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2 PhD positions in Mathematics at Rome Tor Vergata, co-funded by Enel Global trading S.p.A.
by Lucia Caramellino 08 Aug '22

08 Aug '22

Dear all, a call for two PhD positions in Mathematics, co-financed by Enel Global Trading S.p.A. (https://globaltrading.enel.com <https://globaltrading.enel.com/>), is open at the University of Rome Tor Vergata. The main topics are the following: - Rough Paths and Signature Transforms; - Integrated Global Portfolios. The call (unfortunately only in Italian) is available at http://dottorati.uniroma2.it/Public/download/1010a7bd-1b57-428f-8d1e-2ca3cc… <http://dottorati.uniroma2.it/Public/download/1010a7bd-1b57-428f-8d1e-2ca3cc…> The application form is available at https://gestione.dottorati.uniroma2.it/application/default.aspx <https://gestione.dottorati.uniroma2.it/application/default.aspx> The deadline for applications is September 7 at 2:00pm (local time). I would be grateful if you could forward this message to any potentially interested candidate. For more information write to Lucia Caramellino <caramell(a)mat.unirtoma2.it <mailto:caramell@mat.unirtoma2.it>>. Best regards, Lucia +++++++++++++++++++++++++++++++++ Lucia Caramellino Dipartimento di Matematica Università di Roma “Tor Vergata” Web: http://www.mat.uniroma2.it/~caramell <http://www.mat.uniroma2.it/~caramell>

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Virtual Bernoulli Young Researcher Event 2022
by Imma Curato 05 Aug '22

05 Aug '22

Cari colleghi, vi inoltro l'annuncio di un workshop online, principalmente pensato per mettere in contatto giovani ricercatori e dottorandi, organizzato dalla Bernoulli Society. Cordiali Saluti Imma Curato ++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++ Bernoulli Young Researcher Event 2022 July 20-21, 2022 (Virtual) Young members of the Bernoulli Society from all over the world active in the areas of Mathematical Statistics, High Dimensional Statistics, Probability and Machine Learning will present their recent contributions in an online event taking place on the 20th and 21st of July 2022 between 15:00-19:00 (CEST). The workshop is intended for a broad audience. The webinar is organized by the Young Researchers Committee of the Bernoulli Society. The list of speakers and the registration form can be found at the following link https://docs.google.com/forms/d/e/1FAIpQLScBLLqQFJ-hxq3ygGPUXTKzdixud1e0Ogu….

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avviso di seminario
by Barbara Martinucci 05 Aug '22

05 Aug '22

Università di Salerno Dipartimento di Matematica AVVISO DI SEMINARIO Martedì 19 luglio 2022, alle ore 15:00, nella sala del consiglio del Dipartimento di Matematica, edificio F2, si terrà il seguente seminario in presenza e online (su Teams): *On reduction-network Cox regression methods with applications* Dr. *Antonella Iuliano* Dipartimento di Matematica, Informatica ed Economia, Università della Basilicata ABSTRACT In this talk, the author presents a novel statistical approach based on the combination of reduction techniques and network-penalized Cox regression methods for the selection of significant covariates to perform suitable predictions. Finally, some applications to high-dimensional data are illustrated. link: https://teams.microsoft.com/l/meetup-join/19%3ameeting_NzMyNzZjYTQtNTgzZC00… Gli interessati sono cordialmente invitati a partecipare, *Barbara Martinucci*

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Call for participation CREDIT 2022 Long Run Risks
by Monica Billio 05 Aug '22

