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seminario: "Comparative gene finding on highly diverse chromosome alleles", Marina Axelson-Fisk 26 April
by Umberto Picchini 26 Apr '22

26 Apr '22

You are welcome to the next Statistics seminar at Dept of Mathematical Sciences at Chalmers and Göteborg University. On Tuesday April 26, Marina Axelson-Fisk <http://www.math.chalmers.se/~marinaa/> will talk of: ///"Comparative gene finding on highly diverse chromosome alleles"/ / / //*About the speaker: *Marina Axelson-Fisk <http://www.math.chalmers.se/~marinaa/> is an Assc. Professor in Mathematical Statistics at Chalmers and University of Gothenburg. She works mainly within the field of Bioinformatics, with particular focus on stochastic models and algorithms for comparative genomics and cross-species gene finding. She is an associate member of the Linnaeus Centre for Marine Evolutionary Biology (CeMEB), where she is involved in the bioinformatics analysis of a number of newly sequenced Swedish coastal organisms. ** *Abstract:* With the new sequencing technologies, the number of novel genome sequences has exploded. At the same time the genome projects are hampered by the lack of homologies to the novel genome, making it difficult both to properly train genome analysis tools and to assess the results. Moreover, the faster and cheaper sequencing methods come with the cost of data quality, and sequencing and annotation errors that make it into the genome databases are propagated to new genomes, making annotation an even bigger challenge. Methods that can improve the data quality is desperately needed. Here we propose a novel use of comparative gene finding to improve the annotation in organisms with high nucleotide diversity. Comparative gene finding methods utilizes the contrast in sequence similarity between functional and non-functional regions of evolutionary related species. We show how this can be applied to chromosome pair sequences in diploid sequence data. We demonstrate the approach on the highly diverse sea orchid Balanus improvisus using SLAM, a cross-species gene finder that simultaneously annotates and aligns two homologous sequences using Generalized Pair Hidden Markov Models.* * *Feel free to spread this announcement in your network.* * * *Where*: room MVL14 or https://chalmers.zoom.us/j/62177902216 Password: 786749 ** **** *When*: Tuesday 26 April at 14.30-15.30*(Swedish time, UTC+2)*. ** -- _________________________________________________________ Umberto Picchini, Associate Professor, PhD, Docent https://umbertopicchini.github.io/ , twitter: @uPicchini

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Postdoc position at Luiss
by Marco Scarsini 25 Apr '22

25 Apr '22

The Department of Economics and Finance at Luiss University has issued a call for a postdoc position in “Learning in Strategic and Stochastic Environments.” https://economiaefinanza.luiss.it/en/research/research-grants/research-gran… The ideal candidate is engaged in research at the interface of game theory, machine learning, stochastic methods, optimization, theoretical computer science, and economic theory. Although the position is not related to any specific research project, the candidate is expected to interact with the faculty having similar research interests. The postoc is expected to start in January 2023. ******************************************************* Marco Scarsini Dipartimento di Economia e Finanza Luiss University Viale Romania 32 00197 Roma, ITALY URL: http://docenti.luiss.it/scarsini/

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Webinar PRISMA
by c.ceci＠unich.it 25 Apr '22

25 Apr '22

Buongiorno a tutti, abbiamo il piacere di annunciare i prossimi Webinars promossi dal Gruppo UMI-PRISMA: Lunedi’ 2 maggio 2022 ore 16-17 LAURA SACERDOTE TITOLO: Input-output consistency in Integrate and Fire neuronal networks ABSTRACT: Models of neurons aim to describe the information transmission within a neural network. Some models are mathematically tractable with the introduction of strong simplifications, ignoring the involved biophysicalfeatures of the single units. Others are very faithful to reality at the price of very complex mathematical descriptions. Models are then used to describe networks, often through simulations. The appearance of particular patterns in the trains of spikes is then used to compare with observed data or to switch from microscopic to macroscopic analysis. In this framework, it is essential to guarantee the reliability of the output of the model and often scientists compare the output of the models with real data. However, when the models are used to reproduce networks the output of some neurons becomes the input of a successive layer of neurons. This fact opens a problem of consistency between input and output of layers of neurons. To the best of our knowledge, this problem has not yet been deeply investigated. Here, we consider the simplest Stochastic Integrate and Fire model and we try to characterize the features of its input in such a way to re-obtain the same features in the output. In particular, we focus on the tail properties of ISIs distribution. Observed data suggest the presence of heavy tails for this distribution. Using the Stochastic Integrate and Fire paradigm for the neurons of the network we study how such features can be transmitted from the network. In this framework we introduce a particular class of multivariate distributions, i.e. the regularly varying distributions. We show that assuming that the input to a neuron is a regularly varying random vector and that successive ISIs of a neuron are asymptotically independent thenthe resulting output is a regularly varying random variable. The talk is based on a joint work with Petr Lansky and Federico Polito. Ore 17-18 BRUNO TOALDO TITLE: Semi-Markov processes, their exit times and non-local equations ABSTRACT: We introduce the theory of semi-Markov processes and their interplay with non-local equations. Particular attention will be devoted to the theory of exit times from sets and the connection with boundary value problems, e.g., on a time-dependent parabolic domain. Collegamento Teams: https://teams.microsoft.com/l/meetup-join/19%3ad685b25ed15f4821ac5168e63cf9… Tutte le informazioni sono reperibili anche alla pagina http://www.umi-prisma.polito.it/webinars.html Grazie per l’attenzione, Claudia Ceci e Domenico Marinucci Claudia Ceci Dipartimento di Economia Universita' "G. d'Annunzio" di Chieti-Pescara V.le Pindaro 42 65127, Pescara, ITALY c.ceci(a)unich.it

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Seminars in Pisa: A. P. Todino and F. Pistolato
by Francesco Grotto 25 Apr '22

25 Apr '22

Dear Colleagues, we would like to invite you to the following seminar by Anna Paola Todino (Università Milano Bicocca) to be held this Wednesday (April 27th) at Dipartimento di Matematica in Pisa and online via Google Meets. After the seminar, in the same location (on site and online), Francesca Pistolato (future PhD student at Université du Luxembourg) will give a short talk, details below. The organizers, A. Agazzi and F. Grotto -------------------------------------------- Location: Sala Seminari, Dipartimento di Matematica, Pisa Google Meet Link: https://meet.google.com/gji-phwo-vbg Time: April 27th, 2022, 14:00-15:00 CET Speaker: Anna Paola Todino (UniMiB) Title: Alternative forms of random spherical harmonics Abstract: In the last decade, lot of efforts have been devoted to the analysis of the high-frequency behaviour of geometric functionals (Lipschitz-Killing Curvatures) for the excursion sets of random eigenfunctions on the unit sphere (spherical harmonics). The asymptotic behavior of their expected values and variances have been investigated and quantitative central limit theorems have been established in the high energy limits. In order to generalize these results, a local study was also introduced by considering subdomains of the sphere. This topic is linked to Berry's conjecture on planar random waves and finds its motivation in cosmological applications. Another interesting issue concerns the Gaussianity hypothesis of the random field. In this direction we introduce a model of Poisson random waves on the 2-dimensional sphere and we study Quantitative Central Limit Theorems when both the rate of the Poisson process and the energy (i.e. frequency) of the waves (eigenfunctions) diverge to infinity. We consider finite-dimensional distributions, harmonic coefficients and convergence in law in functional spaces, and we investigate carefully the interplay between the rates of divergence of eigenvalues and Poisson governing measures. Time: April 27th, 2022, 15:00-15:30 CET Speaker: Francesca Pistolato Title: A Small-Scale Reduction Principle for the Nodal Length of Monochromatic Random Waves Abstract: We prove an asymptotic mean square equivalence between the nodal length of monochromatic random waves and their sample trispectrum in the small-scale regime. We make use of coupling techniques for non-stationary Gaussian fields, and the so-called Small-Scale Central Limit Theorem for the nodal length, both proved by Dierickx, Nourdin, Peccati, Rossi in 2020. Consequently, we deduce the conjectured equivalence from the analogous one for Berry's random wave model, proved by Vidotto in 2020.

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A spring day in Probability and Statistical mechanics-6 maggio 2022
by Luisa Andreis 22 Apr '22

22 Apr '22

Carissimi, Vi annunciamo con enorme piacere che riprenderanno le giornate di incontri nate su iniziativa della nostra collega ed amica Francesca Romana Nardi. Prossimamente si terrà la decima giornata di seminari: A SPRING DAY IN PROBABILITY AND STATISTICAL PHYSICS University of Florence Friday 6 May 2022 Lecturers: Nina Gantert (Munich) and Senya Shlosman (Marseille) Location: Anfiteatro (piano terra), Viale Morgagni 65, Firenze Informazioni su come arrivare: https://www.dimai.unifi.it/vp-285-come-arrivare-how-to-get.html <https://www.google.com/url?q=https://www.dimai.unifi.it/vp-285-come-arrivar…> Note pratiche: stiamo prenotando un catering con cibi vegerariani e non, percio` abbiamo bisogno del numero di persone che vogliono partecipare al pranzo. A coloro che fossero interessati (per una migliore organizzazione) chiediamo di compilare il seguente Google Form per indicare l'intenzione di partecipare al pranzo. https://docs.google.com/forms/d/e/1FAIpQLSeOv78KC4hNE_g-Z_hMSctDsxqh0435SUn… <https://docs.google.com/forms/d/e/1FAIpQLSeOv78KC4hNE_g-Z_hMSctDsxqh0435SUn…> PROGRAMMA Prof. Nina Gantert (Technical University of Munich) Title: Mixing times for exclusion processes Prof. Senya Shlosman (Aix Marseille Université, Skolkovo Institute of Science and Technology) Title: t.b.a. Program: 11.00-11.45 Introductory lecture: Gantert 11.45-12.00 Break 12.00-12.45 Seminar: Gantert 13.00-14.30 Lunch 14.30-15.15 Introductory lecture: Shlosman 15.15-15.30 Break 15.30-16.30 Seminar: Shlosman Local Organizers: G. Bet, L. Andreis Scientific advisory committee: F. Caravenna, N. Cancrini, E.N.M. Cirillo, F. Colomo, P. Dai Pra, A. De Masi, D. Fanelli, F. Flandoli, C. Giardina`, R. Livi, F. Martinelli, I.G. Minelli, E. Presutti, B. Scoppola, E. Scoppola. Ricordiamo che ciascun oratore fara` una lezione introduttiva e divulgativa di 45 minuti pensata proprio per i non esperti, seguita da altri 45 minuti di tipo seminario (vedi programma). Maggiori informazioni e aggiornamenti sono reperibili alle pagine web https://sites.google.com/unifi.it/florence-probability-group/home/days-in-p… <https://sites.google.com/unifi.it/florence-probability-group/home/days-in-p…> Vi aspettiamo numerosi Gianmarco Bet e Luisa Andreis Dipartimento di Matematica e Informatica Università degli Studi di Firenze Viale Morgagni 67, Firenze, Italy

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Seminar: Antonio Lerario at Tor Vergata
by mic sal 22 Apr '22

22 Apr '22

Dear all, next Friday, April 29th, Antonio Lerario (SISSA) will give a seminar about "The zonoid algebra". Abstract: In this seminar I will discuss the so called "zonoid algebra", a construction introduced in a recent work (joint with Breiding, Bürgisser and Mathis) which allows to put a ring structure on the set of zonoids (i.e. Hausdorff limits of Minkowski sums of segments). This framework gives a new perspective on classical objects in convex geometry, and it allows to introduce new functionals on zonoids, in particular generalizing the notion of mixed volume. Moreover this algebra plays the role of a probabilistic intersection ring for compact homogeneous spaces. Joint work with P. Breiding, P. Bürgisser and L. Mathis. The seminar will take place in Aula De Blasi, Università Tor Vergata, at 14h00. We encourage in-person partecipation, but should you unable to come here is the link to the event on Teams: https://teams.microsoft.com/l/meetup-join/19%3arfsL73KX-fw86y1YnXq2nk5VnZFw… The seminar is part of the Excellence Project Math@TOV. You can find a schedule with the next events at the following link: https://www.mat.uniroma2.it/~rds/events.php .

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Postdoc in Math Finance at NUS
by Marko Hans Weber 22 Apr '22

22 Apr '22

Dear all, The Department of Mathematics at the National University of Singapore (NUS) seeks a Postdoctoral Research Fellow in Mathematical Finance. The candidate will work closely with Dr. Marko Weber on various topics, including portfolio optimization, equilibrium asset pricing, and systemic risk. Collaboration with other faculty members is also encouraged. The appointment is for one year, with the possibility of a one-year extension subject to funding availability. Starting date is negotiable. The position does not carry teaching duties and comes with competitive compensation. Applicants should submit all materials electronically through MathJobs (https://www.mathjobs.org/jobs/list/19755). Application material includes a cover letter, a CV, a research statement, the list of publications/working papers, and two or three letters of recommendation. Deadline is April 30th. Best, Marko

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AMASES2022 - Call for submissions - Special Session: Networks, Big Data, and Artificial Intelligence in Economics, Finance, and Social Sciences
by Piero MAZZARISI 21 Apr '22

21 Apr '22

Dear Colleagues, a parallel session within the AMASES Annual Conference (https://amases2022.community.unipa.it/home <https://amases2022.community.unipa.it/home>) entitled "Networks, Big Data, and Artificial Intelligence in Economics, Finance, and Social Sciences" will take place on September 22-24, 2022 in Palermo. The session focuses on the emerging multidisciplinary study of the interconnections in finance and social science, which brings with it the necessity to deal with the growing amount of data available. A special emphasis is given to the latest advances in artificial intelligence and machine learning, which are expected to have a disruptive impact in economic, financial, and social data modeling. The special session intends to foster the dialogue between academics, regulators, and practitioners. Theoretical and empirical papers are welcome. Topics include but are not limited to: - contagion in social, economic, and financial networks - network modeling of financial time-series - big data approach to financial, economic, and social modeling - artificial intelligence, machine learning and natural language processing in social, economic, and financial systems It is a great pleasure to invite you to submit an extended abstract. The deadline for submission is June 13, 2022. The abstract submission Web page for AMASES 2022 is: https://easychair.org/conferences/?conf=amases2022 <https://easychair.org/conferences/?conf=amases2022> specifying that your paper should be considered for our special session. Please refer to the official web page of the conference for further details on the submission (https://amases2022.community.unipa.it/abstract-submission <https://amases2022.community.unipa.it/abstract-submission>). Important dates: June 13, 2022: Deadline for abstract submission June 27, 2022: Notification of acceptance For information, please contact: Fabrizio Lillo (fabrizio.lillo(a)unibo.it <mailto:fabrizio.lillo@unibo.it>) Michele Tumminello (michele.tumminello(a)unipa.it <mailto:michele.tumminello@unipa.it>) Piero Mazzarisi (piero.mazzarisi(a)sns.it <mailto:piero.mazzarisi@sns.it>) Best regards, Fabrizio Lillo, Michele Tumminello, and Piero Mazzarisi

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Fwd: I: Job Advert: 3 Doc (3-7 years) or PostDoc (4-7 years) positions at Dept. Math. of the Technical University of Munich on the topic mathematics of machine learning
by Marco Romito 21 Apr '22

21 Apr '22

ricevo e inoltro. m. ------------------------------------------------------------------------ *Da:* Massimo Fornasier <massimo.fornasier(a)ma.tum.de> *Inviato:* giovedì 21 aprile 2022 09:11 *A:* Massimo Fornasier *Oggetto:* Job Advert: 3 Doc (3-7 years) or PostDoc (4-7 years) positions at Dept. Math. of the Technical University of Munich on the topic mathematics of machine learning Dear Colleagues, I'm currently inviting candidates for * Doc/Postdoctoral Researcher (3-7 years), * starting July 1, 2022 or later. Please, would you forward this opening to interested candidates. See also the attached call. I'm intending to review applications immediately. Ideal candidates have § a master/doctoral degree in mathematics (exclusively degree in mathematics!) § a strong background in at least two of the following fields: machine learning, optimization, optimal control, nonlinear PDE, variational calculus, numerical analysis and algorithms, § some experience in numerical programming with Python,C/C++, Matlab or similar environments, § good command of the English language (knowledge of German is not required), and are interested in working on /mathematics of machine learning/. For more information please contact Prof. Massimo Fornasier (massimo.fornasier(a)ma.tum.de). Applications should be sent to toth-pinter(a)ma.tum.de with subject "Application for the Doc/PostDoc position mathematics of machine learning" and should include § a CV, with a list of publications (for postdoctoral researchers), § copies of degrees / university transcripts, § a motivational statement (at most one page) explaining the applicant's interest in the position as well as their relevant skills and experience, § names and email addresses of at least one (for doctoral researchers) or two (for postdoctoral researchers) professors that may provide letters of recommendation directly to the hiring committee. I thank you for your kind attention and cooperation. Best regards Massimo Fornasier P.S. Apologies for multiple posting.

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PhD in Economics, Statistics and Data Science (DEMS) - University of Milano-Bicocca
by Federico Camerlenghi 21 Apr '22

21 Apr '22

Dear all, The Department of Economics, Management and Statistics (DEMS) of the University of Milano-Bicocca invites applications to its *PhD Programme in Economics, Statistics and Data Science* for the academic year 2022-23 (XXXVIII cycle). *PhD programme* The PhD Programme is articulated in three curricula: - Economics (ECO), - Statistics (STAT), - Big Data & Analytics for Business (BIDAB). The length of the PhD Programme is *four years*, starting in late October 2022. *Fellowships* We offer at least ten fellowships (for a period of four years) to the highest ranked applicants. Each fellowship pays a grant of a minimum of €16.200 (gross income) per year. The monthly allowance can be increased up to 50% for our PhD students visiting academic or scientific institutions abroad. There will also be allowances (research funds) for short-period mobility (from the first year). Additional scholarships and positions are also available on specific research projects in collaboration with national and international companies of primary importance. *Selection procedure* The selection procedure is regulated by the official Call for Applications (Bando di Concorso), which can be found starting from *April 21st* at the link: https://en.unimib.it/education/doctoral-research-phd-programmes/applying-do… The official Call for Applications contains detailed information on: i) the documents which each candidate has to submit; ii) structure, contents and timing (approximately during June 2022) of the entrance examination; iii) description of the projects related to the additional scholarships and positions. *Important links* Website of the PhD: https://www.dems.unimib.it/en/research/phd-programme Application procedure: https://en.unimib.it/education/doctoral-research-phd-programmes/applying-do… Best regards, Federico Camerlenghi -- Federico Camerlenghi Assistant Professor RTDb Department of Economics, Management and Statistics University of Milano Bicocca, Milano, Italy. web-page: https://www.unimib.it/federico-camerlenghi

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New Professor Position at Luxembourg University.
by Giovanni Peccati 20 Apr '22

20 Apr '22

Dear All, a new *Associate/Full Professor position in Mathematics* is open at *Luxembourg University*, see the webpage: http://emea3.mrted.ly/31ge1 The position has a large scope: in particular, specialists in Probability Theory are encouraged to apply. The deadline is *June 15th, 2022*. Best regards, Giovanni Peccati -- Prof. Giovanni Peccati ------------------------------------------ Head of the Department of Mathematics Faculty of Science, Technology and Medicine ------------------------------------------ University of Luxembourg ----------------------------------------- homepage: http://sites.google.com/site/giovannipeccati/home E-mail: giovanni.peccati(a)gmail.com

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Environment and sustainability: new challenges and perspectives for Statistics - Politecnico di Milano
by Laura Maria Sangalli 20 Apr '22

20 Apr '22

#VERSOILFESTIVALDELLASTATISTICA22 Scadenza registrazione per partecipazione in presenza: *** Giovedì 21 Aprile *** Environment and sustainability: new challenges and perspectives for Statistics Martedì 3 maggio 2022 ore 14.00 Politecnico di Milano Intervengono: Prof. Pedro Delicado, Universitat Polytecnica de Catalunya “Wildfires vegetation recovery through satellite remote sensing and functional data analysis” Prof. Alessandro Fassò, Università degli Studi di Bergamo "Statistical modelling of COVID-19 impact on maritime carbon emissions” Prof. Piercesare Secchi, Politecnico di Milano "Environment and sustainability: new challenges and perspective for Statistics” Tavola rotonda, presieduta da Piercesare Secchi, con la partecipazione di Corrado Crocetta, Presidente della Società Italiana di Statistica, e di membri del Comitato Scientifico di GRASPA Dettagli e registrazione a https://www.mate.polimi.it/events/statfest/ —— Laura Maria Sangalli MOX - Dipartimento di Matematica Politecnico di Milano Piazza Leonardo da Vinci 32 20133 Milano - Italy tel: +39 02 2399 4554 fax: +39 02 2399 4568 email: laura.sangalli(a)polimi.it url: http://mox.polimi.it/~sangalli

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PhD course on Rough Paths at Rome Tor Vergata
by Lucia Caramellino 19 Apr '22

19 Apr '22

Dear All, during May, prof. Vlad Bally (Université Gustave Eiffel) will be Visiting Professor at the University of Rome "Tor Vergata". During his stay, he will give a PhD course entitled Introduction to rough paths. Information about the course - program, references, schedule etc. - can be found at http://www.mat.uniroma2.it/~caramell/roughpaths2022.htm <http://www.mat.uniroma2.it/~caramell/roughpaths2022.htm> The course will be held in blended form (in presence and online) from May 4th to May 26th. The lectures will be streamed via Microsoft Teams. Please write me an email if you are interested in being included in the Teams classroom of the course or in receiving the link to follow the lessons. Best regards, Lucia +++++++++++++++++++++++++++++++++ Lucia Caramellino Dipartimento di Matematica Università di Roma “Tor Vergata” Web: http://www.mat.uniroma2.it/~caramell

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Seminario Venerdì 22 - Seonwoo Kim (Seoul National University)
by Gianmarco Bet 19 Apr '22

19 Apr '22

Gentili colleghe e colleghi, Vi segnalo con piacere il seguente seminario che si terrà Venerdì 22 Aprile dalle 9:30 alle 10:30 in modalità mista. Location: Aula 215, Plesso Morgagni, Viale Giovan Battista Morgagni 40, 50134 Firenze Link alla videochiamata: https://meet.google.com/rps-uiyj-bhj <https://meet.google.com/rps-uiyj-bhj> Speaker: Seonwoo Kim (Seoul National University) Title: Metastability of Ising/Potts models on lattices in the low-temperature regime Abstract: In this talk, I will discuss metastability of the Ising/Potts model with zero external field in two or three dimensions. Metastable transitions in the case of zero field occur along a large saddle plateau, which can be divided into bulk and edge parts. Transitions on the bulk part are one-dimensional and thus easy to analyze, whereas transitions on the edge part are much more complex. In two dimension, I will characterize them in a very precise manner. On the other hand in three dimension, it is impossible to find such a precise characterization and thus I present an alternative abstract method to analyze the metastable behavior. This talk is based on a joint work with Insuk Seo at Seoul National University. Cordiali saluti, Gianmarco Bet ---------------------------------------------------------------------- Gianmarco Bet (he/him) Junior researcher https://gianmarco.bet Phone: (+39) 055 2751491 Department of Mathematics and Informatics "U. Dini" University of Florence Viale Morgagni, 65 50134 Firenze, Italy Office 64 ----------------------------------------------------------------------

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Scientific ASA 2022 conference on Data-Driven Decision Making
by Marta Nai Ruscone 15 Apr '22

15 Apr '22

On behalf of Enrico Di Bella (University of Genoa). Apologies for cross-posting.... CALL FOR PAPERS Association for Applied Statistics ASA 2022: “Data Driven Policy Making” Genoa, Italy, September 12-14, 2022 https://asa2022.unige.it/ <https://asa2022.unige.it/> regularly updated with news Dear Colleagues, I am pleased to announce the next ASA 2022 Conference (Association for Applied Statistics) “Data Driven Policy Making” that will take place from September 12th to 14th, 2022, hosted by the University of Genoa <https://asa2022.unige.it/node/4>, Genoa, Italy. Submit your contribution through EasyChair: https://easychair.org/my/conference?conf=asa2022 <https://easychair.org/my/conference?conf=asa2022> Instruction for the authors available at: https://asa2022.unige.it/node/6 <https://asa2022.unige.it/node/6> I am pleased to take this opportunity to wish you and your beloved ones Happy Easter holidays. Best regards, Marta Nai Ruscone (Local Organising Commitee) ———————————————————————————————— Important Dates ———————————————————————————————— Abstract submission deadline (max 300 words): April 30, 2022 Early registration deadline: June 31, 2022 Short paper submission (with ISBN): July 15, 2022 ———————————————————————————————— For more information, please feel free to contact asa2022(a)unige.it <mailto:asa2022@unige.it> or visit the conference website https://asa2022.unige.it/ <https://asa2022.unige.it/>. ———————————————————————————————— *** --- *** <> Marta Nai Ruscone Department of Economics - DIEC University of Genova. Via Vivaldi, 5. 16126 Genova (GE). Italy

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Seminar in Statistics - JOHANNES SCHMIDT-HIEBER
by Pierpaolo De Blasi 15 Apr '22

15 Apr '22

SEMINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO <https://www.carloalberto.org/events/category/seminars/seminars-in-statistic…> Venerdi 22 Aprile 2022, alle ore 12.00, presso il Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario: ------------------------------------------------ Speaker: *Johannes Schmidt-Hieber* (University of Twente) Title: *A theoretical comparison of deep learning and Bayes with deep Gaussian process priors* Abstract: Deep neural networks have received a lot of attention recently and considerable progress has been made to build an underlying mathematical foundation. In a first part of the talk, we summarize some statistical convergence results. Deep Gaussian process priors can be viewed as continuous analogues of Bayesian neural networks and this raises the question whether there is a closer link with deep learning. In the second part of the talk, we show that the posterior for a suitable deep Gaussian process prior can achieve fast posterior contraction rates and discuss the connection with deep learning. This is joint work with Gianluca Finocchio. ------------------------------------------------ In ottemperanza alle norme anti Covid, per partecipare in presenza è necessario prenotarsi tramite il seguente form online: https://forms.gle/wxwecLUnpZ2GEsWh9 Sarà possibile seguire il seminario anche in streaming: Join Zoom Meeting <https://us02web.zoom.us/j/83612787995?pwd=SE1CR2ZGdmxxZmNWUmx2WS9XNXdtdz09> Meeting ID: 836 1278 7995 Passcode: 612986 Il seminario è organizzato dalla "de Castro" Statistics Initiative www.carloalberto.org/stats Cordiali saluti, Pierpaolo De Blasi -- Pierpaolo De Blasi University of Torino & Collegio Carlo Alberto carloalberto.org/pdeblasi <https://sites.google.com/a/carloalberto.org/pdeblasi/>

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Seminario di Probabilità
by Paolo Dai Pra 15 Apr '22

15 Apr '22

Cari colleghi, vi invito al seguente seminario. Date: 20 Aprile 2022, 14:30 Venue: Ca’ Vignal 2, Università di Verona, Aula G Speaker: Luisa Andreis, Università di Firenze Title: An introduction to phase transitions in coagulation processes and random graphs Abstract: Sparse inhomogeneous random graphs are a natural generalization of the well-known Erdos Renyi random graph, where vertices are characterized by a type and edges are independent but distributed according to the type of the vertices that they are connecting. These graphs undergo a phase transition in terms of the emergence of a giant component exactly as the classical Erd ̋os Renyi model. In this talk we will introduce an alternative approach, via large deviations, to prove this phase transition. This allows a comparison with the gelation phase transition that characterizes coagulation processes and the phase transition of condensation type emerging in several systems of interacting components. Paolo Dai Pra Paolo Dai Pra Dipartimento di Informatica Università degli Studi di Verona Strada Le Grazie 15, 37134 Verona, Italy Tel. +390458027093

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Seminar by J. Teichmann in Verona
by Alessandro Gnoatto 14 Apr '22

14 Apr '22

Prof. Josef Teichmann (ETH Zürich) will give a talk at the Department of Economics – University of Verona. Date: 20/04/2022 @ 12:00 (Rome Time) Title: Signature SDEs from an affine and polynomial perspective Affine or polynomial processes are fascinating classes of models due to the so-called affine transform formulae or moment formulae, respectively. We first show through a linearization procedure that generic classes of diffusion models can be obtained as projections of infinite dimensional affine processes (which actually coincide with polynomial processes). Affine and polynomial technology next allows to derive so far unknown formulae for characteristic functions and moments of involved process functionals. Third a dynamic viewpoint on those formulae (combined with machine learning approaches) leads to efficient numerical evaluations. If you would like to attend via Zoom, please register at the following link, we will send you the details: https://docs.google.com/forms/d/e/1FAIpQLScgw1WL5uuNrg_woQgY9WJCOIG9uIzuxkR… <https://docs.google.com/forms/d/e/1FAIpQLScgw1WL5uuNrg_woQgY9WJCOIG9uIzuxkR…> Best Regards, -- Alessandro Gnoatto Dipartimento di Scienze Economiche Università degli Studi di Verona Via Cantarane 24 37129, Verona, Italy Room 1.05 Tel: +39 045 802 8537 Homepage: www.alessandrognoatto.com E-mail: alessandro.gnoatto(a)univr.it -------------------------------------------------- View my research on my SSRN Author page: http://ssrn.com/author=1615989 --------------------------------------------------

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Next LTI@UniTO seminars: April 19, 2022 @12:00 | April 20, 2022 @12:00
by Luca Regis 14 Apr '22

14 Apr '22

Dear Colleagues, it is my pleasure to invite you to the following two seminars on Quantitative Finance, organised by LTI@UniTO and CCA, which will take place in hybrid form on Tuesday 19th at 12.00 (prof. Polk, LSE) and on Wednesday at 12.00 (prof. Albuquerque, Carrol School of Management). Please find below the details and links to attend via Zoom. Best regards, Luca Regis ------------ Luca Regis Associate Professor ESOMAS Department University of Torinosites.google.com/view/lucaregiswww.carloalberto.org/lti <#m_-325173197699348024_m_-4631880425216739772_> <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/mGgSCYMNR1a7HLMz6TnsrJrcmnBwnGaSAR…> <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/4KCyPXXx-Rw0rt4tRzRL2EdIK0lq7TJqPf…> <#m_-325173197699348024_m_-4631880425216739772_> *LTI@UniTO* and *Fondazione Collegio Carlo Alberto* are pleased to invite you to the following seminars: <#m_-325173197699348024_m_-4631880425216739772_> <#m_-325173197699348024_m_-4631880425216739772_> *April 19, 2022 | 12:00 - 13:15* *The Day Destroys the Night, Night Extends the Day: A Clientele Perspective on Equity Premium Variation* *Christopher Polk (LSE – London School of Economics; CEPR)* <#m_-325173197699348024_m_-4631880425216739772_> *Abstract. *We decompose market returns into their overnight and intraday components, which dramatically improves equity premium forecasts. Past smoothed overnight market returns strongly negatively forecast subsequent close-to-close returns (quarterly R2 of over 14%), primarily through intraday mean reversion. In contrast, past smoothed intraday market returns strongly positively forecast subsequent overnight returns; this partially-offsetting effect explains PE's relatively poor forecasting ability (R2 only 3%). Our decomposition also resurrects the conditional CAPM: If we allow market betas to vary with past smoothed overnight returns, the unconditional alpha of the four Fama-French non-market factors decreases by 91%. We interpret these return patterns through a clientele perspective. First, individual investor expectations and consumption growth strongly positively forecast overnight market returns; intermediary risk tolerance and household equity share strongly negatively forecast intraday market returns. Second, aggregate discount-rate news associated with revisions in future expected overnight (intraday) returns is positively (negatively) correlated with aggregate cash-flow news. Finally, while the Tech boom and Covid crash/rebound were primarily driven by overnight returns, the Global Financial Crisis was mostly an intraday phenomenon. <#m_-325173197699348024_m_-4631880425216739772_> *To attend in presence, register here* <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/AeJ-WyYc_gvUq2mT72rqiHtFvTQ6jPrbiV…> <#m_-325173197699348024_m_-4631880425216739772_> *To attend online, join Zoom Meeting* <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/vQ-81gGUFwr92prMcO1wAos1prgrpZtXYC…> <#m_-325173197699348024_m_-4631880425216739772_> <#m_-325173197699348024_m_-4631880425216739772_> <#m_-325173197699348024_m_-4631880425216739772_> *April 20, 2022 | 12:00 - 13:15* *Strategic Leadership in Corporate Social Responsibility* *Rui Albuquerque (Carrol School of Management, Boston College)* <#m_-325173197699348024_m_-4631880425216739772_> *Abstract.* We propose a strategic theory of Corporate Social Responsibility (CSR). Shareholder maximizers commit to a mission statement that extends beyond firm value maximization. This commitment leads firms (either product market competitors or complementors along the value chain) to change their actions in ways that ultimately favor shareholders. We thus provide a formal analysis of the “doing well by doing good” adage. We also provide conditions such that the mission statement game has the nature of a pure coordination game. Our framework thus provides a natural theory of firm leadership in a CSR context: by selecting a CSR mission statement, a first mover effectively leads the industry to a Pareto optimal equilibrium. <#m_-325173197699348024_m_-4631880425216739772_> *To attend in person, register here* <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/sWQz91Ig64g-hKPI0qtXuwSrmqF9ks4uXO…> <#m_-325173197699348024_m_-4631880425216739772_> *To attend online, join Zoom Meeting* <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/a5FFG16ZzGA4wKp6TEcOSC5UJL-ct_fbpI…> <#m_-325173197699348024_m_-4631880425216739772_> <#m_-325173197699348024_m_-4631880425216739772_> <#m_-325173197699348024_m_-4631880425216739772_> <#m_-325173197699348024_m_-4631880425216739772_> <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/w9EAxMXTRoVQWw8rge58Ur5Q9h1azrMGGu…> <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/ryYmaMlVZUN48CzZ1ArQlrckik3y2zJD7c…> <#m_-325173197699348024_m_-4631880425216739772_> FONDAZIONE COLLEGIO CARLO ALBERTO Piazza Arbarello 8 - 10122 Torino, Italy phone: +390116705000 segreteria(a)carloalberto.org - www.carloalberto.org [image: Facebook] <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/wh_Khsc6qoONJjjfPj_n-Lb6YoAirMTUXv…> [image: Twitter] <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/UnCsCKFdXGIuCX9lfeGpe6ph-BAbL3z-0f…> [image: LinkedIn] <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/tB9Ns4ARnwiSodkGn2ubnmU1M9x11LPrz4…> [image: Instagram] <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/QoIO7jUPYXlgktVaTw_Tvc2g1WfpgXZgB4…> [image: Youtube] <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/vBC6AeuPt0mow4OYvvHSCpa0bGiKvCbuof…> <#m_-325173197699348024_m_-4631880425216739772_> *INFORMATION UNDER THE NEW GENERAL DATA PROTECTION REGULATION (GDPR)* Your personal information has been gathered for the exclusive purpose of informing you about the Collegio's initiatives, considering our and your legitimate interest or your consent. If you wish to have your personal data modified please contact Fondazione Collegio Carlo Alberto, piazza Arbarello 8, 1022 Torino, Italy - phone: +390116705000 - privacy(a)carloalberto.org To find out about the policies regarding the processing of personal data pursuant to articles 13-14 of EU Regulation 2016/679, consult the information at the following link https://www.carloalberto.org/privacy/ <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/DOTuQ0uCCHcGYF5klkwzkQH0wWDrRpL_lu…> *Unsubscribe* <https://4z5y5.r.a.d.sendibm1.com/mk/un/8OTasEyZLFVs-LU8TrbS7FoU5yh_VLcM7kRb…> <#m_-325173197699348024_m_-4631880425216739772_> © 2021 Fondazione Collegio Carlo Alberto <#m_-325173197699348024_m_-4631880425216739772_>

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Postdoc Position for experts in complex networks/graph algorithms
by Juho Kanniainen (TAU) 14 Apr '22

14 Apr '22

Dear all, We have an open two-year post-doc position on financial networks in Tampere, Finland. If you have background on complex networks and/or graph algorithms and would like to join a highly impactful research project on insider trading in financial markets, you might be the candidate we are seeking. As this is a highly methodological project, background in financial market research is not required, but it is important to have general interest in the application area. For further details see https://tuni.rekrytointi.com/paikat/?o=A_RJ&jgid=1&jid=1433 The deadline for applications is the 9th of May, 2022. It would be great if you could forward this announcement to potential candidates. Best regards, Juho Kanniainen -- Juho Kanniainen Professor, PhD Tampere University Computing Sciences/Statistical Data Analytics Group for Financial Computing and Data Analytics<https://www.tuni.fi/en/research/financial-computing-and-data-analytics> Mobile: +358 40 707 4532 E-mail: juho.kanniainen(a)tuni.fi<mailto:juho.kanniainen@tuni.fi> www.sites.google.com/site/juhokanniainen<http://www.sites.google.com/site/juhokanniainen>

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seminar: "Point process learning", Ottmar Cronie, 19 April
by Umberto Picchini 14 Apr '22

14 Apr '22

You are welcome to the next Statistics seminar at Dept of Mathematical Sciences at Chalmers and Göteborg University. On Tuesday April 19, Ottmar Cronie <https://www.chalmers.se/en/staff/Pages/ottmar.aspx> will talk of: ///"Point process learning" / * * *About the speaker: *Ottmar Cronie <https://www.chalmers.se/en/staff/Pages/ottmar.aspx> is associate professor at Chalmers and University of Göteborg. His research is primarily in spatial and spatio-temporal statistics as well as statistical learning. The emphasis is on point processes. The applied part of his research focuses mainly on epidemiology where the main focus at the moment is research on covid-19 and mosquito-borne diseases. // //* * *Abstract:* Point processes are random sets which generalise the classical notion of a random (iid) sample by allowing i) the sample size to be random and/or ii) the sample points to be dependent. Therefore, point process have become ubiquitous in the modeling of spatial and/or temporal event data, e.g. earthquakes and disease cases. In this talk, we present the first statistical learning framework for general point processes, which is based on a subtle combination of two new concepts: prediction errors and cross-validation for point processes. The general idea is to split a point process in two, through thinning, and estimate parameters by predicting one part using the other. By repeating this procedure, we implicitly induce a conditional repeated sampling scheme. The proposed approach allows us to introduce a variety of loss functions not only suitable for standard spatial statistical problems but for general estimation settings, without imposing the iid assumptions. Having discussed different properties of this new approach, we illustrate how it may be applied in different spatial statistical settings and, numerically, we show in (at least) one of these settings that it outperforms the state of the art.* * *Feel free to spread this announcement in your network.* * * *Where*: room MVL14 orhttps://chalmers.zoom.us/j/64214516762 Password: 355673 ** **** *When*: Tuesday 19 April at 14.30-15.30*(Swedish time, UTC+2)*. ** -- _________________________________________________________ Umberto Picchini, Associate Professor, PhD, Docent https://umbertopicchini.github.io/ , twitter: @uPicchini

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de Finetti Risk seminar: Walter Schachermayer
by Marco Maggis 13 Apr '22

13 Apr '22

On behalf of the Scientific Committee of the "B. de Finetti Risk Seminars, Milano Lectures on the Mathematical Theory of Economics and Finance”, we are glad to invite you to participate at the following Lecture which will take place on Thursday, May 5, 2022 at 17.30 (see all details below). *Walter Schachermayer* Universität Wien *Title:* Martingale Transport, De March-Touzi paving, and stretched Brownian motion in ℝd *Abstract:* In classical optimal transport, the contributions of Benamou–Brenier and Mc-Cann regarding the time-dependent version of the problem are cornerstones of the field and form the basis for a variety of applications in other mathematical areas. For µ,ν probability measures on ℝd, increasing in convex order, stretched Brownian motion [1] provides an analogue for the martingale version of this problem. In dimension d=1 it was shown in [2] that any martingale transport decomposes into at most countably many invariant intervals and that this decomposition is universal. Extensions of this result to d≥2 were studied in [4], [5], [3]. We show that the dual optimization problem attached to a stretched Brownian motion induces the universal De March–Touzi paving [3] of ℝd. Joint work with M. Beiglböck, J. Backhoff, and B. Tschiderer. REFERENCES [1] J. Backhoff-Veraguas, M. Beiglböck, M. Huesmann, and S. Källblad. Martingale Benamou-Brenier: a probabilistic perspective. Ann. Probab., 48(5):2258–2289, 2020. [2] M. Beiglböck and N. Juillet. On a problem of optimal transport under marginal martingale constraints. Ann. Probab., 44(1):42–106, 2016. [3] H. De March and N. Touzi. Irreducible convex paving for decomposition of multidimensional martingale transport plans. Ann. Probab., 47(3):1726–1774, 2019. [4] N. Ghoussoub, Y.-H. Kim, and T. Lim. Structure of optimal martingale transport plans in general dimensions. Ann. Probab., 47(1):109–164, 2019. [5] J. Obłój and P. Siorpaes. Structure of martingale transports in finite dimensions. arXiv:1702.08433, 2017. *LOCATION: *The seminar will be held on Thursday, May 5, 2022 at 17.30, Aula di Rappresentanza, Dept. of Mathematics, Milano University, Via C. Saldini 50, Milano. A light reception will take place at 17.00. Scientific Committee Prof. Simone Cerreia-Vioglio (Univ. Bocconi) Prof. Marco Frittelli (Univ. degli Studi di Milano) Prof. Fabio Maccheroni (Univ. Bocconi) Prof. Marco Maggis (Univ. degli Studi di Milano) Prof. Massimo Marinacci (Univ. Bocconi) Prof. Emanuela Rosazza Gianin (Univ. Milano-Bicocca)

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de Finetti Risk seminar: Walter Schachermayer
by Maggis Marco 13 Apr '22

