- Random - Mailing list — Dipartimento di Matematica, UniPI

Emanazione Premio Pitagora 2023
by Michele Gianfelice 22 May '23

22 May '23

Salve, il Dipartimento di Matematica e Informatica dell'Università della Calabria, con il patrocinio dell'Unione Matematica Italiana, ha al piacere di emanare il premio Pitagora 2023, rivolto alle matematiche e ai matematici italiani che abbiano ottenuto risultati scientifici di rilievo nel settore della matematica e delle sue applicazioni e che siano nati nel 1993 o in anni successivi (per i quali cioè il trentesimo compleanno non sia caduto entro il 31 dicembre 2022). Il premio è promosso dal Dipartimento di Matematica e Informatica dell'Università della Calabria, con il patrocinio e la supervisione scientifica dell'Unione Matematica Italiana. https://bit.ly/PremioPitagora. Il premio Pitagora 2023 sarà conferito durante una cerimonia pubblica che si terrà, in presenza, a Crotone presso i locali del Museo Pitagora, nel mese di settembre 2023. Al premio è associato un importo in denaro di Euro 1.000,00 (mille/00), finanziato dal Dipartimento di Matematica e Informatica dell'Università della Calabria. Per la partecipazione all'evento, il Dipartimento rimborserà, altresì, alla vincitrice o al vincitore le spese di missione. La domanda di partecipazione dovrà essere presentata entro e non oltre le ore 23:59 del 23 giugno 2023, utilizzando la piattaforma informatica dedicata all'indirizzo http://ticket.unical.it/tickets/new/16/484/ Di seguito il link completo con il bando: https://unical.portaleamministrazionetrasparente.it/index.php?id_oggetto=22… Con preghiera di massima diffusione. Cordialmente, m.gianfelice

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Corso di dottorato di Amine Asselah in Sapienza
by Lorenzo Taggi 22 May '23

22 May '23

Si annuncia il corso di dottorato su *Random Walks e Branching Random Walks* del professor Amine Asselah (università di Parigi-Est Créteil) presso il dipartimento di Matematica di Sapienza Università di Roma. Si riportano l’abstract e il calendario, in allegato il programma dettagliato. Si prega di diffondere l’annuncio a possibili interessati. Per essere inseriti nella mailing list del corso e essere aggiornati su possibili variazioni del calendario si prega di inviare un'email a lorenzo.taggi(a)uniroma1.it *ABSTRACT:* Simple Random Walk is the first example of a Markovian process, whereas Branching Random Walk has a time indexed by a random tree, and looses the SRW’s sequential way of visiting space. The highlights of the course would be two phenomena in high dimensions linked with folding. - The chances that two independent walks meet for a long time. - The chances that two independent branching walks both visit a large region, and this is to be discovered during the course. We plan to have self-contained lectures (with little pre-requisites), and will start with reviewing useful facts (classical and not) on random walks. *CALENDARIO:* Tutte le lezioni hanno luogo dalle 11:00 alle 13:00 presso il dipartimento di Matematica in aula B nei seguenti giorni: Lez. 1: lunedì 29/5 Lez. 2: giovedì 1/6 Lez. 3: giovedì 8/6 Lez. 4: venerdì 9/6 Lez. 5: lunedì 12/6 Lez. 6: giovedì 15/6 Lez. 7: lunedì 19/6 Lez. 8: giovedì 22/6

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seminario Francois Baccelli 24 maggio
by Daniela De Canditiis 21 May '23

21 May '23

Buongiorno a tutti, il prossimo appuntamento del ciclo Seminari generali IAC si terrà Mercoledì 24 Maggio ore 14:30 sul Canale Youtube Cnr-IAC al link https://www.youtube.com/watch?v=JgsmwZg7eAg con Francois Baccelli Title High dimensional stochastic geometry in the Shannon regime Abstract This talk will focus on Euclidean stochastic geometry in the Shannon regime. In this regime, the dimension n of space tends to infinity, point processes have intensities which are exponential functions of n, and the random compact sets have diameters of order square root of n. Three basic models of stochastic geometry based on Poisson processes will be considered: the Boolean model, the Poisson-Voronoi tessellation and the Poisson hyperplane tessellation. We will show how to calculate the asymptotic behavior of the classical quantities of stochastic geometry for these three models in the Shannon regime: for the Boolean model, the volume fraction, the percolation threshold or the size of the connected components; for tessellations, statistics of geometric properties of cells (volume, diameter, etc.). These questions are motivated by problems in information theory, including the calculation of error exponents for channel coding based on random codes and calculating the distortion in the one-bit compression-based source coding. Survey of work in collaboration with Venkat Anantharam (UC Berkeley) and Eliza O'Reilly (Caltech). Area degli allegati Visualizza anteprima video YouTube Seminari generali IAC 2023: Francois Baccelli <https://www.youtube.com/watch?v=JgsmwZg7eAg&authuser=0> <https://www.youtube.com/watch?v=JgsmwZg7eAg&authuser=0> grazie -- 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 https://www.iac.cnr.it/personale/daniela-de-canditiis

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bando PA SECS-S/06 a Verona, Dipartimento di Scienze Economiche, scadenza 15/6/2023
by Cecilia Mancini 20 May '23

20 May '23

Il Dipartimento di Scienze Economiche dell'Università degli Studi di Verona ha bandito una procedura selettiva per PROFESSORE ASSOCIATO, nel settore SECS-S/06 Metodi matematici dell'economia e delle scienze attuariali e finanziarie Il bando è uscito nella Gazzetta Ufficiale - IV Serie Speciale n. 37 del 16/05/2023 Ed è disponibile alla pagina concorsi del sito web di Ateneo all'indirizzo: https://www.univr.it/.../chiamata-professore.../11517<https://l.facebook.com/l.php?u=https%3A%2F%2Fwww.univr.it%2Fit%2Fconcorsi%2…> con Cod. 2023pa18003 La scadenza per la presentazione delle domande è il 15 GIUGNO 2023 alle ore 20.00 Saluti, Cecilia

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Tenure-Track Assistant professor in Statistics @University of Milan
by Luca Rossini 19 May '23

19 May '23

Dears, We are hiring a tenure-track assistant professor (RTDB) in Statistics at University of Milan. The candidate should hold a Ph.D. degree in Statistics or Econometrics or Economics or equivalent, from an Italian or foreign university, she/heshould have at least three years as a post doc or lecturer position or being in possession of the Italian habilitation. The knowledge of Italian is not required. The *baseline gross salary is approximatively 44.000€* per annum for *3 years and tenure (as an associate professor) in possession of the Italian Habilitation**. * *Important tax reductions *may apply for 5 or more years according to the Italian rules for candidates who reside abroad. The department of Economics, Management and Quantitative methods was selected for a second consecutive five-year period (2023-2027) as one of the "Departments of Excellence" (Dip di Eccellenaa) by the Italian Ministry of University and Research (MIUR). Here is the link to the *detailed description of the procedure*: https://www.unimi.it/en/node/46828 (Deadline 12 June 2023). If you have questions, feel free to send an email to ceeds(a)unimi.it Best regards Luca Rossini -- Dr. Luca Rossini Lecturer (Assistant Professor Tenure Track) in Statistics, Department of Economics, Management and Quantitative Methods University of Milan (Statale), Italy email:luca.rossini87@gmail.com luca.rossini(a)unimi.it skype: luca.rossini14 web:https://lucarossini.wixsite.com/luca-rossini

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SPASS Seminar: Francesco Russo
by Andrea Agazzi 19 May '23

19 May '23

Dear Colleagues, We would like to invite you to the following SPASS <https://sites.google.com/unipi.it/spass> seminar, jointly organized by UniPi, SNS, UniFi and UniSi: *Semimartingales with jumps, weak Dirichlet processes and path-dependent martingale problems* by *Francesco Russo* (ENSTA-Paris) The seminar will take place on *TUE, 23.05.2023* at *14:00 CET* in Aula Seminari, Department of Mathematics, University of Pisa and streamed online here <https://meet.google.com/gji-phwo-vbg>. The organizers, A. Agazzi, G. Bet, A. Caraceni, F. Grotto, G. Zanco https://sites.google.com/unipi.it/spass -------------------------------------------- *Abstract: In this talk we will revisit the notion of weak Dirichlet process which is the natural extension of semimartingale with jumps. If X is such a process, then it is the sum of a local martingale M and a martingale ortogonal process A in the sense that [A, N] = 0 for every continuous local martingale N . We remark that if [A] = 0 then X is a Dirichlet process. The notion of Dirichlet process is not very suitable in the jump case since in this case A is forced to be continuous.The talk will discuss the following points.1. To provide a (unique) decomposition which is also new for semimartingales with jumps.2. To discuss some new stability theorem for weak Dirichlet processes through C^{0,1} transformations.3. To discuss various examples of such processes arising from path-dependent martingale problems. This includes path-dependent stochastic differential equations involving a distributional drift and with jumps.The talk is based on a joint paper with E. Bandini (Bologna).*

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third edition of: the mathematics of subjective probability
by Pietro Rigo 19 May '23

19 May '23

This is to announce the 3rd edition of the workshop on The Mathematics of Subjective Probability<https://www.msp2023.campus.unimib.it/>: Topics in economics and probability to be held at the University Milano-Bicocca in Milan on 11-13 September 2023. Invited speakers are: * Mathias Beigleböck (Wien University); * Alain Chateauneuf (Paris School of Economics); * Giorgio Fabbri (University of Grenoble); * Fabio Maccheroni (Bocconi University); * Max Nendel (University of Bielefeld); * Giuseppe Savaré (Bocconi University); * Nizar Touzi (Ecole Polytechnique); * Vladimir Vovk (Royal Holloway, London). The registration<https://www.msp2023.campus.unimib.it/registration> is free but mandatory. Deadline for registering is 31st July. Feel free to circulate this announcement to anyone who may be interested in the workshop. Best wishes, Gianluca Cassese, Federica Masiero, Pietro Rigo, Barbara Vantaggi

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Seminar by G. Giorgio at UniMiB [23 May]
by Maurizia Rossi 18 May '23

18 May '23

Dear colleagues, I am glad to announce the following Probability Seminar Speaker: *Giacomo Giorgio* (Università di Roma "Tor Vergata") *Title:* Bivariate fractional Ornstein-Uhlenbeck process: basic properties and estimators. *Abstract:* Please, see the attached file. *Date and time:* Tuesday *23 May,* *15:30*-16:30, *Aula 3014* Building *U5*/RATIO, Univ. *Milano-Bicocca*. Best regards, Maurizia Rossi -- Maurizia Rossi Dipartimento di Matematica e Applicazioni Università degli Studi di Milano-Bicocca https://mauriziarossi.wordpress.com

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Seminar: Rongfeng Sun at Tor Vergata
by Michele Salvi 18 May '23

18 May '23

Dear all, On Wednesday, May 24th, at 14h00 in Aula 2001 (change of usual place! Aula 2001 is on the top floor of the Math Department, close to the copy shop) at Roma Tor Vergata, RoMaDS (https://www.mat.uniroma2.it/~rds/about.php) will host Rongfeng Sun (NUS Singapore) with the seminar “A new correlation inequality for Ising models with external fields" Abstract: We study ferromagnetic Ising models on finite graphs with an inhomogeneous external field. We show that the influence of boundary conditions on any given spin is maximised when the external field is identically 0. One corollary is that spin-spin correlation is maximised when the external field vanishes. In particular, the random field Ising model on Z^d, d ≥ 3, exhibits exponential decay of correlations in the entire high temperature regime of the pure Ising model. Another corollary is that the pure Ising model on Z^d, d ≥ 3, satisfies the conjectured strong spatial mixing property in the entire high temperature regime. Based on joint work with Jian Ding and Jian Song. We encourage in-person partecipation. Should you be unable to come, here is the link to the Teams streaming: https://teams.microsoft.com/l/meetup-join/19%3arfsL73KX-fw86y1YnXq2nk5VnZFw… . The seminar is part of the Excellence Project MatMod@TOV.

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13th International Conference on Extreme Value Analysis
by Simone Padoan 18 May '23

18 May '23

A tutti gli interessati The 13th International Conference on Extreme Value Analysis that will be hosted by Bocconi University from June 26 to June 30, 2023 in Milan. Please, see https://dec.unibocconi.eu/research/extreme-value-analysis-eva-2023 The EVA conference aim is to bring together researchers in Extreme Value Theory, Methods and its Applications. The conference will be concerned with a broad spectrum of topics ranging from * Heavy-tailed phenomena; * Time series; Large deviations; * Multivariate modelling; Rare events; * Spatio-temporal processes; to * Machine Learning; * Graphical Modelling; * Big data; * Networks; and will include many important applications such as * Energy Systems; * Climate; * Public Health; * Epidemiology; * Life Sciences; * Insurance and Finance. The registration is still open, please visit the subsection "Registration" of the conference website, https://dec.unibocconi.eu/research/extreme-value-analysis-eva-2023 Yours sincerely,  Simone Padoan - chair of the organising committee  Clément Dombry - chair of the scientific committee [La tua firma può scrivere un futuro. Aiuta gli studenti meritevoli a costruire il proprio. Dai il tuo 5x1000 alla Bocconi C.F. 80024610158] <https://giving.unibocconi.it/5x1000> Please note that the above message is addressed only to individuals filing Italian income tax returns. 5x1000 is a percentage of Italian personal income tax that taxpayers can allocate to Universities, scientific research and non profit organizations.

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Seminario di Davide Gabrielli alla Sapienza
by Faggionato, Alessandra 17 May '23

17 May '23

Buongiorno, Martedì 23 Maggio alle ore 14:00 in Sala di Consiglio (Dipartimento di Matematica, Università La Sapienza) avrà luogo il seguente seminario: Speaker: Davide Gabrielli (Università dell'Aquila) Title: HIDDEN TEMPERATURE IN THE KIPNIS-MARCHIORO-PRESUTTI MODEL Abstract: Stationary non equilibrium states (SNS) have a rich and complex structure. The large deviations rate functionals for the empirical measure of a few one dimensional SNS of stochastic interacting systems have been computed, among which the boundary driven exclusion process and Kipnis-Marchioro-Presutti (KMP) model. The corresponding rate functionals are not local due to the presence of long range correlations. We show for the KMP model that this can be explained by introducing new variables that can be interpreted naturally as the temperatures of the oscillators that are exchanging the energies. When two oscillators exchange energy they thermalize at the same time. We deduce that the invariant measure of the boundary driven KMP model is a mixture of inhomogeneous products of exponential distributions, the law of the mixture is the invariant measure of the auxiliary temperature process. This is a joint work with Anna De Masi and Pablo Ferrari. We show moreover that a similar representation of the invariant measure holds also for the boundary driven harmonic model; in this case the hidden variables are distributed according to the order statistics of uniform random variables. This is a joint work with G. Carinci, C. Franceschini, C. Giardinà and D. Tsagkarogiannis. Grazie dell'attenzione Saluti Alessandra -- ************************************************* Prof. Alessandra Faggionato https://www1.mat.uniroma1.it/people/faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 5, Phone (0039) 06 49913252 *************************************************

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Second Call: Workshop: "Junior Researchers in Stochastic Optimal Control" in Berlin, Aug 31/Sep 1, 2023
by Körber, Laura Claudia 17 May '23

17 May '23

Dear colleagues, Let us draw your attention to the workshop for --- JUNIOR RESEARCHERS IN STOCHASTIC OPTIMAL CONTROL (JRSOC) --- jointly organized and supported by the IRTG 2544 “Stochastic analysis in interaction” (Berlin), the TU Berlin, the WIAS Berlin, and the EPSRC CDT “Mathematics of Random Systems” (University of Oxford). The workshop will take place in presence in Berlin from Thursday, August 31, to Friday, September 1, 2023. The workshop is intended to offer junior researchers in Stochastic Optimal Control a platform to extend their knowledge in the field, to present and discuss their own work, and to possibly initiate future collaborations. With five keynote lectures given by distinguished researchers and a number of contributed talks, the workshop aims at covering the latest developments and classical topics in Stochastic Optimal Control including Machine Learning, Mathematical Finance, Mean Field Models, Infinite Dimensional Problems, Stochastic Games, and many more. The keynote lectures will be given by: -- Roxana Dumitrescu (King’s College London), -- Johannes Muhle-Karbe (Imperial College London), -- David Siska (University of Edinburgh), -- Peter Tankov (ENSAE Paris), -- Gianmario Tessitore (University Milano-Bicocca). We warmly invite junior researchers to apply for contributed talks and/or financial support. The deadline for both is May 31, 2023. Registration to the workshop is free but mandatory, and possible until June 30, 2023. More details can be found on the conference website under: --- https://www.wias-berlin.de/workshops/JRSOC23/ --- We are looking forward to welcoming you in Berlin. In case of further questions, please do not hesitate to contact us per e-mail at jrsoc23(a)wias-berlin.de. Best regards, The Organizing Committee Peter Bank, Sebastian Ertel, Sascha Gaudlitz, Yifan Jiang, Hannes Kern, Laura Körber, Alexander Merkel, Shyam Popat, Emanuel Rapsch, Thomas Wagenhofer

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Padova seminars in Probability and Finance- Alice Callegaro (TU Munich and Johannes-Gutenberg Universität Mainz)
by alessandra bianchi 16 May '23

16 May '23

Dear Colleagues, We would like to invite you to the following seminar that will take place on May 26 at 14.30 at the Math Department of Padova. The seminar will be held in person and online via the Zoom platform. The organizers, Alessandra Bianchi, Giorgia Callegaro, Marco Formentin _____________________________________________________ Seminars in Probability and Finance *Speaker:* Alice Callegaro (TU Munich and Johannes-Gutenberg Universität Mainz) *Title:* Survival and complete convergence for a branching annihilating random walk *Date and time*: Friday, May 26, 2023 at 14.30 *Place*: room 2BC30 at the Department of Mathematics, University of Padova *Zoom link:* https://unipd.zoom.us/j/88429828028 (Meeting ID 884 2982 8028 ) available also on the webpage https://www.math.unipd.it/~bianchi/seminari/ *Abstract:* We study a branching annihilating random walk (BARW) in which particles move on the discrete lattice in discrete generations. Each particle produces a poissonian number of offspring which independently move to a uniformly chosen site within a fixed distance from their parent's position. Whenever a site is occupied by at least two particles, all the particles at that site are annihilated. This can be thought of as a very strong form of local competition and implies that the system is not monotone. For certain ranges of the parameters of the model we show that the system dies out almost surely or, on the other hand, survives with positive probability. In an even more restricted parameter range we strengthen the survival results to complete convergence with a non-trivial invariant measure. A central tool in the proof is comparison with oriented percolation on a coarse-grained level, using carefully tuned density profiles which expand in time and are reminiscent of discrete travelling wave solutions. Based on a joint work with Matthias Birkner (JGU Mainz), Jiří Černý (University of Basel), Nina Gantert (TU Munich) and Pascal Oswald (University of Basel/JGU Mainz). -- Alessandra Bianchi Dip. di Matematica Università di Padova Via Trieste, 63 - 35121 Padova, Italy phone: +39 049 827 14 06 fax: +39 049 827 14 28 e-mail: bianchi(a)math.unipd.it http://www.math.unipd.it/~bianchi/

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5th International Workshop on eXplainable Knowledge Discovery in Data Mining -- Call for Papers
by REGOLI DANIELE 16 May '23

16 May '23

XKDD 2023 - Call for Papers ------------------------------------------------------------------------- 5th ECML-PKDD International Workshop on eXplainable Knowledge Discovery in Data Mining ------------------------------------------------------------------------- Torino, 18th September 2023 http://xkdd2023.isti.cnr.it/ (co-located with the ECML-PKDD 2023 conference https://2023.ecmlpkdd.org/) CONTEXT & OBJECTIVES In the past decade, machine learning based decision systems have been widely used in a wide range of application domains, like credit score, insurance risk, and health monitoring, in which accuracy is of the utmost importance. Although the support of these systems has an immense potential to improve the decision in different fields, their use may present ethical and legal risks, such as codifying biases, jeopardizing transparency and privacy, and reducing accountability. Unfortunately, these risks arise in different applications. They are made even more serious and subtly by the opacity of recent decision support systems, which are often complex and their internal logic is usually inaccessible to humans. Nowadays, most Artificial Intelligence (AI) systems are based on Machine Learning algorithms. The relevance and need for ethics in AI are supported and highlighted by various initiatives arising from the researches to provide recommendations and guidelines in the direction of making AI-based decision systems explainable and compliant with legal and ethical issues. These include the EU's GDPR regulation which introduces, to some extent, a right for all individuals to obtain ``meaningful explanations of the logic involved'' when automated decision making takes place, the ``ACM Statement on Algorithmic Transparency and Accountability'', the Informatics Europe's ``European Recommendations on Machine-Learned Automated Decision Making'' and ``The ethics guidelines for trustworthy AI'' provided by the EU High-Level Expert Group on AI. The challenge to design and develop trustworthy AI-based decision systems is still open and requires a joint effort across technical, legal, sociological and ethical domains. The purpose of XKDD, eXaplaining Knowledge Discovery in Data Mining, is to encourage principled research that will lead to the advancement of explainable, transparent, ethical and fair data mining and machine learning. Also, this year the workshop will seek submissions addressing uncovered important issues in specific fields related to eXplainable AI (XAI), such as XAI for a more Social and Responsible AI, XAI as a tool to align AI with human values, XAI for Outlier and Anomaly Detection, quantitative and qualitative evaluation of XAI approaches, and XAI case studies. The workshop will seek top-quality submissions related to ethical, fair, explainable and transparent data mining and machine learning approaches. Papers should present research results in any of the topics of interest for the workshop, as well as tools and promising preliminary ideas. XKDD asks for contributions from researchers, academia and industries, working on topics addressing these challenges primarily from a technical point of view but also from a legal, ethical or sociological perspective. Topics of interest include, but are not limited to: TOPICS - XAI for Social AI - XAI for Responsible AI - XAI to Align AI with Human Values - XAI for Outlier and Anomaly Detection - Quantitative and Qualitative Evaluation of XAI approaches - Transparent-by Design Models - XAI Case studies - XAI for Privacy-Preserving Systems - XAI for Federated Learning - XAI for Time Series based Approaches - XAI for Graph based Approaches - XAI for Visualization - XAI in Human-Machine Interaction - XAI in Human-in-the-Loop Interactions - Counterfactual Explanations - Human-Model Interfaces for XAI approaches - Explainable Artificial Intelligence (XAI) - Interpretable Machine Learning - Transparent Data Mining - XAI for Fairness Checking - Explanation, Accountability and Liability from an Ethical and Legal Perspective Also, the XKDD 2023 edition is co-organized with DynXAI - Explainable Artificial Intelligence: From Static to Dynamic. SUBMISSION & PUBLICATION All contributions will be reviewed by at least three members of the Program Committee. As regards size, contributions can be up to is 14 pages references excluded in LNCS format, i.e., the ECML PKDD 2023 submission format. All papers should be written in English. The following kinds of submissions will be considered: research papers, tool papers, case study papers and position papers. Detailed information on the submission procedure is available at the workshop web page: http://xkdd2023.isti.cnr.it/ If pandemic conditions permit, the workshop will be held in an on-site format. Recordings of the lectures will be made available to all registered participants. Accepted papers will be published after the workshop by Springer in a volume of Lecture Notes in Computer Science (LNCS). The condition for inclusion in the post-proceedings is that at least one of the co-authors registered to ECML-PKDD and presented the paper at the workshop. Pre-proceedings will be available online before the workshop. We also allow accepted papers to be presented without publication in the conference proceedings if the authors choose to do so. Some of the full paper submissions may be accepted as short papers after review by the Program Committee. A special issue of a relevant international journal with extended versions of selected papers is under consideration. The submission link is: https://cmt3.research.microsoft.com/ECMLPKDDworkshop2023/Track/16/Submissio… The XKDD 2023 workshop is co-organized and will be held jointly the DynXAI 2023 workshop, please visit https://sites.google.com/view/dynxai-ecmlpkdd-2023/ for the detailed CfP. IMPORTANT DATES Paper Submission deadline: June 20, 2023 Accept/Reject Notification: July 13, 2023 Camera-ready deadline: July 31, 2023 Workshop: September 18, 2023 PROGRAM CO-CHAIRS * Przemyslaw Biecek, Warsaw University of Technology, Poland * Tania Cerquitelli, Politecnico di Torino, Torino, Italy * Riccardo Guidotti, University of Pisa, Italy * Francesca Naretto, Scuola Normale Superiore, Pisa, Italy * Daniele Regoli, Instesa Sanpaolo, Italy PROGRAM COMMITEE * Miguel Couceiro, Università de Lorraine, France * Alessandro Castelnovo, Intesa Sanpaolo, Italy * Riccardo Crupi, Intesa Sanpaolo, Italy * Josep Domingo-Ferrer, Universitat Rovira i Virgili, Spain * FranÃ§oise Fessant, Orange Labs, France * Salvatore Greco, Politecnico di Torino, Italy * Andreas Holzinger, Medical University of Graz, Austria * Paulo Lisboa, Liverpool John Moores University, UK * Marcin Luckner, Warsaw University of Technology, Poland * Amedeo Napoli, CNRS, France * John Mollas, Aristotle University of Thessaloniki, Greece * Enea Parimbelli, University of Pavia, Italy * Francesca Pratesi, ISTI-CNR, Italy * Roberto Prevete, University of Napoli, Italy * Antonio Rago, Imperial College London, UK * Eliana Pastor, Politecnico di Torino, Italy * Jan Ramon, Inria, France * Xavier Renard, AXA, France * Mahtab Sarvmaili, Dalhousie University, Canada * Udo Schlegel, Konstanz University, Germany * Mattia Setzu, University of Pisa, Italy * Dominik Slezak, University of Warsaw, Poland * Myra Spiliopoulou, University Magdeburg, Germany * Francesco Spinnato, Scuola Normale Superiore, Italy * Grigorios Tsoumakas, Aristotle University of Thessaloniki, Greece * Genoveva Vargas-Solar, CNRS, LIRIS, France * Albrecht Zimmermann, Università de Caen, France INVITED SPEAKERS * Andreas Theissler, Aalen University of Applied Sciences, Aalen, Germany * Dino Pedreschi, University of Pisa, Italy (tentative) STEERING COMMITTEE * Riccardo Guidotti, University of Pisa * Anna Monreale, University of Pisa * Salvatore Rinzivillo, ISTI-CNR, Pisa CONTACT All inquiries should be sent to francesca.naretto(a)di.unipi.it, riccardo.guidotti(a)unipi.it Prima di stampare, pensa all'ambiente ** Think about the environment before printing ________________________________ Il presente messaggio, inclusi gli eventuali allegati, ha natura aziendale e potrebbe contenere informazioni confidenziali e/o riservate. Chiunque lo ricevesse per errore, è pregato di avvisare tempestivamente il mittente e di cancellarlo. E’ strettamente vietata qualsiasi forma di utilizzo, riproduzione o diffusione non autorizzata del contenuto di questo messaggio o di parte di esso. Pur essendo state assunte le dovute precauzioni per ridurre al minimo il rischio di trasmissione di virus, si suggerisce di effettuare gli opportuni controlli sui documenti allegati al presente messaggio. Non si assume alcuna responsabilità per eventuali danni o perdite derivanti dalla presenza di virus. Per lo svolgimento delle attività di investimento nel Regno Unito, la società è autorizzata da Banca d'Italia ed è soggetta alla vigilanza limitata della Financial Conduct Authority ( FCA ) e della Prudential Regulation Authority ( PRA ) . Maggiori informazioni in merito ai poteri di vigilanza della Financial Conduct Authority ( FCA ) e della Prudential Regulation Authority ( PRA ) sono a disposizione previa richiesta. 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Workshop in Prato on Random games and machine learning
by Giacomo Aletti 16 May '23

16 May '23

Ricevo e inoltro, scusandomi per ricezioni multiple. Giacomo Aletti ================================= We are delighted to announce the workshop 'Random Games and Machine Learning' which will take place in Prato 17-20 June 2023 (Monash Campus Prato), Italy. The list of participants includes Itai Arieli (Technion), Andrea Collevecchio (Monash University), Fabio Coppini (Luiss), Tim Garoni (Monash University), Robert Griffiths (Monash University), Kais Hamza (Monash University), Fima Klebaner (Monash University), Gabor Lugosi (Pompeu Fabra), Hlafo Alfie Mimun <https://sites.google.com/view/hlafoalfie-mimun/home-page?authuser=0> (LUISS), Arkadi Predtetchinski (Maastricht), Matteo Quattropani (Sapienza Università di Roma), Marco Scarsini (LUISS), Pierre Tarrès (NYU Shanghai), Adrian Vetta (Montreal) , Fima Klebaner (Monash) Vladka Seckarova (Monash), Fabio Coppini (Luiss). The website (under construction) is https://sites.google.com/view/randomgames2023/ The program will be published soon. If you would like to participate, please contact us asap at andrea.collevecchio(a)monash.edu Thanks, Andrea (on behalf of the organizing committee) -- ------------------------------- Giacomo Aletti, Full Professor (Probability Theory and Mathematical Statistics) Department of Environmental Science and Policy (ESP) ADAMSS Centre (ex MIRIAM) Advanced Applied Mathematical and Statistical Sciences Università degli Studi di Milano Via Saldini, 50 20133 Milano, Italy Tel: +39-02-503.16158 Fax:+39-02-503.16090

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12 PhD position in the RTG "Coping with Uncertainty in Dynamic Economies" at Bielefeld University
by Ferrari, Giorgio 15 May '23

15 May '23

Dear Colleagues, the newly established research training group (RTG) "Coping with Uncertainty in Dynamic Economies" at Bielefeld University has been recently sponsored by the German Research Foundation (DFG) for up to 9 years. In a first step, we will fund *12 doctoral students for four years of study*. The positions are fully funded, at competitive levels (approx 40.000 Euro gross per year). The RTG is an initiative of ten principal investigators from the Center for Mathematical Economics and the Data Science Research Group at Bielefeld University. Next to the well established core program of our doctoral school BiGSEM (www.bigsem.de <http://www.bigsem.de>), students will thus work in an excellent research environment on topics involving uncertainty in its various aspects and their consequences for dynamic economies. Also, the research training group holds strong ties with top international researchers who will give specialized block courses and summer schools. _More information about the application procedure and deadlines can be found:_ * at the inomics website (https://inomics.com/program/12-phd-positions-in-the-new-research-training-g…) * at Bielefeld’s official announcement webpage (https://uni-bielefeld.hr4you.org/job/view/2457/research-positions-12-positi…) Best wishes, Giorgio Ferrari

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International fintech research conference, Naples, November 2-3
by Daniele Marazzina 15 May '23

15 May '23

Ho il piacere di comunicare che l’Università deli Studi di Napoli Parthenope ospiterà la seconda edizione della International Fintech Research Conference nei giorni 2 e 3 novembre 2023. In allegato la locandina dell’evento.

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Seminar by prof René Aid, May 18 -- link
by Sara 15 May '23

15 May '23

Dear all, Professor Aid from Paris Dauphine will give a seminar next Thursday at 12 in 304 AB, Viale Romania, Roma. Hereafter are the link and login details: Link aula 304 A: https://luiss.webex.com/luiss-en/j.php?MTID=mb3eb24f6a5355082687a936c3d08c7… User:w_guest@luiss.it Password: iqQ9xCmJF3Q Best, Sara ---------------------------------------------------------------------------------------------- *Sara Biagini* Department of Economics and Finance *LUISS University* Address: Viale Romania, 32 00197 Roma *Web* (institutional): https://economiaefinanza.luiss.it/docenti/cv/352478 *Web* (personal): https://sites.google.com/site/sarabiagini/

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Seminario di Statistica
by Rita Giuliano 14 May '23

14 May '23

Buongiorno. Annuncio il seguente seminario Prof. Milto Hadjikyriakou (UCLan Cyprus) 16 Maggio 2023 11:00 - 12:00 Aula Seminari Dipartimento di Matematica, Pisa Probability and Stochastic Analysis and Statistics <https://www.dm.unipi.it/categoria-evento/probability-stochastic-analysis-st…> Titolo: Some new ordering results for parallel and series systems with dependent heterogeneous exponentiated Weibull components – Abstract: In this work, ordering results are presented for parallel and series systems arising from dependent heterogeneous exponentiated Weibull components that share a common or different Archimedean copula(s). Particularly, sufficient conditions are provided under which the sample extremes are stochastically compared with respect to the usual stochastic order, the dispersive and the star-shaped order. Tutti gli interessati sono invitati Rita Giuliano

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SPASS Seminar: Silvia Morlacchi
by Francesco Grotto 13 May '23

13 May '23

Dear Colleagues, We would like to invite you to the following SPASS seminar, jointly organized by UniPi, SNS, UniFi and UniSi: *Effect of Transport Noise on Kelvin–Helmholtz Instability* Silvia Morlacchi (Scuola Normale Superiore) The seminar will take place on TUE, 16.5.2023 at 14:00 CET in Sala Seminari, Dipartimento di Matematica, Pisa and streamed online at the link below. The organizers, A. Agazzi, G. Bet, A. Caraceni, F. Grotto, G. Zanco https://sites.google.com/unipi.it/spass -------------------------------------------- *Abstract: * *We numerically investigate the effect of transport noise on the Kelvin- Helmholtz instability at the interface of two 2D fluids in a shear flow, to test if the transport noise acts as a stabilizing factor.We exploit the point vortex method as a numerical discretization of the fluid equation of motion. We compare the results of the simulations in three different cases: inviscid and viscous fluid without transport noise, and inviscid fluid perturbed by transport noise. We find that when the transport noise is modeled by a large number of low-intensity point vortices, a delay in the temporal onset of the instability is present in the non viscous case, which resembles what happens in the viscous case.Based on joint work with Franco Flandoli and Andrea Papini.*

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Seminar: Daniele Calandriello at Tor Vergata
by Michele Salvi 12 May '23

12 May '23

Dear all, On Wednesday, May 17th, at 12h00 in Aula 2001 (change of usual time and place! Aula 2001 is on the top floor of the Math Department, close to the copy shop) at Roma Tor Vergata, RoMaDS (https://www.mat.uniroma2.it/~rds/about.php) will host Daniele Calandriello (Google Deep Mind, Paris) with the seminar “Efficient exploration in stochastic environments" Abstract: Machine learning has seen an explosive growth recently, driven mostly by breakthroughs in classification and generative models. However ML applications in decision making settings are much more limited, where data collection is much higher and ML models must be sufficiently robust and accurate to deal with unforeseen consequences and avoid worst case scenarios. In this talk we will introduce some classical results for online decision making in stochastic linear spaces, with applications to active learning, bandit/bayesian optimization and deep learning. Starting from a rigorous analysis of the noise propagation we can formulate provably robust (i.e. no-regret) algorithms, and then create variants that can scale to modern ML data regimes without sacrificing safety. And if time suffice, we will highlight how these approaches inspired a new wave of exploration techniques to enable reinforcement learning agents to solve extremely long horizon tasks. We encourage in-person partecipation. Should you be unable to come, there will be a Teams link on our webpage published before the start of the talk. The seminar is part of the Excellence Project MatMod@TOV. Next appointment will be 24.05.2023 - Rongfeng Sun (NUS, Singapore), see the details on next events at https://www.mat.uniroma2.it/~rds/events.php.

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BioInference2023: Registration now open
by Massimiliano Tamborrino 12 May '23

12 May '23

Dear all, The 2nd BioInference conference (https://bioinference.github.io/2023) is taking place at the Pitt Rivers Museum at the University of Oxford on the 8th-9th June 2023. Launched in 2022, BioInference aims to bring together researchers from across statistics and mathematical modelling who work with biological systems, and from all career stages, to foster discussions between the two communities and to prompt collaborations. If you would like to attend the event in-person (tickets limited and on a first come first served basis), the tickets cost £70 and can be purchased here: https://fixr.co/event/bioinference-2023-conference-tickets-341678825. If you wish to attend the event online, the tickets cost £20 and can be purchased here: https://fixr.co/event/bioinference-2023-conference-tickets-531133874. The conference will combine contributed talks and poster sessions. Our confirmed talk and poster presentations include: Talks: * Jonas Arruda (University of Bonn) "An amortized approach to non-linear mixed-effects modeling based on neural density posterior estimation" * Sandor Beregi (Imperial College London) "Can we control an epidemic in real-time with noisy data?" * Richard Creswell (University of Oxford) "A Bayesian nonparametric method for detecting rapid changes in disease transmission" * Ritabrata Dutta (University of Warwick) "Inference of selection coefficients in multivariate Wright-Fisher: Generalized Bayesian Inference with Signature Kernel Score" * Richard Everitt (University of Warwick) "Rare event ABC-SMC^2" * Marina Evangelou (Imperial College London) "Unsupervised Learning approaches for Multi-OMICS data" * Constandina Koki (University of Warwick) "Bayesian computational analysis of cell division dynamics" * Elena Sabbioni (Politecnico di Torino) "A Bayesian approach for estimating RNA velocity" * Jaromir Sant (University of Oxford) "Inferring natural selection and allele age from allele frequency time series data via exact simulation" * Joseph Shuttleworth (University of Nottingham) "Training models with an ensemble of experimental designs to account for model discrepancy: quantifying uncertainty for predictive models of ion channel currents" * Robin Thompson (University of Warwick) "Inference of pathogen transmissibility during infectious disease outbreaks" * Juliette Unwin (Imperial College London) title TBC * Thijs van der Plas (University of Oxford) "Neural assemblies uncovered by generative modeling explain whole-brain activity statistics and reflect structural connectivity" * Darren Wilkinson (University of Durham) "Statistical emulation for individual-based models of microbial community dynamics" * Ruihua Zhang (University of Oxford) "Simulating weak attacks in a new duplication-divergence model with gene loss" Posters: * Enrico Bibbona (Politecnico di Torino) "Estimating the ratio between the contagiousness of two viral strains" * Austin Brown (University of Warwick) "Geometric ergodicity of Gibbs samplers for Bayesian error-in-variable regression" * Alexander Browning (University of Oxford) "Modelling heterogenity with random parameters" * Raiha Browning (University of Warwick) "AMISforInfectiousDiseases: an R package to fit a transmission model to a prevalence map" * Alice Corbella (University of Warwick) “Inference of the case fatality risk at the beginning of an epidemic: a state-space model perspective and a robust particle filter” * Viktoria Brunner (University of Oxford) "Large-scale Identification of Compensatory Mutations in the RNA Polymerase of Mycobacterium tuberculosis" * Molly Cui (Kings College London) “Bayesian modelling and sequential learning of latent epidemic dynamics” * Adam Howes (Imperial College London) "Fast approximate Bayesian inference for small-area estimation of HIV indicators using the Naomi model" * Owen Jones (Cardiff University) "Estimating the virulence of managed parasite populations" * Felicia Magpantay (Queen's University at Kingston, Canada), "Challenges in modeling the transmission dynamics of childhood diseases" * Arnau Quera-Bofurall (University of Oxford) “Bayesian calibration of differentiable simulators” * Lutecia Servius (King's College London) "Comparing classification methods and their generalisability on antibody repertoire" * Maria Veretennikova (University of Oxford) "Circadian clock analysis for precision medicine" * Hiu Ching Yip (Politecnico di Torino) "Modelling lemurs' calls with nearest neighbour Gaussian process" We are looking forward to seeing you at BioInference2023, best, Massimiliano on the behalf of the BioInference Organisers Ioana Bouros (Oxford); Fergus Cooper (Oxford); Richard Creswell (Oxford); Aden Forrow (Maine); Ben Lambert (Exeter); Chon Lok Lei (Macau); Massimiliano Tamborrino (Warwick); Tom Thorne (Surrey) ------ Dr. Massimiliano Tamborrino Associate Professor Department of Statistics University of Warwick https://warwick.ac.uk/tamborrino

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Open positions at Ulm University
by Imma Curato 12 May '23

12 May '23

________________________________ ----- Messaggio inoltrato da Robert Stelzer <robert.stelzer(a)uni-ulm.de> ----- Data: Fri, 12 May 2023 11:56:42 +0200 Da: Robert Stelzer <robert.stelzer(a)uni-ulm.de> Oggetto: Open positions at Ulm University A: Robert Stelzer <robert.stelzer(a)uni-ulm.de> 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/26e266484982098ec5e81494cafa0… (German version: https://stellenangebote.uni-ulm.de/jobposting/21e19c6645dfea6fc90a926f9b56f… ) the announcement for an open position as a Postdoc or PhD student (academic employee) at the Institute of Mathematical Finance at Ulm University starting October 2023 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 outstanding junior scientists full of curiosity, enthusiasm for mathematics and its applications and being interested in further scientific qualification, e.g. in the form of a PhD or habilitation. On the postdoctoral level employment on a full position is intended on the PhD student level on half a position (it is intended to increase this by the acquisition of additional funding). Your profile: * a very good master degree (Postdoc: 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 * 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 * Commitment, ability to work in teams and interest in interdisciplinary cooperation Your responsibilities: * Contribution to the teaching and supervision duties of the institute. The formal teaching load is four hours per semester and week for a full position. * Participation in the research projects of the institute * own further scientific qualification (e.g. PhD or habilitation) Seize the opportunity and join us in shaping the future of the University! *> Reference no.:* 23066 *> Application deadline:* 09.06.2023 Hiring is done by the Central University Administration. Your contact for further information: Prof. Dr. Robert Stelzer, phone +49 731 50-23520 We look forward to your application via our online application portal. *> Scope:* Fulltime or Part-time 50% *> Temporary:* in line with qualification aim (Postdoc: initially 2 years, PhD student 3 years) *> Remuneration:* TV-L EG 13 *> Start:* 01.10.2023 or later 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. https://www.uni-ulm.de/stellenportal <https://www.uni-ulm.de/stellen-weitere-infos> 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. -- +++++++++++++++++++++++++++++++++++++++++ Prof. Dr. Robert Stelzer Institute of Mathematical Finance Ulm University Helmholtzstraße 18 89081 Ulm Germany Phone: +49 731 50 23520 Fax: +49 731 50 31096 Email:robert.stelzer@uni-ulm.de http://www.uni-ulm.de/mawi/finmath/people/stelzer.html ----- Fine messaggio inoltrato. -----

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8 PhD positions in Berlin-Oxford research training group on Stochastic Analysis
by Körber, Laura Claudia 12 May '23

