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Research Technician at BCAM (Bilbao, ES) on Wildfire Propagation Modelling
by Gianni Pagnini 07 Jul '21

07 Jul '21

Dear colleagues, I would like to inform you about a 1-year position as Research Technician at BCAM, Bilbao. The position is intended as research training period for graduated student before to start a PhD program. The research is focused on physical and mathematical modelling of wildfire propagation. The application form and details on the requested profile are available at the link: http://www.bcamath.org/en/research/job/ic2021-07-research-technician-in-sta… <http://www.bcamath.org/en/research/job/ic2021-07-research-technician-in-sta…> Unfortunately, because of administrative issues, the deadline is very close on the 21st of July 2021 at 14:00 CET. For any questions, please get in contact with me at: gpagnini(a)bcamath.org <mailto:gpagnini@bcamath.org> Feel free to share the announcement with any possible candidate. Thank you very much. Regards, Gianni — Gianni Pagnini Ikerbasque Research Associate BCAM - Basque Center for Applied Mathematics Alameda de Mazarredo, 14 E-48009 Bilbao, Basque Country - Spain Tel. +34 946 567 842 gpagnini(a)bcamath.org | www.bcamath.org/gpagnini ( matematika mugaz bestalde )

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Seminar announcement July Thursday 8 - Metastability for the dilute Curie-Weiss model with Glauber dynamics (prof. Elena Pulvirenti)
by Gianmarco Bet 07 Jul '21

07 Jul '21

Dear colleagues, On July Thursday 8 at 14:00, prof. Elena Pulvirenti (TU Delft) will give a virtual seminar “in Florence”, to which you are all invited. You can find title and abstract below. Title: Metastability for the dilute Curie-Weiss model with Glauber dynamics Abstract: We analyse the metastable behaviour of the dilute Curie–Weiss model subject to a Glauber dynamics. The model is a random version of a mean-field Ising model, where the coupling coefficients are replaced by i.i.d. random coefficients, e.g. Bernoulli random variables with fixed parameter p. This model can be also viewed as an Ising model on the Erdos–Renyi random graph with edge probability p. The system is a Markov chain where spins flip according to a Metropolis dynamics at inverse temperature \beta. We compute the average time the system takes to reach the stable phase when it starts from a certain probability distribution on the metastable state (called the last-exit biased distribution), in the regime where the system size goes to infinity, the inverse temperature is larger than 1 and the magnetic field is positive and small enough. We obtain asymptotic bounds on the probability of the event that the mean metastable hitting time is approximated by that of the Curie–Weiss model. The proof uses the potential theoretic approach to metastability and concentration of measure inequalities. This is a joint collaboration with Anton Bovier (Bonn) and Saeda Marello (Bonn). The seminar will be on Zoom. You can find the information to join below. Time: Jul 8, 2021 02:00 PM Rome Join Zoom Meeting https://us02web.zoom.us/j/86877056843?pwd=VnRCYktqZUV2M05GTDMwdWRhQ2VBdz09 Meeting ID: 868 7705 6843 Passcode: 909528 If you know of someone who might be interested and is not subscribed to the random mailing list, please do not hesitate to forward this announcement to them. Kind regards, Gianmarco ---------------------------------------------------------------------- Gianmarco Bet (he/him) Junior researcher https://gianmarco.bet Phone: (+39) 055 2751491 Department of Mathematics and Informatics "U. Dini" University of Florence Viale Morgagni, 65 50134 Firenze, Italy Office 64 ----------------------------------------------------------------------

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Job announcement @ European Commission - Joint research Centre Ispra (IT). Deadline 28-Jul-2021.
by IACUS Stefano 07 Jul '21

07 Jul '21

Dear Colleagues, please forward this job announcement to potential candidates. We are looking for a data scientist and forecasting expert to join our team on "data innovation for migration and demography". This is a 3+3 contract at the European Commission - Joint Research Centre, Ispra (IT), with highly competitive salary. If you want to make the difference and impact the policy making cycle, apply by 28-Jul-2021 (Job# 2021-IPR-E6-FGIV-017868) here: https://lnkd.in/dWu5hBE The successful candidate, as a member of a team of researchers and analysts, will be requested to: * Contribute to early warning, situational awareness and forecast of migration patterns using traditional and innovative data sources as well as big data * Contribute to the research activity on innovative data for migration, by collecting and analysing these data but also working on the related methodological challenges of integrating these data with official statistics; * Collaborate with academic institutions and networks, Eurostat and other statistical offices, international organisations and data producers. The ideal candidate shall have: * A Ph.D. (doctoral degree) in data science, computer science, statistics or a related quantitative analysis discipline, or a minimum of five years professional experience after university studies, with a focus on data for policy; * Experience in the domain of migration and/or mobility; * Hands-on experience with data analytics, scientific programming tools (R and Python), large volumes of unstructured data, modelling and capability to transform data into information by extracting relevant insights, trends and patterns; * Experience in machine learning and forecasting methods. * Demonstrated experience in working with policy makers will be an asset; * Flexibility, openness and collaborative attitude is required; * Ability to work both autonomously and in team, result orientation, resilience to work under pressure; * Capacity to communicate well and represent the Unit in EU policy-related events. Looking forward to receive your application ! Stefano M. Iacus Project Officer [1571651612864] European Commission Joint Research Centre Demography, Migration and Governance Office: 26B 00/40 Via Enrico Fermi 2749 I-21027 Ispra / Italy Tel +39 0332 78.6088 Fax +39 0332 78.9045 [1571651625394] DISCLAIMER: The views expressed are purely those of the writer and may not in any circumstances be regarded as stating an official position of the European Commission.