13 Apr '22

On behalf of the Scientific Committee of the "B. de Finetti Risk Seminars, Milano Lectures on the Mathematical Theory of Economics and Finance”, we are glad to invite you to participate at the following Lecture which will take place on Thursday, May 5, 2022 at 17.30 (see all details below). *Walter Schachermayer* Universität Wien *Title:* Martingale Transport, De March-Touzi paving, and stretched Brownian motion in ℝd *Abstract:* In classical optimal transport, the contributions of Benamou–Brenier and Mc-Cann regarding the time-dependent version of the problem are cornerstones of the field and form the basis for a variety of applications in other mathematical areas. For µ,ν probability measures on ℝd, increasing in convex order, stretched Brownian motion [1] provides an analogue for the martingale version of this problem. In dimension d=1 it was shown in [2] that any martingale transport decomposes into at most countably many invariant intervals and that this decomposition is universal. Extensions of this result to d≥2 were studied in [4], [5], [3]. We show that the dual optimization problem attached to a stretched Brownian motion induces the universal De March–Touzi paving [3] of ℝd. Joint work with M. Beiglböck, J. Backhoff, and B. Tschiderer. REFERENCES [1] J. Backhoff-Veraguas, M. Beiglböck, M. Huesmann, and S. Källblad. Martingale Benamou-Brenier: a probabilistic perspective. Ann. Probab., 48(5):2258–2289, 2020. [2] M. Beiglböck and N. Juillet. On a problem of optimal transport under marginal martingale constraints. Ann. Probab., 44(1):42–106, 2016. [3] H. De March and N. Touzi. Irreducible convex paving for decomposition of multidimensional martingale transport plans. Ann. Probab., 47(3):1726–1774, 2019. [4] N. Ghoussoub, Y.-H. Kim, and T. Lim. Structure of optimal martingale transport plans in general dimensions. Ann. Probab., 47(1):109–164, 2019. [5] J. Obłój and P. Siorpaes. Structure of martingale transports in finite dimensions. arXiv:1702.08433, 2017. *LOCATION: *The seminar will be held on Thursday, May 5, 2022 at 17.30, Aula di Rappresentanza, Dept. of Mathematics, Milano University, Via C. Saldini 50, Milano. A light reception will take place at 17.00. Scientific Committee Prof. Simone Cerreia-Vioglio (Univ. Bocconi) Prof. Marco Frittelli (Univ. degli Studi di Milano) Prof. Fabio Maccheroni (Univ. Bocconi) Prof. Marco Maggis (Univ. degli Studi di Milano) Prof. Massimo Marinacci (Univ. Bocconi) Prof. Emanuela Rosazza Gianin (Univ. Milano-Bicocca) -- Marco Maggis, Professore Associato, Secs-S/06 Dipartimento di Matematica F. Enriques, Via Cesare Saldini 50, 20133, Milano Telefono: 0250316120

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Call for application PhD in Economics Ca' Foscari University a.y. 2022-26 - spread the news
by Antonella Basso 12 Apr '22

12 Apr '22

Dear Colleague, I would be grateful if you could bring to the attention of your best students the new edition 2022-2026 of the PhD Program in Economics offered by the Ca' Foscari University of Venice. The PhD program has a duration of four years and 7 positions are available for the next cohort starting in September '22. Six of them come with a scholarship (around 15,300 € per year), one is reserved for non-Italian applicants holding an equivalent scholarship covering four years. The deadline for application is *May 2nd 2022*, *13h00 (Italian time)*. The PhD Program in Economics aims at training selected students for a career as economists in academic institutions or in research departments of national and international organizations, public institutions, private corporations, central banks, financial institutions. The considerable diversification of research areas covered by the members of the Department of Economics and their international reputation provide an excellent environment where students of most fields in economics can find guidance to develop their research projects for their doctoral studies. A presentation of the PhD programme is organised on Zoom on April 20th at 16.00. Please register here: http://phdeconomics2022.eventbrite.it Requirements and how to apply: https://www.unive.it/pag/43334/ Information on the PhD in Economics: http://www.unive.it/phdeconomics Herewith a link to our INOMICS advertisement: https://inomics.com/program/4-year-phd-in-economics-1447778 Any questions on the program may be addressed to the PhD Secretariat at: sse(a)unive.it Thank you for your attention. Best regards, Antonella Basso -- Antonella Basso Dipartimento di Economia Università Ca' Foscari Venezia Fondamenta S. Giobbe - Cannaregio 873 30121 Venezia - Italy Tel. +39-041-2346914 E-mail address:basso@unive.it Web page:http://www.unive.it/data/persone/5591751

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6 PhD scholarships in Statistical Sciences – University of Padova, Italy – Deadline May 13, 2022 - 13:00 (CEST)
by Susi Ceron 12 Apr '22

12 Apr '22

Six PhD scholarships funded by the University of Padova are available at University of Padova for candidates interested in the area of *Statistical Sciences (start of activities: October 1st, 2022).* *Eligibility* The scholarship competition is open to applicants of any age or citizenship, holding a 2nd cycle degree or a single cycle degree from an Italian university or an equivalent qualification from other countries of at least four years’ duration (applicants can get their qualification no later than 30th September 2022). Admission is decided on the basis of qualifications and an interview. *Grant awarded* The annual grant will be of euros **16,243.00* *(gross amount). The grant will be awarded for three years and it will be subject to satisfactory progresses evaluated on a yearly basis. *How to apply* The call is published *(deadline May 13, 2022 - 1 pm CEST) *at the page _http://www.unipd.it/ricerca/dottorati-di-ricerca/bandi-e-graduatorie _ English version at the page _http://www.unipd.it/en/node/1053_ Please note that the curriculum has to be written by filling the template *CV_XXXVIII* available from the Course web page _http://www.stat.unipd.it/ricerca/ammissione_ and uploading the filled template in the online procedure. *Applications are only accepted online using the link indicated in the call.* For more information about the Statistical Sciences PhD program see _https://www.stat.unipd.it/ricerca/dottorato-di-ricerca_ For more information about admission see _http://www.stat.unipd.it/ricerca/ammissione_ or contact _phd(a)stat.unipd.it_ Kindest regards, PhD Secretariat on behalf of prof. Nicola Sartori Coordinator of the PhD Course in Statistics University of Padova - Italy *We apologize for cross posting * -- Phd in Statistics University of Padova - Italy tel +39 049 8274167 fax +39 049 8271524 dottorato(a)stat.unipd.it

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International Workshop "Random Fields and Their Applaications", April 14-15, 2022, Kyiv, Ukraine
by Alessia Caponera 12 Apr '22

12 Apr '22

Dear Colleagues, We would like to announce the forthcoming International Workshop «Random Fields and Their Applications», dedicated to the memory of the prominent Ukrainian mathematician Professor Mykhailo Yadrenko, on occasion on his 90th anniversary. Invited speakers from around the world will present the latest achievements in the theory of random fields, that is the area of research ideas of Professor Mykhailo Yadrenko. Scientific talks are scheduled for April 14 from 12:00 to 19:00 Kyiv time. The informal meeting of colleagues, descendants, former students of Mykhailo Yadrenko (and anyone who would like to share thoughts and memories) is scheduled for April 15 from 15:00 to 17:00 Kyiv time. The workshop will be conducted virtually via Zoom meeting. You can find the program and the Zoom link here: https://probability.knu.ua/randomfields2022/program.html Best wishes, Alessia Caponera

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Master in FINANCE, INSURANCE, and RISK MANAGEMENT (#MaFIRM) - Collegio Carlo Alberto & University of Turin
by Tiziano De Angelis 11 Apr '22

11 Apr '22

Dear All, I would be grateful if you could please pass the advert below to interested students. Best wishes Tiziano --------------------------------------------- The Master in FINANCE, INSURANCE, and RISK MANAGEMENT (#MaFIRM <https://www.linkedin.com/feed/hashtag/?keywords=mafirm&highlightedUpdateUrn…>), issued by Collegio Carlo Alberto & University of Turin, is organizing its 25th Edition. Mafirm is a full-time II-level Master for highly-skilled occupations requiring a quantitative finance and fintech background. The program is listed in the Risk.net <https://www.linkedin.com/company/risk-net/> "World’s Leading Quantitative Finance Master Programmes" (1st in Italy, 6th in Europe, 20th worldwide). Applications for the 2022-23 edition starting in September are now open! Applicants should hold a 3+2 Master (or a 4-year B.Sc./B.A.) in Economics, Finance, Mathematics, Engineering, Physics, Banking, Statistics, Data Science, and Computer Science. A number of merit-based full and partial scholarships (i.e., tuition fee waivers) are available. How to apply & details about the program and placement: https://www.carloalberto.org/education/master-in-finance/ For any questions, please contact roberto.marfe(a)unito.it

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3rd Spring Colloquium on Probability and Finance - Padova - 28-29 April 2022
by Claudio Fontana 11 Apr '22

11 Apr '22

Dear all, We are glad to announce the 3rd edition of the Spring Colloquium on Probability and Finance, held at the University of Padova, on 28-29 April 2022. The Colloquium will bring together researchers in stochastic analysis and mathematical finance, featuring invited plenary talks by leading scholars in the field as well as rising talents. This edition of the Colloquium is dedicated to Professor Wolfgang J. Runggaldier, on the occasion of his 80th birthday. Several talks will highlight recent advances on topics on which Wolfgang made fundamental contributions over the course of his intense career. Website: https://events.math.unipd.it/SpringColloquium3 <https://events.math.unipd.it/SpringColloquium3> Format: the Colloquium will be in a hybrid mode. Most of the invited speakers will be present in Padova and the conference room can accommodate a certain number of attendees (on a first-come first-served basis, depending on the order of registration). However, the Colloquium can also be attended online via Zoom. Detailed informations on the Zoom link and password will be sent to registered participants in due time. Registration: attendance is free but registration is required (on the conference website). When registering to the conference, please specify if you intend to attend the Colloquium in presence or remotely. For our convenience, we kindly ask to people that already register to the Colloquium to redo their registration, specifying the format of participation. Many thanks for your collaboration. We kindly ask you to register before April 18. Invited plenary speakers: Claudia CECI (University of Chieti-Pescara, IT) Christa CUCHIERO (University of Vienna, AT) Paolo DAI PRA (University of Verona, IT) Rüdiger FREY (Vienna University of Economics and Business, AT) Zorana GRBAC (University of Paris, FR) Monique JEANBLANC (University of Evry Val d'Essonne, FR) Yuri KABANOV (University of Besançon, FR) Andrea PASCUCCI (University of Bologna, IT) Eckhard PLATEN (University of Technology Sydney, AU) Thorsten SCHMIDT (University of Freiburg, DE) Martin SCHWEIZER (ETH Zurich, CH) Invited junior speakers: Matteo BRACHETTA (Politecnico di Milano, IT) Alessandro CALVIA (LUISS University, IT) Alekos CECCHIN (University of Padova, IT) Sara SVALUTO-FERRO (University of Verona, IT) We hope to see you in Padova! Best wishes, Giorgia Callegaro and Claudio Fontana

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[Polimi - Call for Interest Assegno di Ricerca]
by Daniele Marazzina 09 Apr '22

09 Apr '22

Con preghiera di diffusione fra le persone che potrebbero essere interessate. Grazie mille Daniele Marazzina >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> Il Qfinlab, gruppo di Finanza Quantitativa del Dipartimento di Matematica del Politecnico di Milano, è alla ricerca di una persona interessata a collaborare su temi ESG (principalmente) e di Educazione Finanziaria (in misura minore). La collaborazione sarà strutturata tramite un assegno di ricerca. Riguardo la tematica ESG, l'assegnista sarà chiamato a collaborare alla creazione di un database e alla sua gestione, oltre ad analisi statistiche ed economiche ai fini di pubblicazioni scientifiche. Riguardo la tematica Educazione Finanziaria, l'assegnista sarà chiamato a collaborare col gruppo nelle attività di educazione finanziarie per le scuole e gli adulti, oltre all'analisi di impatto di queste, ai fini di ricerca. L'assegno sarà della durata di un anno. E' richiesta una laurea magistrale, preferibilmente in economia, matematica, o ingegneria, o facoltà equivalenti. Gli interessati possono inviare il loro CV a qfinlab(a)polimi.it<mailto:qfinlab@polimi.it>. Seguirà poi bando competitivo per l'assegno di ricerca. Cordiali saluti Daniele Marazzina per il Team Qfinlab

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[Polimi - Call for Interest Assegno di Ricerca]
by Daniele Marazzina 09 Apr '22

09 Apr '22

Con preghiera di diffusione fra le persone che potrebbero essere interessate. Grazie mille Daniele Marazzina >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> Il Qfinlab, gruppo di Finanza Quantitativa del Dipartimento di Matematica del Politecnico di Milano, è alla ricerca di una persona interessata a collaborare su temi ESG (principalmente) e di Educazione Finanziaria (in misura minore). La collaborazione sarà strutturata tramite un assegno di ricerca. Riguardo la tematica ESG, l'assegnista sarà chiamato a collaborare alla creazione di un database e alla sua gestione, oltre ad analisi statistiche ed economiche ai fini di pubblicazioni scientifiche. Riguardo la tematica Educazione Finanziaria, l'assegnista sarà chiamato a collaborare col gruppo nelle attività di educazione finanziarie per le scuole e gli adulti, oltre all'analisi di impatto di queste, ai fini di ricerca. L'assegno sarà della durata di un anno. E' richiesta una laurea magistrale, preferibilmente in economia, matematica, o ingegneria, o facoltà equivalenti. Gli interessati possono inviare il loro CV a qfinlab(a)polimi.it. Seguirà poi bando competitivo per l'assegno di ricerca. Cordiali saluti Daniele Marazzina per il Team Qfinlab

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Master Mathématiques et Apprentissage Statistique all'Università di Versailles
by Cecilia Mancini 09 Apr '22

09 Apr '22

Inoltro questa informazione su un nuovo Master che partirà il prossimo Settembre all’Université Versailles Saint Quentin<http://www.uvsq.fr/>. A chi fosse interessato posso mandare i flyers sotto menzionati Saluti, Cecilia Da: Ester Mariucci <ester.mariucci(a)uvsq.fr> stiamo aprendo un nuovo Master (M1+M2) a Versailles. Si chiama Mathématiques et Apprentissage Statistique, Math&AS. Fa parte della Graduate School dell’Università Paris-Saclay ed é un “Master Recherche ouvert à l’entreprise”. Per essere chiari : é teorico ma non tanto quanto i master di Orsay, permette di andare subito a lavorare ma non é un master in alternance. Durante l’M1 i corsi sono teorici - ma comunque globalmente più di statistica applicata che matematica - (statistica matematica, machine Learning, modelli lineari, ottimizzazione, analisi dei dati, etc…) e c’é un po’ di informatica. Il secondo anno ci saranno dei corsi fatti da data scientists, e poi vari corsi avanzati sempre di machine learning e statistica. L’insegnamento é in francese, ci sono 2 stages di sei mesi ciascuno, uno per anno (quindi bisogna davvero parlare bene francese). Dato che la formazione debutta a Settembre cerco di diffondere la notizia il più possibile…non si sa mai che tu conosca studenti francofoni (o che se la cavano sufficientemente bene) potenzialmente interessati! Ti allego i flyers che abbiamo fatto per l’UVSQ e per Saclay con le informazioni sui programmi. Ci sono borse (anche per stranieri) : https://www.universite-paris-saclay.fr/admission/bourses-et-aides-financier…; https://www.fondation-hadamard.fr/fr/master-bourses-de-master/master-401-ap… e le candidature per iscriversi al master sono tra il 15 marzo e il 15 maggio. Sto ancora aspettando che il sito ufficiale di Saclay sia visibile, qui ci sono alcune informazioni : http://www.departement.math.uvsq.fr/masterMathAS Un caro saluto, Ester

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seminar: "Random structures and patterns in spatio-temporal data: probabilistic modelling and statistical inference", Radu Stoica, 12 April
by Umberto Picchini 09 Apr '22

09 Apr '22

You are welcome to the next Statistics seminar at Dept of Mathematical Sciences at Chalmers and Göteborg University, Sweden. On Tuesday April 12, Radu Stoica <https://sites.google.com/site/radustefanstoica/> will talk of: ///"Random structures and patterns in spatio-temporal data: probabilistic modelling and statistical inference"/ / / //*About the speaker: *Radu Stoica <https://sites.google.com/site/radustefanstoica/> is professor at Université de Lorraine, France. He is interested in probabilistic modeling and statistical inference for the analysis of spatio-temporal data // //* * *Abstract:* The useful information carried by spatio-temporal data is often outlined by geometric structures and patterns. Filaments or clusters induced by galaxy positions in our Universe are such an example. Two situations are to be considered. First, the pattern of interest is hidden in the data set, hence the pattern should be detected. Second, the structure to be studied is observed, so relevant characterization of it should be done. Probabilistic modelling is one of the approaches that allows to furnish answers to these questions. This is done by developing unitary methodologies embracing simultaneously three directions: modelling, simulation and inference. This talk presents the use of marked point processes applied to the detection and to the characterization of such structures. Practical examples are also shown.* * *Feel free to spread this announcement in your network.* * * *Where*: room MVL14 or https://chalmers.zoom.us/j/64160866575 Password: 024139 ** **** *When*: Tuesday 12 April at 14.30-15.30*(Stockholm time)*. ** -- _________________________________________________________ Umberto Picchini, Associate Professor, PhD, Docent https://umbertopicchini.github.io/ , twitter: @uPicchini

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International conference “Statistical Methods and Models for Complex Data" - SAVE THE DATE!
by Alessandra Fabbri Colabich 07 Apr '22

07 Apr '22

*On behalf of the Director of the Department of Statistical Sciences of the University of Padua:* SAVE THE DATE! *International conference “Statistical Methods and Models for Complex Data”* , *21-23 September 2022, Padova, Italy* The Department of Statistical Sciences of the University of Padova is organizing the international conference: “Statistical Methods and Models for Complex Data”. The conference will be held in Padova, Italy on 21-23 September 2022. The event is organized on the occasion of the 800th anniversary of the University of Padua and the last year of the excellence project of our department. The scientific program will include plenary sessions, with 45 minutes invited presentations from internationally recognized experts, followed by 25 minutes for interventions of two main discussants and informal moments of discussion and interaction between the participants. Participation of senior and young scientists involved in the developments of statistical methods and tools for complex data is strongly encouraged. The scientific program of the conference is available on the website *http://800years.stat.unipd.it <http://800years.stat.unipd.it>*. For further information, please contact: 800years(a)stat.unipd.it

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Fwd: two PhD positions
by Antonio Agresti 06 Apr '22

06 Apr '22

Ricevo ed inoltro. ---------- Forwarded message --------- Da: Mark Veraar - EWI <M.C.Veraar(a)tudelft.nl> Date: mar 5 apr 2022 alle ore 15:43 Subject: two PhD positions To: Mark Veraar - EWI <M.C.Veraar(a)tudelft.nl> Dear all, Within my NWO Vici grant "Foundations of Stochastic Partial Differential Equations" (FoundSPDE) I have two PhD positions available. It would be great if you could forward this announcement to potential candidates. Short description: At the Delft Institute for Applied Mathematics (DIAM), part of Delft University of Technology (TU Delft), NL, two full-time PhD positions in the mathematical analysis of stochastic partial differential equations are offered. The PhD candidate will be supervised by Prof.dr.ir. M.C. Veraar (part of the Analysis Group at DIAM). The focus of both of the projects is on well-posedness, regularity, long-time behavior, large deviations and/or approximation of solutions to parabolic and hyperbolic SPDEs of semi- and quasi-linear type. A background in Probability Theory and/or Analysis is preferable. The deadline for application is June 24th. For further details see https://www.tudelft.nl/over-tu-delft/werken-bij-tu-delft/vacatures/details?… Best regards, Mark Veraar ---------------------------- Professor dr. ir. M.C. Veraar Analysis section Delft Institute of Applied Mathematics. Faculty EEMCS Delft University of Technology https://fa.ewi.tudelft.nl/~veraar/

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(PMS)^2 in person and online talk: Daria Ghilli - April 11 at 14.00
by Carlo Orrieri 06 Apr '22

06 Apr '22

Dear colleagues, We are happy to announce the following hybrid - that is, in person with online streaming - talk: Speaker: Daria Ghilli (Università di Pavia) Title: A mean field game model in economics with spatial interactions in the human capital Abstract: We study an economic model where each agent chooses its position in space and its level of human capital maximizing its own utility and interacts with the other agents through the human capital. The main peculiarity of the model we consider consists in the presence of a spatial interaction term in the dynamic of the human capital, i.e. spatial spillovers on the accumulation of human capital and in the utility, i.e. spatial spillovers on the consumption. We adopt a Mean Field Game (MFG) approach and study a system of two partial differential equations, the MFG system, which arises as the continuum macroscopic description of the discrete multi-agents system emerging, heuristically, as the limit as the number of agents tends to infinity. The MFG system we study is expected to approximate Nash equilibria for the discrete multi-agents system when the number of players tends to infinity. This is a joint work with C. Ricci (Pisa) and G. Zanco (LUISS). Date and time: Monday April 11, 14:00-15:00 (Rome time zone) Place: Aula Beltrami, dipartimento di matematica dell’università di Pavia, via Ferrata 5, Pavia. Zoom Link: https://us02web.zoom.us/j/83190110958?pwd=QW5tOC9tcGgyTDNtaUJvenIrdGNZQT09 <https://us02web.zoom.us/j/83190110958?pwd=QW5tOC9tcGgyTDNtaUJvenIrdGNZQT09> ID riunione: 831 9011 0958 Passcode: 384911 This talk is part of the (PMS)^2: Pavia-Milano Seminar series on Probability and Mathematical Statistics organized jointly by the universities Milano-Bicocca, Pavia, Milano-Politecnico and Milano-Statale. Participation is free and welcome! Best regards The organizers (Mario Maurelli, Carlo Orrieri, Maurizia Rossi, Margherita Zanella)

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Borse per visitatori provenienti da aree a rischio
by Faggionato, Alessandra 06 Apr '22

06 Apr '22

Cari tutti, vi mando sotto un messaggio in Inglese, cosi' che possa essere forwardato anche a stranieri. Grazie della collaborazione! Saluti Alessandra %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% Dear all, Here in La Sapienza we have special grants for visiting professors/researchers from risk areas (such as Ukraine but also Russia) for up to 6 months with a gross salary of 3000 euros. These grants are for persons who have been/are exposed to some risk, e.g. they had to leave their countries. Do you know of some probabilists or other people working with probability who could be interested and are in a situation of necessity? The deadline of the application is *April 11* 12:00 (midday) and the application has to be done by a person in La Sapienza. Thanks Best Alessandra Faggionato, Vittoria Silvestri and Lorenzo Taggi -- ************************************************* Prof. Alessandra Faggionato http://www1.mat.uniroma1.it/~faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 5, Phone (0039) 06 49913252 *************************************************

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ICMNS2022 Digital - First announcement
by Massimiliano ... 05 Apr '22

05 Apr '22

Dear all, We are delighted to announce the 8th International Conference on Mathematical Neuroscience (ICMNS 2022). The conference will take place online from July 6th to 8th, 2022, between 14:00 and 18:00 (GMT+2). ICMNS is an interdisciplinary conference series, bringing together theoretical neuroscientists and mathematicians. The conferences are aimed at scientists interested in using or developing mathematical techniques for neuroscience problems. It is our pleasure to confirm that this year’s plenary speakers will be: * Danielle Bassett<https://nam12.safelinks.protection.outlook.com/?url=https%3A%2F%2Fcomplexsy…> (University of Pennsylvania, USA) * Sue Ann Campbell<https://nam12.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwww.math.…> (University of Waterloo, Canada) * Thomas Serre<https://nam12.safelinks.protection.outlook.com/?url=https%3A%2F%2Fserre-lab…> (Brown University, USA) There will be 6 minisymposium sessions, covering a broad set of topics in mathematical neuroscience. Each minisymposium consists of 4 talks, 3 of which will be given by early career researchers. * Stochastic models for neuronal activity, Organiser: Laura Sacerdote<https://nam12.safelinks.protection.outlook.com/?url=http%3A%2F%2Fwww.lauras…> (University of Turin, Italy) * Patterns and Rhythms in Balanced Neural Networks, Organiser: James MacLaurin<https://nam12.safelinks.protection.outlook.com/?url=https%3A%2F%2Fpeople.nj…> (New Jersey Institute of Technology, USA) * Metastable dynamics in neural circuits, Organiser: Tilo Schwalger<https://nam12.safelinks.protection.outlook.com/?url=https%3A%2F%2Fpage.math…> (Technische Universität Berlin, Germany) * Learning (and compressing) stochastic sequences of events, Organiser: Antonio Galves<https://nam12.safelinks.protection.outlook.com/?url=http%3A%2F%2Fime.usp.br…> (Universidade de São Paulo, Brasil) * Nonlinear PDEs of Fokker–Planck type in neuroscience, Organisers: Pierre Jules Abel Roux<https://nam12.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwww1.math…> (University of Oxford, UK) and Susanne Solem<https://nam12.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwww.ntnu.…> (Norwegian University of Science and Technology, Norway) * Dynamical system of psychiatric disorders, Organisers: Christoffer Alexandersen (University of Oxford, UK) and Louisiane Lemaire (Humboldt-Universität zu Berlin, Germany) In addition, there is an open call for micro-talks, delivered to the whole audience. Micro-talk sessions are one-hour sessions consisting of a sequence of very short introductions (2 minutes, 1 slide) by the presenters to their research, followed by an opportunity to chat with individual presenters about their research in breakout rooms. We encourage micro-talks submissions by researchers from all areas of mathematical neuroscience and at all career stages. Submissions can be made at this link<https://nam12.safelinks.protection.outlook.com/?url=https%3A%2F%2Fdocs.goog…>. The submission deadline is the 31st of May at 23:59 (GMT+2). Please visit our website to submit subscribe to our mailing list and YouTube channel: * https://www.danieleavitabile.com/icmns2022digital/<https://nam12.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwww.danie…> * https://www.youtube.com/channel/UCXClLvVl35uBrYIgN8dOZsw<https://nam12.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwww.youtu…> We look forward to seeing you (virtually) in July! Best wishes, Áine Byrne Daniele Avitabile Massimiliano Tamborrino Etienne Tanré ------ Dr. Massimiliano Tamborrino Assistant Professor Department of Statistics University of Warwick https://warwick.ac.uk/tamborrino<https://nam12.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwarwick.a…>

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Summer School + workshoop on Reaction Networks
by Enrico Bibbona 04 Apr '22

04 Apr '22

Dear all, Politecnico di Torino is organizing the second edition of the following two events on Chemical Reaction Networks 1) Summer School on Stochastic Reaction Networks,10-16 July, 2022, Torgnon, Aosta Valley, Italy Instructors: David F Anderson (University of Wisconsin, Madison, US), L. Popovic (Concordia University, Montreal, CA). More info at https://areeweb.polito.it/disma-excellence/events_2022/CRNs/index.html 2) Workshop on Chemical Reaction Networks, 6-8 July, 2022, Torino, Italy This second event is taking place at Politecnico di Torino, and will cover both stochastic and deterministic Chemical Reaction Networks, modelling and inference. More info at https://areeweb.polito.it/disma-excellence/events_2022/CRNs_workshop/index.… Please forward this info to all potentially interested people you may know, especially to the youngest. With kindest regards, the organizers Daniele Cappelletti Enrico Bibbona Paola Siri Enrico Bibbona Associate Professor of Statistics Probability, Statistics and Optimization group Department of Mathematical Sciences "G. L Lagrange" Politecnico di Torino

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2 postdocs on network and graphical models
by Consonni Guido 04 Apr '22

04 Apr '22

On behalf of David Rossell (Universitat Pompeu Fabra) Postdocs in high-dimensional statistics for network & graphical models analysis, Barcelona We have two post-doctoral positions to work on a range of topics related to high-dimensional statistics for networks, ultra high-dimensional graphical models, frameworks linking networks and graphical models, multivariate structural learning and time series analysis. The positions are for 1 year, with a potential for extension to 18 months, with a gross yearly salary of 40,000 eur. The scope is ample and allows for sub-projects related to mathematical statistics and statistical learning theory, data analysis methodology in penalized likelihood and Bayesian statistics, and computational methods. The positions are related to a Huawei grant, which also offers opportunities to explore applications of the developed theory & methods. The project is primarily hosted by the Statistics group at UPF (https://sites.google.com/view/stats-upf<https://eur03.safelinks.protection.outlook.com/?url=https%3A%2F%2Fsites.goo…>) and the BSE Data Science Center (https://datascience.bse.eu<https://eur03.safelinks.protection.outlook.com/?url=https%3A%2F%2Fdatascien…>) in Barcelona (Spain), and is in collaboration with Luc Devroye at McGill University in Montreal (Canada) and Piotr Zwiernik at the University of Toronto (Canada). The primary supervisors are Christian Brownlees, Luc Devroye, Gábor Lugosi, David Rossell and Piotr Zwiernik, although collaborations with other professors of these research groups are also possible. Interested candidates should send an updated CV and a short research statement to David Rossell (david.rossell(a)upf.edu<mailto:david.rossell@upf.edu>). They should ask 3 referees to send a letter of reference on their behalf. The deadline for applying for the first position is April 30 2022, the deadline for the second position is June 15 2022. -- David Rossell Director, BSE Master's in Data Science Methodology and BSE Data Science Center Associate professor, Dept. of Economics & Business, Universitat Pompeu Fabra (Office 1E46, Jaume I building) [http://static.unicatt.it/ext-portale/FirmaOutlook.jpg]<http://www.unicatt.it/> [http://static.unicatt.it/ext-portale/5xmille-firma-mail-scritta.jpg]

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Seminar in Pisa: Ruojun Huang
by Francesco Grotto 04 Apr '22

04 Apr '22

Dear Colleagues, we would like to invite you to the following seminar by Ruojun Huang (Scuola Normale Superiore) to be held Wednesday (April 6th) at Dipartimento di Matematica in Pisa and online via Google Meets. The organizers, A. Agazzi and F. Grotto -------------------------------------------- Location: Sala Seminari, Dipartimento di Matematica, Pisa Google Meet Link: https://meet.google.com/gji-phwo-vbg Time: April 6th, 2022, 14:00 CET Speaker: Ruojun Huang (Scuola Normale Superiore) Title: Coagulation under environmental noise Abstract: Environmental noise in a continuum interacting particle system is a space-dependent noise acting on all particles simultaneously. We prove that a system of locally interacting diffusions carrying discrete masses, subject to an environmental noise and undergoing mass coagulation, converges to a system of Stochastic Partial Differential Equations (SPDEs) with Smoluchowski-type nonlinearity. It partially extends a result of Hammond-Rezakhanlou (2007) who considered the PDE case, with our motivation coming from trying to understand the effect of turbulence on rain formations. Based on a joint work with Franco Flandoli.

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ROBUST STATISTICS: few places are still available, and an opportunity for publication
by Francesca Greselin 04 Apr '22

04 Apr '22

Apologies for cross-posting Please *FORWARD this information to your PhD STUDENTS and POST-DOC RESEARCHERS.* The III International School on Classification and Data Analysis ROBUST STATISTICS: FOUNDATIONS AND RECENT DEVELOPMENTS <https://rsfd.lakecomoschool.org/> organized under the auspices of CLADAG <http://cladag.it/about/>, ERS-IASC <https://iasc-isi.org/ers-mission/>, and the University of Milano-Bicocca, will be held - in presence - on 2-6 May, 2022 in the awesome location of Villa del Grumello <https://www.villadelgrumello.it/it/>, on the shore of Como <https://www.lakecomo.is/it/>Lake <https://www.lakecomo.is/it/> (Como, Italy). Lecturers Anthony Atkinson <https://www.researchgate.net/profile/Anthony_Atkinson3>, London School of Economics, UK Agustin Mayo-Iscar <https://www.researchgate.net/profile/Agustin_Mayo>, University of Valladolid, ES Marco Riani <https://www.researchgate.net/profile/Marco_Riani>, University of Parma, IT Francesca Greselin <https://www.researchgate.net/profile/Francesca-Greselin> *,* University of Milano-Bicocca, IT The deadline has been postponed till April 9. Few places are still available. Publication in the Open Access journal *Statistica e Applicazioni *(Indexed in Scopus <https://www.scopus.com/> - Google Scholar <https://scholar.google.com/> - Current Index to Statistics <https://www.statindex.org/> - Ulrich's Periodicals Directory <http://ulrichsweb.serialssolutions.com/> - SCImago Journal & Country Rank <https://www.scimagojr.com/journalsearch.php?q=21100851482&tip=sid&clean=0>) is available for participants in the School. All are invited to prepare a manuscript on robust methods applied to their field of research. Thank you for your attention, Francesca Greselin

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Fwd: Pathway to Research scheme
by Elisabetta Candellero 03 Apr '22

03 Apr '22

Ricevo e inoltro. Elisabetta ---------- Forwarded message --------- From: Matt Roberts <mattiroberts(a)gmail.com> Date: Thu, Mar 31, 2022 at 3:13 PM Subject: Pathway to Research scheme To: <APPLIEDPROB(a)jiscmail.ac.uk> Dear all, The following scheme may be of interest to undergrads. We would like as many applications as possible, so please spread the word! Thanks, Matt ---------------- Pathway to Research scheme - a scheme for students completing, or having completed, a BSc or taught Masters The SAMBa CDT, based in the Department of Mathematical Sciences at the University of Bath, is seeking applicants to its Pathway to Research scheme. This will provide three people, who have the potential to be excellent mathematical researchers, but who have – for any number of reasons – not been able to take advantage of enough mathematical training to get them ready for PhD research, with a year long programme of training and mentorship in a research environment, plus a £10,000 bursary, resulting in an MSc qualification. https://www.bath.ac.uk/campaigns/start-your-research-career-in-mathematics-… Barriers to academic progress that applicants may have faced could include significant caring responsibilities, the need to work during their studies, a lack of access to fundamental mathematics courses (e.g. Further Maths A level), having had a restricted choice of location for their undergraduate degree, and there will be many more. It may be that there are people on your courses, or those who have recently graduated, who are unaware that a career in research mathematics was even an option and please can I encourage you to make them aware of this scheme. The deadline for applications is 16th May, with a visit day for those who apply planned for 26th May. ######################################################################## To unsubscribe from the APPLIEDPROB list, click the following link: https://www.jiscmail.ac.uk/cgi-bin/WA-JISC.exe?SUBED1=APPLIEDPROB&A=1 This message was issued to members of www.jiscmail.ac.uk/APPLIEDPROB, a mailing list hosted by www.jiscmail.ac.uk, terms & conditions are available at https://www.jiscmail.ac.uk/policyandsecurity/

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Environment and sustainability: new challenges and perspectives for Statistics - Politecnico di Milano
by Laura Maria Sangalli 02 Apr '22

02 Apr '22

#VERSOILFESTIVALDELLASTATISTICA22 Environment and sustainability: new challenges and perspectives for Statistics Martedì 3 maggio 2022 ore 14.00 Politecnico di Milano Intervengono: Prof. Pedro Delicado, Universitat Polytecnica de Catalunya “Wildfires vegetation recovery through satellite remote sensing and functional data analysis” Prof. Alessandro Fassò, Università degli Studi di Bergamo "Statistical modelling of COVID-19 impact on maritime carbon emissions” Prof. Piercesare Secchi, Politecnico di Milano "Environment and sustainability: new challenges and perspective for Statistics” Tavola rotonda, presieduta da Piercesare Secchi, con la partecipazione di Corrado Crocetta, Presidente della Società Italiana di Statistica, e di alcuni membri del Comitato Scientifico di GRASPA Dettagli e registrazione a https://www.mate.polimi.it/events/statfest/ <https://www.mate.polimi.it/events/statfest/> —— Laura Maria Sangalli MOX - Dipartimento di Matematica Politecnico di Milano Piazza Leonardo da Vinci 32 20133 Milano - Italy tel: +39 02 2399 4554 fax: +39 02 2399 4568 email: laura.sangalli(a)polimi.it url: http://mox.polimi.it/~sangalli

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MOX 20 Years Anniversary - Politecnico di Milano
by Laura Maria Sangalli 02 Apr '22

02 Apr '22

MOX Laboratory for Modeling and Scientific Computing, Politecnico di Milano https://mox.polimi.it Dear Colleagues, MOX turns 20! To celebrate this event, a one-day scientific event, MOX20, will take place at the Politecnico di Milano on May 27th, 2022. Since 2002, MOX promotes research in the field of mathematical modeling, data science, and scientific computing in Science and Engineering. During the event, some recent success stories of collaboration between MOX and its scientific and industrial partners will be presented, with a preview of future scientific challenges. The event will feature in particular the participation of Prof. Jean-Pierre Bourguignon (IHES-France and former ERC President), Prof. Jan Hesthaven (Vice President at EPFL-Switzerland), Prof. Victor Panaretos (EPFL-Switzerland) and Prof. Antonio F. Corno (University of Texas Health-USA). For more information, visit the webpage https://mox.polimi.it/mox20/ The event will be held in person and will be streamed for those who wish to follow it in online mode. Participation is very welcome and free of charge. However, for organizational reasons registration is mandatory. Please fill in the form https://www.mate.polimi.it/registrazione/MOX20_registrazione.php by April 27th, 2022. With best regards, The MOX20 Organizing Committee —— Laura Maria Sangalli MOX - Dipartimento di Matematica Politecnico di Milano Piazza Leonardo da Vinci 32 20133 Milano - Italy tel: +39 02 2399 4554 fax: +39 02 2399 4568 email: laura.sangalli(a)polimi.it url: http://mox.polimi.it/~sangalli

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ECSO-CMS 2022 - Last Call for Papers and Extended Deadline
by Martina Nardon 30 Mar '22

30 Mar '22

Apologies for cross-posting Dear Colleagues, we invite you to submit contributions to ECSO – CMS 2022 that will be held on 29-30 June - 1 July 2022, in Venice, at the Department of Economics - Ca’ Foscari University, in the San Giobbe Economics Campus. *Joint EUROPEAN CONFERENCE ON STOCHASTIC OPTIMIZATION and COMPUTATIONAL MANAGEMENT SCIENCE Conference * *29-30 June - 1 July 2022, Venice, Italy* ECSO - CMS 2022 is jointly organized by the Department of Economics of Ca’ Foscari University of Venice, the CMS Journal and the EURO Working Group on Stochastic Optimization. VENUE: Department of Economics, Ca’ Foscari University of Venice San Giobbe Campus – Cannaregio 873, 30121 Venice, Italy Webpage: www.unive.it/ecsocms2022 <http://www.unive.it/ecsocms2021> Conference Secretariat: ecsocms2022(a)unive.it Conference hashtag: #ecsocms2022 IMPORTANT DATES Abstract submission – *NEW DEADLINE: April 12, 2022* Notification of acceptance: *April 20, 2022* Early registration: *April 30, 2022* Best student paper prize: *May 15, 2022* A *prize for the student best paper* will be awarded. Papers should be nominated via e-mail by the students’ supervisors (ecsocms2022(a)unive.it). *Deadline for the submissions to the prize is May 15.* The program will include a devoted session for presenting the best papers to compete for the prize, such that the jury could make the final choice. The paper does not have to be published. The papers should be principally authored by the student, but co-authors are permitted as long as their contributions are clarified. Only registered participants’ papers will be considered for the prize.Jury for the Student Best Paper Prize: Stein-Erik Fleten (NTNU Norwegian University of Science and Technology), Milos Kopa (Charles University of Prague), Francesca Maggioni (University of Bergamo), Ruediger Schultz (University Duisburg-Essen). We are looking forward to seeing you in Venice. Best Regards, Diana Barro, Stein-Erik Fleten and Martina Nardon Organizing and Program Committees Chairs -------------------------------------- Dr. Martina Nardon Dipartimento di Economia Università Ca' Foscari Venezia San Giobbe - Cannaregio, 873 30121 Venezia, Italy tel. +39 041 234 7413 --------------------------------------

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Seminario Caponera Tor Vergata
by Domenico Marinucci 30 Mar '22

30 Mar '22

Cari colleghi venerdì prossimo 1 aprile alle ore 15.30 avrà luogo presso il Dipartimento di Matematica di Roma Tor Vergata il seguente seminario: ------------------------------------------------------------------------------------------------------ Aula 1200, Edificio Sogene Speaker: Alessia Caponera (EPFL) Title: Nonparametric Estimation of Covariance and Autocovariance Operators on the Sphere Abstract: We propose nonparametric estimators for the second-order central moments of spherical random fields within a functional data context. We consider a measurement framework where each field among an identically distributed collection of spherical random fields is sampled at a few random directions, possibly subject to measurement error. The collection of fields could be i.i.d. or serially dependent. Though similar setups have already been explored for random functions defined on the unit interval, the nonparametric estimators proposed in the literature often rely on local polynomials, which do not readily extend to the (product) spherical setting. We therefore formulate our estimation procedure as a variational problem involving a generalized Tikhonov regularization term. The latter favours smooth covariance/autocovariance functions, where the smoothness is specified by means of suitable Sobolev-like pseudo-differential operators. Using the machinery of reproducing kernel Hilbert spaces, we establish representer theorems that fully characterize the form of our estimators. We determine their uniform rates of convergence as the number of fields diverges, both for the dense (increasing number of spatial samples) and sparse (bounded number of spatial samples) regimes. We moreover validate and demonstrate the practical feasibility of our estimation procedure in a simulation setting. Based on a joint work with Julien Fageot, Matthieu Simeoni and Victor M. Panaretos -------------------------------------------------------------------------------------------------------- Grazie per l'attenzione, Domenico Marinucci -- @@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@ Domenico Marinucci Dipartimento di Matematica Università di Roma Tor Vergata https://www.mat.uniroma2.it/~marinucc/ @@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@

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Padua Probability Seminar: Jodi Dianetti (this Friday)
by Markus 30 Mar '22

30 Mar '22

Dear All, This Friday,*Jodi Dianetti* (Center for Mathematical Economics, Bielefeld University) will give a seminar talk on Submodular mean field games, which will be held in person and online via Zoom. Details: * Date and time: Friday, April 1, 2022 at 14.30 pm * Place: room 2BC30 at the Department of Mathematics, University of Padova (Torre Archimede, via Trieste, 63, 35121 Padova) * Zoom link: please visit the webpage https://www.math.unipd.it/~bianchi/seminari/ * Title: Submodular mean field games: Existence and approximation of solutions * Abstract: We study mean field games with scalar Itô-type dynamics and costs that are submodular with respect to a suitable order relation on the state and measure space. The submodularity assumption has a number of interesting consequences. Firstly, it allows us to prove existence of solutions via an application of Tarski's fixed point theorem, covering cases with discontinuous dependence on the measure variable. Secondly, it ensures that the set of solutions enjoys a lattice structure: in particular, there exist a minimal and a maximal solution. Thirdly, it guarantees that those two solutions can be obtained through a simple learning procedure based on the iterations of the best-response-map. Our approach also allows to treat submodular mean field games with common noise, as well as mean field games with singular controls, optimal stopping and reflecting boundary conditions. This talks is based on some joint works together with Giorgio Ferrari, Markus Fischer and Max Nendel. On behalf of the organizers, Markus Fischer Dipartimento di Matematica "Tullio Levi-Civita" Università degli Studi di Padova via Tieste, 63 35121 Padova https://www.math.unipd.it/~fischer/

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Seminar in Pisa: Giulia Carigi
by Francesco Grotto 29 Mar '22

29 Mar '22

Dear Colleagues, we would like to invite you to the following seminar by Giulia Carigi (University of Reading) to be held next Wednesday (March 30th) at Dipartimento di Matematica in Pisa and online via Google Meets. The organizers, A. Agazzi and F. Grotto -------------------------------------------- Location: Sala Seminari, Dipartimento di Matematica, Pisa Google Meet Link: https://meet.google.com/gji-phwo-vbg Time: March 30, 2022, 14:00 CET Speaker: Giulia Carigi (University of Reading) Title: Ergodic properties for a stochastic two-layer model of geophysical fluid dynamics Abstract: A two-layer quasi-geostrophic model for geophysical flows is studied, with the upper layer being perturbed by additive noise. This model is popular in the geosciences, for instance to study the effects of a stochastic wind forcing on the ocean. A rigorous mathematical analysis however meets with the challenge that the noise configuration is spatially degenerate as the stochastic forcing acts only on the top layer. Exponential convergence of solutions laws is established, implying a spectral gap of the associated Markov semigroup on a space of Hölder continuous functions. Moreover, response theory with respect to changes in the average wind forcing is established. Specifically, it is shown that the averages of a class of observables against the invariant measure are differentiable (linear response) and locally Hölder continuous (fractional response) as functions of a deterministic additive forcing. In doing so, a framework suitable to establish (linear and fractional) response for a class of nonlinear stochastic partial differential equations is provided.