12 May '23

Dear colleagues, the Berlin-Oxford International Research Training Group (IRTG) 2544 “Stochastic Analysis in Interaction” offers 8 PhD positions (75% TVL E 13, about 1900 EUR p.m. after taxes, social security...) for 3 years starting October 1st, 2023, or soon thereafter. Funded by the Deutsche Forschungsgemeinschaft (DFG), the IRTG is a joint research initiative of the stochastic analysis groups of FU, HU, TU and WIAS Berlin with its counterpart at the University of Oxford. The advertised positions will be based in Berlin and will offer ample opportunities to interact also with members of the Oxford team, most notably in a 6-months exchange. Embedded in a truly international environment, the IRTG students will get excellent research training in a structured programme focussing on challenges at the mathematical foundations of Stochastic Analysis as well as on challenges arising from its various applications, e.g., in physics, biology, finance or data science. The combined expertise from the Berlin and Oxford groups will provide a significant breadth in depth and fertile ground for our students' ambitious research ideas. Successful candidates will have an MSc degree (or equivalent) in Mathematics (or a closely related field), strong knowledge of stochastic analysis, and feel eager to engage in the exchange of ideas with the teams in both Berlin and Oxford. Deadline for applications is May 26, 2023. Please see https://www.jobs.tu-berlin.de/stellenausschreibungen/165412?language=en for the official job ad and for instructions how to apply. Our IRTG webpage www.math.tu-berlin.de/irtg<http://www.math.tu-berlin.de/irtg> offers more information on the Berlin-Oxford IRTG 2544. Kind regards, Laura Körber

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Open positions at Ulm University (fwd)
by Tiziano Vargiolu 12 May '23

12 May '23

---------- Forwarded message ---------- Date: Fri, 12 May 2023 11:56:42 +0200 From: Robert Stelzer <robert.stelzer(a)uni-ulm.de> To: Robert Stelzer <robert.stelzer(a)uni-ulm.de> 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/26e266484982098ec5e81494cafa0 6a07e77831d (German version: https://stellenangebote.uni-ulm.de/jobposting/21e19c6645dfea6fc90a926f9b56f c26fc1a7dbf ) the announcement for an open position as a Postdoc or PhD student (academic employee) at the Institute of Mathematical Finance at Ulm University starting October 2023 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 outstanding junior scientists full of curiosity, enthusiasm for mathematics and its applications and being interested in further scientific qualification, e.g. in the form of a PhD or habilitation. On the postdoctoral level employment on a full position is intended on the PhD student level on half a position (it is intended to increase this by the acquisition of additional funding). YOUR PROFILE: * a very good master degree (Postdoc: 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 * 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 * Commitment, ability to work in teams and interest in interdisciplinary cooperation YOUR RESPONSIBILITIES: * Contribution to the teaching and supervision duties of the institute. The formal teaching load is four hours per semester and week for a full position. * Participation in the research projects of the institute * own further scientific qualification (e.g. PhD or habilitation) Seize the opportunity and join us in shaping the future of the University! > Reference no.: 23066 > Application deadline: 09.06.2023 Hiring is done by the Central University Administration. Your contact for further information: Prof. Dr. Robert Stelzer, phone +49 731 50-23520 We look forward to your application via our online application portal. > Scope: Fulltime or Part-time 50% > Temporary: in line with qualification aim (Postdoc: initially 2 years, PhD student 3 years) > Remuneration: TV-L EG 13 > Start: 01.10.2023 or later 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. https://www.uni-ulm.de/stellenportal 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. -- +++++++++++++++++++++++++++++++++++++++++ Prof. Dr. Robert Stelzer Institute of Mathematical Finance Ulm University Helmholtzstraße 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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Next OWPS on May 24th: Justin Salez (Université Paris-Dauphine & PSL)
by Alberto Chiarini 12 May '23

12 May '23

OWPS's next session will be on Wednesday the 24th of May from 15:00 to 17:00 UTC (Coordinated Universal Time). Our next speaker is: Justin Salez (Université Paris-Dauphine & PSL) Title, abstract and the zoom link are below the signature and can be found on the website https://www.owprobability.org/one-world-probability-seminar. If you are interested in the project, we kindly ask you to share this announcement within your community. With best wishes, Alberto Chiarini (Padua) and Adrián González Casanova (Berkeley and México) ----------------------------------------------------------------------------------------------------------- Talk : Justin Salez (Université Paris-Dauphine & PSL) Title: A new approach to the cutoff phenomenon Abstract: The cutoff phenomenon is an abrupt transition from out of equilibrium to equilibrium undergone by certain Markov processes in the limit where the size of the state space tends to infinity. Discovered forty years ago in the context of card shuffling, it has since then been observed in a variety of examples, from random walks on random graphs to high-temperature spin glasses. Nevertheless, a general theory is still missing, and identifying the precise mechanisms that underlie this phase transition remains one of the biggest challenges in the quantitative analysis of finite Markov chains. In the first part of the lecture, I will try to provide a self-contained introduction to this fascinating question. In the second part, I will describe a new approach based on entropy and curvature, which has recently led to a systematic proof of cutoff for a relatively broad class of chains. Join Zoom Meeting https://unipd.zoom.us/j/84651983262?pwd=N083WWs3RkIyZ0hHckFtbkEzY0xNZz09 Meeting ID: 846 5198 3262 Passcode: 009403 If you are having trouble with zoom, or if the capacity of the zoom room gets exceeded, you can also access to the Youtube live stream at the channel of the seminar: https://www.youtube.com/channel/UCiLiEQGTp6bZEhuHDM-WNWQ

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32nd Jyväskylä Summer School at the University of Jyväskylä (Finland)
by Tiziano De Angelis 12 May '23

12 May '23

Dear All, I am forwarding an advert for a summer school from Stefan Geiss. This may be of interest for PhD students and early career researchers in stochastic control and optimal stopping. The registration deadline has passed but there are a few remaining places available. Interested people should contact the organiser directly. Best wishes Tiziano ------------------- Dear Tiziano, although the application period is already closed, I would like to inform you about the course MA3: Optimal Stopping and Free-Boundary Problems Time: 14.-18.08.2023 Lecturer: Goran Peskir (University of Manchester) Coordinator: Stefan Geiss Webpage: https://www.jyu.fi/en/research/summer-and-winter-schools/jss at the 32nd Jyväskylä Summer School at the University of Jyväskylä (Finland). We still have some free places so it would be great if you could spread the information to potentially interested students and researchers. In case of interest, they should contact me under stefan.geiss(a)jyu.fi as soon as possible directly so that I can manage their inscription. Kind regards, Stefan Geiss

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International Conference in Venice - CALL FOR PAPERS
by Monica Billio 11 May '23

11 May '23

22nd INTERNATIONAL CONFERENCE CREDIT 2023 *Social, Sovereign and Geopolitical Risks * Venice, Italy 21 –22 September 2023 * * *GRETA Associati* (Venice, Italy), *CRIF* (Bologna, Italy),*European Datawarehouse* (Frankfurt, Germany),*European Investment Bank *(Luxembourg),*European Investment Fund *(Luxembourg) and *Intesa Sanpaolo *(Milan, Italy) are partners in organasing a Conference to be held in Venice on September 21-22, 2023. The CREDIT 2023 conference will bring together academics, practitioners and PhD students working in various areas of financial and socio-economic risk with the aim of creating a unique opportunity for participants to discuss research progress and policy as well as industry-relevant insights and directions for future research. The CREDIT 2023 is the*twenty-second *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*. Recent years have seen a series of crises (from health/pandemic to climate/energy) that have not only put a strain on global mechanisms previously seen as robust, but have exacerbated existing weaknesses and so increased vulnerability in new crisis situations. The social impact of the pandemic was partially mitigated by public interventions but social conditions then worsened with the soaring costs of energy, raw materials and inflation more broadly. Social and energy costs, which inevitably weigh on invidual countries and aggravate already delicate local situations (e.g., public debts), have led to growing geopolitical tensions, with global systemic consequences. The CREDIT 2023 conference will be dedicated to Social, Sovereign and Geopolitical Risks to discuss, evaluate and address the near- and medium-term macro-financial impact of persistent crises (“permacrisis”) that can affect the stability of financial as well as socio-economic systems. The organizers encourage submissions on any topic within the overall theme of the conference and in the following areas in particular: * *Socio-economic Stability: *Future development of income (and wealth) inequality and social polarization; Risk, inequality and employment impacts of crises and policies; Gender and skilling issues will increase or help the transition?; * *Sovereign Risks: * Sovereign debt with low economic growth; Long term challenges for fiscal and monetary policies: green transformation, commodity prices, de-globalization and demographic trends; Inflation and exchange rate risks; Environmental and social inter-dependencies; social and environmental preferences and how these affect the stability and macroeconomic wellbeing of a given country; Challenges in measuring the ESG ratings of countries and thus of sovereign debt; * *Geopolitical Risks:* Global supply chain and de-globalization risks for finance; Do international energy price discrepancies pose risks for the competitiveness of EU firms’ and might this have implications for the real exchange rate to?; Risks stemming from accelerating deglobalisation; Cyber-risk vulnerabilities of banks and firms; * *Energy/Commodity Security:* Energy prices and financial performance of firms; Inefficiency of energy markets under scarcity; Transition costs under high energy and resource prices; Volatility of energy-related asset prices (both brown and green) and implications for medium and long term investments in energy production technologies, energy commodity assets and energy infrastructure; Implications of net zero policies for the prices of real estate assets, especially for homeowners and households; * *Long Run Investments and Portfolios:* Stability of asset market equilibria under low returns; Regulation (-demand) driven asset prices; Equilibrium asset price levels under structural transformation and high uncertainty; Net zero pledges and the possible trade-off between sustainability and returns; Engagement versus divesting. The final program will include both submitted and invited papers. Acceptances received so far from invited speakers include *Elisa Giuliani* (University of Pisa), *Helen Rey *(London Business School), *Roberto Rigobon *(MIT Sloan School of Management), and *Moritz Schularick *(Sciences Po Paris & University of Bonn). The Conference will also include panel discussions on the major issues at stake with the views of researchers', practitioners' and policy makers and a session dedicated to the EU funded project *TranspArEEnS*. The SCIENTIFIC COMMITTEE for the Conference consists of: *Moritz Schularick *(Sciences Po Paris & University of Bonn, Programme Chair) *Francesca Campolongo* (Joint Research Center, European Commission) *Rajna Gibson* (University of Geneva & Geneva Finance Research Institute) *Helmut Kraemer-Eis* (European Investment Fund) *Jan Pieter Krahnen *(Leibniz Institute for Financial Research SAFE & Goethe University) *Steven Ongena *(University of Zurich, Swiss Finance Institute, KU Leuven, NTNU Business School & CEPR) *Loriana Pelizzon *(Ca’ Foscari University of Venice, Leibniz Institute for Financial Research SAFE & Goethe University) *Roberto Rigobon* (MIT Sloan School of Management) *Stephen Schaefer *(London Business School) *Marti Subrahmanyam *(NYU Stern Business School) *Christoph Trebesch* (Kiel Institute) CALL FOR PAPERS Those wishing to present a paper at the Conference should submit by *May 31, 2023 *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, 2023*. The final version of accepted papers must be received by August 31, 2023. 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-2023 <#DAB4FAD8-2DD7-40BB-A1B8-4E2AA1F9FDF2>

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Call for PhD scholarships at University of Pisa
by Mario Maurelli 11 May '23

11 May '23

Dear colleagues, I would like to advertise the call for PhD scholarships at the Department of Mathematics of University of Pisa: Deadline: May 29, 2023, 1pm Rome time zone. We strongly encourage applications of students interested in probability. The research interests of our probability group here in Pisa include: stochastic evolutions (e.g. stochastic partial differential equations, regularization by noise, stochastic fluid dynamics), probabilistic methods in machine learning (e.g. learning dynamics for neural networks), variational problems in commutative and non-commutative setting (e.g. quantum probability, random optimal transport, Malliavin calculus), stochastic processes for chemical reactions networks (e.g. propagation of chaos, large deviations). See also our webpage: https://www.dm.unipi.it/research/probability-and-mathematical-statistics/ Our group carries out (together with Scuola Normale, Firenze and Siena) the "probability, stochastic analysis and statistics seminar series", usually on a weekly basis. PhD students can also enjoy study groups and informal seminars which usually run at University of Pisa or at Scuola Normale Superiore in Pisa. The Department of Mathematics has been awarded with the excellence framework (Dipartimento di eccellenza) for the period 2023-2027. More information on the PhD program in Mathematics are available here: https://www.dm.unipi.it/phd/ Do not hesitate to contact me or the other members of the group for further information. You find here the official call in Italian https://dottorato.unipi.it/index.php/it/concorsi-d-ammissione-a-a-2023-2024… and here the English translation: https://dottorato.unipi.it/index.php/en/application-process-for-the-academi… Best regards Mario Maurelli

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Avviso pubblicazione di due bandi per assegno di ricerca presso la Luiss di Roma - area scientifica Mathematics,
by Fausto Gozzi 11 May '23

11 May '23

Si segnala che, con DR n. 146-147 dell'11 maggio 2023 sono stato emanati due bandi per assegni di ricerca 1) Assegno di ricrerca di 12 mesi titolo: Controllo ottimale, giochi differenziali, giochi a campo medio e applicazioni a sistemi economici eterogenei Il link per la presentazione della candidatura è¨: <https://es.sonicurlprotection-fra.com/click?PV=2&MSGID=20230511170312026784… 2) Assegno di ricrerca di 15 mesi titolo: Modelli matematici per l'evoluzione spazio-temporale delle variabili economiche Il link per la presentazione della candidatura è¨: <https://es.sonicurlprotection-fra.com/click?PV=2&MSGID=20230511170312026784… Si invitano gli interessati a presentare domanda su uno o entrambi gli assegni. Il bando è¨ pubblico sul sito Luiss e sul sito MIUR-Euraxess. Le candidature potranno essere inviate a partire dal 12 Maggio 2023, mentre la scadenza per la presentazione è fissata il giorno 13 giugno 2023 alle ore 14:00 (CEST). Il bando è stato pubblicato alle pagine del sito Luiss di seguito indicate <https://es.sonicurlprotection-fra.com/click?PV=2&MSGID=20230511170312026784… https://es.sonicurlprotection-fra.com/click?PV=2&MSGID=20230511170312026784… <https://es.sonicurlprotection-fra.com/click?PV=2&MSGID=20230511170312026784… 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: https://es.sonicurlprotection-fra.com/click?PV=2&MSGID=20230511170312026784… 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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Advances in Bayesian Statistics, Workshop in honor of Piero Veronese, 12 June, Bocconi
by Sandra Fortini 11 May '23

11 May '23

Il giorno 12 giugno 2023 si terrà presso l'Università Bocconi il convegno "Advances in Bayesian Statistics" in onore di Piero Veronese. https://dec.unibocconi.eu/events/advances-bayesian-statistics-international… [https://dec.unibocconi.eu/sites/default/files/files/media/images/workshop20…]<https://dec.unibocconi.eu/events/advances-bayesian-statistics-international…> Advances in Bayesian Statistics: an international workshop in honor of Piero Veronese<https://dec.unibocconi.eu/events/advances-bayesian-statistics-international…> dec.unibocconi.eu La partecipazione e' gratuita ma e' gentilmente richiesta la registrazione. Il comitato scientifico e organizzatore Rebecca Graziani, Eugenio Melilli, Sonia Petrone [La tua firma può scrivere un futuro. Aiuta gli studenti meritevoli a costruire il proprio. Dai il tuo 5x1000 alla Bocconi C.F. 80024610158] <https://giving.unibocconi.it/5x1000> Please note that the above message is addressed only to individuals filing Italian income tax returns. 5x1000 is a percentage of Italian personal income tax that taxpayers can allocate to Universities, scientific research and non profit organizations.

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Seminar in Statistics - REGINA LIU
by Pierpaolo De Blasi 11 May '23

11 May '23

SEMINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO <https://www.carloalberto.org/events/category/seminars/seminars-in-statistic…> Mercoledi 10 Maggio 2023, alle ore 12.00, presso il Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario: ------------------------------------------------ Speaker: *Regina Liu* (Rutgers University, USA) Title: *Fusion Learning: Combining Inferences from Diverse Data Sources* Abstract: Advanced data collection technology nowadays has often made inferences from diverse data sources easily accessible. Fusion learning refers to combining inferences from multiple sources or studies to make a more effective overall inference than that from any individual source or study alone. We focus on the tasks: 1) Whether/When to combine inferences? 2) How to combine inferences efficiently? 3) How to combine inference to enhance an individual or target study? We present a general framework for nonparametric and efficient fusion learning for inference on multi-parameters, which may be correlated. The main tool underlying this framework is the new notion of depth confidence distribution (depth-CD), which is developed by combining data depth, bootstrap and confidence distributions. We show that a depth-CD is an omnibus form of confidence regions, whose contours of level sets shrink toward the true parameter value, and thus an all-encompassing inferential tool. The approach is shown to be efficient, general and robust. It readily applies to heterogeneous studies with a broad range of complex and irregular settings. This property also enables the approach to utilize indirect evidence from incomplete studies to gain efficiency for the overall inference. The approach will be shown with simulation studies and real applications in aircraft landing performance tracking and in financial forecasting. ------------------------------------------------ Sarà possibile seguire il seminario anche in streaming: Join Zoom Meeting <https://us02web.zoom.us/j/89011414757?pwd=M2xDT3g1cy9kNm50REdoYUEzdU9sdz09> Il seminario è organizzato dalla "de Castro" Statistics Initiative www.carloalberto.org/stats -- Pierpaolo De Blasi University of Torino & Collegio Carlo Alberto carloalberto.org/pdeblasi <https://sites.google.com/a/carloalberto.org/pdeblasi/>

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Fwd: PostDoc positions in stochastic analysis at Bielefeld University
by Marco Romito 11 May '23

11 May '23

-------- Forwarded Message -------- Subject: PostDoc positions in stochastic analysis at Bielefeld University From: Benjamin Gess <benjamin.gess(a)gmail.com> Dear Colleagues, I would be grateful if you could please forward the following announcement of two PostDoc positions in my group at Bielefeld University to potential candidates. Thank you, and apologies for possible cross-postings. Best wishes Benjamin Gess --- The research group "Stochastic Analysis in the Sciences" at Bielefeld University seeks candidates for two PostDoc positions in the field of stochastic analysis, in particular, stochastic PDEs, mathematics of machine learning, and stochastic dynamics. One position is funded by the CRC 1283, and one by the ERC CoG "FluCo". *The offer* * PostDoc positions (TV-L 13 at 100%), flexible starting date before 01.02.2024. * Two year contract with possible extension(s). * Minor teaching duties. *Requirements* Interested candidates should have a background in one, or more, of the following areas: * stochastic PDE, nonlinear PDE * mathematics of machine learning * stochastic dynamics *Application* * Deadlines/* end of May & June 2023* (see link below)/. Note that late applications may be considered until the position is filled. * Please submit your documents (CV, list of publications, transcript of PhD certificate, research statement, contact data of referees) to our administration: abaum(a)math.unibielefeld.de If you have any questions please visit https://www.uni-bielefeld.de/uni/karriere/stellen-wiss/ <https://es.sonicurlprotection-fra.com/click?PV=2&MSGID=20230509064127093041…>, or my webpage http://www.bgess.de <https://es.sonicurlprotection-fra.com/click?PV=2&MSGID=20230509064127093041…>. Best regards, Benjamin Gess -- Prof. Dr. Benjamin Gess (www.bgess.de <https://es.sonicurlprotection-fra.com/click?PV=2&MSGID=20230509064127093041…>) Universität Bielefeld <https://es.sonicurlprotection-fra.com/click?PV=2&MSGID=20230509064127093041…>, Fakultät für Mathematik Max Planck Institute for Mathematics in the Sciences <https://es.sonicurlprotection-fra.com/click?PV=2&MSGID=20230509064127093041…>, Leipzig

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PhD positions in Trento
by Luigi Amedeo Bianchi 10 May '23

10 May '23

Dear colleagues, I would like to share with you and your Master students interested in pursuing a PhD in Maths the ongoing selection procedure for 15 positions with scholarships in Mathematics (5 of them on specific research topics) at the University of Trento, jointly with the University of Verona. The successful candidate will start on November 1, 2023 with a 3 years long programme. At the University of Trento there is a small but active group of researchers in Probability and Stochastic Analysis. Their research focuses on stochastic (partial) differential equations and their applications, studying evolution problems and dynamical systems with random parameters, integral-differential Volterra equations, stochastic Schrödinger equations, stochastic Navier-Stokes and Euler equations, and interacting particle systems. The methods used include Malliavin calculus, Feynman path integration, dyadic models and rough path integration. Applications include neuroscience, networks, finance, quantum mechanics, materials with memory, fluid-dynamics, data assimilation, parametric statistics, machine learning, reinforcement learning, lithium-ion batteries. To partecipate to the selection procedure, fill in the application online within the deadline, May 18, 2023, 4.00 PM (Italian time). The direct link to the online application form is the following: http://www.unitn.it/en/apply/dott The English translation of the official call can be found here: https://www.unitn.it/alfresco/download/workspace/SpacesStore/83e32074-69ec-… The official call (in Italian) can be found here: https://www.unitn.it/alfresco/download/workspace/SpacesStore/2ce23cf8-02bb-… Best regards, Luigi Amedeo Bianchi

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Corso "Trasferimento delle Tecnologie Matematiche per l'Innovazione" - Edizione 2023
by Maurizio Ceseri 10 May '23

10 May '23

A tutti gli interessati lo Sportello Matematico per l'Innovazione e le Imprese <http://www.sportellomatematico.it/> sta organizzando la nuova edizione del corso in “Trasferimento delle Tecnologie Matematiche per l’Innovazione”. Il corso si svolgerà in modalità online *da lunedì 4 settembre a venerdì 8 settembre 2023*. Il corso è rivolto a studenti e laureandi (laurea magistrale) in *Scienze Matematiche* e *F**isiche*,* Ingegneria*,* Economia*,* Informatica* e *Statistica*, con l’*obiettivo* di formare la figura professionale dell’*Esperto in Trasferimento delle Scienze e Tecnologie Matematiche per l’Innovazione* (in breve: Traduttore Tecnologico). Tale figura nasce per facilitare la comunicazione e promuovere collaborazioni tra imprese e centri di ricerca. Grazie alla sua formazione interdisciplinare, il *Traduttore Tecnologico* può dialogare sia con imprese che con Centri di Ricerca specializzati in Tecnologie Matematiche. Facilita l'incontro tra i bisogni tecnologici delle PMI e le competenze nelle Scienze e Tecnologie Matematiche disponibili nel sistema della ricerca pubblica e privata. Promuove un numero crescente di collaborazioni per apportare benefici tangibili alle imprese. *Modalità di presentazione** delle domande* Per procedere con la domanda di partecipazione, è sufficiente compilare il form online a questo link <https://www.sportellomatematico.it/SMII/limesurvey/index.php/24981?lang=it> entro il *31 maggio 2023*, allegando un proprio CV aggiornato ed una lettera motivazionale <https://www.sportellomatematico.it/SMII/wp-content/uploads/2023/04/Template…> di autopresentazione. Entro il *7 giugno 2023 *verrà comunicato l'esito della selezione e l'eventuale ammissione al corso. La partecipazione al corso è *gratuita*. Per informazioni: www.corsotraduttoretecnologico.it Grazie in anticipo per la collaborazione, Il Team dello Sportello Matematico *CONTENUTI DEL CORSO* *Tecnologie Matematiche:* cosa sono, come vengono applicate nelle imprese, tendenze del mercato della Ricerca e Innovazione, Prototipazione Virtuale e Digital Twinning. *Trasferimento Tecnologico:* contesto italiano ed internazionale, settori industriali, esperienze di successo e strategie di comunicazione. *Gestione dell'Innovazione:* concetti, fonti, forme, modelli ed ecosistemi dell'innovazione, Open Innovation e rapporto con la Proprietà Intellettuale *Sistemi di Supporto alle Decisioni e Ricerca Operativa:* abilitare il potenziale delle Tecnologie Matematiche nel Management. *Attori e Strutture Organizzative:* Best practices, il ruolo dello Sportello Matematico in Italia ed in Europa. *SBOCCHI E OPPORTUNITÀ PROFESSIONALI* Area *Ricerca e Innovazione* presso imprese manifatturiere e di servizi *Trasferimento Tecnologico* e *Valorizzazione della Ricerca* presso Università e Centri di Ricerca Partecipazione a *Progetti **Europei* su Tecnologie Matematiche per l’ Innovazione Maurizio Ceseri Sportello Matematico per l'Innovazione e le Imprese Istituto per le Applicazioni del Calcolo (IAC-CNR) via dei Taurini 19, 00185 Roma (Italy) Tel: (+39) 0649937369 Website: sportellomatematico.it

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Expression of interest, LUISS junior positions in Mathematics
by Sara 10 May '23

10 May '23

Dear all, Luiss University is seeking candidates for a Junior position in Mathematics Applied to Economics and Finance. We invite all interested researchers to express their interest as soon as possible, possibly by mid January 2023. On the basis of the results of the call we will decide which type of Junior position to announce officially (in particular if tenure track or not). Candidates should have a solid knowledge of advanced mathematical tools and the clear attitude to apply such tools to some of the following areas: economics, management, finance, insurance, decision theory, game theory, and social sciences in general. See the link https://www.luiss.edu/call-expression-interest-2022/assistant-professor-of-… All the best wishes for the New Year, Sara Biagini e Fausto Gozzi -- Sara Biagini, Professor of Mathematical Finance Department of Economics and Finance LUISS Guido Carli https://www.luiss.it/ Address: Viale Romania, 32 - 00197 Roma Web: http://sites.google.com/site/sarabiagini/

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Bando RTT settore SECS-S06 presso LUISS-Roma. Scadenza 5 Giugno 2023
by Fausto Gozzi 10 May '23

10 May '23

Si segnala che è stato pubblicato in G.U. il 5 maggio 2023 1 bando da Ricercatore RTT presso LUISS-Roma. Settore Concorsuale 13-D4 SSD SECS-S06. Scadenza 5 Giugno 2023. Si invitano tutti gli interessati a presentare domanda. Fausto Gozzi

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9 PhD scholarships in Statistical Sciences – University of Padova, Italy – Deadline June 7, 2023 - 13:00 (CEST)
by Susi Ceron 09 May '23

09 May '23

Nine PhD scholarships funded by the University of Padova and Ministry of University and Researchare available at University of Padova for candidates interested in the area of *Statistical Sciences* (*start of activities: October 1st, 2023*). *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 2023). 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 June 7, 2023 - 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_XXXIX*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 <mailto:phd@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 * -- Dott.ssa Susi Ceron Dipartimento di Scienze Statistiche Universita' degli Studi di Padova Via Cesare Battisti 241 - 35121 Padova tel. +39 049 8274167 fax +39 049 8271524 www.stat.unipd.it

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(PMS)^2 talk: A. P. Todino [15 May] at UniMiB
by Maurizia Rossi 09 May '23

09 May '23

Dear colleagues, We are happy to announce the following *hybrid* - that is, in person with online streaming - talk: Speaker: *Anna Paola Todino* (Univ. di Roma La Sapienza) *Title:* Spherical Poisson Waves. (See abstract below). Date and time: Monday *May 15, 15:00-16:00* (Rome time zone). Place: *Aula 3014*, Dip. di Matematica e Applicazioni, Univ. di Milano-Bicocca, Edificio U5/RATIO. *Webex link:* https://unimib.webex.com/unimib-it/j.php?MTID=m36eb9b9f08c85154a093e7fc2247… *Meeting number:* 2742 997 0996 *Password:* 2mBQGje45SD %%%%%%%%%%%% *Abstract:* In this talk we introduce a model of Poisson random waves in S^2 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. This talk is based on a joint work with Solesne Bourguin, Claudio Durastanti and Domenico Marinucci. %%%%%%%%%%%% 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. Participation is free and welcome! Best regards The organizers (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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first announcement - workshop on SDEs with low-regularity coefficients: theory and numerics
by Elena Issoglio 09 May '23

09 May '23

WORKSHOP ANNOUNCEMENT This is to announce the workshop on "SDEs with low-regularity coefficients: theory and numerics" <https://sites.google.com/view/singular-sdes2023/home> that will be held in Torino on 21-22 September 2023. The objective of the meeting is to exchange ideas and recent results in 'singular stochastic analysis' amongst the scientific community in Europe (and beyond). Invited speakers are: - Mireille Bossy (Inria Sophia Antipolis) - Oleg Butkovsky (Weierstrass Institute Berlin) - Konstantinos Dareiotis (University of Leeds) - Mate Gerencser (TU Wien) - Khoa Le (University of Leeds) - Chengcheng Ling (TU Wien) - Stephane Menozzi (University of Evry) - Francesco Russo (ENSTA) - Michaela Szölgyenyi (University of Klagenfurt) - Denis Talay (Inria Sophia Antipolis) * * to be confirmed There are a number of slots reserved for contributed talks. For more info and how to apply for a contributed talk see singularSDEs - Registration (google.com) <https://sites.google.com/view/singular-sdes2023/registration?authuser=0>. Deadline for application is 31st July. The registration is free but mandatory. Deadline for registering is 10th September. Please register here <https://forms.gle/D3D1CKidMGKmcQcG8>. For more info you can contact Elena Issoglio at elena.issoglio(a)unito.it. Feel free to circulate the announcement to anyone who may be interested in this workshop. Best wishes, Elena Issoglio *----------------------------------------------* *Dr Elena Issoglio* *Assistant Professor in Probability **(RTD-B)* *Department of Mathematics "G. Peano", **University of Torino* *Via Carlo Alberto 10, **10123, Torino, **Italy* *webpage: **https://sites.google.com/view/elenaissoglio/home <https://sites.google.com/view/elenaissoglio/home>* *webex personal room: **https://unito.webex.com/meet/elena.issoglio <https://unito.webex.com/meet/elena.issoglio>* *----------------------------------------------*

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Fwd: SMAQ Seminar / J. Björnberg / today at 2.30 pm
by Faggionato, Alessandra 08 May '23

08 May '23

Buongiorno ricevo e con piacere inoltro Saluti Alessandra ---------- Forwarded message --------- From: Serena Cenatiempo <serena.cenatiempo(a)gssi.it> Date: Mon, 8 May 2023 at 08:00 Subject: SMAQ Seminar / J. Björnberg / today at 2.30 pm Dear all, This is a gentle reminder for today SMAQ seminar by Jakob Björnberg <http://www.math.chalmers.se/~jakobbj/> (Chalmers and Göteborg University) on "*Dimerization in a quantum spin chain*", see abstract below. The talk will be at 14.30 at the GSSI Auditorium (Viale Jacobucci 2) and will be streamed via zoom at the link: https://zoom.us/j/87571297606?pwd=bGY1ZGxpd2Y0THBEdG53Zmt3MVZ1UT09 ID riunione: 875 7129 7606 Passcode: SMAQ2223 We are looking forward to meeting you today, Alessia and Serena --------------------------------- > *Date:* May 8th, 2023 > *Hour:* 2.30 pm > *Room:* GSSI Auditorium and online > *Speaker:* Jakob Björnberg (Chalmers and Göteborg University) > > *Title: Dimerization in a quantum spin chain* > > *Abstract: *This talk concerns the phenomenon of symmetry-breaking in > statistical physics, particularly "dimerization" where the broken symmetry > is that of translation-invariance. After reviewing the main ideas of > symmetry-breaking in statistical physics, I will describe a quantum spin > system in one dimension where we prove that dimerization occurs for large > enough spin. The proof uses a probabilistic representation in terms of a > collection of random loops and a cluster-expansion. Based on the > paper arXiv:2101.11464 which is joint work with Peter Mühlbacher, Bruno > Nachtergaele and Daniel Ueltschi. > > -------------------------------------------------- Serena Cenatiempo Gran Sasso Science Institute (GSSI) Viale Crispi n.7, 67100 - L'Aquila (Italy) phone: +39 0862 428 0276 email: serena.cenatiempo[at]gssi[dot]com homepage: http://www.serenacenatiempo.it/ -- ************************************************* Prof. Alessandra Faggionato https://www1.mat.uniroma1.it/people/faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 5, Phone (0039) 06 49913252 *************************************************

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Seminar in Statistics - MATTEO SESIA
by Pierpaolo De Blasi 07 May '23

07 May '23

SEMINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO <https://www.carloalberto.org/events/category/seminars/seminars-in-statistic…> Giovedi 11 Maggio 2023, alle ore 12.00, presso il Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario: ------------------------------------------------ Speaker: *Matteo Sesia* (University of Southern California) Title: *Testing for outliers with conformal p-values* Abstract: This talk discusses the construction of provably valid frequentist p-values for nonparametric outlier detection, taking a multiple-testing perspective. The goal is to test whether new independent samples belong to the same distribution as a reference data set or are outliers. We study a solution based on conformal inference, a broadly applicable framework which yields p-values that are marginally valid in finite samples but are mutually dependent for different test points. We prove these p-values are positively dependent and enable exact false discovery rate control, although in a relatively weak marginal sense. We then introduce a new method to compute p-values that are both valid conditionally on the training data and independent of each other for different test points; this paves the way to stronger type-I error guarantees. Finally, we discuss how to further boost power by leveraging a separate data set of known outliers with an approach inspired by weighted hypothesis testing. The practical relevance of our results is demonstrated by numerical experiments on real and simulated data. ------------------------------------------------ Sarà possibile seguire il seminario anche in streaming: Join Zoom Meeting <https://us02web.zoom.us/j/88278987175?pwd=NXhNM3dYd1hrT0JMT2p1N2syU1J2dz09> Il seminario è organizzato dalla "de Castro" Statistics Initiative www.carloalberto.org/stats -- Pierpaolo De Blasi University of Torino & Collegio Carlo Alberto carloalberto.org/pdeblasi <https://sites.google.com/a/carloalberto.org/pdeblasi/>

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Webinar Prisma 8 maggio Beghin-Cammarota
by Claudia Ceci 06 May '23

06 May '23

Buongiorno a tutt* ho il piacere di annunciare il prossimo webinar del ciclo di seminari online promosso dal Gruppo UMI PRISMA (http://www.umi-prisma.polito.it/index.html) *Lunedì 8 maggio 2023* *ore 16-17 Luisa Beghin * *Title*: Non-local differential operators in probability *Abstract* The study of nonlocal differential operators is an active field of research in pure and applied mathematics and has been drawing increasing attention over the last few years. Fractional-order operators (i.e. integrals and derivatives of non-integer order) are maybe the most famous and studied in the literature. Their origin goes back to the end of the seventeenth century, but only recently they have been applied to a variety of fields ranging from biology to engineering, probability theory, physics, image processing among others. In this talk, we will concentrate our attention on the stochastic applications of non-local operators, in particular in the theory of anomalous diffusions and renewal processes. *ore 17-18 Valentina Cammarota* *Title*: On the Correlation of Critical Points and Angular Trispectrum for Random Spherical Harmonics. *Abstract* We prove a Central Limit Theorem for the Critical Points of Random Spherical Harmonics, in the High-Energy Limit. The result is a consequence of a deeper characterizations of the total number of critical points, which are shown to be asymptotically fully correlated with the sample trispectrum, i.e., the integral of the fourth Hermite polynomial evaluated on the eigenfunctions themselves. As a consequence, the total number of critical points and the nodal length are fully correlated for random spherical harmonics, in the high-energy limit. Qui di seguito il link per la partecipazione: https://teams.microsoft.com/l/meetup-join/19%3ad186a45e5730441d9b85bc117124… Cari saluti, Claudia Ceci ****************************************************************************************************************** Claudia Ceci Dipartimento di Metodi e Modelli per l’Economia, il Territorio e la Finanza (MEMOTEF) Università di Roma La Sapienza Via Del Castro Laurenziano 9 Roma 00161 Italy Email: claudia.ceci(a)uniroma1.it

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Fwd: RISM VII - first announcement
by Gianmario Tessitore - UNIMIB 05 May '23

05 May '23

---------- Forwarded message --------- Da: Daniela Riccio <daniela.riccio(a)polimi.it> Date: gio 27 apr 2023 alle ore 19:30 Subject: RISM VII - first announcement To: Daniela Riccio <daniela.riccio(a)polimi.it> Cc: Daniela Riccio <daniela.riccio(a)polimi.it> Dear Colleagues, this is the first announcement of the upcoming seventh RISM School which will focus on the topic “Exotic solutions and well posedness of ODE's and PDE's” directed by Luigi Ambrosio, recipient of the Riemann Prize 2022. It will take place in Varese during the week July 10-14, 2023 at the Riemann International School of Mathematics, Università degli Studi dell’Insubria, within the Riemann Prize Week celebrations. The school will culminate on Friday 14th with the Riemann Prize ceremony at the aula magna of the main Rector building in Varese center and the Riemann Lecture by Luigi Ambrosio. Please find further details at the link www.rism.it You are kindly asked to forwarding this message towards your Institution and to all possible interested people. The school will consist of two courses: *Franco Flandoli* *Regularisation by noise for ODEs and PDEs;* *Dallas Albritton * *Self-similarity, singularity, and non-uniqueness in partial differential equations of fluids dynamics* and a series of talks aimed at presenting recent advances and challenges of contemporary research in the field. Interested people can register at the link RISM VII - registration <https://www.rism.it/events/riemann-prize-week-2023> IMPORTANT: PhD students, young researchers and postdocs are invited to applying for financial support towards lodging expenses by sending a CV to presidente(a)rism.it For organizing purposes we kindly ask participants to get registered as soon as possible. Organizing Committee: Luigi Ambrosio, Elia Brué, Maria Colombo Best regards, Daniele Cassani -- Gianmario Tessitore Dipartimento di Matematica e Applicazioni Università degli Studi di Milano-Bicocca

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Seminario Veronica Berrocal presso Politecnico di Milano
by Laura Maria Sangalli 05 May '23

05 May '23

Si avvisa che in data 05-05-2023, alle ore 14:30 precise presso il Politecnico di Milano, Dipartimento di Matematica, Aula Saleri sesto piano (Edificio 14 - La Nave), nell’ambito delle attività del MOX con il patrocinio di GRASPA https://graspa.org si svolgerà il seguente seminario: Veronica Berrocal, University of California, Irvine Titolo: Bayesian non-stationary spatial modeling via domain partitioning, with application to soil organic carbon Abstract: Soil organic carbon (SOC) or the carbon found in soil’s organic matter is an important component in the Earth’s carbon cycle and can help mitigate the negative consequences of climate change. Because of its broad relevance to climate and agriculture, the Intergovernmental Panel on Climate Change recommended that the spatial distribution of SOC be carefully monitored. Due to time and cost constraints, spatially-referenced measurements of SOC or “stocks”, e.g. the amount of SOC in a volume, are available only at limited locations. In this talk I will present two Bayesian non-stationary statistical models for SOC with the goal of understanding spatial variability and dependence in SOC for sampling and spatial prediction of SOC. Both approaches model SOC by assuming that the process is globally non-stationary but locally stationary with regions of stationarity identified using different strategies. In one approach, the regions are defined as partitions of the spatial domain where spatially-varying covariates are more homogeneous; in the other, the regions are defined as subsets of the spatial domain with varying strength of spatial dependence. I will show that inference and SOC predictions yielded by our models are valuable for sampling design and to decision makers, in that they can be used to better benchmark mechanistic models and identify targets for soil restoration projects. Il link per seguire il seminario online sarà reso disponibile pochi minuti prima dell’avvio del seminario al seguente Link: https://mox.polimi.it/mox-seminars/?id_evento=2273 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 (+39) 02 2399 4554 laura.sangalli(a)polimi.it https://sangalli.faculty.polimi.it <https://sangalli.faculty.polimi.it/>

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Seminar: N. Turchi at Sapienza [11 May]
by Anna Paola Todino 05 May '23

05 May '23

Dear colleagues, We would like to invite you to the following seminar, which will be held in person and online streaming: Speaker: Nicola Turchi (Università di Milano-Bicocca) Title: Comparing the min-max of two Gaussian random matrices (Abstract below) Date and Time: Thursday May 11, 14:00-15:00 (Rome time zone). Place: Aula 24, Dip. di Scienze Statistiche, Sapienza Università di Roma, Piazzale Aldo Moro, 5, 00185 Roma. link: https://uniroma1.zoom.us/j/94248808208?pwd=NWtwcFRtZFMrU0s1c2VPbjU0NWhPQT09 <https://uniroma1.zoom.us/j/94248808208?pwd=NWtwcFRtZFMrU0s1c2VPbjU0NWhPQT09> ID riunione: 942 4880 8208 Passcode: 337504 Best regards, Anna Paola Todino ————————— Abstract: We compute quantitative bounds for measuring the discrepancy between the distribution of two min-max statistics involving either pairs of Gaussian random matrices, or one Gaussian and one Gaussian-subordinated random matrix. In the fully Gaussian setup, our approach allows us to recover quantitative versions of well-known inequalities by Gordon, thus generalising the quantitative version of the Sudakov-Fernique inequality deduced by Chatterjee. On the other hand, the Gaussian-subordinated case yields generalizations of estimates obtained in the framework of the CCK theory. As applications, we establish comparison bounds for order statistics of random vectors and fourth moment bounds for matrices of multiple stochastic Wiener-Itô integrals. Based on a joint work with G. Peccati. ——————————————————— Anna Paola Todino Dipartimento di Scienze Statistiche Sapienza Università di Roma

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Open position at CNR IMATI in Milano
by Antonella Bodini 04 May '23

04 May '23

Please find below the information for an open position at CNR IMATI in Milano (www.imati.cnr.it) fixed term contract for an initial level researcher. The deadline applications is the end of May. Please circulate to all possible interested parties. --- Duration: 12 months, renewable up to further 12 months. PNRR Project: Robotics and Artificial Intelligence for Socio-Economic Empowerment (RAISE), subproject "Urban Technologies for Inclusive Engagement", Task 2.3 "Data-driven characterization of comfort of the built urban space" Research topic: Development of statistical learning methods with application to indoor and outdoor comfort models Requirements: At least three years experience in statistical modelling and inference, in particular in statistical/machine learning, and of programming in the R computing environment. Alternatively: possession of a Research Doctor or a PhD title relevant to the requested experience. Website: (in Italian) https://selezionionline.cnr.it/jconon/call-detail?callCode=400.11%20IMATI%2… (in English) https://selezionionline.cnr.it/jconon/call-detail?callCode=400.11%20IMATI%2… For more information please contact Dr Antonio Pievatolo at CNR IMATI Milano, antonio.pievatolo(a)mi.imati.cnr.it

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(PMS)^2 talk: J.-D. Deuschel [4 May] at UniMIB
by Maurizia Rossi 03 May '23