05 Aug '22

21st INTERNATIONAL CONFERENCE CREDIT 2022 *Long Run Risks * Venice, Italy 22 –23 September 2022 * * *GRETA Associati* (Venice, Italy), *Algorand Foundation* (Republic of Singapore), *CRIF *(Bologna, Italy), *European Datawarehouse* (Frankfurt, Germany), *European Investment Bank* (Luxembourg), *European Investment Fund *(Luxembourg) and *Intesa Sanpaolo* (Milan, Italy) are co-sponsors of a Conference to be held in Venice on September 22-23, 2022. The Conference CREDIT 2022 will bring together academics, practitioners and PhD students working in various areas of financial and credit risk with the aim to create a unique opportunity for participants to discuss research progress and policy and industry-relevant insights as well as directions for future research. CREDIT 2022 is the *twenty-first *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*. The theme of this year’s conference brings the attention on long run risks, whose notion is multifaceted, but whose impact is becoming more and more evident and is receiving attention both at political and regulatory level. The SCIENTIFIC COMMITTEE for the Conference consists of: *• Stefano Giglio* (Yale School of Management, Programme Chair)* • Monica Billio* (Ca’ Foscari University of Venice & GRETA)* • Francesca Campolongo* (Joint Research Center, European Commission)* • Helmut Kraemer-Eis* (European Investment Fund)* • Jan Pieter Krahnen* (Leibniz Institute for Financial Research SAFE & Goethe University, Frankfurt)* • Elisa Luciano* (University of Torino & Collegio Carlo Alberto)* • Irene Monasterolo* (EDHEC and EDHEC-Risk Climate Impact Institute (ERCII))* • Steven Ongena* (University of Zurich, Swiss Finance Institute, KU Leuven & CEPR)* • Stephen Schaefer* (London Business School)* • Claudio Tebaldi* (Bocconi University)* * PROGRAMME *Thursday, September 22, 2022** * *8.30 Registration* *09.00 Welcome and Opening Remarks* *09.15 Session I – CLIMATE RISK PRICING AND HEDGING** * * *Invited Talk: */TBA /- *Robert F. Engle*, New York University * /A Quantity-Based Approach to Constructing Climate Risk Hedge Portfolios/ - *Stefano Giglio*, Yale School of Management, New Haven * /Climate Linkers: Rationale and Pricing - /*Jean-Paul Renne*, University of Lausanne (join with Pauline Chikhani) *11.00 Coffee break* * * *11.30 Session II – CLIMATE CHANGE AND FINANCIAL STABILITY*/ / * /The Shifts and the Shocks: Bank Risk, Leverage, and the Macroeconomy - /*Dmitry Kuvshinov*, Pompeu Fabra University, Barcelona (join with Björn Richter and Kaspar Zimmermann) * /Asset-level Climate Physical Risk Assessment and Cascading Financial Losses - /*Giacomo Bressan*, Vienna University of Economics and Business (join with Anja Duranovic, Irene Monasterolo and Stefano Battiston) * /Accounting for Climate Transition Risk in Banks’ Capital Requirements - /*Lucia Alessi*, European Commission - Joint Research Centre (join with Erica Francesca Di Girolamo, Andrea Pagano and Marco Petracco Giudici) *13.00 Lunch* *14.15 Session III – DISCLOSURE AND ESG INFORMATION* * *Invited Talk*: /TBA - /*Lucrezia Reichlin*, London Business School * /TBA - /*Massimo Morini*, Algorand Foundation, Singapore * /Dynamic ESG Equilibrium - /*Andrea Tarelli*, Catholic University, Milan (join with Doron Avramov, Abraham Lioui, Yang Liu) *16.30 Coffee break and POSTER SESSION I* * * *17.15 Session IV – GREEN SECURITIES*/ / * /The Optimal Design of Green Securities/ - *Adelina Barbalau*, University of Alberta, Edmonton (join with Federica Zeni) * /Borrower ESG Risks and ESG Disclosure and COST of Loan/ - *Yaorong Liu*, University of Edinburgh Business School (join with Yi Cao and Yizhe Dong) * /When Green Meets Green/ - *Roman Goncharenko*, KU Leuven, Brussels (join with Hans Degryse, Carola Theunisz and Tamas Vadasz) *** ** **Friday, September 23, 2022* *09.00 Session V – LONG RUN RISK IN A MACRO PERSPECTIVE** * * *Invited Talk*: /The CO2 Question: Technical Progress and the Climate Crisis - /*Marcin Kacperczyk*, Imperial College London * /A Preferred Habitat Model of Repo Specialness - /*Marti G. Subrahmanyam*, New York University (join with Ruggero Jappelli and Loriana Pelizzon) * /Macro Trends and Factor Timing - /*Alessandro Melone*, Vienna Graduate School of Finance (join with Carlo A. Favero and Andrea Tamoni) *10.45 Coffee break* * * *11.15 PANEL Session 1 – LONG RUN RISKS AND THEIR IMPLICATIONS FOR THE BANKING, INSURANCE AND FINANCIAL SECTORS* *13.00 Lunch* *14.15 Session VI - LONG RUN PORTFOLIO CHOICE* * /Environmental Regulatory Risks, Firm Pollution, and Mutual Funds’ Portfolio Choices - /*Simon Xu*, University of California at Berkeley * /Climate Change and Long-Horizon Portfolio Choice: Combining Insights from Theory and Empirics - /*Mathijs Cosemans*, Erasmus University, Rotterdam (join with Xander Hut and Mathijs van Dijk) * /Long Horizon Multifactor Investing with Reinforcement Learning - /*Ruslan Goyenko*, McGill University & Financial Innovations and Risk Management Labs, Montréal (join with Chengyu Zhang) *15.45 Coffee break and POSTER SESSION II* *16.30 Panel Session 2 - SAVE ENERGY FOR A SAFE FUTURE* REGISTRATION To register for the Conference, you are requested to complete the registration form available on our website: https://www.greta.it/index.php/it/credit-2022 * **Participation is allowed both ONSITE and ONLINE.* For the Registration Fees and more detailed information, please visit the Conference website: https://www.greta.it/index.php/it/credit-2022.