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Fwd: [PRISMA] seminari di Enrico Scalas e Giacomo Ascione
by Domenico Marinucci 28 Mar '22

28 Mar '22

Cari colleghi scusandomi per eventuali messaggi multipli, vi mando le informazioni sui prossimi seminari online del Gruppo UMI Prisma (lunedì 4 aprile), con i contributi di Enrico Scalas e Giacomo Ascione: * April 4, 2022, 16:00-17:00 (CET): Enrico Scalas TITLE: Point processes and time change: A fractional non-homogeneous Poisson process and its functional limits ABSTRACT: A fractional nonhomogeneous Poisson process was introduced by a time change of the nonhomogeneous Poisson process with the inverse α-stable subordinator. A similar definition is proposed for the (nonhomogeneous) fractional compound Poisson process. Both finite-dimensional and functional limit theorems are presented for the fractional nonhomogeneous Poisson process and the fractional compound Poisson process. The results are derived by using martingale methods, regular variation properties and Anscombe’s theorem. Some of the limiting results are verified in a Monte Carlo simulation. Papers: [1] Nikolai Leonenko, Enrico Scalas and Mailan Trinh, The fractional non-homogeneous Poisson process. Statistics and Probability Letters, 120, 2017, pp. 147-156. DOI: http://dx.doi.org/10.1016/j.spl.2016.09.024 https://arxiv.org/abs/1601.03965 [2] Nikolai Leonenko, Enrico Scalas and Mailan Trinh, Limit theorems for the fractional nonhomogeneous Poisson process, Journal of Applied Probability , 56:1, 2019 , pp. 246 - 264. DOI: https://doi.org/10.1017/jpr.2019.16 https://arxiv.org/abs/1711.08768 This is joint work with Nikolai Leonenko and Mailan Trinh. * April 4, 2022, 17:00-18:00 (CET): Giacomo Ascione TITLE: Spectral methods for time-changed birth-death processes ABSTRACT: In this talk we focus on a class of semi-Markov birth-death processes obtained by means of a time-change of some standard birth-death process. Precisely, we consider as parent processes the immigration-death process and the Meixner process, whose stationary distributions are respectively the Poisson and the Pascal distributions. Exploiting, on one hand, the properties of the Charlier and Meixner polynomials (in particular, the self-duality property), while, on the other, characterizing the eigenfunctions of some non-local operators by means of the Laplace transform of an inverse subordinator, we are able to explicitly express the spectral decomposition of the transition probability function of the aforementioned processes. The latter expression is then used to prove existence and uniqueness of strong solutions for a class of time-nonlocal Cauchy problems in a suitable Banach sequence space and the probabilistic interpretation of such equations as some sort of non-local backward/forward Kolmogorov equations. Finally, a comparison with the time-changed diffusion case is carried out by referring to the spectral decomposition of the probability density function of time-changed Pearson diffusions. The latter argument hints at the possibility of applying this kind of spectral methods to a wider range of problems. This is the result of joint work with Nikolai Leonenko from Cardiff University and Enrica Pirozzi from University of Naples. Grazie per l'attenzione, Domenico Marinucci Link: ------ https://teams.microsoft.com/l/meetup-join/19%3a667d2414be564c5d8fba30acffeb… -- @@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@ Domenico Marinucci Dipartimento di Matematica Università di Roma Tor Vergata https://www.mat.uniroma2.it/~marinucc/ @@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@

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A day on Random Graphs - Save the date
by mic sal 28 Mar '22

28 Mar '22

Dear all, the workshop "A day on Random Graphs" will take place at Università di Tor Vergata on the 30th of May (see poster in attachment). Registration before the 15th of May is free but compulsory. The invited speakers are Luca Avena (Leiden University) Afonso Bandeira (ETH Zürich) Luca Becchetti (La Sapienza) Julia Komjathy (TU Delft) Luca Trevisan (Bocconi) For more information see http://www.mat.uniroma2.it/~rds/graphs.php . Thanks for sharing with those who might be interested. The organizers, Andrea Clementi, Domenico Marinucci, Michele Salvi, Stefano Vigogna

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PhD position at Bielefeld University
by Giorgio Ferrari 27 Mar '22

27 Mar '22

Dear All, I forward the following announcement for a PhD position in Bielefeld. Best wishes, Giorgio Ferrari %%%% Title: Ph.D. position at Bielefeld University’s CRC 1283 The Collaborative Research Center (CRC) 1283 “Taming uncertainty and profiting from randomness and low regularity in analysis, stochastics and their applications” at the Bielefeld University has a job opening for a Ph.D. position in its project C7. The research in the project C7 focuses on model uncertainty in dynamic settings and the development of new solution concepts for a wide range of Hamilton-Jacobi-Bellman equations appearing in the context of robust finance and optimal decision problems under uncertainty. The project also focuses on numerical aspects and selected topics from actuarial science, stochastic optimal control, and mean field games. The successful candidate is expected to have a scientific university degree in Mathematics, Mathematical Economics, Mathematical Finance or a related field and to have good knowledge in at least one of the following topics: measure and probability theory, stochastic analysis, functional analysis, partial differential equations, and (stochastic) optimal control. For full consideration, your application (including a cover letter, CV, copies of diplomas, and, if available, a copy of the master’s thesis) should be sent via email as a single PDF document to imw(a)uni-bielefeld.de. Please mark your application with the identification code: Wiss22273. Starting date: at earliest convenience Salary level: part time 75% in the remuneration level 13 TV-L Temporary position until 30.06.2025 Application deadline: 13.04.2022 For further information see: https://uni-bielefeld.hr4you.org/job/view/1309/research-position?page_lang=… https://www.sfb1283.uni-bielefeld.de -- Questa e-mail è stata controllata per individuare virus con Avast antivirus. https://www.avast.com/antivirus

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Summer School "Stochastic Modelling in the Life Sciences"
by Sant, Jaromir 26 Mar '22

26 Mar '22

Dear All, We would like to bring to your attention the summer school "Stochastic Modelling in the Life Sciences"<https://www.him.uni-bonn.de/programs/future-programs/future-junior-trimeste…> being held at the Hausdorff Research Institute for Mathematics in Bonn during the week 9-13th of May. The school will consist of three 5 hour long courses on coagulation and fragmentation for genealogical processes, spatial modelling, and diffusive limits for microscopic models, together with two shorter 3 hour mini-courses on statistical inference and duality. Speakers: Prof. Nina Gantert (TU Munich) Prof. Alison Etheridge (Oxford) Prof. Kevin Painter (Politecnico Torino) Dr. Jere Koskela (Warwick) Dr. Federico Sau (IST) Applications <https://www.him.uni-bonn.de/programs/future-programs/future-junior-trimeste…> are open until the 31st of March. Kind Regards, Jaromir Sant & Nadia Loy

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Seminar in Statistics - ALEXANDRA CARPENTIER
by Pierpaolo De Blasi 25 Mar '22

25 Mar '22

SEMINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO <https://www.carloalberto.org/events/category/seminars/seminars-in-statistic…> Venerdi 1 Aprile 2022, alle ore 12.00, presso il Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario: ------------------------------------------------ Speaker: *Alexandra Carpentier* (University of Potsdam) Title: *Optimal ranking in crowd-sourcing* Abstract: Consider a crowd sourcing problem where we have n experts and d tasks. The average ability of each expert for each task is stored in an unknown matrix M, which is only observed in noise and incompletely. We make no (semi) parametric assumptions, but assume that both experts and tasks can be perfectly ranked: so that if an expert is better than another, she performs on average better on all tasks than the other - and that the same holds for the tasks. This implies that if the matrix M is permuted so that the experts and tasks are perfectly ranked, then the permuted matrix M is bi-isotonic. We focus on the problem of recovering the optimal ranking of the experts in l_2 norm, when the questions are perfectly ranked. We provide a minimax-optimal and computationally feasible method for this problem, based on hierarchical clustering, PCA, and exchange of informations among the clusters. We prove in particular - in the case where d > n - that the problem of estimating the expert ranking is significantly easier than the problem of estimating the matrix M. This talk is based on joint work with Emmanuel Pilliat and Nicolas Verzelen. ------------------------------------------------ In ottemperanza alle norme anti Covid, per partecipare in presenza è necessario prenotarsi tramite il seguente form online: https://forms.gle/Z3MVuM7MixQHxrmF6 Sarà possibile seguire il seminario anche in streaming: Join Zoom Meeting <https://us02web.zoom.us/j/81557586058?pwd=SllnbU8wcDh4M2pFNEEvQkk5Q2VqUT09> Meeting ID: 815 5758 6058 Passcode: 518172 Il seminario è organizzato dalla "de Castro" Statistics Initiative www.carloalberto.org/stats Cordiali saluti, Pierpaolo De Blasi -- Pierpaolo De Blasi University of Torino & Collegio Carlo Alberto carloalberto.org/pdeblasi <https://sites.google.com/a/carloalberto.org/pdeblasi/>

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Annuncio 40a scuola estiva finlandese di probabilita' e statistica, 23-27.5.2021 Lammi, Finlandia
by Claudio Macci 25 Mar '22

25 Mar '22

Cari tutti, scrivo per inoltrare il seguente avviso da parte di Dario Gasbarra dell'Università di Helsinki. In allegato trovate la locandina della scuola in oggetto. Saluti a tutti. C.M. *************************************** Cari amici probabilisti e statistici, sono aperte le iscrizioni per la 40a scuola estiva finlandese di probabilita' e statistica, 23-27.5.2022, Lammi, per ulteriori informazioni visitate il sito https://fdnss.fi/40th-finnish-summer-school-on-probability-and-statistics/ Dear friends of Stochastics and Statistics, registration for the 40th Finnish Summer School on Probability and Statistics in Lammi, Finland 23-27.5.2022 is open, please check the website https://fdnss.fi/40th-finnish-summer-school-on-probability-and-statistics/ Courses: * JEAN-FRANÇOIS CHASSAGNEUX [1](PARIS) PROBABILISTIC NUMERICAL METHODS FOR NON-LINEAR PDES. * FABRICE GAMBOA [2] (TOULOUSE) LARGE DEVIATIONS, MOMENT PROBLEMS AND SUM RULES * CIPRIAN TUDOR [3](LILLE) NON-GAUSSIAN SELFSIMILAR PROCESSES See you in Lammi ! Dario Gasbarra, Dept. of Mathematics and Statistics University of Helsinki Links: ------ [1] https://www.lpsm.paris/pageperso/chassagneux/ [2] https://www.math.univ-toulouse.fr/~gamboa/ [3] http://samm.univ-paris1.fr/-Ciprian-Tudor-

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Post-doc position in Statistics at University of Padua
by Sara Pillan 25 Mar '22

25 Mar '22

The Department of Statistical Sciences of the University of Padua is advertising a Research Grant for PhD graduates or graduates with a master’s degree. The purpose of this research grant, with a duration of *12 months* and an amount of *Euro 25,930.00 gross*, is to carry out research activity into developing statistical models for high dimensional data following approaches both frequentist and Bayesian. Often a large number of quantitative, qualitative or mixed variables are available and in dealing with them in statistical models requires attention to computational and statistical problems such as the curse of dimensionality. In many cases objective methods are required, but in many fields, e.g., marketing, sociological or biomedical analysis, subjective or a priori information is available, which can be included in the modeling and estimation procedures. The complete call is available at https://www.stat.unipd.it/assegno-di-ricerca-di-tipo-resp-scientifico-prof-… The call will expire on April 8th, 2022. The application may only be submitted by completing the online procedure available at <https://pica.cineca.it/unipd/> https://pica.cineca.it/unipd/assegni-dipstat-4-2022/ Best regards, the administrative secretariat -- Ufficio Ricerca del Dipartimento di Scienze Statistiche Università degli Studi di Padova Via Cesare Battisti 241 - 35121 Padova tel. +39 049 8274125 / +39 049 8274167 www.stat.unipd.it

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Webinar Tamborrino @NeuroMat, March 29, 2022
by Massimiliano ... 24 Mar '22

24 Mar '22

Buongiorno, per chi fosse interessato, martedî 29 marzo alle 15 ora italiana darò un talk online su Approximate Bayesian Computation per NeuroMat https://neuromat.numec.prp.usp.br/content/rpb-ihp23/<https://nam12.safelinks.protection.outlook.com/?url=https%3A%2F%2Fneuromat.…> Titolo, abstract e link per il talk sono riportati sotto. Buona giornata, Massimiliano ------ Dr. Massimiliano Tamborrino Assistant Professor Department of Statistics University of Warwick https://warwick.ac.uk/tamborrino<https://nam12.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwarwick.a…> ________________________________ From: Vera Lucia Ribeiro <veralu(a)ime.usp.br> Sent: 22 March 2022 17:41 Subject: NeuroMat webinar, March 29, 2022 NeuroMat webinars 2022 pathways to the 2023 IHP thematic program Random Processes in the Brain Webinar title Structure-preserving Approximate Bayesian Computation (ABC) for stochastic neuronal models by Massimiliano Tamborrino Department of Statistics, University of Warwick Tuesday, March 29, 2022 at 10 am (S.Paulo local time) / 3 pm (Paris local time) meet.google.com/jki-nokz-tyz<https://nam12.safelinks.protection.outlook.com/?url=http%3A%2F%2Fmeet.googl…> Abstract: ABC has become one of the major tools for parameter inference in complex mathematical models in the last decade. The method is based on the idea of deriving an approximate posterior density aiming to target the true (unavailable) posterior by running massive simulations from the model for different parameters to replace the intractable likelihood, choosing then those parameters whose simulations are good matches to the observed data. When applying ABC to stochastic models, the derivation of effective summary statistics and proper distances is particularly challenging, since simulations from the model under the same parameter configuration result in different output. Moreover, since exact simulation from complex stochastic models is rarely possible, reliable numerical methods need to be applied. In this talk, we show how to use the underlying structural properties of the model to construct specific ABC summaries that are less sensitive to the intrinsic stochasticity of the model, and the importance of adopting reliable property-preserving numerical (splitting) schemes for the synthetic data generation. Indeed, the commonly used Euler-Maruyama scheme may drastically fail even with very small stepsizes. The proposed approach is illustrated first on the stochastic FitzHugh-Nagumo model, and then on the broad class of partially observed Hamiltonian stochastic differential equations, in particular on the stochastic Jensen-and-Rit neural mass model, both with simulated and with real electroencephalography (EEG) data, for both one neural population [2] and a network of neural populations (ongoing work). References [1] E. Buckwar, A. Samson, M. Tamborrino, I. Tubikanec. A splitting method for SDEs with locally Lipschitz drift: Illustration on the FitzHugh-Nagumo model. ArXiv:2101.01027, https://arxiv.org/abs/2101.01027<https://nam12.safelinks.protection.outlook.com/?url=https%3A%2F%2Farxiv.org…> [2] E. Buckwar, M. Tamborrino, I. Tubikanec. Spectral density-based and measure-preserving ABC for partially observed diffusion processes. An illustration on Hamiltonian SDEs. Stat. Comput. 30 (3), 627-648, 2020. -- You received this message because you are subscribed to the Google Groups "sis-news" group. To unsubscribe from this group and stop receiving emails from it, send an email to sis-news+unsubscribe(a)googlegroups.com<mailto:sis-news+unsubscribe@googlegroups.com>. To view this discussion on the web visit https://groups.google.com/d/msgid/sis-news/AM7PR01MB6547B060A64B1319B95C8F4…<https://nam12.safelinks.protection.outlook.com/?url=https%3A%2F%2Fgroups.go…>.

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Assegno di Ricerca Scholars at Risk - UniVr RESEARCH FELLOWSHIP TO BE ASSIGNED TO A SCHOLAR AT RISK
by Luca Di Persio 24 Mar '22

24 Mar '22

Buondì, segnalo la seguente: SELEZIONE PER IL CONFERIMENTO N. 1 ASSEGNO DI RICERCA DESTINATO AD UNA/UNO STUDIOSA/O A RISCHIO - SELECTION FOR AWARDING 1 (ONE) RESEARCH FELLOWSHIP TO BE ASSIGNED TO A SCHOLAR AT RISK, (dettagli in calce - details below) con particolare riferimento a: Dipartimento: Informatica Progetto n. 3 Tematica: Analisi stocastica ed applicazioni Grazie, LuCa L'Università di Verona, membro della rete internazionale Scholars at Risk (SAR) e della sezione italiana SAR-Italy, nell'ambito delle azioni promosse dalla Cooperazione allo Sviluppo Internazionale ha pubblicato un Bando per un assegno di ricerca della durata di 12 mesi da assegnare a una/uno studiosa/o a rischio. Il Bando è aperto a coloro che hanno ricevuto il riconoscimento dello status di studiosa/o "a rischio" da parte di organizzazioni internazionali come SAR, Scholar Rescue Fund (SRF) or the Council for At Risk Academics (CARA) o titolari di protezione internazionale in Italia o in Paese membro dell’Unione Europea, richiedenti asilo in Italia o titolari di status di rifugiata/o in un Paese Terzo che abbia sottoscritto la Convenzione di Ginevra. Le candidature potranno essere presentate scegliendo un ambito di ricerca specifico tra i 12 disponibili. Scadenza per la presentazione delle candidature: venerdì 20 Maggio 2022, ore 13.00 (ora italiana). Bando e modulistica<https://www.univr.it/it/concorsi/visiting-researchers-professors/bandi-per-…> The University of Verona, member of the international Scholars at Risk network (SAR) and of SAR-Italy, within its initiatives in the cooperation and development field, has just launched a Call for a 12-month Research Fellowship to be assigned to a 'at-risk scholar'. The call is open to international researchers who have been recognised as ‘at risk scholars’ by accredited organisations like SAR, Scholar Rescue Fund (SRF) or the Council for At Risk Academics (CARA) or hold a refugee status in a Country that signed the Geneva Convention, an international protection status in Italy or in another EU Country, or who are asylum seekers in Italy. Applications shall be submitted in one out of twelve different research topics listed in the call. Deadline for applications: Friday 20 May 2022, 1.00 pm (italian time). Call and application form<https://www.univr.it/en/job-vacancies/visiting-researchers-professors/bandi…> __ Luca Di Persio - PhD College of Mathematics Dept. of Computer Science University of Verona strada le Grazie 15 - 37134 Verona - Italy Tel : +39 045 802 7968 Official UniVr spinoff: www.hpa.ai <http://www.hpa8.com>

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Procedura selettiva 2022RUB01 - RTDb 13D3
by Alessandra Fabbri Colabich 24 Mar '22

24 Mar '22

Buongiorno, è stato pubblicato il Bando relativo all'indizione di una procedura selettiva per posti da Ricercatore a tempo determinato RTD-B, di cui uno nel settore concorsuale 13D3 presso il Dipartimento di Scienze Statistiche dell’Università degli Studi di Padova. Il bando è disponibile alla pagina concorsi del sito web di Ateneo all’indirizzo: https://www.unipd.it/procedura-2022RUB01 La *scadenza* per la presentazione delle domande è l' *11 aprile 2022 alle ore 13*. Si prega di dare la massima diffusione presso tutti gli interessati. Cordiali saluti 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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Concorso RTD-A a Milano Bicocca - MAT/06
by Francesco Caravenna 23 Mar '22

23 Mar '22

----------------------------------------------------------------------------- Concorso per un posto RTD-A a Milano Bicocca - MAT/06 ----------------------------------------------------------------------------- È stato bandito un posto RTD-A nel settore MAT/06 (Probabilità e Statistica Matematica) presso il Dipartimento di Matematica e Applicazioni dell'Università di Milano-Bicocca: https://www.unimib.it/ateneo/gare-e-concorsi/2022-rtda-028 La scadenza per la presentazione delle domande è il 21 aprile 2022. Si prega di dare la massima diffusione presso tutti gli interessati. -- _________________________________________ 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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bando per ricercatore RTDb MAT/06 al Politecnico di Torino
by Daniele Cappelletti 22 Mar '22

22 Mar '22

Scrivo per annunciare il bando per una posizione RTDb nel settore scientifico disciplinare MAT/06 (Probabilità e Statistica Matematica) presso il Dipartimento di Matematica del Politecnico di Torino, con scadenza il 20 Aprile 2022. Il bando è disponibile alla paginahttps://careers.polito.it/default.aspx?id=22/22/P/RB ------------------------------------------ Dear all, I would like to announce a tenure track researcher position (RTDb) in Probability and Statistics at Politecnico di Torino. The deadline is April 20, 2022. The official call is available at the URL https://careers.polito.it/default.aspx?id=22/22/P/RB

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Workshop of Quantitative Finance in Tor Vergata
by Davide Pirino 22 Mar '22

22 Mar '22

Dear colleagues, on March 31st and April 1st we will host (at the Room TL and Sala del Consiglio) the 22nd Workshop of Quantitative Finance, an international conference that will bring together academics and practitioners to discuss theoretical and applied issues mostly related to finance. To see the program and the details please visit https://qfw2022.it You are warmly invited to attend. Davide Pirino

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(PMS)^2 online talk: Luisa Andreis
by margherita Zanella 22 Mar '22

22 Mar '22

Dear colleagues, we are happy to announce the following online talk: Speaker: Luisa Andreis (Università di Firenze) Title: Phase transitions in random graphs and coagulation processes. Abstract: Inhomogeneous random graphs are a natural generalization of the well-known Erdos–Renyi random graph, where vertices are characterized by a typeand edges are present independently according to the type of the vertices thatthey are connecting. In the sparse regime, these graphs undergo a phase transition in terms of the emergence of a giant component exactly as the classical Erdos–Renyi model. We will present an alternative approach, via large deviations, to prove this phase transition. This allows a comparison with the gelationphase transition in coagulation processes and with phase transitions of condensation type emerging in several systems of interacting components. This is based on ongoing joint works with Wolfgang K\"onig (WIAS and TUBerlin), Tejas Iyer (WIAS), Heide Langhammer (WIAS), Elena Magnanini(WIAS) and Robert Patterson (WIAS). Date and time: Monday March 28, 17:30-18:30 (Rome time zone). Zoom link: https://us02web.zoom.us/j/6815552946 Join our Cloud HD Video Meeting<https://us02web.zoom.us/j/6815552946> Zoom is the leader in modern enterprise video communications, with an easy, reliable cloud platform for video and audio conferencing, chat, and webinars across mobile, desktop, and room systems. Zoom Rooms is the original software-based conference room solution used around the world in board, conference, huddle, and training rooms, as well as executive offices and classrooms. Founded in 2011, Zoom helps businesses and organizations bring their teams together in a frictionless environment to get more done. Zoom is a publicly traded company headquartered in San Jose, CA. us02web.zoom.us This talk is a talk of the (PMS)^2: Pavia-Milano Seminar series on Probability and Mathematical Statistics organized jointly by the universities Milano-Bicocca, Pavia, Milano-Politecnico and Milano-Statale. For more information see the dedicated webpage: https://paviamilanoseminars.wordpress.com/ Participation is free and welcome! Best regards, The organizers (Mario Maurelli, Carlo Orrieri, Maurizia Rossi, Margherita Zanella)

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2-year postdoctoral position at ENSAI (Rennes, France)
by Simone Padoan 22 Mar '22

22 Mar '22

Dear all Please find attached an advertisement for a postdoctoral position at ENSAI (Rennes, France) on a 2-year project at the intersection between extreme value analysis and machine learning. For any information please enquire at gilles.stupfler(a)ensai.fr<mailto:gilles.stupfler@ensai.fr>. Best wishes Gilles Stupfler and Simone Padoan

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3rd Spring Colloquium on Probability and Finance - Padova, 28-29 April 2022
by Claudio Fontana 22 Mar '22

22 Mar '22

Dear all, We are glad to announce the 3rd edition of the Spring Colloquium on Probability and Finance, held at the University of Padova, on 28-29 April 2022. The Colloquium will bring together researchers in stochastic analysis and mathematical finance, featuring invited plenary talks by leading scholars in the field as well as rising talents. This edition of the Colloquium is dedicated to Professor Wolfgang J. Runggaldier, on the occasion of his 80th birthday. Several talks will highlight recent advances on topics on which Wolfgang made fundamental contributions over the course of his intense career. Website: https://events.math.unipd.it/SpringColloquium3 <https://events.math.unipd.it/SpringColloquium3> Attendance is free but registration is required (on the conference website). Invited plenary speakers: Claudia CECI (University of Chieti-Pescara, IT) Christa CUCHIERO (University of Vienna, AT) Paolo DAI PRA (University of Verona, IT) Rüdiger FREY (Vienna University of Economics and Business, AT) Zorana GRBAC (University of Paris, FR) Monique JEANBLANC (University of Evry Val d'Essonne, FR) Yuri KABANOV (University of Besançon, FR) Andrea PASCUCCI (University of Bologna, IT) Eckhard PLATEN (University of Technology Sydney, AU) Thorsten SCHMIDT (University of Freiburg, DE) Martin SCHWEIZER (ETH Zurich, CH) Invited junior speakers: Matteo BRACHETTA (Politecnico di Milano, IT) Alessandro CALVIA (LUISS University, IT) Alekos CECCHIN (University of Padova, IT) Sara SVALUTO-FERRO (University of Verona, IT) We hope to see you in Padova! Best wishes, Giorgia Callegaro and Claudio Fontana

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Seminar Botond Szabo @ unimib
by Federico Camerlenghi 21 Mar '22

21 Mar '22

Dear all, we are glad to announce the next DEMS seminar: Thursday the 24th of March at 12:00 pm The seminar will be held *in presence* at the DEMS seminar room 2104 (building U7 Civitas, 2nd floor, University of Milano Bicocca). The speaker is Botond Szabo <https://botondszabo.com/> (Bocconi University) The seminar title is "Product vs mixture of experts: On distributed Gaussian Process regression", an abstract is attached. You are all very welcome! Best regards, Federico Camerlenghi

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special issue "Stochastic Modeling in Biological System"
by abundo 21 Mar '22

21 Mar '22

APOLOGIES FOR CROSS-POSTING Dear Colleagues, The Journal Fractal and Fractional (ISSN 2504-3110) will publish the special issue "Stochastic Modeling in Biological System" https://www.mdpi.com/journal/fractalfract/special_issues/biological_system of which I am guest editor. The deadline for manuscript submissions is 15 November 2022. The aim of this Special Issue is to publish original research articles covering advances in the theory of stochastic modeling in biology. In this framework, continuous and discrete time stochastic processes will be discussed, as well as stochastic differential equations, fractional differential equations, correlated first-passage-time problems, stochastic optimal controls, parameter estimation, and simulation techniques. All the above topics are intended to be treated in the spirit of modeling the evolution of stochastic systems of interest in biology. Potential topics include but are not limited to the following: -Stochastic processes for neuronal activity; -Jump-diffusion processes; -First-passage-time problems; -Markov and semi-Markov processes; -Time-changed processes; -Markov chains; -Fractional processes; -Fractional Brownian motion. I hope that you will consider this special issue as an interesting and useful forum for publishing your latest research work in stochastic modeling in Biology. I would be glad if you will submit a paper to this special issue. Your submission should be made at the web site: https://www.mdpi.com/journal/fractalfract/special_issues/biological_system The deadline for manuscript submissions is 15 November 2022. Best Regards, Mario Abundo -- ================================== Mario Abundo Dipartimento di Matematica Universita' di Roma "Tor Vergata" via della Ricerca Scientifica 00133 Roma, Italy e-mail: abundo(a)mat.uniroma2.it http://www.mat.uniroma2.it/~abundo tel: +39 06 7259 4627 fax: +39 06 7259 4699 ==================================

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Seminario Giacomo Aletti @ UniTo
by Elvira Di Nardo 19 Mar '22

19 Mar '22

********************************************************************* SEMINARI DI PROBABILITA' E STATISTICA MATEMATICA DIPARTIMENTO DI MATEMATICA "G. PEANO" UNIVERSITA' DEGLI STUDI DI TORINO *con il supporto della fondazione CRT* ********************************************************************* https://sites.google.com/view/torinostochastics/seminar-series-on-data-scie… Nell'ambito delle attività seminariali del Dottorato in Modeling and Data Science, *Giovedì 24 Marzo 2022 alle ore 17:00* in Aula Magna presso il Dipartimento di Matematica "G. Peano" dell'Università degli Studi di Torino, Via Carlo Alberto 10, il Prof. *Giacomo Aletti* (Dipartimento di Scienze e Politiche Ambientali, Università degli studi di Milano) terrà un seminario dal titolo *Mathematical, numerical and statistical problems in the analysis of probabilistic counting of distinct elements* Abstract: Data streams are sequences of objects that cannot be available for random access but must be analyzed sequentially when they arrive and immediately discharged. One of the main applications in streaming algorithms concerns the problem of counting the number F0 of distinct elements in a stream, when the information that can be stored is of the order of the logarithm of the quantity of interest F0. In this seminar, the Flajolet-Martin class of probabilistic algorithms is analyzed from a probabilistic point of view, thus opening several computational, statistical, and mathematical problems. Connections with some consolidated theories will be shown. The results presented may be found in Aletti G. Analytical Confidence Intervals for the Number of Different Objects in Data Streams. Big Data Research, Volume 25, 2021 . Tutti gli interessati sono invitati a partecipare. E' possibile seguire il seminario on line su piattaforma WebEx. *Chi fosse interessato, può mandarmi una email e provvederò a inviare l'invito (con il link)* Cordiali saluti -- %------------------------------------------------------- Elvira Di Nardo Dept. Mathematics "G. Peano" University of Torino Via Carlo Alberto 10 10123 Torino, Italia tel. +39 0116702862 fax +39 0116702878 http://www.elviradinardo.it %-------------------------------------------------------

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Post-doc a Firenze: deadline approaching
by Luisa Andreis 18 Mar '22

18 Mar '22

Cari colleghi e colleghe, vi mandiamo un secondo annuncio per l'assegno di ricerca di 1 anno rinnovabile per almeno 1 anno al Dipartimento di Matematica e Informatica “Ulisse Dini” dell’Università di Firenze. Il bando ha scadenza 22 Marzo 2022. La ricerca verterà sullo studio e sull'uso di tecniche probabilistiche (limiti di scala, fluttuazioni, grandi deviazioni) nell'ambito di sistemi stocastici interagenti di vario tipo, con una particolare attenzione agli aspetti geometrici di essi. Trovate i dettagli del bando al fondo di questa email. Per ulteriori informazioni rivolgersi a luisa.andreis(a)unifi.it <mailto:luisa.andreis@unifi.it> Webpage del gruppo di probabilità: https://sites.google.com/unifi.it/florence-probability-group/home?authuser=1 <https://sites.google.com/unifi.it/florence-probability-group/home?authuser=1> Vi preghiamo di diffondere con chiunque pensiate possa essere interessata/o. Cordiali saluti, Luisa Andreis, Gianmarco Bet e Daniele Angella ENGLISH VERSION ----------------------------------------------- Dear colleagues, We send you a remainder for a call for a 1 year post-doc position (with possibility of extension to a second year) open at the Mathematics Department in Florence, with deadline March 22, 2022. The project aims to study and use probabilistic techniques (scaling limits, fluctuations, large deviations) in the framework of interacting random systems, with a particular focus on their geometrical aspects. You find the details of the call at the bottom of this email. For any further information, please feel free to contact: luisa.andreis(a)unifi.it <mailto:luisa.andreis@unifi.it> Probability group webpage: https://sites.google.com/unifi.it/florence-probability-group/home?authuser=1 <https://sites.google.com/unifi.it/florence-probability-group/home?authuser=1> Please, feel free to forward this announcement to whoever you think might be interested. Best regards, Luisa Andreis, Gianmarco Bet e Daniele Angella DETAILS OF THE CALL ------------------------------------------------------------------------------------------------ Official call (English below): https://www.google.com/url?q=https://titulus.unifi.it/albo/viewer?view%3Dfi… <https://www.google.com/url?q=https://titulus.unifi.it/albo/viewer?view%3Dfi…> Title of the project: "Probabilistic aspects and geometrical properties of interacting random systems” Principal Investigators: Luisa Andreis, Gianmarco Bet, Daniele Angella (University of Florence) Luisa Andreis ------------------------------------------------------- RTD-A Dipartimento di Matematica e Informatica “Ulisse Dini" Università degli Studi di Firenze Viale Morgagni 65, 50134, Firenze, IT Personal webpage: https://sites.google.com/view/luisaandreis/home <https://sites.google.com/view/luisaandreis/home> Email: luisa.andreis(a)unifi.it <mailto:luisa.andreis@unifi.it>

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quantitative finance at Rome-Tor Vergata
by Stefano Herzel 18 Mar '22

18 Mar '22

On March 31st and April 1st the 22nd Workshop on Quantitative Finance will be hosted (in presence!) at the University of Rome-Tor Vergata To see the program and the details please visit https://qfw2022.it <https://qfw2022.it/> Attendance is free of charge, but it is requested to be registered in andvance through the conference website Stefano Herzel Professor of Mathematical Finance University of Rome “Tor Vergata” Tel. +39-06 7259 5946

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PhD course by Antoine Jacquier (Imperial College) in Padova
by Giorgia Callegaro 17 Mar '22

17 Mar '22

Dear all, it's a pleasure to invite you to follow (in presence, room 2BC30 in Torre Archimede, Padova or online, via Zoom) the lectures given by Antoine Jacquier in Padova. He will give a 16h PhD course entitled : "*A smooth tour around rough models in finance (From data to stochastics to machine learning)*", starting the 30th March 2022 and ending the 21st April. Each lecture will last 90 minutes. More details on the program can be found here: https://www.math.unipd.it/~dottmath/corsi2022/Jacquier.pdf and the schedule is here: https://dottorato.math.unipd.it/calendar/202203 Please send me an email in case you're interested in receiving the Zoom link. I remain at your disposal for any further information. See you soon, Giorgia Callegaro -- Giorgia Callegaro Associate 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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PostDoc in Rome
by Lorenzo Taggi 16 Mar '22

16 Mar '22

A PostDoc position in Probability and Statistical Mechanics is open at University of Rome Sapienza. Research topics include interacting random walks, random loop models, spin systems, Bose-Einstein condensation. The position is funded by the German Research Foundation (DFG). The research program will be carried on under the supervision of the principal investigator Lorenzo Taggi. The research program offers the opportunity to interact with the research partners of the DFG priority program “Random Geometric Systems” and with the probability and mathematical physics communities of the three universities in Rome. Deadline: 14th of April 2022 Net salary: approximately 2350 euro monthly Starting period: not later than 1st of September 2022 Time length: 24 months This is the second of two PostDoc positions which are funded through the same grant. How to apply <https://sites.google.com/site/lorenzotaggiswebpage2/open-positions> For questions please send an email to the principal investigator Lorenzo Taggi: lorenzo.taggi(a)uniroma1.it.

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Seminar in Pisa: Langxuan Su
by Francesco Grotto 16 Mar '22

16 Mar '22

Dear Colleagues, we would like to invite you to the following seminar by Langxuan Su (Duke University) to be held next Wednesday in Pisa and online via Google Meets. The organizers, A. Agazzi and F. Grotto ------------------------------------------------------- Location: Sala Seminari, Dipartimento di Matematica, Pisa Google Meet Link: https://meet.google.com/gji-phwo-vbg Time: March 23, 2022, 15:00 CET Speaker: Langxuan Su (Duke University) Title: A Large Deviation Approach to Posterior Consistency in Dynamical Systems Abstract: We provide asymptotic results concerning (generalized) Bayesian inference for certain dynamical systems based on a large deviation approach. Given a sequence of observations, a class of parametrized model processes and a loss function, we specify the generalized posterior distribution. We state conditions on the model family and the loss function such that the posterior distribution converges. The two conditions we require are: (1) a conditional large deviation behavior for a single model process, and (2) an exponential continuity condition over the model family for the map from the parameter to the loss incurred between a model process and the observations. The proposed framework is quite general, we apply it to two very different classes of dynamical systems: continuous time hypermixing processes and Gibbs processes on shifts of finite type. We also show that the generalized posterior distribution concentrates asymptotically on those parameters that minimize the expected loss and a divergence term, hence proving posterior consistency.

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Workshop "Taming Uncertainty and Complexity in Economics and Finance" (LUISS, May 26-28, 2022)
by Giorgio Ferrari 15 Mar '22

15 Mar '22

Dear All, it is our pleasure to announce the Workshop "/Taming Uncertainty and Complexity in Economics and Finance/", to be held at LUISS University in Rome in the period *May 26-May 28, 2022*: https://sites.google.com/view/workshop-luiss-rome/overview The workshop is thought as a forum for discussing new developments concerning stochastic methods and models arising in economics, finance, and game theory. The participation to the workshop is free. However, due to Covid-regulations in place at LUISS, the number of external participants is limited to 20. If you would like to join the workshop, please write an email to workshopbielefeldluiss(a)gmail.com by April 15 and the participation will be granted on a "first come first served" basis. We will inform you after April 15 about the state of your application. Best wishes, Giorgio Ferrari (on the behalf of the organizers) -- Questa e-mail è stata controllata per individuare virus con Avast antivirus. https://www.avast.com/antivirus

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Avviso pubblicazione bando assegno di ricerca "Modelli matematici per levoluzione spazio-temporale delle variabili economiche "
by Fausto Gozzi 14 Mar '22

14 Mar '22

Buongiorno Giro alla lista la seguente copmunicazione riguardante un assegno di ricerca presso la Luiss di cui sono responsabile Cordiali saluti a tutti Fausto Gozzi >con la presente si avvisa che con DR n. 16 del >22 febbraio 2022 è stato emanato il bando per lassegno di ricerca in oggetto. > > > >Il bando è pubblico sul sito Luiss e sul sito >MIUR-Euraxess e verrà inoltre pubblicizzato >tramite i canali social della Luiss Guido Carli. > > > >La scadenza per la presentazione è fissata il >giorno 25 marzo 2022 alle ore 14:00 (CET) UTC+1. > > > >Il bando è stato pubblicato alle seguenti pagine del sito Luiss: > > > ><https://economiaefinanza.luiss.it/avvisi/ricerca>https://economiaefinanza.luiss.it/avvisi/ricerca > > > >https://economiaefinanza.luiss.it/ricerca/assegni-di-ricerca/bandi-di-conco… > > > ><https://economiaefinanza.luiss.it/en/research/research-grants/research-gran…>https://economiaefinanza.luiss.it/en/research/research-grants/research-gran… > > > >Il link per la presentazione delle candidature >è: ><http://jsa.luiss.it/LGCAssegni/index.zul?CDS=AS4094>http://jsa.luiss.it/LGCAssegni/index.zul?CDS=AS4094. > > > > Fausto Gozzi Dipartimento di Economia e Finanza LUISS - Guido Carli Viale Romania, 32 00197 Roma Italy tel 06.85225723 (office) FAX 06.86506513 e-mail: fgozzi(a)luiss.it webpage: http://docenti.luiss.it/gozzi/ old address, sometimes still used: Fausto Gozzi Dipartimento di Matematica Universita' di Pisa Largo Bruno Pontecorvo n.5 56127 Pisa Italy tel 050/2213270

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Workshop Deterministic and stochastic fractional diﬀerential equations and jump processes
by Enrico Scalas 13 Mar '22

13 Mar '22

Care colleghe e colleghi, nel caso foste interessat*, quasi tutte le presentazioni del workshop "Deterministic and stochastic fractional diﬀerential equations and jump processes" (tenutosi all'Isaac Newton Institute di Cambridge, UK) sono ora disponibili online: https://www.newton.ac.uk/event/fd2w01/ Approfitto per segnalare il secondo workshop della serie che comincera' il 21 marzo: Fractional kinetics, hydrodynamic limits and fractals https://www.newton.ac.uk/event/fd2w02/ Cordiali saluti, Enrico Scalas

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Padova Seminars in Probability and Finance - Benedikt Jahnel (WIAS, Berlin)
by Marco Formentin 13 Mar '22

13 Mar '22

Dear Colleagues, we would like to invite you to the following seminar that will take place on March 25 at 14.30. The seminar will be held online via the Zoom platform. The organizers, Alessandra Bianchi, Giorgia Callegaro, Marco Formentin _____________________________________________________ Speaker: Benedikt Jahnel (WIAS, Berlin)  Title: Phase transitions and large deviations for the Boolean model of continuum percolation for Cox point processes  MARCH 25 (Friday) - 14:30 Zoom link https://unipd.zoom.us/j/83753744114 (meeting ID 837 5374 4114), available also on the webpage https://www.math.unipd.it/~bianchi/seminari/ Abstract: In this talk, I consider the Boolean model with random radii based on Cox point processes, i.e., Poisson point processes in random environment. Under a condition of stabilization for the random environment, our results establish existence and non-existence of subcritical regimes for the size of the cluster at the origin in terms of volume, diameter and number of points, also including their moments. The second part of the talk will address rates of convergence of the percolation probability for the Cox--Boolean model with fixed radii in a variety of asymptotic regimes. This is based on joint work with Christian Hirsch, András Tóbiás and Élie Cali.