03 May '23

Dear colleagues, We are happy to announce the following *hybrid* - that is, in person with online streaming - talk: Speaker: *Jean-Dominique Deuschel* (TU Berlin) *Title: *An isomorphism theorem for Ginzburg-Landau interface models and scaling limits. (See Abstract below.) *Date and Time:* Thursday May 4, 16:30-17:30 (Rome time zone). Place: *Aula 3014, Dip. di Matematica e Applicazioni, Univ. di Milano-Bicocca*, Via R. Cozzi 55, Milano. *Webex link:* https://unimib.webex.com/unimib-it/j.php?MTID=mc07da73e64ea2eb0da78975bc808… *Meeting number:* 2741 491 0178*Password: *HPxNQASR579 (47967277 for phones) %%%%%%%%%% *Abstract: *We introduce a natural measure on bi-infinite random walk trajectories evolving in a time-dependent environment driven by the Langevin dynamics associated with a gradient Gibbs measure with convex potential. We derive an identity relating the occupation times of the Poissonian cloud induced by this measure to the square of the corresponding gradient field, which - generically - is not Gaussian. In the quadratic case, we recover a well-known generalization of the second Ray-Knight theorem. We further determine the scaling limits of the various objects involved in dimension 3, which are seen to exhibit homogenization. In particular, we prove that the renormalized square of the gradient field converges under appropriate rescaling to the Wick-ordered square of a Gaussian free field on R^3 with suitable diffusion matrix, thus extending a celebrated result of Naddaf and Spencer regarding the scaling limit of the field itself. (Based on joint work with Pierre-François Rodriguez.) %%%%%%%%%%% 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. Participation is free and welcome! Best regards The organizers (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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Summer School on “Replicability crisis in science?”, University of Padova, Italy, 18-22 September 2023
by Susi Ceron 03 May '23

03 May '23

Dear All, it is a pleasure to announce the Summer School on “Replicability crisis in science?” University of Padova, Italy, 18-22 September 2023 The school is open to 30 Ph.D or Master students, no fees are required, but registration is mandatory. Lectures will be delivered in English. Main Lecturers: Prof. Giovanni Parmigiani, Department of Data Science, Dana Farber Cancer Institute, Harvard University, USA (https://scholar.harvard.edu/parmigiani) Prof. Branden Fitelson, Department of Philosophy and Religion, Northeastern University, USA (https://cssh.northeastern.edu/faculty/branden-fitelson/) Course Outline: The main objective of the Summer School is to offer to a well-motivated small group of young people starting their scientific research journey an opportunity for high-level interdisciplinary training on crucial issues arising from the recent debate concerning the crisis of replicability in scientific research. The school will provide a broad and interdisciplinary view, as well as the tools that may enable individual participants to focus on specific aspects of replicability that are relevant to their own discipline of interest. Activities will include both main lectures and lab sessions for Master and Ph.D. students coming from different countries. The lectures will offer to participants a set of theoretical and applied tools to conduct and critically evaluate rigorous research. In workshop activities, students will have the opportunity to discuss the topics with both teachers and peers in order to overcome traditional boundaries between statistics and philosophy and other sciences as well as to stimulate innovative research hypotheses and international collaborations. Conference Website: http://replicability.stat.unipd.it/ Registration: application is now open until 31 May 2023. Participants will be selected based on their CV, motivation letter, research interests, and balance within the group in terms of gender and geographical origin. Notification of decisions will be sent to applicants via email by 30 June 2023. Organizers: Department of Statistical Sciences, University of Padova, Italy: Alessandra Salvan and Bruno Scarpa Department of Philosophy, Sociology, Education and Applied Psychology, University of Padova, Italy: Massimiliano Carrara and Fabio Grigenti Further details can be found at http://replicability.stat.unipd.it/ or contact Bruno Scarpa (scarpa(a)stat.unipd.it)

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Summer School on “Replicability crisis in science?” Universty of Padova, Italy, 18-22 September 2023
by Alessandra Fabbri Colabich 03 May '23

03 May '23

Dear All, it is a pleasure to announce the Summer School on “Replicability crisis in science?” University of Padova, Italy, 18-22 September 2023 The school is open to 30 Ph.D or Master students, no fees are required, but registration is mandatory. Lectures will be delivered in English. Main Lecturers: Prof. Giovanni Parmigiani, Department of Data Science, Dana Farber Cancer Institute, Harvard University, USA (https://scholar.harvard.edu/parmigiani) Prof. Branden Fitelson, Department of Philosophy and Religion, Northeastern University, USA (https://cssh.northeastern.edu/faculty/branden-fitelson/) Course Outline: The main objective of the Summer School is to offer to a well-motivated small group of young people starting their scientific research journey an opportunity for high-level interdisciplinary training on crucial issues arising from the recent debate concerning the crisis of replicability in scientific research. The school will provide a broad and interdisciplinary view, as well as the tools that may enable individual participants to focus on specific aspects of replicability that are relevant to their own discipline of interest. Activities will include both main lectures and lab sessions for Master and Ph.D. students coming from different countries. The lectures will offer to participants a set of theoretical and applied tools to conduct and critically evaluate rigorous research. In workshop activities, students will have the opportunity to discuss the topics with both teachers and peers in order to overcome traditional boundaries between statistics and philosophy and other sciences as well as to stimulate innovative research hypotheses and international collaborations. Conference Website: http://replicability.stat.unipd.it/ Registration: application is now open until 31 May 2023. Participants will be selected based on their CV, motivation letter, research interests, and balance within the group in terms of gender and geographical origin. Notification of decisions will be sent to applicants via email by 30 June 2023. Organizers: Department of Statistical Sciences, University of Padova, Italy: Alessandra Salvan and Bruno Scarpa Department of Philosophy, Sociology, Education and Applied Psychology, University of Padova, Italy: Massimiliano Carrara and Fabio Grigenti Further details can be found at http://replicability.stat.unipd.it/ or contact Bruno Scarpa (scarpa(a)stat.unipd.it) -- Dott.ssa Alessandra Fabbri Colabich Università degli Studi di Padova Dipartimento di Scienze Statistiche

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Fwd: GSSI Math Colloquium by Daniel Ueltschi / May 4th at 14.00
by Faggionato, Alessandra 03 May '23

03 May '23

Buongiorno, ricevo e con piacere inoltro. Saluti Alessandra ---------- Forwarded message --------- From: Serena Cenatiempo <serena.cenatiempo(a)gssi.it> Date: Wed, 3 May 2023 at 08:01 Subject: GSSI Math Colloquium by Daniel Ueltschi / May 4th at 14.00 To: Alessia Nota <alessia.nota(a)univaq.it> Dear all of the SMAQ group, this is to announce that Daniel Ueltschi will give a Colloquium talk at GSSI on *Loop models and the universal distribution of the loop lengths* this Thursday*, May 4th, 2023 at 14.00 in the **GSSI Auditorium (please NOTICE the unusual time).* The talk will be also streamed online at the link below: https://zoom.us/j/97365002731?pwd=cmR1Y0RIV3lxTlJ5QWVJUlN0akNvQT09 ID riunione: 973 6500 2731 Passcode: MATHatGSSI Abstract. I will review several models that consist of one-dimensional loops living in the three-dimensional space. These models describe bosonic systems, and classical or quantum spin systems. Their common feature is that the joint distribution of their loop lengths has universal behaviour: It is always a Poisson-Dirichlet distribution. Most of this theory is conjectural, but it is backed by numerical studies and some partial rigorous results. Best, Serena -------------------------------------------------- Serena Cenatiempo Gran Sasso Science Institute (GSSI) Viale Crispi n.7, 67100 - L'Aquila (Italy) phone: +39 0862 428 0276 email: serena.cenatiempo[at]gssi[dot]com homepage: http://www.serenacenatiempo.it/ -- ************************************************* Prof. Alessandra Faggionato https://www1.mat.uniroma1.it/people/faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 5, Phone (0039) 06 49913252 *************************************************

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PMS^2 hybrid talk: Davide Addona, Monday May 8 at 16.30.
by Margherita Zanella 02 May '23

02 May '23

Dear colleagues, we are happy to announce the hybrid - that is, in person with online streaming - talk of the (PMS)^2 series: Speaker: Davide Addona (Università di Parma) Title: Young equations in infinite dimension with singularities. Abstract: In this talk I will present some new results about Young differential equations in infinite dimension with “non smooth” initial datum. During the talk I will introduce the concept of Young integral for non smooth paths defined by Young in 1936 and an algebraic approach to integration with respect to non smooth paths due to Gubinelli in 2004, whose generalization allows to consider abstract Cauchy problems driven by an irregular path. At last, if I will have time, I will give an idea of the of the theory of rough paths started by Terry Lions in 1998 and developed by other authors in the last twenty years. Date and time: Monday May 8, 16:30-17:30 (Rome time zone). Place: Aula Seminari - III piano (third floor), Dipartimento di Matematica, Politecnico di Milano, Piazza Leonardo da Vinci, 32 – 20133 Milano - Ed. 14 “Nave” Campus Bonardi. (Accesso pedonale da: Via A.M. Ampère, 2 - Milano, Via E. Bonardi, 9 - Milano, Via G. Ponzio, 31 - Milano). Zoom link: https://polimi-it.zoom.us/j/99585933153?pwd=V0tZd1dNSThzd0hveXo5T25WWGl3QT09 Join our Cloud HD Video Meeting<https://polimi-it.zoom.us/j/99585933153?pwd=V0tZd1dNSThzd0hveXo5T25WWGl3QT09> 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. polimi-it.zoom.us ID riunione: 995 8593 3153 Passcode: 962170 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 and Milano-Politecnico. For more information see the dedicated webpage: https://paviamilanoseminars.wordpress.com/ Participation is free and welcome! Best regards The organizers (Carlo Orrieri, Maurizia Rossi, Margherita Zanella)

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Due bandi (Po e RTD-B) a Venezia Ca' Foscari
by Marco LI CALZI 02 May '23

02 May '23

Sulla Gazzetta Ufficiale n. 33 del 2 maggio 2023 sono stati pubblicati due bandi dell’Università Ca’ Foscari Venezia, entrambi con scadenza: 1 giugno 2023: a) 1 posto di prima fascia in 13/D4 <https://www.unive.it/data/38002/?id=2023-UNVE000-0097251> b) posizione RTD-B in 13/D1 <https://www.unive.it/data/38002/?id=2023-UNVE000-0098044>

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SPASS Seminar: Mauro Mariani
by Francesco Grotto 02 May '23

02 May '23

Dear Colleagues, We would like to invite you to the following SPASS seminar, jointly organized by UniPi, SNS, UniFi and UniSi: Random currents and homologies on compact manifolds Mauro Mariani (National Research University Moscow) The seminar will take place on TUE, 9.5.2023 at 14:00 CET in Sala Seminari, Dipartimento di Matematica, Pisa and streamed online at the link below. The organizers, A. Agazzi, G. Bet, A. Caraceni, F. Grotto, G. Zanco https://sites.google.com/unipi.it/spass -------------------------------------------- *Abstract: * We study the long time behavior of stochastic currents associated to diffusion processes on compact Riemannian manifolds. In the first part of the talk, sharp results about existence and tightness of stochastic currents will be discussed. In the second part, some problems related to random homologies (homology class associated to the paths of diffusion processes) will be addressed. In particular, we give a full geometric characterization of manifolds such that the associated random homology has a gaussian asymptotic. Some simpler related problems (Gallavotti-Cohen symmetry, relation with the Riemannian metric).

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Third announcement Summer School on "Khintchine's Inequality: old and,new", Paris, June 26-30 2023 (fwd)
by Michele Gianfelice 02 May '23

02 May '23

Salve, ricevo e inoltro con preghiera di diffusione. Cordialmente, m.gianfelice ---------- Forwarded message ---------- Date: Tue, 2 May 2023 14:18:08 +0200 From: Cyril ROBERTO <cyril.roberto(a)math.cnrs.fr> To: destinataires inconnus: ; Subject: Third announcement Summer School on "Khintchine's Inequality: old and,new", Paris, June 26-30 2023 THIRD ANNOUNCEMENT Summer School IHP, Paris Monday ? Friday, June 26-30, 2023 Dear Colleague, You are cordially invited to participate in the Summer School at the Henri Poincaré Institute (IHP), Paris, June 26-30, 2023. We are pleased to inform you that Piotr Nayar and Krzysztof Oleszkiewicz (Warsaw University) will each give 10 hours of lectures on Khintchine's inequalities. To get more information about this Summer School, please go to the following web page: https://indico.math.cnrs.fr/event/8606/ Registration is free but mandatory. In order to register, go to the "registration" link. Note that the school may have some (limited) financial support for young people (PhD, postdocs). Financial support is up to approximately 500 euros. To ask for said support, please send an email to the organizers at khintchine.IHP.2023(a)outlook.fr Looking very much forward to seeing you in Paris, With all best wishes, The organizers (Ali Barki, James Melbourne and Cyril Roberto) P.S.: Please bring this Summer School to the attention of graduate students, postdocs and colleagues who may be interested. P.P.S.: Sorry for the multiple instances of the same message.

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De Finetti Risk Seminar - May 3, 2023
by Emanuela Rosazza Gianin 29 Apr '23

29 Apr '23

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: Jean-Pierre Fouque University of California Santa Barbara Title: Reinforcement Learning Algorithm for Mixed Mean Field Control Games Abstract: We present a new combined Mean Field Control Game (MFCG) problem which can be interpreted as a competitive game between collaborating groups and its solution as a Nash equilibrium between the groups. Within each group the players coordinate their strategies. An example of such a situation is a modification of the classical trader's problem. Groups of traders maximize their wealth. They are faced with transaction cost for their own trades and a cost for their own terminal position. In addition they face a cost for the average holding within their group. The asset price is impacted by the trades of all agents. We propose a reinforcement learning algorithm to approximate the solution of such mixed Mean Field Control Game problems. We test the algorithm on benchmark linear-quadratic specifications for which we have analytic solutions. Joint work with A. Angiuli, N. Detering, Mathieu Laurière, and J. Lin. LOCATION: The seminar will be held on *May 3, *2023 at *18.00,* Aula Di Rappresentanza, Dipart. Matematica, Università di Milano, Via Saldini 50, Milano. Scientific Committee Prof. Simone Cerreia-Voglio (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) ****************************************** Emanuela Rosazza Gianin Dipartimento di Statistica e Metodi Quantitativi Università di Milano-Bicocca Edificio U7 – 4° Piano Via Bicocca degli Arcimboldi, 8 20126 Milano Tel. 02 64483208 e-mail: emanuela.rosazza1(a)unimib.it ******************************************

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Workshop "Stochastic Models for Complex Systems" - PRIN 2017
by Fabrizio, Antonio DURANTE 29 Apr '23

29 Apr '23

Dear Colleagues, we are pleased to announce the final workshop of the PRIN 2017 project “Stochastic Models for Complex Systems" that will take place on May 18th-19th, 2023 in Lecce, piazza Tancredi 7. For more information, please visit http://sites.google.com/view/smocs2023 Participation is free of charge, but registration is mandatory. The registration deadline is May 5th 2023 (Friday) at 12:00. Best regards Fabrizio Durante (On behalf of Organizing Committee) --------------------------------------------------------- Fabrizio Durante Dipartimento di Scienze dell'Economia Centro Ecotekne Pal. C S.P. 6, Lecce - Monteroni LECCE (ITALY) Phone: +39 0832 29 8672 https://sites.google.com/site/fbdurante/ --

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Seminar Prof. F. Patras at Università degli Studi di Milano
by Stefania Ugolini 28 Apr '23

28 Apr '23

Professor F. Patras (Univ. Côte d’Azur, CNRS) will give a seminar on Thursday, May 04th at 15:00, in Aula Dottorato, at the Department of Mathematics "Federigo Enriques", Università degli Studi di Miano. Title: "Wick polynomials, from classical to free probability." Abstract: Wick polynomials are a central object in quantum physics and classical probability (where they encode for example "chaos decompositions" - they provide an orthonormal basis of the space of square integrable functions of a Gaussian random variable). We will discuss an algebraic formulation of Wick's constructions that allows to generalize them to a wide variety of contexts, featuring free probability - a probability theory closely linked to random matrices but that appears in various recent works, in different areas. Stefania Ugolini (University of Milan) Francesco De Vecchi (University of Pavia)

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PhD in Economics at Ca' Foscari University of Venice
by Roberto CASARIN 28 Apr '23

28 Apr '23

Dear Colleague, this is to inform you that the call for applications for the PhD in Economics at Ca' Foscari University of Venice is now open and published here: https://www.unive.it/pag/43333/ <https://www.unive.it/pag/43333/> [ITALIAN] https://www.unive.it/pag/43334/ [ENGLISH] We offer *7 positions with fully funded scholarships for 4** years *starting from September 2023. The amount of a scholarship is about 20.000 euros gross/year. From the first year, PhD students have 1624,30 euros/year to spend for conference participation or summer/winter schools. Deadline to apply: *May 31st 2023 at 1:00 PM (Italian time)*. *Join us for an information session on Zoom on Monday May 15th 2023 at 4:00pm* (CEST) and get to know our world-class program, faculty, placement and more. Sign up now to register and receive access to the event: https://unive.zoom.us/meeting/register/tZYtc-GsrToqG9OaVHw0PAx-XFJx96SThH6P You will receive an email of confirmation with the codes to enter the meeting. INOMICS: https://inomics.com/program/4-year-phd-economics-1447778 For information on the PhD programme in Economics: http://www.unive.it/phd-economics <http://www.unive.it/phdeconomics> For information on the call and procedures to apply, please contact: phd.application(a)unive.it - in twitter https://twitter.com/DipEcoUnive/status/1651556947898900480 - in instagram https://www.instagram.com/p/CrigF9ZIsw1 - in facebook https://www.facebook.com/photo/?fbid=813260863633324&set=a.613776353581777 Best regards, ********************************************************************************************** Cara/o Collega, Ti scrivo per segnalare l'apertura del bando per il programma di dottorato in Economics offerto dal Dipartimento di Economia dell'Università Ca’ Foscari di Venezia. Quest'anno sono disponibili 7 posti con borsa quadriennale (circa 20.000 € annui per l'intera durata del dottorato), più un posto per studenti stranieri in possesso di borsa di studio propria. Il bando si chiude il *31 maggio 2023 alle 13:00, ora italiana*. Il dottorato ambisce a preparare un gruppo selezionato di studenti per la carriera accademica, ma anche per ricoprire posizioni nei settori della ricerca di organizzazioni internazionali, istituzioni pubbliche, imprese private, banche centrali e istituzioni finanziarie. L'ampio spettro di interessi di ricerca e la reputazione internazionale della faculty di area economica e quantitativa di Ca’ Foscari, così come il ricco programma di seminari e workshop di livello internazionale organizzati in dipartimento permettono agli studenti di lavorare in un ambiente stimolante per tutta la durata del corso di dottorato. Gli studenti ricevono adeguato supporto, anche economico, per partecipare a conferenze e workshop internazionali e per poter competere sul job market internazionale. Il *15 maggio alle ore 16:00 in Zoom è organizzato un incontro informativo sul dottorato*. E' richiesta la registrazione: https://unive.zoom.us/meeting/register/tZYtc-GsrToqG9OaVHw0PAx-XFJx96SThH6P Il bando è disponibile a questo link: https://www.unive.it/pag/43334/ Informazioni dettagliate sul PhD in Economics di Ca’ Foscari: http://www.unive.it/phdeconomics INOMICS: https://inomics.com/program/4-year-phd-economics-1447778 In allegato un pieghevole con le informazioni essenziali sul dottorato. - in twitter https://twitter.com/DipEcoUnive/status/1651556947898900480 - in instagram https://www.instagram.com/p/CrigF9ZIsw1 - in facebook https://www.facebook.com/photo/?fbid=813260863633324&set=a.613776353581777 Qualsiasi richiesta di informazioni riguardo il programma può essere rivolta alla Segreteria del dottorato all'indirizzo: sse(a)unive.it Cordiali saluti

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Florence-Paris workshop on Statistics of Random Processes and Its Applications to Financial Econometrics, Florence, July 10-11, 2023
by Giacomo Toscano 28 Apr '23

28 Apr '23

Registration is open for the second edition of the Florence-Paris Workshop, organized by the Department of Economics and Management of the University of Florence and sponsored by the Institut Louis Bachelier of Paris. Registration is free. The workshop will take place on July 10-11, 2023. The theme of the second edition is Statistics of Random Processes and Its Applications to Financial Econometrics. The keynote speakers will be Jean Jacod (Sorbonne) and Valentina Corradi (University of Surrey). For further information, including the workshop program and the registration link, please consult the website: https://sites.google.com/unifi.it/2ndflopawp/home-page Best regards -- Giacomo Toscano, PhD Assistant Professor Department of Economics and Management University of Florence Via delle Pandette, 9, 50127, Florence, Italy https://www.unifi.it/p-doc2-2019-0-A-2c323c31382d-0.html https://sites.google.com/view/giacomo-toscano/home-page

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Workshop on Fractional Calculus, Special Functions and Applications, Rome, 12 May 2023
by Enrico Scalas 28 Apr '23

28 Apr '23

Car* collegh*, Vi segnalo che, al Dipartimento di Scienze Statistiche di Sapienza, Universita' di Roma, il 12 maggio 2023, si terra' un simposio su calcolo frazionario, funzioni speciali e applicazioni con presentazioni probabilistiche. Trovate maggiori informazioni ai link seguenti: https://sites.google.com/view/fcsf2023/home https://sites.google.com/view/fcsf2023/programme Cordiali saluti, Enrico Scalas

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Fwd: Course by Daniel Ueltschi (U Warwick) / May, 2-12 2023
by Faggionato, Alessandra 28 Apr '23

28 Apr '23

ricevo e con piacere inoltro saluti alessandra ---------- Forwarded message --------- From: Serena Cenatiempo <serena.cenatiempo(a)gssi.it> Date: Fri, 28 Apr 2023 at 08:02 Subject: Course by Daniel Ueltschi (U Warwick) / May, 2-12 2023 Dear all, This is a gentle reminder for the course by Daniel Ueltschi <http://ueltschi.org/> (University of Warwick) on *Equilibrium Quantum Lattice Systems, *which will be held at the GSSI Main Lecture Hall from May 2nd to May 12th, according to the following calendar: Tue May 2nd, Wed May 3rd, Thu May 4th, Mon May 8th, Tue May 10th, Thu May 11th, from 9 to 11. It will also be streamed online at the link: https://zoom.us/j/97365002731?pwd=cmR1Y0RIV3lxTlJ5QWVJUlN0akNvQT09 ID riunione: 973 6500 2731 Passcode: MATHatGSSI A detailed list of topics covered in the class follows below, and it is also available at the page: https://indico.gssi.it/event/478/. For any further information, please do not hesitate to contact me. With best wishes, Serena ---------------------------- > *Equilibrium Quantum Lattice Systems* > Daniel Ueltschi <http://ueltschi.org/> (University of Warwick) > > Tentative list of topics covered in the class: > > 1. *Spin systems* > Hilbert spaces, spin operators, symmetries, hamiltonians. > Finite-volume Gibbs states. Correlation functions. > Thermodynamic limit of the free energy. > > 2. *Two results for quantum spins* > o No long-range order in two dimensions, in systems with continuous > symmetry. > o Long-range order in dimensions three and higher. > > 3. *Fermionic and bosonic systems* > Fock space, creation and annihilation operators. Bose-Einstein > condensation. > Hubbard model. > > 4. *Infinite-volume Gibbs states* > Tangent functionals to the free energy. KMS condition. > Extremal state decomposition. > > 5. *Probabilistic representations of quantum lattice systems* > Feynman-Kac representation of Bose and spin systems. > Loop representations. Poisson-Dirichlet conjecture. > > -------------------------------------------------- Serena Cenatiempo Gran Sasso Science Institute (GSSI) Viale Crispi n.7, 67100 - L'Aquila (Italy) phone: +39 0862 428 0276 email: serena.cenatiempo[at]gssi[dot]com homepage: http://www.serenacenatiempo.it/ -- You received this message because you are subscribed to the Google Groups "SMAQseminar" group. To unsubscribe from this group and stop receiving emails from it, send an email to smaqseminar+unsubscribe(a)gssi.it. To view this discussion on the web visit https://groups.google.com/a/gssi.it/d/msgid/smaqseminar/CA%2BWF-A4R9hSmgh6f… <https://groups.google.com/a/gssi.it/d/msgid/smaqseminar/CA%2BWF-A4R9hSmgh6f…> . For more options, visit https://groups.google.com/a/gssi.it/d/optout. -- ************************************************* Prof. Alessandra Faggionato https://www1.mat.uniroma1.it/people/faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 5, Phone (0039) 06 49913252 *************************************************

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PhD Positions in Verona
by Alessandro Gnoatto 27 Apr '23

27 Apr '23

The PhD program in "Economics and Finance" at the Department of Economics at the University of Verona is now accepting applications. The novelty of this year is the introduction of the new “Data Analysis and Finance” track, whose objective is to prepare students for academic/professional careers in Financial Mathematics and Data Analytics according to the highest international standards. We welcome applications from students with a strong background in mathematics, physics, statistics, quantitative finance or other highly quantitative disciplines. During the first year, students will be offered a research-oriented training program. Core compulsory courses are: 1) Financial Time Series 2) Mathematical Statistics 3) Financial Mathematics 4) Continuous Time Econometrics 5) Stochastic Optimization and Control 6) Stochastic Processes in Finance Courses are coordinated by Giuseppe Buccheri, Alessandro Gnoatto, Cecilia Mancini, Athena Picarelli, Francesca Rossi, Catia Scricciolo, Sara Svaluto Ferro under the supervision of Alessandro Bucciol (director of the PhD program). We will also offer a wide basket of elective courses offered by leading international experts. Prospective topics are: Machine Learning in Finance Mean-field Games Financial Risk Management Discretization of Processes Corporate Finance The attendance of Summer and Winter schools and an international research stay of at least 6 months are strongly encouraged. Financial support is provided. We also provide financial support for lodging: up to 2500 EUR for the first year. Program webpage: https://www.dse.univr.it/?ent=cs&id=1008&lang=en Application deadline: 12 May 2023 at 12.00 noon (Italian time, GMT+1) — Prof. Alessandro Gnoatto Presidente del CdLM "Banca e Finanza" 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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Seminar prof. Kohatsu-Higa at DISIM - University of L'Aquila
by Fabio Antonelli 27 Apr '23

27 Apr '23

Whoever is interested is welcome: We are pleased to announce that on Wednesday May 3rd 2023 at 2:30 p.m. at DISIM- University of L'Aquila - classroom A.1.6 (Coppito 0) Via Vetoio SNC - L'Aquila and online at the link (Join Zoom Meeting): https://ritsumei-ac-jp.zoom.us/j/99895927770?pwd=ZFEwc2FwU0VmdUJaZiszaTFsUE… Meeting ID: 998 9592 7770 Passcode: 273749 Prof. Arturo Kohatsu-Higa Department of Mathematical Sciences Ritsumeikan University 1-1-1 Nojihigashi, Kusatsu, Shiga, 525-8577, Japan Will give the talk: Can we differentiate a stopping time? Abstract: In various situations, one may be interested in the concept of differentiation of random variables or processes with respect to some underlying parameters. We will discuss this possibility in the case of random variables related to stopping times. Rather than discussing general theory (which we may), we will present basic examples that give hints about the general results and exhibit the difficulties involved in the development of general results. ________________________________ Fabio Antonelli DISIM - Università di L'Aquila

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Nuovo bando 2023RUAPNRR_PE_04 relativo all'indizione di una procedura selettiva per l'assunzione di n. 3 ricercatori a tempo determinato
by Alessandra Fabbri Colabich 27 Apr '23

27 Apr '23

Si informa che è stato pubblicato il nuovo bando *2023RUAPNRR_PE_04* relativo all'indizione di una procedura selettiva per l'assunzione di n. 3 ricercatori a tempo determinato, ai sensi dell’art. 24, comma 3, lettera a) della Legge 30 dicembre 2010, n. 240 – 2023RUAPNRR_PE_04 - *SCADENZA PRESENTAZIONE DOMANDE: ORE 13:00 DELL' 8 MAGGIO 2023*. *-Allegato 03*: (13/D3) DEMOGRAFIA E STATISTICA SOCIALE (SECS-S/05) STATISTICA SOCIALE presso il Dipartimento di Scienze Statistiche - DSS Bando completo con tutti gli allegati al link: https://www.stat.unipd.it/bando-2023ruapnrrpe04-procedura-selettiva-lassunz… Si prega di dare la massima diffusione presso tutti gli interessati. Grazie per la collaborazione Alessandra Fabbri Colabich -- Dott.ssa Alessandra Fabbri Colabich Università degli Studi di Padova Dipartimento di Scienze Statistiche

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mini-course Eva Löcherbach
by Stefano Pagliarani 26 Apr '23

26 Apr '23

Dear all, From May 4th to May 12th, at the Department of Mathematics of UNIBO, classroom Seminario II, and online at https://unibo.zoom.us/j/81075102690, Eva LÖCHERBACH (Université Paris 1 Panthéon-Sorbonne) will give a cycle of lectures entitled McKEAN-VLASOV MODELS FOR SYSTEMS OF SPIKING NEURONS The cycle is a 10-hour PhD mini course, but the attendance is open to any type of audience. Feel free to forward this message to whoever might be interested. The abstract and the schedule of the course are available at https://www.dm.unibo.it/seminari/mat/cycles/80 Best regards, Stefano Pagliarani

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International Conference in Venice - Social, Sovereign and Geopolitical Risks - CALL FOR PAPERS
by Monica Billio 26 Apr '23

26 Apr '23

22nd INTERNATIONAL CONFERENCE C.r.e.d.i.t. 2023 *Social, Sovereign and Geopolitical Risks * Venice, Italy 21 –22 September 2023 * * *GRETA Associati* (Venice, Italy), *CRIF* (Bologna, Italy),*European Datawarehouse* (Frankfurt, Germany),*European Investment Bank *(Luxembourg),*European Investment Fund *(Luxembourg) and *Intesa Sanpaolo *(Milan, Italy) are partners in organasing a Conference to be held in Venice on September 21-22, 2023. The C.r.e.d.i.t. 2023 conference will bring together academics, practitioners and PhD students working in various areas of financial and socio-economic risk with the aim of creating a unique opportunity for participants to discuss research progress and policy as well as industry-relevant insights and directions for future research. The C.r.e.d.i.t. 2023 is the*twenty-second *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*. Recent years have seen a series of crises (from health/pandemic to climate/energy) that have not only put a strain on global mechanisms previously seen as robust, but have exacerbated existing weaknesses and so increased vulnerability in new crisis situations. The social impact of the pandemic was partially mitigated by public interventions but social conditions then worsened with the soaring costs of energy, raw materials and inflation more broadly. Social and energy costs, which inevitably weigh on invidual countries and aggravate already delicate local situations (e.g., public debts), have led to growing geopolitical tensions, with global systemic consequences. The C.r.e.d.i.t. 2023 conference will be dedicated to Social, Sovereign and Geopolitical Risks to discuss, evaluate and address the near- and medium-term macro-financial impact of persistent crises (“permacrisis”) that can affect the stability of financial as well as socio-economic systems. The organizers encourage submissions on any topic within the overall theme of the conference and in the following areas in particular: * *Socio-economic Stability: *Future development of income (and wealth) inequality and social polarization; Risk, inequality and employment impacts of crises and policies; Gender and skilling issues will increase or help the transition?; * *Sovereign Risks: * Sovereign debt with low economic growth; Long term challenges for fiscal and monetary policies: green transformation, commodity prices, de-globalization and demographic trends; Inflation and exchange rate risks; Environmental and social inter-dependencies; social and environmental preferences and how these affect the stability and macroeconomic wellbeing of a given country; Challenges in measuring the ESG ratings of countries and thus of sovereign debt; * *Geopolitical Risks:* Global supply chain and de-globalization risks for finance; Do international energy price discrepancies pose risks for the competitiveness of EU firms’ and might this have implications for the real exchange rate to?; Risks stemming from accelerating deglobalisation; Cyber-risk vulnerabilities of banks and firms; * *Energy/Commodity Security:* Energy prices and financial performance of firms; Inefficiency of energy markets under scarcity; Transition costs under high energy and resource prices; Volatility of energy-related asset prices (both brown and green) and implications for medium and long term investments in energy production technologies, energy commodity assets and energy infrastructure; Implications of net zero policies for the prices of real estate assets, especially for homeowners and households; * *Long Run Investments and Portfolios:* Stability of asset market equilibria under low returns; Regulation (-demand) driven asset prices; Equilibrium asset price levels under structural transformation and high uncertainty; Net zero pledges and the possible trade-off between sustainability and returns; Engagement versus divesting. The final program will include both submitted and invited papers. Acceptances received so far from invited speakers include *Helen Rey* (London Business School), *Elisa Giuliani *(University of Pisa) and *Moritz Schularick *(Sciences Po Paris & University of Bonn). The Conference will also include panel discussions on the major issues at stake with the views of researchers', practitioners' and policy makers. The SCIENTIFIC COMMITTEE for the Conference consists of: *Moritz Schularick *(Sciences Po Paris & University of Bonn, Programme Chair) *Francesca Campolongo* (Joint Research Center, European Commission) *Rajna Gibson* (University of Geneva & Geneva Finance Research Institute) *Helmut Kraemer-Eis* (European Investment Fund) *Jan Pieter Krahnen *(Leibniz Institute for Financial Research SAFE & Goethe University) *Steven Ongena *(University of Zurich, Swiss Finance Institute, KU Leuven, NTNU Business School & CEPR) *Loriana Pelizzon *(Ca’ Foscari University of Venice, Leibniz Institute for Financial Research SAFE & Goethe University) *Roberto Rigobon* (MIT Sloan School of Management) *Stephen Schaefer *(London Business School) *Marti Subrahmanyam *(NYU Stern Business School) *Christoph Trebesch* (Kiel Institute) CALL FOR PAPERS Those wishing to present a paper at the Conference should submit by *May 31, 2023 *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, 2023*. The final version of accepted papers must be received by August 31, 2023. 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-2023

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EU-funded postdoc positions in Financial Data Science/Finland
by Juho Kanniainen (TAU) 26 Apr '23

26 Apr '23

Dear all, Would you like to get desired and prestigious EU funding for your Post-Doc? Research group on Financial Computing and Data Analytics/Tampere University/Finland is are seeking talented researchers in quantitative finance / financial data science? For more information, please visit https://bigdatafinance.eu/seeking-postdocs-for-data-science-in-finance/. 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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Postdoc position at the University of Bologna
by Fabrizio Lillo 26 Apr '23

26 Apr '23

Dear colleagues, I am currently advertising one two-year Postdoc position at the Department of Mathematics of the University of Bologna. The title of the postdoc is *Time-varying parameter models for market microstructure and networks* under the supervision of Fabrizio Lillo and Giacomo Bormetti. Deadline for application: May 18 2023. The call is published at the link: https://bandi.unibo.it/ricerca/assegni-ricerca?id_bando=66345 Please contact me (fabrizio.lillo(a)unibo.it) or Prof. Bormetti ( giacomo.bormetti(a)unibo.it) for any additional information concerning the project and the call, and please transfer the announcement to other potential candidates. Thanks a lot! Best wishes, 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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Workshop: "Junior Researchers in Stochastic Optimal Control" in Berlin, Aug 31/Sep 1, 2023
by Körber, Laura Claudia 25 Apr '23

25 Apr '23

Dear colleagues, Let us draw your attention to the workshop for --- JUNIOR RESEARCHERS IN STOCHASTIC OPTIMAL CONTROL (JRSOC) --- jointly organized and supported by the IRTG 2544 “Stochastic analysis in interaction” (Berlin), the TU Berlin, the WIAS Berlin, and the EPSRC CDT “Mathematics of Random Systems” (University of Oxford). The workshop will take place in presence in Berlin from Thursday, August 31, to Friday, September 1, 2023. The workshop is intended to offer junior researchers in Stochastic Optimal Control a platform to extend their knowledge in the field, to present and discuss their own work, and to possibly initiate future collaborations. With five keynote lectures given by distinguished researchers and a number of contributed talks, the workshop aims at covering the latest developments and classical topics in Stochastic Optimal Control including Machine Learning, Mathematical Finance, Mean Field Models, Infinite Dimensional Problems, Stochastic Games, and many more. The keynote lectures will be given by: -- Roxana Dumitrescu (King’s College London), -- Johannes Muhle-Karbe (Imperial College London), -- David Siska (University of Edinburgh), -- Peter Tankov (ENSAE Paris), -- Gianmario Tessitore (University Milano-Bicocca). We warmly invite junior researchers to apply for <contributed talks> and/or <financial support>. The deadline for both is <May 31, 2023>. Registration to the workshop is free but mandatory, and possible until <June 30, 2023>. More details can be found on the conference website under: --- https://www.wias-berlin.de/workshops/JRSOC23/ --- We are looking forward to welcoming you in Berlin. In case of further questions, please do not hesitate to contact us per e-mail at jrsoc23(a)wias-berlin.de<mailto:jrsoc23@wias-berlin.de>. Best regards, The Organizing Committee Peter Bank, Sebastian Ertel, Sascha Gaudlitz, Yifan Jiang, Hannes Kern, Laura Körber, Alexander Merkel, Shyam Popat, Emanuel Rapsch, Thomas Wagenhofer

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Corso Paul JENKINS (University of Warwick)
by Matteo Ruggiero 24 Apr '23

24 Apr '23

Cari colleghi, nell’ambito del programma di Visiting Professors della Laurea Magistrale in Stochastics and Data Science dell’Università di Torino (programma completo alla pagina https://www.master-sds.unito.it/go/visiting) con piacere annunciamo il seguente corso: -------------------------------------- Paul JENKINS (University of Warwick) SIMULATION AND INFERENCE IN POPULATION GENETICS Population genetics provides a rich source of data. We now have the ability to sequence, cost-efficiently, the genomes of a large number of individuals from a species. Patterns of variation in DNA sequences offer a rich insight into biological and demographic processes: mutation, natural selection, past migration events, admixture, population structure, and so on. But such data are high-dimensional, noisy, and - because of shared ancestry - not independent, giving rise to some challenging statistical problems. In this course we will cover two important models for the analysis of genetic data - the coalescent, and the Wright-Fisher diffusion. We will discuss methods of simulation of data from these models, as well as how to perform inference for key biological and evolutionary parameters, using techniques such as MCMC. -------------------------------------- Il corso si svolgerà esclusivamente in presenza secondo il seguente calendario: - mar 2 Maggio, h.16-18 - mer 3 Maggio, h.16-18 - ven 5 Maggio, h.11.15-13.15 (Aula 3) - mar 9 Maggio, h.14-16 - mer 10 Maggio, h.16-18 - gio 11 Maggio, h.16-18 - mar 16 Maggio, h.14-16 - mer 17 Maggio, h.16-18 Sede dei corsi: Aula 11 (tranne il 5/5), Terzo piano - Corso Unione Sovietica 218/bis, 10134, Torino. Il corso è rivolto agli studenti della Laurea Magistrale ma la partecipazione è aperta a tutti gli interessati. Cordiali saluti, Matteo Ruggiero --- Matteo Ruggiero University of Torino and Collegio Carlo Alberto www.matteoruggiero.it

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Seminario A. Stamm presso Politecnico di Milano
by Laura Maria Sangalli 24 Apr '23

24 Apr '23

Si avvisa che in data 26-04-2023, alle ore 14:30 precise presso il Politecnico di Milano, Dipartimento di Matematica (Edificio 14 - La Nave), in Aula Saleri (sesto piano), nell’ambito delle attività del MOX, si svolgerà il seguente seminario: Aymeric Stamm, Laboratoire de Mathématiques Jean Leray - UMR CNRS, Nantes, France Titolo: Clustering for rotation-valued functional data Abstract: This talk is motivated by the strong case study of monitoring gait for early detection of gait impairment in patients diagnosed with gait-affecting disorders. To this effect, we record the rotation of the hip over time. This leads to data with a great complexity that makes any kind of statistical analysis non-trivial. In effect, we collect functional data that evaluates on the Lie group of three-dimensional rotations which is a non-Euclidean space. In this work, we develop sound statistical methods to enable joint clustering and alignment of such functional data by borrowing ideas from the existing 𝑘-means alignment approach. In the process, we will describe in great length the R package fdacluster, which is an extension of the R package fdakma that provides a fast C++ based implementation of the k-mean alignment algorithm from Sangalli et al. (2010) as well as hierarchical clustering for functional data and tools that help choosing the number of clusters. Il link per seguire il seminario online sarà reso disponibile pochi minuti prima dell’avvio del seminario al seguente Link: https://mox.polimi.it/mox-seminars/?id_evento=2272 <https://mox.polimi.it/mox-seminars/?id_evento=2272> 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 (+39) 02 2399 4554 laura.sangalli(a)polimi.it https://sangalli.faculty.polimi.it <https://sangalli.faculty.polimi.it/>

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PhD position in probability at RUG
by Szabo, R. 24 Apr '23

24 Apr '23

Dear colleagues, There is a vacancy for a 4-year PhD position in probability theory at the University of Groningen, on the topic of Stability of Interacting Particle Systems. I would be grateful if you could forward this announcement to potential candidates. For more information and application, please go to: https://www.rug.nl/about-ug/work-with-us/job-opportunities/?details=00347-0… The application deadline is 15 May. Kind regards, Réka Szabó

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2yr postdoc position at CEREMADE (Univ. Paris-Dauphine)
by Alessandra IACOBUCCI 24 Apr '23

24 Apr '23

Dear colleagues, A 24-months postdoctoral position is available on stochastic processes for energy transport at CEREMADE<https://www.ceremade.dauphine.fr/>, Université Paris-Dauphine, in collaboration with CERMICS<https://cermics-lab.enpc.fr/>, Ecole des Ponts ParisTech. The post-doc is funded by the French National Agency ANR within the SINEQ<https://sites.google.com/view/aleiac/anr-sineq> project. The application deadline is May 31, 2023. Applicants should hold a PhD in applied mathematics in at least one of the following fields: theory of stochastic processes, functional analysis, probability theory, theory of partial differential equations. A familiarity with associated numerical analysis or an interest in molecular dynamics and computational statistical physics methods is an advantage, but not required. For details, see https://www.ceremade.dauphine.fr/~iacob/PDFs/postdocANR.pdf. I would be grateful if you could spread the information among your colleagues and potential candidates. Best regards, Alessandra Iacobucci

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Seminario di Gérard Letac, Giovedì 27 Aprile, Sapienza Università di Roma
by Silvestri, Vittoria 23 Apr '23

23 Apr '23

Segnalo il seguente seminario, che si terrà Giovedì prossimo in Sapienza. Notare il giorno e l'aula inusuali. *Giovedì 27 Aprile, ore 14:00* Aula L, Dipartimento di Matematica, Sapienza Università di Roma *Speaker:* Gérard Letac (Paul Sabatier University - Toulouse III) *Title: *From the Matsumoto Yor observation to stationary measures for a discrete KdV model *Abstract: *Let F(x,y)=(u,v) from R2 into itself such that F∘F(x,y)=(x,y). The discrete Korteweg-de Vries model associated to F considers two dimensional vectors (x tn,ytn) indexed by (t,n)∈Z2 submitted to (xtn,ytn)=F(xt−1n,ytn−1). In the particular case F(x,y)=(y−1−(x+y)−1,(x+y)−1), by considerations on Brownian motion, Matsumoto-Yor in 1999 have found laws of independent random variables X,Y such that U,V defined by F(X,Y)=(U,V) are independent, obtaining stationary measures on the KdV model. In an extraordinary paper, Croydon and Sasada (2021) have generalized this result to the surprizing F(x ,y)=(yβxy+1αxy+1,xαxy+1βxy+1). The lecture will prove that if X,Y are independent and such that U,V=F(X,Y) are also independent, then the laws of X and Y are indeed the generalized Gaussian distributions discovered by Croydon and Sasada. This is joint work with Jacek Wesolowski (arXiv 2203.05404). *Nota*: Sul sito del dipartimento il seminario è, ad oggi, annunciato per le 17:00 (in Aula II), ma si terrà alle 14:00 (in Aula L), come annunciato in questa email. La pagina è in corso di aggiornamento. ******************************** Vittoria Silvestri Assistant Professor Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome ********************************