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Fwd: PhD/Postdoc position in Interacting Particle Systems, Augsburg
by Faggionato, Alessandra 05 Jul '21

05 Jul '21

Ricevo ed inoltro con piacere. Saluti Alessandra ---------- Forwarded message --------- Da: Stefan Grosskinsky <s.w.grosskinsky(a)tudelft.nl> Date: lun 5 lug 2021 alle ore 11:35 Subject: PhD/Postdoc position in Interacting Particle Systems, Augsburg To: <Stefan.Grosskinsky(a)math.uni-augsburg.de> Dear colleagues, I am advertising a PhD or PostDoc position at Augsburg, Germany, to start in October this year. It would be great if you can forward the announcement below to suitable candidates. Please excuse if you have already received this via another channel. Thanks a lot and best wishes Stefan Grosskinsky We are inviting applications for a research associate position from October 1st, to support the new research group on Interacting Particle Systems of Stefan Grosskinsky at the University of Augsburg, Germany. For technical reasons the position is initially fixed for one year, but can be extended to 3 years. The position is suitable for PhD or Postdoc, and includes a modest amount of teaching. The official announcement in German can be found here: https://www.uni-augsburg.de/de/jobs-und-karriere/stellenangebote/2021/06/22… Possible research topics include: Phase transitions and large-scale dynamics in stochastic particle systems, condensation and aggregation phenomena, hydrodynamic scaling limits, metastability, rare event simulation; stochastic modelling of complex systems in economy, biology or physics; for more details see https://stefangrosskinsky.wordpress.com/ I am very happy to answer any questions, please get in touch preferably before the end of July. Stefan.Grosskinsky(a)math.uni-augsburg.de Please send applications as PDF, which should include a CV, relevant qualifications, research interests and contact details of two references. Best wishes Stefan Grosskinsky -- Dr Stefan Grosskinsky Associate Professor DIAM, TU Delftstefangrosskinsky.wordpress.com -- ************************************************* Prof. Alessandra Faggionato http://www1.mat.uniroma1.it/~faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 5, Phone (0039) 06 49913252 *************************************************

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Seminar by Prof. Giorgio Ferrari in Padova and via Zoom!
by Giorgia Callegaro 03 Jul '21

03 Jul '21

Dear all, it's a pleasure to announce the forthcoming seminar by Giorgio Ferrari, which will be held in room 2BC30 of the Mathematics Department (Torre Archimede) of the University of Padova and online, via Zoom, next week. Here are the details: * Date and time: 7 July, 14.30 pm * Title: Multidimensional singular control and related Skorokhod problem: sufficient conditions for the characterization of optimal controls * Abstract: Singular stochastic control problems naturally arise in applications and are intimately related to variational inequalities and free-boundary problems. A key difficulty in the analysis of singular stochastic control problems in multiple dimensions concerns the characterization of an optimal policy, being the latter typically related to the construction of a stochastic process with reflecting boundary conditions. In this talk we show how to construct the optimal control for a class of singular stochastic control problems as the unique solution to a related Skorokhod reflection problem. The considered optimization problems concern the minimization of a discounted cost functional over an infinite time-horizon through a process of bounded variation affecting an Itô-diffusion. The setting is multidimensional, the dynamics of the state and the costs are convex, the volatility matrix can be constant or linear in the state. We prove that the optimal control acts only when the underlying diffusion attempts to exit the so-called waiting region, and that the direction of this action is prescribed by the derivative of the value function. Our approach is based on the study of a suitable monotonicity property of the derivative of the value function through its interpretation as the value of an optimal stopping game. Such a monotonicity allows to construct nearly optimal policies which reflect the underlying diffusion at the boundary of approximating waiting regions. The limit of this approximation scheme then provides the desired characterization. Our result applies to a relevant class of linear-quadratic models, among others. Furthermore, it allows to construct the optimal control in degenerate and non degenerate settings considered in the literature, where this important aspect was only partially addressed. The talk is based on a joint work with Jodi Dianetti. * Zoom link: please visit the webpage https://www.math.unipd.it/news/multidimensional-singular-control-and-relate… Thanks for your attention and see you soon in Padova, Giorgia Callegaro -- Giorgia Callegaro Associate Professor Department of Mathematics - University of Padova Via Trieste 63 , I-35121 Padova - ITALY Tel: +39-0498271481 Fax: +39-0498271499 E-Mail: gcallega(a)math.unipd.it <https://webmail.math.unipd.it/horde3/imp/message.php?mailbox=Sent&index=598#> Personal web-page: https://sites.google.com/site/giogiocallegaro/Home

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3 POSTDOCTORAL FELLOWSHIPS
by Tiziano De Angelis 02 Jul '21