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(PMS)^2 online talk: Valentina Cammarota
by Maurizia Rossi 13 Mar '22

13 Mar '22

Dear colleagues, we are happy to announce the following online talk: Speaker: *Valentina Cammarota* (Università di Roma La Sapienza) Title: *No repulsion between critical points for random plane wave and planar Gaussian random fields.* Abstract: Random plane wave is conjectured to be a universal model for high-energy eigenfunctions of the Laplace operator on generic compact Riemannian manifolds. This is known to be true on average. We discuss one of important geometric observable: critical points. We first compute one-point function for the critical point process, in particular we compute the expected number of critical points inside any open set. After that we compute the short-range asymptotic behaviour of the two-point function. This gives an unexpected result that the second factorial moment of the number of critical points in a small disc scales as the fourth power of the radius. Joint work with Dmitry Beliaev and Igor Wigman. Date and time: *Monday March 14, 17:30-18:30 (Rome time zone)*. Zoom link: https://us02web.zoom.us/j/84185018822?pwd=UE80NXJ2Z01GaWN3aTduMGVpeG9EQT09 ID riunione: *841 8501 8822* Passcode: *713253* This is a talk of the *(PMS)^2: Pavia-Milano Seminar series on Probability and Mathematical Statistics* organized jointly by the universities Milano-Bicocca, Pavia, Milano-Politecnico and Milano-Statale. For more information see the dedicated webpage: https://paviamilanoseminars.wordpress.com/ Participation is free and welcome! Best regards, The organizers (Mario Maurelli, Carlo Orrieri, Maurizia Rossi, Margherita Zanella) -- Maurizia Rossi Dipartimento di Matematica e Applicazioni Università degli Studi di Milano-Bicocca https://mauriziarossi.wordpress.com

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(Update) Seminario ERNESTO DE VITO @ UniTo
by Elvira Di Nardo 12 Mar '22

12 Mar '22

********************************************************************* SEMINARI DI PROBABILITA' E STATISTICA MATEMATICA DIPARTIMENTO DI MATEMATICA "G. PEANO" UNIVERSITA' DEGLI STUDI DI TORINO *con il supporto della fondazione CRT* ********************************************************************* https://sites.google.com/view/torinostochastics/seminar-series-on-data-scie… Nell'ambito delle attività seminariali del Dottorato in Modeling and Data Science, *Giovedì 17 Marzo 2022 alle ore 17:00* in Aula Magna presso il Dipartimento di Matematica "G. Peano" dell'Università degli Studi di Torino, Via Carlo Alberto 10, il Prof. *Ernesto De Vito* (Dipartimento di Matematica, Università di Genova) terrà un seminario dal titolo *Machine Learning from a mathematical view point: a gentle introduction.* Abstract: The talk is devoted to a mathematical introduction to Machine Learning. We focus on supervised learning setting and kernel methods with square loss by using classical tools from the theory of inverse problems. Tutti gli interessati sono invitati a partecipare. E' possibile seguire il seminario on line su piattaforma WebEx. Chi fosse interessato, può scrivermi e provvederò a inviare l'invito. -- %------------------------------------------------------- Elvira Di Nardo Dept. Mathematics "G. Peano" University of Torino Via Carlo Alberto 10 10123 Torino, Italia tel. +39 0116702862 fax +39 0116702878 http://www.elviradinardo.it %-------------------------------------------------------

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Webinar Marc Henrard 17 March 2022, 16:30: "Benchmark transition: why mathematicians/statisticians are required"
by Marco Bianchetti 12 Mar '22

12 Mar '22

Statistics Seminars 2022 Dipartimento di Scienze Statistiche “Paolo Fortunati”, Università di Bologna *Marc Henrard *(muRisQ Advisory) * “Benchmark transition: why mathematicians/statisticians are required” * *Giovedì 17 marzo 2022 alle ore 16.00 * _____________________________________________________________________________ Riunione di Microsoft Teams *Partecipa da computer o app per dispositivi mobili* Fai clic qui per partecipare alla riunione <https://teams.microsoft.com/l/meetup-join/19%3ameeting_ZTYyNzU0ZTgtNmNjMy00…> Altre informazioni <https://aka.ms/JoinTeamsMeeting> | Opzioni riunione <https://teams.microsoft.com/meetingOptions/?organizerId=7e2f9ad3-2ed9-4de5-…> ____________________________________________________________________________

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Seminario ERNESTO DE VIVO @ UniTo
by Elvira Di Nardo 12 Mar '22

12 Mar '22

********************************************************************* SEMINARI DI PROBABILITA' E STATISTICA MATEMATICA DIPARTIMENTO DI MATEMATICA "G. PEANO" UNIVERSITA' DEGLI STUDI DI TORINO ********************************************************************* https://sites.google.com/view/torinostochastics/seminar-series-on-data-scie… Giovedì 17 Marzo 2022 alle ore 17:00 in Aula Magna presso il Dipartimento di Matematica "G. Peano" dell'Università degli Studi di Torino, Via Carlo Alberto 10, il Prof. *Ernesto De Vivo* (Dipartimento di Matematica, Università di Genova) terrà un seminario dal titolo *Machine Learning from a mathematical view point: a gentle introduction.* Abstract: The talk is devoted to a mathematical introduction to Machine Learning. We focus on supervised learning setting and kernel methods with square loss by using classical tools from the theory of inverse problems. Tutti gli interessati sono invitati a partecipare. -- %------------------------------------------------------- Elvira Di Nardo Dept. Mathematics "G. Peano" University of Torino Via Carlo Alberto 10 10123 Torino, Italia tel. +39 0116702862 fax +39 0116702878 http://www.elviradinardo.it %-------------------------------------------------------

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Seminar in Statistics - CRISTINA BUTUCEA
by Pierpaolo De Blasi 12 Mar '22

12 Mar '22

SEMINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO <https://www.carloalberto.org/events/category/seminars/seminars-in-statistic…> Venerdi 18 Marzo 2022, alle ore 12.00, presso il Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario: ------------------------------------------------ Speaker: *Cristina Butucea* (CREST, ENSAE IP Paris) Title: *Nonlinear functionals estimation under local differential privacy* Abstract: The concept of differential privacy provides a rigorous formalism to randomize data and quantify the amount of privacy. We consider i.i.d. individuals with outcomes distributed according to the common probability distribution P. This original data is further randomized using a privacy mechanism into observations that the statistician is allowed to use in order to recover information about the distribution P. We will consider local differential privacy where each sample from the original data is privatized on the user’s local machine before its release. We build privatized samples and nonparametric estimation methods of nonlinear functionals of the probability density and prove their optimality. We show that for the estimation of a quadratic functional, interactive procedures that use previously released private data are faster than the non interactive ones. In both cases we show how to produce privacy mechanisms and estimators adaptive to (free of) the smoothness of the underlying density. We extend these results to non smooth functionals of the density. This is based on joint work with A. Rohde, L. Steinberger and Y. Issartel. ------------------------------------------------ In ottemperanza alle norme anti Covid, per partecipare in presenza è necessario prenotarsi tramite il seguente form online: https://forms.gle/s6n5Z8QwNYp7fypw7 Sarà possibile seguire il seminario anche in streaming: Join Zoom Meeting <https://us02web.zoom.us/j/88303761211?pwd=MzFhOThna1B5WWFqWVNySEVMcEVMdz09> Meeting ID: 883 0376 1211 Passcode: 493770 Il seminario è organizzato dalla "de Castro" Statistics Initiative www.carloalberto.org/stats Cordiali saluti, Pierpaolo De Blasi -- Pierpaolo De Blasi University of Torino & Collegio Carlo Alberto carloalberto.org/pdeblasi <https://sites.google.com/a/carloalberto.org/pdeblasi/> -- Pierpaolo De Blasi University of Torino & Collegio Carlo Alberto carloalberto.org/pdeblasi <https://sites.google.com/a/carloalberto.org/pdeblasi/>

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Seminar in Statistics - PETER TANKOV
by Pierpaolo De Blasi 12 Mar '22

12 Mar '22

SEMINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO <https://www.carloalberto.org/events/category/seminars/seminars-in-statistic…> Venerdi 18 Marzo 2022, alle ore 11.00, presso il Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario: ------------------------------------------------ Speaker: *Peter Tankov* (CREST, ENSAE IP Paris) Title: *Mean-field games: the linear programming approach* Abstract: We will review the linear programming approach to mean-field games, developed by the author in a series of papers. Mean-field games are games with a large number of identical small agents and symmetric interactions, which have found many applications in finance and economics. The linear programming approach is a relaxation technique, which allows to prove existence results under weak assumptions, and lends itself well to numerical implementation. We will present an application of the approach to a model of energy markets and discuss the « linear programming fictitious play » algorithm for approximating the equilibrium. ------------------------------------------------ In ottemperanza alle norme anti Covid, per partecipare in presenza è necessario prenotarsi tramite il seguente form online: https://forms.gle/Bmxgd6w2wxtMT6aT9 Sarà possibile seguire il seminario anche in streaming: Join Zoom Meeting <https://us02web.zoom.us/j/88303761211?pwd=MzFhOThna1B5WWFqWVNySEVMcEVMdz09> Meeting ID: 883 0376 1211 Passcode: 493770 Il seminario è organizzato dalla "de Castro" Statistics Initiative www.carloalberto.org/stats Cordiali saluti, Pierpaolo De Blasi -- Pierpaolo De Blasi University of Torino & Collegio Carlo Alberto carloalberto.org/pdeblasi <https://sites.google.com/a/carloalberto.org/pdeblasi/>

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Segnalazione posizioni post-doc @CHDS
by Laura Maria Sangalli 08 Mar '22

08 Mar '22

Inoltro da parte della collega Prof Francesca Ieva una call per posizioni postdoc presso CHDS. Cordiali saluti, Laura Sangalli Dear collegues, the Human Technopole Center for Health Data Science (CHDS - https://humantechnopole.it/it/centri-di-ricerca/health-data-science/) offers two post doc positions, one for a health data scientist and one for a biostatistician/epidemiologist. The profiles we are looking for are people with a strong background in data science and analysis and integration of complex health data, with a focus on (multi-)omics data and data from Electronic Health Records (EHR). People with a PhD in Statistics, Data Science, Computer Science, Mathematics and any affine disciplines are eligible. The links where you can find the calls and the application forms are the following: https://careers.humantechnopole.it/o/health-data-scientist https://careers.humantechnopole.it/o/epidemiologist-health-data-science-cen… I kindly ask you to share the information among anybody who may be interesting in applying. For any further information, please do not haesitate to contact me and/or Prof. Emanuele Diangelantonio (emanuele.di...(a)fht.org<https://groups.google.com/>). Best regards Francesca Ieva -- Francesca Ieva Associate Professor of Statistics MOX - Department of Mathematics Politecnico di Milano, Milan 20133, Italy [url] https://sites.google.com/view/francesca-ieva/home Associate Head of CHDS - Center for Health Data Science Human Technopole, Milan, Italy —— Laura Maria Sangalli MOX - Dipartimento di Matematica Politecnico di Milano Piazza Leonardo da Vinci 32 20133 Milano - Italy tel: +39 02 2399 4554 fax: +39 02 2399 4568 email: laura.sangalli(a)polimi.it<mailto:laura.sangalli@polimi.it> url: http://mox.polimi.it/~sangalli

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Fwd: Oberwolfach Arbeitsgemeinschaft on Quantitative Stochastic Homogenization
by Faggionato, Alessandra 08 Mar '22

08 Mar '22

Buongiorno, Antoine Gloria mi ha pregata di pubblicizzare il gruppo di lavoro ``Oberwolfach Arbeitsgemeinschaft'' su ``Quantitative Stochastic Homogenization'' organizzata da A. Gloria, F.Otto ad Oberwolfach nella settimana October 16th - October 22nd 2022. Sotto trovate varie informazioni e al link anche una descrizione e un programma dettagliati, prese dalla mail che mi ha inviato. Grazie dell'attenzione Saluti Alessandra %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% The Arbeitsgemeinschaft is an old Oberwolfach institution, started by Faltings and Deninger. It is a reading group with presentations, organized like a students' seminar. The target group are mathematicians of all academic age that are interested in an efficient introduction into a timely topic, with an own active participation. As opposed to workshops, people apply to participate. Incidentally, at the end of each Arbeitsgemeinschaft, the participants discuss topics for next year. For a long time, there has been just a single strand. Recently, Oberwolfach decided to widen to three strands, of which Martin Hairer, Peter Scholze, and Andreas Thom are in charge. The idea is that Martin's strand will be targeted towards more applied topics. Martin asked Felix and me to organize the first event on this topic. (Fifteen years ago, Theo Sturm organized a week on Optimal Transportation). It would be great if you could advertise the event; perhaps there are people in your environment that are interested. More details and the list of topics plus material for the talks are under https://www.mfo.de/occasion/2242/www_view Thank you and best wishes, Antoine -- ************************************************* Prof. Alessandra Faggionato http://www1.mat.uniroma1.it/~faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 5, Phone (0039) 06 49913252 *************************************************

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ScienceForUkraine (fwd)
by Tiziano Vargiolu 08 Mar '22

08 Mar '22

---------- Forwarded message ---------- Date: Sat, 5 Mar 2022 13:09:20 -0800 From: Eleonora Losiouk <elosiouk(a)math.unipd.it> Subject: ScienceForUkraine Dear colleagues, I would like to introduce you to ScienceForUkraine, an initiative to collect and advertise the support provided by universities and research institutions to students and researchers from Ukraine. Together with Marcin Bartosiak, a colleague from the University of Pavia, we are helping with the coordination in Italy. If your research group offers job opportunities for Ukranian people, please, contact us and share the details by filling this form (https://scienceforukraine.eu/science_for_ukraine_table.xlsx) so that we can publish the information on the website and reach out as many people as possible! For more information, please, visit the website: https://scienceforukraine.eu/ Thanks in advance for the support, Eleonora

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Research Technician at BCAM
by Gianni Pagnini 08 Mar '22

08 Mar '22

Cari colleghi, Volevo segnalarvi l’apertura di una posizione di un anno come Research Technician presso il BCAM - Basque Center for Applied Mathematics di Bilbao, nei Paesi Baschi. Il bando è rivolto a studenti neo laureati con il desiderio di fare una esperienza nel mondo della ricerca prima di scegliere un dottorato. La scadenza per fare domanda è il 29 Aprile 2022 e questo è il link del bando: http://www.bcamath.org/en/research/job/ic2022-03-research-technician-in-sta… <http://www.bcamath.org/en/research/job/ic2022-03-research-technician-in-sta…> L’attività in programma riguarda lo studio statistico dell’evoluzione di aree generate attraverso un codice ad automi cellulari con applicazione agli incendi boschivi. Ogni tipo di domanda può essere rivolta a me: gpagnini(a)bcamath.org <mailto:gpagnini@bcamath.org> Grazie. Saluti, Gianni — Gianni Pagnini Ikerbasque Research Associate BCAM - Basque Center for Applied Mathematics Alameda de Mazarredo, 14 E-48009 Bilbao, Basque Country - Spain Tel. +34 946 567 842 gpagnini(a)bcamath.org | www.bcamath.org/gpagnini ( matematika mugaz bestalde )

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International Conference in Venice - CALL FOR PAPERS
by Monica Billio 07 Mar '22

07 Mar '22

21st INTERNATIONAL CONFERENCE CREDIT 2022 *Long Run Risks * Venice, Italy 22 –23 September 2022 * * *GRETA Associati* (Venice, Italy), *CRIF* (Bologna, Italy), *European Datawarehouse* (Frankfurt, Germany), *European Investment Bank* (Luxembourg) and*Intesa Sanpaolo* (Milan, Italy) are partners in organising 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 organizers encourage submissions on any topic within the overall theme of the conference and in the following areas in particular: • Long Run Risks: Modelling; Backtesting and Validation; ESG Risks for significantly wider time horizons with respect to the most traditional financial risks (Market, Credit, etc.) • Long Run Investments and Portfolios: Illiquidity premium in the short vs the long run; Investment risk in real assets: Focus on Real Estate risk; Investment policies for Insurance and Pension Funds; Private vs Public Markets in long run portfolios, the role of Private Equity and the contribution to Venture Capital; Fintech for Sustainability • Long Run Business Strategies: Sustainability Plans; Restructuring of Production Processes; Mitigation of Climate Physical and Transition Risks • Long Run Climate Policies: New regulatory actions to reduce emissions of air pollutants and greenhouse gases; New financial regulations to promote the Low-Carbon Transition at public and private level • Socio-economic Stability in the Long Run: Inflation dynamics; Impact of transition costs from an economic and social point of view; New measures to manage migrations due to Climate Change • Long Run Market Information and Disclosure: International Financial Reporting Standards; International Accounting Standards; Long Run Financial Regulation (Banks, Insurers, Funds) The final program will include both submitted and invited papers. Acceptances received so far from invited speakers include *Robert Engle* (Stern Business School, New York University) and*Lucrezia Reichlin* (London Business School). The Conference will also feature panel discussions on researchers', practitioners' and policy makers’ views of the major issues at stake 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 Business School & EDHEC-Risk Institute, Nice)* • Steven Ongena* (University of Zurich, Swiss Finance Institute, KU Leuven & CEPR)* • Stephen Schaefer* (London Business School)* • Claudio Tebaldi* (Bocconi University)* * CALL FOR PAPERS Those wishing to present a paper at the Conference should submit by *May 31, 2022 *to the address given below (preferably in electronic format). Please indicate to whom correspondence should be addressed. Decisions regarding acceptance will be made by *June 30, 2022*. The final version of accepted papers must be received by August 31, 2022. Please send papers to: GRETA Associati, San Polo, 2605 - 30125 Venice, ITALY Phone : +39 041 5238178 - e-mail: credit(a)greta.it More detailed information available on the Conference website: https://www.greta.it/index.php/it/credit-2022

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Assegno di ricerca Università degli Studi di Padova | Research grant at University of Padua
by Sara Pillan 03 Mar '22

03 Mar '22

Il Dipartimento di Scienze Statistiche dell'Università degli Studi di Padova promuove un bando per un *a**ssegno di tipo B* della durata di *24 mesi* aperto a dottoresse/dottori di ricerca. Questo assegno mira al sostegno di ricerche innovative e di eccellenza proposte autonomamente da giovani non strutturate/i nell'ambito dei settori scientifico disciplinari di interesse del Dipartimento. Il bando completo è disponibile alla pagina: https://www.stat.unipd.it/bando-1-assegno-di-ricerca-tipo-b-selection-annou… Presentazione delle domande: https://pica.cineca.it/unipd/assegni-dipstat-2-2022/ *Scadenza *presentazione domande:* 31 marzo 2022 *alle ore 14:00 Cordiali saluti, la segreteria amministrativa ----- ENGLISH VERSION ----- The Department of Statistical Sciences of the University of Padua is advertising a *Research Grant (type B)* of *24 months* for PhD graduates. This research grant aims to support innovative and excellent research projects proposed by young independent scholars in the scientific sectors of interest to the Department of Statistical Sciences. The complete call is available at https://www.stat.unipd.it/bando-1-assegno-di-ricerca-tipo-b-selection-annou… Submission of the application: https://pica.cineca.it/unipd/assegni-dipstat-2-2022/ *Deadline *for submitting the application: *March, 31st **2022* at 2:00 p.m. Best regards, the administrative secretariat -- Research Office - Department of Statistical Sciences University of Padua Via Cesare Battisti 241 - 35121 Padova tel. +39 049 8274125 / +39 049 8274167 www.stat.unipd.it

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PhD course - Gaussian measures and applications
by Stefania Ugolini 03 Mar '22

03 Mar '22

We are pleased to announce that the Doctoral School of Mathematics in Milano will offer a course titled “ Gaussian measures and applications to analysis and mathematical physics” by Dr. Francesco C. De Vecchi The course will start on March 7 and is scheduled until March 22. It can be attended remotely too. All information can be found at the following link : https://sites.unimi.it/dottoratomat/ All the best, Stefania Ugolini and Marco Fuhrman.

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Bando no. 2 assegni di ricerca presso IAC-CNR
by Giovanni Sebastiani 03 Mar '22

03 Mar '22

Buongiorno, si informa che è indetto un concorso per due assegni di ricerca di un anno (rinnovabili) presso l'Istituto per le Applicazioni del Calcolo "Mauro Picone" sulla tematica: “reti bayesiane, modelli e metodi stocastici per applicazioni in campo biomedico”. Il bando è pubblicato sul sito URP del CNR, nella sezione assegni di ricerca: https://bandi.urp.cnr.it/doc-assegni/documentazione/12279_DOC_IT.pdf Cordiali saluti, Giovanni Sebastiani

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IEEE MetroLivEnv 2022 - Special Session PROBABILITY AND MATHEMATICAL STATISTICS FOR LIVING ENVIRONMENT AND METROLOGY Esterni
by Antonella Iuliano 02 Mar '22

02 Mar '22

Dear Colleagues, we would like to draw your attention to the upcoming 2022 IEEE INTERNATIONAL WORKSHOP ON METROLOGY FOR LIVING ENVIRONMENT that will be held at the University of Calabria, Cosenza (Italy), 25 - 27 May, 2022. The following Special Session is open to receive your submissions. PROBABILITY AND MATHEMATICAL STATISTICS FOR LIVING ENVIRONMENT AND METROLOGY Measurement uncertainty is an important aspect of measurement that affects quality, costs, decisions, and risks. Therefore, it is mandatory to assess the quality of the results and to establish the accuracy requirements. Probability theory and Statistics provide powerful tools for the development and analysis of new mathematical models of phenomena with random characteristics and for drawing conclusions and making inferences. Nowadays probabilistic models are the basis of a large number of applications in modeling different fields of human activity. In particular, these methods use the language of probability to model different phenomena for the evaluation and forecast of measurements in various areas of applied mathematics. Therefore, the aim of this session is to delineate the fundamentals of probability and mathematical statistics impressing a comprehensive understanding of the theory and mechanics of the calculations through several applications in environmental and metrology fields to improve the quality of life. Website: https://www.metrolivenv.org/special-session-9 Important deadlines: - *March 21, 2022* - Extended Abstract Submission Deadline - *April 11, 2022* - Extended Abstract Acceptance Notification - *April 30, 2022* - Final Paper Submission Deadline - *April 30, 2022* - Live Demo Proposal Submission - *May 10, 2022* - Live Demo Acceptance Notification - *April 20, 2022 *- Early Bird Registration - *May 25-27, 2022 *- Workshop Dates For further information and updates please visit the conference website: https://www.metrolivenv.org We are looking forward to Welcome you in Cosenza! Do not hesitate to forward this message to anyone who could be interested. Thank you very much for your kind consideration, and apologies for multiple copies. We look forward to hearing from you. Best Regards, The Session Organizers Dr Antonella Iuliano Assistant Professor (RTD-B) in Probability and Mathematical Statistics Department of Mathematics, Informatics and Economics (DIMIE) University of Basilicata Viale dell'Ateneo Lucano, n. 10, 85100, Potenza (Italy) e-mail: antonella.iuliano(a)unibas.it <mariagrazia.russo(a)unibas.it> phone: +39 0971205891 mobile: +39 3926786025

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Call for papers
by Fabio Antonelli 02 Mar '22

02 Mar '22

Apologizing for multiple posting, it seems there have been some technical problems about the link Dear all, this is to bring to your attention the call for papers for a special issue in Applied Stochastic Models in Business and Industry, with title: PROBABILISTIC AND STATISTICAL METHODS IN COMMODITY RISK MANAGEMENT. The deadline is September 30th, 2022. More details can be found at https://onlinelibrary.wiley.com/journal/15264025 Thanks a lot. Best regards Fabio Antonelli, Roy Cerqueti, Alessandro Ramponi, Sergio Scarlatti (Guest Editors)

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Call for papers
by Fabio Antonelli 02 Mar '22

02 Mar '22

Dear all, this is to bring to your attention the call for papers for a special issue in Applied Stochastic Models in Business and Industry, with title: PROBABILISTIC AND STATISTICAL METHODS IN COMMODITY RISK MANAGEMENT. The deadline is September 30th, 2022. More details can be found at [https://onlinelibrary.wiley.com/cover/15264025]<https://onlinelibrary.wiley.com/journal/15264025.> Applied Stochastic Models in Business and Industry - Wiley Online Library<https://onlinelibrary.wiley.com/journal/15264025.> Call for Papers: Special Issue on Data Science in Process Industries. We are happy to announce a Special Issue of the journal Applied Stochastic Models in Business and Industry (ASMBI), dedicated to the topical areas featured in the ENBIS 2021 Online Spring Meeting on Data Science in Process Industries.. Process Industries have been an important part of Industrial Statistics for many years. onlinelibrary.wiley.com Thanks a lot. Best regards Fabio Antonelli, Roy Cerqueti, Alessandro Ramponi, Sergio Scarlatti (Guest Editors)

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Bocconi Summer School in Advanced Statistics and Probability
by Filippo Ascolani 01 Mar '22

01 Mar '22

CALL FOR APPLICATIONS The Bocconi Summer School in Advanced Statistics and Probability, on "Random Structures and Combinatorial Statistics", will take place on July 11-21, 2022, at Villa del Grumello, Lake of Como, Italy. http://bocconi2022.lakecomoschool.org<https://eur03.safelinks.protection.outlook.com/?url=http%3A%2F%2Fbocconi202…> The 2022 Edition of the school is organized by Bocconi University, Milan, in collaboration with the University of Oxford and Imperial College London. Main instructors: Luc Devroye (School of Computer Science, McGill University, Montreal) and Gabor Lugosi (Universitat Pompeu Fabra, Barcelona). The 2-weeks summer school is open to all interested researchers, but is especially designed for PhD students. The deadline for applications is April 25, 2022. For more information: http://bocconi2022.lakecomoschool.org<https://eur03.safelinks.protection.outlook.com/?url=http%3A%2F%2Fbocconi202…> or contact BBS.statistics(a)unibocconi.it<mailto:BBS.statistics@unibocconi.it>, or sonia.petrone(a)unibocconi.it<mailto:sonia.petrone@unibocconi.it>

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Seminari Prisma 7 marzo
by Domenico Marinucci 28 Feb '22

28 Feb '22

Cari colleghi vi ricordo che lunedì prossimo 7 marzo alle ore 16 avranno luogo i prossimi due seminari nella serie Prisma; gli speaker sono Pietro Caputo e Vittoria Silvestri. I seminari avranno luogo come sempre sulla piattaforma teams; i dettagli per il collegamento e la lista completa dei seminari si possono trovare qui: http://www.umi-prisma.polito.it/webinars.html Qui sotto titoli ed abstract, grazie per l'attenzione, Domenico Marinucci ---------------------------------------------------------------------------- Speaker: Pietro Caputo, Roma III Title: Random walks on directed random networks Abstract: Exploration via random walks is often very useful for the analysis of directed networks. For instance, the walk's stationary distribution plays a prominent role in ranking systems and search algorithms. In this lecture, we present some recent progress in the analysis of random walks for a class of sparse directed networks generated by the so-called configuration model. We discuss various properties of the stationary distribution, including bulk behaviour and extremal values. We also consider the mixing time, that is the time needed to reach stationarity, and show that the walk typically displays a cutoff behaviour. Moreover, we discuss the asymptotic behaviour of the cover time, that is the expected time it takes the random walk to cover the whole network. Finally, we analyse the convergence to stationarity when the walk experiences regeneration events such as teleportation, as in the PageRank algorithm, or resampling of the underlying graph, as in a dynamically evolving network. ------------------------------------------------------------ Speaker: Vittoria Silvestri, Sapienza Title: Internal DLA on cylinder graphs: typical profiles and mixing. Abstract: Internal DLA is a mathematical model for the growth of a random cluster of particles according to the harmonic measure on the cluster boundary, seen from an internal point. Performing IDLA on cylinder graphs (i.e. graphs of the form GxZ) gives a Markov chain on the infinite space of particle configurations. We show that this chain is positive recurrent, and give a description of typical (i.e. stationary) configurations. We then analyse the mixing time of this chain. -- @@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@ Domenico Marinucci Dipartimento di Matematica Università di Roma Tor Vergata https://www.mat.uniroma2.it/~marinucc/ @@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@

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workshop on Stochastic Games and Martingale Optimal Transport in Milano
by matteo.burzoni＠unimi.it 28 Feb '22

28 Feb '22

Dear colleagues, this is the second announcement of the workshop on Stochastic Games and Martingale Optimal Transport that will be organized at the University of Milano, Italy, and will take place on May 5-6, 2022. The aim of the workshop is to bring together researchers in the area of stochastic games and martingale optimal transport to present and discuss the most recent developments on the fields. The format of the workshop is in presence only. In the unfortunate case of a worsening of the Covid19 situation and/or if further restrictions are enforced, the workshop will be postponed. Any change in the workshop format will be communicated by means of our website. We encourage and welcome contributions in the main themes of the workshop. The deadline for the submission of the abstract has been extended to April 1, 2022. More information on the workshop, on the submission and on the list of invited speakers are available on the website of the workshop: <https://sites.google.com/view/sgandmot> https://sites.google.com/view/sgandmot The link to the workshop is also present on the personal web pages of the organizers. Best Regards, The organizers, Matteo Burzoni Luciano Campi Alessandro Doldi Marco Frittelli Marco Maggis

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Fwd: São Paulo School of advanced science on singular stochastic partial differential equations and their applications
by Franco Flandoli 27 Feb '22

27 Feb '22

Inoltro ---------- Forwarded message --------- Da: Christian Horacio Olivera <colivera(a)unicamp.br> Date: mer 23 feb 2022 alle ore 15:43 Brazilian School of Probability/São Paulo School of advanced science on singular stochastic partial differential equations and their applications We are very excited to finally announce the EBP 2022/ São Paulo School of advanced science on singular stochastic partial differential equations and their applications. The São Paulo school is divided into two parts and will happen in the weeks of August 2 to August 13, 2022, at Campinas University. In the first week there will be two introductory mini courses by Paulo Ruffino (Campinas) and Weijun Xu (Beijing) (stochastic calculus and rough paths) that lay the foundations for the courses of the second week and are directed towards students and researchers with little to no experience in the field. The courses of the second week are held by Lorenzo Zambotti (Sorbonne) and Martin Hairer (Imperial College London). Here, newly developed theories and their latest developments in the field of singular SPDEs and related areas will be taught. The program will be complemented with several plenary talks, invited talks, a poster session and a visit to the LNLS laboratories, where the only particle accelerator of Latin America is located. The school will give full financial support for around 100 students and young researchers (50 from Brazil and 50 from abroad). To ask for financial support the registration deadline is April 15, 2022. More information under www.ime.unicamp.br/spas2022. The EBP 20022 will coincide with the second week of the São Paulo School. As in previous years, the EBP will consist of two mini courses, plenary talks, contributed talks and poster sessions, all presented in a relaxed atmosphere. This will be our first edition at IMECC-UNICAMP, which is home to one of Brazil's top ranked Mathematics departments. More information under www.ime.unicamp.br/bsp2022. To guarantee a safe event a big auditorium has been reserved that allows social distancing between participants. All required measures to prevent the spread of Covid 19 will be taken. We would be grateful if you could advertise these events among your colleagues. Best regards Christian Olivera

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Assegno di Ricerca a L'Aquila
by Faggionato, Alessandra 27 Feb '22

27 Feb '22

Ricevo ed inoltro. Saluti Alessandra ---------- Forwarded message --------- From: davide gabrielli <dvd.gabrielli(a)gmail.com> Date: Sun, 27 Feb 2022 at 19:12 Subject: bando To: Alessandra Faggionato <faggiona(a)mat.uniroma1.it> Si segnala il seguente bando per un assegno di ricerca annuale (rinnovabile) nel settore MAT/06 dal titolo "Mathematical Methods for large complex systems" presso il dipartimento DISIM dell'Università dell'Aquila: blob.php (univaq.it) Scadenza 10-03-2022 Si prega di darne la massima diffusione, grazie. -- ************************************************* Prof. Alessandra Faggionato http://www1.mat.uniroma1.it/~faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 5, Phone (0039) 06 49913252 *************************************************

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seminario: "Estimating the directing information and testing for causality", Maria Skoularidou, 1 Marzo
by Umberto Picchini 27 Feb '22

27 Feb '22

Caro gruppo Random, di sotto annuncio un seminario per il 1 Marzo. Saluti. *********************************************** You are welcome to the next Statistics seminar at Dept of Mathematical Sciences at Chalmers and Göteborg University. We are very glad to have, on Tuesday March 1, Maria Skoularidou <https://www.mrc-bsu.cam.ac.uk/people/in-alphabetical-order/n-to-s/maria-sko…> who will talk of: ///"Estimating the directing information and testing for causality" / * * *About the speaker: *Maria Skoularidou <https://www.mrc-bsu.cam.ac.uk/people/in-alphabetical-order/n-to-s/maria-sko…> is a PhD student at Cambridge University, UK. Her thesis is focused on probabilistic machine learning and, more precisely, towards using generative modelling in healthcare. Her fields of interest lie in the underpinnings, theory and methodology of machine intelligence, Bayesian inference, theoretical computer science and information theory. She is founder and chair of {Dis}Ability in AI <https://elesa.github.io/ability_in_AI/> and founder and secretary of Women in Data Science and Statistics (RSS special interest group). // //* * *Abstract: *The problem of estimating the directed information rate between two discrete processes { X n } and {Yn } via the plug-in (or maximum-likelihood) estimator is considered. When the joint process {(Xn,Yn)} is a Markov chain of a given memory length, the plug-in estimator is shown to be asymptotically Gaussian and to converge at the optimal rate O(1/√n) under appropriate conditions; this is the first estimator that has been shown to achieve this rate. An important connection is drawn between the problem of estimating the directed information rate and that of performing a hypothesis test for the presence of causal influence between the two processes. Under fairly general conditions, the null hypothesis, which corresponds to the absence of causal influence, is equivalent to the requirement that the directed information rate be equal to zero. In that case, a finer result is established, showing that the plug-in converges at the faster rate O (1/ n) and that it is asymptotically χ 2 -distributed. This is proved by showing that this estimator is equal to (a scalar multiple of) the classical likelihood ratio statistic for the above hypothesis test. Finally, it is noted that these results facilitate the design of an actual likelihood ratio test for the presence or absence of causal influence.* * *Feel free to spread this announcement in your network.* * * *Where*:https://chalmers.zoom.us/j/61015800942 Password: 697666 ** **** *When*: Tuesday 1 March at 14.15-15.15*(Swedish time)*. ** -- _________________________________________________________ Umberto Picchini, Associate Professor, PhD, Docent https://umbertopicchini.github.io/ , twitter: @uPicchini

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ECSO-CMS 2022 - Second Call for Papers
by Martina Nardon 25 Feb '22

25 Feb '22

Dear Colleagues, we invite you to submit contributions and organized sessions proposals to ECSO – CMS 2022 that will be held on 29-30 June - 1 July 2022, in Venice, at the Department of Economics - Ca’ Foscari University, in the San Giobbe Economics Campus. *Joint EUROPEAN CONFERENCE ON STOCHASTIC OPTIMIZATION and COMPUTATIONAL MANAGEMENT SCIENCE Conference * *29-30 June - 1 July 2022, Venice, Italy* ECSO - CMS 2022 is jointly organized by the Department of Economics of Ca’ Foscari University of Venice, the CMS Journal and the EURO Working Group on Stochastic Optimization. ECSO 2022 is the 3rd edition of a stream of conferences organized by the EURO Working Group on Stochastic Optimization (EWGSO). The previous editions were held in Paris (2014) and Rome (2017). The scope of the conference is to bring together researchers and professionals in Stochastic Optimization and its applications in different fields spacing from economics and finance to supply chain, logistics, etc. CMS 2022 is the 17th edition of an annual meeting associated with the journal of Computational Management Science published by Springer. The aim of the conference is to provide a forum for theoreticians and practitioners from academia and industry to exchange knowledge, ideas and results in a broad range of topics relevant to the theory and practice of computational methods in management science. This joint event will provide a forum for fruitful discussions and interactions among researchers and professionals from industry and institutional sectors on decision making under uncertainty in a complex world.The conference will be within the scopes of both CMS and EWGSO and, in particular, it will focus on models, methods and computational tools in stochastic, robust and distributionally robust optimization and on computational aspects of management science with emphasis on risk management, valuation problems, measurement applications. Traditional fields of application, such as finance, energy, water management, logistics, supply chain management, and emerging ones, such as healthcare, climate risk and sustainable development, will be included. VENUE: Department of Economics, Ca’ Foscari University of Venice San Giobbe Campus – Cannaregio 873, 30121 Venice, Italy Webpage: www.unive.it/ecsocms2022 <http://www.unive.it/ecsocms2021> Conference Secretariat: ecsocms2022(a)unive.it Conference hashtag: #ecsocms2022 IMPORTANT DATES Abstract submission: *March 31, 2022* Notification of acceptance: *April 20, 2022* Early registration: *April 30, 2022* ORGANIZED SESSIONS AND MINI-SYMPOSIA We welcome proposals for organized sessions and mini-symposia. Proposals should have the following structure An organized session is on a single topic organized by the proponent with preferably four presentations (25 min). The organized session proposal should include details on the title, the proponent, and the speakers. The organizer may also be the chair and one of the speakers. A mini-symposium is a collection of (at least) two or more organized sessions on a single topic of substantial current interest and importance with the possibility of including a selected first presentation that can provide an overview of the topic area or put it in perspective. The mini-symposium proposal should include details on the title and a short description, proponent(s) and speakers. The deadline for submitting proposals is tentatively March 15th, 2022. Proposals can be sent to: stein-erik.fleten(a)ntnu.no, d.barro(a)unive.it, mnardon(a)unive.it. A *prize for the student best paper* will be awarded. Papers should be nominated via e-mail by the students’ supervisors (ecsocms2022(a)unive.it). *Deadline for the submissions to the prize is May 15.* The program will include a devoted session for presenting the best papers to compete for the prize, such that the jury could make the final choice. The paper does not have to be published. The papers should be principally authored by the student, but co-authors are permitted as long as their contributions are clarified. Only registered participants’ papers will be considered for the prize.Jury for the Student Best Paper Prize: Stein-Erik Fleten (NTNU Norwegian University of Science and Technology), Milos Kopa (Charles University of Prague), Francesca Maggioni (University of Bergamo), Ruediger Schultz (University Duisburg-Essen). We are looking forward to seeing you in Venice. Best Regards, Diana Barro, Stein-Erik Fleten and Martina Nardon Organizing and Program Committees Chairs -------------------------------------- Dr. Martina Nardon Dipartimento di Economia Università Ca' Foscari Venezia San Giobbe - Cannaregio, 873 30121 Venezia, Italy tel. +39 041 234 7413 --------------------------------------

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posizioni Postdoc all'Università di Granada
by Antonio DI CRESCENZO 24 Feb '22

24 Feb '22

Su richiesta, invio notizia di 4 posizioni Postdoc all'Università di Granada su argomenti di ricerca liberi. Cordiali saluti, Antonio Di Crescenzo --- The Institute of Mathematics of the University of Granada (IMAG) offers *two junior (candidates with less than three years of research experience after PhD) and two senior (more than three years of research experience after PhD) postdoctoral research positions* with open research topics. The period for submitting applications will begin on February 25th 2022, and will end on March 25 2022 at 23:59 GMT+2. cf. https://wpd.ugr.es/~imag/es/imag-maria-de-maeztu-postdoc/

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PhD course on Malliavin calculus by L.Tubaro - Announcement
by Luigi Amedeo Bianchi 24 Feb '22

24 Feb '22

I am pleased to announce (even though a bit close to the starting date, Feb. 28) that the Doctoral School of Mathematics in Trento, will offer a course on Malliavin Calculus by Prof. Luciano Tubaro (Università di Trento). The 30 hours long course will start on Monday, February 28 and is scheduled until Monday, May 2, with classes on Mondays (14.30-16.30) and Fridays (9.30-12.30). Those interested in attending remotely should get in touch with the Doctoral School of Mathematics phd.maths(a)unitn.it <mailto:phd.maths@unitn.it>. Best, Luigi Amedeo Bianchi luigiamedeo.bianchi(a)unitn.it <mailto:luigiamedeo.bianchi@unitn.it>

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Assegno di ricerca a Firenze
by Luisa Andreis 24 Feb '22