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Seminar@UNIBO - ROSANNA GRASSI
by Fabrizio Lillo 22 Apr '23

22 Apr '23

*Tuesday May 2nd, 2023 12:00* *– 13:00* Dipartimento di Matematica, Università di Bologna Aula Seminario II, Piazza di Porta San Donato 5, Bologna Prof. Rosanna Grassi, Università degli Studi di Milano-Bicocca *Title: Higher order assortativity for directed weighted networks and Markov chains* Abstract: Assortativity is a global indicator that provides meaningful insights about the network structure. In the classical definition, the assortativity is a global measure based on the Pearson correlation between the degrees of nodes. This definition can be extended into two different directions. On the one side, one can consider other quantitative attributes of the nodes different from the degree; on the other side, one can move from the adjacency of the nodes – which is the basis of Newman’s degree-degree assortativity – and propose more general ways to connect them. We provide a generalized concept of the assortativity measure for directed and weighted networks, moving beyond the adjacency relations in both directions. The proposed concept is formulated on a node attribute that is not necessarily the degree or strength, and nodes are connected through walks or paths. In this way, we totally extend the assortativity definitions provided in the literature until now. We provide an empirical application of these measures for the paradigmatic case of the trade network. Interestingly, this interpretation of the higher-order assortativity measure allows stating a natural bridge between complex networks and stochastic processes. In so doing, we are able to move from the information content of the higher order assortativity of a network to the dynamical properties of the underlying Markov chain. Specifically, the temporal dimension of the network and the regularities captured by the autocorrelation – which are hidden in the network structure – become clear in moving to the Markov chain theory. ---------------------------------------- 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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Postdoc positions
by Franco Flandoli 21 Apr '23

21 Apr '23

Dear colleagues, I am currently advertising two two-year Postdoc positions under the ERC advanced grant NoisyFluid, at Scuola Normale Superiore, in Pisa. Deadline for application: May 15 2023. The call is published at the link: https://amministrazionetrasparente.sns.it/bando/modelli-stocastici-della-tu… Information about the local research group on stochastic fluids and the ERC project can be found at the page https://sites.google.com/sns.it/franco-flandoli/home-page Please contact me for any additional information concerning the project and the call, and please transfer the announcement to other potential candidates. Thanks a lot! Best wishes, Franco Flandoli

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OWABC- Emtiyaz Khan - The Bayesian Learning Rule - April 27, 9.30am UK time
by Massimiliano Tamborrino 21 Apr '23

21 Apr '23

Dear all, The One World ABC Seminar series www.warwick.ac.uk/oneworldabc<http://www.warwick.ac.uk/oneworldabc> is about to resume. Our next speaker will be Emtiyaz Khan<https://emtiyaz.github.io/> (RIKEN), who will talk about "The Bayesian Learning Rule" on Thursday, April 27, 9.30am UK time, with an abstract reported below. The talk will be hosted on MS Teams here<https://teams.microsoft.com/l/meetup-join/19%3ameeting_Yjk5MDQyYWMtZmI3Yy00…>. Title: The Bayesian Learning Rule. Abstract Humans and animals have a natural ability to autonomously learn and quickly adapt to their surroundings. How can we design machines that do the same? In this talk, I will present Bayesian principles to bridge such gaps between humans and machines. I will show that a wide-variety of machine-learning algorithms are instances of a single learning-rule derived from Bayesian principles. I will also briefly discuss the dual perspective yielding new mechanisms for knowledge transfer in learning machines. My hope is to convince the audience that Bayesian principles are indispensable for an AI that learns as efficiently as we do. References * The Bayesian Learning Rule, (Preprint) M.E. Khan, H. Rue [ arXiv<https://arxiv.org/abs/2107.04562> ] [ Tweet<https://twitter.com/EmtiyazKhan/status/1414498922584711171?s=20> ] * Practical Deep Learning with Bayesian Principles, (NeurIPS 2019<https://nips.cc/Conferences/2019>) K. Osawa, S. Swaroop, A. Jain, R. Eschenhagen, R.E. Turner, R. Yokota, M.E. Khan. [ arXiv<https://arxiv.org/abs/1906.02506> ] [ Code<https://github.com/team-approx-bayes/dl-with-bayes> ] * Conjugate-Computation Variational Inference : Converting Variational Inference in Non-Conjugate Models to Inferences in Conjugate Models, (AIstats 2017<http://www.aistats.org/>) M.E. Khan and W. Lin [ Paper<https://arxiv.org/abs/1703.04265> ] Bio: Emtiyaz Khan (also known as Emti) is a team leader at the RIKEN center for Advanced Intelligence Project (AIP) in Tokyo where he leads the Approximate Bayesian Inference Team. He is also an external professor at the Okinawa Institute of Science and Technology (OIST). Previously, he was a postdoc and then a scientist at Ecole Polytechnique Fédérale de Lausanne (EPFL), where he also taught two large machine learning courses and received a teaching award. He finished his PhD in machine learning from University of British Columbia in 2012. The main goal of Emti’s research is to understand the principles of learning from data and use them to develop algorithms that can learn like living beings. For more than 10 years, his work has focused on developing Bayesian methods that could lead to such fundamental principles. The approximate Bayesian inference team now continues to use these principles, as well as derive new ones, to solve real-world problems. We are looking forward to seeing you next Thursday, best, Massimiliano on the behalf of the One World ABC Organisers ------ Dr. Massimiliano Tamborrino Associate Professor Department of Statistics University of Warwick https://warwick.ac.uk/tamborrino ------

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One Day Workshop on Risk Management - from Theory to Practice
by Stefano Bonaccorsi 21 Apr '23

21 Apr '23

Dear Colleagues, We are pleased to announce the workshop "Risk Management - From Theory to Practice" that will take place on Tuesday, May 2nd, at Cassa Centrale Banca, Via Giovanni Segantini, 23, 38122 Trento TN Program: 10:00 Giorgia Callegaro (Padova). Option Pricing: from Monte Carlo to Quantization 11:15 Emanuela Rosazza Gianin (Milano Bicocca): Risk measures beyond coherence 12:30 Lunch break 14:00 Fabio Bellini (Milano Bicocca): On the axiomatizations of Value at Risk, Expected Shortfall and expectiles 15:15 Elisa Mastrogiacomo (Insubria): Dynamic risk measures: dual representation, time-consistency and connections with Backward Stochastic Differential Equations} Organized by: Carlo Acerbi (Larix Risk Consulting) Stefano Bonaccorsi (Università di Trento) Sponsorship: Cassa Centrale Banca Participation is free of charge, but registration is mandatory. The registration deadline is April 28th 2023 (Friday) at 12:00. Please register via email at primer.maths(a)unitn.it Live streaming available on request, please contact the organizers at \ texttt{primer.maths(a)unitn.it} Risk Management – From theory to practice

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Summer School on "Statistical Mechanics and Stochastic PDEs" (Sep 11-15, 2023)
by Francesco Caravenna 20 Apr '23

20 Apr '23

Dear friends, this is the last announcement for the summer school "Statistical Mechanics and Stochastic PDEs" which will be held from Sep 11-15, 2023, in Cetraro, Italy. It belongs to the series of mathematics summer schools organised yearly by Fondazione CIME. The school aims to expose researchers to some of the latest developments in statistical mechanics and stochastic PDEs, as well as the connections between the two. The list of speakers and their updated course titles is: Massimiliano Gubinelli (Univ. Oxford, UK) - Constructive stochastic quantization Antti Kupiainen (Univ. Helsinki, Finland) - Constructive Conformal Field Theory: the case of the Liouville Model Ioan Manolescu (Univ. Fribourg, Switzerland) - An invitation to FK percolation Fabio Lucio Toninelli (Technical Univ. Vienna, Austria) - Large-scale behavior of (super-)critical stochastic PDEs We especially encourage the participation of PhD students and postdocs. A limited number of grants will be available to cover their local expenses (full board accommodation). Interested participants should submit their applications before Apr 30, 2023, through the school website: https://sites.google.com/unifi.it/cime/c-i-m-e-courses/c-i-m-e-courses-2023… <https://sites.google.com/unifi.it/cime/c-i-m-e-courses/c-i-m-e-courses-2023…> Some practical details on the location: https://sites.google.com/unifi.it/cime/c-i-m-e-courses/c-i-m-e-courses-2022… <https://sites.google.com/unifi.it/cime/c-i-m-e-courses/c-i-m-e-courses-2022…> Please feel free to circulate the information. The organisers, Francesco Caravenna, Rongfeng Sun, Nikos Zygouras -- _________________________________________ Francesco Caravenna Dipartimento di Matematica e Applicazioni Università degli Studi di Milano-Bicocca Via Cozzi 55, 20125 Milano, Italy Office 3016, U5 building https://staff.matapp.unimib.it/~fcaraven/ _________________________________________

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Seminar: Federico Ricci Tersenghi at Tor Vergata
by salvi 19 Apr '23

19 Apr '23

Dear all, On Wednesday, April 26th, at 14h00 in Aula 2001 (change of usual room! Aula 2001 is behind Aula Dal Passo) at Roma Tor Vergata, RoMaDS (https://www.mat.uniroma2.it/~rds/about.php) will host Federico Ricci Tersenghi (La Sapienza) with the seminar _ _ _"Phase transitions and algorithmic thresholds for optimization and inference problems on sparse random graphs__"_ _ _ Abstract: Focusing on some fundamental constraint satisfaction problems defined on sparse random graphs (e.g. random k-sat, random q-coloring) I will start summarizing the rich phase diagram of the solution space which has been derived using powerful techniques from statistical mechanics of disordered systems. I will then discuss the implications of some of these phase transitions for the behaviour of smart algorithms searching for solutions. In the second part, I will consider the problem of inferring a signal from noisy and/or incomplete data within the Bayesian framework called the teacher-student scenario. I will discuss the corresponding phase diagrams and how phase transitions may affect the performances of inference algorithms based on message-passing and Monte Carlo sampling. We encourage in-person partecipation. Should you be unable to come, here is the link to the event on Teams [1]. The seminar is part of the Excellence Project MatMod@TOV. Note that in the next month we will have plenty more of interesting seminars from mathematicians and computer scientists, save the dates! 03.05.2023 - Pierluigi Crescenzi (GSSI) 09.05.2023 - Arturo Kohatsu-Higa (Ritsumeikan University, Kyoto) 17*.05.2023 - Daniele Calandriello (Google Deep Mind, Paris) 24.05.2023 - Rongfeng Sun (NUS, Singapore) *exact date to be confirmed You can find a schedule with the next events at the following link: https://www.mat.uniroma2.it/~rds/events.php. Links: ------ [1] https://teams.microsoft.com/l/meetup-join/19%3arfsL73KX-fw86y1YnXq2nk5VnZFw…

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Pre-Doc research Position TU Wien
by Avalos Pacheco, Alejandra 19 Apr '23

19 Apr '23

Dear colleagues, The Research Unit of Applied Statistics at TU Wien invites applications for a Pre-Doc research Position. Tasks: * Conduct research leading to peer-reviewed articles and a PhD dissertation * Assist in teaching (including evaluations, exams and guidance of students) * Participation in scientific functions (conferences, workshops, summer schools, etc.) * Assistance/Collaboration in organization of research unit functions and administrative tasks Your profile: * Bachelor’s Degree in Mathematics (preferably) or related field * Completed Master’s Degree or equivalent (e.g., Dipl.-Ing., Dipl.-Inf.), preferably with distinction, in Statistics, Pure or Applied Mathematics, Computer Science or related fields * Strong analytical and computing skills (R, Python, C++, Matlab) * Strong interest in research * Good communication and writing skills in English The entry level salary is determined by the pay grade B1 of the Austrian collective agreement for university staff. This is a minimum of currently EUR 2,458.00/month gross, 14 times/year for 30 hours/week. Relevant working experiences may increase the monthly income. Apply here: https://jobs.tuwien.ac.at/Job/207833 Best regards, Alejandra Avalos-Pacheco

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Call for applications: PhD fellowship in Economics @University of Milan (Statale), Italy
by Luca Rossini 19 Apr '23

19 Apr '23

Dear colleagues, The Department of Economics, Management, and Quantitative Methods (DEMM) of the University of Milano invites applications to its Ph.D. Programme in Economics for the academic year 2023-24. *The _deadline_ for applications is May 05th, 2023 at 2 p.m.* The official Call for Applications: https://apps.unimi.it/files/bandi/call-2024-1-economics.pdf?18-APR-23 Ph.D. program's webpage: https://www.unimi.it/en/education/postgraduate-and-continuing-education-pro… The length of the Ph.D. Programme is three years, starting in October 2023. We offer six fellowships (for a period of three years) to the highest ranked applicants. Each fellowship pays a minimum grant of € 16.350 (gross income, exempt from income tax) per year. The monthly allowance can be increased up to 50% for our Ph.D. students visiting academic or scientific institutions abroad. Starting from the first year, in addition to the scholarship and depending on the University’s financial resources, each doctoral student is given a budget for research activity in Italy and abroad suited for the type of programme, and in any case amounting to no less than 10% of the amount of the scholarship itself. The official Call for Applications contains detailed information on: i) the documents which each candidate has to submit; ii) the structure, contents, and timing (Interview in 23-25 May 2023) of the entrance examination; iii) a description of the projects related to the additional scholarships and positions. -- Dr. Luca Rossini Lecturer (Assistant Professor Tenure Track) in Statistics, Department of Economics, Management and Quantitative Methods University of Milan (Statale), Italy email:luca.rossini87@gmail.com luca.rossini(a)unimi.it skype: luca.rossini14 web:https://lucarossini.wixsite.com/luca-rossini

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Associate Professor in Statistics, Ca’ Foscari University of Venice, Italy
by Carlo Gaetan 19 Apr '23

19 Apr '23

Gentili iscritte/i alla lista l'Università Ca’ Foscari di Venezia bandisce un posto per professore associato settore concorsuale 13/D1 (Statistica), settore s-d SECS-S/01 (Statistica) presso il Dipartimento di Scienze Ambientali, Informatica e Statistica (DAIS). Il bando è finanziato dal programma "Dipartimento di eccellenza" e la scadenza per la presentazione delle domande è il*27 APRILE 2023 alle ore 13.00.* Richieste d'informazione informali possono essere inviate al mio collega Cristiano Varin (cristiano.varin(a)unive.it) , mentre per formulare la domanda si consideri il link* * ** https://www.unive.it/data/38002/?id=2023-UNVE000-0070510 Grazie se potete segnalare il bando alle/ai potenziali interessate/i e qui sotto vi riporto l'annuncio in inglese per favorire ancor di più la diffusione del bando. Buona giornata, Carlo Gaetan ======================= Associate Professor in Statistics, Ca’ Foscari University of Venice, Italy Application Deadline: April 27, 2023 1:00pm (Italian Time) The Department of Environmental Sciences, Informatics and Statistics of the Ca’ Foscari University of Venice is recruiting a full time Associate Professor in Statistics (SECS-S/01 Statistica). The new hire would join the Statistics group (https://www.unive.it/pag/41970/) and he/she is expected to contribute to the development of the department under the programme “Dipartimento di Eccellenza” (https://www.miur.gov.it/dipartimenti-di-eccellenza) The teaching load would include classes of varying size at bachelor, master and PhD level in Italian or English. Foreign candidates should state in their application that they have adequate Italian language skills or that they do not have adequate Italian language skills but they commit to achieve them. More information about the call (in Italian and English) can be found at https://www.unive.it/data/38002/?id=2023-UNVE000-0070510 Ca’ Foscari University offers a start-up fund for newly recruited researchers and offers funding opportunities, including: - an annual support to individual researchers; - co-founded post-doc positions; - financial support for short-term incoming and outgoing visits; - financial support for seminars and visiting scholars. Professors and researchers who have carried out their research activities abroad for at least two consecutive years and who move to Italy acquiring tax residency, are entitled to substantial tax benefits. See more at https://www.agenziaentrate.gov.it/portale/web/english/nse/individuals/tax-i…. Informal enquiries about the job and the application process can be made to Professor Cristiano Varin cristiano.varin(a)unive.it -- - Dipartimento di Scienze Ambientali, Informatica e Statistica - DAIS Università Ca' Foscari - Venezia Z.A12 - Edificio Zeta Via Torino, 155 I-30172 Mestre (VE) ITALY phone: ++39 041 234 8404 e-mail:[gaetan"at"unive"dot"it] web:[http://www.dais.unive.it/~gaetan] Please don't print this e-mail unless you really need to. Please avoid sending me Word, Excel or PowerPoint attachments. Seehttp://www.gnu.org/philosophy/no-word-attachments.html. Per favore non stampate questo messaggio se non è proprio necessario. Per favore non mandatemi allegati in Word, Excel o PowerPoint. Le ragioni sono spiegate quihttp://www.gnu.org/philosophy/no-word-attachments.it.html

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Mark Podolskij's seminar at LUISS (hybrid mode)
by Sara 17 Apr '23

17 Apr '23

Dear all, Professor Mark Podolskij ( https://wwwen.uni.lu/research/fstm/dmath/people/mark_podolskij) will give a seminar on *Thursday, April 20 at noon in room 205:* *Title * On Estimation of the Maximal Rank of Stochastic Volatility *Abstract* In this talk we address the question of how many Brownian motions are required to model a multivariate price process of diffusion type. It turns out that this question is equivalent to estimation of the maximal rank of the volatility component. We solve this mathematical problem in the high frequency regime and provide a formal estimation and testing procedure. If the time allows we touch upon high dimensional aspects of the problem. Please, find here the link to the seminar virtual room: Link room 205 B: https://luiss.webex.com/luiss-en/j.php?MTID=me3d961dc4b3575085d5d4b6a304e2d… guest username: w_guest(a)luiss.it pw : i7G3HiAKq2Q Best regards, Sara ---------------------------------------------------------------------------------------------- *Sara Biagini* Department of Economics and Finance *LUISS University* Address: Viale Romania, 32 00197 Roma *Web* (institutional): https://economiaefinanza.luiss.it/docenti/cv/352478 *Web* (personal): https://sites.google.com/site/sarabiagini/

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Seminar in Statistics - EVGENII CHZHEN
by Pierpaolo De Blasi 17 Apr '23

17 Apr '23

SEMINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO <https://www.carloalberto.org/events/category/seminars/seminars-in-statistic…> Venerdi 21 Aprile 2023, alle ore 12.00, presso il Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario: ------------------------------------------------ Speaker: *Evgenii Chzhen* (Université Paris-Saclay, France) Title: *Demographic parity constraint for algorithmic fairness : a statistical perspective* Abstract: In this talk I will give a brief introduction to the recently emerged field of algorithmic fairness and advocate for a statistical study of the problem. To support my claims, I will focus on the Demographic Parity fairness constraint, describing various connections to classical statistical theory, optimal transport, and conformal prediction literature. In particular, we will study the form of an optimal prediction function under this constraint in both regression and classification. Then, I will describe a learning procedure which is supported by statistical guarantees under no or mild assumptions on the underlying data distribution. This talk is based on a sequence of joint works with Ch. Denis, S. Gaucher, M. Hebiri, L. Oneto, M. Pontil, and N. Schreuder. ------------------------------------------------ Sarà possibile seguire il seminario anche in streaming: Join Zoom Meeting <https://us02web.zoom.us/j/89455985680?pwd=OXBPZSthaG5pRjZGbDNMVk9MMG1PQT09> Il seminario è organizzato dalla "de Castro" Statistics Initiative www.carloalberto.org/stats -- 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 F. Mecatti (UNIMIB) presso il Politecnico di Milano
by Laura Maria Sangalli 17 Apr '23

17 Apr '23

Si avvisa che in data 21-04-2023, alle ore 14:30 precise presso il Politecnico di Milano, Dipartimento di Matematica, Aula Saleri sesto piano (Edificio 14 - La Nave), nell’ambito delle attività del MOX, si svolgerà il seguente seminario: Fulvia Mecatti, Università degli Studi Milano Bicocca Titolo: What is big in big data? A sampling statistician perspective Abstract: BigData users as well as BigData research community are fast growing bigger and bigger while statisticians at large seem to be growing divided between enthusiastic and worried, when not downright hostile. Is BigData also a big step ahead to extract information and actual knowledge from data? Is BigData underplaying statistical inference as we know it? Supplanting stats methodology as a low-cost futuristic option? As a (mainly) sampling statistician, in this webinar I shall try to decipher the multifaceted relationship connecting BigData to statistical and to sampling methodology, starting with the still blurry definition of BigData and discussing some very personal considerations and views. Il link per seguire il seminario online sarà reso disponibile pochi minuti prima dell’avvio del seminario al seguente Link: https://mox.polimi.it/mox-seminars/?id_evento=2272 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 (+39) 02 2399 4554 laura.sangalli(a)polimi.it https://sangalli.faculty.polimi.it <https://sangalli.faculty.polimi.it/>

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Deadline approaching (April 19): PhD Economics, Statistics and Data Science @unimib
by Tommaso Rigon 14 Apr '23

14 Apr '23

Dear colleagues, The Department of Economics, Management, and Statistics (DEMS) of the University of Milano-Bicocca invites applications to its Ph.D. Programme in Economics, Statistics, and Data Science (ECOSTATDATA) for the academic year 2023-24 (XXXIX cycle, Session I). The deadline for applications is approaching: April 19th, 2023, at 12.00 noon. The official Call for Applications: https://en.unimib.it/education/postgraduates/doctoral-research-phd-programm… Ph.D. program's webpage: https://www.dems.unimib.it/en/research/phd-economics-statistics-and-data-sc… The Ph.D. Programme is articulated in three curricula, Economics (ECO), Statistics (STAT), and Big Data & Analytics for Business (BIDAB). The length of the Ph.D. Programme is four years, starting in late October 2023. We offer at least ten fellowships (for a period of four years) to the highest ranked applicants. Each fellowship pays a minimum grant of € 16.200 (gross income, exempt from income tax) per year. The monthly allowance can be increased up to 50% for our Ph.D. 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. The selection procedure is regulated by the official Call for Applications (Bando di Concorso) – Session I, which was published in the Doctoral School’s and on the Ph.D. programme websites on March 21st, 2023. The official Call for Applications contains detailed information on: i) the documents which each candidate has to submit; ii) the structure, contents, and timing (approximately during May 2023) of the entrance examination; iii) a description of the projects related to the additional scholarships and positions.

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[Reminder] A spring day in Probability and Statistical Physics - 21 Aprile 2023
by Gianmarco Bet 13 Apr '23

13 Apr '23

Care colleghe e colleghi, Vi ricordiamo che Venerdì 21 Aprile si terrà l'undicesima giornata di seminari: A SPRING DAY IN PROBABILITY AND STATISTICAL PHYSICS University of Florence Friday 21 April 2023 Lecturers: Fabio Toninelli (Vienna) and Julia Komjathy (Delft) Location: Sala Tricerri, Dipartimento di Matematica e Informatica Ulisse Dini, viale Morgagni 67/a, Firenze, Firenze Ricordiamo che ciascun oratore farà 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 alla pagina 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…>. Trovate qui <https://drive.google.com/file/d/1sZk_pdmI0_vO8vnfE-KHWbbNrE3OCCf2/view?usp=…> il poster dell’evento. Note pratiche: a coloro che fossero interessati (per una migliore organizzazione) chiediamo di compilare il seguente Google Form per indicare l'intenzione di partecipare alla giornata e in particolare al pranzo: https://docs.google.com/forms/d/e/1FAIpQLSdksgtnmxrLTE4h9RLyEfx3lo0aMHpowiI… <https://docs.google.com/forms/d/e/1FAIpQLSdksgtnmxrLTE4h9RLyEfx3lo0aMHpowiI…> Vi aspettiamo numerosi! Gianmarco Bet e Luisa Andreis Scientific advisory committee: F. Caravenna, E.N.M. Cirillo, F. Colomo, P. Dai Pra, A. De Masi, C. Giardina`, R. Livi, F. Martinelli, I.G. Minelli, B. Scoppola, E. Scoppola. PROGRAMMA Prof. Fabio Toninelli (Technical University of Vienna) Title: Driven diffusive systems and stochastic PDEs Prof. Julia Komjathy (Technical University of Delft) Title: Cluster-size decay in spatial random graphs 10:30-11:00 Welcome coffee 11.00-11.45 Introductory lecture: Toninelli 11.45-12.15 Break 12.15-13.00 Seminar: Toninelli 13.00-14.30 Lunch 14.30-15.15 Introductory lecture: Komjathy 15.15-15.45 Break 15.45-16.30 Seminar: Komjathy ---------------------------------------------------------------------- Gianmarco Bet (he/him) Senior researcher https://gianmarco.bet <https://gianmarco.bet/> Phone: (+39) 055 2751491 Department of Mathematics and Computer Science "U. Dini" University of Florence Viale Morgagni, 65 50134 Firenze, Italy Office 64 https://unifirenze.webex.com/meet/gianmarco.bet <https://unifirenze.webex.com/meet/gianmarco.bet> ----------------------------------------------------------------------

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Seminario di Nikolay Barashkov, martedì 18 aprile in Sapienza
by Giacomo Di Gesu 13 Apr '23

13 Apr '23

Segnalo il seguente seminario: *Martedì 18 Aprile, ore 14:00* Sala di Consiglio, Dipartimento di Matematica, Sapienza Università di Roma *Speaker:* Nikolay Barashkov, University of Helsinki *Title:* Gluing for $\phi^4_3$ on cylinders *Abstract:* The $\phi^4_3$ model is a 3-dimensional non-Gaussian Euclidean QFT. Showing existence of such a measure was one of the highlights of the constructive QFT programme in the '70s. In this talk I will describe joint work with Trishen Gunaratnam in analysing how $\phi^4_3$ models glue together on cylinders.

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SPASS Seminar: Vittoria Silvestri
by Francesco Grotto 11 Apr '23

11 Apr '23

Dear Colleagues, We would like to invite you to the following SPASS seminar, jointly organized by UniPi, SNS, UniFi and UniSi: *Planar aggregation with subcritical fluctuations and the Hastings-Levitov models* Vittoria Silvestri (Università di Roma 1 La Sapienza) The seminar will take place on TUE, 18.4.2023 at 14:00 CET in Sala Seminari, Dipartimento di Matematica, Pisa and streamed online at the link below. The organizers, A. Agazzi, G. Bet, A. Caraceni, F. Grotto, G. Zanco https://sites.google.com/unipi.it/spass -------------------------------------------- *Abstract: **The ALE (Aggregate Loewner Evolution) models describe growing random clusters on the complex plane, built by iterated composition of random conformal maps. A striking feature of these models is that they can be used to define natural off-lattice analogues of several fundamental discrete models, such as Eden or Diffusion Limited Aggregation, by tuning the correlation between the defining maps appropriately. In this talk I will discuss shape theorems and fluctuations of ALE clusters, which include Hastings-Levitov clusters as particular cases, in the subcritical regime. Based on joint work with James Norris and Amanda Turner.*

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Reminder - De Finetti Risk Seminar - April 12, 2023
by Emanuela Rosazza Gianin 11 Apr '23

11 Apr '23

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: Martin Schweizer ETH Zurich Title: Dynamic programming for mean-variance portfolio selection Abstract: We present a dynamic programming approach to solving the mean-variance portfolio selection problem in finite discrete time. This bypasses issues of time-inconsistency and hence does not need the introduction of an equilibrium or game-theoretic approach. The talk is based on joint work with Zhouyi Tan. LOCATION: The seminar will be held on *April 12, *2023 at *18.00,* Aula Di Rappresentanza, Dipart. Matematica, Università di Milano, Via Saldini 50, Milano. Scientific Committee Prof. Simone Cerreia-Voglio (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) ****************************************** Emanuela Rosazza Gianin Dipartimento di Statistica e Metodi Quantitativi Università di Milano-Bicocca Edificio U7 – 4° Piano Via Bicocca degli Arcimboldi, 8 20126 Milano Tel. 02 64483208 e-mail: emanuela.rosazza1(a)unimib.it ****************************************** --

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Seminar in Statistics - PETER GRUNWALD
by Pierpaolo De Blasi 11 Apr '23

11 Apr '23

SEMINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO <https://www.carloalberto.org/events/category/seminars/seminars-in-statistic…> Venerdi 14 Aprile 2023, alle ore 12.00, presso il Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario: ------------------------------------------------ Speaker: *Peter Grunwald* (CWI and Universitet Leiden, Netherlands) Title: *E is for Evidence* Abstract: How much evidence do the data give us about one hypothesis versus another? The standard way to measure evidence is still the p-value, despite a myriad of problems surrounding it. We present the e-value, a recently popularized notion of evidence which overcomes some of these issues. While e-values were only given a name as recently as 2019, interest in them has since exploded with papers in the Annals, JRSS B, Biometrika and the like – June 2022 saw the first international workshop on e-values, a second one is planned. In simple cases, e-values coincide with Bayes factors. But if the null is composite or nonparametric, or an alternative cannot be explicitly formulated, e-values and Bayes factors become distinct and e-processes can be seen as a generalization of nonnegative supermartingales. Thus, unlike the Bayes factor, e-values always allow for tests with strict frequentist Type-I error control under optional continuation of data collection and combination of data from different sources. E-values are also the basic building blocks of anytime-valid confidence intervals that remain valid under continuous monitoring and optional stopping. In parametric settings they tend to be strictly wider than, hence consistent with Bayesian credible intervals. This led to the development of the e-posterior, an analogue to the Bayesian posterior that gets wider rather than wrong if the prior is chosen badly. This work is based on: P. Grunwald,. R. de Heide, W. Koolen (2023). Safe Testing. To appear in J. Roy. Stat. Soc., Series B P. Grunwald (2023) . The E-Posterior. Proc. Phil. Trans. Soc. London Series A, 2023. ------------------------------------------------ Sarà possibile seguire il seminario anche in streaming: Join Zoom Meeting <https://us02web.zoom.us/j/87981434018?pwd=MjhMakxWcEFJY09NSG16NXBaL0hRdz09> Il seminario è organizzato dalla "de Castro" Statistics Initiative www.carloalberto.org/stats -- Pierpaolo De Blasi University of Torino & Collegio Carlo Alberto carloalberto.org/pdeblasi <https://sites.google.com/a/carloalberto.org/pdeblasi/>

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OWPS Tomorrow: Fabio Toninelli and Giuseppe Cannizzaro
by Alberto Chiarini 10 Apr '23

10 Apr '23

Dear all, A reminder that tomorrow (Wednesday), from 15:00 to 17:00 UTC (17:00 to 19:00 Central European Time), Fabio Toninelli (Technical University of Vienna) and Giuseppe Cannizzaro (University of Warwick) will be speaking at the One World Probability Seminar. Title, abstract and the zoom link are below the signature and can be found on the website https://www.owprobability.org/one-world-probability-seminar. We kindly ask that you share this message within your community. With best wishes, Alberto Chiarini (Padua) and Adrián González Casanova (Berkeley and México) ---------------------------------------------------------------------------------------------------------- Talk : Fabio Toninelli (Technical University of Vienna) Title : Out-of-equilibrium phenomena, stochastic PDEs and Gaussian limits Abstract : I will report on mathematical progress on certain (non-linear, singular) stochastic PDEs that model effectively the mesoscopic behaviour of some out-of-equilibrium physical systems, most notably stochastic interface growth and driven diffusive systems. Scaling and Renormalization Group arguments suggest that, above the critical dimension d=2, the large-scale behaviour of these equations should be Gaussian. Our results imply, indeed, Gaussian scaling limits in dimension d\ge 3 (for driven diffusive systems) and also, at least in the regime of weak non-linearity, in the critical dimension d=2 (both for driven diffusive systems and for the Anisotropic KPZ equation). Talk : Giuseppe Cannizzaro (University of Warwick) Title : Weak coupling scaling of critical SPDEs Abstract : The study of stochastic PDEs has known tremendous advances in recent years and, thanks to Hairer's theory of regularity structures and Gubinelli and Perkowski's paracontrolled approach, (local) existence and uniqueness of solutions of subcritical SPDEs is by now well-understood. The goal of this talk is to move beyond the aforementioned theories and present novel tools to derive the scaling limit (in the so-called weak coupling scaling) for certain stationary SPDEs at the critical dimension. Our techniques are inspired by the resolvent method developed by Landim, Olla, Yau, Ramirez, and many others, in the context of particle systems in the supercritical dimension and might be well-suited to study a much wider class of statistical mechanics models at criticality. Zoom-link: https://unipd.zoom.us/j/88344317640?pwd=VE5IdXBLQkJ0dkZHUWlOaVJPajRnUT09 Meeting ID: 883 4431 7640 Passcode: 647663

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11th General AMaMeF Conference in Bielefeld: New Deadline for Abstracts is APRIL 23
by Ferrari, Giorgio 10 Apr '23

10 Apr '23

Dear Colleagues, this is to inform that the deadline for abstracts' submissions at the /11th General AMaMeF Conference /( https://sites.google.com/view/amamef-2023/overview ) has been extended to *APRIL 23, 2023.* The submission of titles and abstracts for talks can be performed here: https://sites.google.com/view/amamef-2023/abstract-submission All the details about deadlines, registration and fees are listed here: https://sites.google.com/view/amamef-2023/participation-fees-and-dates All the best wishes and looking forward to welcoming you in Bielefeld in the Summer! Giorgio Ferrari and Frank Riedel

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One World YoungStatS Webinar on Extreme Value Theory
by Alessia Caponera 06 Apr '23

06 Apr '23

Dear all, This is to announce the upcoming *One World YoungStatS Webinar (with discussant) "Recent advances in extreme value theory"*. When & Where: - Thursday, April 20th, 6:00 PT / 9:00 ET / 15:00 CET - Online, via Zoom. The registration form is available here <https://docs.google.com/forms/d/e/1FAIpQLSdeixPUhPzfQfGMGC8YcSNiK9kfgGpNujy…> . Speakers: - Stefano Rizzelli <https://docenti.unicatt.it/ppd2/it/docenti/85092/stefano-rizzelli>, Department of Statistical Sciences, Catholic University of Milan. Title: *Mathematical foundations of empirical Bayesian analysis of maxima* - Nicola Gnecco <https://www.math.ku.dk/english/about/news/new-names/nicola-gnecco-postdoc/>, Department of Mathematical Sciences, University of Copenhagen. Title: *Extremal Random Forests* - Jonathan Koh <https://www.imsv.unibe.ch/about_us/staff/dr_koh_jonathan_boon_han/index_eng…>, Oeschger Centre for Climate Change Research, University of Bern. Title: *Predicting risks of temperature extremes using large-scale circulation patterns with r–Pareto processes* Discussant: Sebastian Engelke <https://www.unige.ch/gsem/en/research/faculty/all/sebastian-engelke/>, Research Center for Statistics, University of Geneva The webinar is part of YoungStatS project of the Young Statisticians Europe initiative (FENStatS) supported by the Bernoulli Society for Mathematical Statistics and Probability and the Institute of Mathematical Statistics (IMS). For additional information, please visit the YoungStatS website <https://youngstats.github.io/post/2023/04/04/recent-advances-in-extreme-val…> . Best wishes, Alessia Caponera

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Procedura selettiva 2023PO182 - Università di Padova
by Alessandra Fabbri Colabich 05 Apr '23

05 Apr '23

Si informa che è stato pubblicato il nuovo bando *2023PO182* relativo all'indizione di Procedure selettive per la chiamata di n. 3 Professori di prima fascia ai sensi dell’art. 18, comma 1, Legge 30 dicembre 2010, n. 240. Bando al link: https://www.stat.unipd.it/procedure-selettive-2023po182-la-chiamata-di-n-3-… *Scadenza* presentazione domanda: *04.05.2023 ore 13.00.* Si prega di dare la massima diffusione presso tutti gli interessati. Grazie per la collaborazione Alessandra Fabbri Colabich -- Dott.ssa Alessandra Fabbri Colabich Università degli Studi di Padova Dipartimento di Scienze Statistiche

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Next OWPS on April 12th: Fabio Toninelli and Giuseppe Cannizzaro
by Alberto Chiarini 04 Apr '23

04 Apr '23

Dear all, OWPS's next session will be on Wednesday the 12th of April from 15:00 to 17:00 UTC (Coordinated Universal Time, which means 17:00 - 19:00 CET). We have the pleasure of introducing our next speakers: Fabio Toninelli (Technical University of Vienna) and Giuseppe Cannizzaro (University of Warwick) Title, abstract and the zoom link are below the signature and can be also found on the website https://www.owprobability.org/one-world-probability-seminar. If you are interested in the project, we kindly ask you to share this announcement within your local and national community. With best wishes, Alberto Chiarini (Padua) and Adrián González Casanova (Berkeley and México) ----------------------------------------------------------------------------------------------------------- Talk : Fabio Toninelli (Technical University of Vienna) Title : Out-of-equilibrium phenomena, stochastic PDEs and Gaussian limits Abstract : I will report on mathematical progress on certain (non-linear, singular) stochastic PDEs that model effectively the mesoscopic behaviour of some out-of-equilibrium physical systems, most notably stochastic interface growth and driven diffusive systems. Scaling and Renormalization Group arguments suggest that, above the critical dimension d=2, the large-scale behaviour of these equations should be Gaussian. Our results imply, indeed, Gaussian scaling limits in dimension d\ge 3 (for driven diffusive systems) and also, at least in the regime of weak non-linearity, in the critical dimension d=2 (both for driven diffusive systems and for the Anisotropic KPZ equation). Talk : Giuseppe Cannizzaro (University of Warwick) Title : Weak coupling scaling of critical SPDEs Abstract : The study of stochastic PDEs has known tremendous advances in recent years and, thanks to Hairer's theory of regularity structures and Gubinelli and Perkowski's paracontrolled approach, (local) existence and uniqueness of solutions of subcritical SPDEs is by now well-understood. The goal of this talk is to move beyond the aforementioned theories and present novel tools to derive the scaling limit (in the so-called weak coupling scaling) for certain stationary SPDEs at the critical dimension. Our techniques are inspired by the resolvent method developed by Landim, Olla, Yau, Ramirez, and many others, in the context of particle systems in the supercritical dimension and might be well-suited to study a much wider class of statistical mechanics models at criticality. Zoom-link: https://unipd.zoom.us/j/88344317640?pwd=VE5IdXBLQkJ0dkZHUWlOaVJPajRnUT09 Meeting ID: 883 4431 7640 Passcode: 647663 If you are having trouble with zoom, or if the capacity of the zoom room gets exceeded, you can also access the Youtube live stream at the channel of the seminar: https://www.youtube.com/channel/UCiLiEQGTp6bZEhuHDM-WNWQ

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A Conference in Memory of Peter Carr
by Sabrina Mulinacci 03 Apr '23

03 Apr '23

Deal all, we are glad to announce a conference that will take place in Bologna, on April 14th 2023, in memory and honour of Peter Carr. The program is here below, participation info enclosed. Venue: University of Bologna, Piazza Scaravilli, 2, classroom 32, 3rd floor, online by invitation (see below) 9.30. Registration 10.00 – 10.45 Lorenzo Torricelli, University of Bologna, “Explicit Option Pricing with Additive Processes” 10.45 – 11.30 Pasquale Cirillo, ZHAW School of Management and Law, “The Wang Transform is a Matter of Inequality” 11.30 – 12.15 Federico Maglione, University of Florence, “Stretching Merton’s Distance to Default Model” 12.30-14.00 Lunch Time 14.15 – 15.00 Gianna Figà-Talamanca, University of Perugia, “Spiking the Volatility Punch” 15.00 – 15.45 Claudio Tebaldi (online), Bocconi University, TBA 15.45 – 16.30 Umberto Cherubini, University of Bologna, “Pickands Option Pricing” 16.30 – 17.00 Farewell: Peter Carr Chapter Italy. Participation is free of charge, and will take place in a hybrid form, both in presence and online. For organization purposes we ask you to register sending an e-mail, specifying whether you will be attending in presence or online, to marialuigia.loiudice(a)unibo.it umberto.cherubini(a)unibo.it federico.maglione(a)unifi.it This is the link for online attendence: https://teams.microsoft.com/l/meetup-join/19%3ameeting_Y2FmODIxNTMtOGVmYi00… Sincerely, Sabrina Mulinacci

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Call for applications: PhD fellowships in Economics, Statistics and Data Science @University of Milano-Bicocca, Italy
by Tommaso Rigon 03 Apr '23

03 Apr '23

Dear colleagues, The Department of Economics, Management, and Statistics (DEMS) of the University of Milano-Bicocca invites applications to its Ph.D. Programme in Economics, Statistics, and Data Science (ECOSTATDATA) for the academic year 2023-24 (XXXIX cycle, Session I). The Ph.D. Programme is articulated in three curricula, Economics (ECO), Statistics (STAT), and Big Data & Analytics for Business (BIDAB). The length of the Ph.D. Programme is four years, starting in late October 2023 (the precise starting date will be announced in due course on the Ph.D. website). We offer at least ten fellowships (for a period of four years) to the highest ranked applicants. Each fellowship pays a minimum grant of € 16.200 (gross income, exempt from income tax) per year. The monthly allowance can be increased up to 50% for our Ph.D. 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. The selection procedure is regulated by the official Call for Applications (Bando di Concorso) – Session I, which was published in the Doctoral School’s and on the Ph.D. programme websites on March 21st, 2023. Deadline for applications: April 19th, 2023. The official Call for Applications contains detailed information on: i) the documents which each candidate has to submit; ii) the structure, contents, and timing (approximately during May 2023) of the entrance examination; iii) a description of the projects related to the additional scholarships and positions. The official Call for Applications is published here: https://en.unimib.it/education/postgraduates/doctoral-research-phd-programm… Ph.D. program's webpage: https://www.dems.unimib.it/en/research/phd-economics-statistics-and-data-sc…

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PhD Scholarship @Politecnico di Milano
by Laura Maria Sangalli 03 Apr '23

