT/06
by Francesco Caravenna 01 Jul '16

01 Jul '16

Ricevo e inoltro. > Da: Diego Pallara <diego.pallara(a)unisalento.it> > Oggetto: bando per ricercatore di tipo B nel settore MAT/06 > Data: 01 luglio 2016 16:19:54 GMT+02:00 > A: random(a)mail.dm.unipi.it > > Cari colleghi, > > vi segnalo che presso il Dipartimento di Matematica e Fisica dell'Universita' del Salento (Lecce) è stato bandito un posto per un ricercatore di tipo B nel settore MAT/06. > > Il bando è disponibile sulla pagina > > https://www.unisalento.it/c/document_library/get_file?p_l_id=256165&folderI… > > la scadenza è il 27 luglio 2016. > > Saluti > > Diego Pallara

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Seminario di N. Torri a Milano-Bicocca (05.07.2016)
by Francesco Caravenna 30 Jun '16

30 Jun '16

Martedì 5 luglio 2016 alle ore 10:30, nell'aula 3014 del Dipartimento di Matematica e Applicazioni dell'Università di Milano-Bicocca (edificio U5, via Cozzi 55, Milano), Niccolò Torri (Université de Nantes) terrà un seminario dal titolo "Interacting prudent self-avoiding walk" Trovate il sommario di seguito. Tutti gli interessati sono invitati a partecipare. Francesco Caravenna %%%%%%%%%%%%%%%%%% Abstract: The collapse transition of self-interacting random walks is a challenging issue, arising in the study of an homopolymer dipped in a repulsive solvent. Different mathematical models have been built by physicists to try and improve their understanding of this phenomenon. For such models, the possible spatial configurations of the polymer are provided by self-avoiding walk trajectories. However, self avoiding walks, especially in dimension 2 and 3, are complicated objects. This is the reason why, in the mathematical literature, collapse transition models were rather built by either relaxing the self-avoiding feature of the walk or by considering partially directed path. In our main result, we prove the existence of a collapse transition for a non-directed model built with prudent paths, i.e., non-directed self-avoiding paths which can not take a step towards a previously visited lattice site. The prudent self-avoiding walk has attracted the attention of the combinatorics community over recent years and an open problem is to find out the exponential growth rate of the set of prudent paths. As a by product of our results we are able to solve this problem. In the first part of the talk we discuss the main models already studied in the literature, while in the second part of the talk we present our main results. The presentation will be kept at an elementary level: only a basic probabilistic background is assumed. (Joint work with Nicolas Pétrélis) %%%%%%%%%%%%%%%%%% -- _________________________________________ Francesco Caravenna Dipartimento di Matematica e Applicazioni Università degli Studi di Milano-Bicocca Via Cozzi 55, 20125 Milano, Italy http://www.matapp.unimib.it/~fcaraven/ _________________________________________

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Early Registration Ends for: Vienna Congress on Mathematical Finance (fwd)
by Tiziano Vargiolu 28 Jun '16