02 Jul '21

Dear All, I am forwarding the announcement below, which may be of interest to young researchers in the applied probability community. Best wishes Tiziano *-------------------------3 POSTDOCTORAL FELLOWSHIPS IN MODELING AND ENGINEERING RISK AND COMPLEXITY (MERC) AVAILABLE AT THE SSM-SCHOOL FOR ADVANCED STUDIES OF THE UNIVERSITY OF NAPLES (Call no. MERC_021_01)* The call for applications for three postdoctoral fellowships in Modeling and Engineering Risk and Complexity iat the SSM-School for Advanced Studies of the University of Naples is now available at: http://www.ssm.unina.it/en/postdoctoral-fellowships-calls-and-procedures/ The research programme will focus on the development of new methodological approaches for the study, management and control of complex systems, the design and engineering of resilient systems and the analysis and management of risks (natural, anthropogenic, industrial and na-tech) and cascading effects. The programme focuses on the integrated description and management of phenomena affecting complex systems and the risks to which they are exposed, in different application domains, through the use of methods for mathematical, stochastic, computational and data-driven modelling. The programme should be characterised by a strongly multi- and inter-disciplinary approach, based on the theory of dynamical systems and control, the study of complex systems, infrastructures and networks, the theory of reliability for the modelling of uncertainty, the analysis and management of risks deriving from natural and anthropic phenomena on complex and interdependent systems and the study of their emerging properties and domino and cascade effects. The candidate's activity should lie in at least one of the following three multidisciplinary research areas (i) modelling, analysis and control of non-linear, uncertain, complex and multi-agent systems (ii) stochastic modelling and reliability theory (iii) Modelling and analysis of natural, Na-Tech, man-made and industrial hazards. The winners will carry out their research at the Scuola Superiore Meridionale of the Università degli Studi di Napoli Federico II in close collaboration with the research groups already involved in the activities of the PhD students active there. They will also be required to engage in the teaching and tutoring activities of the School, by either giving courses at PhD level or undergraduate level for the students of the School. Each fellowship is 1 year long (renewable up to 3 years) with a yearly gross salary of EUR 35,000. *Deadline for applications: 31st July 2021 at 2pm CET.* For any further information you can check the related PhD program website at http://www.ssm.unina.it/en/modeling-and-engineering-risk-eng-and-complexity… or contact us via email at merc(a)unina.it <https://mailto:merc@unina.it>

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Online seminar by Matteo Brachetta (Polimi), July 14, 17:00
by Elisa Mastrogiacomo 01 Jul '21

01 Jul '21

*** Apologize for cross-posting *** On *July 14 at 17:00, Matteo Brachetta* (Department of Mathematics, Politecnico di Milano <https://scholar.google.com/citations?view_op=view_org&hl=it&org=39070900387…>) will give a virtual seminar “in Insubria & Bicocca”, to which you are all invited. You can find the title and abstract below. Title: *Optimal Public Debt Management* Abstract: Public debt management is one of the most relevant topics in Economics, especially after economic crises due to wars, pandemics or economic recession. We discuss a class of debt management problems in a stochastic environment model. We propose a model for the Debt-to-GDP ratio where the government interventions (via fiscal policies) affect the public debt and the GDP growth rate at the same time. We allow for a stochastic interest rate on debt and possible correlation with the GDP growth rate. Indeed, both the interest rate and the GDP growth depend on a stochastic factor, which may represent any relevant macroeconomic variable, such as economic conditions. Moreover, shocks on debt and GDP can be correlated. We tackle the problem of a government whose goal is to determine the fiscal policy (quantity of surplus or deficit) in order to minimize a general functional cost. We prove that the value function is a viscosity solution to the Hamilton-Jacobi-Bellman equation and provide a Verification Theorem based on classical solutions. Then we discuss two applications, namely debt reduction and debt smoothing, providing explicit results. The seminar will be on *Zoom*. You can find the information to join below. Speaker: Matteo Brachetta Topic: Optimal Public Debt Management Time: July 14, 2021, 17:00 Rome Where: Zoom Link: https://us02web.zoom.us/j/84293514055?pwd=eFJSQitDTzZ0QUtsMUUzSlh0ZW43Zz09 ID riunione: 842 9351 4055 Passcode: jB3XTr After the talk, you are all invited to remain in the meeting for an informal aperitif and chat. Please forward to anyone interested. Kind regards, Emanuela Rosazza Gianin and Elisa Mastrogiacomo

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Research fellowship, Statistics, Bologna
by Sabrina Mulinacci 01 Jul '21

01 Jul '21

Dear Colleagues, a research fellowship is available at the Department of Statistics of the University of Bologna. Candidates must submit a reasearch project on one of the following topics: Stochastic differential equations, Copulas, Optimal transport, Multivariate dependence, Conditional expectations and their asymptotic behavior, Dynamic models (with time or space-time evolution) in economics, Computational and statistical methods for asset pricing and risk management, Interval analysis and multi-dimensional copulas, Application of special functions to probabilistic and financial models, Rough volatility models, Financial instruments for investment valuation. Deadline for application: July 7th 2021 Details and call for applications can be found at https://bandi.unibo.it/ricerca/assegni-ricerca?id_bando=53471 Best Regards Sabrina Mulinacci