24 Feb '22

Cari colleghi e colleghe, scusate il molteplice invio, ma a causa di un refuso nel testo in inglese vi invio nuovamente l’annuncio (corretto) della posizione aperta nel nostro Dipartimento. ------------------------------------- Cari colleghi e colleghe, si è aperto un bando per un assegno di ricerca di 1 anno rinnovabile per un secondo anno al Dipartimento di Matematica e Informatica “Ulisse Dini” dell’Università di Firenze. Il bando ha scadenza 22 Marzo 2022. La ricerca verterà sullo studio e sull'uso di tecniche probabilistiche (limiti di scala, fluttuazioni, grandi deviazioni) nell'ambito di sistemi stocastici interagenti di vario tipo, con una particolare attenzione agli aspetti geometrici di essi. Trovate i dettagli del bando al fondo di questa email. Per ulteriori informazioni rivolgersi a luisa.andreis(a)unifi.it <mailto:luisa.andreis@unifi.it> Vi preghiamo di diffondere con chiunque pensiate possa essere interessata/o. Cordiali saluti, Luisa Andreis, Gianmarco Bet e Daniele Angella ENGLISH VERSION———————————————————— Dear colleagues, A call for a 1 year post-doc position (with possibility of extension to a second year) is open at the Mathematics Department in Florence, with deadline March 22, 2022. The project aims to study and use probabilistic techniques (scaling limits, fluctuations, large deviations) in the framework of interacting random systems, with a particular focus on their geometrical aspects. You find the details of the call at the bottom of this email. For any further information, please feel free to contact: luisa.andreis(a)unifi.it <mailto:luisa.andreis@unifi.it> Please, feel free to forward this announcement to whoever you think might be interested. Best regards, Luisa Andreis, Gianmarco Bet e Daniele Angella DETAILS OF THE CALL ------------------------------------------------------------------------------------------------ Official call (English below): https://titulus.unifi.it/albo/viewer?view=files%2F004448566-UNFICLE-2efe6cd… <https://titulus.unifi.it/albo/viewer?view=files/004336873-UNFICLE-7daf4f5f-…> Title of the project: "Probabilistic aspects and geometrical properties of interacting random systems” Principal Investigators: Luisa Andreis, Gianmarco Bet, Daniele Angella (University of Florence) Luisa Andreis ------------------------------------------------------- RTD-A Dipartimento di Matematica e Informatica “Ulisse Dini" Università degli Studi di Firenze Viale Morgagni 65, 50134, Firenze, IT Personal webpage: https://sites.google.com/view/luisaandreis/home <https://sites.google.com/view/luisaandreis/home> Probability group webpage: https://sites.google.com/unifi.it/florence-probability-group/home?authuser=1 <https://sites.google.com/unifi.it/florence-probability-group/home?authuser=1> Email: luisa.andreis(a)unifi.it <mailto:luisa.andreis@unifi.it>

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Assegno di ricerca a Firenze
by Luisa Andreis 23 Feb '22

23 Feb '22

Cari colleghi e colleghe, si è aperto un bando per un assegno di ricerca di 1 anno rinnovabile al Dipartimento di Matematica e Informatica “Ulisse Dini” dell’Università di Firenze. Il bando ha scadenza 22 Marzo 2022. La ricerca verterà sullo studio e sull'uso di tecniche probabilistiche (limiti di scala, fluttuazioni, grandi deviazioni) nell'ambito di sistemi stocastici interagenti di vario tipo, con una particolare attenzione agli aspetti geometrici di essi. Trovate i dettagli del bando al fondo di questa email. Per ulteriori informazioni rivolgersi a luisa.andreis(a)unifi.it <mailto:luisa.andreis@unifi.it> Vi preghiamo di diffondere con chiunque pensiate possa essere interessata/o. Cordiali saluti, Luisa Andreis, Gianmarco Bet e Daniele Angella ENGLISH VERSION———————————————————— Dear colleagues, A call for a 2 years post-doc position is open at the Mathematics Department in Florence, with deadline March 22, 2022. The project aims to study and use probabilistic techniques (scaling limits, fluctuations, large deviations) in the framework of interacting random systems, with a particular focus on their geometrical aspects. You find the details of the call at the bottom of this email. For any further information, please feel free to contact: luisa.andreis(a)unifi.it <mailto:luisa.andreis@unifi.it> Please, feel free to forward this announcement to whoever you think might be interested. Best regards, Luisa Andreis, Gianmarco Bet e Daniele Angella DETAILS OF THE CALL ------------------------------------------------------------------------------------------------ Official call (English below): https://titulus.unifi.it/albo/viewer?view=files%2F004448566-UNFICLE-2efe6cd… <https://titulus.unifi.it/albo/viewer?view=files/004336873-UNFICLE-7daf4f5f-…> Title of the project: "Probabilistic aspects and geometrical properties of interacting random systems” Principal Investigators: Luisa Andreis, Gianmarco Bet, Daniele Angella (University of Florence) Luisa Andreis ------------------------------------------------------- RTD-A Dipartimento di Matematica e Informatica “Ulisse Dini" Università degli Studi di Firenze Viale Morgagni 65, 50134, Firenze, IT Personal webpage: https://sites.google.com/view/luisaandreis/home <https://sites.google.com/view/luisaandreis/home> Probability group webpage: https://sites.google.com/unifi.it/florence-probability-group/home?authuser=1 <https://sites.google.com/unifi.it/florence-probability-group/home?authuser=1> Email: luisa.andreis(a)unifi.it <mailto:luisa.andreis@unifi.it>

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Next LTI@Unito webinars: March 1, 2022 @12:00 | March 2, 2022 @16:00
by Luca Regis 23 Feb '22

23 Feb '22

Dear colleagues, I am happy to invite you to the following two seminars in Quantitative Finance, organised by LTI@UniTO and Collegio Carlo Alberto: * Anatoli Segura (Bank of Italy), "Firm-bank linkages and optimal policies in a lockdown", on March 1st, h.12; * Daniel Andrei (McGill University), "Schumpeterian Competition in a Lucas economy", on March 2nd, h.16 You can find below titles, abstracts and zoom links to participate. All the best, Luca Regis -- Luca Regis Associate Professor ESOMAS Department, University of Torino Affiliate, Collegio Carlo Alberto sites.google.com/view/lucaregis Office: +39 011 670 6065 www.carloalberto.org/lti <#> <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/ah6H1YEJxW87KLwVG32rWB4OULDhxlF8bw…> <#> *LTI@UniTO* and *Fondazione Collegio Carlo Alberto* are pleased to invite you to the following seminars <#> *March 1, 2022 | 12:00 - 13:15 @ HYBRID EVENT* <#> *Firm-bank linkages and optimal policies in a lockdown* Anatoli Segura, /Bank of Italy/ <#> *Abstract.* We develop a novel framework featuring loss amplification through firm-bank linkages. We use it to study optimal government support in a lockdown that creates heterogeneous revenue losses to firms, which must borrow from banks. Firms’ increase in debt reduces their output due to moral hazard. Banks need safe collateral to raise funds. Without government support, aggregate risk constrains bank lending, amplifying output losses. Optimal support provides sufficient aggregate risk insurance, and is implemented with firm-specific transfers, fairly-priced guarantees on bank debt, and countercyclical firms’ taxation to achieve a fiscal surplus target. Our results shed light on suboptimality dimensions in the actual policy responses. <#> To attend in presence, register here https://forms.gle/vPYYEGBktf66zc4W6 <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/f9zEQSjy6xY7o19sfmiU7UwOhW9DQd5VBI…> To attend online, join zoom meeting https://us02web.zoom.us/j/88281857502?pwd=eW5GazNrYnFUUVR0cGg3RUlCM0NYUT09 <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/-IGT70kXO1-43Lgp7MtmZ2Fo3avErRm3RM…> Meeting ID: 882 8185 7502 Passcode: 161878 <#> <#> *March 2, 2022 | 16:00 - 17:15 @ WEBINAR* <#> *Schumpeterian Competition in a Lucas Economy* Daniel Andrei, /McGill University/ <#> *Abstract.* We model a rent-seeking game where agents experiment with a new technology and compete for claims to a consumption stream. We characterize how creative destruction affects risk, wealth, and asset prices. Competition not only imposes excessive disruption risk on existing assets and higher technological uncertainty, it also increases the wealth duration (the weighted-average maturity of the consumption stream). Because of hedging motives, a complementarity between wealth duration and technological uncertainty decreases systematic risk. If competition is sufficiently intense, a negative risk premium may arise. The model generates price paths consistent with boom-bust patterns and transient episodes of negative expected excess returns. We discuss the implications of competition for income inequality. <#> To attend online, Join Zoom Meeting https://us02web.zoom.us/j/82378901875?pwd=MVhPeTZGZktWNFk3RmdyMUltb3lDUT09 <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/tRYUAKB8XcDiTZ9YGCloGbosl3wS0nUBFI…> Meeting ID: 823 7890 1875 Passcode: 423048 <#> <#> <#> <#> <#> <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/iaN__jlfz6z7ijnfLR9yi2AHyTYkufRgRm…> <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/7J-M65ra_O8_zk55wtbsnjVbAlqEnu-eZ_…> <#> FONDAZIONE COLLEGIO CARLO ALBERTO Piazza Arbarello 8 - 10122 Torino, Italy phone: +390116705000 segreteria(a)carloalberto.org - www.carloalberto.org Facebook <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/Gny4_tfBFbYYjw5HiREGZ-3ih-MVeJe-HI…> Twitter <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/Ya696wYXuXevZmqUAl4AriMzYAAdxWQM75…> LinkedIn <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/wGq5ypAH5lBEZNV43pojp_3Bxd-QPNIYqf…> Instagram <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/Q-3bd3A33E3Uq--boYenIHuOmG53Ynvmlq…> Youtube <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/zolUnqcEQVaFklBL9NPBCULdSO9KrCqZol…> <#> *INFORMATION UNDER THE NEW GENERAL DATA PROTECTION REGULATION (GDPR)* Your personal information has been gathered for the exclusive purpose of informing you about the Collegio's initiatives, considering our and your legitimate interest or your consent. If you wish to have your personal data modified please contact Fondazione Collegio Carlo Alberto, piazza Arbarello 8, 1022 Torino, Italy - phone: +390116705000 - privacy(a)carloalberto.org To find out about the policies regarding the processing of personal data pursuant to articles 13-14 of EU Regulation 2016/679, consult the information at the following link https://www.carloalberto.org/privacy/ <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/m6_Vcv454VA2JGDbuu9ndxuODgMv44BFN7…> *Unsubscribe* <https://4z5y5.r.a.d.sendibm1.com/mk/un/x1e5O_rQKC48y-WOyCM1OTaHo8E1FyDZhh2p…> <#> © 2021 Fondazione Collegio Carlo Alberto

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PhD course "Analysis and control of stochastic models of biomolecular interactions"
by Daniele Cappelletti 23 Feb '22

23 Feb '22

Dear colleagues, I am happy to announce the following PhD course: The PhD course "Analysis and control of stochastic models of biomolecular interactions", taught by Dr. Ankit Gupta (Department of Biosystems Science and Engineering, ETH Zürich) will be hosted by Politecnico di Torino, Turin, Italy, in May 17-20, 2022. Attending in person is strongly recommended, but other options are available if necessary. To register and for any question, please write to daniele.cappelletti(a)polito.it. The course will deal with stochastic reaction network models, which are continuous time Markov chains commonly used to model biochemical dynamics within cells. Their theoretical and computational analysis is often quite challenging, and design of mathematical methods for their study is currently a very active research area. The goal of this course is to familiarize the students with a broad spectrum of these methods and illustrate them with several biological applications of current and lively interest in the research community. In particular, the following topics will be covered: 1. Finite State Projection methods 2. Moment Closure Schemes 3. Simulation approaches 4. Separation of Extrinsic and Intrinsic noise from biological data 5. Design of intracellular controllers in living cells Best regards, Daniele Cappelletti

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Scouting for temporary research position (RTD-B) at IMT School "Alti Studi" Lucca
by Irene Crimaldi 23 Feb '22

23 Feb '22

Tenure Track Assistant Professor (RTD-B) - Management and Finance The candidate must have excellent scientific production and solid experience in management science, business strategy (performance & business dynamics, dynamic capabilities) and/or quantitative finance. The position will strengthen one of the core missions of IMT Lucca in the analysis of business and market dynamics, also with the use of quantitative techniques. The ideal candidate is a scholar with a solid research background in management and/or finance at the international level, an excellent scientific production, with clear evidence of the results achieved so far and future perspectives. A specific experience in teaching at the postgraduate (master and doctorate) level will be considered as a plus. Candidates should be open to interdisciplinary collaborations. Tenure Track Assistant Professor (RTD-B) - Networks and Data Science The candidate must have an excellent scientific production and a solid experience in network science and/or data science. The position will strengthen one of the core missions of IMT Lucca in the multidisciplinary analysis of complex systems dynamics, via the application of data-driven methods (e.g. mathematical, physical, statistical or machine learning models) and/or network-based methods (e.g. agent-based models; percolation models; models for network inference from observed time series). The ideal candidate is a scholar with a solid research background in network science and/or data science at the international level,an excellent publication track record, with clear evidence of the results achieved so far and future perspectives. A specific experience in teaching at the post-graduate (master and doctorate) level will be considered as a plus. Candidates should be open to interdisciplinary collaborations in order to develop quantitative methods for data analysis and apply them to study problems of interest in the context of the natural, social, economic, financial sciences and engineering (e.g. the diffusion of epidemics, the propagation of signals and shocks, the formation of opinions). ------------------ The candidate will contribute to the teaching and research activities of the School. Knowledge of the Italian language is not required. Potential candidates are invited to fill in the form by attaching: 1. a curriculum vitae and the list of publications 2. a letter of motivation 3. three names of experts to whom letters of reference may be requested. The deadline for expressions of interest is March 18th, 2022 at 12:00 (Italian time) https://www.imtlucca.it/en/the-imt-school/job-opportunities/academic-positi…

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Doctoral or Post-Doctoral Position in Financial Econometrics/Statistics at University of Vienna
by Luca Gonzato 23 Feb '22

23 Feb '22

Dear all, The Department of Statistics and Operations Research at the University of Vienna invites applications for a doctoral (4 years) or post-doctoral (6 years) position in the field of Financial Econometrics/Statistics. The details of the call (in English) are available at https://inomics.com/job/doctoral-or-post-doctoral-position-in-financial-eco… The deadline is March 14, 2022. If you need further information regarding the position, please, contact Professor Nikolaus Hautsch (nikolaus.hautsch(a)univie.ac.at). Best regards, Luca Gonzato

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(PMS)^2 online talk: Boualem Djehiche
by margherita Zanella 23 Feb '22

23 Feb '22

Dear colleagues, we are happy to announce the following online talk: Speaker: Boualem Djehiche (KTH, Stockholm) Title: Zero-sum mean-field Dynkin games. Abstract: I will review recent results on a class of zero-sum game problems of mean-field type which extend the classical zero-sum Dynkin game problems. The results I will highlight include sufficient conditions under which such a game admits a value and a saddle point and a characterization of the value of the game in terms of a specific class of doubly reflected backward stochastic differential equations (BSDEs) of mean-field type. Moreover, a corresponding system of weakly interacting values of zero-sum Dynkin games is introduced and is shown to converge to the value of the zero-sum mean-field Dynkin game. In particular, a propagation of chaos result is derived. This is a joint work with Roxana Dumistrescu. Date and time: Monday February 28, 17:30-18:30 (Rome time zone). Zoom link: https://us02web.zoom.us/j/5772228296 Join our Cloud HD Video Meeting<https://us02web.zoom.us/j/5772228296> Zoom is the leader in modern enterprise video communications, with an easy, reliable cloud platform for video and audio conferencing, chat, and webinars across mobile, desktop, and room systems. Zoom Rooms is the original software-based conference room solution used around the world in board, conference, huddle, and training rooms, as well as executive offices and classrooms. Founded in 2011, Zoom helps businesses and organizations bring their teams together in a frictionless environment to get more done. Zoom is a publicly traded company headquartered in San Jose, CA. us02web.zoom.us This talk is a talk of the (PMS)^2: Pavia-Milano Seminar series on Probability and Mathematical Statistics organized jointly by the universities Milano-Bicocca, Pavia, Milano-Politecnico and Milano-Statale. For more information see the dedicated webpage: https://paviamilanoseminars.wordpress.com/ Participation is free and welcome! Best regards, The organizers (Mario Maurelli, Carlo Orrieri, Maurizia Rossi, Margherita Zanella)

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Reminder - seminario di Sara Svaluto Ferro a Padova!
by Giorgia Callegaro 21 Feb '22

21 Feb '22

Carissimi, vi scrivo per ricordarvi che venerdì 25 febbraio 2022 Sara Svaluto Ferro terrà, alle 14.30, in presenza (aula 2BC30 del Dipartimento di Matematica dell'Università di Padova) ed online (Zoom), il seminario "*Signature processes in mathematical finance, an introduction*". Ulteriori info ed il link Zoom sono disponibili qui: https://www.math.unipd.it/~bianchi/seminari/ A presto, spero, grazie, Giorgia -- Giorgia Callegaro Associate 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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OSD2022-14th International Conference on Ordered Statistical Data
by malongob＠unina.it 20 Feb '22

20 Feb '22

Care colleghe e cari colleghi, ho il piacere di informarvi che il convegno internazionale OSD2022, 14th International Conference on Ordered Statistical Data, si terrà (finalmente in presenza) a Vietri sul Mare (SA) dal 24 al 27 maggio 2022. I dettagli del convegno sono reperibili all'indirizzo www.osd2022.unina.it Spero di incontrarvi numerosi per tale evento che sarà anche l'occasione per celebrare (in ritardo) il 70° compleanno del collega e caro amico Fabio Spizzichino, che tanto ha dato alla nostra comunità. Vi saluto caramente, Mariella Longobardi Dear Colleagues, I am glad to inform you that the International Conference OSD2022, 14th International Conference on Ordered Statistical Data will be held from 24th to 27th May 2022 in Vietri sul Mare (SA). Details can be found at website www.osd2022.unina.it I hope to meet all of you at the conference that will also be the occasion to celebrate (unfortunately on late, due to Covid19) Fabio Spizzichino's 70th birthday. Greetings and best regards, Mariella Longobardi Maria Longobardi, Ph.D. in Applied Mathematics Associate Professor of Probability and Mathematical Statistics E-mail: maria.longobardi(a)unina.it Dipartimento di Biologia Università degli Studi di Napoli FEDERICO II Via Cintia - 80126 Napoli - Italy Studio 114 - V livello del Dipartimento di Matematica e Applicazioni Tel. +39 081 675620

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PhD position in Applied Mathematics and Statistics, Göteborg, Sweden
by Umberto Picchini 19 Feb '22

19 Feb '22

We are looking for a doctoral student who would like to work in *any of the research areas* of the division of Applied Mathematics and Statistics <https://www.chalmers.se/en/departments/math/organisation/Pages/applied-math…> at Chalmers University of Technology an University of Göteborg, Göteborg, Sweden. A list of possible projects is given below. PhD salaries in Sweden are attractive. The following list includes a collection of possible projects that you can work in: Marina Axelson-Fisk: AI Support for Medical Decision Making <https://www.chalmers.se/sv/institutioner/math/organisation/Documents/PhD%20…> Tobias Gebäck, Alexei Heintz and Irina Pettersson: Multiscale models for wetting dynamics in porous materials <https://www.chalmers.se/sv/institutioner/math/organisation/Documents/PhD%20…> Philip Gerle: Universal differential equations for infectious disease modelling <https://www.chalmers.se/sv/institutioner/math/organisation/Documents/PhD%20…> Erik Kristiansson: Analysis of DNA sequences using artificial intelligence <https://www.chalmers.se/sv/institutioner/math/organisation/Documents/PhD%20…> Anders Logg: High-Performance High-Quality Automated Mesh Generation for Large-Scale City Modeling and Simulation <https://www.chalmers.se/sv/institutioner/math/organisation/Documents/PhD%20…> Serik Sagitov: Critical Galton-Watson processes with overlapping generations <https://www.chalmers.se/sv/institutioner/math/organisation/Documents/PhD%20…> Aila Särkkä: Spatio-temporal modelling combined with machine learning <https://www.chalmers.se/sv/institutioner/math/organisation/Documents/PhD%20… Spatio-temporal modelling combined with machine learning.pdf> Feel free to contact any of the people above or other people in the division that you might be interested in working with already before submitting your application. For full info, contact details and links to apply, please go to https://www.chalmers.se/en/about-chalmers/Working-at-Chalmers/Vacancies/Pag… <https://www.chalmers.se/en/about-chalmers/Working-at-Chalmers/Vacancies/Pag…> *Application deadline: February 25, 2022* * * -- _________________________________________________________ Umberto Picchini, Associate Professor, PhD, Docent https://umbertopicchini.github.io/ , twitter: @uPicchini

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seminar: "Combined analysis of spatially misaligned data using Gaussian fields and the stochastic partial differential equation approach.", Paula Moraga 22 February
by Umberto Picchini 19 Feb '22

19 Feb '22

You are welcome to the next Statistics seminar at Dept of Mathematical Sciences at Chalmers and Göteborg University. We are very glad to have, on Tuesday February 22, Paula Moraga <https://www.paulamoraga.com/> (KAUST) who will talk of: ///"Combined analysis of spatially misaligned data using Gaussian fields and the stochastic partial differential equation approach."/ //** paula moraga *About the speaker: *Paula Moraga <https://www.paulamoraga.com/> is an Assistant Professor of Statistics at King Abdullah University of Science and Technology (KAUST) and the Principal Investigator of the GeoHealth research group. Her research focuses on the development of innovative statistical methods and computational tools for geospatial data analysis and health surveillance, and the impact of her work has directly informed strategic policy in reducing disease burden in several countries. She has developed modeling architectures to understand the geographic and temporal patterns and identify targets for intervention of diseases such as malaria in Africa and cancer in Australia, and has worked on the development of a number of R packages for Bayesian risk modeling, detection of disease clusters, and risk assessment of travel-related spread of disease. // //* * *Abstract: *Spatially misaligned data are becoming increasingly common due to advances in both data collection and management in a wide range of scientific disciplines including the epidemiological, ecological and environmental fields. Here, we present a Bayesian geostatistical model for fusion of data obtained at point and areal resolutions. The model assumes that underlying all observations there is a spatially continuous variable that can be modeled using a Gaussian random field process. The model is fitted using the integrated nested Laplace approximation (INLA) and the stochastic partial differential equation (SPDE) approaches. In the SPDE approach, a continuously indexed Gaussian random field is represented as a discretely indexed Gaussian Markov random field (GMRF) by means of a finite basis function defined on a triangulation of the region of study. In order to allow the combination of point and areal data, a new projection matrix for mapping the GMRF from the observation locations to the triangulation nodes is proposed which takes into account the types of data to be combined. The performance of the model is examined via simulation when it is fitted to point, areal, and point and areal data combined to predict several simulated surfaces that can appear in real settings. The model is also applied to predict the concentration of fine particulate matter (PM2.5) in Los Angeles and Ventura counties, USA, during 2011. The results show that the combination of point and areal data provides better predictions than if the method is applied to just one type of data, and this is consistent over both simulated and real data. We conclude the approach presented may be a helpful advance in the area of spatial statistics by providing a useful tool that is applicable in a wide range of situations where information at different spatial resolutions needs to be combined. *Feel free to spread this announcement in your network.* * * *Where*: https://chalmers.zoom.us/j/64709763394 Password: 920248 ** **** *When*: Tuesday 22 February at 14.15-15.15*(Swedish time)*. ** -- _________________________________________________________ Umberto Picchini, Associate Professor, PhD, Docent https://umbertopicchini.github.io/ , twitter: @uPicchini

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Seminar José Figueroa Lopez in Verona, 23/2/22 at 12, Efficient Volatility Estimation for Lévy Processes with Jumps of Unbounded Variation
by Cecilia Mancini 16 Feb '22

16 Feb '22

José Figueroa Lopez Professor at the Washington University in St. Louis will give, both on site and on line, the SEMINAR Efficient Volatility Estimation for Lévy Processes with Jumps of Unbounded Variation Abstract. Statistical inference for stochastic processes based on high-frequency observations has been an active research area for more than a decade. One of the most well-known and widely studied problems is that of estimation of the quadratic variation of the continuous component of an Itô semimartingale with jumps. Several rate- and variance-efficient estimators have been proposed in the literature when the jump component is of bounded variation. However, to date, very few methods can deal with jumps of unbounded variation. By developing new high-order expansions of the truncated moments of a Lévy process, we construct a new rate- and variance-efficient estimator for a class of Lévy processes of unbounded variation, whose small jumps behave like those of a stable Lévy process with Blumenthal-Getoor index less than 8/5. The proposed method is based on a two-step debiasing procedure for the truncated realized quadratic variation of the process. Our Monte Carlo experiments indicate that the method outperforms other efficient alternatives in the literature in the setting covered by our theoretical framework. All interested people are warmly invited to participate Professor Figueroa-Lopez is visiting our department from February the 10th to March the 22nd, and from June the 15th to August the 15th For attendance via Zoom, please register at the following page, we will send you the meeting link: https://docs.google.com/forms/d/e/1FAIpQLSdJ6PccwEy8tSEngi0JMUKYEJ4yOHuuwur… Live attendance: the Department of Economics, via Cantarane 24, Vaona room. Due to the limited number of available seats, interested people should write an e-mail to: cecilia.mancini(a)univr.it<mailto:cecilia.mancini@univr.it>

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Scientific ASA 2022 conference on Data-Driven Decision Making
by Marta Nai Ruscone 15 Feb '22

15 Feb '22

Apologies for cross-posting.... Dear Colleagues, we would like to draw your attention to the upcoming Scientific ASA 2022 Conference on "Data-Driven Decision Making" that will be held at the University of Genoa (Italy), 12-14 September 2022. Attached is the Call for Paper. For further information and updates please visit the conference website asa2022.unige.it We are looking forward to Welcome you in Genova! Best Regards, Enrico di Bella and Corrado Lagazio (co-chairs of the Local Organising Commitee) *** --- *** <> Marta Nai Ruscone Department of Economics - DIEC University of Genova. Via Vivaldi, 5. 16100 Genova (GE). Italy

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International conference “Statistical Methods and Models for Complex - SAVE THE DATE!
by Alessandra Fabbri Colabich 11 Feb '22

11 Feb '22

*Si invia il seguente messaggio da parte della Direzione del Dipartimento di Scienze Statistiche dell'Università degli Studi di Padova:* *SAVE THE DATE!International conference “Statistical Methods and Models for Complex* Data”, *21-23 September 2022*, Padova, Italy The Department of Statistical Sciences of the University of Padova is organizing the international conference: “Statistical Methods and Models for Complex Data”. The conference will be held in Padova, Italy on 21-23 September 2022. The event is organized on the occasion of the 800th anniversary of the University of Padua and the last year of the excellence project of our department. The scientific program will include plenary sessions, with 45 minutes invited presentations from internationally recognized experts, followed by 25 minutes for interventions of two main discussants and informal moments of discussion and interaction between the participants. Partecipation of senior and young scientists involved in the developments of statistical methods and tools for complex data is strongly encouraged. The scientific program of the conference will be available as soon as possible on the website http://800years.stat.unipd.it, currently under development. For further information, please contact: 800years(a)stat.unipd.it

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Seminar in Statistics - GRAHAM CORMODE
by Pierpaolo De Blasi 11 Feb '22

11 Feb '22

SEMINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO <https://www.carloalberto.org/events/category/seminars/seminars-in-statistic…> Venerdi 18 Febbraio 2022, alle ore 12.00, presso il Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario: ------------------------------------------------ Speaker: *Graham Cormode* (University of Warwick) Title: *New Lower and Upper Bounds for Quantile Summary Algorithms* Abstract: Finding the median, or more generally quantiles, is a core problem in data analysis. The question has been heavily studied in streaming and related models of computation, for over four decades. In this talk I will present some recent advances: - Lower bounds for approximating quantiles in the deterministic comparison model, for additive error, which show that the best known algorithm is in fact optimal - Upper bounds for relative error epsilon-approximations of quantiles, which improves over previous results and exceed the best known lower bounds by only an O(log(1/e)3/2) factor. This covers joint work with Pavel Vesely, Justin Thaler, Edo Liberty and Zohar Karnin. ------------------------------------------------ Sarà possibile seguire il seminario anche in streaming: Join Zoom Meeting <https://us02web.zoom.us/j/88206863118?pwd=cmlHYzBXbW9NZ2JVYmtDbDNqNnFydz09> Meeting ID: 882 0686 3118 Passcode: 757710 Il seminario è organizzato dalla "de Castro" Statistics Initiative www.carloalberto.org/stats Cordiali saluti, Pierpaolo De Blasi -- Pierpaolo De Blasi University of Torino & Collegio Carlo Alberto carloalberto.org/pdeblasi <https://sites.google.com/a/carloalberto.org/pdeblasi/>

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Third Italian Meeting on Probability and Mathematical Statistics
by Tiziano Vargiolu 10 Feb '22

10 Feb '22

Dear Colleagues, we are pleased to recall some essential information about the Third Italian Meeting on Probability and Mathematical Statistics (Bologna, Italy, June 13th-16th, 2022) Important deadlines: - March 30, 2022: submission of Organized Session proposals (https://site.unibo.it/probstat/en/how-to-contribute) - March 30, 2022: submission of abstracts of all contributions (https://site.unibo.it/probstat/en/how-to-contribute) - April 7, 2022: notification of acceptance will be sent to the authors - April 21, 2022: early registration (with reduced fee) - May 19, 2022 intermediate registration Main links: Conference web site: https://site.unibo.it/probstat/en Guidelines for authors: https://site.unibo.it/probstat/en/how-to-contribute Plenary Speakers: https://site.unibo.it/probstat/en/about-1/plenary Registration: https://site.unibo.it/probstat/en/registration Accommodation: https://site.unibo.it/probstat/en/for-participants/accommodation Travel info: https://site.unibo.it/probstat/en/for-participants/travel Contacts: https://site.unibo.it/probstat/en/contacts We look forward meeting you soon. The Scientific Committee Claudia Ceci, Paolo Dai Pra, Antonio Di Crescenzo, Franco Fagnola, Marco Ferrante, Franco Flandoli, Antonio Lijoi, Domenico Marinucci, Andrea Pascucci, Franco Pellerey, Laura Sacerdote The Local Organizing Committee Fabio Antonelli, Elena Bandini, Massimo Campanino, Andrea Cosso, Marco Di Francesco, Alberto Lanconelli, Stefano Pagliarani, Andrea Pascucci, Pietro Rigo, Tiziano Vargiolu

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(PMS)^2 online talk: Michele Coghi, Monday February 14 at 17.30
by Carlo Orrieri 09 Feb '22

09 Feb '22

Dear colleagues, We are happy to announce the following online talk: Speaker: Michele Coghi (Università d Trento) Title: Rough McKean-Vlasov dynamics for robust ensemble Kalman filtering. Abstract: Motivated by the challenge of incorporating data into misspecified and multiscale dynamical models, we study a McKean-Vlasov equation that contains the data stream as a common driving rough path. This setting allows us to prove well-posedness as well as continuity with respect to the driver in an appropriate rough-path topology. The latter property is key in our subsequent development of a robust data assimilation methodology: We establish propagation of chaos for the associated interacting particle system, which in turn is suggestive of a numerical scheme that can be viewed as an extension of the ensemble Kalman filter to a rough-path framework. Finally, we discuss a data-driven method based on subsampling to construct suitable rough path lifts and demonstrate the robustness of our scheme in a number of numerical experiments related to parameter estimation problems in multiscale contexts. Based on arXiv:2107.06621 <https://arxiv.org/abs/2107.06621>. Date and time: Monday February 14, 17:30-18:30 (Rome time zone) Zoom link: https://us02web.zoom.us/j/88138955113?pwd=R1Vpa2xWVDlFc2pjUXIxSWpWU21LQT09 <https://us02web.zoom.us/j/88138955113?pwd=R1Vpa2xWVDlFc2pjUXIxSWpWU21LQT09> ID riunione: 881 3895 5113 Passcode: 672537 This talk is the second of the (PMS)^2: Pavia-Milano Seminar series on Probability and Mathematical Statistics organized jointly by the universities Milano-Bicocca, Pavia, Milano-Politecnico and Milano-Statale. Participation is free and welcome! (though limited to 100 participants for technical reasons) Best regards The organizers (Mario Maurelli, Carlo Orrieri, Maurizia Rossi, Margherita Zanella)

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Online workshop announcement
by Alessandra Micheletti 08 Feb '22

08 Feb '22

*Big Data challenges for Mathematics: state of the art and future perspectives* *Online webinar – February 25, 2022* The workshop will be held on the platform Zoom and will be streamed on YouTube. Participants who would like to follow the workshop in real time and participate to the discussion with the speakers are requested to register. See the web site of the workshop for registration, programme and additional information: *http://itn-bigmath.unimi.it/* <http://itn-bigmath.unimi.it/> *Aims of the workshop:* Nowadays the data deluge is the hallmark of a new kind of ‘Law of Large Numbers’ that builds intelligence from large, heterogeneous, noisy and, in general, complex data sets collected from mobile devices, the Internet of Things, software logs, automated medical devices, social media, and so many other data sources. The classical mathematical and statistical paradigms are often not applicable to current real-world problems, so there is a growing demand of new mathematical and statistical techniques to face such problems, able to shed some light on the often black-box techniques which are usually applied in such context and which characterise Deep Learning and, more generally, Artificial Intelligence. On the other side, since computers can not do everything by themselves, there is a growing need for new professional and scientific figures, the data scientists, that master a whole range of skills, ranging from data processing to sophisticated math tools and computational skills that are needed to extract the knowledge. The state of the art and future research perspectives in this framework will be highlighted and discussed in this webinar by the PhD students enrolled in the EU funded MSCA Project BIGMATH <http://itn-bigmath.unimi.it/> (grant n. 812912), starting from a set of challenging industrial case studies. Additionally some well known keynote speakers will introduce their point of view on possible future perspectives in different specific and quite hot subject areas related with the analysis of complex and big data. -- ------------------------------------ Alessandra Micheletti Associate Professor - Probability and Mathematical Statistics Dept. of Environmental Science and Policy - ESP Università degli Studi di Milano via Saldini 50, 20133 Milano, Italy phone: +39-02503-16130 fax: +39-02503-16090 https://alessandramichelettiwebpage.wordpress.com/

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Seminar by Sara Svaluto-Ferro in Padova.
by Giorgia Callegaro 07 Feb '22

07 Feb '22

Dear all, it's a pleasure to announce the next Probability and Finance seminar at the Department of Mathematics of the University of Padova, which will be held both *in presence* and online with the following details: - Date: 25 February 2022 - Speaker: Dr. Sara Svaluto-Ferro (Univ. of Verona) - Venue: Dept of Mathematics, Univ. of Padova, room 2BC30 - Zoom link: available at https://www.math.unipd.it/~bianchi/seminari/ - Title: "*Signature processes in mathematical finance, an introduction*" - Abstract: we will provide an introduction to the signature of a continuous semimartingale. This in particular includes its definition, its main properties, and an overview of (some) of its uses in financial mathematics. Thanks and hope to see you soon, Giorgia -- Giorgia Callegaro Associate 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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ERC funded postdoctoral position at University of Torino and Collegio Carlo Alberto
by Stefano Favaro 03 Feb '22

03 Feb '22

The Department ESOMAS at University of Torino and Collegio Carlo Alberto invites applications for a postdoctoral position within the European Research Council (ERC) project “Nonparametric Bayes and empirical Bayes for species sampling problems: classical questions, new directions are related issues”. The general area of interest is Statistics. Relevant details of the postdoctoral position ara available at the bottom of this letter. Deadline for applications: 22 FEBRUARY 2022 Information for applicants are available (only in Italian) at the Call for Applications https://pica.cineca.it/unito/assegni-di-ricerca-unito-2022-i/file/Bando%20d… <https://pica.cineca.it/unito/assegni-di-ricerca-unito-2022-i/file/Bando%20d…>. Within the Call for Applications, the postdoctoral position appears at page 24 under the title “Statistica Bayesiana non-parametrica e non-parametrica empirica per problemi di campionamento di specie”. Reference code: ESOMAS.2022.01. Applications are made only online - https://pica.cineca.it/unito/ <https://pica.cineca.it/unito/> - by selecting “Your Applications” in the box “Bando Assegni di ricerca - Tornata I 2022” (code TornataI2022). The application procedure is available in Italian/English, and it requires a CV, two reference letters and a research statement. Prospective candidates may contact directly Stefano Favaro - stefano.favaro(a)unito.it <mailto:stefano.favaro@unito.it> - for any information on the postdoctoral position and the application procedure. Best wishes Stefano Favaro **** Prospective candidates are expected to have experience on nonparametric statistics, within the classical (frequentist) and/or Bayesian paradigm, and they should preferably be holding a Ph.D. or being close to receiving one. The research shall be carried out in English. The duration of the contract is 24 months. Expected starting date in May 2022, but a different date may be arranged. The salary amounts to 46,000 Euros per year, including taxes and social charges, and considerable financial support to attend conferences and workshops will be granted. There are no teaching duties associated to the position. Abstract. Object of research are species sampling problems, whose importance has grown considerably in recent years driven by numerous applications in the broad area of biosciences, and also in machine learning, theoretical computer science and information theory. Within the broad field of species sampling problems, the research will be focussed on two research themes: i) the study of nonparametric Bayes and nonparametric empirical Bayes methodologies for classical species sampling problems, generalized species sampling problems emerging in biological and physical sciences, and question thereof in the context of optimal design of species inventories; ii) the use of recent mathematical tools from the theory of differential privacy to study the fundamental tradeoff between privacy protection of information, which requires to release partial data, and Bayesian learning in species sampling problems, which requires accurate data to make inference. **** -- Stefano Favaro University of Torino and Collegio Carlo Alberto http://sites.carloalberto.org/favaro/ <http://sites.carloalberto.org/favaro/>

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Prossimi seminari PRISMA
by Domenico Marinucci 01 Feb '22

01 Feb '22

Cari colleghi, scusandomi per eventuali ripetizioni, vi annuncio i prossimi due seminari della serie UMI-Prisma, che si svolgeranno online su piattaforma teams lunedì prossimo 7 febbraio dalle 16 alle 18: ------------------------------------------------------------------------------------------------------------------- Speaker: Ernesto De Vito, Dipartimento di Matematica e MaLGa Center, Università di Genova Title: Empirical risk minimization: old and new results Abstract: The first part of the talk is devoted to a brief introduction to supervised learning focusing on the regularised empirical risk minimization (ERM) on Reproducing Kernel Hilbert spaces. Though ERM achieves optimal convergence rates [1], it requires huge computational resources on high dimensional datasets. The second half of the talk is devoted to discuss some recent ideas where the hypothesis space is a low dimensional random space. This approach naturally leads to computational savings, but the question is whether the corresponding learning accuracy is degraded. If the random subspace is spanned by a random subset of the data, the statistical-computational tradeoff has been first explored for the least squares loss [2,3], for the least squares loss, then for self-concordant loss functions [4] , as the logistic loss, and, quite recently, for non-smooth convex Lipschitz loss functions [5], as the hinge loss. References: [1] Caponnetto, A. and De Vito, E. (2007). Optimal rates for the regularized least-squares algorithm. Foundations of Computational Mathematics, 7(3):331–368. [2] Rudi, A., Calandriello, D., Carratino, L., and Rosasco, L. (2018). On fast leverage score sampling and optimal learning. In Advances in Neural Information Processing Systems, pages 5672–5682. [3] Rudi, A., Camoriano, R., and Rosasco, L. (2015). Less is more: Nystrom computational regularization. In Advances in Neural Information Processing Systems, pages 1657–1665. [4] Marteau-Ferey, U., Ostrovskii, D., Bach, F., and Rudi, A. (2019). Beyond least-squares: Fast rates for regularized empirical risk minimization through self-concordance. arXiv preprint arXiv:1902.03046. [5] Andrea Della Vecchia, Jaouad Mourtada, Ernesto De Vito, Lorenzo Rosasco, Regularized ERM on random subspaces arXiv:2006.10016 Speaker: Alessandro Rudi, ENS Paris Title: "Representing non-negative function with applications to non-convex optimization and beyond" Abstract: In this talk we present a rather flexible and expressive model for non-negative functions. We will show direct applications in probability representation and non-convex optimization. In particular, the model allows to derive an algorithm for non-convex optimization that is adaptive to the degree of differentiability of the objective function and achieves optimal rates of convergence. Finally, we show how to apply the same technique to other interesting problems in applied mathematics that can be easily expressed in terms of inequalities. References: Ulysse Marteau-Ferey , Francis Bach, Alessandro Rudi. Non-parametric Models for Non-negative Functions. https://arxiv.org/abs/2007.03926 Alessandro Rudi, Ulysse Marteau-Ferey, Francis Bach. Finding Global Minima via Kernel Approximations. https://arxiv.org/abs/2012.11978 ------------------------------------------------------------------------------------------------------------------------------ Il link teams per partecipare è il seguente: https://teams.microsoft.com/l/meetup-join/19%3a667d2414be564c5d8fba30acffeb… Grazie e saluti, Domenico Marinucci -- @@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@ Domenico Marinucci Dipartimento di Matematica Università di Roma Tor Vergata https://www.mat.uniroma2.it/~marinucc/ @@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@

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Seminario Probabilità Tor Vergata
by Domenico Marinucci 01 Feb '22

01 Feb '22

Cari colleghi vi annuncio il seguente seminario di Probabilità in presenza. Speaker: Michele Stecconi, University of Nantes Title: Gaussian fields in random real algebraic geometry Abstract: I will describe the behaviour of the singularities of random real algebraic varieties. This will serve as a reference example to introduce some general methods to study topological and differential geometric properties of smooth random fields. Aula Dal Passo, Edificio Sogene, Giovedì 3 Febbraio Ore 16 Grazie per l'attenzione, Domenico Marinucci -- @@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@ Domenico Marinucci Dipartimento di Matematica Università di Roma Tor Vergata https://www.mat.uniroma2.it/~marinucc/ @@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@