28 Jun '16

---------- Forwarded message ---------- Date: Tue, 28 Jun 2016 16:21:05 +0200 From: Uwe Schmock <schmock(a)fam.tuwien.ac.at> To: Uwe Schmock <schmock(a)fam.tuwien.ac.at> Subject: Early Registration Ends for: Vienna Congress on Mathematical Finance If you want to be removed from my private mailing list or change your email address, just send me a corresponding reply. I apologize for any cross-postings. ========================================================== Early registration with reduced fee ends on June 30, 2016! https://fam.tuwien.ac.at/vcmf2016/registration.php ========================================================== Vienna Congress on Mathematical Finance (VCMF 2016) Vienna, Austria Mon-Wed, September 12-14, 2016 VCMF Educational Workshop Thu-Fri, September 15-16, 2016 https://fam.tuwien.ac.at/vcmf2016/ Due to many requests we opened again the submission for poster presentations. Slots for contributed talks are filled and we already have a waiting list. Location: Campus of WU Wien Library & Learning Center (LC) and Teaching Center (TC) Welthandelsplatz 1, 1020 Vienna/Wien, Austria Organized by: WU Wien - Vienna University of Economics and Business TU Wien - Vienna University of Technology University of Vienna Gold Sponsors (alphabetical order): Deloitte Erste Group Bank AG KPMG Austria Raiffeisen Bank International AG (RBI) Silver Sponsor: Raiffeisen Capital Management (RCM) (further sponsors are welcome) The conference will bring together leading experts from various fields of Mathematical Finance such as: - Limit Order Book / High Frequency Trading - Credit Risk / Systemic Risk - Computational Methods and Calibration - New Financial Markets - Stochastic Volatility Models - Risk Measures and Optimization The conference program will feature plenary lectures, parallel sessions with invited and contributed talks as well as poster sessions. Plenary Speakers... ... at the Congress: Freddy Delbaen (ETH Zurich, CH) Hans F?llmer (Humboldt-Universit?t zu Berlin, DE) Peter Friz (Technische Universit?t Berlin, DE) Emmanuel Gobet (?cole Polytechnique, FR) Mathieu Rosenbaum (?cole Polytechnique & UPMC, FR) Josef Teichmann (ETH Zurich, CH) Almut Veraart (Imperial College London, UK) ... at the Educational Workshop: Nicole B?uerle (Karlsruhe Institute of Technology, DE) Alexander McNeil (Heriot-Watt University, UK) Johannes Muhle-Karbe (University of Michigan, US) Peter Tankov (Universit? Paris-Diderot (Paris 7), FR) https://fam.tuwien.ac.at/vcmf2016/speakers.php Invited Speakers... ... at the Congress: Elisa Alos (Universitat Pompeu Fabra Barcelona, ES) Christian Bayer (WIAS, DE) Agostino Capponi (Columbia University, US) Patrick Cheridito (Princeton University, US) Ulrich Horst (Humboldt-Universit?t zu Berlin, DE) Jan Kallsen (Christian-Albrechts-Universit?t zu Kiel, DE) R?diger Kiesel (Universit?t Duisburg-Essen, DE) D?rte Kreher (Humboldt-Universit?t zu Berlin, DE) Antonis Papapantoleon (TU Berlin, DE) Philipp Sch?nbucher (Financialytic GmbH, DE) Jorge P. Zubelli (IMPA, BR) https://fam.tuwien.ac.at/vcmf2016/speakers.php Additionally on the first day of the congress there will be a panel discussion with the title: "Role of mathematical models in financial risk management and regulation (broadly defined)" Panellists are representatives from the regulators, the industry and the academic world: - Gabriela de Raaij Oesterreichische Nationalbank (OeNB) - Thomas Steiner Austrian Treasury (OeBFA) - Johann Strobl Raiffeisen Bank International AG (RBI) - Josef Teichmann Full Professor of Financial Mathematics, ETH Z?rich Moderator: - Walter Schachermayer Senior fellow at the Institute for Theoretical Studies, ETH Z?rich, Full Professor of Mathematics, University of Vienna For further details see the program: https://fam.tuwien.ac.at/vcmf2016/program.php Submission of Poster Presentations: The call for poster presentations is open until July 15, 2016. Acceptance/rejection letters will be sent as soon as possible, but at end of July 2016 at the latest. https://fam.tuwien.ac.at/vcmf2016/registration.php Participation and Registration: Early registration is possible until June 30, 2016. Standard registration is possible until August 15, 2016. https://fam.tuwien.ac.at/vcmf2016/registration.php Online registration & Submission: http://www.conftool.net/vcmf2016 CPD: The attendance at VCMF 2016 (full week, Sept. 12-16, 2016) may qualifies for up to 31 CPD credits for those delegates whose national actuarial organization's CPD requirements recognize VCMF 2016. 20 CPD credits for Vienna Congress on Mathematical Finance (Sep 12-14) and 11 CPD credits for VCMF Educational Workshop (Sep 15-16). VCMF 2016 is accredited by the AV? - Actuarial Association of Austria. For any requests, do not hesitate to write an e-mail to the conference & workshop secretariat: vcmf2016(a)fam.tuwien.ac.at We look forward to welcoming you in Vienna! With best regards from the VCMF 2016 organisers: Mathias Beiglb?ck, Christa Cuchiero, R?diger Frey, Stefan Gerhold, Friedrich Hubalek, Irene Klein, Thorsten Rheinl?nder, Birgit Rudloff, Walter Schachermayer, Uwe Schmock Save the Date: ============== IME 2017 - 21st International Congress on Insurance: Mathematics and Economics TU Wien, Mon-Wed, July 3-5, 2017 https://fam.tuwien.ac.at/ime2017/