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tenure-track position in probability at TU Vienna
by Prof. Fabio Toninelli 01 Jul '21

01 Jul '21

Dear colleagues, the Technical University of Vienna <https://www.tuwien.at/en/> is advertising a *tenure-track* *position in probability* (main focus: probabilistic methods in mathematical physics and related areas). The (earliest) starting date is March 1^st , 2022. The successful candidate will become member of the Mathematical Stochastics group, that I have been heading since 2020. I would be grateful if you could forward this message to any suitable candidates (the application deadline is *September 9th, 2021*). Applications can be submitted online via this link <https://jobs.tuwien.ac.at/Job/153800>. Candidates are encouraged to contact me <https://toninellifabio.wixsite.com/homepage> (fabio.toninelli(a)tuwien.ac.at) directly for any question related to this position. With best wishes and many thanks Fabio Toninelli -- Prof. Dr. Fabio Toninelli Technical University of Vienna Institut für Stochastik und Wirtschaftsmathematik Wiedner Hauptstrasse 8-10, 1040 Wien, Austria Office: 6th floor, green area. tel: +43-1-58801-10570 https://toninellifabio.wixsite.com/homepage

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no. 2 research grants for innovative and excellent research projects
by Susi Ceron 30 Jun '21

30 Jun '21

Dear All, we would like to inform you that *2 research grants (type B)* are available in the *Department of Statistical Sciences **at the **University of Padua*. *Deadline for application*: July 28th 2021 The Department will select innovative and excellent research projects proposed by young independent scholars within the framework of the Project of Excellence “Statistical methods and models for complex data” in the scientific sectors of interest to the Department of Statistical Sciences. The selection is open to PhD graduates who have completed suitable and documented academic and professional experience and that have carried out at least one year of post-doctoral research activity. Details can be found at: https://www.stat.unipd.it/bando-2-assegni-di-ricerca-tipo-b-selection-annou… Best regards, -- Ufficio Ricerca Dipartimento di Scienze Statistiche Università degli Studi di Padova Via Cesare Battisti 241 - 35121 Padova tel. +39 049 8274125 / +39 049 8274167 www.stat.unipd.it

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Padova Online Seminar by Wioletta Ruszel (University of Utrecht) [Friday, July 9 at 14.30]
by alessandra bianchi 29 Jun '21

29 Jun '21

Dear Colleagues, We would like to invite you to the following Probability seminar that will take place on July 9 at 14.30 by the zoom platform. ________________________________________________________ Speaker: Wioletta Ruszel (University of Utrecht) Title: Local central limit theorem and potential kernel estimates for a class of symmetric heavy-tailed random variables. 09 JULY (Friday) - 14:30 zoom link: TBA available on the webpage https://www.math.unipd.it/~bianchi/seminari/ ) Abstract: In this talk we will discuss stable local limit theorems and potential kernel estimates. In particular we consider a class of heavy-tailed random variables on Z in the domain of attraction of an -stable random variable of index \alpha \in (0, 2) satisfying a certain expansion of their characteristic function expansion. Our results include sharp convergence rates for the local (stable) central limit theorem, a detailed expansion of the characteristic function of a long-range random walk with transition and detailed asymptotic estimates of the discrete potential kernel. This is joint work with Leandro Chiarini (UU) and Milton Jara (IMPA) and is based on arXiv.com/2101.01609. -- 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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pst-doc in Statistics, University of Florence
by Monia Lupparelli 29 Jun '21

29 Jun '21

* Apologise for cross-posting * Dear Colleagues, I would like to inform you that a post-doc in Statistics is available in the Department of Statistics, Computer Science, Applications at the University of Florence, under the supervision of Prof. Monia Lupparelli and Prof. Francesco C. Stingo. Deadline for application: July 12th 2021 Starting date: November 1st 2021 Research topic: Bayesian model search for profile undirected graphical models The research project aims to develop a graphical modelling approach to study the effect that a risk factor may have on a set of random variables and on their joint dependence structure. This issue could be partially addressed by using chain graph or multiple graph models: the first method ignores how the dependence structure may vary under different profiles defined by the external factor, the second does not account for the effect of the factor on single variables. The research should develop a class of profile graphical models to fill the gap between the existent graphical approaches. As far as inference is concerned, model selection represents a crucial aspect since compatibility constraints for the model identifiability need to be considered. The idea is to implement Bayesian stochastic search approaches for the selection and inference of discrete profile graphs, both for moderate and high dimensional data. The proposed methodology will be applied to biomedical data. Details can be found at https://bandi.miur.it/bandi.php/public/fellowship/id_fellow/192962 <https://bandi.miur.it/bandi.php/public/fellowship/id_fellow/192962> and https://titulus.unifi.it/albo/viewer?view=files%2F004108400-UNFICLE-701729a… <https://titulus.unifi.it/albo/viewer?view=files/004108400-UNFICLE-701729a1-…> Best Regards, Monia Lupparelli ----------------------------------------- Monia Lupparelli, PhD Department of Statistics, Computer Science, Applications University of Florence Viale Morgagni 59, 50134 Florence, IT Phone +39 055 2751579