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posizione RTDA in MAT06 Università di Trieste
by Francesco Caravenna 31 Jan '22

31 Jan '22

Ricevo e inoltro. > Da: marco barchiesi <mbarchiesi(a)units.it> > Oggetto: posizione RTDA in MAT06 Università di Trieste > Data: 31 gennaio 2022 17:54:27 CET > A: undisclosed-recipients:; > > Gentili colleghi, > > E' stata bandita una posizione RTDA in Probabilità e Statistica presso l'Università di Trieste, > Dipartimento di Matematica e Geoscienze. Vi chiedo gentilmente di diffondere l'informazione > presso i vostri gruppi di ricerca, qualora qualche giovane fosse interessato. > Qui il link con la descrizione della posizione e il relativo bando (scadenza 14 Febbraio): > https://web.units.it/node/43638/ricerca/pub <https://web.units.it/node/43638/ricerca/pub> > > Il bando è reperibile anche sulla pagina del Miur: > https://bandi.miur.it/jobs.php/public/job/id_job/89044 <https://bandi.miur.it/jobs.php/public/job/id_job/89044> > > Cordiali saluti, > Marco Barchiesi

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Bando RTD-b in MAT/06 - Università degli Studi di Perugia, Dip. di Matematica e Informatica - scadenza 22 marzo 2022
by Alessandra Cretarola 31 Jan '22

31 Jan '22

Salve a tutti, vi segnalo l'uscita del seguente bando per una posizione di RTD-b nel SSD MAT/06 presso il Dipartimento di Matematica e Informatica dell'Università degli Studi di Perugia. Tutti i dettagli del bando si trovano al seguente link: https://www.unipg.it/ateneo/concorsi/procedure-di-valutazione-comparativa-r… La scadenza per la presentazione delle domande è il 22 marzo 2022. Cordiali saluti a tutti, Alessandra Cretarola [cid:D672B847-338D-490C-9127-DD1AAD2C18A4] Alessandra Cretarola Professore Associato Dipartimento di Matematica e Informatica Stanza 307, Piano III Via Vanvitelli, 1 06123 Perugia, tel. 0755855021

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Advanced school on ROBUST STATISTICS: FOUNDATIONS AND RECENT DEVELOPMENTS
by Francesca Greselin 31 Jan '22

31 Jan '22

The III International School on Classification and Data Analysis ROBUST STATISTICS: FOUNDATIONS AND RECENT DEVELOPMENTS <https://rsfd.lakecomoschool.org/> organized under the auspices of CLADAG <http://cladag.it/about/>, ERS-IASC <https://iasc-isi.org/ers-mission/>, and the University of Milano-Bicocca, will be held - in presence - on 2-6 May 2022 in the awesome location of Villa del Grumello <https://www.villadelgrumello.it/it/>, on the shore of Como <https://www.lakecomo.is/it/>Lake <https://www.lakecomo.is/it/> (Como, Italy). Lecturers *Anthony Atkinson* <https://www.researchgate.net/profile/Anthony_Atkinson3> *, London School of Economics, UK**Agustin Mayo-Iscar* <https://www.researchgate.net/profile/Agustin_Mayo> *, University of Valladolid, ES**Marco Riani* <https://www.researchgate.net/profile/Marco_Riani>*, University of Parma, IT* *Francesca Greselin* <https://www.researchgate.net/profile/Francesca-Greselin>*,** University of Milano-Bicocca, IT* The school is designed for postgraduate development for researchers and professional data analysts. Registration is now open <https://rsfd.lakecomoschool.org/registration> and it will close on April 2nd, 2022. To foster active interaction among students and instructors, the school is targeted for a class of at most 30 qualified and selected participants. A few rooms for participants are available in the guest house of Villa del Grumello. Attached you will find the Call for Application. Thank you for your attention, Francesca Greselin

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PhD position opening in probability/statistical mechanics in Vienna (TU Wien)
by Prof. Fabio Toninelli 28 Jan '22

28 Jan '22

Dear colleagues, would you kindly forward the announcement below to (strong and motivated) master students interested in a PhD thesis in probability theory/statistical mechanics in Vienna? Thanks in advance Fabio Toninelli A PhD position in Probability and Statistical Mechanics is open at the Technical University of Vienna. Research topics include: random interface models, stochastic interface growth, Markov dynamics of spin systems and dimer models. The position is funded by the Austrian Science Fund (FWF) via the recently funded project "Random Surfaces: growth, fluctuations and universality". The research program will be carried out under the supervision of the principal investigator, Prof. Fabio Toninelli. The PhD program offers the opportunity to interact with the international research partners of the FWF project and, more broadly, with the Vienna probability and mathematical physics communities. DEADLINE: March 4, 2022 Requirements: Master degree (obtained or to be obtained soon) Salary: 2294 euros/month brutto, 14x per year (around 23718 euros/year netto). Health and pension benefits are included. Starting period: Autumn 2022 Duration: three years Teaching obligations: none How to apply: send your application (motivation letter, CV, Course transcripts, copy of master degree (if already available), Reference letter(s) or contact information for references) to fabio.toninelli(a)tuwien.ac.at For information on the PI, please visit the following webpage: https://toninellifabio.wixsite.com/homepage <https://toninellifabio.wixsite.com/homepage> For information on the FWF project "Random Surfaces: growth, fluctuations and universality", visit the following webpage: https://toninellifabio.wixsite.com/homepage/projects <https://toninellifabio.wixsite.com/homepage/projects> -- Prof. Dr. Fabio Toninelli Technical University of Vienna Institut für Stochastik und Wirtschaftsmathematik Wiedner Hauptstrasse 8-10, 1040 Wien, Austria Office: 6th floor, green area. tel: +43-1-58801-10570 https://toninellifabio.wixsite.com/homepage

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Fwd: Assistant Professor Position at Durham University
by Bisi, Elia 28 Jan '22

28 Jan '22

FYI ————————— Elia Bisi Assistant Professor (non-TT) Technische Universität Wien Research Unit Mathematical Stochastics https://eliabisi.com ---------- Forwarded message ---------- From: CHHITA, SUNIL <sunil.chhita(a)DURHAM.AC.UK> Date: 26 Jan 2022, 18:56 +0100 To: APPLIEDPROB(a)JISCMAIL.AC.UK <APPLIEDPROB(a)JISCMAIL.AC.UK> Subject: Assistant Professor Position at Durham University Dear Friends and Colleagues, Apologies if you receive more than one copy of this message. We are currently advertising a new faculty position (Assistant Professor) in probability, stochastic analysis, or a related area, to join the probability group<http://www.maths.dur.ac.uk/PiNE/prob_at_dur.html> at Durham University<https://www.dur.ac.uk/mathematical.sciences/>, UK. The closing date for applications is 13th February 2022. Please see the links for more details: https://durham.taleo.net/careersection/jobdetail.ftl?job=22000104&lang=en Please pass this on to anyone who you think might be interested. Best wishes Sunil

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Seminario di Stefano Favaro, venerdì 28 gennaio ore 11:30 - 12:30, cambio piattaforma
by Antonio Pievatolo 28 Jan '22

28 Jan '22

Il seminario si terrà su Google Meet a questo link: https://meet.google.com/kdz-entz-oxo Purtroppo è richiesto un account Google per partecipare. Ci scusiamo dell'inconveniente. Antonio Pievatolo %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% Annuncio di seminario online Stefano Favaro, Università di Torino e CNR-IMATI Learning-augmented count-min sketches via Bayesian nonparametrics ven 28 gen 2022 11:30 - 12:30 (CET) The count-min sketch (CMS) is a time and memory efficient randomized data structure that provides estimates of tokens’ frequencies in a data stream, i.e. point queries, based on randomly hashed data. Learning-augmented CMSs aim at improving the CMS by means of learning models that allow to better exploit data properties. We focus on the learning-augmented CMS of Cai, Mitzenmacher and Adams (NeurIPS, 2018), which relies on Bayesian nonparametric (BNP) modeling of a data stream via Dirichlet process (DP) priors; this is refereed to as the CMS-DP. We present a novel and rigorous approach of the CMS-DP, and we show that it allows to consider more general classes of nonparametric priors than the DP prior. We apply our approach to develop a novel learning-augmented CMS under power-law data streams, which relies on BNP modeling of the stream via Pitman-Yor process (PYP) priors; this is referred to as the CMS-PYP. Applications to synthetic data and real data show that the CMS-PYP outperfo rms both the CMS and CMS-DP in the estimation of low-frequency tokens; this is known to be a critical feature in natural language processing, where it is indeed common to encounter power-law data. Partecipa alla mia riunione da computer, tablet o smartphone. https://global.gotomeeting.com/join/148172789 Puoi accedere anche tramite telefono. (Per i dispositivi supportati, tocca un numero one-touch sotto per accedere immediatamente.) Italia: +39 0 230 57 81 80 - One-touch: tel:+390230578180,,148172789# Codice accesso: 148-172-789 È la prima volta che usi GoToMeeting? Scarica subito l'app e preparati all'inizio della tua prima riunione: https://global.gotomeeting.com/install/148172789 -- Dr Antonio Pievatolo CNR IMATI Phone: +39 02 23699 520 https://www.imati.cnr.it/mypage/people/PievatoloAntonio.htm _______________________________________________ Random mailing list Per informazioni e per disiscriversi: https://fields.dm.unipi.it/listinfo/random Per contattare gli amministratori: random-admin(a)fields.dm.unipi.it Per inviare un messaggio alla mailing list: Random(a)fields.dm.unipi.it Archivio dei messaggi inviati: https://fields.dm.unipi.it/pipermail/random

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Call for international student - 4th year of the Galileian School of Higher Education, Padova, Italy
by Tiziano Vargiolu 28 Jan '22

28 Jan '22

Please see the complete application at http://www.unipd-scuolagalileiana.it/en/content/call-international-students Deadline: March 14, 2022 Please circulate to anyone who could be interested. Highlights here below: --------------------------------------------------------------------- The University of Padova, one of the most ancient universities in the world, has a long tradition in the promotion of the excellence of its students, regardless of their nationality, gender, beliefs, or interests. Accordingly, the University of Padova promotes a program of excellence, the Galilean School of Higher Education, reserved to the best students enrolled at the University of Padova. At the Galilean School of Higher Education, students are recruited in the areas of Humanities (Classe di Scienze Morali), Natural Sciences (Classe di Scienze Naturali) and Social Sciences (Classe di Scienze Sociali). In addition to the regular students, the Galilean School of Higher Education recruits every year up to four highly-motivated international students, who can enroll in a 2-years program towards the Masters Degree (Second Cycle Degree, Laurea Magistrale). The University of Padova offers several Second Cycle Degree (Laurea Magistrale) programs that are entirely taught in English; also, several internal courses of the Galilean School are delivered in English. The School can provide a dedicated course for international students to learn Italian, and give support for learning other languages. This call is reserved to non-Italian citizens, residing outside Italy. Applicants must: 1. be eligible for enrolling in the 1st year of a Second Cycle Degree Course (Laurea Magistrale) of the University of Padova. Please bear in mind that the successful completion of the pre-enrolment to the chosen Second Cycle Degree Course is required to have your application for the Galilean School examined. Applicants who have not completed their Second Cycle Degree Course application alongside their Galilean School application by the indicated deadlines will be automatically excluded from the selection; 2. hold a Bachelor degree (or be expected to obtain one before July 31st or September 30th 2022, depending on the Course chosen at the University of Padova) and not be older than 26 at the time of application; 3. have completed the online application to pre-enroll in at least one Second Cycle Degree Course at the University of Padova on their personal area on apply.unipd.it within March 7th 2022 (please check carefully the deadline for the Course youre interested in, as for some courses the deadline is February 2nd) 4. send the documents required to apply to the selection for the Galilean Schools Call for international students between January 24th 2022 and March 14th 2022 BENEFITS FOR ADMITTED STUDENTS 1. The School will provide free room and board in the University student houses and canteens. 2. The School will reimburse one round trip ticket from/to the country of origin (economy class) up to 1.500,00 Euros for each Academic Year, and cover the cost of books and miscellaneous documented expenses of educational nature (up to 1.000,00 Euros over the 2-years stay) and the expenses for study and research trips authorized by the Class Coordinator (up to 1.500,00 Euros over the 2-years stay). 3. The School assigns a grant up to 5.000,00 Euros for each Academic Year to the admitted students, as a contribution towards personal living expenses. 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 -------------------------------------------------------------------------- ---------- Forwarded message ---------- Date: Tue, 25 Jan 2022 08:58:39 +0100 From: lucchini(a)math.unipd.it To: users(a)math.unipd.it Subject: Bando per studenti internazionali ingresso al 4^ anno della SGSS a.a. 2022-23 Cari colleghi Il bando ? visibile al link : I candidati potranno fare domanda on-line da oggi fino al 14 marzo 2022. Vi ringrazio se darete la massima diffusione di questa notizia. Cordialmente Andrea Lucchini

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Assegno di ricerca a Pavia - SECS-S/06
by benedetta.ferrario 28 Jan '22

28 Jan '22

E' stato pubblicato il bando per un assegno di ricerca di tipo A per lo svolgimento di attività di ricerca in METODI MATEMATICI PER L'ANALISI DEI MERCATI FINANZIARI - s.s.d. *SECS-S/06* - presso il Dipartimento di Scienze Economiche ed Aziendali dell'Università di Pavia http://www-assegni.unipv.it/bandi-ateneo-tipo-a/ (cod. assegno A5) Durata: 1 anno (rinnovabile) *Scadenza*: ore 12:00 del giorno 28/02/2022 Grazie per l'attenzione Benedetta

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Fwd: Postdoc d'1 an à Lille (Institut Mines Télécom)
by Giovanni Conforti 26 Jan '22

26 Jan '22

Buongiorno, Inoltro questa offerta di PostDoc su richiesta di D.Coupier. Cordiali Saluti Giovanni Conforti ---------- Forwarded message --------- Da: giovanni conforti <giovanni.conforti(a)polytechnique.edu> Date: mer 26 gen 2022 alle ore 10:32 Subject: Fwd: Postdoc d'1 an à Lille (Institut Mines Télécom) To: Giovanni Conforti <giovanniconfort(a)gmail.com> Begin forwarded message: *From: *David COUPIER <david.coupier(a)imt-nord-europe.fr> *Subject: **Postdoc d'1 an à Lille (Institut Mines Télécom)* *Date: *11 January 2022 at 10:08:39 CET *To: *"Conforti Giovanni (M.)" <giovanni.conforti(a)polytechnique.edu> *Reply-To: *David COUPIER <david.coupier(a)imt-nord-europe.fr> Bonjour Giovanni, J'ai une annonce de postdoc à diffuser sur la liste Random(a)mail.dm.unipi.it. Pourrais-tu stp faire suivre le message ci-dessous ainsi que la pièce jointe ? Merci bcp pour ton aide, David %%%%%%%%%%%%%%%%%%%%%%%%% Postdoc d'1 an à Lille (Institut Mines Télécom) Un postdoc d'1 an est à pourvoir à l'Institut Mines Télécom Nord Europe (site de Lille) à partir de septembre 2021 avec David Coupier et financé par l'ANR GrHyDy. Thème : graphes aléatoires géométriques en Euclidien et hyperbolique. Plus d'informations en pièce jointe. -- ------------------------------------------------------- David Coupier Professeur des Universités en Mathématiques Institut Mines Télécom Nord Europe https://sites.google.com/view/pageprodedavidcoupier/accueil -------------------------------------------------------

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Borse di dottorato MathInParis2020, candidature fino al 13 febbraio 2022
by Lorenzo Zambotti 26 Jan '22

26 Jan '22

Ricevo e inoltro. —— Dear colleagues, The call for applications of the FSMP's international doctoral training program in Mathematical Sciences MathInParis2020, cofunded by European Commission's Marie Sklodowska-Curie Actions, is still open until Sunday February 13th 2022 at 11:59 p.m., Paris time. The program offers 20 PhD fellowships in mathematics or fundamental computer science for academic year 2022-2023. The positions are located in Paris. Offer description: https://sciencesmaths-paris.fr/en/nos-programmes-en/mathinparis2020 Application form: https://applications.sciencesmaths-paris.fr/en/2018-call-for-mathinparis-fe… Feel free to circulate this message to your contacts. Best regards,

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Open positions at Ulm University (fwd)
by Tiziano Vargiolu 25 Jan '22

25 Jan '22

---------- Forwarded message ---------- Date: Tue, 25 Jan 2022 13:44:01 +0100 From: Robert Stelzer <robert.stelzer(a)uni-ulm.de> To: Verborgene_Empfaenger: ; Subject: Open positions at Ulm University Dear Colleagues and Friends, We are currently looking for talented young researchers interested to work in areas like data science, statistics of stochastic processes/fields, stochastic analysis, financial mathematics or time series analysis. Please find at https://stellenangebote.uni-ulm.de/jobposting/18dd01d46d0971e9d8b59fb85e063… German version: https://stellenangebote.uni-ulm.de/jobposting/26b75306e288cff3e6326a7a8adff… the announcement for an open position as a PhD student (academic employee) and at https://stellenangebote.uni-ulm.de/jobposting/69e41b1a9be1b4daa01907c5656fd… German version: https://stellenangebote.uni-ulm.de/jobposting/85e071ba27bd6d56510fd8ec3ca28… the announcement for an open position as a Postdoc (academic employee) at the Institute of Mathematical Finance at Ulm University starting April 2022 or later. It would be very kind if you would bring it to the attention of possible candidates. Thank you very much for your help! Best Regards, Robert Stelzer For the Institute of Mathematical Finance we are looking for an Academic employee (m/f/d) The institute of Mathematical Finance carries out cutting edge research in selected areas of Statistics, Data Science, Financial Mathematics and Stochastic processes collaborating on an international level. Of particular importance in the research projects is the combination of challenging mathematics with relevant current questions from applications. Within our research projects we are looking for an outstanding junior scientist full of curiosity, enthusiasm for mathematics and its applications and being interested in further scientific qualification in the form of a doctoral degree. It is strongly intended to increase the extent of the position by the acquisition of additional funding. YOUR PROFILE: * A very good master degree in a mathematical field of study or a comparable degree * Interest in research in areas like data science, statistics of stochastic processes/fields, stochastic analysis, financial mathematics or time series analysis and appropriate previous experiences * Commitment, ability to work in teams and interest in interdisciplinary cooperation * Interest in didactics and high-quality teaching * Willingness to pursue a PhD degree * Very good command of English and ability to teach in English YOUR RESPONSIBILITIES: * Contribution to the teaching and supervision duties of the institute, the formal teaching load is two hours per semester and week * Participation in the research projects of the institute: Within the project ?PAC Bayesian bounds for light cone, neighborhood, and trajectories data? led by PD Dr. Imma Curato or within the research group of Prof. Dr. Robert Stelzer * Own further scientific qualification (PhD studies) Seize the opportunity and join us in shaping the future of the University! Ulm University with its more than 10,000 students offers varied professional tasks in a highly innovative research, teaching and work environment, at the same time facilitating the reconciliation of work and family in many ways. We seek to increase the proportion of women in research and teaching and particularly encourages qualified female scientists to apply for this position. Severely disabled applicants with equal aptitude will be given preferential consideration. > Scope: Part-time 50% > Temporary: inital contract for three years > Remuneration: TV-L EG 13 > Start: from 01.04.2022 or later For the Institute of Mathematical Finance we are looking for an Academic employee (m/f/d) The institute of Mathematical Finance carries out cutting edge research in selected areas of Statistics, Data Science, Financial Mathematics and Stochastic processes collaborating on an international level. Of particular importance in the research projects is the combination of challenging mathematics with relevant current questions from applications. Within our research projects we are looking for an outstanding junior scientist with a doctoral degree (postdoc) full of curiosity, enthusiasm for mathematics and its applications and being interested in further scientific qualification, e.g. in the form of a habilitation. YOUR PROFILE: * A very good doctoral degree (PhD) in mathematics or a comparable degree * Interest in research in areas like data science, statistics of stochastic processes/fields, stochastic analysis, financial mathematics or time series analysis and appropriate previous experiences * Commitment, ability to work in teams and interest in interdisciplinary cooperation * Interest in didactics and high-quality teaching * Willingness to work on one?s own scientific qualification * Very good command of English and ability to teach in English YOUR RESPONSIBILITIES: * Contribution to the teaching and supervision duties of the institute, the formal teaching load is four hours per semester and week * Participation in the research projects of the institute: Within the project ?PAC Bayesian bounds for light cone, neighborhood, and trajectories data? led by PD Dr. Imma Curato or within the research group of Prof. Dr. Robert Stelzer * Own further scientific qualification (e.g. habilitation) Seize the opportunity and join us in shaping the future of the University! Ulm University with its more than 10,000 students offers varied professional tasks in a highly innovative research, teaching and work environment, at the same time facilitating the reconciliation of work and family in many ways. We seek to increase the proportion of women in research and teaching and particularly encourages qualified female scientists to apply for this position. As a rule, full-time positions can be split. Severely disabled applicants with equal aptitude will be given preferential consideration. > Scope: fulltime > Temporary: inital contract for two years > Remuneration: TV-L EG 13 > Start: from 01.04.2022 or later > Reference no.: 22015 > Application deadline: 20.02.2022 Hiring is done by the Central University Administration. Your contact for further information: Prof. Robert Stelzer, phone +49 731 50-23520 We look forward to your application via our online application portal. -- +++++++++++++++++++++++++++++++++++++++++ Prof. Dr. Robert Stelzer Institute of Mathematical Finance Ulm University Helmholtzstra?e 18 89081 Ulm Germany Phone: +49 731 50 23520 Fax: +49 731 50 31096 Email: robert.stelzer(a)uni-ulm.de http://www.uni-ulm.de/mawi/finmath/people/stelzer.html

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Bando RTDB MAT/06 presso il Dipartimento di Matematica, Politecnico di Milano
by Federico Bassetti 25 Jan '22

25 Jan '22

Vi segnalo il seguente bando per una posizione di RTDB nel s.s.d. MAT/06, presso il Dipartimento di Matematica, Politecnico di Milano. https://www.polimi.it/index.php?id=6196&tx_wfqbe_pi1[ID]=771 https://www.polimi.it/fileadmin/user_upload/Lavora-con-noi/allegati_ricerca… La scadenza è il 27-1-2022. Cordiali saluti, Federico Bassetti

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full-time faculty position in Belgium
by Daniela De Canditiis 25 Jan '22

25 Jan '22

dear all, The Research unit Statistics and Risk at KU Leuven in Belgium (department of Mathematics <https://wis.kuleuven.be/>, Faculty of Science) invites applications for an (open rank) full-time faculty position in the areas of risk management, financial mathematics, financial statistics or mathematical statistics. Full details are listed in the vacancy <https://www.kuleuven.be/personeel/jobsite/jobs/60076014?hl=en&lang=en>, which closes on Feb 28, 2022. Best regards -- Daniela De Canditiis, PhD Istituto per le Applicazioni del Calcolo "M.Picone" (CNR) via dei Taurini, 19 -- 00185 Roma, Italy tel: +39 06 49937342 fax: +39 06 4404306 http://www.iac.rm.cnr.it/~danielad/

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Post-doc position in Statistics at University of Padua
by Sara Pillan 25 Jan '22

25 Jan '22

The Department of Statistical Sciences of the University of Padua is advertising a *Research Grant *for PhD graduates or graduates with a master’s degree in *Statistics*. The purpose of this research grant, which shall last for *16 months*, is to carry out research activity into developing statistical models for high dimensional data following approaches both frequentist and Bayesian. Often a large number of quantitative, qualitative or mixed variables are available and in dealing with them in statistical models requires attention to computational and statistical problems such as the curse of dimensionality. In many cases objective methods are required, but in many fields, e.g., marketing, sociological or biomedical analysis, subjective or a priori information is available, which can be included in the modeling and estimation procedures. The complete call is available at https://www.stat.unipd.it/assegno-di-ricerca-di-tipo-resp-scientifico-prof-… The call will expire on February 14th, 2022. The application may only be submitted by completing the online procedure available at https://pica.cineca.it/unipd/ Best regards, the administrative secretariat -- Research Office - Department of Statistical Sciences University of Padua Via Cesare Battisti 241 - 35121 Padova tel. +39 049 8274125 / +39 049 8274167 www.stat.unipd.it

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Position: Professor in risk management, financial mathematics, financial statistics or mathematical statistics (KU Leuven)
by Ilaria Prosdocimi 25 Jan '22

25 Jan '22

Inoltro su richiesta del dipartimento di Matematica della KU Leuven (Belgio): The Faculty of Science at KU Leuven (Belgium) invites applications for a full-time faculty position in the areas of risk management, financial mathematics, financial statistics or mathematical statistics. Candidates should hold a Ph.D. in mathematics or statistics, or an equivalent degree. Applicants are expected to develop research activities at the forefront of the international research community in one or more of the mentioned fields, and must demonstrate excellence in research and very good teaching skills. The rank of the appointment will depend on the applicant's research and teaching record. The deadline for applying is February 28, 2022. More info on https://www.kuleuven.be/personeel/jobsite/jobs/60076014?hl=en&lang=en.

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Seminario di Stefano Favaro, venerdì 28 gennaio ore 11:30 - 12:30
by Antonio Pievatolo 25 Jan '22

25 Jan '22

Annuncio di seminario online Stefano Favaro, Università di Torino e CNR-IMATI Learning-augmented count-min sketches via Bayesian nonparametrics ven 28 gen 2022 11:30 - 12:30 (CET) The count-min sketch (CMS) is a time and memory efficient randomized data structure that provides estimates of tokens’ frequencies in a data stream, i.e. point queries, based on randomly hashed data. Learning-augmented CMSs aim at improving the CMS by means of learning models that allow to better exploit data properties. We focus on the learning-augmented CMS of Cai, Mitzenmacher and Adams (NeurIPS, 2018), which relies on Bayesian nonparametric (BNP) modeling of a data stream via Dirichlet process (DP) priors; this is refereed to as the CMS-DP. We present a novel and rigorous approach of the CMS-DP, and we show that it allows to consider more general classes of nonparametric priors than the DP prior. We apply our approach to develop a novel learning-augmented CMS under power-law data streams, which relies on BNP modeling of the stream via Pitman-Yor process (PYP) priors; this is referred to as the CMS-PYP. Applications to synthetic data and real data show that the CMS-PYP outperforms both the CMS and CMS-DP in the estimation of low-frequency tokens; this is known to be a critical feature in natural language processing, where it is indeed common to encounter power-law data. Partecipa alla mia riunione da computer, tablet o smartphone. https://global.gotomeeting.com/join/148172789 Puoi accedere anche tramite telefono. (Per i dispositivi supportati, tocca un numero one-touch sotto per accedere immediatamente.) Italia: +39 0 230 57 81 80 - One-touch: tel:+390230578180,,148172789# Codice accesso: 148-172-789 È la prima volta che usi GoToMeeting? Scarica subito l'app e preparati all'inizio della tua prima riunione: https://global.gotomeeting.com/install/148172789 -- Dr Antonio Pievatolo CNR IMATI Phone: +39 02 23699 520 https://www.imati.cnr.it/mypage/people/PievatoloAntonio.htm

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PhD in Statistics & Computer Science @Bocconi - scadenza domande
by Antonio Lijoi 24 Jan '22

24 Jan '22

Care/i tutte/i, ricordo l'imminente scadenza dell'1 febbraio per la presentazione delle domande di ammissione al dottorato di ricerca in Statistics and Computer Science presso l'Università Bocconi (a.a. 2022-2023). Vi sarei grato se voleste portare all'attenzione di vostri studenti interessati l'annuncio riportato di seguito. Saluti, AL ******************* PhD in Statistics and Computer Science - a.y. 2022-2023 Call for applications for PhD student positions ******************* The Bocconi PhD School provides 7 scholarships for the PhD in Statistics and Computer Science, and a position with tuition waiver. * Scholarship amount * 20,000 euros per annum Further funding may be available through teaching and research assistantship. Visit www.unibocconi.eu/admissionphd for detailed information. ** Applications are due by February 1, 2022 ** Within the PhD School at Bocconi University, the four-year PhD program in Statistics and Computer Science is a high profile and rigorous doctoral program that develops strong mathematical, statistical, computational and programming backgrounds. The curriculum is structured into two tracks: Statistics and Computer Science. The first year includes courses that are compulsory for all enrolled PhD students. The second-year features track-specific and elective courses that provide students with a more specialized competence and focus on topics that may be the object of the doctoral dissertation. Dedicated mentorship is offered to students throughout their time at Bocconi. Multidisciplinary interchange with other graduate programs in Bocconi’s PhD School, as well as research experience abroad, are also encouraged. The Faculty includes internationally acknowledged top researchers in Statistics, Computer Science, Mathematical Analysis, Decision Theory, Statistical Physics and Machine Learning. The program also benefits from contributions of authoritative visiting professors who deliver short monographic courses. Highly qualified and motivated students with M.Sc. degrees in Statistics, Mathematics, Computer Science, Economics, Physics, Engineering and related areas, as well as other quantitatively-oriented fields, are encouraged to apply for admission. Applicants should hold, or be on their way to hold, a graduate degree or equivalent. For further information about the PhD program in Statistics and Computer Science at Bocconi, visit www.unibocconi.eu/phdstatscompscience and feel free to contact: Antonio Lijoi (antonio.lijoi(a)unibocconi.it) Angela Baldassarre, PhD administrative assistant (angela.baldassarre(a)unibocconi.it)

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PhD position + Junior Lecturer positions in Mathematics at Vrije Universiteit Amsterdam
by Alessandro Zocca 24 Jan '22

24 Jan '22

Dear colleagues, The Vrije Universiteit Amsterdam is advertising two fixed-term positions for candidates who hold (or are about to complete) an MSc. One call is open for candidates interested in pursuing a PhD in Mathematics, and at the same time contributing to the educational program of the department. This fully-funded position is for 6 years (50% research, 40% teaching, 10% organisational activities) https://workingat.vu.nl/ad/phd-junior-lecturer-in-mathematics/m2mavn Note that this open position is not attached to any specific project, but candidates must discuss in advance topics with a perspective supervisor. I would be pleased to supervise students on a topic at the intersection of applied probability, stochastic optimization, and applications to complex networks (email me at a.zocca(a)vu.nl for further information). A second call is open for a junior lecturer position without a research component (100% teaching and organisational activities). This fully-funded position is for 4 years. https://workingat.vu.nl/ad/junior-lecturer-in-mathematics/7jq030 Both calls close on March 1st, 2022. Applications received by e-mail will not be processed. General enquiries on the calls can be sent to Daniele Avitabile: d.avitabile(a)vu.nl Best, Alessandro ================================= Alessandro Zocca (he/his) Assistant Professor Vrije Universiteit Amsterdam Department of Mathematics https://alessandrozocca.github.io/

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Seminar Dr Moises Rodriguez Madrena - Roma Tre University
by Francesco Cesarone 24 Jan '22

24 Jan '22

Dear All, we are happy to invite you to the seminar of Dr. Moises Rodriguez Madrena (Universidad de Sevilla - Facultad de Matemáticas) that will take place on Thursday, January 27, 15:00-16:00. The seminar will be held in-person room 18 (Aula 18) of the Department of Business Studies of Roma Tre University (Via Silvio D'Amico, 77 00145 - Roma, Italy), and online via Teams. For security reasons, please send an email to francesco.cesarone(a)uniroma3.it<mailto:francesco.cesarone@uniroma3.it> if you want to attend the seminar in person. We are looking forward to seeing you! Francesco Cesarone ================================================================ Date and time: January 27 (Thursday), 15:00 pm Speaker: Dr. Moises Rodriguez Madrena (Universidad de Sevilla - Facultad de Matemáticas) Title: Location Problems: New Advances and Applications Abstract: Location problems are among the most important problems in the area of Operation Research. In general, a location problem consists of determining the position of one or more facilities to satisfy the demand of a set of demand points, such that some criteria (represented by objective functions) are optimized (minimize or maximize). In this seminar, we present two new location problems that arise from two different applied scopes. (1) In the literature of transportation research field, it is frequent to address routing or distribution problems where the movement between points is given by the combination of different transportation modes. For instance, movements within or outside an urban area could be different: within the city boundary the movement is slow due to the layout of the streets and traffic, while outside this boundary in the rural area the movement is fast. This situation can be modeled as regions endowed with different norms, where distances within the regions are the ones induced by the corresponding norm. In this framework, we address the single-facility Weber location problem considering different Lp-norms at different polyhedral regions. (2) Given a set of tradable assets, the classical portfolio selection problem consists in determining the amount of capital to be invested in each asset to build the most performing portfolio. A relatively recent promising strand of research is to exploit clustering information of an asset network to develop new portfolio optimization paradigms. Following this idea, we endow the asset network with a metric based on correlation coefficients between assets’ returns and show how classical location problems on networks can be used for clustering assets. More precisely, in the bi-objective (gain-risk) portfolio selection model, we add a third criterion which is represented by the objective function of the standard p-median location problem. In this way, we are able to evaluate the effect of different degrees of clustering on the selected portfolios. We tackle the above problems using Mathematical Programming tools (MISOCP and MILP formulations for the first and the second problems, respectively). The usefulness of our approach is validated by reporting some computational experiments. Venue: Room 18 (Aula 18) - Department of Business Studies - Roma Tre University - Via Silvio D'Amico, 77 00145 - Roma, Italy. Teams link: virtual room<https://teams.microsoft.com/l/meetup-join/19%3ameeting_Y2RlZjEzMmYtZGJmNi00…> ================================================================ F Cesarone (2020), Computational Finance. MATLAB oriented modeling, Routledge-Giappichelli Studies in Business and Management, ISBN 978-0-367-49303-5<https://www.giappichelli.it/computational-finance> For more info: http://host.uniroma3.it/docenti/cesarone/Books.htm -- Francesco Cesarone - Ph.D.<http:> Associate Professor Department of Business Studies Roma Tre University Via Silvio D'Amico, 77 00145 - Roma, Italy tel: +39 06 57335744 Skype: francesco.cesarone email: francesco.cesarone(a)uniroma3.it<mailto:francesco.cesarone@uniroma3.it> Studio n. 20 piano V WWW: http://host.uniroma3.it/docenti/cesarone/

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Fw: Job: ENSAI (Rennes, France) - Position in Computer Science and Machine Learning
by Simone Padoan 24 Jan '22

24 Jan '22

Ricevo e inoltro ________________________________ From: Gilles STUPFLER <gilles.stupfler(a)gmail.com> Sent: Sunday, January 23, 2022 16:07 To: Simone Padoan <simone.padoan(a)unibocconi.it> Subject: Job: ENSAI (Rennes, France) - Position in Computer Science and Machine Learning ENSAI, the French graduate-level engineering school specialized in Statistics, Data Science and Economics, is currently inviting applications for a position as Associate or Assistant Professor in Computer Science and Machine Learning. The appointment starts in September, 2022, at the earliest. At the level of Assistant Professor, the position is for an initial three-year term renewable for another three years before the tenure evaluation. At the level of Associate Professor, the position is tenured. Salary is competitive according to qualifications. The teaching duties are reduced compared to French university standards. At the appointment, knowledge of French is not required but it is expected that the appointee will acquire a workable knowledge of French in a reasonable time. The school offers resources to learn French. Candidate Profile: PhD in Computer Science with an expertise in Machine Learning. ENSAI is involved in the EUR Digisport<https://eur03.safelinks.protection.outlook.com/?url=https%3A%2F%2Fdigisport…> and the EUR CyberSchool<https://eur03.safelinks.protection.outlook.com/?url=https%3A%2F%2Fcyberscho…>, so knowledge on related fields would be a plus. Applicants will have demonstrated strong ability to teach courses and supervise projects in Computer Science, up to Master level, to students with a major in Statistics. At the Associate Professor level, the candidate will have an outstanding research record and is expected to supervise PhD students. Applications (in French or in English) should be submitted by email to recruitment(a)ensai.fr<mailto:recruitment@ensai.fr> until April 19, 2022, with reference ENSAI/2022/CS1 as subject. Documents to include: * Curriculum vitae; * A statement of research and teaching interests (2-4 pages); * Names and addresses of three or more individuals willing to provide letters of reference. Contact persons: * Romaric Gaudel, Head of Computer Science dept. (romaric.gaudel(a)ensai.fr<mailto:romaric.gaudel@ensai.fr>; Tel. +33(0)299053330) * Valentin Patilea, Head of Research (valentin.patilea(a)ensai.fr<mailto:valentin.patilea@ensai.fr>; Tel. +33(0)299053325) * Stéphane Legleye, Head of graduate studies (stephane.legleye(a)ensai.fr<mailto:stephane.legleye@ensai.fr>; Tel. +33(0)299053322) Additional Information ENSAI (the French National School for Statistics and Data Analysis – Ecole Nationale de la Statistique et de l'Analyse de l'Information – www.ensai.fr<https://eur03.safelinks.protection.outlook.com/?url=http%3A%2F%2Fwww.ensai.…>) is a “Grande École”, which offers high level education in Statistics, Economics and Data Science. ENSAI offers several Master-level specializations as well as a PhD program in Statistics. ENSAI, together with ENSAE and Ecole Polytechnique in Paris region, share the research laboratory « Centre de Recherche en Economie et Statistique » (CREST – www.crest.fr<https://eur03.safelinks.protection.outlook.com/?url=http%3A%2F%2Fwww.crest.…> – UMR CNRS 9194). The research activity of CREST at Ensai covers topics in Statistics, Economics and Data Science, in both theoretical and applied aspects. [https://ipmcdn.avast.com/images/icons/icon-envelope-tick-round-orange-anima…]<https://eur03.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwww.avast…> Garanti sans virus. www.avast.com<https://eur03.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwww.avast…>

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Postdoc presso École Polytechnique
by Giovanni Conforti 20 Jan '22

20 Jan '22

Cari colleghi, Segnalo l'apertura di una posizione di Post Doc della durata di 18 mesi presso l’Ecole Polytechnique (Parigi) nell'ambito del progetto ANR SPOT. Prendendo spunto dal problema di Schrödinger, i temi di ricerca affrontati dal progetto sono all'intersezione fra la teoria delle grandi deviazioni, il trasporto ottimo, il controllo stocastico mean field e le disuguaglianze funzionali. Per maggiori informazioni https://sites.google.com/site/giovanniconfort/spot?authuser=0 I potenziali interessati possono contattarmi direttamente all'indirizzo giovanni.conforti(a)polytechnique.edu. La data di inizio del contratto è flessibile. Cordiali saluti, Giovanni Conforti

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Ricercatore RTDb Mat/06
by Franco Flandoli 20 Jan '22

20 Jan '22

Segnalo il bando per una posizione RTDb Mat/06 presso l'Università di Macerata, con scadenza 17 febbraio 2022. Il bando è disponibile alla pagina https://www.gazzettaufficiale.it/atto/concorsi/caricaDettaglioAtto/originar… Franco Flandoli

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Ricercatore RTDb 01/A3 a Pisa
by Marco Romito 20 Jan '22

20 Jan '22

Scrivo per annunciare il bando per una posizione RTDb nel settore concorsuale 01/A3 (Analisi e Probabilità) presso il Dipartimento di Matematica dell'Università di Pisa, con scadenza il 14 febbraio 2022. Il bando è disponibile alla pagina https://bandi.unipi.it/public/Bandi/Detail/71b2f556-3d72-4254-b6cb-cec05d07… Indicazioni per coloro che hanno conseguito il dottorato all'estero sono disponibili alla pagina https://www.unipi.it/ateneo/bandi/ricercat/ricercator1/Ricercator/index.htm ------------------------------------------ dear all I would like to announce a tenure track researcher position (RTDb) in Analysis or Probability at the University of Pisa. The deadline is on February 14. The official call is available at the URL https://bandi.unipi.it/public/Bandi/Detail/71b2f556-3d72-4254-b6cb-cec05d07… The university has made guidelines available for those that have not got their Ph.D. in Italy (in italian, unfortunately), https://www.unipi.it/ateneo/bandi/ricercat/ricercator1/Ricercator/index.htm m.