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Workshop in Torino - 19 September 2022
by Giuseppe D'Onofrio 05 Aug '22

05 Aug '22

Dear all, I'm happy to announce the workshop on stochastic analysis and applications titled “Noise: benefits and drawbacks in theory and applications”, which will take place in Torino on September 19, 2022. The workshop will cover a wide range of topics including: stochastic analysis, SDEs and applications, stochastic models and processes with jumps. Speakers: - Lucia Caramellino (Università di Roma "Tor Vergata", Italy) - Nikolaos Limnios (Universite de Technologie de Compiègne, France) - Barbara Rudiger-Mastandrea (Bergische Universität Wuppertal, Germany) - Francesco Russo (ENSTA Paris | Institut Polytechnique de Paris, France) - Radomyra Shevchenko (Max Planck Institute, Germany) The workshop is planned as an in-person event. Registration is free but mandatory. For more information, please visit the webpage https://sites.google.com/view/noisetorino/home-page I'm looking forward to seeing you in Turin! Best regards, Giuseppe D'Onofrio

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PhD fellowship at the Scuola Normale Superiore (Pisa, Italy) funded by the Italian market authority CONSOB
by Fabrizio Lillo 03 Aug '22

03 Aug '22

Within the PhD program in Computational Methods and Mathematical Models for Science and Finance at the Scuola Normale Superiore (Pisa, Italy), one of the six available positions for the AY 2022/23 will be funded by CONSOB, the government authority of Italy responsible for regulating the Italian securities market. The possible topics of this PhD fellowship are: - Data science, machine learning and artificial intelligence for the detection of market abuse - Market manipulation and insider trading - Identification of market anomalies - Fintech and Decentralized Finance The activity of the PhD student will be part of the research collaboration between the Quantitative Finance group at SNS and Consob started more than one year ago. It can thus be foreseen that part of the research activity will be done in close collaboration with Consob. The call (in Italian and in English) can be found here https://www.sns.it/sites/default/files/2022-01/DDbandoPhD202223SCISUMITAENG… and some other details here https://www.sns.it/sites/default/files/2022-07/dd_phd_2022_23_apertura_autu… The deadline for the application is August 25. If you need more information on this very exciting opportunity, do not hesitate to contact me (fabrizio.lillo(a)sns.it) ---------------------------------------- Fabrizio Lillo Dipartimento di Matematica, Università di Bologna Scuola Normale Superiore, Pisa ITALY Personal website: fabriziolillo.wordpress.com University website: www.unibo.it/sitoweb/fabrizio.lillo <http://fabriziolillo.wordpress.com/> phone: +39 050509159

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Procedura selettiva 2022PO183 - Università di Padova
by Alessandra Fabbri Colabich 03 Aug '22