03 Apr '23

Prego di dare la massima diffusione presso i potenziali interessati ITA E' uscito un bando aggiuntivo di ammissione al 38esimo ciclo di dottorato presso il Politecnico di Milano, con scadenza il ** 6 aprile 2023 ** e ingresso 1 giugno 2023. https://www.dottorato.polimi.it/futuri-dottorandi/bandi-e-regolamenti/ciclo… <https://www.dottorato.polimi.it/futuri-dottorandi/bandi-e-regolamenti/ciclo…> E’ disponibile 1 borsa in area Statistica / Data Science nell'ambito del dottorato in Data Analytics and Decision Sciences (DADS) Contatti: francesca.ieva(a)polimi.it <mailto:francesca.ieva@polimi.it>, piercesare.secchi(a)polimi.it <mailto:piercesare.secchi@polimi.it>, laura.sangalli(a)polimi.it <mailto:laura.sangalli@polimi.it> ... ENGLISH: A PhD scholarship is available for a PhD in the area of Statistics / Data Science at Politecnico di Milano, Italy: Call: https://www.dottorato.polimi.it/futuri-dottorandi/bandi-e-regolamenti/ciclo… <https://www.dottorato.polimi.it/futuri-dottorandi/bandi-e-regolamenti/ciclo…> Deadline for applications: April 6th 2023 The fellowiship is funded by the PNRR project GRINS – Growing Resilient, Inclusive and Sustainable, and is settled within the PhD program in Data Analytics and Decision Sciences (DADS). Contact persons: francesca.ieva(a)polimi.it <mailto:francesca.ieva@polimi.it>, piercesare.secchi(a)polimi.it <mailto:piercesare.secchi@polimi.it>, laura.sangalli(a)polimi.it <mailto:laura.sangalli@polimi.it> —— Laura Maria Sangalli MOX - Dipartimento di Matematica Politecnico di Milano Piazza Leonardo da Vinci 32 20133 Milano - Italy (+39) 02 2399 4554 laura.sangalli(a)polimi.it https://sangalli.faculty.polimi.it <https://sangalli.faculty.polimi.it/>

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SPASS Seminar: Riccardo Montalto
by Francesco Grotto 31 Mar '23

31 Mar '23

Dear Colleagues, We would like to invite you to the following SPASS seminar, jointly organized by UniPi, SNS, UniFi and UniSi: *Construction on quasi-periodic nonlinear waves in fluid mechanics,* Riccardo Montalto (Milano Statale). The seminar will take place on TUE, 4.4.2023 at 13:30 CET in Sala Seminari, Dipartimento di Matematica, Pisa and streamed online at the link below. *Please notice that the seminar will take place half an hour earlier than usual.* The organizers, A. Agazzi, G. Bet, A. Caraceni, F. Grotto, G. Zanco https://sites.google.com/unipi.it/spass -------------------------------------------- *Abstract: **In this talk I will discuss some recent results on Euler and Navier Stokes equations concerning the construction of quasi-periodic solutions and the problem of the inviscid limit for the Navier Stokes equation. I will discuss the following results:* *1) Construction of quasi-periodic solutions for the Euler equation with a time quasi-periodic external force, bifurcating from a constant, diophantine velocity field;2) I shall discuss the inviscid limit problem from the perspective of KAM theory, namely I shall prove the existence of quasi-periodic solutions of the Navier Stokes equation converging to the one of the Euler equation constructed in 1) . The main difficulty is that this is a singular limit problem. We overcome this difficulty by implementing a normal form methods which allow to prove sharp estimates (global in time) w.r. to the viscosity parameter;3) (time permitting) I also discuss the construction of quasi-periodic traveling waves bifurcating from the Couette flow for the autonomous 2D Euler equation.These works are based on collaborations with Luca Franzoi and Nader Masmoudi. *

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Call of interest
by Faggionato, Alessandra 30 Mar '23

30 Mar '23

Dear all, We would like to draw your attention to the call of interest for a Professor position at the Department of Mathematics, University of Rome La Sapienza, via the procedure "Direct Call": https://www.mat.uniroma1.it/dipartimento/chiamate-dirette In particular, we are looking for people working in Probability and/or Statistics with applications to Data Science, Machine Learning, Statistical Learning and similar. Although the deadline reported in the call is the 20th of March, there is still some time to apply. We would be grateful if you could circulate this announcement to people who could potentially be interested in the position. For any information, they can contact Alessandra Faggionato ( faggiona(a)mat.uniroma1.it) With best wishes, Alessandra Faggionato -- ************************************************* Prof. Alessandra Faggionato https://www1.mat.uniroma1.it/people/faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 5, Phone (0039) 06 49913252 *************************************************

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master scholarships - PSL University Paris
by Cristina TONINELLI 30 Mar '23

30 Mar '23

Cari tutti, vi trasmetto un annuncio di borse di eccellenza riservate a studenti che intendono iscriversi nel master di matematica dell'universita' PSL Paris. Il cursus e' integralmente in inglese. E' possibile candidare * per una borsa di 2 anni per frequentare l'intera magistrale a Parigi (M1+M2) * per una borsa di 1 anno per frequentare solamente l'ultimo anno della magistrale (M2) a Parigi (a condizione naturalmente di essere attualmente iscritti al primo anno di magistrale). cari saluti Cristina Toninelli ***** Dear colleagues Hope this email finds you well. Would you be so kind as to forward to the potential interested contact or mailing list in your institution the following call for applications and scholarships for students who potentially may wish to enrol in our Master of Mathematics in Paris PSL (M1-M2) program? Kind regards, Marc Hoffmann head of the Graduate Program in Mathematics and Applications - PSL University —————————————————————————————————————————————————————————— The Graduate Program in Mathematics and Applications of PSL University offers scholarships for students willing to enrol in the PSL Master of Mathematics Master (M1 or M2) for 2023- 2024. The program is in English. The scholarships are open to national and international students and the selection of candidates is based on academic excellence criteria. https://psl.eu/en/graduate-programs/mathematics-and-applications look for grants 2023-24 Opening : 3 March 2023 ; closing : 8 May 2023 via MyCandidature Contact address: gp-maths(a)psl.eu This program is based on the research teams in mathematics at CEREMADE (Paris-Dauphine-PSL), at DMA (Ecole Normale Supérieure - PSL), at the Ecole des Mines Paris-PSL , at the Paris Observatory-PSL, at the EHESS, and Collège de France. ——————————————————————————————————————————————————————————————— ========================================================================================================== --------------------------------------------------------------------------------------------- Cristina Toninelli Postal Address: Ceremade Univ.Paris Dauphine Place du Marechal de Lattre de Tassigny 75775 Paris Cedex 16 - France Office: P207bis --------------------------------------------------------------------------------------------

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Registration to the Summer School "Risk and Uncertainty in Economics, Insurance and Finance" (Bielefeld, July 3-7, 2023) is now open
by Ferrari, Giorgio 29 Mar '23

29 Mar '23

Dear All, this is to inform you that the registration to the Summer School "/Risk and Uncertainty in Economics, Insurance and Finance/" ( https://sites.google.com/view/summer-school-23/overview ) is now open: https://sites.google.com/view/summer-school-23/registration Please note that the *deadline for registration is May 7*. All the important dates are listed here: https://sites.google.com/view/summer-school-23/important-dates Details about the courses offered during the Summer School can be found here: https://sites.google.com/view/summer-school-23/lectures A selected number of short contributed talks by participants is also planned. Please send a proposed title and abstract of your talk during the registration procedure. Acceptance will be communicated on May 21st. Looking forward to having you in Bielefeld in July! Best wishes, Giorgio Ferrari and Frank Riedel

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Seminar (today, sorry!) by Dr. Ofelia Bonesini in Padova!
by Giorgia Callegaro 29 Mar '23

29 Mar '23

Dear all, you're invited (sorry for the very short notice!) to the seminar in Probability and Finance that will take place today (29.03.2023), in hybrid mode at the Math Dept of the University of Padova. More details: * *Speaker*: Ofelia Bonesini (Imperial College London) * *Date and time*: 29th April 2023, *1.30pm* * *Room (Torre Archimede)*: 2BC30 * *Zoom link*: https://unipd.zoom.us/j/82661564306 (ID riunione: 826 6156 4306) * *Title*: *Rough volatility, path-dependent PDEs and weak rates of convergence* * *Abstract*: please see here: https://www.math.unipd.it/news/rough-volatility-path-dependent-pdes-and-wea… See you there! G. 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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Reminder: Submission of titles and abstracts for talks at the 11th General AMaMeF Conference is now open
by Ferrari, Giorgio 28 Mar '23

28 Mar '23

Dear Colleagues, this is to remind you that the submission of titles and abstracts for talks at the /11th General AMaMeF Conference/ ( https://sites.google.com/view/amamef-2023/overview ) is now open: https://sites.google.com/view/amamef-2023/abstract-submission *Please note that the deadline for abstracts' submissions is April 9. Acceptance will be confirmed by April 23 and the registration to the conference will open on April 24.* *All the details about deadlines, registration and fees are listed here:* https://sites.google.com/view/amamef-2023/participation-fees-and-dates All the best wishes and looking forward to welcoming you in Bielefeld in the Summer! Giorgio Ferrari and Frank Riedel

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Seminario di Lionel Levine, Martedì 4 Aprile, Sapienza Università di Roma
by Silvestri, Vittoria 28 Mar '23

28 Mar '23

Segnalo il seguente seminario, che si terrà Martedì prossimo in Sapienza. *Martedì 4 Aprile, ore 14:00* Sala di Consiglio, Dipartimento di Matematica, Sapienza Università di Roma *Speaker:* Lionel Levine, Cornell University *Title: *Universality Conjectures For Activated Random Walk *Abstract:* Activated Random Walk is a particle system displaying avalanches on all scales. How universal are these avalanches? I’ll narrate five interlocking conjectures aimed at different aspects of this question: infinite-volume limits, cutoff, incompressibility, rotational symmetry, and hyperuniformity. Joint work with Feng Liang and with Vittoria Silvestri. ******************************** Vittoria Silvestri Assistant Professor Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome ********************************

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avviso di seminario Simone Floreani
by epirozzi 28 Mar '23

28 Mar '23

*** AVVISO di SEMINARIO Dott. Simone Floreani Oxford University TITOLO A system of interacting Bouchaud trap models Abstract In this talk I will introduce a new interacting particle system consisting of interacting random walks in a trapping environment, known as Bouchaud trap models. I will show that the hydrodynamic equation emerging from such system is the Fractional Kinetics Equation, a sub-diffusive PDE. If time allows, I will also discuss some properties of the same system in contact with reservoirs. Based on projects with A. Chiarini (Padova), F. Redig (Delft) and F. Sau (Trieste). Il seminario si terrà il giorno 31 Marzo 2023 ore 14:00 nella Sala Professori I Livello del Dipartimento Matematica e Applicazioni, Università di Napoli FEDERICO II, Complesso di Monte Sant'Angelo, Via Cintia, Napoli. Link to Teams: https://teams.microsoft.com/l/meetup-join/19%3aMQ4RZDBo_0G-K_PHxKtktVYAczOG… Dott. Giacomo Ascione *** -- Enrica Pirozzi Professore Associato di Probabilità e Statistica, Dipartimento di Matematica e Applicazioni, Università di Napoli FEDERICO II Via Cintia, 80126, NAPOLI

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De Finetti Risk Seminar - April 12, 2023
by Emanuela Rosazza Gianin 28 Mar '23

28 Mar '23

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: Martin Schweizer ETH Zurich Title: Dynamic programming for mean-variance portfolio selection Abstract: We present a dynamic programming approach to solving the mean-variance portfolio selection problem in finite discrete time. This bypasses issues of time-inconsistency and hence does not need the introduction of an equilibrium or game-theoretic approach. The talk is based on joint work with Zhouyi Tan. LOCATION: The seminar will be held on *April 12, *2023 at *18.00,* Aula Di Rappresentanza, Dipart. Matematica, Università di Milano, Via Saldini 50, Milano. Scientific Committee Prof. Simone Cerreia-Voglio (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) ****************************************** Emanuela Rosazza Gianin Dipartimento di Statistica e Metodi Quantitativi Università di Milano-Bicocca Edificio U7 – 4° Piano Via Bicocca degli Arcimboldi, 8 20126 Milano Tel. 02 64483208 e-mail: emanuela.rosazza1(a)unimib.it ******************************************

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call for an Assistant Professor in Statistics at IMT School
by Irene Crimaldi 28 Mar '23

28 Mar '23

Dear Colleagues, I would like to draw your attention to the following call for an Assistant Professor (RTD-a) in Statistics at the IMT School for Advanced Studies Lucca (Italy): https://www.imtlucca.it/it/jobopportunity/statistics https://www.imtlucca.it/sites/default/files/2023-ap-statistics-rtda-bando.p… Best regards, Irene Crimaldi Associate Professor in Statistics IMT School for Advanced Studies Lucca Italy

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Seminar by S. De Marco in Padova (Probability and Finance)
by Giorgia Callegaro 27 Mar '23

27 Mar '23

Dear all, you're invited to the seminar in Probability and Finance that will take place Friday 28th April, at 2.30 pm, in hybrid mode at the Math Dept of the University of Padova. More details: * *Speaker*: Stefano De Marco (Ecole Polytechnique) * *Date and time*: 28th April 2023, 2.30pm * *Room (Torre Archimede)*: 2BC30 * *Zoom link*: please find it at *https://www.math.unipd.it/~bianchi/seminari/* <https://www.math.unipd.it/~bianchi/seminari/> * *Title*: *Fractional forward variance models - volatility surfaces and other features* * *Abstract*: We present some features of a class of forward variance models embedding rough volatility models (the so-called rough Bergomi model being the archetypal example): the structure of model-generated VIX smiles, the shapes of model-generated volatility surfaces on the spot, both implied and local, with a focus on the at-the-money volatility skew and the capability of such models to capture this specific feature of market data over different time horizons. We present related numerical methods for option pricing and their efficiency, from Monte Carlo to asymptotic methods. If time permits, we will discuss some dynamic properties of such models, focusing on the dynamics of implied volatilities they generate. See you there! The organisers A. Bianchi, G. Callegaro, M. Formentin -- 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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Seminario congiunto di Probabilità e Fisica Matematica//5 aprile//Fraydoun Rezakhanlou
by Bertini, Lorenzo 27 Mar '23

27 Mar '23

Seminari di Fisica Matematica Dipartimento di Matematica "G. Castelnuovo" Università di Roma La Sapienza Mercoledì 5 aprile, ore 16:15, sala di Consiglio Fraydoun Rezakhanlou (University of Berkeley) Kinetic Theory for Laguerre Tessellations Abstract. In this talk I will discuss a family of Gibbsian measures on the set of Laguerre tessellations. These measures may be used to provide a systematic approach for constructing Gibbsian solutions to Hamilton-Jacobi PDEs by exploring the Eularian description of the shock dynamics. Such solutions depend on kernels satisfying kinetic-like equations reminiscent of the Smoluchowski model for coagulating and fragmenting particles. Tutti gli interessati sono invitati a partecipare. Lorenzo Bertini Dipartimento di Matematica Universita' di Roma La Sapienza | Tel: +39 - 06 4991 4974 P.le A. Moro 2, 00185 Roma | E-mail: bertini(a)mat.uniroma1.it Italy Home page: http://www.mat.uniroma1.it/people/bertini/ama/

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Webinar UMI-PRISMA 3 aprile Campi-Callegaro
by Claudia Ceci 27 Mar '23

27 Mar '23

Buongiorno a tutt*, ho il piacere di annunciare il prossimo webinar del ciclo di seminari online promosso dal Gruppo UMI PRISMA (http://www.umi-prisma.polito.it/index.html) *Lunedì 3 aprile 2023* ore 16-17 LUCIANO CAMPI Title: Correlated equilibria and mean field games Abstract: In the context of mean field games (MFGs), we introduce a generalization of mean field game solution, called correlated solution, which can be seen as the mean field game analogue of a correlated equilibrium. The latter is a generalization of Nash equilibrium for stochastic games. Our notion of solution can be justified in two ways for MFGs in discrete time and finite state space: correlated solutions arise as limits of exchangeable correlated equilibria in restricted (Markov open-loop) strategies for the underlying $N$-player games, and approximate $N$-player correlated equilibria can be constructed starting from a correlated solution to the mean field game. Moreover, those results can be extended to progressive deviations, possibly depending on the whole history of the state and the flow of measures. In this talk we will focus especially on a further extension to continuous time MFGs through the notion of coarse correlated equilibrium. This talk is based on joint works with O. Bonesini, F. Cannerozzi and M. Fischer. ore 17-18 GIORGIA CALLEGARO Title: McKean–Vlasov Game of Commodity Production, Consumption and Trading Abstract: We propose a model where a producer and a consumer can affect the price dynamics of some commodity controlling drift and volatility of, respectively, the production rate and the consumption rate. We assume that the producer has a short position in a forward contract on λ units of the underlying at a fixed price F, while the consumer has the corresponding long position. Moreover, both players are risk-averse with respect to their financial position and their risk aversions are modelled through an integrated-variance penalization. We study the impact of risk aversion on the interaction between the producer and the consumer as well as on the derivative price. In mathematical terms, we are dealing with a two-player linear-quadratic McKean–Vlasov stochastic differential game. Using methods based on the martingale optimality principle and BSDEs, we find a Nash equilibrium and characterize the corresponding strategies and payoffs in semi-explicit form. Furthermore, we compute the two indifference prices (one for the producer and one for the consumer) induced by that equilibrium and we determine the quantity λ such that the players agree on the price. Finally, we illustrate our results with some numerics. In particular, we focus on how the risk aversions and the volatility control costs of the players affect the derivative price. Joint work with R. Aid, O. Bonesini and L. Campi. Il link per partecipare è il seguente https://teams.microsoft.com/l/channel/19%3ad685b25ed15f4821ac5168e63cf98ea4… Microsoft Teams meeting *Join on your computer, mobile app or room device* Click here to join the meeting <https://teams.microsoft.com/l/meetup-join/19%3ad685b25ed15f4821ac5168e63cf9…> Meeting ID: 375 963 625 218 Passcode: tjrYrN Cari saluti, Claudia Ceci Claudia Ceci Dipartimento di Metodi e Modelli per l’Economia, il Territorio e la Finanza (MEMOTEF) Università di Roma La Sapienza Via Del Castro Laurenziano 9 Roma 00161 Italy Email: claudia.ceci(a)uniroma1.it

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Call for expressions of interest in a position of Full Professor
by Giovanni Puccetti 27 Mar '23

27 Mar '23

The Department of Economics, Management and Quantitative Methods (DEMM) of the University of Milan is seeking expressions of interest for a Full Professor (permanent position) in - Statistics - Mathematical Methods for Economics, Finance and Actuarial Science The successful candidate is expected to contribute to the development of the department under the programme “Dipartimento di Eccellenza” (https://www.miur.gov.it/dipartimenti-di-eccellenza) and also to the department’s academic teaching activities (with a teaching load of 120 hrs per year), its strategy and governance, as well as providing scientific leadership and participating in international and national grant applications. Candidates applying for professorship must have obtained the Italian national habilitation (ASN) for full professor (http://abilitazione.miur.it/public/index.php for applications), or must have been holding for at least 3 years an equivalent academic position abroad. Salary is fixed by national standards and starts at 76000 EUR (gross). Taxes reduction may apply for 5 or more years according to the Italian rules for candidates coming from abroad. Interested candidates with a strong record of high impact research may express their interest by submitting the following material (in one single pdf file): 1) A brief motivation letter, including the candidate’s ongoing research, future research plans and her/his potential contribution to DEMM’s research, teaching and governance activities; 2) A full curriculum vitae including a full list of publications and the scientific sectors in which the candidate holds the Italian National Scientific Habilitation (ASN). Applications must be submitted to chiara.tommasi(a)unimi.it (Statistics) giovanni.puccetti(a)unimi.it (Mathematical Methods for Economics, Finance and Actuarial Science) before April 30, 2023. All correspondence and expressions of interest will be kept strictly confidential. The Department guarantees equal gender opportunities in recruitment and career. Disclaimer: Please note that this is just a call for interest, and not a job vacancy advertisement, and that the Department might decide not to open the corresponding position.

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Stochastic geometry conference in Dijon, June 2023
by Pierre-Yves Louis 24 Mar '23

24 Mar '23

ricevo ed inoltro. Pierre-Yves LOUIS From: Arnaud Rousselle<Arnaud.Rousselle(a)u-bourgogne.fr> ----- Dear all, The Annual RT GeoSto conference will take place in Dijon (France), June 12-16, 2023. * Link to the website of the conference:https://geosto23.sciencesconf.org/ * Speakers of the mini-courses (June 12-13): Thomas Opitz (INRAE Avignon) Christoph Thäle (Ruhr-Universität Bochum * Invited speakers of the conference (June 14-16): François Bienvenu (ETH Zürich) Frédéric Chazal (INRIA Saclay) Nicolas Chenavier (Université du Littoral Côte d'Opale) Céline Duval (Université de Lille) Florence Forbes (INRIA Grenoble) Bruno Galerne (Université d'Orleans) Matthieu Jonckheere (CNRS, LAAS Toulouse) Cécile Mailler (University of Bath) Emmanuel Roubin (Université Grenoble Alpes) Laura Sangalli (Politecnico Milano) * Registrations: free but mandatory and open on the website until May 12. * Contributed talks: Some slots for 20 minutes contributed talks are reserved in the schedule; submission on the website until May 12. * Grants for young researchers: We offer financial aid for a limited number of young researchers (Phd students, post-docs) who need support to cover transport and/or accommodation costs. Please contact Arnaud Rousselle (arnaud.rousselle[at]u-bourgogne.fr) if you are interested. Best regards, Arnaud Rousselle on behalf of the organizing committee -- Pierre-Yves LOUIS professeur des universités, Enseignant-chercheur à Agrosup Dijon PAM UMR 02.102, Université Bourgogne Franche-Comté, AgroSup Dijon, chercheur associé à l'Institut de Mathématiques de Bourgogne, UMR 5584 CNRS, Université Bourgogne Franche-Comté, 21000, Dijon, France

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LTI@UniTO seminars | Peter Tankov March 27th @12.00
by Luca Regis 24 Mar '23

24 Mar '23

Dear Colleagues, it is my pleasure to invite you to the following seminar in Quantitative Finance, organised by LTI@UniTO (www.carloalberto.org/lti) and Collegio Carlo Alberto (CCA), that will take place at CCA in Torino and can be followed via zoom. At the event page link you can find the paper, the zoom link to attend online and a button to add the event to your calendars. ------------------------------------------------------------------------------------------- March 22nd @ 12.00 Speaker: Peter Tankov (ENSAE) Title: Decarbonization of financial markets: a mean-field game approach Abstract:We build a model of a financial market where a large number offirms determine their dynamic emission strategies under climate transition risk in the presence of both green-minded and neutral investors.The firms aim to achieve a trade-off between financial and environ-mental performance, while interacting through the stochastic discountfactor, determined in equilibrium by the investors’ allocations. We formalize the problem in the setting of mean-field games and prove the existence and uniqueness of a Nash equilibrium for firms. We then presenta convergent numerical algorithm for computing this equilibrium andillustrate the impact of climate transition risk and the presence ofgreen-minded investors on the market decarbonization dynamics andshare prices. We show that uncertainty about future climate risks andpolicies leads to higher overall emissions and higher spreads betweenshare prices of green and brown companies. This effect is partially reversed in the presence of environmentally concerned investors, whoseimpact on the cost of capital spurs companies to reduce emissions. Event webpage link: https://www.carloalberto.org/event/peter-tankov-ensae/ Zoom link: https://us02web.zoom.us/j/82031514033?pwd=UWdnMU5MRmVlaWI1L294a3c4UlJYUT09 Best regards, 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

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Incontro scientifico UMI, Pescara
by Claudia Ceci 24 Mar '23

24 Mar '23

Carissim*, il 30 marzo si svolgerà un incontro scientifico UMI (nell'ambito degli eventi organizzati per il centenario dell'UMI) presso il Dipartimento di Economia dell'Università G. d'Annunzio di Chieti-Pescara. Qui di seguito le informazioni: 30 MARZO 2023 Aula 10 Viale Pindaro 42 , Pescara Dipartimento di Economia Università degli Studi G. d’Annunzio Chieti-Pescara 15,00 Opening *15,15-15,55 Maurizio Parton*, Università degli Studi G. d’Annunzio Chieti-Pescara *Machine learning e matematica* <https://umi.dm.unibo.it/wp-content/uploads/2023/03/bis-abstract1-pescara202…> 16,00 Coffee break *16,20-17.00 Lucia Caramellino*, Università degli Studi di Roma Tor Vergata *Numerical option pricing under stochastic volatility* <https://umi.dm.unibo.it/wp-content/uploads/2023/03/abstract2Milano-2023-.pdf> *Comitato Incontri Scientifici* ( https://umi.dm.unibo.it/comitati/gruppo-di-lavoro-incontri-scientifici/) *Organizzatore locale*: Claudia Ceci ( claudia.ceci(a)uniroma1.it) La partecipazione è libera ma è necessario compilare il form alla pagina https://umi.dm.unibo.it/pescara30marzo23/ Cari saluti, Claudia Ceci ************************************ Claudia Ceci Dipartimento di Metodi e Modelli per l’Economia, il Territorio e la Finanza (MEMOTEF) Università di Roma La Sapienza Via Del Castro Laurenziano 9 Roma 00161 Italy claudia.ceci(a)uniroma1.it

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Seminar by Dr. Vincenzo Candila.
by Giorgio Rizzini 24 Mar '23

24 Mar '23

Dear all, we are glad to announce the following seminar by Dr. *Vincenzo Candila* (University of Salerno) on Wednesday March 29th 2023 starting from 4:30 p.m. in room 2062 at the Department of Statistics and Quantitative Methods, University of Milano-Bicocca (Milan). *On the tennis winner forecasting methods: from the Weighted Elo rates to the network-based indicators* *Vincenzo **Candila* Department of Economics and Statistics University of Salerno *Abstract:* Statistical methods for predicting the winner in tennis matches have increased in popularity over the last two decades. Currently, several techniques are available, such as the regression-based, point-based, and paired-comparison approaches. Within this latter class, the Elo rating is one of the most popular methods to predict the probability of winning tennis matches. Even with its widely recognized merits in terms of good performance, the Elo method only partially considers each player's current form and recent performances. To overcome this drawback, we have proposed a new version of the Elo rating method, labeled Weighted Elo (WElo), where the standard Elo rates are weighted according to the scoreline of the players’ last match. More recently, we have further enlarged the paired-comparison class of models, introducing the network-based indicators for the first time to allow the ratings of the whole set of players to vary every time there is a new match. This work aims to illustrate the main characteristics of the WElo and network-based rates. In the empirical applications, we show the statistically meaningful benefits of using the proposed approaches with respect to many popular competing specifications. *March 29th, 2023 at 4:30 p.m.* *Department of Statistics and Quantitative Methods* *Room **2062* * - Building U7 (Second floor)* *Bicocca degli Arcimboldi street, 8 – 20126 Milan* For further information, please write to rosanna.grassi(a)unimib.it

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Quantitative Finance at Work, 2023
by Davide Pirino 24 Mar '23

24 Mar '23

Dear Colleagues, We are pleased to announce the fourth edition of the *QFin@Work* on *April 28, 2023*, a workshop on the practical use of quantitative methods in Finance and related fields hosted by the Master of Science in Finance and Banking <https://economia.uniroma2.it/master-science/financeandbanking/> of Tor Vergata University of Rome. The goal is to bring together leading experts, especially finance professionals, to learn from their experiences, listen to new ideas, and discuss future perspectives in the field. The schedule is available at https://qfinatwork.com/2023. Attendance is free and participants are encouraged to register soon! Looking forward to having you with us, Rocco Ciciretti (On behalf of the Scientific and Organizing committee)

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A spring day in Probability and Statistical Physics- 21 Aprile 2023
by Luisa Andreis 23 Mar '23

23 Mar '23

Care colleghe e colleghi, Vi annunciamo che prossimamente si terrà l'undicesima giornata di seminari: A SPRING DAY IN PROBABILITY AND STATISTICAL PHYSICS University of Florence Friday 21 April 2023 Lecturers: Fabio Toninelli (Vienna) and Julia Komjathy (Delft) Location: Sala Tricerri, Dipartimento di Matematica e Informatica Ulisse Dini, viale Morgagni 67/a, Firenze, Firenze Ricordiamo che ciascun oratore farà 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 alla pagina web https://sites.google.com/unifi.it/florence-probability-group/home/days-in-p… Note pratiche: a coloro che fossero interessati (per una migliore organizzazione) chiediamo di compilare il seguente Google Form per indicare l'intenzione di partecipare alla giornata e in particolare al pranzo: https://docs.google.com/forms/d/e/1FAIpQLSdksgtnmxrLTE4h9RLyEfx3lo0aMHpowiI… Vi aspettiamo numerosi! Gianmarco Bet e Luisa Andreis Scientific advisory committee: F. Caravenna, E.N.M. Cirillo, F. Colomo, P. Dai Pra, A. De Masi, C. Giardina`, R. Livi, F. Martinelli, I.G. Minelli, B. Scoppola, E. Scoppola. PROGRAMMA Prof. Fabio Toninelli (Technical University of Vienna) Title: Out-of-equilibrium phenomena and stochastic PDEs Prof. Julia Komjathy (Technical University of Delft) Title: TBA 10:30-11:00 Welcome coffee 11.00-11.45 Introductory lecture: Toninelli 11.45-12.15 Break 12.15-13.00 Seminar: Toninelli 13.00-14.30 Lunch 14.30-15.15 Introductory lecture: Komjathy 15.15-15.45 Break 15.45-16.30 Seminar: Komjathy [cid:6D6AED0A-79CF-4C81-9F23-96145C7CAFD5] Luisa Andreis ------------------------------------------------------- RTD-B Dipartimento di Matematica Politecnico di Milano Personal webpage: https://sites.google.com/view/luisaandreis/home Email: luisa.andreis(a)polimi.it<mailto:luisa.andreis@polimi.it>

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Seminar: Francesco Vaccarino at Tor Vergata
by salvi 23 Mar '23

23 Mar '23

Dear all, On Wednesday, February 15th, at 14h00 in Aula Dal Passo at Roma Tor Vergata, RoMaDS (https://www.mat.uniroma2.it/~rds/about.php) will host Francesco Vaccarino (Politecnico di Torino) with the seminar _ _ _"Hodge-Shapley game: a Laplacian-based Shapley-like associated game for eXplainable AI"_ _ _ Abstract: In cooperative game theory, a set of players or decision-makers should negotiate to decide how to allocate the worth gained by the coalition composed of all the players. A value is a solution concept that suggests the outcome of the negotiation among players. Among the many existing alternative solution concepts, it is prevalent the Shapley value solution concept. Its popularity also derives from the property of being a fair allocation, where a set of desirable properties or axioms describes fairness. The axioms characterize the Shapley value in the sense that it is the unique value satisfying those properties; at the same time, the axioms allow deriving a simple explicit combinatorial formula to compute the Shapley value. In our approach, coalitions are the main subjects of cooperation, instead of single players, and, inspired by the Shapley value, the goal is to derive a fair associated game, i.e. an allocation to coalitions satisfying a set of desirable properties. The methodology is based on using the Hodge decomposition of the simplicial complex associated with the partially ordered set of the subsets of the set of players ordered by inclusion. We will motivate this investigation within the framework of Explainable Artificial Intelligence (XAI). Joint work with Antonio Mastropietro (Eurecom - F) We encourage in-person partecipation. Should you be 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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Next OWPS on March 29th: Milton Jara and Otávio Menezes
by Alberto Chiarini 22 Mar '23

22 Mar '23

OWPS's next session will be on Wednesday the 29th of March from 15:00 to 17:00 UTC (Coordinated Universal Time). Our next speakers are: Milton Jara (IMPA) and Otávio Menezes (Purdue University) Title, abstract and the zoom link are below the signature and can be found on the website https://www.owprobability.org/one-world-probability-seminar. If you are interested in the project, we kindly ask you to share this announcement within your community. With best wishes, Alberto Chiarini (Padua) and Adrián González Casanova (Berkeley and México) ----------------------------------------------------------------------------------------------------------- Talk : Milton Jara (IMPA) and Otávio Menezes (Purdue University) Title : CLT for NESS Abstract : Non-equilibrium stationary states (NESS) are ubiquitous in nature, but not well understood from a mathematical point of view. The main features of NESS is the presence of non-trivial currents, which generate long-range correlations in the system. Modeling physical systems by Markov chains, one can restate questions about NESS as the description of invariant measures for non-reversible Markov chains. This opens the way to describe NESS by probabilistic methods. However, basic questions for non-reversible Markov chains, like for example mixing times or quantitative CLTs are not been answered in great generality. Our first talk will introduce NESS with some examples, and it will introduce general and fairly elementary methodology for Markov chains that we believe is well suited to the study of non-reversible Markov chains. The second talk will describe some recent results about the description of NESS for driven-diffusive systems. Zoom-link: https://unipd.zoom.us/j/82893164291?pwd=RHZIeXU2b3pVOE1OSU5tdFd2Y2RPUT09 Meeting ID: 828 9316 4291 Passcode: 251936 If you are having trouble with zoom, or if the capacity of the zoom room gets exceeded, you can also access to the Youtube live stream at the channel of the seminar: https://www.youtube.com/channel/UCiLiEQGTp6bZEhuHDM-WNWQ

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Seminar announcement: M. Tarsia on time-inconsistent recursive stochastic control problems – March 29, 2023 – 13:00-14:00
by Mastrogiacomo Elisa 21 Mar '23

21 Mar '23

Dear Colleagues, On March 29, 2023, 13:00-14:00, Dr. Marco Tarsia (University of Insubria) will give a talk on “Subgame-perfect equilibrium strategies for time-inconsistent recursive stochastic control problems” (joint work with Elisa Mastrogiacomo). The seminar will be held in person and online via the MS Teams platform. Link: https://teams.microsoft.com/l/meetup-join/19%3ameeting_OWU0MDRiNjctYWNmYS00… Place: Dipartimento di Economia, Via Monte Generoso 71, room TBA. Below you can find an abstract of Marco’s talk. You are all invited. *** Abstract In this talk, we discuss about time-inconsistent recursive stochastic control problems, i.e., for which Bellman’s principle of optimality does not hold. In practice, a restriction of an optimal control for a specific initial pair on a later time interval might not be optimal for that corresponding initial pair; this happens, for instance, in dynamic utility maximization problems for investment- consumption strategies under non-exponential discounting. For this class of problems classical optimal controls may fail to exist, or to be relevant in practice, and dynamic programming is not easily applicable. Therefore, the notion of optimality is defined through a game-theoretic framework by means of subgame-perfect equilibrium: we interpret our preference changes which, realistically, are inconsistent over time, as players in a game for which we want to find a Nash equilibrium. The approach followed in our work relies on the stochastic (Pontryagin) maximum principle: we adapt the classical spike variation technique to obtain a characterization of equilibrium strategies in terms of a generalized second-order Hamiltonian function defined through pairs of backward stochastic differential equations, even in the multidimensional case. We emphasize that, similarly to the classical case, equilibrium strategies are characterized through both a necessary condition and a sufficient condition involving the generalized Hamiltonian function, whereas, contrary to the classical case, this sufficient condition works even in the absence of extra convexity assumptions. Going further, our analysis is extended to time-inconsistent recursive stochastic control problems under a constraint defined by means of an additional recursive utility, under appropriate boundedness assumptions. That constraint refers to an expected value and so we adapt Ekeland’s variational principle to this trickier situation. Finally, the theoretical results are applied in the financial field to finite horizon investment-consumption policies with non-exponential actualization. Here the existence of non-trivial equilibrium policies is also ascertained. Best regards, Elisa Mastrogiacomo ----------------------------------------- Professore Associato di Metodi matematici dell'economia e delle scienze attuariali e finanziarie DIPARTIMENTO D'ECCELLENZA 2023/2027 Università degli Studi dell'Insubria Dipartimento di Economia Via Monte Generoso, 71 – 21100 Varese tel. +39 0332/395528 web: www.uninsubria.it<http://www.uninsubria.it/> mail: elisa.mastrogiacomo(a)uninsubria.it<mailto:mario.rossi@uninsubria.it> Chiaramente Insubria! [LOGO-ATENEO-FONDO TRASPARENTE]<http://www.uninsubria.it/> [Facebook] <https://www.facebook.com/uninsubria> [Twitter] <https://twitter.com/Uni_Insubria> [Instagram] <https://instagram.com/uninsubria> [YouTube] <https://www.youtube.com/user/LabVAMultimedia>

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Seminario di Marta Leocata, Martedì 21 Marzo, Sapienza Università di Roma
by Silvestri, Vittoria 21 Mar '23

21 Mar '23

Ricordo il seminario di oggi, e segnalo che sarà trasmesso su zoom al seguente link: *Zoom link: * https://uniroma1.zoom.us/j/98462690288?pwd=SnYrNmpTQXQxZEI2UmN3VW1ucVNBdz09 Meeting ID: 984 6269 0288 Passcode: 683135 *Martedì 21 Marzo, ore 14:00* Sala di Consiglio, Dipartimento di Matematica, Sapienza Università di Roma *Speaker:* Marta Leocata, SNS *Title: *Modeling an example of green transition *Abstract:* The work presented is part of a collaboration between mathematicians and philosophers of ethics, politics, and society aiming to understand mechanisms of green energy transition where some kind of interaction between many subjects and collective behaviors seem to play a role. We have identified as a first example the case of solar photovoltaic, with the purpose of explaining the time series of Italy and of different regions. We use tools from continuous-time Markov chains, mean field limits, optimal control, and mean field games. Then, we specify our analysis on the case of domestic installations. In order to explain them we propose a Markovian model of interacting particle systems to describe the decision of a significant proportion of the general public in Italy on the installation of solar photovoltaics (PVs) and compare our models to real data. We assume that the adoption decision follows a well precise pattern. First, the general public develops a certain level of sensitivity to climate change and environmental issues. Then it plans to install the PVs because she/he has a sufficient amount of information on the benefits of PVs. Finally, it installs PVs because the economic benefits out-weights the costs. In conclusion, we propose some original policies, not based not on financial incentives. This work is in collaboration with Franco Flandoli (SNS), Giulia Livieri (SNS), Silvia Morlacchi (SNS), Fausto Corvino (University of Gothenburg) and Alberto Pirni (SSSA). ******************************** Vittoria Silvestri Assistant Professor Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome ********************************

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Padova Seminars in Probability and Finance - Nicola Turchi (Università Milano Bicocca)
by alessandra bianchi 20 Mar '23

20 Mar '23

Dear Colleagues, We would like to invite you to the following seminar that will take place on March 31 at 14.30 at the Math Department of Padova. The seminar will be held in person and online via the Zoom platform. The organizers, Alessandra Bianchi, Giorgia Callegaro, Marco Formentin _____________________________________________________ *Speaker*: Nicola Turchi (Università Milano Bicocca) *Title*: High-dimensional random polytopes of the Beta kind *Date and time*: Friday, MARCH 31 at 14.30 *Place*: room 1BC45 at the Department of Mathematics, University of Padova *Zoom link*: https://unipd.zoom.us/j/82935460505 (Meeting ID 829 3546 0505) available also on the webpage https://www.math.unipd.it/~bianchi/seminari/ *Abstract*: Beta polytopes are a class of random polytopes, which arise as convex hulls of independent random points distributed according to a certain radially-symmetric probability distribution supported on the Euclidean ball, called the beta distribution. A prominent reason for the interest surrounding them is that the beta distribution exhibits peculiar properties that make exact computations possible to achieve, contrarily to most other models of randomness with non-independent coordinates. As the space dimension grows, the expected fraction of the volume that these polytopes fill within their supporting balls can be asymptotically negligible or not, depending on the number of points which are picked in each dimension. In this talk we give an overview on how to quantify this statement, first showing a rough threshold for the aforementioned growth and secondly a more precise one, namely how many points are needed to get any fraction in average. Lastly, we show how we can handle more precise asymptotics for the approach towards zero in the lower regimes of points, based on a work in progress with G. Bonnet and Z. Kabluchko. -- Alessandra Bianchi Dip. di Matematica Università di Padova Via Trieste, 63 - 35121 Padova, Italy phone: +39 049 827 14 06 fax: +39 049 827 14 28 e-mail: bianchi(a)math.unipd.it http://www.math.unipd.it/~bianchi/

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Concorso ricercatore/rice a tempo determinato di tipo b) SSD SECS-S/06 - Dip. di Scienze Economiche - Verona
by Cecilia Mancini 20 Mar '23

20 Mar '23

Nella Gazzetta Ufficiale - IV Serie Speciale n. 21 del 17/03/2023 è stato pubblicato l'avviso relativo all'indizione della procedura selettiva per il Dipartimento di Scienze Economiche: RTDB - SSD SECS-S/06 Metodi matematici dell'economia e delle scienze attuariali e finanziarie - Cod. 2023rtdb003 Bando disponibile all'Albo Ufficiale e alla pagina concorsi del sito web di Ateneo all’indirizzo: https://www.univr.it/it/concorsi/personale-docente La scadenza per la presentazione delle domande è il 17 APRILE 2023 alle ore 20.00.