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Fwd: Bandi di Concorso Ricercatore INdAM
by Marco Romito 20 Jan '22

20 Jan '22

-------- Forwarded Message -------- Cari Colleghi, vi informo che nella G.U. del 18 gennaio 2022 sono stati pubblicati gli avvisi di due bandidi Concorso Pubblico per Titoli ed Esami per l'assunzione di un Ricercatore a TempoIndeterminato, III Livello professionale, presso l'Istituto Nazionale di Alta Matematica “F. Severi”. Per ambedue i bandi la scadenza per la presentazione delle domande è il giorno**17 febbraio 2022*.* Bandi e moduli per la procedura on-line per la presentazione delle domande si trovano nella pagina web: https://www.altamatematica.it/<https://www.altamatematica.it/> Cordiali saluti, Giorgio Patrizio *//*

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Bernoulli Society New Research Award 2023
by Imma Curato 20 Jan '22

20 Jan '22

Cari colleghi, vorrei segnalarvi il seguente premio per giovani ricercatori in Matematica Statistica sponsorizzato dalla Bernoulli Society, con preghiera di diffusione a giovani assegnisti e post-doc. Cordiali Saluti Imma Curato ++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++ Bernoulli Society New Researcher Award 2023 The Bernoulli Society welcomes applications to the New Researcher Award 2023. Each awardee shall deliver a talk at a special invited session during the ISI World Statistics Congress Conference to be held in Ottawa, Canada, July 15-20, 2023, and will receive a funding up to 1000€ to offset travel and other expenses. Bernoulli News will publish their pictures and a paragraph about their work. Eligible candidates are active researchers in Mathematical Statistics who obtained the Ph.D. degree on or after March 15th, 2017, and who are regular members of the Bernoulli Society. An extension may be given to those having had disruptions after receiving the Ph.D., such as parenthood. Candidates should apply through the webform https://forms.gle/yQg8F6fDx7qLLCAMA and send the required documents to the e-mail address indicated in the form. Deadline: March 15th, 2022

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Competition UNIPhD "Training the next-generation talents" 2022/2023 | Call deadline: 8/3/2022 h. 13.00
by Tiziano Vargiolu 17 Jan '22

17 Jan '22

Please circulate this email to all those who can be interested. Please notice among the options: - PhD course: Mathematical Sciences - Research Topic: Nonlinear differential equations and stochastic models - Research Option: Mathematical Finance (#4, see https://www.unipd.it/en/sites/en.unipd.it/files/Mathematical_A.pdf for a precise description) ---------- Forwarded message ---------- Date: Fri, 14 Jan 2022 15:12:13 +0100 From: Msca Cofund <msca.cofund(a)unipd.it> Doctoral Programme ?UNIPhD - Training the next-generation talents? at the University of Padua (Italy), Academic Year 2022/23 | Call deadline 8 March 2022 -- We are pleased to inform you that the University of Padua (Italy) has published the global call for applications "UNIPhD - Eight century legacy of multidisciplinary research and training for the next-generation talents? (closing date: 8 March 2022). This PhD Programme targets the most promising Early Stage Researchers (ESRs) coming to the University of Padua from all over the world to pursue a brand new International, Intersectoral, Interdisciplinary and Innovative ?training through research? experience. UNIPhD involves 25 PhD-Courses covering all research domains. 50 full time fellowships are on offer. Each fellowship is associated to a research topic, that is a framework within which every applicant has to propose an original research project in collaboration with a Supervisor at the University of Padua. Selected ESRs benefit from very attractive employment conditions and will be recruited through a 3-year contract starting 1 October 2022. At the date of the call deadline, applicants must be eligible for PhD studies in Italy and meet the following criteria: Mobility. Candidates should not have resided or carried out their main activity (work, studies, etc.) in Italy for more than 12 months in the 3 years before the call deadline. Qualification. Applicants should hold a Master?s degree or another academic qualification recognized as equivalent to a second cycle degree, obtained by and no later than 30 September 2022. Early Stage. Applicants should not have already been awarded a doctoral degree and must be in their first 4 years (or full-time equivalent) of research experience. For further information go to the call website: https://www.unipd.it/en/uniphd (in English). Online applications must be submitted by 8 March 2022 at 1:00 p.m. We would really appreciate if you could circulate the call among young researchers and potential candidates. Any further clarification requests can be addressed to the University of Padua: msca.cofund(a)unipd.it. *** -- UNIPhD Management Team International Research Office & PhD Office University of Padua The content of this email is confidential and intended for the recipient specified in the message only. If you received this message by mistake, do not disseminate, copy, use, disclose or take any action or reliance on it. Please reply to this message and follow with its deletion, so that we can ensure such a mistake does not occur in the future.

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Padova Seminars in Probability and Finance - Christoph Thaele (University of Bochum, Germany)
by Marco Formentin 17 Jan '22

17 Jan '22

Dear Colleagues, we would like to invite you to the following seminar that will take place on January 28 at 14.30. The seminar will be held online via the Zoom platform. ________________________________________________________ Speaker: Christoph Thaele (University of Bochum, Germany)  Title: Poisson hyperplanes in hyperbolic space  JANUARY 28 (Friday) - 14:30 Zoom link https://unipd.zoom.us/j/88182977183 (meeting ID 881 8297 7183), available also on the webpage https://www.math.unipd.it/~bianchi/seminari/ Abstract: In the focus of this talk are random tessellations in hyperbolic space induced by Poisson point processes on the space of hyperbolic hyperplanes (totally geodesic subspaces of co-dimension 1). In the first part of the talk we consider the so-called k-skeleton of such tessellations and prove that, when observed in a sequence of increasing observation windows, the k-volume of the k-skeleton satisfies a central limit theorem only for dimensions 2 and 3 and that asymptotic normality fails in all higher dimensions. In the second part of the talk we determine the non-Gaussian limiting distribution for the special case k=d-1 and indicate possible generalizations. On behalf of the organizers, Marco Formentin

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Seminario di Daniela Bertacchi, 20.1.2022, 11:00
by Francesco Caravenna 16 Jan '22

16 Jan '22

Ricevo e inoltro. > ---------- Forwarded message ---------- > From: "fosp(a)math.tugraz.at" <fosp(a)math.tugraz.at> > Subject: [fosp-announce] Strukturtheorie-Seminar: Donnerstag, 20.1.2022, > 11:00 s.t. > Resent-From: <woess(a)tugraz.at> > > Vortragende(r): Prof. Daniela Bertacchi > > Herkunft: Univ. Milano-Bicocca > > Titel: An epidemic model in inhomogeneous environment > > Zeit: Donnerstag, 20.1.2022, 11:00 s.t. > > Ort: Webex meeting > > We consider a SIR model on the complete graph with n nodes. Each vertex represents an individual which may be susceptible, infected or removed. At the beginning only one node is infected and each node $x$ has a random spread capacity $L_x$. Once infected, the node $x$ becomes an emitter and has $L_x$ attempts to infect other nodes, which are randomly chosen. If the attempt is towards a susceptible node $y$, then $y$ becomes infected, if it is towards an infected or removed node, then $x$ loses an infection attempt. > When $x$ has used all its spread capacity, it becomes removed and no longer interacts with the rest of the population. This model was studied by Comets et al. in the case where the spread capacities are i.i.d. and the nodes which one attempt to infect are chosen uniformly. > We study the case where the population is divided into J types and each type has a possibly different susceptibility, that is, some individuals have a larger probability of being chosen as targets. Also the law of the spread capacity may depend on the type. We obtain a law of large numbers and a central limit theorem for the duration of the process and the proportion of infected nodes. We prove that when the spread capacity is homogeneous, then a population with inhomogeneous susceptibility is overall less affected by the epidemics than a population with homogeneous susceptibility. > > This is joint work with J.Kampf, E.Sava-Huss and F.Zucca. > > > Webex meeting, meeting link: > > {https://tugraz.webex.com/tugraz-de/j.php?MTID=mfb7a477bc53fac8b0a6db53cf1f2690e} > > Meeting number: 2734 226 6767 > > Password: Je3q3w37mJG > > The meeting opens at 10:40, the 50min talk starts at 11:00 > > Organisator/in: W. Woess > > Institut für Diskrete Mathematik

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Concorso rtda Trieste
by ASCI CLAUDIO 15 Jan '22

15 Jan '22

Cari colleghi, segnalo che l'Università di Trieste ha bandito un posto da ricercatore a tempo determinato (rtda) in MAT/06 (Probabilità e Statistica Matematica). Il concorso è stato pubblicato sulla Gazzetta Ufficiale, 4a Serie Speciale - Concorsi ed Esami n. 4 del 14-1-2022. La scadenza per la presentazione della domanda è il 13 febbraio. E' possibile visualizzare il bando mediante il seguente link: https://titulus-units.cineca.it/albo/viewer?view=files/002308457-untscle-c6… Se qualcuno è interessato, può contattare il sottoscritto. Saluti. Claudio Asci Area dei Servizi amministrativi Settore Servizi al Personale Ufficio Concorsi del Personale docente<https://titulus-units.cineca.it/albo/viewer?view=files/002308457-untscle-c6…> Area dei Servizi amministrativi Settore Servizi al Personale Ufficio Concorsi del Personale docente 2 Università degli Studi di Trieste Piazzale Europa, 1 titulus-units.cineca.it

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Fwd: Postdoc in Bath
by Elisabetta Candellero 14 Jan '22

14 Jan '22

Ricevo e inoltro. Elisabetta ---------- Forwarded message --------- From: Matt Roberts <mattiroberts(a)gmail.com> Date: Thu, Jan 13, 2022 at 8:40 PM Subject: Postdoc in Bath To: <APPLIEDPROB(a)jiscmail.ac.uk> Dear all, I am hiring a postdoc, for around 14 months, starting basically as soon as possible. The project will involve either (dynamical) random graphs and noise sensitivity, or branching processes with spatial dependence. The advert is here: https://www.bath.ac.uk/jobs/Vacancy.aspx?ref=CC9030 Please pass this on to anyone who might be interested. Apologies if you receive this more than once. Best wishes, Matt ######################################################################## To unsubscribe from the APPLIEDPROB list, click the following link: https://www.jiscmail.ac.uk/cgi-bin/WA-JISC.exe?SUBED1=APPLIEDPROB&A=1 This message was issued to members of www.jiscmail.ac.uk/APPLIEDPROB, a mailing list hosted by www.jiscmail.ac.uk, terms & conditions are available at https://www.jiscmail.ac.uk/policyandsecurity/

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Seminario R. Scimone - Politecnico di Milano
by Laura Maria Sangalli 11 Jan '22

11 Jan '22

Si avvisa che in data 14-01-2022, alle ore 15:00 precise, si svolgerà online il seguente seminario: Relatore: Riccardo Scimone, Politecnico di Milano Titolo: A look at the spatio-temporal mortality patterns in italy during the covid-19 pandemic through the lens of mortality densities Sommario: With the tools and perspective of Object Oriented Spatial Statistics, we analyze official daily data on mortality from all causes in the provinces and municipalities of Italy for the year 2020, the first of the COVID-19 pandemic. By comparison with mortality data from 2011 to 2019, we assess the local impact of the pandemic as perturbation factor of the natural spatio-temporal death process. For each Italian province and year, mortality data are represented by the densities of time of death during the calendar year. In this talk, the use of a density-on-density functional linear model, formulated to decouple temporal and spatial variability, will be firstly illustrated, followed by a spatial analysis focused on identifying the spatial correlation structure of the death process before and during the pandemic. An anomaly detection framework at the very granular scale of Italian municipalities will also be described. Il link per seguire il seminario sarà reso disponibile su https://mox.polimi.it/mox-seminars/?id_evento=2117 Tutti gli interessati sono cordialmente invitati a partecipare, Laura Sangalli —— Laura Maria Sangalli MOX - Dipartimento di Matematica Politecnico di Milano Piazza Leonardo da Vinci 32 20133 Milano - Italy tel: +39 02 2399 4554 fax: +39 02 2399 4568 email: laura.sangalli(a)polimi.it<mailto:laura.sangalli@polimi.it> url: http://mox.polimi.it/~sangalli

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Selezione RTDB presso Scuola Normale Superiore
by Franco Flandoli 11 Jan '22

11 Jan '22

Si segnala il bando RTDB presso la Scuola Normale Superiore, scadenza 24 febbraio 2022. <https://www.stat.unipd.it/bando-2021po186-relativo-allindizione-di-procedur…> https://amministrazionetrasparente.sns.it/bando/selezione-di-ricerc atore-tempo-determinato-di-tipo-b-sc-01a3-ssd-mat06-recruitment-1-fixed-terms-researcher-academic-recruitment Cordiali saluti Franco Flandoli

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Fwd: JVP at Centro De Giorgi - New deadline for application: 25th January 2022.
by Marco Romito 10 Jan '22

10 Jan '22

-------- Forwarded Message -------- We apologise in advance for cross-posting ********************************** Dear All, The "Centro di Ricerca Matematica Ennio De Giorgi" (CRM-PISA) invites applications for SIX two-year Junior Visiting Positions (2022-2024) for the following subject matters: 1. Algebraic Geometry and/or Number Theory; 2. Topology, Differential Geometry and/or Geometric Analysis; 3. Partial Differential Equations and/or Probability; 4. Numerical Analysis and/or Financial Mathematics; 5. Dynamical Systems (2 positions are available). Successful candidates will be new or recent PhDs in Mathematics with an exceptional research potential. PhD students can also apply, provided they obtain their PhD no later than 1st October 2022. Candidates must apply for a specific and single subject matter among the 5 specified above. _New Deadline for application: 25th January 2022._ To submit application please link to the ANNOUNCEMENT at: https://amministrazionetrasparente.sns.it/bando/junior-visiting-positions-2… For additional information e-mail job.opportunities(a)sns.it. CRM Secretariat Centro di Ricerca Matematica "Ennio De Giorgi" Scuola Normale Superiore Piazza dei Cavalieri, 3 56126 Pisa, Italy

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Bando professore I fascia 13D1 Università di Padova
by Alessandra Fabbri Colabich 10 Jan '22

10 Jan '22

Buongiorno, si segnala il bando per professore di I fascia S.C. 13D1 presso il Dipartimento di Scienze Statistiche dell'Università di Padova, scadenza *ore 13:00 del 20 gennaio 2022*. https://www.stat.unipd.it/bando-2021po186-relativo-allindizione-di-procedur… Cordiali saluti Alessandra Fabbri Colabich -- Dott.ssa Alessandra Fabbri Colabich Università degli Studi di Padova Dipartimento di Scienze Statistiche Segreteria di Direzione

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Fwd: Seminario di Fabio Zucca
by Francesco Caravenna 10 Jan '22

10 Jan '22

Ricevo e inoltro. > ---------- Forwarded message ---------- > Date: Tue, 4 Jan 2022 07:10:38 +0000 > From: "fosp(a)math.tugraz.at" <fosp(a)math.tugraz.at> > To: "Fosp-announce(a)math.tugraz.at" <Fosp-announce(a)math.tugraz.at> > Subject: [fosp-announce] Seminar Fabio Zucca: Thursday, 13.1.2022, > 11:00 > > Vortragende(r): Prof. Fabio Zucca > > Herkunft: Politecnico di Milano > > Titel: Counting extinction probabilities of branching processes > > Zeit: Thursday, 13.1.2022, 11:00 > > Ort: Webex online meeting > > We consider Galton-Watson branching processes with countable typeset $X$. We study the vectors $\mathbf{q}(A)=(q_x(A))_{x \in X}$ recording the conditional probabilities of extinction in subsets of types $A \subseteq X$, given that the type of the initial individual is $x$. We first investigate the location of the vectors $\mathbf{q}(A)$ in the set of fixed points. Next, we present equivalent conditions for $\mathbf{q}_x(A) < \mathbf{q}_x(B)$ for any initial type $x$ and $A,B \subseteq X$. Finally, we develop a general framework to characterise all distinct extinction probability vectors, and thereby to determine whether there are finitely many, countably many, or uncountably many distinct vectors. We illustrate our results with examples. > > This is based on joint work with D.Bertacchi, P.Braunsteins and S.Hautphenne. > > > Webex meeting, meeting link: > > {https://tugraz.webex.com/tugraz-de/j.php?MTID=m32158f79ff92d881d5eb9b4f2502cfef} > > Meeting number: 2730 713 4197 > > Password: kFvAawdJ332 > > The meeting opens at 10:40, the 50min talk starts at 11:00 > > > > Organisator/in: W. Woess > > Institut für Diskrete Mathematik > TU Graz, Austria

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2 assegni di ricerca alla Sapienza: annuale e biennale
by Faggionato, Alessandra 10 Jan '22

10 Jan '22

Buongiorno riporto sotto gli avvisi per due assegni al Dipartimento di Matematica alla Sapienza. Uno e' annuale e l'altro biennale (quello biennale ha uno stipendio mensile maggiore). La scadenza e' prossima... Grazie per l'attenzione Saluti Alessandra %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% Vi informo che è stato pubblicato sul sito web di Ateneo il seguente bando per assegno di ricerca: https://web.uniroma1.it/trasparenza/dettaglio_bando_albo/184958 n. 7/2021 per il conferimento di n. 1 assegno annuale categoria A tip. I _ Matematica e sue applicazioni. SSD: tutti scadenza: 21 gennaio 2022 Responsabile scientifico: Direttrice del Dipartimento %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% Vi informo che è stato pubblicato sul sito web di Ateneo il seguente bando per assegno di ricerca: https://web.uniroma1.it/trasparenza/dettaglio_bando_albo/184959 n. 8/2021 per il conferimento di n. 1 assegno biennale categoria A tip. I _ Matematica e sue applicazioni. SSD: tutti scadenza: 21 gennaio 2022 Responsabile scientifico: Direttrice del Dipartimento -- ************************************************* Prof. Alessandra Faggionato http://www1.mat.uniroma1.it/~faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 5, Phone (0039) 06 49913252 *************************************************

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Fwd: Saint-Flour 2022 - first announcement
by Marco Romito 10 Jan '22

10 Jan '22

-------- Forwarded Message -------- SAINT-FLOUR 2022 - FIRST ANNOUNCEMENT Dear colleagues The 50th Saint-Flour Probability Summer School will be held on July 11-23, 2022. This year's courses will be: Ramon van Handel: Nonasymptotic random matric theory Sylvie Méléard: Interplay between scales for eco-evolutionary mathematical models. Allan Sly: Random Constraint Satisfaction Problems Abstracts and further information can be found here: https://recherche.math.univ-bpclermont.fr/stflour/stflour-en.php Online application will open in February. Another announcement will be sent at that time. Best regards, The organizing committee Christophe Bahadoran, Hacène Djellout, Arnaud Guillin ------------------------------------------------- Laboratoire de Mathématiques Blaise Pascal, CNRS UMR 6620 Université Clermont-Auvergne, Campus des Cézeaux 3, place Vasarely TSA 60026 CS 60026 63178 Aubière cedex, France Tel: +33 (0)4 73 40 70 50 Fax: +33 (0)4 73 40 54 50 stflour.lmbp(a)uca.fr

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Postdoc position at the Scuola Normale Superiore
by Fabrizio Lillo 09 Jan '22

09 Jan '22

Dear all, A call for a 15 month research contract is open at the Scuola Normale Superiore, Pisa (Italy). The topic of the research is “Algorithmic trading in energy markets with market microstructure methods” and it is part of a collaboration between A2A and Scuola Normale. The project will concern the development of quantitative methods for the analysis and modeling of the high frequency dynamics of price and of limit order book in energy markets. Specifically, the research will focus on: time series analysis and modeling in energy markets, short-term scenario generation of market evolution and development of market making and optimal execution strategies. The research activity will be done in close collaboration with the A2A quantitative team in Milan. The details of the call (in Italian and English) are available at https://amministrazionetrasparente.sns.it/bando/algorithmic-trading-nei-mer… The deadline is January 20. I would be grateful if you could forward this message to any potentially interested candidate. In case you need more information, please contact Fabrizio Lillo (fabrizio.lillo(a)sns.it) Thanks and all the best, Fabrizio Lillo ---------------------------------------- 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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PhD in Energy Market Modelling (fwd)
by Tiziano Vargiolu 06 Jan '22

06 Jan '22

---------- Forwarded message ---------- Date: Wed, 5 Jan 2022 19:09:43 +0000 From: Marianna RUSSO <marianna.russo(a)neoma-bs.fr> To: "vargiolu(a)math.unipd.it" <vargiolu(a)math.unipd.it> Cc: Mel Devine <mel.devine(a)ucd.ie> Subject: FW: PhD in Energy Market Modelling Ciao Tiziano, Come stai? By best wishes of a happy and enjoyable 2022!!! Let we stay positive in mind and negative in test! I was wondering if you can circulate among your mailing list this opening for a funded PhD position at UCD (Dublin) in energy marker modelling. --------------------------- PhD in Energy Market Modelling To answer research questions surrounding climate change, effective modelling of future energy markets is required. Such models provide insights from planning, operations, and regulatory perspectives. Energy suppliers use them to gain insights on possible trading strategies while policymakers use them to analyse consumer costs and carbon emissions. Energy market modelling is an interdisciplinary field covering areas such as mathematics, statistics, economics, finance, and engineering. This PhD project will revolve around the general theme of energy market modelling. Topics could include (but are not limited to) the following: - Optimisation (Integer, linear, non-linear programming) - Equilibrium modelling - Stochastic modelling - Game\decision theory - Risk modelling Candidate profile Prospective applicants should have strong quantitative modelling skills and evidence of research (e.g., dissertation or final year project). Applications are welcome from those with a background in either mathematics, statistics, economics, finance, or engineering (or similar fields). In addition, candidates should have strong communication and interpersonal skills. Funding is available for the above or for a related PhD project. For further details please contact: Dr. Mel Devine (mel.devine(a)ucd.ie) Stipend: ?18,000 per annum. In addition, funds are available for research costs and fees (for both EU and non-EU applicants) are covered. To apply, please forward a cover letter and CV (max 2 pages for each) to mel.devine(a)ucd.ie before 1-Mar-2021. Considerations of applications will continue on an ongoing basis until the position is filled. Mel Devine, PhD, Ad Astra Fellow and Assistant Professor, College of Business, Energy Institute, University College Dublin, Belfield, Dublin 4, Ireland https://people.ucd.ie/mel.devine

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Energy Finance Italia 7 - reminder (fwd)
by Tiziano Vargiolu 06 Jan '22

06 Jan '22

---------- Forwarded message ---------- Date: Tue, 4 Jan 2022 08:10:39 +0000 From: ALESSANDRO SAPIO <alessandro.sapio(a)uniparthenope.it> Subject: Energy Finance Italia 7 - reminder Dear all, best wishes for a happy new year. This is a kind reminder that the deadline for submitting abstracts to Energy Finance Italia 7 is 10 January 2022. Please, feel free to circulate the announcement reported below. Best regards, Alessandro Sapio ### Dear All, we are glad to announce the 7th edition of Energy Finance Italia. The workshop will be organised by the Department of Business and Economics (DiSAE) and by the Department of Business and Quantitative Studies (DiSAQ), Parthenope University of Naples, and will take place on February 10-11, 2022. The workshop welcomes applications of econometrics, forecasting, risk management, portfolio optimisation, and big data techniques to energy markets. We aim to hold the workshop as an in-person event. A limited number of online slots will be reserved to participants who are unable to reach the conference venue due to pandemic restrictions. Any change in the workshop format will be communicated by means of our website and newsletter. The deadline for the submission of a long abstracts (max two pages) has been extended to January 10, 2022. Please, send your abstracts to efi7(a)uniparthenope.it. Notification of acceptance: January 15, 2022. Registration and payment of fees: not later than January 25, 2022. More information on the workshop is available at: http://energyfinanceitalia.unicam.it/index.php/energy-finance-italia-7-work shop EFI7 (next workshop) The seventh workshop of the EFI association, Energy Finance Italia Edizione 7 (EFI7) will be held on. February 10-11, 2022 at the Parthenope University of Naples, in Naples, Italy.. Keynote speakers of EFI7 will be. Prof. Rafa? Weron, Wroc?aw University of Science and Technology, Prof. H?lyette Geman, Birkbeck University in London. Please notice: energyfinanceitalia.unicam.it Best regards, Alessandro Sapio on behalf of the Organizing Committee ###

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Reminder: Webinar del Gruppo UMI-PRISMA
by c.ceci＠unich.it 05 Jan '22

05 Jan '22

Carissim*, ricordiamo i prossimi seminari online promossi dal Gruppo UMI-PRISMA: Lunedi’ 10 gennaio 2022 ore 16:00 Andrea Pascucci TITLE: Kolmogorov equations: old and new results ABSTRACT: In this talk I present a survey of results about linear and nonlinear equations of Kolmogorov type arising in physics and in mathematical finance. These equations typically satisfy a parabolic Hormander condition and induce rich intrinsic geometric structures. Results about the existence and regularity of solutions are presented. Recent applications to stochastic filtering are also discussed. ore 17:00 Elena Issoglio TITLE: McKean SDEs with singular coefficients ABSTRACT: In this talk we consider a class of SDEs with drift depending on the law density of the solution, known as McKean SDEs. The novelty here is that the drift is singular in the sense that it is `multiplied' by a generalised function (element of a negative fractional Sobolev space). Those equations are interpreted in the sense of a suitable singular martingale problem, thus a key tool is the study of the corresponding singular Fokker-Planck equation. We define the notion of solution to the singular McKean equation and show its existence and uniqueness. This is based on a joint work with F. Russo (ENSTA). Collegamento Teams: https://teams.microsoft.com/l/meetup-join/19%3ad685b25ed15f4821ac5168e63cf9… Tutte le informazioni sono reperibili alla pagina web Grazie per l’attenzione, Claudia Ceci e Domenico Marinucci

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Invitation to Special Issue "Transition Risk to a Low-Carbon Economy and the Effects on Financial Markets" [Sustainability]
by Andrea Flori 05 Jan '22

05 Jan '22

Apologies for cross-posting Dear all, We want to bring to your attention the Call for papers for the Special Issue "*Transition Risk to a Low-Carbon Economy and the Effects on Financial Markets*" of the journal Sustainability ( https://www.mdpi.com/journal/sustainability). We are targeting original contributions in climate finance and climate econometrics. Submitted papers will undergo a regular review process under the supervision of the Guest Editors (Andrea Flori and Luca Trapin). The deadline for submissions is January 30, 2023. Detailed information on the special issue: https://www.mdpi.com/journal/sustainability/special_issues/transition_risk_… Best wishes, A. Flori and L. Trapin -- *** DISCLAIMER *** Questa e-mail e i relativi allegati potrebbero contenere informazioni confidenziali e private, destinate ad essere lette ed utilizzate solo dai destinatari a cui è indirizzata. Qualsiasi tipo di divulgazione, distribuzione o uso da parte di persone non autorizzate è proibito e potenzialmente illegale. Nel caso in cui voi non siate i diretti destinatari, vi preghiamo di comunicarlo immediatamente e di cancellare la presente assicurandovi di distruggere dal vostro sistema qualsiasi altra copia e i relativi allegati; non è permesso copiare e divulgare il contenuto della presente mail. Grazie This e-mail and any attachments may contain confidential and privileged information and is intended only for the use of the stated recipient(s). Any dissemination, distribution or use of this information by a person other than the intended recipient(s) is unauthorized and may be illegal. If you are not the intended recipient(s), please notify the sender immediately, delete this e-mail and destroy any attachment from your system; you should not copy the message or disclose its contents to anyone. Thank you

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Fw:I: Call for interest Milano-Bicocca (fwd)
by Tiziano Vargiolu 04 Jan '22

04 Jan '22

--------------------------------------------------------------------------- Con preghiera di diffusione Vorrei segnalare che il Dipartimento di Matematica e Applicazioni di Milano-Bicocca intende aprire una/due posizioni da professore associato nel prossimo futuro e sta raccogliendo a tale scopo manifestazioni di interesse. Per i dettagli rimando al link https://www.matapp.unimib.it/it/news/faculty-positions-department-mathemati… Faculty positions at the Department of Mathematics - 2022 | Dipartimento di Matematica e Applicazioni www.matapp.unimib.it Call for interest Cari saluti, Rita Pini

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Fwd: JVP positions at Centro de Giorgi: dedaline January 11th 2022
by Stefano Marmi 04 Jan '22

04 Jan '22

Dear all, there are 6 two-year long postdoc positions available at the Centro di Ricerca Matematica Ennio De Giorgi, S.N.S. Pisa, one of the positions is in probability and two are in dynamical systems. The deadline for applications is January 11, 2022. See the message below from the Director of the Center. Apologies for cross-posting. Best wishes, Stefano Marmi ---------- Forwarded message --------- Da: Andrea Malchiodi <andrea.malchiodi(a)sns.it> Date: mar 4 gen 2022 alle ore 10:57 Subject: Fwd: JVP positions at Centro de Giorgi: dedaline January 11th 2022 To: Stefano Marmi <stefano.marmi(a)sns.it> Dear All, Centro De Giorgi at Scuola Normale Superiore in Pisa has an ongoing call for six two-year post-doc Junior Visiting Positions in Mathematics. Here you can find a web page with more details and the link to the on-line application https://amministrazionetrasparente.sns.it/bando/junior-visiting-positions-2… The *deadline* is *January 11th, 2022*. Please circulate the message to candidates who are possibly interested. Apologies for cross-posting. Best regards, Andrea Malchiodi

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bando RtdB Mat/06 - Sapienza Roma, Dipartimento di Scienze Statistiche
by Luisa Beghin 31 Dec '21

31 Dec '21

Buongiorno, vi segnalo l'uscita del seguente bando per una posizione di RtdB nel s.s.d. Mat/06, presso il Dipartimento di Scienze Statistiche di Sapienza, Università di Roma. La scadenza è il 27-1-2022. Altre informazioni al link https://web.uniroma1.it/trasparenza/dettaglio_bando_albo/185145 Cordiali saluti e auguri di un sereno 2022! Luisa *************************************************************** Luisa Beghin Dipartimento di Scienze Statistiche Fac. Ingegneria dell'Informazione, Informatica e Statistica "SAPIENZA" Università di Roma Piazzale Aldo Moro 5, 00185 Roma T (+39) 06 49910543 F (+39) 06 4959241 https://sites.google.com/site/luisabeghin/ *****************************************************************

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Postdoc in Financial Mathematics at Dublin City University
by Paolo Guasoni 28 Dec '21

28 Dec '21

Dear Colleague, Dublin City University has a Postdoctoral position (Two-year) in Financial Mathematics https://www.dcu.ie/sites/default/files/inline-files/%23RF1609%20Postdoctora… The closing date for the application is January 30th, 2022. With best wishes of Happy New Year, Paolo Guasoni -- * *Séanadh Ríomhphoist/Email Disclaimer* *Tá an ríomhphost seo agus aon chomhad a sheoltar leis faoi rún agus is lena úsáid ag an seolaí agus sin amháin é. Is féidir tuilleadh a léamh anseo. <https://sites.google.com/view/seanadh-riomhphoist>* *This e-mail and any files transmitted with it are confidential and are intended solely for use by the addressee. Read more here. <https://sites.google.com/view/dcu-email-disclaimer>* * -- <https://www.facebook.com/DCU/> <https://twitter.com/DCU> <https://www.linkedin.com/company/dublin-city-university> <https://www.instagram.com/dublincityuniversity/?hl=en> <https://www.youtube.com/user/DublinCityUniversity>

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May 5-6, 2022 -- Milan Workshop on Stochastic Games and Martingale Optimal Transport
by Luciano Campi 28 Dec '21

28 Dec '21

Dear all We are glad to announce the workshop on Stochastic Games and Martingale Optimal Transport that will be organized at the University of Milano, Italy, and will take place on May 5-6, 2022. The aim of the workshop is to bring together researchers in the area of stochastic games and martingale optimal transport to present and discuss the most recent developments on the fields. The format of the workshop is in presence only. In the unfortunate case of a worsening of the Covid19 situation and/or if further restrictions are enforced, the workshop will be postponed. Any change in the workshop format will be communicated by means of our website. We encourage and welcome contributions in the main themes of the workshop. The deadline for the submission of the abstract is March 15, 2022. More information on the workshop, on the submission and on the list of invited speakers are available on the website of the workshop: https://sites.google.com/view/sgandmot <https://sites.google.com/view/sgandmot> The link to the workshop is also present on the personal web pages of the organizers. Best Regards, The organizers, Matteo Burzoni Luciano Campi Alessandro Doldi Marco Frittelli Marco Maggis -------------------------------------------------------- Luciano Campi Full Professor University of Milan Department of Mathematics Email: luciano.campi(a)unimi.it Web: sites.google.com/site/lucianocampi1

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Webinar PRISMA
by c.ceci＠unich.it 28 Dec '21

28 Dec '21

Buongiorno a tutti, abbiamo il piacere di annunciare i prossimi seminari online promossi dal Gruppo UMI- PRISMA: Lunedi’ 10 gennaio 2022, ore 16-18 Andrea Pascucci TITLE: Kolmogorov equations: old and new results ABSTRACT: In this talk I present a survey of results about linear and nonlinear equations of Kolmogorov type arising in physics and in mathematical finance. These equations typically satisfy a parabolic Hormander condition and induce rich intrinsic geometric structures. Results about the existence and regularity of solutions are presented. Recent applications to stochastic filtering are also discussed. Elena Issoglio TITLE: McKean SDEs with singular coefficients ABSTRACT: In this talk we consider a class of SDEs with drift depending on the law density of the solution, known as McKean SDEs. The novelty here is that the drift is singular in the sense that it is `multiplied' by a generalised function (element of a negative fractional Sobolev space). Those equations are interpreted in the sense of a suitable singular martingale problem, thus a key tool is the study of the corresponding singular Fokker-Planck equation. We define the notion of solution to the singular McKean equation and show its existence and uniqueness. This is based on a joint work with F. Russo (ENSTA). Collegamento Teams: https://teams.microsoft.com/l/meetup-join/19%3ad685b25ed15f4821ac5168e63cf9… Tutte le informazioni sono reperibili alla pagina web http://www.umi-prisma.polito.it/webinars.html Grazie per l’attenzione, e AUGURI DI BUON ANNO!! Claudia Ceci e Domenico Marinucci

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Invitation to Special Issue "Transition Risk to a Low-Carbon Economy and the Effects on Financial Markets" [Sustainability]
by Andrea Flori 22 Dec '21

22 Dec '21

Apologies for cross-posting Dear all, We want to bring to your attention the Call for papers for the Special Issue "*Transition Risk to a Low-Carbon Economy and the Effects on Financial Markets*" of the journal Sustainability ( https://www.mdpi.com/journal/sustainability). We are targeting original contributions in climate finance and climate econometrics. Submitted papers will undergo a regular review process under the supervision of the Guest Editors (Andrea Flori and Luca Trapin). The deadline for submissions is January 30, 2023. Detailed information on the special issue: https://www.mdpi.com/journal/sustainability/special_issues/transition_risk_… Best wishes, A. Flori and L. Trapin

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revisione della classificazione dei saperi (fwd)
by Tiziano Vargiolu 22 Dec '21

22 Dec '21

Carissimi, credo di fare cosa gradita nel mandare questo link per un'iniziativa UMI di coordinamento per raggiungere una posizione condivisa in vista della revisione della "classificazione dei saperi", che coinvolgera' anche la classificazione in SSD e settori concorsuali. Cordiali saluti a tutti 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 -------------------------------------------------------------------------- ---------- Forwarded message ---------- Date: Wed, 22 Dec 2021 12:49:31 +0100 From: "chiarbru(a)math.unipd.it" <chiarbru(a)math.unipd.it> To: afferenti(a)math.unipd.it Subject: revisione della classificazione dei saperi Un saluto a Voi, su richiesta del MUR il CUN sta' lavorando sulla "revisione della classificazione dei saperi". Questo dovrebbe includere sia la revisione delle classi di laurea, ma anche l'ambito della ricerca, dell' arruolamento e della didattica: scompariranno sia gli SSD che i settori concorsuali e in loro sostituzione avremo una riorganizzazione in macrosettori (attualmente in mat ne abbiamo uno solo). come capite le implicazioni sono molteplici. Vi lascio un primo link alla pagina UMI https://umi.dm.unibo.it/2021/12/10/revisione-della-classificazione-dei-sape… che contiene informazioni sui lavori e un link ad un form per esprimere opinioni. Anche l'UMI ha aperto un tavolo su questa revisione, all'interno abbiamo il collega Riccardo Colpi. ancora auguri di buone feste. bruno chiarellotto -- bruno chiarellotto dip.matematica univ.padova www.math.unipd.it/~chiarbru

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Internship position at BCAM, Bilbao, Spain
by Gianni Pagnini 22 Dec '21

22 Dec '21

Dear colleagues, Two internships position are now open at BCAM - Basque Center for Applied Mathematics in Bilbao, Spain. The duration of each internship is 3 months and the deadline for application is the 1st of March 2022. More details are reported below. Fo any question you can get in contact with Santiago Mazuelas smazuelas(a)bcamath.org <mailto:smazuelas@bcamath.org>. Enjoy your vacations. Regards, Gianni ============== SCOPE: The internships are aimed at students who are about to finish their degree or who have recently completed it. The idea is that the student obtains a first contact with research in machine learning techniques. Specifically, during the internship students will work with cutting-edge techniques in the field of machine learning recently developed by the machine learning department of the Basque Center for Applied Mathematics (BCAM). The internship work will have three main aspects: theory, implementation (Matlab) and practical application (datasets and real problems). APPLICATION: Instructions for applying for internships are at http://www.bcamath.org/en/research/internships <http://www.bcamath.org/en/research/internships>. The deadline for application is March 1st. ADDITIONAL INFORMATION Internships will have an approximate duration of 3 months with a flexible start date depending on the candidate. In addition, the intern will receive sufficient financial compensation to cover his or her accommodation expenses and trips. Information regarding each of the internships can be found at http://www.bcamath.org/documentos_public/archivos/internships/BCAM_Internsh… <http://www.bcamath.org/documentos_public/archivos/internships/BCAM_Internsh…> http://www.bcamath.org/documentos_public/archivos/internships/BCAM_Internsh… <http://www.bcamath.org/documentos_public/archivos/internships/BCAM_Internsh…> — Gianni Pagnini Ikerbasque Research Associate BCAM - Basque Center for Applied Mathematics Alameda de Mazarredo, 14 E-48009 Bilbao, Basque Country - Spain Tel. +34 946 567 842 gpagnini(a)bcamath.org | www.bcamath.org/gpagnini ( matematika mugaz bestalde )

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EFI7 - extended deadline (fwd)
by Tiziano Vargiolu 21 Dec '21

21 Dec '21

---------- Forwarded message ---------- Date: Tue, 21 Dec 2021 13:12:43 +0000 From: ALESSANDRO SAPIO <alessandro.sapio(a)uniparthenope.it> -- Dear All, we are glad to announce the 7th edition of Energy Finance Italia. The workshop will be organised by the Department of Business and Economics (DiSAE) and by the Department of Business and Quantitative Studies (DiSAQ), Parthenope University of Naples, and will take place on February 10-11, 2022. The workshop welcomes applications of econometrics, forecasting, risk management, portfolio optimisation, and big data techniques to energy markets. We aim to hold the workshop as an in-person event. A limited number of online slots will be reserved to participants who are unable to reach the conference venue due to pandemic restrictions. Any change in the workshop format will be communicated by means of our website and newsletter. The deadline for the submission of a long abstracts (max two pages) has been extended to January 10, 2021. Please, send your abstracts to efi7(a)uniparthenope.it. Notification of acceptance: January 15, 2022. Registration and payment of fees: not later than January 25, 2022. More information on the workshop is available at: http://energyfinanceitalia.unicam.it/index.php/energy-finance-italia-7-work… Best regards, Alessandro Sapio on behalf of the Organizing Committee

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Third Italian Meeting on Probability and Mathematical Statistics
by Tiziano Vargiolu 20 Dec '21

20 Dec '21

Apologies for cross-posting Dear Colleagues, we are pleased to announce the Third Italian Meeting on Probability and Mathematical Statistics (Bologna, Italy, June 13th-16th, 2022) https://site.unibo.it/probstat/en Plenary Speakers Federico Camia, New York University Abu Dhabi & Vrije Universiteit Amsterdam Sandra Cerrai, University of Maryland Andrea Montanari, Stanford University Igor Pruenster, Bocconi University Wolfang Runggaldier, University of Padua Contributions to the Meeting Contributions to the Meeting are given by oral presentations (organized in Contributed Sessions and Organized Sessions) or posters. The abstracts of all contributions have to be submitted through the contribution form in the website of the conference, within March 30, 2022. The official language is English. Each oral presentation has a 25-minute time slot, including 5 minutes for questions. Oral presentations will be arranged in Contributed Sessions and Organized Sessions by the Scientific Committee on the basis of common topics of interest. Organized Sessions An Organized Session is a block of 3 or 4 presentations given by speakers invited by one or more organizers. Organized Session proposals are submitted by the organizer(s) through the session form in the website of the conference, within March 30, 2022. Proposals of Organized Sessions from early career researchers will be warmly welcome. Speakers of an organized session have to submit their abstract through the contribution form within March 30, 2022. Participants are encouraged to submit their proposals or Organized Sessions on a wide range of theoretical and applied topics in Probability and Mathematical Statistics. A non-exhaustive list is the following: Algebraic Statistics, Bayesian Nonparametrics, Dependence Modeling, Foundations of Probability, Fractional Stochastic Dynamics, Game-Theoretical Probability, High Dimensional Data Analysis, Information and Stochastic Geometry, Insurance Mathematics, Interacting Particle Systems, Mathematical Ecology, Measure Valued Processes, Optimal Transport and its Applications in Probability, Probabilistic Data Science, Quantum Probability, Random Fields, Risk Analysis and Reliability, Simulation in Probability and Statistics, Statistical Inference, Stochastic Differential Equations, Stochastic Dynamics in Statistical Physics, Stochastic Financial Markets, Stochastic Models in Biology and Medicine, Stochastic Processes and Applications, Stochastic Networks and Queueing, Teaching Probability and Mathematical Statistics, Uncertainty Quantification. We look forward meeting you soon. The Scientific Committee Claudia Ceci, Paolo Dai Pra, Antonio Di Crescenzo, Franco Fagnola, Marco Ferrante, Franco Flandoli, Antonio Lijoi, Domenico Marinucci, Andrea Pascucci, Franco Pellerey, Laura Sacerdote The Local Organizing Committee Fabio Antonelli, Elena Bandini, Massimo Campanino, Andrea Cosso, Marco Di Francesco, Alberto Lanconelli, Stefano Pagliarani, Andrea Pascucci, Pietro Rigo, Tiziano Vargiolu --------------------------------------------------------------- Andrea Pascucci andrea.pascucci(a)unibo.it Dipartimento di Matematica P.zza di Porta S. Donato, 5 40126 Bologna - Italy Office Tel. +39-0512094428 Fax +39 0510821834 https://sites.google.com/view/andrea-pascucci/ Skype: andrea.pascucci --------------------------------------------------------------- "I have studied many times The marble which was chiseled for me ? A boat with a furled sail at rest in a harbor. In truth it pictures not my destination But my life. For love was offered me and I shrank from its disillusionment; Sorrow knocked at my door, but I was afraid; Ambition called to me, but I dreaded the chances. Yet all the while I hungered for meaning in my life. And now I know that we must lift the sail And catch the winds of destiny Wherever they drive the boat. To put meaning in one?s life may end in madness, But life without meaning is the torture Of restlessness and vague desire ? It is a boat longing for the sea and yet afraid."