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Annuncio: GNU TeXmacs versione 2.1
by Massimiliano Gubinelli 25 Jun '21

25 Jun '21

Cari colleghi, insieme ad altri ricercatori da molti anni sviluppiamo un editor di testi scientifici (e non) che si chiama TeXmacs (www.texmacs.org) e che permette di scrivere articoli, preparare presentazioni, etc.. rimpiazzando l'uso dei vari sistemi basati su TeX con un'interfaccia più sintetica e moderna. TeXmacs non è basato su TeX ma può esportare i documenti in vari formati, tra cui HTML, PDF o appunto (La)TeX. Il software è libero, parte del progetto GNU (per chi conosce questa iniziativa e i suoi scopi) e compatibile con Mac, Windows e i vari sistemi Linux. È un sistema che per molti di noi è diventato uno strumento di uso quotidiano, sia nella didattica (sopratutto in questo periodo di insegnamento a distanza) che nella ricerca e nella produzione di documentazione scientifica: articoli, tesi, libri. Da poco abbiamo rilasciato la versione 2.1 che rappresenta il consolidamento del nostro lavoro dell'ultimo decennio e all'occasione cerchiamo di fare un po' di pubblicità all'iniziativa per favorirne la diffusione. In particolare abbiamo prodotto un corto video di presentazione (~4 min) che riassume le caratteristiche salienti del sistema: https://www.youtube.com/watch?v=H46ON2FB30U In rete trovate anche varie risorse di informazione: un sito web dove scaricare il programma, un forum e delle liste di diffusione. Per maggiori dettagli faccio seguire il messaggio ufficiale in inglese. Sperando che questa iniziativa possa essere di interesse e utile, vi porgo cordiali saluti, Massimiliano Gubinelli -------------------------------------------------------------------- Dear colleague, We are happy to announce the release of GNU TeXmacs 2.1, a free scientific office suite that you may download from https://www.texmacs.org The core of the system is a what-you-see-is-what-you-get structured text editor with support for mathematical formulas. For a short overview, you may watch the following video (3 min 40): https://www.youtube.com/watch?v=H46ON2FB30U TeXmacs is unique in its ability to produce documents with the highest typographical quality using a user friendly interface. The software also comes with an integrated presentation tool, a picture editor, version control, a bibliography tool, interfaces to various mathematical computation systems, and much more... GNU TeXmacs is not based on TeX/LaTeX, but comes with high quality converters from and to LaTeX, as well as Html/MathML/MathJax. In order to get started with TeXmacs, we recommend that you watch one or more of our introductory videos: https://www.texmacs.org/tmweb/home/videos.en.html The software provides integrated documentation and a manual that can be downloaded from https://www.texmacs.org/tmweb/help/book.en.html A new book about TeXmacs is available here: https://www.scypress.com/book_info.html For further questions, don't hesitate to ask on one of our mailing lists or on the TeXmacs forum. With our best regards, The TeXmacs team

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Next LTI@Unito webinars: June 29, 2021 @12:00 | July 1, 2021 @12:00
by Luca Regis 23 Jun '21