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Re: PhD in theoretical probability/statistical mechanics at UU
by Vanessa Jacquier 20 Mar '23

20 Mar '23

Inoltro per conoscenza. Vanessa Jacquier > > *From: *"Ruszel, W.M. (Wioletta)" <w.m.ruszel(a)uu.nl> > *Date: *Sunday, 19 March 2023 at 22:46 > *To: *stoch-ned-l <stoch-ned-l-bounces(a)lists.science.uu.nl> > *Subject: *PhD in theoretical probability/statistical mechanics at UU > > > > Dear colleagues, > > > > There is a vacancy for a PhD position in theoretical > probability/statistical mechanics at UU. I would appreciate if you > forwarded it to potentially interested students. > > > > *Description of the project:* > > Lattice models from statistical mechanics have been successfully used in > various areas to describe macroscopic properties of interacting systems by > specifying their microscopic interactions. Key objects are Gibbs measures, > which describe macroscopic equilibrium states of large systems of many > interacting objects. In case the interaction is of finite range, the > geometry of Gibbs measures and most of its properties are well understood. > Many interesting physical systems have interactions which decay > polynomially or are of Coulomb type. In this context, many natural > questions are still open. In the PhD project we will investigate the > geometry of the simplex of Gibbs measures with nonlocal interactions, > effective interface models and their scaling limits. The research work lies > in the intersection of theoretical probability, analysis and mathematical > physics. > > > > We are looking for a student with a master’s degree in mathematics and > some affinity to theoretical physics. > > > > For more information and application please go to: > > > https://www.uu.nl/en/organisation/working-at-utrecht-university/jobs/phd-po… > > > > *Deadline for the application*: 29.04.2023. > > > > Kind regards > > Wioletta Ruszel > > >

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Special Issue Applied Stochastic Models in Business and Industry
by Carlo Sgarra 20 Mar '23

20 Mar '23

Dear members of the Random list, As already anticipated, the journal of ISBIS (International Society for Business and Industrial Statistics), Applied Stochastic Models in Business and Industry (ASMBI), is inviting contributions for a special issue devoted to: “Energy Finance & Climate Change” Deadline: 30 June 2023 As it is mentioned in the call for papers, this special issue aims at collecting high-quality contributions on a wide range of theoretical and applied topics in energy finance and climate change, such as (but not limited to): Energy and climate data science, Energy forecasting, Energy innovations, Energy markets, Energy analytics, Energy mix and carbon emission trading, ESG, Green finance & financing energy infrastructure, Climate policy and risk, Climate change & market efficiency, Climate change & pricing uncertainty, Regulation and regulatory risk, Renewable sources, Risk measurement and management, Storage devices, Sustainable finance. Contributions from multiple areas are welcome, and they might range from more exquisitely technical aspects of modeling to the practical implications of the actual uncertainties on the energy market recent developments, highlighting their innovative applications in an ever evolving complex environment. The displayed models, the computational techniques and the data methodologies can rely on stochastic processes, statistical analysis, time series forecasting, derivative pricing and hedging, machine learning, Monte Carlo simulations, data mining, risk estimation and management, and related tools. Papers should present innovative methodologies and/or forceful applications of existing methods. All submissions will go through the standard, selective review process of ASMBI via https://wiley.atyponrex.com/journal/ASMB<https://wiley.atyponrex.com/journal/ASMB%20is%2030%20June%202023>. Please follow the ASMBI author submission guidelines given on the ASMBI website and click on the box about submissions for special issues, selecting "Energy Finance” when prompted. The Guest Editors of the special issue are: - Roberto Baviera (roberto.baviera(a)polimi.it) - Carlo Sgarra (carlo.sgarra(a)polimi.it) - Tiziano Vargiolu (vargiolu(a)math.unipd.it) - Rituparna Sen (rsen(a)isichennai.res.in) For any information about ASMBI, please contact its Editor-in-Chief, Fabrizio Ruggeri (fabrizio(a)mi.imati.cnr.it) Waiting for your contribution The Guest Editors: Roberto Baviera, Rituparna Sen, Carlo Sgarra, Tiziano Vargiolu

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LTI@Unito Seminars| Dimitri Vayanos (March 7) and Johan Hombert (March 8) @ 12.00
by Luca Regis 17 Mar '23

17 Mar '23

Dear Colleagues, it is my pleasure to invite you to the following two seminars in Quantitative Finance, organised by LTI@UniTO (www.carloalberto.org/lti) and Collegio Carlo Alberto (CCA): ------------------------------------------------------------------------------------------- March 7th @ 12.00 (webinar) Speaker: Dimitri Vayanos (LSE) Title: Passive Investing and the Rise of Mega-Firms Abstract: We study how passive investing affects asset prices. Flows into passive funds raise dispropor-tionately the stock prices of the economy’s largest firms—even when the indices tracked by the funds include all firms. Passive flows also raise the largest firms’ return volatility the most, andraise the aggregate stock market even when they are entirely due to investors switching from active to passive. These effects arise because of the re-pricing of systematic and large firms’idiosyncratic risk. We estimate that passive investing caused the 50 largest US firms to rise 30%more than the US stock market over 1996–2020. Zoom link: https://us02web.zoom.us/j/85025027662?pwd=ajU0NjU3MGZRMitQTkZRT0ZjR0F5UT09 Event webpage link: https://www.carloalberto.org/event/dimitri-vayanos-london-school-of-economi… ----------------------------------------------- March 8th @ 12.00 (hybrid seminar) Speaker: Johan Hombert (HEC Paris) Title: Innovation Booms, Easy Financing, and Human Capital Accumulation Abstract: Innovation booms occur frequently and are often fueled by easy financing that allows new technology firms to pay high wages that attracts skilled labor. Using the late 1990s Information and Communication Technology (ICT) boom as a laboratory, we show that skilled labor joining this new sector experienced sizeable long-term earnings losses. We trace these losses to skill obsolescence, that cannot be explained by either selection or the subsequent ICT sector bust. During the boom, capital flowed more to firms whose workers would ultimately experience a larger productivity decline. This suggests that financial capital can amplify the negative effects of labor reallocation into booming sectors on aggregate labor productivity. Zoom link: https://us02web.zoom.us/j/89743168691?pwd=bU1qMDZSVStBTjJtcU9nZXNWZS8zdz09 Event webpage link: https://www.carloalberto.org/event/johan-hombert-hec-paris/ Best regards, Luca Regis -- Luca Regis Associate Professor ESOMAS Department, University of Torino Collegio Carlo Alberto sites.google.com/view/lucaregis Office: +39 011 670 6065 www.carloalberto.org/lti

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BioInference2023 - 2nd announcement
by Massimiliano Tamborrino 17 Mar '23

17 Mar '23

Dear all, We are delighted to announce the 2nd BioInference conference (https://bioinference.github.io/2023) taking place at the Doctoral Training Centre at the University of Oxford on the 8th-9th June 2023. It is our pleasure to confirm that this year's invited speakers are * Ritabrata Dutta<https://warwick.ac.uk/fac/sci/statistics/staff/academic-research/dutta/>, University of Warwick * Marina Evangelou<https://www.imperial.ac.uk/people/m.evangelou>, Imperial College London * Robin Thompson<https://www.robin-thompson.co.uk/>, University of Warwick * Juliette Unwin<https://www.imperial.ac.uk/people/h.unwin>, Imperial College London * Darren Wilkinson<https://darrenjw.github.io/>, Durham University The registration fee for in-person attendance (including lunch and refreshments for the two days) is £70. Moreover, the deadline for abstract submissions for the conference has been extended to 31st March. Abstracts for contributed talks or posters on work either relating to statistical methods development (so long as those methods are applicable to biological systems) or on the application of statistical methods to solve biological problems can be submitted via a Google form (shorturl.at/dfo68<http://shorturl.at/dfo68>). The conference organising committee is committed to ensuring fair participation of individuals across all career stages, genders, races and ethnicities, ages, geographic locations, and universities. Kind regards, The BioInference Organisers Ioana Bouros (Oxford); Fergus Cooper (Oxford); Richard Creswell (Oxford); Aden Forrow (Maine); Ben Lambert (Exeter); Chon Lok Lei (Macau); Massimiliano Tamborrino (Warwick); Tom Thorne (Surrey)

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40th Linz Seminar on Fuzzy Set Theory: Copulas – Theory and Applications
by Fabrizio, Antonio DURANTE 17 Mar '23

17 Mar '23

Dear Colleague, it is our pleasure to invite you to participate in the 40th Linz Seminar on Fuzzy Set Theory <https://www.flll.jku.at/linz2023> Copulas – Theory and Applications Bildungshaus St. Magdalena, Linz, Austria June 6-9, 2023 Since their inception in 1979 the Linz Seminars on Fuzzy Sets have emphasized the development of mathematical aspects in the context of fuzzy sets by bringing together researchers in fuzzy sets and established mathematicians whose work outside the fuzzy setting can provide direction for further research. The philosophy of the seminar has always been to keep it deliberately small and intimate so that informal critical discussions remain central. LINZ 2023 will be the 40th seminar carrying on this tradition and is devoted to the theme "Copulas — Theory and Applications". The goal of the seminar is to present and to discuss recent advances of copulas and related functions and their applications in pure and applied fields. Accordingly, the topics of the Seminar will include but not be limited to: · Copula theory o From bivariate to multivariate copulas o Dependence measures and association o Approximation and convergence of copulas o Measure theoretic aspects of copulas o Copulas in the discrete setting · Copula applications o Applications in pure and applied fields o Estimation in the context of copulas o Copula methods in Data Science o Feature selection · Relationship to other aggregation functions o Triangular (co)norms, implications o Uninorms, nullnorms o Quasi-copulas, semicopulas o Distribution functions The "Linz" tradition has these key features: the number of participants of the Linz Seminars is usually bounded above by 40 with broad international representation and an enjoyable mix of pure and applied interests; there are no parallel sessions so that all participants focus on each presentation and fully engage in each topic; and there is time for discussion of each presentation, with follow up round table(s) for discussion of open problems and issues raised in the talks. In particular, young researchers (PhD students, junior post-docs) are encouraged to submit their latest results. Please submit your extended abstract (up to 4 pages) by March 29th, 2023 following the guidelines provided at the webpage of the seminar. Further Information about the seminar(s) is available at: https://www.flll.jku.at/linz2023 and https://www.flll.jku.at/linzseminars We look forward to your contributions and to welcoming you in Linz, Best regards, Fabrizio Durante, Susanne Saminger-Platz, Wolfgang Trutschnig (Program Chairs) --------------------------------------------------------- Fabrizio Durante Dipartimento di Scienze dell'Economia Centro Ecotekne Pal. C S.P. 6, Lecce - Monteroni LECCE (ITALY) Phone: +39 0832 29 8672 https://sites.google.com/site/fbdurante/ --

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PhD Scholarship @Politecnico di Milano
by Laura Maria Sangalli 17 Mar '23

17 Mar '23

Prego di dare la massima diffusione presso i potenziali interessati ITA E' uscito un bando aggiuntivo di ammissione al 38esimo ciclo di dottorato presso il Politecnico di Milano, con scadenza il ** 6 aprile 2023 ** e ingresso 1 giugno 2023. https://www.dottorato.polimi.it/futuri-dottorandi/bandi-e-regolamenti/ciclo… <https://www.dottorato.polimi.it/futuri-dottorandi/bandi-e-regolamenti/ciclo…> E’ disponibile 1 borsa in area Statistica / Data Science nell'ambito del dottorato in Data Analytics and Decision Sciences (DADS) Contatti: francesca.ieva(a)polimi.it <mailto:francesca.ieva@polimi.it>, piercesare.secchi(a)polimi.it <mailto:piercesare.secchi@polimi.it>, laura.sangalli(a)polimi.it <mailto:laura.sangalli@polimi.it> ... ENGLISH: A PhD scholarship is available for a PhD in the area of Statistics / Data Science at Politecnico di Milano, Italy: Call: https://www.dottorato.polimi.it/futuri-dottorandi/bandi-e-regolamenti/ciclo… <https://www.dottorato.polimi.it/futuri-dottorandi/bandi-e-regolamenti/ciclo…> Deadline for applications: April 6th 2023 The fellowiship is funded by the PNRR project GRINS – Growing Resilient, Inclusive and Sustainable, and is settled within the PhD program in Data Analytics and Decision Sciences (DADS). Contact persons: francesca.ieva(a)polimi.it <mailto:francesca.ieva@polimi.it>, piercesare.secchi(a)polimi.it <mailto:piercesare.secchi@polimi.it>, laura.sangalli(a)polimi.it <mailto:laura.sangalli@polimi.it> —— Laura Maria Sangalli MOX - Dipartimento di Matematica Politecnico di Milano Piazza Leonardo da Vinci 32 20133 Milano - Italy (+39) 02 2399 4554 laura.sangalli(a)polimi.it https://sangalli.faculty.polimi.it <https://sangalli.faculty.polimi.it/>

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Fwd: New Call for Math GSSI PhD applications 2023/24 Now open
by Faggionato, Alessandra 16 Mar '23

16 Mar '23

Ricevo ed inoltro Saluti Alessandra ---------- Forwarded message --------- Da: Phd Mathematics GSSI <phd.math(a)gssi.it> Date: gio 16 mar 2023, 12:34 Subject: New Call for Math GSSI PhD applications 2023/24 Now open To: *11 PhD FELLOWSHIPS IN MATHEMATICS @GSSI* (Apologies for multiple posting) Please diffuse this announcement among colleagues and potentially interested students. Deadline *May 2nd, 2023 3pm* (Italian time). *Should you require any assistance with questions that are not addressed in the GSSI website*, please contact applications(a)gssi.it ================================================================== Dear Colleagues, this is to announce the opening for *11 PhD Fellowships* in "Mathematics in Natural, Social and Life Sciences" at Gran Sasso Science Institute (GSSI) starting in November 2021. The application must be submitted through the online form available at www.gssi.it/phd/ by May 2nd, 2023 at 3pm (Italian time zone). Please find the call at https://applications.gssi.it/applications/. The fellowships are awarded for 4 years and their yearly amount is € 16.159,91 gross. All PhD students have free accommodation, free luncheon vouchers and use of the canteen. The official language for the PhD course is English. 1 PhD Fellowship is funded under the ERC project *"CARDIOTRIALS -CARDIac simulations to run in-silicO clinical TRIALS**"*, please find further information below. Within the Ph <https://gssi.it/education/mathematics-education>.D. <https://gssi.it/education/mathematics-education>course in Mathematics in Natural, Social and Life Sciences <https://gssi.it/education/mathematics-education> a priority has been established on mathematical modeling, both towards the traditional areas of application, such as Physics or Engineering, and towards emerging issues in Biology and Social Sciences. GSSI mathematics researchers are interested in tackling many problems with complementary perspectives and methods. The area of Mathematics is characterized by four large macro-sectors: Applied Partial Differential Equations, Stochastic Analysis, Numerical methods and Continuum Mechanics Modeling. Within these sectors there is a shared interest in problems related to fluid dynamics and nonlinear waves, quantum mechanics, statistical mechanics and also its applications to data science. Important ideas of classical analysis, probability theory, mathematical physics and theoretical physics are used also for less traditional applications. Numerical linear algebra and numerical optimization help to design new models and accompanying numerical algorithms for applications in data mining, machine learning and network science. Continuum mechanics models, computational methods in fluid dynamics are used not only in their traditional field at the boundary between applied mathematics and theoretical engineering, but also in nonconventional problems like modeling the full heart function. Students and researchers in Mathematics at GSSI are encouraged to interact with other scientific communities. At GSSI, we believe that the interdisciplinary endeavor is the most effective way to do science and benefit society. Mathematical models are ubiquitous in physics, engineering, information theory, social and life sciences, as they provide a formidable framework to describe the time evolution of deterministic, stochastic and complex systems, which is one of the main goals at GSSI. *1 PhD fellowship* funded under the ERC project *“CARDIOTRIALS -CARDIacsimulations to run in-silicO clinical TRIALS**”*. The project aims at building a virtual model of the human heart based on the fluid-structure-electrophysiology interaction, which will be exploited to study numerically pathologies and assess the efficacy of cardiac devices, accounting for the statistical variability of the population. The project comprises the study of fluid dynamics phenomena and the application of numerical mathematics and high performance computing. The candidates willing to apply are required to work on this specific research project. Within the Ph.D. Programme in Mathematics in Natural, Social and Life Sciences, it is possible to apply both for the CardiOTrials Project position and for GSSI scholarships, by submitting two different applications. Best regards, ---- GSSI PhD Programme in Mathematics in Natural, Social and Life Sciences https://gssi.it/education/mathematics-education

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Seminario di Marta Leocata, Martedì 21 Marzo, Sapienza Università di Roma
by Silvestri, Vittoria 16 Mar '23

16 Mar '23

Segnalo il seguente seminario, che si terrà Martedì prossimo in Sapienza. *Martedì 21 Marzo, ore 14:00* Sala di Consiglio, Dipartimento di Matematica, Sapienza Università di Roma *Speaker:* Marta Leocata, SNS *Title: *Modeling an example of green transition *Abstract:* The work presented is part of a collaboration between mathematicians and philosophers of ethics, politics, and society aiming to understand mechanisms of green energy transition where some kind of interaction between many subjects and collective behaviors seem to play a role. We have identified as a first example the case of solar photovoltaic, with the purpose of explaining the time series of Italy and of different regions. We use tools from continuous-time Markov chains, mean field limits, optimal control, and mean field games. Then, we specify our analysis on the case of domestic installations. In order to explain them we propose a Markovian model of interacting particle systems to describe the decision of a significant proportion of the general public in Italy on the installation of solar photovoltaics (PVs) and compare our models to real data. We assume that the adoption decision follows a well precise pattern. First, the general public develops a certain level of sensitivity to climate change and environmental issues. Then it plans to install the PVs because she/he has a sufficient amount of information on the benefits of PVs. Finally, it installs PVs because the economic benefits out-weights the costs. In conclusion, we propose some original policies, not based not on financial incentives. This work is in collaboration with Franco Flandoli (SNS), Giulia Livieri (SNS), Silvia Morlacchi (SNS), Fausto Corvino (University of Gothenburg) and Alberto Pirni (SSSA). ******************************** Vittoria Silvestri Assistant Professor Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome ********************************

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International Conference in Venice - CALL FOR PAPERS
by Monica Billio 16 Mar '23

16 Mar '23

22nd INTERNATIONAL CONFERENCE C.r.e.d.i.t. 2023 *Social, Sovereign and Geopolitical Risks * Venice, Italy 21 –22 September 2023 * * *GRETA Associati* (Venice, Italy), *CRIF* (Bologna, Italy),*European Datawarehouse* (Frankfurt, Germany),*European Investment Bank *(Luxembourg),*European Investment Fund *(Luxembourg) and *Intesa Sanpaolo *(Milan, Italy) are partners in organasing a Conference to be held in Venice on September 21-22, 2023. The C.r.e.d.i.t. 2023 conference will bring together academics, practitioners and PhD students working in various areas of financial and socio-economic risk with the aim of creating a unique opportunity for participants to discuss research progress and policy as well as industry-relevant insights and directions for future research. The C.r.e.d.i.t. 2023 is the*twenty-second *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*. Recent years have seen a series of crises (from health/pandemic to climate/energy) that have not only put a strain on global mechanisms previously seen as robust, but have exacerbated existing weaknesses and so increased vulnerability in new crisis situations. The social impact of the pandemic was partially mitigated by public interventions but social conditions then worsened with the soaring costs of energy, raw materials and inflation more broadly. Social and energy costs, which inevitably weigh on invidual countries and aggravate already delicate local situations (e.g., public debts), have led to growing geopolitical tensions, with global systemic consequences. The C.r.e.d.i.t. 2023 conference will be dedicated to Social, Sovereign and Geopolitical Risks to discuss, evaluate and address the near- and medium-term macro-financial impact of persistent crises (“permacrisis”) that can affect the stability of financial as well as socio-economic systems. The organizers encourage submissions on any topic within the overall theme of the conference and in the following areas in particular: * *Socio-economic Stability: *Future development of income (and wealth) inequality and social polarization; Risk, inequality and employment impacts of crises and policies; Gender and skilling issues will increase or help the transition?; * *Sovereign Risks: * Sovereign debt with low economic growth; Long term challenges for fiscal and monetary policies: green transformation, commodity prices, de-globalization and demographic trends; Inflation and exchange rate risks; Environmental and social inter-dependencies; social and environmental preferences and how these affect the stability and macroeconomic wellbeing of a given country; Challenges in measuring the ESG ratings of countries and thus of sovereign debt; * *Geopolitical Risks:* Global supply chain and de-globalization risks for finance; Do international energy price discrepancies pose risks for the competitiveness of EU firms’ and might this have implications for the real exchange rate to?; Risks stemming from accelerating deglobalisation; Cyber-risk vulnerabilities of banks and firms; * *Energy/Commodity Security:* Energy prices and financial performance of firms; Inefficiency of energy markets under scarcity; Transition costs under high energy and resource prices; Volatility of energy-related asset prices (both brown and green) and implications for medium and long term investments in energy production technologies, energy commodity assets and energy infrastructure; Implications of net zero policies for the prices of real estate assets, especially for homeowners and households; * *Long Run Investments and Portfolios:* Stability of asset market equilibria under low returns; Regulation (-demand) driven asset prices; Equilibrium asset price levels under structural transformation and high uncertainty; Net zero pledges and the possible trade-off between sustainability and returns; Engagement versus divesting. The final program will include both submitted and invited papers. Acceptances received so far from invited speakers include *Helen Rey* (London Business School), *Elisa Giuliani *(University of Pisa) and *Moritz Schularick *(Sciences Po Paris & University of Bonn). The Conference will also include panel discussions on the major issues at stake with the views of researchers', practitioners' and policy makers. The SCIENTIFIC COMMITTEE for the Conference consists of: *Moritz Schularick *(Sciences Po Paris & University of Bonn, Programme Chair) *Francesca Campolongo* (Joint Research Center, European Commission) *Rajna Gibson* (University of Geneva & Geneva Finance Research Institute) *Helmut Kraemer-Eis* (European Investment Fund) *Jan Pieter Krahnen *(Leibniz Institute for Financial Research SAFE & Goethe University) *Steven Ongena *(University of Zurich, Swiss Finance Institute, KU Leuven, NTNU Business School & CEPR) *Loriana Pelizzon *(Ca’ Foscari University of Venice, Leibniz Institute for Financial Research SAFE & Goethe University) *Roberto Rigobon* (MIT Sloan School of Management) *Stephen Schaefer *(London Business School) *Marti Subrahmanyam *(NYU Stern Business School) *Christoph Trebesch* (Kiel Institute) CALL FOR PAPERS Those wishing to present a paper at the Conference should submit by *May 31, 2023 *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, 2023*. The final version of accepted papers must be received by August 31, 2023. 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-2023

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Summer School Mathematical foundations of Quantum Machine Learning
by Sonia Mazzucchi 15 Mar '23

15 Mar '23

Dear all, We are glad to announce the Summer School *Mathematical Foundations of Quantum Machine Learning*, to be held from 10 to 14 July 2023 at the University of Trento. The aim of the School is to present in an accessible way to a wide audience the mathematical theory underlying Quantum Machine Learning, through three mini courses held by researchers active in this field: Giacomo De Palma (University of Bologna) *Quantum Machine Learning*, Dario Trevisan (University of Pisa) *Quantum algorithms*, Leonardo Banchi (University of Firenze) *Laboratory*. The School aims to provide an opportunity for different communities to meet up, fostering the interactions, allowing exchanges of ideas and methods and contributing to the diffusion of open problems. It is meant mainly for master and graduate students, but also for postdocs, young as well as senior researchers interested in approaching this blooming research field. Registration is open on the website http://datascience.maths.unitn.it/events/qml2023/ We hope to see you in Trento! Sonia Mazzucchi, Claudio Agostinelli, Gian Paolo Leonardi, Valter Moretti -- Prof. Sonia Mazzucchi, PhD Department of Mathematics University of Trento - Italy

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Seminar by Yacine Ait Sahalia in Verona, Monday 20/3/2023 at noon: How and When are High-Frequency Prices Predictable?
by Cecilia Mancini 15 Mar '23

15 Mar '23

Dear all, Professor Yacine Ait Sahalia, from Princeton University, will give the seminar How and When are High-Frequency Prices Predictable? on Monday 20/3/2023 at the Department of Economics of the Verona University, at 12 p.m. in sala Vaona, 1st floor, Santa Marta main building, via Cantarane 24, Verona It will be possible to attend the seminar also on zoom (the meeting ID is given at the official page https://www.dse.univr.it/?ent=seminario&id=5807) All interested people will be very welcome. Best regards, Cecilia Abstract: This paper studies the predictability of ultra high-frequency stock returns and durations to relevant events, using machine learning methods. We find that, contrary to low frequency and long horizon returns, where predictability is rare and inconsistent, predictability in high frequency returns and durations is large, systematic and pervasive. We identify the relevant predictors and examine what determines the variation in predictability across different stocks and market environments. Next, we compute how the predictability varies with the timeliness of the data on a scale of milliseconds. Finally, we determine the value of getting a (short-lived and imperfect) peek at the incoming order flow, an ability that is often attributed to the fastest high frequency traders, in terms of improving the predictability. (joint work with Jianqing Fan, Lirong Xue and Yifeng Zhou) web page of Yacine: https://www.princeton.edu/~yacine/

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The 34th REVES website is now Live!
by Alessandra Fabbri Colabich 15 Mar '23

15 Mar '23

Dear colleagues, This is a notice to announce that the 34th REVES website is now Live! www.reves.cnr.it <https://sites.google.com/view/reves-cnr> REVES (Espérance de Vie et Santé) is an international organization for the promotion of the use of health expectancies as an indicator of the health of populations. The call for abstracts is open with following thematic areas: · Life expectancy and healthy expectancies · Chronic diseases in older population · Health inequalities · Social Determinants of health · Mobility, functional limitations, disability, frailty, and dependence · Cognitive impairment, depression and others · Longevity · Public policies We encourage your abstract submission at: reves.italy.2023(a)gmail.com Abstract must have title, objectives, methods, results, conclusions (350 maximum words, excluding title), and three key words. The deadline for submission is March 27th. The conference will be held at the Botanical Garden in Padova, Italy, on May 24-26, 2023. Pre-conference workshops on softwares to compute health expectancy (IMaCh and SPACE) will be held on 22 and 23 May at the Department of Statistical Sciences, Padova University. For further questions, please write to us (reves.italy.2023(a)gmail.com) The conference organizers wish you a wonderful day! For the conference organizers, Manuela Scioni

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OWPS Tomorrow: Amandine Veber and Apolline Louvet
by Alberto Chiarini 14 Mar '23

14 Mar '23

Dear all, A reminder that tomorrow (Wednesday), from 15:00 to 17:00 UTC, Amandine Veber (Université Paris Cité) and Apolline Louvet (University of Bath) will be speaking at the One World Probability Seminar. Title, abstract and the zoom link are below the signature and can be found on the website https://www.owprobability.org/one-world-probability-seminar. We kindly ask that you share this message within your community. With best wishes, Alberto Chiarini (Padua) and Adrián González Casanova (Berkeley and México) ----------------------------------------------------------------------------------------------------------- Talk 1 : Amandine Veber (Université Paris Cité) Title : Modelling the evolution of genetic diversity in a population living in a spatial continuum Abstract : The spatial structure of a population influences the way genes are transmitted from one generation to the next, and consequently how the genetic diversity in the population evolves through time. To model this evolution when the population lives in continuous space (a forest, a mountain range, ...), a stochastic process called the spatial Lambda-Fleming-Viot process was introduced in 2008 by Alison Etheridge (Oxford Univ.) and Nick Barton (IST Austria), and has been developed in a various directions since then. We shall review some of the results obtained thanks to this approach, and related questions that are still open. Talk 2 : Apolline Louvet (University of Bath) Title : Constructing a stochastic population genetics process for populations expanding in a spatial continuum Abstract : Spatial Lambda-Fleming Viot processes, or SLFVs, are a family of models for the evolution of genetic diversity in populations living in a spatial continuum. Their main characteristics is their "event-based" reproduction dynamics and the assumption that the area occupied is constant over time. In this talk, I will show how the SLFV modelling framework can be extended to include spatially expanding populations. In order to do so, I will introduce one possible approach to construct SLFVs formally, which is a variant of the method introduced in 2015 by Amandine Véber (Univ. Paris Cité) and Anton Wakolbinger (GU Frankfurt). This approach makes it possible to couple SLFV processes and explore new limiting regimes. Zoom-link: https://unipd.zoom.us/j/89102101516?pwd=Tnh4alR2cHZycVE4bHpzMU44TmxiQT09 Meeting ID: 891 0210 1516  Passcode: 959041 If you are having trouble with zoom, or if the capacity of the zoom room gets exceeded, you can also access to the Youtube live stream at the channel of the seminar: https://www.youtube.com/channel/UCiLiEQGTp6bZEhuHDM-WNWQ

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Seminar announcement
by Marco Scarsini 14 Mar '23

14 Mar '23

Friday, March 17th 11.30 - 12.30 Luiss | Viale Romania, 32 | Room 310 Arkadi Predtetchinski (Maastricht University) 0-1 Laws for a Control Problem with Random Action Sets In many control problems there is only limited information about the actions that will be available at future stages. We introduce a framework where the controller sequentially chooses actions a0, a1, ... one at a time. Her goal is to maximize the probability that the infinite sequence a0, a1,... is an element of a subset G of the set of infinite sequences of natural numbers. The set G is assumed to be a Borel tail set. The controller's choices are restricted: having taken a sequence ht of actions prior to stage t, she must choose a decision at stage t from a restricted set A(ht) of natural number. The set A(ht) is chosen randomly from a distribution pt, independently over all time periods and past histories. We consider several information structures defined by how far into the future the controller knows what actions will be available. In the special case where all the action sets are singletons (and thus the controller is a dummy), Kolmogorov’s 0-1 law says that the probability for the goal to be reached is 0 or 1. We construct a number of counterexamples to show that in general the value of the control problem can be strictly between 0 and 1, and derive several sufficient conditions for the 0-1 "law" to hold. Joint work with Janos Flesch, William Sudderth, Xavier Venel ******************************************************* 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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Spring Colloquium on Probability and Finance in Padova (13 April 2023)
by Giorgia Callegaro 13 Mar '23

13 Mar '23

Dear all, We are glad to announce the 4th edition of the Spring Colloquium on Probability and Finance, held at the University of Padova, on 13 April 2023. The Colloquium will bring together researchers in stochastic analysis and mathematical finance, featuring invited plenary talks by leading scholars in the field. Attendance is free but registration is required (on the conference website). Website: *https://events.math.unipd.it/SpringColloquium4/node/32 <https://events.math.unipd.it/SpringColloquium4/node/32>* Invited plenary speakers (list to be completed soon!): - Katia COLANERI (University of Rome - Tor Vergata, IT) - Mao Fabrice DJETE (Ecole Polytechnique, FR) - Caroline HILLAIRET (ENSAE - CREST, FR) - Cosimo Andrea MUNARI (University of Zurich, CH) - Sergio PULIDO (ENSIIE - LaMME, FR) We hope to see you in Padova! Best wishes, Giorgia Callegaro and Claudio Fontana -- 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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Seminar in Statistics - ELISABETH GASSIAT
by Pierpaolo De Blasi 13 Mar '23

13 Mar '23

SEMINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO <https://www.carloalberto.org/events/category/seminars/seminars-in-statistic…> Venerdi 17 Marzo 2023, alle ore 12.00, presso il Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario: ------------------------------------------------ Speaker: *Elisabeth Gassiat* (Université Paris-Saclay) Title: *Deconvolution with unknown noise distribution is possible. Application to distribution and support learning* Abstract: I consider the deconvolution problem in the case where no information is known about the noise distribution. More precisely, no assumption is made on the noise distribution and no samples are available to estimate it: the deconvolution problem is solved based only on observations of the corrupted signal. I will present an identifiability result, and its use for statistical inference in various applications. ------------------------------------------------ Sarà possibile seguire il seminario anche in streaming: Join Zoom Meeting <https://us02web.zoom.us/j/88424860408?pwd=VE1yYVIwN0dleE50aUxLd0lhNkMrZz09> Il seminario è organizzato dalla "de Castro" Statistics Initiative www.carloalberto.org/stats -- Pierpaolo De Blasi University of Torino & Collegio Carlo Alberto carloalberto.org/pdeblasi <https://sites.google.com/a/carloalberto.org/pdeblasi/>

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Submission of titles and abstracts for talks at the 11th General AMaMeF Conference (Bielefeld, June 26-30, 2023)
by Ferrari, Giorgio 10 Mar '23

10 Mar '23

Dear Colleagues, we would like to inform you that the submission of titles and abstracts for talks at the /11th General AMaMeF Conference/ ( https://sites.google.com/view/amamef-2023/overview ) is now open: https://sites.google.com/view/amamef-2023/abstract-submission *Please note that the deadline for abstracts' submissions is April 9. Acceptance will be confirmed by April 23 and the registration to the conference will open on April 24.* All the details about deadlines, registration and fees are listed here: https://sites.google.com/view/amamef-2023/participation-fees-and-dates All the best wishes and looking forward to welcoming you in Bielefeld in the Summer! Giorgio Ferrari and Frank Riedel

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SPASS Seminar: Avi Mayorcas
by Francesco Grotto 10 Mar '23

10 Mar '23

Dear Colleagues, We would like to invite you to the following SPASS seminar, jointly organized by UniPi, SNS, UniFi and UniSi: Blow-up criteria for an SPDE model of chemotaxis Avi Mayorcas (TU Berlin) The seminar will take place on TUE, 14.3.2023 at 14:00 CET in Sala Seminari, Dipartimento di Matematica, Pisa and streamed online at the link below. The organizers, A. Agazzi, G. Bet, A. Caraceni, F. Grotto, G. Zanco https://sites.google.com/unipi.it/spass -------------------------------------------- *Abstract: **Chemotaxis and related phenomena have been an active area of mathematical research since statistical and PDE models were first proposed by C. Patlak (’53) and E. Keller & L. Segel (’71). They are commonly studied through mean field PDE models and a common feature of these equations is the possibility of finite time blow-up under given model parameters. Recently it was shown that advection by a sufficiently strong relaxation enhancing vector field could suppress this blow up (Kiselev & Xu ’16, Iyer, Zlatos & Xu ’20). In this talk I will discuss new results (obtained with M. Tomašević) regarding criteria for the persistence of blow-up for an SPDE model of chemotaxis with stochastic advection. The noise we cover is of a form recently shown to be almost surely relaxation enhancing (Gess & Yaroslavtsev ’21) and closely related to those studied in recent works by Galeati, Flandoli and Luo.*

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Next OWPS on March 15th: Amandine Veber and Apolline Louvet
by Alberto Chiarini 09 Mar '23

09 Mar '23

OWPS's next session will be on Wednesday the 15th of March of from 15:00 to 17:00 UTC. Our next speakers are: Amandine Veber (Université Paris Cité) and Apolline Louvet (University of Bath) Title, abstract and the zoom link are below the signature and can be found on the website https://www.owprobability.org/one-world-probability-seminar. We have found that many that subscribed to the mailing list to receive these updates are not receiving them anymore. If you are interested in the project, we kindly ask you to resubscribe to the mailing list and share this announcement within your community. With best wishes, Alberto Chiarini (Padua) and Adrián González Casanova (Berkeley and México) ----------------------------------------------------------------------------------------------------------- Talk 1 : Amandine Veber (Université Paris Cité) Title : Modelling the evolution of genetic diversity in a population living in a spatial continuum Abstract : The spatial structure of a population influences the way genes are transmitted from one generation to the next, and consequently how the genetic diversity in the population evolves through time. To model this evolution when the population lives in continuous space (a forest, a mountain range, ...), a stochastic process called the spatial Lambda-Fleming-Viot process was introduced in 2008 by Alison Etheridge (Oxford Univ.) and Nick Barton (IST Austria), and has been developed in a various directions since then. We shall review some of the results obtained thanks to this approach, and related questions that are still open. Talk 2 : Apolline Louvet (University of Bath) Title : Constructing a stochastic population genetics process for populations expanding in a spatial continuum Abstract : Spatial Lambda-Fleming Viot processes, or SLFVs, are a family of models for the evolution of genetic diversity in populations living in a spatial continuum. Their main characteristics is their "event-based" reproduction dynamics and the assumption that the area occupied is constant over time. In this talk, I will show how the SLFV modelling framework can be extended to include spatially expanding populations. In order to do so, I will introduce one possible approach to construct SLFVs formally, which is a variant of the method introduced in 2015 by Amandine Véber (Univ. Paris Cité) and Anton Wakolbinger (GU Frankfurt). This approach makes it possible to couple SLFV processes and explore new limiting regimes. Zoom-link: https://unipd.zoom.us/j/89102101516?pwd=Tnh4alR2cHZycVE4bHpzMU44TmxiQT09 Meeting ID: 891 0210 1516  Passcode: 959041 If you are having trouble with zoom, or if the capacity of the zoom room gets exceeded, you can also access to the Youtube live stream at the channel of the seminar: https://www.youtube.com/channel/UCiLiEQGTp6bZEhuHDM-WNWQ

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41st Finnish Summer School on Probability and Statistics, Lammi Finland 22-26.5.2023
by Gasbarra, Dario 09 Mar '23

09 Mar '23

Cari amici probabilisti e statistici, sono aperte le iscrizioni per la 41a scuola estiva finlandese di probabilita' e statistica, 22-26.5.2022 Lammi, Finlandia. Per ulteriori informazioni visitate il sito https://fdnss.fi/41st-finnish-summer-school-on-probability-and-statistics/ Dear friends of Stochastics and Statistics, registration for the 41th Finnish Summer School on Probability and Statistics in Lammi, Finland 22-26.5.2023 is open, please check the website https://fdnss.fi/41st-finnish-summer-school-on-probability-and-statistics/ Minicourses: Beatrice Acciaio (ETH Zurich) Stochastic optimal transport and applications in mathematical finance Persi Diaconis (Stanford) The Markov Chain Monte Carlo Revolution : Recent Progress Yuliya Mishura (Taras Shevchenko National University of Kyiv): Standard and fractional stochastic differential equations of CIR and CKLS type: properties of solutions, reflection and statistical inference . Distinguished guest lecture by Susan Holmes (Stanford) Statistics and Geometry for Biological Systems See you in Lammi ! Dario Gasbarra, Department of Mathematics and Statistics University of Helsinki

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Corso di dottorato "Stochastic control, games and mean field games via forward-backward SDEs and applications in economics and finance"
by Fabio Antonelli 08 Mar '23

08 Mar '23

Con preghiera di diffusione -------------------------------------------------------- Prof. Giorgio Ferrari and Dr. Jodi Dianetti will give the following Ph.D course at DISIM dell'Università di L'Aquila Via Vetoio - loc. Coppito - L'Aquila in mixed mode (online and in presence) Stochastic control, games and mean field games via forward-backward SDEs and applications in economics and finance. with the following schedule 27 March, 8:30 - 10:00. Ferrari. (online) 28 March, 8:30 - 10:00. Ferrari. (online) 29 March, 14:30-16:00. Dianetti (in presence and online) 30 March, 14:30-16:00. Dianetti (in presence and online) 3 April, 14:30-16:00. Dianetti (in presence and online) 4 April, 14:30-16:00. Dianetti (in presence and online) 5 April, 14:30-16:00. Dianetti (in presence and online) Abstract and further information (room and links) to be found at the link http://people.disim.univaq.it/~dottorato_mate_mode/ All interested people. are welcome. Please, register by using the form at the link https://docs.google.com/forms/d/e/1FAIpQLSdKEBfwFywKasu0n1lZaVwhYH4uM2AxWfr… [https://lh4.googleusercontent.com/mBsRy-IvwqbmIaQk9Xq-QfkTEquhunQ7-dT6UIfWH…]<https://docs.google.com/forms/d/e/1FAIpQLSdKEBfwFywKasu0n1lZaVwhYH4uM2AxWfr…> Stochastic control, games and mean field games via forward-backward SDEs and applications in economics and finance<https://docs.google.com/forms/d/e/1FAIpQLSdKEBfwFywKasu0n1lZaVwhYH4uM2AxWfr…> Corso di Dottorato presso DISIM - Università di L' Aquila - prof. G. Ferrari e Dr. J. Dianetti docs.google.com Fabio Antonelli DISIM Università di L'Aquila Via Vetoio - Loc. Coppito 67100 L'Aquila (ITALY) email: fabio.antonelli(a)univaq.it

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Ph.D. Course "Mathematical aspects of quantum information theory"
by Bertini, Lorenzo 08 Mar '23

08 Mar '23

Annuncment of Ph.D. Course MATHEMATICAL ASPECTS OF QUANTUM INFORMATION THEORY Prof. Dario Trevisan Dates of the lectures: Mo 23/01, Fr 27/01, Fr 03/02, Th. 9/02, Mo 13/02, Fr 17/02 Timetable: 11:00 - 13:000 Location: Aula B. Dipartimento di Matematica, Universita' di Roma La Sapienza Topics: 1. Principles of QM: pure and mixed states, observables, tensor products and entanglement. 2. Examples: qudits, spin chains, Gaussian systems. 3. Open quantum systems: CPTP maps, quantum Markov semigroups and their generators. 4. Distances between quantum states: trace distance, fidelity, quantum optimal transport. 5. Quantum entropy and its properties. A quantum channel coding theorem. Bibliography: - Nielsen, M.A. and Chuang, I.L., Quantum Computation and Quantum Information: 10th Anniversary Edition, Cambridge University Press, 2010 - Naaijkens, Pieter. Quantum spin systems on infinite lattices. eScholarship, University of California, 2013. Best Regards, Lorenzo Bertini Dipartimento di Matematica Universita' di Roma La Sapienza | Tel: +39 - 06 4991 4974 P.le A. Moro 2, 00185 Roma | E-mail: bertini(a)mat.uniroma1.it Italy Home page: http://www.mat.uniroma1.it/people/bertini/ama/

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Seminario di K. Khanin a Milano-Bicocca (14 mar 2023)
by Francesco Caravenna 07 Mar '23

07 Mar '23

Ho il piacere di annunciare il seguente seminario, nell'ambito del Seminario Matematico e Fisico di Milano: Autore: Konstantin Khanin (University of Toronto) Titolo: On KPZ problem and statistics of stochastic flows Quando: martedì 14 marzo 2023 ore 11:30 Dove: aula 3014, Dipartimento di Matematica e Applicazioni di Milano-Bicocca (Edificio U5, via Cozzi 55, Milano) Segue il riassunto. Tutti gli interessati sono invitati a partecipare. Francesco Caravenna %%%%%%%%%%%%%%%%%%%%%%%%%% Abstract: In this talk we will discuss a geometrical approach to the problem of the KPZ Universality. Instead of looking at the height (interface) function and Airy processes, we will focus on the statistics of shocks and points of concentration of mass. We will also discuss the connection with the problem of the coalescing Brownian motions and coalescing fractional Brownian motions. %%%%%%%%%%%%%%%%%%%%%%%%%% -- _________________________________________ Francesco Caravenna Dipartimento di Matematica e Applicazioni Università degli Studi di Milano-Bicocca Via Cozzi 55, 20125 Milano, Italy Office 3016, U5 building https://staff.matapp.unimib.it/~fcaraven/ _________________________________________

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Change of time and location - De Finetti Risk Seminar - March 8
by Emanuela Rosazza Gianin 06 Mar '23

06 Mar '23

Dear all, Please note that, because of the strike of public transports, the talk of Peter Tankov here below will take place *On March 8, 2023 at 15.00,** Aula Dottorato, First Floor,* Dipart. Matematica, Università di Milano, Via Saldini 50, Milano. Best regards, Emanuela ---------- Forwarded message --------- Da: Emanuela Rosazza Gianin <emanuela.rosazza1(a)unimib.it> Date: ven 3 mar 2023 alle ore 16:55 Subject: De Finetti Risk Seminar - March 8, 2023 To: random <random(a)fields.dm.unipi.it> 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: Peter Tankov ENSAE Paris, France Title: Decarbonization dynamics of a large financial market: a mean-field game approach Abstract: We build a model of a financial market where a large number of firms determine their emission strategies under climate transition risk in the presence of both green-minded and neutral investors. The firms maximize a criterion depending on their financial performance (determined by the equilibrium share price), and their environmental performance. The interaction between the firms takes place through the stochastic discount factor, determined in equilibrium by the investors' preferences. We formalize the problem in the setting of mean-field games and prove the existence and uniqueness of a Nash equilibrium for firms. We then present a convergent numerical algorithm for computing this equilibrium and illustrate the impact of climate transition risk and the presence of green-minded investors on the market decarbonization dynamics and share prices in a variety of settings. LOCATION: The seminar will be held on *March 8, *2023 at *18.00,* Aula Di Rappresentanza, Dipart. Matematica, Università di Milano, Via Saldini 50, Milano. Scientific Committee Prof. Simone Cerreia-Voglio (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) ****************************************** Emanuela Rosazza Gianin Dipartimento di Statistica e Metodi Quantitativi Università di Milano-Bicocca Edificio U7 – 4° Piano Via Bicocca degli Arcimboldi, 8 20126 Milano Tel. 02 64483208 e-mail: emanuela.rosazza1(a)unimib.it ******************************************