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13th International Workshop on Stochastic Models and Control (SMC 2022)
by Giorgio Ferrari 15 Dec '21

15 Dec '21

Dear Colleagues, it is my pleasure to forward the following message. Best wishes, Giorgio Ferrari %%%%%%%%%%%% It is our pleasure to announce the 13th International Workshop on Stochastic Models and Control (SMC 2022) March 14-18, 2022, Lübeck-Travemünde, Germany: https://user.math.uni-kiel.de/SMC2022 The workshop on Stochastic Models and Control (SMC) 2022 in Lübeck-Travemünde is the 13th edition in the series of these conferences. At SMC, experts from different fields of stochastic control and optimization meet to exchange ideas and to discuss recent developments. The workshop aims to connect theory with applications which can be found in various areas like stochastic networks, game theory, statistics, operations research, finance and insurance, energy economics, molecular dynamics, robotics, communication technology. The goal is to foster existing collaborations and to identify and explore directions for future research. Confirmed invited speakers are Fred Benth (University of Oslo) Sara Biagini (LUISS G. Carli, Rome) Christa Cuchiero (University of Vienna) Francois Dufour (University of Bordeaux) Erik Ekström (University of Uppsala) Anna Jaskiewicz (Wrocław University) Sigrid Källblad (KTH Stockholm) Zbigniew Palmowski (Wrocław University) Huyên Pham (University Paris 7 Diderot) Dylan Possamai (ETH Zürich) Łukasz Stettner (Polish Academy of Sciences) Claudia Strauch (University of Aarhus) Contributed talks are highly welcome and abstracts can be submitted until January 10. Deadline for registration is January 17. For further details please visit the webpage (link above) or contact us (smc2022(a)math.uni-kiel.de). At this point in time, the development of the pandemic is of course difficult to predict. We expect that there will be some requirements. Participation is presumably only allowed for vaccinated and recovered persons. More details will be provided later. Best regards, Sören Christensen -- Questa e-mail è stata controllata per individuare virus con Avast antivirus. https://www.avast.com/antivirus

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Conferenza in onore di Bruno Betrò - 25 gennaio 2022
by Sara Pasquali 15 Dec '21

15 Dec '21

Siamo lieti di annunciare che il giorno 25 gennaio 2022 si terrà una conferenza in onore di Bruno Betrò, dedicata alla sua attività a favore della scienza come studioso, nel Comitato per la Matematica del CNR, nel sindacato. La conferenza si terrà in forma ibrida. Per chi intende partecipare di persona, ci troveremo, a partire dalle ore 9.30, presso l'Area della Ricerca di Milano in via A. Corti, 12. In alternativa, sarà possibile collegarsi a distanza e a tutti gli interessati verrà inviato il link per il collegamento. Il programma sarà diviso in due parti. La mattina ci saranno alcune presentazioni di carattere scientifico legate alle ricerche condotte da Bruno nella sua lunga carriera di scienziato e il pomeriggio sarà dedicato a presentazioni sulle sue attività in campo sindacale, istituzionale nel CNR e nel suo istituto (CNR IAMI prima e CNR IMATI Milano poi). Il programma dettagliato può essere consultato al sito https://arm.mi.imati.cnr.it/betro/index.html La partecipazione è gratuita ma, per motivi organizzativi, chiediamo di registrarsi al sito https://arm.mi.imati.cnr.it/betro/contact.html Nella speranza di avervi come partecipanti vi inviamo i nostri migliori saluti. Il Comitato Organizzatore Maria Teresa Artese Tommaso Del Viscio Maria Grazia Grizzaffi Sara Pasquali Antonio Pievatolo Fabrizio Ruggeri (presidente)

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Call for abstracts: "Statistical mechanics approaches to earth system dynamics'' EGU Session
by Giulia Carigi 13 Dec '21

13 Dec '21

Dear Colleagues, with apologies for cross-posting, we would like to draw your attention to the session NP1.1 ``Statistical mechanics approaches to earth system dynamics: invariant measures, response, and large deviations'' to be held as part of the upcoming General Assembly of the European Geosciences Union (Vienna, Austria, 3rd to 8th of April 2022). A short description of the session can be found here https://meetingorganizer.copernicus.org/EGU22/session/42646 or at the end of this email. We would be very happy if you could consider submitting an abstract to this session. IMPORTANT: deadline for abstract submission is 12 January 2022, 13:00 CET For further info on abstract submission see here: https://egu22.eu/abstracts_and_programme/how_to_submit_an_abstract.html EGU2022 will be a hybrid conference – more information at https://egu22.eu/about/provisional_meeting_format.html Best wishes, Jochen Broecker (Convener), Vera Melinda Galfi, Giulia Carigi, Georgios Margazoglou, Jeroen Wouters (Co-Conveners) SESSION DESCRIPTION: The equations governing the dynamics of the atmosphere and the ocean provide us with an enormously powerful tool to understand and predict the future evolution of these dynamics. By integrating these equations forward in time from a given initial condition, we are able to produce highly realistic trajectories of the earth system's temporal evolution. A number of scientific questions however consider the statistical behaviour of solution ensembles, with the heterogeneity coming from different (yet ``typical'') initial conditions or random external forces. Examples are questions related to the global mean temperature or rainfall, the frequency of extreme events, but also questions regarding the average predictability of the system or its susceptibility to external perturbations. Statistical mechanics provides a framework in which such questions can be addressed. Rather than considering individual solutions, randomness and uncertainty are introduced to describe the ensemble of solutions in a probabilistic manner. This statistical mechanics approach to earth system dynamics will be the theme of this session. Contributions will cover a broad range of aspects from theory to applications and from mathematics to climate science. Topics include: * Novel mathematical techniques from the theory of stochastic processes and PDE's * Examples of ideas and methods from statistical mechanics being applied to the earth system (including, but not limited to, linear response, model reduction, large deviations and related algorithms) * Potential future applications, for instance in downscaling, data assimilation and parametrisations ----------------------------------------------------------------- Giulia Carigi, Postdoctoral Research Fellow Department of Mathematics and Statistics University of Reading, UK

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Seminar by A. Picarelli in Padova (this Friday)!
by Giorgia Callegaro 13 Dec '21

13 Dec '21

Dear all, it is a pleasure to announce the forthcoming seminar by *Athena Picarelli* (Università di Verona), which will be held *in person* room 2BC30 of the Mathematics Department (Torre Archimede) of the University of Padova and online, via Zoom, this Friday. Here are the details: * Date and time: 17 December, 14.30 pm * Title: *Optimal management of pumped hydroelectric production with state constrained optimal control* * Abstract: We present a novel technique to solve the problem of managing optimally a pumped hydroelectric storage system. This technique relies on representing the system as a stochastic optimal control problem with state constraints, these latter corresponding to the finite volume of the reservoirs. Following the recent level-set approach presented in O. Bokanowski, A. Picarelli, H. Zidani, State-constrained stochastic optimal control problems via reachability approach, SIAM J. Control and Optim. 54 (5) (2016), we transform the original constrained problem in an auxiliary unconstrained one in augmented state and control spaces, obtained by introducing an exact penalization of the original state constraints. The latter problem is fully treatable by classical dynamic programming arguments. * Zoom link: please visit the webpage https://www.math.unipd.it/~bianchi/seminari/ Thanks for your attention and see you soon in Padova, Giorgia Callegaro -- Giorgia Callegaro Associate 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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Scouting Internazionale presso la Scuola IMT, Lucca
by Irene Crimaldi 13 Dec '21

13 Dec '21

Carissimi, scrivo per portare alla vostra attenzione lo scouting internazionale avviato dalla Scuola IMT nelle aree di Statistica, Econometria e Machine Learning. Vi prego di diffondere la notizia. Grazie. Cordiali saluti, Irene Crimaldi Statistica, Econometria, Machine Learning *Scadenza per la presentazione della manifestazione di interesse: 31 marzo 2022 ore 23:59 (ora italiana)* Candidature ideali sono quelle di studiosi con un solido background di ricerca a livello internazionale su temi di statistica, econometria o machine learning. La Scuola IMT è interessata a candidate/i con una eccellente produzione scientifica e una solida esperienza nello sviluppo di metodi statistici applicati all'analisi dei sistemi economici. La posizione fa parte di una serie di iniziative promosse dalla Scuola IMT per lo sviluppo strategico delle attività di data science con applicazioni in diversi domini e con il contributo di diversi ambiti disciplinari. Le candidate / i candidati devono possedere una consolidata esperienza nella conduzione di gruppi di ricerca, specifiche esperienze di insegnamento e supervisione studenti a livello dottorale, un'ampia produzione scientifica con chiara evidenza dei risultati sinora conseguiti e delle future prospettive. Tutte le attività della Scuola IMT, incluse le attività didattiche, sono condotte in lingua inglese. I potenziali candidati sono invitati a compilare il modulo on-line allegando: 1. un curriculum vitae con la lista delle pubblicazioni 2. una lettera di motivazione 3. tre nomi di esperti ai quali chiedere lettere di referenze.

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Seminar in Statistics LORENZO MASOERO
by Pierpaolo De Blasi 10 Dec '21

10 Dec '21

SEMINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO <https://www.carloalberto.org/events/category/seminars/seminars-in-statistic…> Venerdi 17 Dicembre 2021, alle ore 12.00, presso il Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario: ------------------------------------------------ Speaker: *Lorenzo Masoero *(Amazon) Title: *Improved prediction and optimal sequencing strategies for genomic variant discovery via Bayesian nonparametrics* Abstract:Despite the advent of Big Data, data-gathering in many domains can still be an expensive process that necessitates careful planning when operating under a fixed, limited budget. For instance, sequencing new genomic data is a complex procedure that requires careful tuning: researchers can spend resources to sequence a greater number of genomes (quantity), or spend resources to sequence genomes with increased accuracy (quality). In this talk, I consider the common setting in which scientists have already conducted a pilot study to reveal variants in a genome and are contemplating a follow-up study. Spending additional resources has the potential to reveal new variations in the genome, and thereby new genetic insights. Therefore, practitioners are interested in (i) predicting how many new discoveries they will make under different experimental design choices. In turn, they can leverage these predictions to optimally allocate available resources in the design of a future experiment, e.g. (ii) to maximize the number of future discoveries or (iii) to optimize the usefulness of a future experiment for the task at hand, e.g. the power of an associated statistical test. I discuss novel methodologies to solve the problems mentioned above. Our approach relies on a Bayesian nonparametric formulation that facilitates (i) prediction for the number of new variants in the follow-up study based on the pilot study. We show empirically that, when experimental conditions are kept constant between the pilot and follow-up, our method's prediction is competitive with the best existing methods. Unlike current methods, though, our new method allows practitioners to change experimental conditions between the pilot and the follow-up. We demonstrate how this distinction allows our method to be used for more realistic predictions and for optimal allocation of a fixed budget between quality and quantity. In particular, we first show how, under a fixed budget, my predictions can be used to maximize (ii) the number of new genomic variants discovered in a follow-up study. Last, we show how our framework can guide practitioners in other experimental design problems, and specifically how to achieve (iii) the highest possible power in statistical tests in the context of rare variants association studies. ------------------------------------------------ In ottemperanza alle norme anti Covid, per partecipare in presenza è necessario prenotarsi tramite il seguente form online: https://forms.gle/jVPLoDCQ1ANSB5dg8 Sarà possibile seguire il seminario anche in streaming: Join Zoom Meeting <https://us02web.zoom.us/j/88971670320?pwd=VXFseHNlYm5EKzFmZ25oTGdlRWw4QT09> Meeting ID: 889 7167 0320 Passcode: 362208 Il seminario è organizzato dalla "de Castro" Statistics Initiative www.carloalberto.org/stats Cordiali saluti, Pierpaolo De Blasi --- University of Torino & Collegio Carlo Alberto carloalberto.org/pdeblasi <https://sites.google.com/a/carloalberto.org/pdeblasi/>

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(PMS)^2 online talk: Martin Huesmann (Dec 13, 5:30pm)
by Mario Maurelli 08 Dec '21

08 Dec '21

Dear colleagues, We are happy to announce the following online talk: Speaker: *Martin Huesmann* (Universität Münster) *Title*: A fluctuation result for the optimal matching problem *Abstract*: The optimal matching problem is one of the classical random optimization problems. While the asymptotic behavior of the expected cost is well understood only little is known for the asymptotic behavior of the optimal couplings - the solutions to the optimal matching problem. In this talk we show that at all mesoscopic scales the displacement under the optimal coupling converges in suitable Sobolev spaces to a Gaussian field which can be identified as the curl-free part of a vector Gaussian free field. Based on joint work with Michael Goldman. Date and time: *Monday December 13, 17:30-18:30* (Rome time zone) *Zoom link*: https://us02web.zoom.us/j/8342220461 This is a talk of the *(PMS)^2: Pavia-Milano Seminar series on Probability and Mathematical Statistics* organized jointly by the universities Milano-Bicocca, Pavia, Milano-Politecnico and Milano-Statale. For more information see the dedicated webpage: https://paviamilanoseminars.wordpress.com/ Participation is free and welcome! Best regards The organizers (Mario Maurelli, Carlo Orrieri, Maurizia Rossi, Margherita Zanella)

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4 Assistant Professorships + 1 Harrison position in Statistics @Warwick
by Massimiliano ... 08 Dec '21

08 Dec '21

Dear all, 4 assistant professorships (permanent with a 5 year probation) and 1 Harrison position(until October 2024) are available at the Department of Statistics, University of Warwick, seewww.warwick.ac.uk/statjob<http://www.warwick.ac.uk/statjobs>for more details. All applications close on January 9. For the Assistant professorships, we are particularly keen in making appointment in the following areas: * Applied Statistics * Data Science * Stochastic Finance but welcome applications across the spectrum of Probability and Statistics, broadly interpreted, seehttps://atsv7.wcn.co.uk/search_engine/jobs.cgi?owner=5062452&ownertype=fair&jcode=1880930&vt_template=1457&adminview=1 I'd appreciate if you could circulate this information around your networks, and encourage applications from talented early career researchers you are aware of. Feel free to get back to me if you have any questions. Best wishes, Massimiliano ------ Dr. Massimiliano Tamborrino Assistant Professor Department of Statistics University of Warwick https://warwick.ac.uk/tamborrino

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Reminder -- Online Quantitative Finance Seminars @SNS, December 10, 2021
by Giulia Livieri 07 Dec '21

07 Dec '21

Dear all, We would like to announce the following two Online Seminars @SNS: *December 10, 2021 at 3PM (CEST)* *Speaker: *Prof. Agostino Capponi (Columbia University) *Title: * The Adoption of Blockchain-based Decentralized Exchanges (joint work with Dr. Ruizhe Jia) *Abstract: *We show that the blockchain order execution mechanism and liquidity pooling create arbitrage rents in decentralized exchanges. The arbitrage rent raises the cost of liquidity provision and imposes negative externalities on users of the underlying blockchain. In equilibrium, automated market makers (AMMs) are adopted by liquidity providers only if exchange rates of token pairs are sufficiently stable. A pricing curve with higher curvature reduces arbitrage rents, but also decreases trading activities. We provide statistical support for our main model implications using transaction-level data of AMMs. *Link: * https://teams.microsoft.com/l/meetup-join/19%3ameeting_NjAyODk0YzQtNmVmYS00… We are looking forward to seeing you at the seminars! Best regards, Giulia

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Seminario Online :: Panaretos@DSS-Sapienza
by Pierpaolo Brutti 07 Dec '21

07 Dec '21

...ricevo e inoltro... --P ----------------------------------------------------------------------------- A v v i s o d i S e m i n a r i o O n l i n e ----------------------------------------------------------------------------- Venerdì 10 Dicembre, ore 12:00 ----------------------------------------------------------------------------- Zoom: [Link <https://uniroma1.zoom.us/j/86881977368?pwd=SWRFcVFjMDZTa0lXZk05TE1zNm5adz09>] [code: 432940] ----------------------------------------------------------------------------- VICTOR PANARETOS <http://smat-files.epfl.ch/victor/> (Ecole Polytecnique Federale de Lausanne) terrà un seminario dal titolo: TESTING FOR THE RANK OF A COVARIANCE KERNEL ----------------------------------------------------------------------------- Summary How can we discern whether the covariance of a stochastic process is of reduced rank, and if so, what its precise rank is? And how can we do so at a given level of confidence? This question is central to a great deal of methods for functional data, which require low-dimensional representations whether by functional PCA or other methods. The difficulty is that the determination is to be made on the basis of i.i.d. replications of the process observed discretely and with measurement error contamination. This adds a ridge to the empirical covariance, obfuscating the underlying dimension. We describe a matrix-completion inspired test statistic that circumvents this issue by measuring the best possible least square fit of the empirical covariance's off-diagonal elements, optimised over covariances of given finite rank. For a fixed grid of sufficiently large size, we determine the statistic's asymptotic null distribution as the number of replications grows. We then use it to construct a bootstrap implementation of a stepwise testing procedure controlling the family-wise error rate corresponding to the collection of hypotheses formalising the question at hand. Under minimal regularity assumptions we prove that the procedure is consistent and that its bootstrap implementation is valid. The procedure circumvents smoothing and associated smoothing parameters, is indifferent to measurement error heteroskedasticity, and does not assume a low-noise regime. Based on joint work with Anirvan Chakraborty. -----------------------------------------------------------------------------

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[MLfF] Program: 3rd One-Day International Workshop on MACHINE LEARNING FOR FINANCE
by Marco Corazza 06 Dec '21

06 Dec '21

Kind All, I'm glad to send you the program of the Remote *3rd One-Day International Workshop onMACHINE LEARNING FOR FINANCE* (*https://www.unive.it/data/agenda/3/55613 <https://www.unive.it/data/agenda/3/55613>*). For receiving the *Zoom address*, *ID* and *passcode*, it is necessary to communicate the email address of the attendee to corazza(a)unive.it. I hope to see you at the workshop! The warmest regards, Marco Corazza ***** ***** ***** MORNING ***** ***** ***** 08:50-09:00 - Openings 09:00-09:30 - He X., Cong L. W., Feng G., He J.: "Asset pricing with Panel Trees under global split criteria" 09:30-10:00 - Barbopoulos L. G., Dai R., Putniņš T., Saunders J. A.: "Market Efficiency in the age of Machine Learning" 10:00-10:30 - Caliciotti A., Corazza M., Fasano G.: "Regression models and Machine Learning approaches for Bitcoin price forecast" 10:30-11:00 - Kumar P.: "Deep Hawkes process for high-frequency market making" 11:00-11:15 - Break 11:15-11:45 - Al-Ameer A., Alshehri K.: "Conditional Value-at-Risk for quantitative trading: A Direct Reinforcement Learning approach" 11:45-12:15 - Carrillo Menéndez S., Hassani B.: "Expected Shortfall reliability – Added value of traditional statistics and advanced Artificial Intelligence for market risk measurement purposes" 12:15-12:45 - Daluiso R., Nastasi E., Pallavicini A., Polo S.: "Reinforcement Learning for options on target volatility funds" 12:45-13:15 - Dell’Era M.: "Local volatility and Hopfield Neural Network" 13:15-13:45 - Break ***** ***** ***** AFTERNOON ***** ***** ***** 13:45-14:15 - Goudenège L., Molent A., Zanette A.: "Moving average options: Machine Learning and Gauss-Hermite quadrature for a double non-Markovian problem" 14:15-14:45 - Jaydip S., Dutta A., Mehtab S.: "Portfolio optimization using Deep Learning models - A comparative study of risk-based portfolio design approaches" 14:45-15:15 - Lillo F., Livieri G., Marmi S., Solomko A., Vaienti S.: "Analysis of bank leverage via dynamical systems and deep neural networks" 15:15-15:45 - Scholz M.: "Forecast combinations for benchmarks of long-term stock returns using Machine Learning methods" 15:45-16:00 - Break 16:00-16:30 - Ameridad B., Cattaneo M., Luciano E., Kenett R.: "AI and Adversarial AI in insurance: Background, examples and future implications" 16:30-17:00 - Gnoatto A., Picarelli A., Reisinger C.: "Deep XVA Solver - A Neural Network based counterparty Credit Risk management framework" 17:00-17:30 - Mansouri S., Momtaz P. P.: "Financing sustainable entrepreneurship: ESG measurement, valuation, and performance in token offerings" 17:30-18:00 - Modina M., Zedda S.: "A quantitative identification and description of the default syndromes affecting the Italian SMEs" 18:00-18:10 - Closings -- Marco Corazza, Ph.D. Department of Economics - Ca' Foscari University of Venice San Giobbe, Cannaregio 873 - 30121 Venezia, Italy Mobile: (+39) 366 602-9134 Phone: (+39) 041 234-6921 Fax: (+39) 041 234-7444 E-mail: corazza(a)unive.it Editor-in-Chief: Mathematical Methods in Economics and Finance - www.unive.it/m2ef --

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Posizione da Assistant Professor in Statistics alla Luiss
by Marco Perone Pacifico 03 Dec '21

03 Dec '21

Care colleghe e colleghi, la Luiss ha pubblicato una "call for expression of interest" per una posizione da Assistant Professor in Statistics and Data Science (tutti i dettagli a questo link<https://www.luiss.edu/call-expression-interest-2021/assistant-professorship…>). La call rimarrà aperta fino a metà febbraio, ma le selezioni inizieranno a gennaio. Per chi fosse interessato, il consiglio è di inviare la domanda entro il 31 dicembre 2021. Un saluto, Marco Perone Pacifico Marco Perone Pacifico Professor of Statistics Department of Economics and Finance LUISS University Viale Romania 32 00197 Roma, ITALY La presente e-mail proviene da Luiss Guido Carli e s'intende inviata per scopi lavorativi. Tutte le informazioni ivi contenute, compresi eventuali allegati, sono da ritenersi esclusivamente confidenziali e riservati secondo i termini del vigente D.Lgs. 196/2003 in materia di privacy e del Regolamento europeo 679/2016 - GDPR. È vietato qualsiasi ulteriore utilizzo non autorizzato. Qualora la stessa Le fosse pervenuta per errore, La preghiamo di eliminarla immediatamente e di darcene tempestiva comunicazione. Grazie. This e-mail message is sent by Luiss Guido Carli for business purposes. All informations contained therein, including any attachments, are for the sole use of the intended recipient and may contain confidential and privileged information pursuant to Legislative Decree 196/2003 and the European General Data Protection Regulation 679/2016 - GDPR -. Any unauthorized review, use, disclosure or distribution is prohibited. If you are not the intended recipient, please contact the sender by soon reply this e-mail and destroy all copies of the original message. Thanks

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concorso RTDB MAT/07 Univ. Roma Tre
by giuliani＠mat.uniroma3.it 03 Dec '21

03 Dec '21

Cari tutti, vorrei segnalare l'emissione di un bando di concorso per un posto di Ricercatore a Tempo Determinato di tipo B in Fisica Matematica (SC 01/A4 - SSD MAT/07) presso il Dipartimento di Matematica e Fisica dell'Università degli Studi Roma Tre. Il termine di scadenza delle domande è il 28/10/2021. Il bando integrale è disponibile al seguente indirizzo: https://www.albopretorionline.it/uniroma/alboente.aspx sotto la voce "Concorsi e Selezioni" in pubblicazione dal 28-09-2021 al 28-10-2021 (si veda la voce "Procedure pubbliche per complessivi 43 posti di Ricercatore a tempo determinato, Art. 24 c.3 lettera B) Legge 240/2010, presso i Dipartimenti dell'Ateneo, con modello di domanda in word e versione in lingua inglese. Avviso pubblicato sulla G.U. n. 77 del 28/09/2021, scadenza presentazione domande 28/10/2021") Il link diretto al bando è il seguente: https://www.albopretorionline.it/uniroma/download.aspx?ida=614591&pubb=1&n=1 con allegati disponibili al seguente link: https://www.albopretorionline.it/uniroma/download.aspx?ida=614591&pubb=1&n=4 Vi prego di inoltrare le informazioni sul bando a tutti i colleghi potenzialmente interessati. Grazie, cordiali saluti, Alessandro Giuliani

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a post-doc position in Naples
by malongob＠unina.it 03 Dec '21

03 Dec '21

Cari colleghe e colleghi, si è aperto un bando per un assegno di ricerca di 1 anno presso il Dipartimento di Matematica e Applicazioni dell?Università degli Studi di Napoli Federico II. Il bando ha scadenza 13 Dicembre 2021. Titolo del progetto: ? ANALISI MATEMATICO-STATISTICA DI PROCESSI STOCASTICI PER DINAMICHE DI SISTEMI COMPLESSI E LORO AFFIDABILITA'?. L?obiettivo del progetto è lo studio di processi stocastici atti a creare nuovi modelli matematici per dinamiche di particelle interagenti e di sistemi coerenti, nonché analisi di affidabilità, di misure di informazione e dei relativi problemi differenziali. Trovate i dettagli del bando all'indirizzo http://www.unina.it/ricerca/bandi-nazionali/assegni-di-ricerca Cordialmente, Maria Longobardi ENGLISH VERSION Dear colleagues, A call for a 1 year post-doc position is open at the Dipartimento di Matematica e Applicazioni, University of Naples Federico II, with deadline December 13th, 2021. The title of the project is: ? MATHEMATICAL-STATISTICAL ANALYSIS OF STOCHASTIC PROCESSES FOR DYNAMICAL OF COMPLEX SYSTEMS AND THEIR RELIABILITY?. The aim is to investigate stochastic processes for new mathematical models of interacting particles and coherent systems, as well as reliability analysis, information measures and related differential problems. You find the details of the call at the page: http://www.unina.it/ricerca/bandi-nazionali/assegni-di-ricerca Unfortunately the call is only in Italian, but please let me know if you need help in understanding it or in applying. Best regards Maria Longobardi Maria Longobardi, Ph.D. in Applied Mathematics Associate Professor of Probability and Mathematical Statistics E-mail: maria.longobardi(a)unina.it Dipartimento di Biologia Università degli Studi di Napoli FEDERICO II Via Cintia - 80126 Napoli - Italy Studio 114 - V livello del Dipartimento di Matematica e Applicazioni Tel. +39 081 675620

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Seminario Prof. Anand N Vidyashankar
by Claudio Agostinelli 01 Dec '21

01 Dec '21

Buon pomeriggio a tutti, il giorno 3 Dicembre 2021 (Venerdi) alle ore 12.00 il Prof. Anand N Vidyashankar (George Mason University) terra' un seminario presso l'aula seminari del dipartimento di Matematica dell'Universita' di Trento dal titolo: Sharp large deviations in sequential inference tutte le informazioni su http://datascience.maths.unitn.it/events/si2021/index.html Sara' possibile seguire il seminario anche via zoom: https://unitn.zoom.us/j/85200390505 Meeting ID: 852 0039 0505 Passcode: 494451 Cordiali saluti, Claudio Agostinelli -- ------------------------------------------------------------- Claudio Agostinelli Dipartimento di Matematica Universita' di Trento email: claudio.agostinelli(a)unitn.it ------------------------------------------------------------ Per favore non mandatemi documenti in Microsoft Office/Apple iWork. Spediscimi invece OpenDocument! http://fsf.org/campaigns/opendocument/ Please do not send me Microsoft Office/Apple iWork documents. Send OpenDocument instead! http://fsf.org/campaigns/opendocument/ ------------------------------------------------------------

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2 years Post-doc position in Florence
by Luisa Andreis 01 Dec '21

01 Dec '21

ITALIAN VERSION (ENGLISH BELOW)———————————————————— Cari colleghi e colleghe, si è aperto un bando per un assegno di ricerca di 2 anni al Dipartimento di Matematica e Informatica “Ulisse Dini” dell’Università di Firenze. Il bando ha scadenza 8 Dicembre 2021. Titolo del progetto: : "Tecniche di meccanica statistica in probabilità e geometria”. L’obiettivo del progetto e’ studiare come l’approccio statistico-meccanico sia stato applicato alla risoluzione di problemi di geometria (in particolare geometria complessa) e investigare altri possibili collegamenti tra le due discipline. Trovate i dettagli del bando al fondo di questa email. Per ulteriori informazioni rivolgersi a luisa.andreis(a)unifi.it <mailto:luisa.andreis@unifi.it> Vi preghiamo di diffondere con chiunque pensiate possa essere interessata/o. Cordiali saluti, Luisa Andreis, Gianmarco Bet e Daniele Angella ENGLISH VERSION———————————————————— Dear colleagues, A call for a 2 years post-doc position is open at the Mathematics Department in Florence, with deadline December 8, 2021. The title of the project is: "Statistical-mechanics techniques in Probability and Geometry”. The aim is to investigate how the statistical mechanic approach has successfully been applied to the study of problems coming from geometry (in particular complex geometry) and the interplay between the two disciplines. You find the details of the call at the bottom of this email. Unfortunately the call is only in Italian, but please let us know if you need help in understanding it or in applying. We will be happy to help. For any further information, please contact: luisa.andreis(a)unifi.it <mailto:luisa.andreis@unifi.it> Please, feel free to forward this announcement to whoever you think might be interested. Best regards, Luisa Andreis, Gianmarco Bet e Daniele Angella DETAILS OF THE CALL ------------------------------------------------------------------------------------------------ Official call (only in italian): https://titulus.unifi.it/albo/viewer?view=files%2F004336873-UNFICLE-7daf4f5… <https://titulus.unifi.it/albo/viewer?view=files/004336873-UNFICLE-7daf4f5f-…> Title of the project: "Statistical-mechanics techniques in Probability and Geometry” Principal Investigators: Luisa Andreis, Gianmarco Bet, Daniele Angella (University of Florence) ---------------------------------------------------------------------------------- Luisa Andreis ------------------------------------------------------- RTD-A Dipartimento di Matematica e Informatica “Ulisse Dini" Università degli Studi di Firenze Viale Morgagni 65, 50134, Firenze, IT Personal webpage: https://sites.google.com/view/luisaandreis/home Email: luisa.andreis(a)unifi.it

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ECSO-CMS 2021 First Call for Papers
by Martina Nardon 01 Dec '21

01 Dec '21

_First Call for Papers_ *Joint EUROPEAN CONFERENCE ON STOCHASTIC OPTIMIZATION and COMPUTATIONAL MANAGEMENT SCIENCE Conference * *7-9 July 2021, Venice, Italy* The organizers are delighted to invite you to ECSO – CMS 2021 that will be held in Venice, Italy, 7-9 July 2021, at the Department of Economics - Ca’ Foscari University of Venice, in the San Giobbe Economics Campus. /This is the rescheduled event for the Conference ECSO – CMS 2020, suspended due to the COVID -19 pandemic emergency. We are planning to organize the conference in presence in 2021./ ECSO - CMS 2021 is jointly organized by the Department of Economics of Ca’ Foscari University of Venice, the CMS Journal and the EURO Working Group on Stochastic Optimization. ECSO 2021 is the 3rd edition of a stream of conferences organized by the EURO Working Group on Stochastic Optimization (EWGSO). The previous editions were held in Paris (2014) and Rome (2017). The scope of the conference is to bring together researchers and professionals in Stochastic Optimization and its applications in different fields spacing from economics and finance to supply chain, logistics, etc. CMS 2021 is the 17th edition of an annual meeting associated with the journal of Computational Management Science published by Springer. The aim of the conference is to provide a forum for theoreticians and practitioners from academia and industry to exchange knowledge, ideas and results in a broad range of topics relevant to the theory and practice of computational methods in management science. This joint event will provide a forum for fruitful discussions and interactions among researchers and professionals from industry and institutional sectors on decision making under uncertainty in a complex world.The conference will be within the scopes of both CMS and EWGSO and, in particular, it will focus on models, methods and computational tools in stochastic, robust and distributionally robust optimization and on computational aspects of management science with emphasis on risk management, valuation problems, measurement applications. Traditional fields of application, such as finance, energy, water management, logistics, supply chain management, and emerging ones, such as healthcare, climate risk and sustainable development, will be included. VENUE: Department of Economics, Ca’ Foscari University of Venice San Giobbe Campus – Cannaregio 873, 30121 Venice, Italy Webpage: www.unive.it/ecsocms2021 <http://www.unive.it/ecsocms2021> Conference Secretariat: ecsocms2021(a)unive.it Conference hashtag: #ecsocms2021 IMPORTANT DATES Abstract submission: *March 31, 2021* Notification of acceptance: *April 20, 2021* Early registration: *April 30, 2021* Conference: J*uly 7-9, 2021* CONFIRMED INVITED SPEAKERS DARINKA DENTCHEVA, Stevens Institute of Technology (USA) DAVID MORTON, Northwestern University (USA) GAH-YI BAN, University of Maryland (USA) DANIEL KUHN, École polytechnique fédérale de Lausanne (CH) GIORGIO CONSIGLI, Università di Bergamo (I) A *prize for the student best paper* will be awarded. Papers should be nominated via e-mail by the students’ supervisors (ecsocms2021(a)unive.it). *Deadline for the submissions to the prize is May 15.* The program will include a devoted session for presenting the best papers to compete for the prize, such that the jury could make the final choice. The paper does not have to be published. The papers should be principally authored by the student, but co-authors are permitted as long as their contributions are clarified. Only registered participants’ papers will be considered for the prize. Jury for the Student Best Paper Prize: Stein-Erik Fleten (NTNU Norwegian University of Science and Technology), Milos Kopa (Charles University of Prague), Francesca Maggioni (University of Bergamo), Ruediger Schultz (University Duisburg-Essen). We are looking forward to seeing you in Venice. Best Regards, Diana Barro, Stein-Erik Fleten and Martina Nardon Organizing and Program Committee Chairs -------------------------------------- Dr. Martina Nardon Dipartimento di Economia Università Ca' Foscari Venezia San Giobbe - Cannaregio, 873 30121 Venezia, Italy tel. +39 041 234 7413 --------------------------------------

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Ph.D Positions at Ulm University in Mathematical Statistics, Mathematical Finance and Data Science
by Imma Curato 01 Dec '21

01 Dec '21

Dear all, a call for Ph.D. positions (Akademische Mitarbeiter) is open at Ulm University in the area of Mathematical Statistics, Mathematical Finance, and Data Science. During the Ph.D. studies is possible to take part in the project "PAC Bayesian bounds for light cone, neighborhood, and trajectories data”, a new investigation on the generalization performance of linear regression applied to spatio-temporal data sets, led by PD Dr. Imma Curato, or to work within the research group of Prof. Dr. Stelzer. The deadline is December 19th. For more information on the position and how to apply see the flyer attached, or please write to imma.curato(a)uni-ulm.de Thanks for sharing the announcement and best wishes to all. Imma Curato

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Webinars PRISMA
by c.ceci＠unich.it 30 Nov '21

30 Nov '21

Buon pomeriggio a tutti, abbiamo il piacere di annunciare il prossimo webinar promosso dal Gruppo UMI PRISMA: - Lunedi’ 6 dicembre 2021 ore 16-18 - ore 16, Giulia Di Nunno Titolo: On time changed Lévy noises in modelling, dynamics and control Abstract: The study of time change lays at the intersection of probability and statistics and have interesting potential in the modelling of different phenomena. These models are appealing, since they seem quite close to classical Lévy structures, often easy to simulate, though they are still statistically very different, as they may loose important properties, such as independent increments and Markovianity. It clearly all depends on the time change applied! When it comes to stochastic calculus, stochastic dynamics, and control, we shall see how the use of the interplay of partial information techniques and enlargement of filtrations can help dealing with such dynamics. - ore 17, Alessandra Cretarola Titolo: Optimal reinsurance and investment under common shock dependence between the financial and the actuarial market Abstract: We study the optimal proportional reinsurance and investment strategy for an insurance company which experiences both ordinary and catastrophic claims and wishes to maximize the expected exponential utility of its terminal wealth. We propose a model where the insurance framework is affected by environmental factors, and aggregate claims and stock prices are subject to common shocks, i.e. drastic events such as earthquakes, extreme weather conditions, or even pandemics, that have an immediate impact on the financial market and simultaneously induce insurance claims. Using the classical stochastic control approach based on the Hamilton-Jacobi- Bellman equation, we provide a verification result for the value function via classical solutions to two backward partial differential equations and characterize the optimal strategy. Finally, we discuss the effect of the common shock dependence via a comparison analysis. Collegamento Teams: https://teams.microsoft.com/l/meetup-join/19%3ad685b25ed15f4821ac5168e63cf9… Tutte le informazioni sui webinars sono pubblicate alla pagina web: http://www.umi-prisma.polito.it/webinars.html Grazie per l’attenzione, Claudia Ceci e Domenico Marinucci

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Corso FREQUENTIST LIMITS FROM BAYESIAN STATISTICS
by Matteo Ruggiero 30 Nov '21

30 Nov '21

Cari colleghi, nell’ambito del programma di Visiting Professors della Laurea Magistrale in Stochastics and Data Science dell’Università di Torino (alla pagina https://www.master-sds.unito.it/go/visiting <https://www.master-sds.unito.it/go/visiting> il programma completo per il presente a.a.), con piacere annunciamo il seguente corso: -------------------------------------- Bas KLEIJN (University of Amsterdam) FREQUENTIST LIMITS FROM BAYESIAN STATISTICS We look at the role that the posterior can play in frequentist statistics, with special attention for large-sample limits. There exists an intimate relationship between hypothesis testing and concentration of posterior measure, which combines with a notion called remote contiguity to obtain frequentist convergence results from sequences of Bayesian posterior measures. We shall cover frequentist forms of posterior consistent estimation, rates of posterior convergence, as well as asymptotic uncertainty quantification by enlargement of credible sets and hypothesis testing/model selection with Bayes factors. Plan of the course: eight lectures of 45 minutes each: Lec I - Bayesian Basics (Frequentist/Bayesian formalisms, estimation, coverage, testing) Lec II - The Bernstein-von Mises theorem (Limit shape in smooth parametric models, semi-parametrics) Lec III - Bayes and the Infinite (Consistency, Doob’s theorem, Schwartz’s theorem) Lec IV - Posterior contraction (Barron, Walker, Ghosh-Ghosal-van der Vaart theorems) Lec V - Tests and posteriors (Testing and posterior concentration, Doob’s theorem) Lec VI - Frequentist validity of Bayesian limits (Remote contiguity and frequentist limits) Lec VII - Posterior uncertainty quantification (How confidence sets arise from credible sets) Lec VIII - Uniform and pointwise tests (Which hypotheses are asymptotically testable and which are not?) Time permitting, we shall also consider Lec IX - Bayesian tests and posterior model selection (Model selection with posteriors, some examples) -------------------------------------- L'iniziativa è rivolta agli studenti del secondo anno della Laurea Magistrale ma la partecipazione è aperta a tutti gli interessati. Il corso si svolgerà in presenza nell’aula 30, terzo piano, C.so Unione Sovietica 218/bis, 10134, Torino (qui https://www.unito.it/ateneo/gli-speciali/coronavirus-aggiornamenti-la-comun… <https://www.unito.it/ateneo/gli-speciali/coronavirus-aggiornamenti-la-comun…> i requisiti per l’accesso come ingressi occasionali) secondo il seguente calendario: - mar 30 Novembre, h.14-16 - mer 1 Dicembre, h.14-16 - mar 7 Dicembre, h.14-16 - gio 9 Dicembre, h.11.15-13 e sarà trasmesso in diretta streaming (senza registrazione) tramite la seguente riunione Webex, valida per tutte le lezioni: https://unito.webex.com/unito/j.php?MTID=m508322b370362bfd0618d768e4772ac0 <https://unito.webex.com/unito/j.php?MTID=m508322b370362bfd0618d768e4772ac0> Numero riunione: 2733 233 8719 Password: 9ahN5DGFRU3 Cordiali saluti, Matteo Ruggiero --- Matteo Ruggiero University of Torino and Collegio Carlo Alberto www.matteoruggiero.it <http://www.matteoruggiero.it/>

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one-world-probability-seminar
by Franco Flandoli 30 Nov '21

30 Nov '21

Segnalo i due seminari di questa settimana: Alessandra Caraceni and Alexandre Stauffer,* Edge flip Markov chains on triangulations and random planar maps* Date: 2021-12-02 Time: 14:00-16:00 UTC <https://www.google.com/url?q=https%3A%2F%2Fwww.timeanddate.com%2Fworldclock…> https://www.owprobability.org/one-world-probability-seminar/future-seminars

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Fw:I: 23rd Workshop on Quantitative Finance - Rome 27-28 January 2022 - second call for papers (fwd)
by Tiziano Vargiolu 29 Nov '21

29 Nov '21

Da: Davide Pirino <davide.pirino(a)gmail.com> Inviato: venerd? 26 novembre 2021 16:09 Apologies for cross-posting Dear colleagues, This is a gentle reminder on the Call for Papers of the XXIII Workshop on Quantitative Finance, which will be held in Rome (in presence) on January 27-28, 2022. The deadline for submitting extended abstracts is next Tuesday, 30th November, 2021 (the call for paper and all deadlines can be found in the attached document). Abstract must be submitted through an online procedure at the following webpage: https://qfw2022.it/registration/ Registration - XXII Workshop on Quantitative Finance qfw2022.it The Annual meeting whose purpose is to stimulate discussion on theoretical and practical aspects of Quantitative Finance Information on the workshop is available here: https://qfw2022.it/en/ XXII Workshop on Quantitative Finance qfw2022.it The Annual meeting whose purpose is to stimulate discussion on theoretical and practical aspects of Quantitative Finance On behalf of the organizing committee.

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23rd Workshop on Quantitative Finance - Rome 27-28 January 2022 - second call for papers
by Davide Pirino 26 Nov '21

26 Nov '21

Apologies for cross-posting Dear colleagues, This is a gentle reminder on the Call for Papers of the XXIII Workshop on Quantitative Finance, which will be held in Rome (in presence) on January 27-28, 2022. The deadline for submitting extended abstracts is next Tuesday, 30th November, 2021 (the call for paper and all deadlines can be found in the attached document). Abstract must be submitted through an online procedure at the following webpage: https://qfw2022.it/registration/ Information on the workshop is available here: https://qfw2022.it/en/ On behalf of the organizing committee.

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