23 Jun '21

Dear colleagues, I am happy to forward you the following announcements of two seminars in Quantitative Finance organized by LTI@UniTO and Collegio Carlo Alberto: * Matthijs Breugem (CCA) on Tuesday, June 29th: "On the impact of Long Term Investors on Information Choice and Market Efficiency" * Carole Bernard (Grenoble Ecole de Management) on Thursday July 1st: "Option-implied dependence and correlation risk premium". Please find below the abstract and the zoom links. Best regards, Luca Regis <#> <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/SNnQ5aISnSkDsUrrKkdJ5noQSxbj4pJWMq…> <#> LTI@Unito and Fondazione Collegio Carlo Alberto are pleased to invite you to the following webinars <#> *June 29, 2021 | 12:00 - 13:00* *“On The Impact of Long Term Investors on Information Choice and Market Efficiency”* *Matthijs Breugem (Collegio Carlo Alberto)* <#> *Abstract* We analyze the impact of investor investment horizon on information acquisition and market efficiency in an REE economy with short-term and long-term investors. We find that the presence of long-term investors increases the willingness of short-term investors to acquire long-term information. Specifically, short-term investors care about long-term information to the extent that future prices—at which they liquidate their investments—reflect long-term payoffs. Long-term investors acquire long-term information and therefore increase the price-informativeness of future prices. Therefore, the larger the fraction of long-term investors, the more long-term payoffs are reflected into future prices, and the more long-term information is acquired by short-term investors. *Zoom Link:* *https://us02web.zoom.us/j/83290754621?pwd=Q3NoaWlIdXpnSkovdjlRTXE1OE5jdz09 <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/PA1lvCniowZZn-8vKUfINTd51_6qus8e1k…>* Meeting ID: 832 9075 4621 Passcode: 359187 <#> *July 1, 2021 | 12:00 - 13:00* *“Option-Implied Dependence and Correlation Risk Premium”* *Carole Bernard (Grenoble Ecole de Management)* <#> *Abstract* We propose a novel model-free approach to obtain the joint risk-neutral distribution among several assets that is consistent with market prices of options on these assets and their weighted index. In an empirical application, we use options on the S&P 500 index and its nine industry sectors. The results of our analysis reveal that the option-implied dependence for the nine sectors is highly nonnormal, asymmetric, and time-varying. We then study two conditional correlations: when the market moves down or up. The risk premium for the down correlation is strongly negative, while the opposite is true for the up correlation. These findings are consistent with the economic intuition that investors dislike the loss of diversification when markets fall, but they actually prefer high correlation when markets rally. *Zoom link: * *https://us02web.zoom.us/j/81288915014?pwd=YjEzZVpIcG9XV0dIQ0VIT3U1MlNvQT09* <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/UPvaJBcnB9yu8Re-TR7dBnNYNJyWPZXbUf…> Meeting ID: 812 8891 5014 Passcode: 967992 <#> <#> <#> <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/iyOIzzg_nVx7Bu3-NolrUvwYpV1JmU_hFp…> <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/Et9Pc4YQXTY89y_CV5p_IUhO4DxipOFuoI…> <#> FONDAZIONE COLLEGIO CARLO ALBERTO Piazza Arbarello 8 - 10122 Torino, Italy phone: +390116705000 segreteria(a)carloalberto.org - www.carloalberto.org Facebook <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/yVeI_QEUL9xx9EqhVQgfTjU0cwCU5_VhvC…> Twitter <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/0kMzTVLZsJ-Syk4mMhudyxU14AXIlPy9yW…> LinkedIn <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/QYDynuy101bf3yF94teX10r5klyqsB8YBx…> Instagram <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/qnxIbHpfFwuutvK3uttAeswc2cRYOxE0tz…> Youtube <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/_BlSIp8G775XAxS37E-KhH0lDg1opLCsE-…> <#> *INFORMATION UNDER THE NEW GENERAL DATA PROTECTION REGULATION (GDPR)* Your personal information has been gathered for the exclusive purpose of informing you about the Collegio's initiatives, considering our and your legitimate interest or your consent. If you wish to have your personal data modified please contact Fondazione Collegio Carlo Alberto, piazza Arbarello 8, 1022 Torino, Italy - phone: +390116705000 - privacy(a)carloalberto.org *Unsubscribe* <https://4z5y5.r.a.d.sendibm1.com/mk/un/aZ9kdc-nDnUx78P7s4mh2iStF7nA4UX09Z6U…> <#> © 2021 Fondazione Collegio Carlo Alberto

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(PMS)^2 online talk: Lucia Caramellino [Monday June 28 at 5:30pm]
by Maurizia Rossi 23 Jun '21

23 Jun '21

Dear colleagues, we are happy to announce the following online talk: Speaker: *Lucia Caramellino* (Università di Roma "Tor Vergata") Title: *Regularization lemmas and convergence in total variation.* Abstract: We provide a simple abstract formalism of integration by parts under which we obtain some regularization lemmas. These lemmas apply to any sequence of random variables which are smooth and non-degenerated in some sense and enable one to upgrade the distance of convergence from a smooth (Wasserstein e.g.) distance to the total variation in a quantitative way. We provide a result removing the costly assumption that some non-degeneracy is required along the whole sequence, as we require only non-degeneracy at the limit. The price to pay is to control the smooth distance between the Malliavin matrix of the sequence and the Malliavin matrix of the limit which is particularly easy in the context of Gaussian limits as their Malliavin matrix is deterministic. We show some applications of this result. >From joint papers with Vlad Bally and Guillaume Poly. Date and time: * Monday June 28, 17:30-18:30 (Rome time zone)* *Zoom link: * https://us02web.zoom.us/j/82036797456?pwd=bFpXZndKOHFxOTNrUkd0OVhub09qZz09 ID riunione: 820 3679 7456 Passcode: t0Db9B This is a talk of the *(PMS)^2: Pavia-Milano Seminar series on Probability and Mathematical Statistics *organized jointly by the universities Milano-Bicocca, Pavia, Milano-Politecnico and Milano-Statale. For more information see the dedicated *webpage:* https://paviamilanoseminars.wordpress.com/ <http://paviamilanoseminars.wordpress.com> Participation is free and welcome! (though limited to 100 participants for technical reasons). Best regards *The organizers* (Mario Maurelli, Carlo Orrieri, Maurizia Rossi, Margherita Zanella) - - - Maurizia Rossi Dipartimento di Matematica e Applicazioni Università di Milano-Bicocca

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Fwd: [owps] OWPS Talks June 24
by Faggionato, Alessandra 23 Jun '21