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Apply to the MSCA MaRaThoN@University of Padua 2023 by 4 April 2023
by Tiziano Vargiolu 06 Mar '23

06 Mar '23

Please circulate among all potentially interested people ------------------ The University of Padua will organize a new in person edition of the MSCA MaRaThoN@University of Padua - Master your Research and Training Needs from 22 to 24 May, 2023. This intensive training programme, which has reached its seventh edition, is addressed to top researchers, willing to submit a Horizon Europe Marie Sklodowska-Curie Postdoctoral Fellowship with the University of Padua as their Host Institution. Interactive classes will focus on how to write a successful proposal for the next Postdoctoral Fellowships (PF) call. Marie Skłodowska-Curie Actions are intended for experienced researchers (holding a PhD degree) of any age, nationality or discipline. They fund excellent researchers who wish to carry out their research activities abroad, acquire new skills and develop their careers. The University of Padua offers a unique opportunity for researchers to work with highly qualified research groups across a broad inter-disciplinary network of scientific areas. Moreover, hosting an increasing number of Postdoctoral Fellowships, it allows promising and motivated scientists to join a well-established and lively community of Marie Curie fellows. If you wish to apply to the MSCA MaRaThoN@ University of Padua 2023, please visit https://www.unipd.it/en/msca-marathon23 for relevant information. Application deadline to the MSCA MaRaThoN@University of Padua is 4 April 2023 at 1 p.m. Italian time zone. The new call for the Horizon Europe Marie Sklodowska-Curie Postdoctoral Fellowships will be launched by the European Commission on 12 April with deadline on 13 September 2023. Outstanding candidates who are not funded, but receive the Seal of Excellence for their high quality MSCA - Postdoctoral Fellowship proposals above the quality threshold, scoring 85/100 or higher, may apply for alternative funding under the MSCA Seal of Excellence@University of Padua programme. More info here: http://www.unipd.it/en/msca-seal-excellence For any further inquiries, please contact the University International Research Office - mariecurie.marathon(a)unipd.it Best Regards 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: Thu, 23 Feb 2023 11:05:19 +0100 From: International Research Unipd <international.research(a)unipd.it> To: "lista-direttori(a)unipd.it" <lista-direttori(a)unipd.it>, "lista-direzioni.dip(a)unipd.it" <lista-direzioni.dip(a)unipd.it>, "lista-docenti(a)unipd.it" <lista-docenti(a)unipd.it>, "lista-sad(a)unipd.it" <lista-sad(a)unipd.it>, Ufficio Ricerca DAFNAE <ricerca.dafnae(a)unipd.it>, ricerca.dbc(a)unipd.it, Ricerca Biologia <ricerca.biologia(a)unipd.it>, Ricerca Bca <ricerca.bca(a)unipd.it>, Ricerca Dpcd <ricerca.dpcd(a)unipd.it>, comunicazionericerca.dirpubblico(a)unipd.it, Ricerca Fisppa <ricerca.fisppa(a)unipd.it>, Settore Ricerca <settore.ricerca(a)dfa.unipd.it>, ricerca.geoscienze(a)unipd.it, ricerca(a)dicea.unipd.it, Ufficio Ricerca DEI <ricerca(a)dei.unipd.it>, DII Ricerca <ricerca.dii(a)unipd.it>, servizio.ricerca(a)dii.unipd.it, Ricerca DM <ricerca(a)math.unipd.it>, Ricerca DIMED <ricerca.dimed(a)unipd.it>, Ricerca maps <ricerca.maps(a)unipd.it>, Ricerca Dmm <ricerca.dmm(a)unipd.it>, Ricerca Neuroscienze <ricerca.neuroscienze(a)unipd.it>, Ricerca DPSS UniPD <ricerca.dpss(a)unipd.it>, ricerca.dpg(a)unipd.it, ricerca.sdb(a)unipd.it, ricerca.biomed(a)unipd.it, Ricerca DCTV <ricerca.dctv(a)unipd.it>, Melania Brolis - Segreteria Scientifica <scientifica.chimica(a)unipd.it>, ricerca.discog(a)unipd.it, Ricerca Dsf <ricerca.dsf(a)unipd.it>, Segreteria Scientifica Dsea <scientifica.economia(a)unipd.it>, Scientifica Spgi <scientifica.spgi(a)unipd.it>, comm_scientifica(a)stat.unipd.it, ricerca.stat(a)stat.unipd.it, Research Dissgea <research.dissgea(a)unipd.it>, Ricerca Disll <ricerca.disll(a)unipd.it>, Ricerca Dtg <ricerca.dtg(a)unipd.it>, ricerca.tesaf(a)unipd.it Cc: "rettore(a)unipd.it" <rettore(a)unipd.it>, "direttore.generale(a)unipd.it" <direttore.generale(a)unipd.it>, Andrea Berti <andrea.berti(a)unipd.it>, Fabio Zwirner <fabio.zwirner(a)unipd.it>, Francesca Mura <francesca.mura(a)unipd.it> Subject: MSCA Marathon@Unipd 2023 (22-24 maggio) | Iscrizioni entro il 4 aprile p.v. Care Colleghe, cari Colleghi, Segnalo che la prossima call Horizon Europe (HE) dedicata all’Azione Marie Sklodowska-Curie Postdoctoral Fellowships (MSCA-PF) si aprirà il 12 aprile con scadenza il 13 settembre 2023. Le Postdoctoral Fellowships sono finanziamenti indirizzati a sostenere i progetti di giovani ricercatrici e ricercatori eccellenti, che lavorino in collaborazione con un docente Supervisor presso la Host Institution selezionata. Si rivolgono a scienziate e scienziati in possesso del titolo di dottore di ricerca da non più di otto anni. Iniziato nel 2021, il Programma HE ha visto un’attiva partecipazione dell’Ateneo, che ha conseguito ottimi risultati per numero di fellowship assegnate: nell’ultima call 2022, i cui esiti sono stati annunciati in questi giorni (All. 3 - Report Unipd – MSCA 2022), risultano 15 le proposte vincitrici e 13 quelle al momento collocate in lista di riserva. Dal 2014, nell’ambito dei programmi quadro Horizon 2020 e Horizon Europe, sono in totale 106 le ricercatrici e i ricercatori che hanno ottenuto una borsa Marie Skłodowska Curie con l’Università di Padova. Il report allegato illustra il numero di Dipartimenti coinvolti nelle candidature (Report Unipd – MSCA 2022). Tale successo si deve certamente anche alle iniziative promosse dall’Università che sostengono l’Azione, quali la MSCA MaRaThoN - Master your Research and Training Needs, un corso intensivo di preparazione alla scrittura di una proposta progettuale, che intende portare a Padova aspiranti Fellow di talento. Dal 2021, in HE, sono 21 le ricercatrici e i ricercatori partecipanti alla MSCA MaRaThoN ad aver ottenuto una fellowship e 15 ad aver ottenuto il riconoscimento “Seal of Excellence”. La nuova edizione del percorso formativo, che verrà organizzata in presenza dal 22 al 24 maggio 2023, è aperta a 40 potenziali "postdoctoral fellows" selezionati in base ai loro CV e proposal summary. L’Università sosterrà le spese di viaggio e alloggio alle candidate e ai candidati selezionati. Per partecipare, le interessate e gli interessati devono rispettare le condizioni di ammissibilità stabilite dal programma HE MSCA-PF (quali il possesso del titolo di dottore di ricerca da non più di otto anni) e la regola di mobilità indicata dalla call. Il termine per la presentazione delle candidature MSCA MaRaThoN è fissato alle ore 13.00 di martedì 4 aprile 2023. Tutte le informazioni sono disponibili al link https://www.unipd.it/en/msca-marathon23. La pagina contiene anche i nominativi dei docenti che negli scorsi anni si sono proposti quali Supervisor, decidendo di accogliere potenziali Fellow Marie Sklodowska-Curie nel proprio team di ricerca. Chi di voi avesse intenzione di ricoprire per la prima volta il ruolo di Supervisor, o di aggiornare i propri dati, può segnalarlo compilando il modulo on line: https://www.unipd.it/supervisor-form. Per maggiori dettagli sul bando MSCA-PF e sull’importanza dell’azione dei Supervisor nei progetti, vi invito a visionare la registrazione dell’incontro FOCUS ON MSCA – “Le Azioni MSCA Postdoctoral Fellowships in Horizon Europe: Perché fare il supervisor?” (accesso con Single Sign On):https://elearning.unipd.it/ufficiserviziapplicazioni/mod/page/view.php?id=1 5936 Vi chiedo di collaborare attivamente alla diffusione dell’iniziativa, così da favorire la più ampia partecipazione dell’Ateneo al prossimo bando MSCA-PF. Per segnalare la MaRaThoN@Unipd 2023 ai vostri contatti internazionali potrete utilizzare la traccia di mail informativa e l’Announcement ufficiale dell’evento, entrambi in allegato. Comunico infine che per il 2024 l'Ateneo intende proseguire con l’iniziativa a supporto delle proposte assegnatarie del sigillo della Commissione Europea “Seal of Excellence”: https://www.unipd.it/en/msca-seal-excellence-unipd Per ulteriori approfondimenti, non esitate a contattare l’Ufficio Ricerca Internazionale (mariecurie.marathon(a)unipd.it - persone di riferimento: Viviana Gialain - int. 1945, Alice Beggiato - int. 1821). Vi ringrazio per la preziosa collaborazione. Un saluto cordiale, Fabio Zwirner Prorettore alla Ricerca Università di Padova Allegati: 1. Announcement MSCA MaRaThoN@Unipd 2023; 2. Modello mail informativa (inglese) promozione MSCA MaRaThoN@Unipd 2023 3. Report Unipd - MSCA PF 2022 -- Ufficio Ricerca Internazionale | International Research Office Università degli Studi di Padova | University of Padua Via Martiri della Libertà, 8 - 35137 Padova, Italia | Italy http://www.unipd.it/ricercainternazionale https://www.unipd.it/en/supportingresearch FB: International Research Office Twitter: Ricerca Int. UniPd@ServizioRicerc LinkedIN: Int. Research Office Unipd Il contenuto di questa email e' confidenziale ed indirizzato al solo destinatario specificato nel messaggio. Se ricevuto per errore, e' proibita qualsiasi azione atta a divulgare e utilizzare le informazioni in esso contenute. Si invita a rispondere al messaggio e a procedere alla sua cancellazione per garantire che tale errore non si verifichi piu'. 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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Espressione di interesse per il Dipartimento di Matematica-Politecnico di Milano
by Luisa Andreis 03 Mar '23

03 Mar '23

Care colleghe e cari colleghi, Vi allego qui l’annuncio della possibilità di presentare al Dipartimento di Matematica del Politecnico di Milano espressioni di interesse per svariate posizioni (tenured-track position, associate o full professor). Vi prego di inoltrare questo annuncio a chi pensate possa essere interessata/o. Cordiali saluti, Luisa Andreis ------------------------------------------------------- RTD-B Dipartimento di Matematica Politecnico di Milano Personal webpage: https://sites.google.com/view/luisaandreis/home Email: luisa.andreis(a)polimi.it<mailto:luisa.andreis@polimi.it> ———————————————————————————————————————————————————————————— Thanks to the award of “Excellence Department” obtained from the Italian Ministery (MUR), the Department of Mathematics, Politecnico di Milano, Italy (www.mate.polimi.it<http://www.mate.polimi.it>) is seeking expressions of interest for Associate or Full Professor (permanent position) and tenured-track positions, to be covered starting from 2023 by outstanding scientists. Candidates in all areas of pure and applied mathematics will be considered and are invited to submit their files (see below). In particular, candidates with research interests related to the topics below are particularly welcome: - mathematical analysis, functional analysis, PDEs in fluid mechanics, elasticity, fluid-structure interactions - mathematics for quantum mechanics with attention to its analytical, geometrical and probabilistic features - development and analysis of differential models (PDEs) and their numerical implementation, focusing on some applications to sustainable development issues and biomedicine. Some experience in scientific computing, high-performance computing, or the application of scientific machine learning to this class of problems is appreciated. Successful candidates will be expected to contribute to the activities of the Department, in particular by doing: - Research, by developing/defining research projects, attracting funding, and disseminating their results through top-level publications. - Teaching, by offering courses for approximately 120 hrs per year (this translates to 2 courses per year) to students at the undergraduate and graduate level. - Management, by serving in committees and boards of our university. Candidates applying for professorship must have obtained the Italian national habilitation (ASN) for associate/full professor (see http://abilitazione.miur.it/public/index.php for applications), or must already hold an equivalent certified academic position. Salary is conformal to national standards. Taxes reduction may apply for 5 or more years according to the Italian rules. Interested candidates are kindly requested to submit via the link https://www.mate.polimi.it/forms/call_for_interest.php the following material (one single compressed file): - a curriculum vitae (maximum length 5 pages) - a complete list of publications - research statement (maximum length 2 pages) - a short letter explaining their interest in working in Italy and, in particular, at the Department of Mathematics, Politecnico di Milano (maximum length 1 page) Applications to be considered should reach within April 21, 2023, 5 pm (CET time). The official email of the procedure is call-dmat(a)polimi.it<mailto:call-dmat@polimi.it> Disclaimer Please note that this is a call for interest only, and not a job vacancy advertisement, and that the Department can decide on its own whether or not to open a position and at which level. The actual selection for a position will be based on a public selection procedure pursuant art. 18, comma 1 and 4, of Italian Law 240/2010 Luisa Andreis ------------------------------------------------------- RTD-B Dipartimento di Matematica Politecnico di Milano Personal webpage: https://sites.google.com/view/luisaandreis/home Email: luisa.andreis(a)polimi.it<mailto:luisa.andreis@polimi.it>

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De Finetti Risk Seminar - March 8, 2023
by Emanuela Rosazza Gianin 03 Mar '23

03 Mar '23

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: Peter Tankov ENSAE Paris, France Title: Decarbonization dynamics of a large financial market: a mean-field game approach Abstract: We build a model of a financial market where a large number of firms determine their emission strategies under climate transition risk in the presence of both green-minded and neutral investors. The firms maximize a criterion depending on their financial performance (determined by the equilibrium share price), and their environmental performance. The interaction between the firms takes place through the stochastic discount factor, determined in equilibrium by the investors' preferences. We formalize the problem in the setting of mean-field games and prove the existence and uniqueness of a Nash equilibrium for firms. We then present a convergent numerical algorithm for computing this equilibrium and illustrate the impact of climate transition risk and the presence of green-minded investors on the market decarbonization dynamics and share prices in a variety of settings. LOCATION: The seminar will be held on *March 8, *2023 at *18.00,* Aula Di Rappresentanza, Dipart. Matematica, Università di Milano, Via Saldini 50, Milano. Scientific Committee Prof. Simone Cerreia-Voglio (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) ****************************************** Emanuela Rosazza Gianin Dipartimento di Statistica e Metodi Quantitativi Università di Milano-Bicocca Edificio U7 – 4° Piano Via Bicocca degli Arcimboldi, 8 20126 Milano Tel. 02 64483208 e-mail: emanuela.rosazza1(a)unimib.it ****************************************** RispondiInoltra

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expression of interest for mini-symposium on Graphical Models for Life Science
by Daniela De Canditiis 03 Mar '23

03 Mar '23

Dear Colleagues, this is an invitation to express your interest in participating as a speaker at the following mini-symposium for the IMACS 2023 that will be in September in Rome *Site of Congress*: https://www.imacs2023.eu/index.php/IMACS2023/IMACS2023 *Title of the mini_symposium*: “Graphical Models for Life Science” *Organizers*: Claudia Angelini, Daniela De Canditiis and Italia De Feis (IAC-CNR) *Abstract*: Graphical models are an elegant framework for describing complex systems of random variables. The nodes represent variables, while the edges represent relationships among variables, such as conditional independence. Bayesian networks are direct acyclic graphs, while Markov networks are undirect graphs, both have undergone enormous development in the last decades. Graphical models are helpful for the statistical analysis of data in various domains. Recently, they are becoming strategic for life science, allowing us to infer relations among variables such as genes/proteins/diseases/. However, their use in life science opens novel challenges due to the amount and heterogeneity of the data. This Special Session is open to theoretical and methodological contributions and innovative applications in life science. All interested researchers are welcome to email one of the organizers by the 20th of March 2023. Best Regards Claudia Angelini: claudia.angelini(a)cnr.it <c.angelini(a)na.iac.cnr.it>, Daniela De Canditiis: d.decanditiis(a)iac.cnr.it, Italia De Feis: i.defeis(a)iac.cnr.it -- 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 https://www.iac.cnr.it/personale/daniela-de-canditiis

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Announcement Bernoulli Workshop EPFL September 2023
by Lucio Galeati 02 Mar '23

02 Mar '23

Dear Professors and Colleagues, I am writing to advertise a young researcher workshop that we are organizing for this September (see announcement below) in the Bernoulli Center for fundamental studies <https://bernoulli.epfl.ch/> at EPFL. Feel free to share this announcement among potentially interested participants you might know. There are funding opportunities, but participation is limited. The application for participation and funding is done through this form https://www.epfl.ch/labs/amcv/amcv/events/young-researcher-workshop-enjoyin… The deadline is May 15th. Thanks in advance and best wishes, Michele, Lucio and Massimo ========= *Bernoulli workshop: Enjoying Probability and Fluids in Lausanne* Date: Monday, Sep 18, 2023 -- Friday, Sep 22, 2023 Place: Bernoulli center for fundamental studies at EPFL <https://bernoulli.epfl.ch/>, Lausanne, Switzerland The workshop aims at bringing together some of the most talented early stage researchers working on modern analytic and probabilistic aspects of fluid dynamics. The format will consist of several talks from invited speakers and open discussions. The focus will be on Euler, Navier-Stokes equations and related models. Topics that might be addressed include non-uniqueness, blow-up, bifurcation, invariant measures, ergodicity, mixing. The workshop is intended for early stage researchers (mainly Ph.D. and postdocs) interested in working on these subjects. Support for selected participants will be available. Organizing Commitee: Michele Dolce, Lucio Galeati, Massimo Sorella Website at Bernoulli: https://bernoulli.epfl.ch/programs/enjoying-probability-and-fluids-in-lausa… Website at EPFL: https://www.epfl.ch/labs/amcv/amcv/events/young-researcher-workshop-enjoyin…

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Seminar by Alessandra Faggionato, on March 6th, Padova Seminars in Probability and Finance
by Alberto Chiarini 02 Mar '23

02 Mar '23

Dear Colleagues, We would like to invite you to the "Padova Seminars in Probability and Finance seminar" that will take place on March 6th, 2023 at 16.00, Room 1BC45 at the department of Mathematics “Tullio Levi-Civita". The seminar will be held in person and online via the Zoom platform. _____________________________________________________ Speaker: Alessandra Faggionato (Università La Sapienza) Title: Hydrodynamic limit of simple exclusion processes on point processes with random conductances Date and time: Monday, MARCH 6th at 16.00 Place: room 1BC45 at the Department of Mathematics, University of Padova Zoom link: https://unipd.zoom.us/j/83774362817?pwd=ZDZnRGdZZGpDNDRQd3pMQUw4NUx4dz09 available also on the webpage https://www.math.unipd.it/~bianchi/seminari/ Abstract: We consider continuous-time random walks on a simple point process with random symmetric jump rates. The jump range can be unbounded. We assume some second-moment conditions and that the above randomness is left invariant by the action of the group G = R^d or G = Z^d. We then add the site-exclusion interaction, thus making the particle system a simple exclusion process. We show that, for almost all environments, under diffusive space-time rescaling the system exhibits a hydrodynamic limit in path space. The hydrodynamic equation is non-random and governed by the effective homogenized matrix D of the single random walk, which can be degenerate. The proof relies both on particle duality and on stochastic homogenization for a single random walk. We then focus on specific examples, including the simple exclusion process on Delaunay triangulations. With best regards, Alberto Chiarini Department of Mathematics Tullio Levi-Civita Via Trieste 63 35121 Padova Italy

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Seminario di Markus Fischer - 7 marzo, Sapienza Università di Roma
by Giacomo Di Gesu 02 Mar '23

02 Mar '23

Martedì 7 marzo, ore 14:00, Sala di Consiglio, Dipartimento di Matematica, Sapienza Università di Roma. *Speaker: *Markus Fischer, Università di Padova *Title: *On correlated equilibria and mean field games *Abstract: *Mean field games are limit models for symmetric N-player games, as the number of players N tends to infinity. The prelimit models are usually solved in terms of Nash equilibria. A generalization of the notion of Nash equilibrium, due to Robert Aumann (1974, 1987), is that of correlated equilibrium. In a simple discrete setting, we will discuss correlated equilibria for mean field games and their connection with the underlying N-player games. We first consider equilibria in restricted strategies (Markov open-loop), where control actions depend only on time and a player's own state. In this case, N-player correlated equilibria are seen to converge to the mean field game limit and, conversely, correlated mean field game solutions induce approximate N-player correlated equilibria. We then discuss the problem of constructing approximate equilibria when deviating players have access to the aggregate system state. We also give an explicit example of a correlated mean field game solution not of Nash-type. Results (with L. Campi and Federico Cannerozzi) on a related notion of equilibrium in a diffusion-type setting will be mentioned as well. Joint work with Ofelia Bonesini (Imperial College London) and Luciano Campi (University of Milan "La Statale")

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Seminar Prof. Kostas Kardaras on "Portfolio choice under taxation and time constraints", 02/03/2023 at 4:30pm (fwd)
by Tiziano Vargiolu 01 Mar '23

01 Mar '23

****************************** WHEN? Thursday 2 March 2023 at 4:30pm WHERE? Room: 2BC60 - TORRE ARCHIMEDE, via Trieste 63, 35121 Padova (only in presence) WHO? Prof. Kostas Kardaras (LSE London) WHAT? Seminar on "Portfolio choice under taxation and time constraints" Abstract: We consider the problem of choosing an investment strategy that will maximise utility over distributions, under capital gains tax and constraints on the expected liquidation date. We show that the problem can be decomposed in two separate ones. The first involves choosing an optimal target distribution, while the second involves optimally realising this distribution via an investment strategy and stopping time. For the latter step, a variant of the Azema-Yor solution to the Skorokhod embedding problem is utilised, and its description is given very precisely in terms of solutions to algebraic equations.

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Webinar PRISMA lunedì 6 marzo GUBINELLI-CALVIA
by Claudia Ceci 28 Feb '23

28 Feb '23

Buongiorno a tutt* ho il piacere di annunciare il prossimo webinar del ciclo di seminari online promosso dal Gruppo UMI PRISMA (http://www.umi-prisma.polito.it/index.html) *Lunedì 6 marzo 2023, * *ore 16-17 Alessandro Calvia* *Titolo: *Stochastic filtering in a non-Markovian framework with predictable jump times. *Abstract:* Stochastic filtering is a classic branch of applied probability. Research on this subject began with the pioneering works of N. Wiener and R. E. Kalman; since then, it has vastly expanded in numerous directions and is still ongoing. The starting point of a stochastic filtering problem is a partially observed system, i.e., a model consisting of a signal (or unobserved) process and an observed process. The main goal is to compute an equation satisfied by the filter, which is the conditional distribution of the hidden signal given the available observation. To deduce filtering equations, classic models usually feature Markovian signal-observation pairs that may only have totally inaccessible jump times. In this talk I will present a non-Markovian model, with path-dependent coefficients, that also allows for predictable jump times both in the signal and in the observed process. These two features naturally arise in various applications and require some new ideas and non-trivial technical tools to be dealt with in the context of stochastic filtering. After providing some examples, I will deduce the filtering equation and, if time permits, I will discuss some possible future research. This is joint work with Elena Bandini and Katia Colaneri. *ore 17-18 **Massimiliano Gubinelli* *Titolo:* What is stochastic quantisation? *Abstract:* Euclidean quantum fields (EQFs) are probability measures on spaces of generalized functions on R^d out of which one can construct quantum field theories via a well understood procedure. Proving the existence of non-Gaussian Euclidean quantum fields in dimensions d=2,3 has been proved quite challenging, and informed the development of new mathematical techniques (logarithmic Sobolev inequalities, phase-space expansion, cluster and polymer expansions, renormalization group). More recently, also thanks to development in the theory of singular stochastic partial differential equations, the study of these probability measures has been taken on again, from the point of view of stochastic analysis. I will try to give a broad panorama of this stochastic approach, of his results and of the many open problems. As a result I would like to motivate the idea that stochastic quantisation should be seen as a novel kind of stochastic analysis adapted to situations, like EQFs, where stochastic calculus alone is not effective due to singular nature of the objects or the lack of a useful filtration. Qui di seguito il link per la partecipazione: https://teams.microsoft.com/l/meetup-join/19%3ad685b25ed15f4821ac5168e63cf9… Cari saluti, Claudia Ceci *************************************************************************** Claudia Ceci Dipartimento di Metodi e Modelli per l’Economia, il Territorio e la Finanza (MEMOTEF) Università di Roma La Sapienza Via Del Castro Laurenziano 9 Roma 00161 Italy Email: claudia.ceci(a)uniroma1.it

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OWPS Tomorrow: Alan Hammond and Tyler J. Helmuth
by Alberto Chiarini 28 Feb '23

28 Feb '23

Dear all, A reminder that tomorrow (Wednesday), from 15:00 to 17:00 UTC, Alan Hammond and Tyler J. Helmuth will be speaking at the One World Probability Seminar. Titles, abstracts and the zoom link are below the signature and will also be posted on the website https://www.owprobability.org/one-world-probability-seminar. We kindly ask that you share this message within your community. Best wishes, Alberto Chiarini and Adrián González Casanova ----------------------------------------------------------------------------------------------------------- Talk 1 : Alan Hammond (Berkeley) Title : Stake-governed random-turn games Abstract : Many combinatorial games, such as chess, Go and Hex, are zero-sum games in which two players alternate in making moves. In a random turn variant, each player wins the right to move at any given turn according to the flip of a fair coin. In 2007, Peres, Schramm, Sheffield and Wilson [PSSW] found explicit optimal strategies for a broad class of random-turn games, including Hex (which remains unsolved in its alternating-turn form on the 11-by-11 boards in which it is often played in tournaments). In this talk, we discuss stake-governed random-turn games, introduced recently in joint work with Gábor Pete. Two players of Hex are each given a certain limited budget at the outset of the game. At each turn, each stakes some part of what remains of her budget. The ensuing turn is random, with a player winning the right to move according to the proportion that her stake composes of the total stake at the turn. How much should a player stake at any given turn? Opposing pressures compete: stake too little, and lose the turn; too much, and be left with too little for later in the game. So this question concerns how to evaluate the relative strategic importance of intermediate positions in multi-turn games. We answer it for a class of games that are cousins of the random tug-of-war games introduced by PSSW in 2009; these authors forged a connection between game theory and the infinity Laplacian (which is an L^\infty counterpart to the usual L^2 Laplacian), and we will see how, in a discrete context at least, this connection extends to stake-governed random-turn games. Talk 2 : Tyler J. Helmuth (Durham University) Title : The Arboreal Gas Abstract : In Bernoulli bond percolation each edge of a graph is declared open with probability p, and closed otherwise. Typically one asks questions about the geometry of the random subgraph of open edges. The arboreal gas is the probability measure obtained by conditioning on the event that the percolation subgraph is a forest, i.e., contains no cycles. Physically, this is a model for studying the gelation of branched polymers. What are the percolative properties of these random forests? Do they contain giant trees? I will discuss what is known and conjectured. Zoom-link: https://unipd.zoom.us/j/88156851546?pwd=a1NPSkYxRlZoV3dYeERSY3NkV3kvUT09 Meeting ID: 881 5685 1546  Passcode: 718658 If you are having trouble with zoom, or if the capacity of the zoom room gets exceeded, you can also access to the Youtube live stream at the channel of the seminar: https://www.youtube.com/channel/UCiLiEQGTp6bZEhuHDM-WNWQ

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Seminar by Riccardo Michielan in Florence
by Gianmarco Bet 28 Feb '23

28 Feb '23

Dear colleagues, Today at 2.30 PM Riccardo Michielan (University of Twente) will present a seminar on "Is there geometry in real networks?” at the University of Florence (Department of Statistics and Computer Science, Viale Morgagni 59, Aula 205). The Seminar will be available also online. Please register here to participate online: https://us02web.zoom.us/webinar/register/WN_O2wv8qTvRBWYKcyZw2qOrQ <https://www.google.com/url?q=https://us02web.zoom.us/webinar/register/WN_O2…> After registering, you will receive a confirmation email containing all information and the link to join the webinar. You are invited to forward the event also to your students, PhDs and colleagues who may be interested in the Seminar (you find a flyer with all the info, including abstract, attached). Kind Regards, Gianmarco Bet ---------------------------------------------------------------------- Gianmarco Bet (he/him) Senior 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 https://unifirenze.webex.com/meet/gianmarco.bet ----------------------------------------------------------------------

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One World dynamics seminar - Friday 10th March
by Ottobre, Michela 27 Feb '23

27 Feb '23

Dear all, the next One World dynamics seminar, devoted to multiscale problems, will take place on Friday 10th of March at 3 pm Berlin time (2 pm London, 9 am Washington DC). Speakers for the next session will be Konstantinos Spiliopoulos (Boston University): Rate of homogenization for fully-coupled McKean-Vlasov SDEs - 3 pm Berlin time Pavlos Zoubouloglou (University of North Carolina): Large Deviations for Small Noise Diffusions Over Long Time - 3:45pm Berlin time Abstracts and joining instructions can be found here https://sites.google.com/view/oneworlddynamics/home All the Best, Michela, on behalf of the organisers of the OWDS -------------------------------------- Michela Ottobre Associate Professor in Mathematics Heriot-Watt University ________________________________ Founded in 1821, Heriot-Watt is a leader in ideas and solutions. With campuses and students across the entire globe we span the world, delivering innovation and educational excellence in business, engineering, design and the physical, social and life sciences. This email is generated from the Heriot-Watt University Group, which includes: 1. Heriot-Watt University, a Scottish charity registered under number SC000278 2. Heriot- Watt Services Limited (Oriam), Scotland's national performance centre for sport. Heriot-Watt Services Limited is a private limited company registered is Scotland with registered number SC271030 and registered office at Research & Enterprise Services Heriot-Watt University, Riccarton, Edinburgh, EH14 4AS. The contents (including any attachments) are confidential. If you are not the intended recipient of this e-mail, any disclosure, copying, distribution or use of its contents is strictly prohibited, and you should please notify the sender immediately and then delete it (including any attachments) from your system.

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Seminario Prof. Yuliya Mishura
by Enrica Pirozzi 24 Feb '23

24 Feb '23

*** AVVISO di SEMINARIO Prof.ssa Yuliya Mishura Department of Probability, Statistics and Actuarial Mathematics, Taras Shevchenko National University of Kyiv, Kyiv (Ukraine) TITLE Drift parameters estimation in the Cox-Ingersoll-Ross model Abstract We investigate two drift parameter estimators in the CIR and CKLS models with standard Wiener process. Strong consistency and asymptotic normality are established. Il seminario si terrà il giorno 28 Febbraio 2023 ore 13:30 nella Aula D del Dipartimento Matematica e Applicazioni, Università di Napoli FEDERICO II, Complesso di Monte Sant'Angelo, Via Cintia, Napoli. Link to Teams: https://teams.microsoft.com/l/meetup-join/19%3aMQ4RZDBo_0G-K_PHxKtktVYAczOG… *** -- Enrica Pirozzi Dipartimento di Matematica e Applicazioni Universita' di Napoli FEDERICO II Via Cintia, Monte S.Angelo, 80126, NAPOLI, ITALY Tel. 081 675634 https://www.docenti.unina.it/ENRICA.PIROZZI

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Seminar in Statistics - Giovanni Rabitti & Thomas Berrett
by Pierpaolo De Blasi 24 Feb '23

24 Feb '23

SEMINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO <https://www.carloalberto.org/events/category/seminars/seminars-in-statistic…> Venerdi 3 Marzo 2023, presso il Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terranno i seguenti 2 seminari: ------------------------------------------------ Time: 11.00 - 12.00 Speaker: *Giovanni Rabitti* (Heriot Watt University, Edinburgh) Title: *Fantastic sensitivity measures and where to find them* Abstract: Data science and scientific modeling are extensively used to provide predictions for policy-making purposes. However, resulting communications need to be supported by a proper uncertainty quantification to assess variability in model predictions, by the identification of the key-uncertainty drivers. This information can be provided by statisticians with sensitivity analysis methods. Knowing the drivers of uncertainty supports effective policy-making. This talk is a guided tour in sensitivity analysis techniques and some recent results. In the first part of the talk, starting from the basics, local and global methods will be introduced. When the model is large (i.e. with many input variables), screening techniques are typically used to reduce the dimensionality of the scientific model and will be presented in the talk. In the second part of the talk, I will introduce cooperative games techniques to assess variable importance. I will present recent results on the computation on these importance measures, as well as their application to GAM models, to extreme value problems and to two actuarial pricing models. If there is time, I will introduce a game-theoretic interaction index for discovering subjects at higher identification risk. ------------------------------------------------ Time: 12.00 - 13.00 Speaker: *Thomas Berrett* (University of Warwick) Title: *Optimal nonparametric testing of Missing Completely At Random, and its connections to compatibility* Abstract: Given a set of incomplete observations, we study the nonparametric problem of testing whether data are Missing Completely At Random (MCAR). Our first contribution is to characterise precisely the set of alternatives that can be distinguished from the MCAR null hypothesis. This reveals interesting and novel links to the theory of Frechet classes (in particular, compatible distributions) and linear programming, that allow us to propose MCAR tests that are consistent against all detectable alternatives. We define an incompatibility index as a natural measure of ease of detectability, establish its key properties, and show how it can be computed exactly in some cases and bounded in others. Moreover, we prove that our tests can attain the minimax separation rate according to this measure, up to logarithmic factors. Our methodology does not require any complete cases to be effective, and is available in the R package MCARtest. ------------------------------------------------ Sarà possibile seguire entrambi i seminario anche in streaming: Join Zoom Meeting <https://us02web.zoom.us/j/88246009718?pwd=UnVxL2R5RThwQllDbWVnbTdRNGVMUT09> Il seminario è organizzato dalla "de Castro" Statistics Initiative www.carloalberto.org/stats -- 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 by Dr. Piero Mazzarisi.
by Giorgio Rizzini 24 Feb '23

24 Feb '23

Dear all, we are glad to announce the following seminar by Dr. Piero Mazzarisi (University of Siena) on Tuesday, February 28th 2023 starting from 11:00 in room 4026 at the Department of Statistics and Quantitative Methods, University of Milano-Bicocca (Milan). *Realized Random Graphs, with an application to the Interbank Network* *Piero Mazzarisi* Department of Economics and Statistics University of Siena *Abstract:* This work introduces a new econometric methodology to infer dynamic network models driven by latent state variables. The main idea is to obtain a noisy representation of the state variables dynamics by computing a sequence of cross-sectional estimates of the network model at each point in time. The dynamic modeling of these cross-sectional estimates, that we name realized random graphs, transforms the original nonlinear state-space network model into a linear time-series model that can easily be estimated. Under the assumption that the network is dense, and of a mixed-membership blockmodel structure, we show that the model parameters and the unobservable state variables can be estimated at a super-consistent rate of convergence for large cross sections. By allowing for an extremely rich parameterization of the model in high dimensions, the proposed methodology describes the heterogeneous topology of real-world networks. We corroborate our findings by using this novel framework to estimate and forecast the dynamic common factors driving the evolution of the Italian electronic market of interbank deposits. *February 28th, 2023, 11:00 a.m.* *Department of Statistics and Quantitative Methods* Aula Seminari 4026 - Building U7 (Fourth floor*)* *Bicocca degli Arcimboldi street, 8 – 20126 Milan* For further information, please write to *rosanna.grassi(a)unimib.it <rosanna.grassi(a)unimib.it>*

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Associate professorship Mathematical Physics Bologna
by giacomo.depalma＠sns.it 23 Feb '23

23 Feb '23

Dear all, The Department of Mathematics of the University of Bologna has opened an Associate Professor position in Mathematical Physics. IMPORTANT: Applicants should already hold an equivalent position or have the Italian National Scientific Qualification for Associate Professorship in Mathematics. We are looking for top-level researchers in the fields of Classical Mechanics, Quantum Mechanics or Statistical Mechanics. The Mathematical Physics Group is active in the main areas of the discipline and the Department has a wide spectrum of research interests in all the fields of mathematics and has close collaborations with the Departments of Physics, Computer Science, Engineering, Economics etc. The University of Bologna is renowned to be one of the best in Italy. The city of Bologna offers a broad number of cultural activities and a high quality of life. Link to the call: https://bandi.unibo.it/s/apos4/d-r-n-75-del-25-gennaio-2023-bando-per-la-cop ertura-di-posti-di-professore-di-ii-fascia-ai-sensi-dell-art-18-comma-4-dell a-legge-240-2010 Deadline for applications: March 23, 2023 For further information you are welcome to contact me (giacomo.depalma(a)unibo.it <mailto:giacomo.depalma@unibo.it> ), Prof. Emanuela Caliceti (emanuela.caliceti(a)unibo.it <mailto:emanuela.caliceti@unibo.it> ) or Prof. Daniele Tantari (daniele.tantari(a)unibo.it <mailto:daniele.tantari@unibo.it> ). You are welcome to forward this email to potentially interested candidates. Best, Giacomo

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PhD ECOSTATDATA - Call for applications
by Alessia Caponera 23 Feb '23

23 Feb '23

Dear colleagues, We are glad to announce that five fully funded Ph.D. fellowships in STATISTICS are available within the Ph.D. programme ECOSTATDATA at the University of Milano-Bicocca for the 39th cycle. The Ph.D. program extends over four years (Nov 2023 - October 2027) The first public call for applications will be out from March 21 to April 19, 2023, and the final ranking of candidates will be published in May 2023. Please find attached the pdf file with the call for applications. Best regards, Alessia Caponera

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SPASS Seminars: M. Aleandri and M. Rehmeier
by Francesco Grotto 21 Feb '23

21 Feb '23

Dear Colleagues, We would like to invite you to the following SPASS seminar by Marco Rehmeier (U. Bielefeld) and Michele Aleandri (Sapienza), jointly organized by UniPi, SNS, UniFi and UniSi. The seminars will take place on TUE, 28.2.2023 starting at 14:00 CET in Sala Seminari, Dipartimento di Matematica, Pisa. The seminars will also be broadcasted on Google Meet, follow the link below for the streaming. The organizers, A. Agazzi, G. Bet, A. Caraceni, F. Grotto, G. Zanco https://sites.google.com/unipi.it/spass Marco Rehmeier (Bielefeld University), 14:00 Title: On nonlinear Markov Processes in the sense of McKean Abstract: We study nonlinear Markov processes in the sense of McKean and present a large new class of examples. Our notion of nonlinear Markov property is in McKean's spirit, but more general in order to include examples of such processes whose one-dimensional time marginals solve a nonlinear parabolic PDE, such as Burgers' equation, the porous media equation, or variants of the latter with transport-type drift. We show that the associated nonlinear Markov process is given by path laws of weak solutions to a corresponding distribution-dependent stochastic differential equation whose coefficients depend singularly (i.e. Nemytskii-type) on its one-dimensional time marginals. Moreover, we show that also for general nonlinear Markov processes, their path laws are uniquely determined by one-dimensional time marginals of suitable associated conditional path laws. Furthermore, we characterize the extremality of the curves of the one-dimensional time marginals of our nonlinear Markov Processes in the class of all solutions to the associated linearized PDE and, this way, obtain new interesting results also for the classical linear case. This is joint work with Michael Röckner. Michele Aleandri (Università di Roma La Sapienza), 15:00 Title: Opinion dynamics with Lotka-Volterra type interactions Abstract: We investigate a class of models for opinion dynamics in a population with two interacting families of individuals. Each family has an intrinsic mean field “Voter-like” dynamics which is influenced by interaction with the other family. The interaction terms describe a cooperative/conformist or competitive/nonconformist attitude of one family with respect to the other. We prove chaos propagation, i.e., we show that on any time interval [0; T], as the size of the system goes to infinity, each individual behaves independently of the others with transition rates driven by a macroscopic equation. We focus in particular on models with Lotka-Volterra type interactions, i.e., models with cooperative vs. competitive families. For these models, although the microscopic system is driven a.s. to consensus within each family, a periodic behaviour arises in the macroscopic scale. In order to describe fluctuations between the limiting periodic orbits, we identify a slow variable in the microscopic system and, through an averaging principle, we find a diffusion which describes the macroscopic dynamics of such variable on a larger time scale.

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Seminar by Paolo Di Tella in Padova
by Giorgia Callegaro 20 Feb '23

20 Feb '23

Dear all, you're invited to the next seminar in Probability and Finance that will take place this Friday, at 2.30 pm, in hybrid mode at the Math Dept of the University of Padova. More details: * *Speaker*: Paolo Di Tella (TU Dresda) * *Date and time*: 24th February 2023, 2.30pm * *Room (Torre Archimede)*: 2BC60 * *Zoom link*: please find it here *https://www.math.unipd.it/~bianchi/seminari/* <https://www.math.unipd.it/~bianchi/seminari/> * *Title*: *On the compensator of step processes in progressively enlarged filtrations and related control problems* * *Abstract*: please check the webpage *https://www.math.unipd.it/~bianchi/seminari/* <https://www.math.unipd.it/~bianchi/seminari/> See you there! The organisers A. Bianchi, G. Callegaro, M. Formentin -- 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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avviso di seminario
by Barbara Martinucci 20 Feb '23

20 Feb '23

*UNIVERSITA' DI SALERNO* *Dipartimento di Matematica* AVVISO DI SEMINARIO Venerdì 24 febbraio 2023, alle ore 12:30, nella la Sala del Consiglio del Dipartimento di Matematica, edificio F2, livello 1, si terrà il seguente seminario in presenza e online (su Teams): *Statistical estimation in the models with memory* Prof.ssa *Yuliya Mishura* Department of Probability, Statistics and Actuarial Mathematics, Taras Shevchenko National University of Kyiv, Kyiv (Ukraine) Gli interessati sono cordialmente invitati a partecipare, * Antonio Di Crescenzo* * Barbara Martinucci* * Alessandra Meoli* * Serena Spina* Link su Teams: https://teams.microsoft.com/l/meetup-join/19%3a6hfHOOIVt89PyLIJDpqXis553z6p… *Abstract* We consider mixed fractional Brownian motion with trend and propose the estimators of all parameters. However, the estimators are constructed in different ways for different parameters. Then we consider the numerical estimation of the drift parameter in the linear model with two fBms with different Hurst indices. Numerical construction of MLE is reduced to the numerical solution of the Fredholm integral equation of the 2nd kind with a singular kernel.