03 Aug '22

Buongiorno, a nome della Direttrice del Dipartimento di Scienze Statistiche, Prof.ssa Giovanna Boccuzzo, si comunica che è stato pubblicato l’avviso per la Procedura valutativa per la chiamata di un Professore di prima fascia nel SSD SECS-s/04 – Demografia e SECS-s/05 Statistica Sociale, ai sensi dell’art. 18, comma 1, Legge 30 dicembre 2010, n. 240, (2022PO183). Bando al link: https://www.unipd.it/procedura-2022PO183. *Scadenza* presentazione domanda: *14.07.2022 ore 13.00.* Si prega di dare la massima diffusione presso tutti gli interessati. Grazie per la collaborazione Alessandra Fabbri Colabich -- Dott.ssa Alessandra Fabbri Colabich Università degli Studi di Padova Dipartimento di Scienze Statistiche [image: Ottocento anni di libertà e futuro]

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assegno di ricerca su metodi di apprendimento automatico su dataset multi-tipo
by Marco Romito 02 Aug '22

02 Aug '22

Buongiorno scrivo per segnalare un assegno di ricerca presso il Dipartimento di Matematica dell'Università di Pisa, in partnership con Miningful Studio, sul tema /Metodi di apprendimento automatico su dataset multi-tipo/, finanziato da /Regione Toscana – FSC (Fondo di Sviluppo e Coesione) – Bando per la realizzazione di progetti in collaborazione tra organismi di ricerca e MPMI per l’applicazione di 5G e tecnologie innovative/. La tematica al centro del progetto è lo studio e lo sviluppo di modelli predittivi che includano datiprovenienti da sorgenti di natura differente (sensoristica, RFID, NFC, dati esterni, sistemi di monitoraggio della produzione, etc.) allo scopo di aumentare le capacità predittive, e di razionalizzare la raccolta e la gestione dei dati. Il bando è disponibile all'indirizzo https://bandi.unipi.it/public/Bandi/Detail/bfb707c9-6a9d-43d6-98b1-aba41050… la scadenza è alle ore 13:00 del 12 Settembre. Per maggiori informazioni ci si può rivolgere allo scrivente grazie e a presto m.

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Nuovo bando RTD-B in MAT/06 a Perugia
by Alessandra Cretarola 30 Jul '22

30 Jul '22

Salve a tutti, dato che la prima tornata del concorso non è andata a buon fine (il candidato vincitore ha rinunciato), abbiamo dovuto (ri)bandire un posto da RTD-B nel SSD MAT/06 presso il Dipartimento di Matematica e Informatica dell'Università degli Studi di Perugia. Informazioni sul bando (scadenza domande il 29 agosto p.v. - presa di servizio entro il 31 ottobre) sono reperibili al sito: https://www.unipg.it/ateneo/concorsi/procedure-di-valutazione-comparativa-r… Con preghiera di darne massima diffusione. Cordiali saluti a tutti, Alessandra Cretarola Professore Associato Dipartimento di Matematica e Informatica Stanza 307, Piano III Via Vanvitelli, 1 06123 Perugia, tel. 0755855021 [cid:D672B847-338D-490C-9127-DD1AAD2C18A4]

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Post-doc position at Unibo, Math Department
by Giacomo Bormetti 29 Jul '22

29 Jul '22

Dear all, A call for a 2 year research contract (assegno di ricerca) is open at the Department of Mathematics, University of Bologna. The topic of the research is "Score-driven time-varying parameter models for high-frequency data and temporal networks" and the position is co-funded by Progetto PRIN_2020_BORMET_G (CUP: J33C22000560001), Progetto MAT-PSSD, and Fondi di Dipartimento BIR - Budget Integrato per la Ricerca dipartimentale. The annual gross remuneration, inclusive of all taxes, is 30kEur. The details of the call (in Italian and English) and a description of the research project are available at https://bandi.unibo.it/ricerca/assegni-ricerca?id_bando=65417 The deadline for applications is September 05, 2022 23:49 CET. I would be grateful if you could forward this message to any potentially interested candidate. In case you need more information, please contact Giacomo Bormetti (giacomo.bormetti(a)unibo.it<mailto:giacomo.bormetti@unibo.it>). Thanks and regards, Giacomo Bormetti Giacomo Bormetti https://www.unibo.it/sitoweb/giacomo.bormetti

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