23 Jun '21

Buongiorno vi giro l'annuncio del OWPS di domani (notate che nella mail scrivono June 25 ma poi hanno mandato una seconda mail di rettifica). Buona giornata Alessandra ---------- Forwarded message --------- Da: One World Probability <ow.probability(a)gmail.com> Date: mer 23 giu 2021 alle ore 08:14 Subject: [owps] OWPS Talks June 25 To: <owps(a)lists.bath.ac.uk> Dear All, Thursday June 25 we have a session on Probability Theory and Population Genetics, Speakers: Cornelia Pokalyuk and Anton Wakolbinger. This is the last session before the summer break! (Note: the time is in UTC. Due to time changes, you should check what that translates to in your location) ------------------------------------------------ (14:00-16:00 UTC) Speakers: Cornelia Pokalyuk and Anton Wakolbinger Fixation of slightly beneficial alleles from a backward and a forward perspective Cornelia Pokalyuk and Anton Wakolbinger (Goethe Universität Frankfurt) For a slightly beneficial mutant whose mean offspring number is by a factor 1+s larger than that of the wild types, the probability of being established in a large population is \approx 2s/v^2, where v^2 is the offspring variance. This approximation has been derived (for v^2=1) by Haldane (1927). In our tandem talk we will present some mathematics behind and beyond Haldane's formula within the class of Cannings models (which in the neutral case generalize the prototypic Wright-Fisher model from multinomial to exchangeable offspring numbers). It turns out that for ``moderately strong'' selection the {\em forward perspective} of the Galton-Watson approximation helps to prove the Haldane asymptotics in the large population limit, whereas for ``moderately weak'' selection a {\em backward perspective} is appropriate, which relies on an ancestral selection graph in discrete time. These parts of the presentation are based on F. Boenkost, A. Gonz\’alez Casanova, C.P., A.W., Haldane's formula in Cannings models: - The case of moderately weak selection, Electron. J. Probab. 26(4) (2021) - The case of moderately strong selection, arXiv:2008.02225 [1] [math.PR], submitted. In the last part of the talk we will give an outlook on work in progress on analoga of Haldane's formula for a class of Cannings models with asymptotically infinite offspring variance. A. Introduction Anton Wakolbinger B. Forwards perspective Cornelia Pokalyuk C. Backwards perspective Anton Wakolbinger D. Outlook Cornelia Pokalyuk The Zoom link is on the OWPS webpage. It can also be accessed directly via https://tum-conf.zoom.us/j/67179046628 <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Ftum-conf.…> Meeting ID:671 7904 6628 Passcode: 160041 Best wishes, Julien and Nina -- ************************************************* Prof. Alessandra Faggionato http://www1.mat.uniroma1.it/~faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 5, Phone (0039) 06 49913252 *************************************************

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International Master in Economics and Finance (IMEF) 2021-2022
by Roberto Casarin 22 Jun '21

22 Jun '21

Dear Colleagues, We are pleased to announce that (with our apologies for cross-posting) the *2021-2022* edition of the *International Master in Economics and Finance* (IMEF), a quantitative economics and finance program offered by Ca' Foscari University of Venice, is forthcoming! Main sponsors: *Generali Italia* and *KPMG*. * * *Deadline for application*: September 10th, 2021. For further information please visit: www.unive.it/imef <http://www.unive.it/imef> Best Regards, Roberto Casarin -- Roberto Casarin, PhD Professor of Econometrics Associate Editor - Bayesian Analysis University Ca' Foscari, Venice Address: San Giobbe 873/b, 30121 Venezia, Italy Web:http://sites.google.com/view/robertocasarin/ <http://sites.google.com/view/robertocasarin/> *25th Edition! * * includes Bloomberg Lab modules and gives the opportunity to get the *Bloomberg Certification <https://www.bloomberg.com/professional/expertise/universities/students/>**!* * offers new courses on *Real Estates*, *Finance*, *Machine Learning for Finance*, *Introduction to Coding* that will still be taught by the members of our *International Faculty <http://www.unive.it/pag/33235/> *and *Advanced Risk Management taught by KPMG.* * Students will benefit from reduced fees thanks to the sponsors contribution. *Why choose IMEF?* 1) IMEF provides a highly qualified programme thanks to its prestigious International Faculty 2) Students’ Placement is supported directly by IMEF Secretariat and Ca' Foscari Placement Office. Please have a look at Former students' experience: http://www.unive.it/pag/33229/ <http://www.unive.it/pag/33229/> 3) Attending IMEF courses will introduce you to high quality jobs, which wouldn’t be achievable with only a Master’s Degree title. 4) Preparation for the admission to PhD Programmes. Further information: Federica Varosio at imef(a)unive.it <mailto:imef@unive.it>, tel. 041 234 9108.

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Fwd: Announcemnt - OOPS 2021
by Faggionato, Alessandra 18 Jun '21

18 Jun '21

Ricevo e inoltro con piacere Saluti Alessandra ---------- Messaggio inoltrato ---------- Da: <angel(a)math.ubc.ca> Data: venerdì 18 giugno 2021 Oggetto: Announcemnt - OOPS 2021 A: Dear Friend of OOPS, Following the success of last year's open online probability school (OOPS, https://www.math.ubc/ca/Links/OOPS) and based on overwhelmingly positive replies to the poll sent out earlier this summer, we are happy to announce the 2021 edition of OOPS, which will take place this July and August. The target audience is graduate students and postdocs in probability, as well as more senior researchers who wish to expand their horizons. Please forward this information to anyone who may be interested. A tentative schedule is up at https://www.math.ubc.ca/Links/OOPS . No registration is required. We will be sending roughly weekly schedule notices to our mailing list. If you wish to be added to or removed from our mailing list, let us know at this link: https://forms.gle/i8KCFdMqe6FUEak57 best wishes, Omer Angel Other organizers: Yu-Ting Chen, Alex Fribergh, Sarai Hernandez-Torres, Thomas Hughes, James Martin, Rourab Ray, Leo Rolla -- ************************************************* Prof. Alessandra Faggionato http://www1.mat.uniroma1.it/~faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 5, Phone (0039) 06 49913252 *************************************************