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Next OWPS on March 1st: Alan Hammond and Tyler J. Helmuth
by Alberto Chiarini 20 Feb '23

20 Feb '23

OWPS's next session will be on Wednesday the 1s of March of from 15:00 to 17:00 UTC. Our next speakers are: Alan Hammond (Berkeley) and Tyler J. Helmuth (Durham University) Title, abstract and the zoom link are below the signature and can be found on the website https://www.owprobability.org/one-world-probability-seminar. We have found that many that subscribed to the mailing list to receive these updates are not receiving them anymore. If you are interested in the project, we kindly ask you to resubscribe to the mailing list and share this announcement within your community. With best wishes, Alberto Chiarini (Padua) and Adrián González Casanova (Berkeley and México) ----------------------------------------------------------------------------------------------------------- Talk 1 : Alan Hammond (Berkeley) Title : Stake-governed random-turn games Abstract : Many combinatorial games, such as chess, Go and Hex, are zero-sum games in which two players alternate in making moves. In a random turn variant, each player wins the right to move at any given turn according to the flip of a fair coin. In 2007, Peres, Schramm, Sheffield and Wilson [PSSW] found explicit optimal strategies for a broad class of random-turn games, including Hex (which remains unsolved in its alternating-turn form on the 11-by-11 boards in which it is often played in tournaments). In this talk, we discuss stake-governed random-turn games, introduced recently in joint work with Gábor Pete. Two players of Hex are each given a certain limited budget at the outset of the game. At each turn, each stakes some part of what remains of her budget. The ensuing turn is random, with a player winning the right to move according to the proportion that her stake composes of the total stake at the turn. How much should a player stake at any given turn? Opposing pressures compete: stake too little, and lose the turn; too much, and be left with too little for later in the game. So this question concerns how to evaluate the relative strategic importance of intermediate positions in multi-turn games. We answer it for a class of games that are cousins of the random tug-of-war games introduced by PSSW in 2009; these authors forged a connection between game theory and the infinity Laplacian (which is an L^\infty counterpart to the usual L^2 Laplacian), and we will see how, in a discrete context at least, this connection extends to stake-governed random-turn games. Talk 2 : Tyler J. Helmuth (Durham University) Title : The Arboreal Gas Abstract : In Bernoulli bond percolation each edge of a graph is declared open with probability p, and closed otherwise. Typically one asks questions about the geometry of the random subgraph of open edges. The arboreal gas is the probability measure obtained by conditioning on the event that the percolation subgraph is a forest, i.e., contains no cycles. Physically, this is a model for studying the gelation of branched polymers. What are the percolative properties of these random forests? Do they contain giant trees? I will discuss what is known and conjectured. Zoom-link: https://unipd.zoom.us/j/88156851546?pwd=a1NPSkYxRlZoV3dYeERSY3NkV3kvUT09 Meeting ID: 881 5685 1546  Passcode: 718658 If you are having trouble with zoom, or if the capacity of the zoom room gets exceeded, you can also access to the Youtube live stream at the channel of the seminar: https://www.youtube.com/channel/UCiLiEQGTp6bZEhuHDM-WNWQ

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Mi presento
by Marco Zamparo 20 Feb '23

20 Feb '23

Buongiorno a tutti, da qualche ora sono parte di questa vostra lista. Questo breve messaggio è per presentarmi a quelli di voi che ancora non mi conoscono. Mi chiamo Marco Zamparo e sono un fisico teorico "pentito" che da qualche anno si occupa di probabilità e fisica statistica rigorosa. Allego un CV aggiornato per i curiosi. Sto lavorando al modello di pinning dei polimeri con Giambattista Giacomin (Université Paris Cité) e ai processi di rinnovo in ambiente random con Frank den Hollander (Universiteit Leiden). Sono inoltre interessato allo studio del gas di Lévy-Lorentz, del quale ho parzialmente caratterizzato le proprietà di trasporto. Ho un RTDA in fisica teorica e sono in cerca di una posizione in probabilità o fisica matematica per poter completare la "trasformazione". Dati i vincoli Gelmini sugli anni di precariato, sono costretto a considerare solo RTDB o nuovi RTT. Sono in possesso dell'abilitazione scientifica nazionale in fisica matematica (MAT/07) e a maggio chiederò quella in probabilità (MAT/06). Se qualcuno avesse piacere di conoscermi, sarei lieto di fare una presentazione o un seminario. Non vi rubo altro tempo. Grazie per l'attenzione! Buona settimana, Marco

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Fixed term research position (RTDa) in Pisa
by Marco Romito 20 Feb '23

20 Feb '23

dear all I would like to announce a fixed term three years research position (RTD-A) on probabilistic models for the mathematics of machine learning at the Maths Department of University of Pisa. The official call can be found here https://bandi.unipi.it/public/Bandi/Detail/4ad9b281-2731-4170-b0a6-1c2863b0… The position is funded by the PNRR - M4C2 - Investimento 1.3, Partenariato Esteso PE00000013 - "FAIR - Future Artificial Intelligence Research" - Spoke 1 "Human-centered AI", funded by the European Commission under the NextGeneration EU programme. Please contact me in case of further information m.

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Fwd: I: Corso di Analisi in Dimensione Infinita
by DAVIDE AUGUSTO BIGNAMINI 17 Feb '23

17 Feb '23

Buongiorno, inoltro l'annuncio di un corso di dottorato offerto dall'università di Parma. Cordialmente, Davide ---------- Forwarded message --------- Da: Paolo DE FAZIO <paolo.defazio(a)unipr.it> Date: ven 17 feb 2023 alle ore 14:47 Subject: I: Corso di Analisi in Dimensione Infinita To: davideaugusto.bignamini(a)unipv.it <davideaugusto.bignamini(a)unipv.it> ------------------------------ Mercoledì 22 febbraio dalle ore 14.00 alle ore 16.00, si terrà presso il plesso di Matematica dell'Università degli Studi di Parma la prima lezione del Corso di Analisi in Dimensione Infinita tenuto della prof.ssa Alessandra Lunardi. Syllabus: *This is an introductory course about analysis in separable Hilbert spaces endowed with non-degenerate Gaussian measures. Sobolev spaces and spaces of continuous functions* *from X to R **will be considered. The basic differential operators (gradient and divergence) will be studied, as well **as** Ornstein-Uhlenbeck operator**s** and Ornstein-Uhlenbeck semigroup**s**, that are the Gaussian analogues of the Laplacian and the heat semigroup. The most important functional inequalities in this context, such as Poincaré and logarithmic Sobolev inequalities, will be proved. Hermite polynomials and the Wiener chaos* * decomposition ** will be described. * The reference books are "Gaussian Measures" by V. Bogachev (Mathematical Surveys and Monographs 62, AMS 1998); "Second Order Partial Differential Equations in Hilbert Spaces" by G. Da Prato and J. Zabczyk (Cambridge Univ. Press 2002); “An introduction to Infinite Dimensional Analysis” by G. Da Prato (Springer 2006). Il corso consiste di 12 incontri da due ore e sarà possibile assistere da remoto. Per essere aggiunti al Team di Teams scrivere all'indirizzo paolo.defazio(a)unipr.it.

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BioInference 2023 - Oxford - 8-9 June 2023
by Massimiliano Tamborrino 17 Feb '23

17 Feb '23

Dear all, We are delighted to announce the 2nd BioInference conference (https://bioinference.github.io/2023<https://emea01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fbioinfer…>), taking place at the Doctoral Training Centre at the University of Oxford on the 8th-9th June 2023. Launched in 2022, BioInference aims to bring together researchers from across statistics and mathematical modelling who work with biological systems, and from all career stages, to foster discussions between the two communities and to prompt collaborations. The talks from the 1st BioInference conference are available via our public YouTube channel (shorturl.at/ekmqT<https://emea01.safelinks.protection.outlook.com/?url=http%3A%2F%2Fshorturl.…>). The conference will combine contributed talks and poster sessions. We invite abstracts for oral / poster presentations on work either relating to statistical methods development (so long as those methods are applicable to biological systems) or on the application of statistical methods to solve biological problems. We are especially interested in presentations on biological problems where an inference solution has yet to be found (i.e. unsolved inference problems). Abstracts can be submitted via a Google form (shorturl.at/dfo68<https://emea01.safelinks.protection.outlook.com/?url=http%3A%2F%2Fshorturl.…>) and the deadline is midday on the 16th March 2023. The conference organising committee is committed to ensuring fair participation of individuals across all career stages, genders, races and ethnicities, ages, geographic locations, and universities. Kind regards, The BioInference Organisers Ioana Bouros (Oxford); Fergus Cooper (Oxford); Richard Creswell (Oxford); Aden Forrow (Maine); Ben Lambert (Exeter); Chon Lok Lei (Macau); Massimiliano Tamborrino (Warwick); Tom Thorne (Surrey) ------ Dr. Massimiliano Tamborrino Associate Professor Department of Statistics University of Warwick https://warwick.ac.uk/tamborrino<https://emea01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwarwick.…>

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Call for expression of interest
by Marco Romito 16 Feb '23

16 Feb '23

*Call for expression of interest* The Department of Mathematics of the University of Pisa, within the "Department of Excellence" funding framework, launches a call for expression of interest to identify candidates at all levels with outstanding scientific expertise in the fields of * mathematics of machine learning and data science, high dimensional statistics; * mathematics and modeling of complex phenomena in physical and life sciences. Interested candidates can write to segamm(a)dm.unipi.it, including a letter of motivation and a CV, with a description of current research and teaching activities. All expressions will be kept strictly confidential. Knowledge of the Italian language is not required. Tax benefits may apply according to Italian law for scholars that worked outside Italy for at least two years. The Department is committed to increasing diversity in research and welcomes applications from underrepresented groups.

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SPDEvent Bielefeld
by flo bec 15 Feb '23

15 Feb '23

Dear colleagues, We are happy to announce the second installment of the SpdePostdocDocEvent (SPDEvent II) that will be held in presence at the University of Bielefeld, Germany, July 17-19, 2023. The SPDEvent will provide a platform to young researchers working on stochastic partial differential equations and broadly related fields, allowing them to network, exchange ideas, present their own research and initiate collaborations. The event is meant exclusively for Phd students and Postdocs. All details are provided on the conference web page https://www.uni-bielefeld.de/fakultaeten/mathematik/ag/hofmanova/conference… Please register for the event using the form provided on the above website before May 5th. To those requiring it, financial support will be provided in the form of the hotel stay. In exceptional cases additional travel costs can be reimbursed. We explicitly encourage female researchers to register. We would appreciate if you would forward this message to anybody who might be interested in attending and are looking forward to welcoming you in Bielefeld, The organizers, Florian Bechtold Stefanie Berkemeier Theresa Lange

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PhD position in Insurance Mathematics at Bielefeld University
by Ferrari, Giorgio 15 Feb '23

15 Feb '23

Dear All, I forward the following message relative to a PhD position at Bielefeld University. Best wishes, Giorgio Ferrari Am 15.02.2023 um 20:33 schrieb Schmeck, Maren Diane: > > > Dear Colleagues, > > I would like to draw to your attention a 3-year PhD position (salary > level 66% TVL-13) in Insurance Mathematics at the Center for > Mathematical Economics, Bielefeld University. For more information, > please refer to: > > https://uni-bielefeld.hr4you.org/job/view/2215/research-associate?page_lang… > <https://uni-bielefeld.hr4you.org/job/view/2215/research-associate?page_lang…> > > Application deadline: 03.03.2023. > > I would be grateful if you could forward the announcement to suitable > candidates. > > Best regards, > > Maren Schmeck > >

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Locandine Introduzione a Python e Web App con Python
by Enea Bongiorno 15 Feb '23

15 Feb '23

Buongiorno, segnalo due corsi Electives presso la LM in Management e Finanza del Piemonte Orientale. Introduzione a Python (a cura di Annamaria Gambaro) e Web App con Python (a cura di Elisa Rasca e Alessandro Rognoni) Chi fosse interessato può scrivere per maggiori informazioni e per i costi a manfin(a)uniupo.it (è previsto anche collegamento in remoto) Cordiali saluti, Enea -- Enea Bongiorno,PhD Associate Professor of Statistics Università degli Studi del Piemonte Orientale Via Perrone 18, 28100, Novara, Italia Phone: +390321375317 enea.bongiorno(a)uniupo.it upobook.uniupo.it/enea.bongiorno

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PostDoc position on Physics-Informed Machine Learning at IDSIA USI-SUPSI
by Azzimonti Laura 15 Feb '23

15 Feb '23

The "Dalle Molle" Institute for Artificial Intelligence (IDSIA) in Lugano, Switzerland is looking for a PosDoc Researcher in physics-informed machine learning. The position is framed within the EU-funded project PRAESIIDIUM, in collaboration with an outstanding team of academic, medical and industrial partners from all over Europe. We will develop a prototype tool for real-time prediction of the pre-diabetic risk based on the integration of patient-specific mathematical models and a rich dataset of real-life data. The approach will rely on novel physics-informed machine learning (ML) techniques in order to overcome the limits of standard “black-box” ML practice, while reducing the computational time for simulating heavy numerical models and improving their prediction performances. *** About the position *** We look for candidates with a Ph.D. in mathematics, physics, engineering, computer science, or related areas. The ideal candidate should have a solid background in mathematical modelling, ordinary and partial differential equations, dynamical systems, machine learning and/or related fields, good programming skills in R and/or Python and a strong commitment to fulfill research objectives. We offer a fixed-term position (initially for two years, with intent of prolongation) with an attractive salary, in line with Swiss standards and the candidate’s experience. *** About the application *** The instructions for the application, and other details of the call, can be found at the following link: https://www.supsi.ch/home_en/supsi/lavora-con-noi/2023-04-02-bando1850 Deadline: 2nd April 2023 *** About IDSIA *** IDSIA is a world-class research institute on AI founded in 1988, affiliated with both Università della Svizzera Italiana (USI) and Scuola Universitaria Professionale della Svizzera Italiana (SUPSI). It counts more than 100 staff researchers and more than 40 Ph.D. students, active in the research areas of machine learning, optimisation and control, autonomous robotics, intelligent networked systems, geometric computing and vision, natural language processing and information retrieval. IDSIA is based in the beautiful city of Lugano (Canton Ticino, Switzerland), located at the new USI-SUPSI Campus Est of Viganello-Lugano, a few hundred meters from the city center and the lake of Lugano. ––––––––––––––––––––––––––––––– http://people.idsia.ch/~laura.azzimonti/

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OWPS Tomorrow: Frank den Hollander and Elena Pulvirenti
by Alberto Chiarini 14 Feb '23

14 Feb '23

Dear all, A reminder that tomorrow (Wednesday), from 15:00 to 17:00 UTC, Frank den Hollander and Elena Pulvirenti will be speaking at the One World Probability Seminar. Titles, abstracts and the zoom link are below the signature and will also be posted on the website https://www.owprobability.org/one-world-probability-seminar. We kindly ask for your help to share this message within your community. Best wishes, Alberto Chiarini and Adrián González Casanova ---------------------- Speakers: Frank den Hollander (Leiden) and Elena Pulvirenti (Delft) Talk 1 : Metastability for the Widom-Rowlinson model: I. Planar discs. Abstract We define the static Widom-Rowlinson model on a two-dimensional finite torus. The energy of a particle configuration is determined by its halo, defined as the union of unit discs centred at the positions of the particles. We discuss the metastable behaviour of a dynamic version of the model, in which particles are randomly created and annihilated as if the outside of the torus were an infinite reservoir with a given chemical potential. We start with the empty torus and are interested in the first time when the torus is fully covered by unit discs. This can be viewed as the crossover time from a ‘gas phase’ to a ‘liquid phase’. We consider the metastable regime where the temperature is low and the chemical potential is supercritical. In order to achieve the transition from empty to full, the system needs to create a sufficiently large droplet, called critical droplet, which triggers the crossover. It turns out that the critical droplet is close to a disc of a certain deterministic radius, with a boundary that is random and consists of a large number of unit discs that stick out by a small distance. We show how an analysis of the surface fluctuations allows us to derive both a volume term and a surface term in the asymptotics of the average crossover time. Based on joint work with Sabine Jansen (Munich) and Roman Kotecký (Prague). Talk 2 : Metastability for the Widom-Rowlinson model: II. Grains of general shape. Abstract We investigate what happens when the planar discs are replaced by convex grains in arbitrary dimensions whose shape may be random. We identify the size and the shape of the critical droplet as a function of the shape distribution for the grains. We also identify the volume term in the asymptotics of the average crossover time. In addition, we speculate about the surface term, formulating a conjecture about what it should look like. There are various interesting subcases, showing that the shape of the grains has a rather delicate influence on the critical droplet and the average crossover time. Based on joint work with Yogesh Dhandapani (Bangalore) and Roman Kotecký (Prague). Zoom-link: https://unipd.zoom.us/j/89537602090?pwd=T0lETjRKaHk1R3FpWmNTbThxNTJQdz09 Meeting ID: 895 3760 2090 Passcode: 300934Time: 15:00 - 17:00 UTC If you are having trouble with zoom, or if the capacity of the zoom room gets exceeded, you can also access to the Youtube live stream at the channel of the seminar: https://www.youtube.com/channel/UCiLiEQGTp6bZEhuHDM-WNWQ

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Second announcement "61 Probability Encounters, In honour of Sergey Bobkov", Toulouse, May 29th - June 2nd, 2023 (fwd)
by Michele Gianfelice 14 Feb '23

14 Feb '23

Salve, ricevo e inoltro p.c.. Cordialmente, m.gianfelice ---------- Forwarded message ---------- Date: Tue, 14 Feb 2023 13:17:46 +0100 From: Cyril ROBERTO <cyril.roberto(a)math.cnrs.fr> To: Cyril ROBERTO <cyril.roberto(a)math.cnrs.fr> Subject: Second announcement "61 Probability Encounters, In honour of Sergey Bobkov", Toulouse, May 29th - June 2nd, 2023 Dear Colleagues, You are cordially invited to participate in the conference "61 Probability Encounters, In honour of Sergey Bobkov" to be held in Toulouse, May 29th - June 2nd, 2023. A tentative list of speakers can be found below and on the dedicated webpage https://indico.math.cnrs.fr/event/8783/ Inscription is fre but mandatory. Looking very much forward to seeing you in Toulouse, With all best wishes, The organizers (Alexander Koldobsky, Michel Ledoux, Pascal Maillard, Cyril Roberto, Boguslaw Zegarlinski) P.S.: Please bring this conference to the attention of graduate students, postdocs and colleagues who may be interested. P.P.S.: Sorry for the multiple instances of the same message. List of speakers: Speakers Tentative list of speakers: Fanny Augeri (Toulouse) * Esther Bou Dagher (Imperial College of London) Pietro Caputo (Roma 3) Patrick Cattiaux (Toulouse) Andrea Colesanti (Firenze) Dario Cordero-Erausquin (Paris) Eskenazis, Alexandros (Paris) Max Fathi (Paris) Fradelizi, Matthieu (Marne la Vallée) Friedrich Götze (Bielefeld) Michael Goldman (Paris) Nathael Gozlan (Paris Descartes) Diana Halikias (Cornell) Alderic Joulin (Toulouse) Gil Kalai* Klartag Boaz (Weizmann) Rafal Latala (Warsaw) Galina Livshyts (Georgia Tec) Mokshay Madiman (Delaware, USA) James Melbourne (CIMAT, Guanajuato, Mexico) Emanuel Milman (Technion) Mario Milman (Florida) Oleszkiewicz, Krzysztof (Warsaw) Marta Strzelecka (Warsaw) Liran Rotem (Technion) Ramon van Handel ( Princeton) Volberg, Alexander Feng-Yu Wang Artem Zvavitch (Kent) * = To be confirmed.

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Seminario di Luisa Andreis
by Lorenzo Taggi 14 Feb '23

14 Feb '23

Buongiorno, si trasmette il link per seguire il seminario di Luisa Andreis (Politecnico di Milano) tramite Zoom: https://uniroma1.zoom.us/j/84073069369 Martedì 14 Febbraio, ore 14:00 Sala di Consiglio, Dipartimento di Matematica, Sapienza Università di Roma *Title: *Rare events in sparse random graphs *Abstract:* Rare events for dense random graphs are well described using the theory of large deviations and graphons. When graphs are sparse the picture is less clear, objects that describe globally the graphs and their limits, as graphons do for dense graphs, have not been defined yet. Nevertheless we do have information on how these graphs look like when explored locally from a vertex and this, under some assumptions, gives also information on global properties. In this talk we will give an overview on what is known on rare events in this regime, focusing in particular on large deviation statements on connected components in inhomogeneous random graphs and on links with coagulation processes. This talk is based on joint works with Wolfgang König (WIAS and TU Berlin), Tejas Iyer, Heide Langhammer, Elena Magnanini and Robert Patterson (WIAS).

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LUISS math seminar, Nizar Touzi, February 16
by Sara 13 Feb '23

13 Feb '23

Dear all, Next Thursday at 12 in Room 205 AB, Viale Romania campus, prof Nizar Touzi, Ecole Polytecnique de France, will hold a seminar on Mean field optimal stopping. Please find here below the link for online participation. Best regards, Sara. Aula 205 AB: https://luiss.webex.com/luiss-en/j.php?MTID=m06a4652aadea0b95313628c0601f89… User: w_guest(a)luiss.it Password: iA0JKPgy38 > >>

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Post-doc position at University of Amsterdam
by Chiara AMORINO 13 Feb '23

13 Feb '23

Dear colleagues, Let me bring this opening for a post-doc position to your attention: The Department of Mathematics of Vrije Universiteit Amsterdam welcomes applications for a three-year Postdoctoral position in Statistics with emphasis on statistical inference for stochastic processes, graphical models, computational statistics and Bayesian computation. Good programming skills and being able to connect to existing research strengths in the department are assets. The preferred starting date is 1 September 2023 or earlier. Full information on the position can be found at https://workingat.vu.nl/ad/postdoctoral-position-in-statistics/riljhf<https://urldefense.com/v3/__https://workingat.vu.nl/ad/postdoctoral-positio…> Best, Chiara

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PhD position open at University of Oslo
by Giulia Di Nunno 13 Feb '23

13 Feb '23

Dear colleagues, Let me bring this opening for a Phd position to your attention. This is at the University of Oslo with directions relevant for the areas of this network. The deadline for application is on February 28tj. More details can be read at the page linked here below. Please help us distribute this information among your contacts and students. Thank you for your kind attention. Best regards, Giulia Di Nunno Professor Department of Mathematics University of Oslo, Norway <https://www.jobbnorge.no/en/available-jobs/job/239395/phd-research-fellow-i…> [0fc5336a-1434-4f84-9420-e0b6c595be5b.jpg] PhD Research Fellow in Stochastics, Differential Equations, and Risk (239395) | Universitetet i Oslo<https://www.jobbnorge.no/en/available-jobs/job/239395/phd-research-fellow-i…> jobbnorge.no<https://www.jobbnorge.no/en/available-jobs/job/239395/phd-research-fellow-i…> Giulia Di Nunno Professor Department of Mathematics University of Oslo, Norway

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Reminder: Special Issue "Advances in Optimal Control and Dynamic Games in Economics, Finance and Insurance" for the journal "Decisions in Economics and Finance"
by Ferrari, Giorgio 12 Feb '23

12 Feb '23

Dear Colleagues, this is to remind about the Special Issue "/Advances in Optimal Control and Dynamic Games in Economics, Finance and Insurance/" for the journal "Decisions in Economics and Finance": https://www.springer.com/journal/10203/updates/23587054 This special issue aims at collecting research papers on the novel advances of optimal control (in a deterministic and stochastic setting) and differential games (N-player and of mean-field type) and their applications in Economics, Finance, and Insurance. Papers can be submitted during the time-window *01.11.2022 -- 30.06.2023*. The first round of review will be terminated by *30.10.2023* and the selected papers will be published on-line on the journal's webpage by *February 2024*. Instructions about the submission's rules can be found in the Section "Manuscript Submission" of the web-page https://www.springer.com/journal/10203/updates/23587054 Looking forward to receiving your contributions, all the best wishes, Salvatore Federico, Giorgio Ferrari, Luca Regis

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Summer School "Risk and Uncertainty in Economics, Finance and Insurance" (Bielefeld, July 3-7, 2023)
by Ferrari, Giorgio 12 Feb '23

12 Feb '23

Dear Colleagues, we are happy to announce the Summer School "/Risk and Uncertainty in Economics, Insurance and Finance/", which will be held at Bielefeld University in the period *July 3-7, 2023.* The summer school will take place the week after the /11th General AMaMeF Conference/ ( https://sites.google.com/view/amamef-2023/overview ) and it is part of the /Activity Month //2023/ of the CRC 1283 ( https://www.sfb1283.uni-bielefeld.de/Workshops/activitymonth/2023 ). The summer school consists of the three lectures: * /Mean Field Games with Applications in Economics/, by Fernando Alvarez (University of Chicago) * /Sharing and Managing Risk through Insurance: Markets and Models/, by Daniel Bauer (University of Wisconsin-Madison) * /Knightian Uncertainty and Statistics/, by Tommaso Denti (Cornell University) which will be then complemented by selected talks held by the participants. Further details can be found here: https://sites.google.com/view/summer-school-23/overview *The registration will open at the end of March.* All the best wishes and looking forward to welcoming you in Bielefeld in the Summer 2023, Giorgio Ferrari and Frank Riedel

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Reminder: Special Issue "Advances in Optimal Control and Dynamic Games in Economics, Finance and Insurance" for the journal "Decisions in Economics and Finance"
by Ferrari, Giorgio 12 Feb '23

12 Feb '23

Dear Colleagues, this is to remind about the Special Issue "/Advances in Optimal Control and Dynamic Games in Economics, Finance and Insurance/" for the journal "Decisions in Economics and Finance": https://www.springer.com/journal/10203/updates/23587054 This special issue aims at collecting research papers on the novel advances of optimal control (in a deterministic and stochastic setting) and differential games (N-player and of mean-field type) and their applications in Economics, Finance, and Insurance. Papers can be submitted during the time-window *01.11.2022 -- 30.06.2023*. The first round of review will be terminated by *30.10.2023* and the selected papers will be published on-line on the journal's webpage by *February 2024*. Instructions about the submission's rules can be found in the Section "Manuscript Submission" of the web-page https://www.springer.com/journal/10203/updates/23587054 Looking forward to receiving your contributions, all the best wishes, Salvatore Federico, Giorgio Ferrari, Luca Regis

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Seminario Prof.ssa Yuliya Mishura
by Enrica Pirozzi 12 Feb '23

12 Feb '23

*** AVVISO di SEMINARIO Prof.ssa Yuliya Mishura Department of Probability, Statistics and Actuarial Mathematics, Taras Shevchenko National University of Kyiv, Kyiv (Ukraine) TITLE: Cox-Ingersoll-Ross processes, their properties and statistical estimation. Abstract: We consider CIR processes driving by standard Wiener processes and study their properties depending on the number of degrees of freedom. Statistical parameter estimation is discussed. Il seminario si terrà il giorno 15 Febbraio 2023 ore 11:30 nella Aula G del Dipartimento Matematica e Applicazioni, Università di Napoli FEDERICO II, Complesso di Monte Sant'Angelo, Via Cintia, Napoli. Link to Teams: https://teams.microsoft.com/l/meetup-join/19%3aMQ4RZDBo_0G-K_PHxKtktVYAczOG… *** -- Enrica Pirozzi Dipartimento di Matematica e Applicazioni Universita' di Napoli FEDERICO II Via Cintia, Monte S.Angelo, 80126, NAPOLI, ITALY Tel. 081 675634 https://www.docenti.unina.it/ENRICA.PIROZZI

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Call for expression of interest - Minisymposium proposal on “Mathematics for Machine Learning” - SIMAI 2023
by Antonella Iuliano 11 Feb '23

11 Feb '23

Dear Colleagues, this is an invitation to express your interest to participate as speaker at the minisymposium proposal on “Mathematics for Machine Learning” for the 2023 edition of the bi-annual congress of the Italian Society of Applied and Industrial Mathematics <https://www.simai.eu/> (SIMAI) that will be held in Matera from August 28th to September 1st, 2023. All interested researchers are kindly invited to send an email to antonella.iuliano(a)unibas.it by the end of February 2023. Best Regards, Antonella Iuliano Dr Antonella Iuliano Assistant Professor (RTD-B) in Probability and Mathematical Statistics Department of Mathematics, Computer Science, and Economics <https://portale.unibas.it/site/en/home/about-us/departments-and-schools/art…> (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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Seminario di Luisa Andreis, Sapienza Università di Roma, 14 Febbraio
by Lorenzo Taggi 09 Feb '23

09 Feb '23

Martedì 14 Febbraio, ore 14:00 Sala di Consiglio, Dipartimento di Matematica, Sapienza Università di Roma *Speaker:* Luisa Andreis, Politecnico di Milano *Abstract:* Rare events for dense random graphs are well described using the theory of large deviations and graphons. When graphs are sparse the picture is less clear, objects that describe globally the graphs and their limits, as graphons do for dense graphs, have not been defined yet. Nevertheless we do have information on how these graphs look like when explored locally from a vertex and this, under some assumptions, gives also information on global properties. In this talk we will give an overview on what is known on rare events in this regime, focusing in particular on large deviation statements on connected components in inhomogeneous random graphs and on links with coagulation processes. This talk is based on joint works with Wolfgang König (WIAS and TU Berlin), Tejas Iyer, Heide Langhammer, Elena Magnanini and Robert Patterson (WIAS).

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ABS23 school: Bayesian Causal Inference in Firenze (June 12-16, 2023)
by Elisa Varini 09 Feb '23

09 Feb '23

Dear all, we are glad to inform you that it is now possible to pay the registration fee (by bank transfer or credit card) for the Applied Bayesian Statistics ABS23 which will be held in Firenze (Italy) on June, 12-16, 2023. Website: http://www.mi.imati.cnr.it/conferences/abs23/ The school is organised by CNR IMATI (Institute of Applied Mathematics and Information Technologies at the Italian National Research Council in Milano), this year in cooperation with the Florence Center for Data Science and the Department of Statistics, Computer Science and Applications at the University of Firenze. The topic will be BAYESIAN CAUSAL INFERENCE. The lecturer will be FAN LI (Duke University, https://scholars.duke.edu/person/fli) with the support by researchers at the University of Firenze. The University of Firenze can issue a certificate stating that the course is worth 3 ECTS credits. Interested students can write to abs23(a)mi.imati.cnr.it Once you register on the school website: http://www.mi.imati.cnr.it/conferences/abs23/ you will receive an email with the link to pay by credit card as well as the information on payment by bank transfer (please note that the early registration fee is available until April, 15th, 2023). Please note that only a very limited number of seats is still available and that Firenze is a very popular tourist place, so that it is better to make arrangements as soon as possible. More details about accommodation are available in the ABS23 website. As in the past (since 2004), there will be a combination of theoretical and practical sessions, along with presentations by participants about their work (past, current and future) related to the topic of the school. OUTLINE: The aim of this course is to introduce the fundamental concepts and the state-of-the-art methods for causal inference under the potential outcomes framework, with an emphasis on the Bayesian inferential paradigm. Topics will cover randomized experiments, common methods for observational studies, such as propensity score, matching, weighting and doubly-robust estimation, heterogeneous treatment effects, sensitivity analysis, instrumental variables, principal stratification, panel data methods, and longitudinal treatments. Recent advances related to high dimensional analysis and machine learning will be naturally incorporated into the discussion. All methods will be illustrated via real world case studies. We hope you will be interested in the school and we would like to meet you in Firenze next year. We invite you also to share the information with people potentially interested. Best regards Elisa Varini and Fabrizio Ruggeri Executive Director and Director of ABS23

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SPASS Seminar: Lihan Wang
by Francesco Grotto 08 Feb '23

08 Feb '23

Dear Colleagues, We would like to invite you to the following SPASS seminar, jointly organized by UniPi, SNS, UniFi and UniSi: Accelerate Sampling Using Birth-Death Dynamics Lihan Wang (Carnigie-Mellon University, Max Planck Institute Leipzig) The seminar will take place on TUE, 14.2.2023 at 14:00 CET in Sala Seminari, Dipartimento di Matematica, Pisa and streamed online at the link below. The organizers, A. Agazzi, G. Bet, A. Caraceni, F. Grotto, G. Zanco https://sites.google.com/unipi.it/spass -------------------------------------------- *Abstract: *In this talk, I will discuss the birth-death dynamics for sampling multimodal probability distributions, which is the spherical Hellinger gradient flow of relative entropy. The advantage of the birth-death dynamics is that, unlike any local dynamics such as Langevin dynamics, it allows global movement of mass directly from one mode to another, without the difficulty of going through low probability regions. We prove that the birth death dynamics converges to the unique invariant measure with a uniform rate under some mild conditions, showing its potential of overcoming metastability. We will also show that on torus, the kernelized dynamics, which is used for numerical simulation, Gamma-converges to the idealized dynamics as the kernel bandwidth shrinks to zero. Joint work with Yulong Lu (UMass Amherst) and Dejan Slepcev (CMU).

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Call of interest for researcher, associate or full professor at Tor Vergata University in Rome
by salvi 08 Feb '23

08 Feb '23

Dear all, The Department of Mathematics of Tor Vergata University in Rome has been selected for the second time in a row as "Department of Excellence in Mathematics" in Italy. The Department aims at hiring mathematicians with an outstanding record of high impact research, excellence and leadership, according to the career age. A call of interest for positions as tenure track Researcher (Italian rtdB/Rtt), Associate or Full Professor in any field of Mathematics (thus including Probability Theory!) can be found with all further details at https://www.mat.uniroma2.it/call.php Thanks for sharing the information with whom might be interested and do not hesitate to contact me for any related question. All the best, Michele Salvi

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Second announcement Summer School on "Khintchine's Inequality: old and,new", Paris, June 26-30 2023 (fwd)
by Michele Gianfelice 07 Feb '23

07 Feb '23

Salve, ricevo e inoltro p.c.. Cordialmente, m.gianfelice ---------- Forwarded message ---------- Date: Tue, 7 Feb 2023 16:20:43 +0100 From: Cyril ROBERTO <cyril.roberto(a)math.cnrs.fr> To: destinataires inconnus: ; Subject: Second announcement Summer School on "Khintchine's Inequality: old and,new", Paris, June 26-30 2023 Dear Colleague, You are cordially invited to participate in the Summer School at the Henri Poincaré Institute (IHP), Paris, June 26-30, 2023. We are pleased to inform you that Piotr Nayar and Krzysztof Oleszkiewicz (Warsaw University) will each give 10 hours of lectures on Khintchine's inequalities. To get more information about this Summer School, please go to the following web page: https://indico.math.cnrs.fr/event/8606/ Registration is free but mandatory. In order to register, go to the "registration" link. Note that the school may have some (limited) financial support for young people (PhD, postdocs). Financial support is up to approximately 500 euros. To ask for said support, please send an email to the organizers at khintchine.IHP.2023(a)outlook.fr Looking very much forward to seeing you in Paris, With all best wishes, The organizers (Ali Barki, James Melbourne and Cyril Roberto) P.S.: Please bring this Summer School to the attention of graduate students, postdocs and colleagues who may be interested. P.P.S.: Sorry for the multiple instances of the same message.

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Seminario a Napoli Prof. Leonenko
by Enrica Pirozzi 07 Feb '23

07 Feb '23

AVVISO di SEMINARIO Prof. Nikolai Leonenko School of Mathematics, Cardiff University, UK TITOLO Multiscaling, Intermittency and large deviation in limit theorems for superpositions of Ornstein-Uhlenbeck type processes Abstract Superpositions of Ornstein-Uhlenbeck type (supOU) processes provide a rich class of stationary stochastic processes for which the marginal distribution and the dependence structure may be modeled independently [1,2]. We investigate the limiting behavior of integrated supOU processes with finite variance[3,4,6] (see also [7] for multifaced behaviour of supOU processes in the case the infinite variance). We show that after suitable normalization four different limiting processes may arise. The type of limit depends on the decay of the correlation function as well as on the characteristic triplet of the marginal distribution. supOU processes, moreover, may exhibit intermittency, a phenomenon affecting the rate of growth of moments[3,4,5,6,8]. The intermittency phenomenon appears also in some other models, for example, in the subclass of ambit processes[2] known as trawl processes [5]. Joint work with D. Grahovac (Osijek University, Croatia) and M. Taqqu (Boston University, USA) References 1. Barndorff-Nielsen, O.E. and Leonenko, N.N., (2005), Spectral properties of superpositions of Ornstein-Uhlenbeck type processes, Methodology and Computing in Applied Probability, 7, 335-352 2. Barndorff-Nielsen, O.E., Benth, F. E., Veraart, A. E.D.(2018) Ambit Stochastics, Springer. 3. Grahovac,D., Leonenko, N.,Sikorskii, A., Te?njak , I.(2016) Intermittency of superpositions of Ornstein-Uhlenbeck type processes, Journal of Statistical Physics, 165, 390-408 4. Grahovac, D., Leonenko, N., Sikorskii, A. and Taqqu.M.S. (2019) The unusual properties of aggregated superpositions of Ornstein-Uhlenbeck type processes, Bernoulli 25 (2019), no. 3, 2029?2050 5. Grahovac, D. and Leonenko, N and Taqqu, M.S.(2017) Intermittency of trawl processes, Statistic and Probability Letters, 137, 235 ? 242. 6. Grahovac, D. and Leonenko, N. and Taqqu, M.S.(2019) Limit theorems, scaling of moments and intermittency for integrated finite variance supOU processes, Stochastic Processes and Applications,129,N12,5113-5150 7. Grahovac, D. and Leonenko, N. and Taqqu, M.S.(2020) The multifaced behaviour of supOU processes: the infinite variance case, Journal of Theoretical Probability, 33, N4, 1801-1831 8. Grahovac, D. and Leonenko, N. and Taqqu, M.S. (2021) Intermittency and infinite variance: the case of integrated supOU processes, Electronic Journal of Probability, 26, art.n 56, 1-31 9. Grahovac, D. and Leonenko, N. and Taqqu, M.S. (2022) Intermittency and multiscaling in limit theorems, Fractals, 30, N 7, 2250137 *** Il seminario si terrà il giorno 10 Febbraio 2023 ore 11:00 nella Aula C del Dipartimento Matematica e Applicazioni, Università di Napoli FEDERICO II, Complesso di Monte Sant'Angelo, Via Cintia, Napoli. Link to Teams: https://teams.microsoft.com/l/meetup-join/19%3aMQ4RZDBo_0G-K_PHxKtktVYAczOG… -- Enrica Pirozzi Dipartimento di Matematica e Applicazioni Universita' di Napoli FEDERICO II Via Cintia, Monte S.Angelo, 80126, NAPOLI, ITALY Tel. 081 675634 https://www.docenti.unina.it/ENRICA.PIROZZI

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Next OWPS on February 15th: Frank den Hollander and Elena Pulvirenti
by Alberto Chiarini 07 Feb '23

07 Feb '23

The One World Probability Seminar is back! This Semester it will take place every other Wednesday form 15:00 to 17:00 UTC. You can find more information on the web site: https://www.owprobability.org/one-world-probability-seminar. OWPS's next session will be on Wednesday the 15th of February from 15:00 to 17:00 UTC. Our next speakers are: Frank den Hollander (Leiden) and Elena Pulvirenti (Delft) Title, abstract and the zoom link are below the signature and can be found on the website https://www.owprobability.org/one-world-probability-seminar. Best wishes, Alberto Chiarini (Padua) and Adrián González Casanova (Berkeley and México) ----------------------------------------------------------------------------------------------------------- Speakers: Frank den Hollander (Leiden) and Elena Pulvirenti (Delft) Talk 1 : Metastability for the Widom-Rowlinson model: I. Planar discs. Abstract We define the static Widom-Rowlinson model on a two-dimensional finite torus. The energy of a particle configuration is determined by its halo, defined as the union of unit discs centred at the positions of the particles. We discuss the metastable behaviour of a dynamic version of the model, in which particles are randomly created and annihilated as if the outside of the torus were an infinite reservoir with a given chemical potential. We start with the empty torus and are interested in the first time when the torus is fully covered by unit discs. This can be viewed as the crossover time from a ‘gas phase’ to a ‘liquid phase’. We consider the metastable regime where the temperature is low and the chemical potential is supercritical. In order to achieve the transition from empty to full, the system needs to create a sufficiently large droplet, called critical droplet, which triggers the crossover. It turns out that the critical droplet is close to a disc of a certain deterministic radius, with a boundary that is random and consists of a large number of unit discs that stick out by a small distance. We show how an analysis of the surface fluctuations allows us to derive both a volume term and a surface term in the asymptotics of the average crossover time. Based on joint work with Sabine Jansen (Munich) and Roman Kotecký (Prague). Talk 2 : Metastability for the Widom-Rowlinson model: II. Grains of general shape. Abstract We investigate what happens when the planar discs are replaced by convex grains in arbitrary dimensions whose shape may be random. We identify the size and the shape of the critical droplet as a function of the shape distribution for the grains. We also identify the volume term in the asymptotics of the average crossover time. In addition, we speculate about the surface term, formulating a conjecture about what it should look like. There are various interesting subcases, showing that the shape of the grains has a rather delicate influence on the critical droplet and the average crossover time. Based on joint work with Yogesh Dhandapani (Bangalore) and Roman Kotecký (Prague). Zoom-link: https://unipd.zoom.us/j/89537602090?pwd=T0lETjRKaHk1R3FpWmNTbThxNTJQdz09 Meeting ID: 895 3760 2090 Passcode: 300934 If you are having trouble with zoom, or if the capacity of the zoom room gets exceeded, you can also access to the Youtube live stream at the channel of the seminar: https://www.youtube.com/channel/UCiLiEQGTp6bZEhuHDM-WNWQ

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Call for expressions of interest in a position of Researcher (tenured) or Associate/Full Professor of Statistics, Economic Statistics, Social Statistics, Demography
by Alessandra Fabbri Colabich 06 Feb '23

06 Feb '23

The Department of Statistical Sciences of the University of Padova, www.stat.unipd.it, invites applications for one academic openings at the Researcher (Ricercatore Tenure Track), Associate Professor or Full Professor level. The applications might cover all the fields of interest for the Department, that is, the fields of Statistics (Statistica), Economic Statistics (Statistica Economica), Demography (Demografia) and Social Statistics (Statistica Sociale); a brief description of the research fields is available at https://www.stat.unipd.it/en/research/areas. Link: https://www.stat.unipd.it/en/call-expressions-interest-position-researcher-… -- 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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