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seminario di A. Hocquet a Pisa
by Marco Romito 28 Jun '16

28 Jun '16

Il giorno 5 luglio 2016, alle ore 11:30, presso la sala seminari del Dipartimento di Matematica dell'Università di Pisa, si terrà il seguente seminario: A. Hocquet (TU Berlin): Finite-time singularities of the stochastic harmonic map flow on surfaces. Abstract: A ferromagnetic material possesses a magnetization, which, out of equilibrium, satisfies the Landau-Lifshitz-Gilbert equation (LLG). Thermal fluctuations are taken into account by Gaussian space-time white noise. At least in the deterministic case, there is an important parallel between this model and the so-called Harmonic Map Flow (HMF). This was originally used by geometers (in the early sixties) as a tool to build harmonic maps between two manifolds u:M->N. The case where M is two dimensional is critical, in the sense that the natural energy barely fails to give well-posedness. We do not address here the problem of the solvability of LLG driven by space-time white noise. Instead, we consider a spatially correlated version. We show that oppositely to the deterministic case, blow-up of solutions happens no matter how we choose the initial data. Tutti gli interessati sono invitati a partecipare. m.

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Call: Computational Economics and Complex Systems
by Antonella Basso 25 Jun '16

25 Jun '16

Within the framework of the university-wide initiativeResearch for Global Challenges <http://www.unive.it/pag/15550/>, Ca’ Foscari University of Venice seeks applications to fill permanent, full-time positions in various fields. Eligible applicants must have been employed as permanent faculty members or research staff by a foreign university or research institute for at least three consecutive years by the time of the call deadline. We seek individuals with a*strong research*commitment, an outstanding portfolio of*international publications*, and a proven teaching record in the field associated with the post. Experience in leading research groups, conducting/coordinating international projects, and a proven attitude to raise research funding are highly valued. *Research Areas:* * *Data Science* * *Welfare Studies in Developed and Developing Countries* * *Negotiation and Conflict Resolution* * *Computational Economics and Complex Systems* * Deadline is July 4th 2016*. For further information see the web page http://www.unive.it/pag/15535/ -- Antonella Basso Prorettore alla Programmazione e Valutazione - Prorector at Planning and Valuation Dipartimento di Economia Università 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/data/persone/5591751

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Seminario Simone Scotti a Padova
by Giorgia Callegaro 23 Jun '16

23 Jun '16

Buongiorno a tutti, annuncio con piacere che il giorno *1° luglio 2016 alle ore 15 *Simone Scotti (Université Paris VII) terrà, presso l'aula 2BC30 del Dipartimento di Matematica dell'Università di Padova (Via Trieste 63, Padova) un seminario dal titolo: "Branching processes with applications to finance" Abstract: We introduce a class of interest rate models, called the \alpha-CIR model, which gives a natural extension of the standard CIR model by adopting the \alpha-stable Lévy process and preserving the branching property. This model allows to describe in a unified and parsimonious way several recent observations on the sovereign bond market such as the persistency of low interest rate together with the presence of large jumps at local extent. We emphasize on a general integral representation of the model by using random fields, with which we establish the link to the CBI processes and the affine models. Finally we analyze the jump behaviors and in particular the large jumps, and we provide numerical illustrations. A presto e grazie per l'attenzione, 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

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124th ESGI, Rome, Italy: Industrial Challenges Update
by Maurizio Ceseri 22 Jun '16

22 Jun '16

Dear Colleagues, a new Industrial Challenge has been published on the website of the upcoming 124th ESGI. Industrial Sector: *Manufacturing*Challenge: *Mathematical modeling of characteristics and stabilization of microcellular and sponge rubber* An overview of the Challenge is available at www.sportellomatematico.it/ESGI2016/challenges/ <http://www.sportellomatematico.it/ESGI2016/index.php/challenges/> More Industrial problems will be published soon. Stay tuned at www.sportellomatematico.it/ESGI2016/. Best Regards, *The Organizing Team* Maurizio Ceseri Sportello Matematico per l'Industria Italiana Istituto per le Applicazioni del Calcolo (IAC-CNR) via dei Taurini 19, 00185 Roma (Italy) Tel: (+39) 0649270969 Website: sportellomatematico.it

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