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Dottorato su "Uncertainty and stochasticity in genome replication" al Kent
by Enrico Scalas 18 Jun '21

18 Jun '21

Care colleghe e colleghi, con preghiera di diffusione a persone interessate, Vi segnalo che all'Università del Kent nel Regno Unito è disponibile una posizione di dottorato su Uncertainty and stochasticity in genome replication con il dottor Eduard Campillo-Funollet (E.Campillo-Funollet(a)sussex.ac.uk) come supervisore. Maggiori informazioni si possono trovare a questi link: https://cdn-researchkent.pressidium.com/statistics/wp-content/uploads/sites… https://www.kent.ac.uk/scholarships/search/FN17SMSASE01 La scadenza per le domande è il 27 giugno. Cordiali saluti, Enrico Scalas

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Assegno di ricerca Sapienza Università di Roma
by Claudio Durastanti 17 Jun '21

17 Jun '21

Care/i iscritte/i, il Dipartimento di Scienze di Base e Applicate per l'Ingegneria di "Sapienza Università di Roma" bandisce un *assegno di ricerca di categoria B - tipologia I* annuale (rinnovabile) dal titolo "*Analisi e sviluppo di modelli per l'interazione tra molecole di DNA e substrato nanostrutturato*" all'interno del Progetto DIANA - "DIAgnostic potential of disorder: development of an innovative NAnostructured platform for rapid, label-free and low-cost analysis of genomic DNA" (IT) Il progetto di ricerca riguarda lo sviluppo e l’applicazione di tecniche statistiche finalizzate allo studio di dati spettrali ottenuti dall’analisi per deposizione diretta della soluzione contenente le molecole target di DNA genomico su vetrini standard da microscopia appositamente ricoperti dalle nanostrutture sonda e letti da apparati Raman. In particolare, al fine di analizzare i risultati sperimentali, saranno applicati diversi metodi statistici per ridurre ed interpretare i dati ottenuti, come ad esempio l’Analisi in Componenti Principali (ACP) o l’Analisi Fattoriale (AF). L’obiettivo sarà quello di individuare eventuali clusters di dati associati a possibili esiti nell’ambito della diagnostica del DNA in campo oncologico. Ulteriore finalità sarà quindi quella di sviluppare modelli predittivi, in grado di individuare l’appartenenza ad un determinato cluster di nuovi dati. Il lavoro di analisi statistica sarà sviluppato mediante uno o più linguaggi di programmazione (R Cran, Python, Matlab...). (EN) The research project regards the development and the application of statistical techniques aimed to study spectral data obtained by the analysis of spectral data from the direct deposition of the solution containing target molecules of genomic DNA on standard microscopy slides covered by the probe nanostructures and read by Raman machines. In particular, to analyze the experimental results, several different methods will be applied to the data, such as Principal Component Analysis (PCA) and Factorial Analysis (FA). The target is to identify potential clusters of data related to possible outcomes in the setting of DNA diagnostic in the oncology framework. Another goal is to develop predictive models, to identify the belonging of new data to a given cluster. The work of statistical analysis will be performed within one or more programming languages (R Cran, Python, Matlab...) La scadenza del bando è il *17 Luglio 2021* Maggiori informazioni, bando e materiale per la domande sono reperibili qua https://web.uniroma1.it/trasparenza/dettaglio_bando_albo/178055/2021-07-17T… Cordiali saluti -- Claudio Durastanti Dipartimento di Scienze di Base Applicate per l'Ingegneria La Sapienza - Università di Roma Via Antonio Scarpa 16 00161 Roma -- ________________________________________________________ Le informazioni contenute in questo messaggio di posta elettronica sono strettamente riservate e indirizzate esclusivamente al destinatario. Si prega di non leggere, fare copia, inoltrare a terzi o conservare tale messaggio se non si è il legittimo destinatario dello stesso. Qualora tale messaggio sia stato ricevuto per errore, si prega di restituirlo al mittente e di cancellarlo permanentemente dal proprio computer. The information contained in this e mail message is strictly confidential and intended for the use of the addressee only. If you are not the intended recipient, please do not read, copy, forward or store it on your computer. If you have received the message in error, please forward it back to the sender and delete it permanently from your computer system. -- Fai crescere i nostri giovani ricercatori dona il 5 per mille alla Sapienza *codice fiscale 80209930587*

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concorso MAT/06 Università di Milano
by Marco Alessandro Fuhrman 16 Jun '21

16 Jun '21

Buongiorno. E' stato bandito un concorso per un posto di prima fascia nel Settore MAT/06 presso l'Università degli Studi di Milano, destinato al Dipartimento di Matematica. Il bando si trova al seguente link: https://www.unimi.it/it/ateneo/lavora-con-noi/reclutamento-professori/proce… La scadenza per la presentazione delle domande è il 12 luglio 2021 alle ore 12:00. Cordiali saluti a tutti. Marco Fuhrman

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Fwd: [owps]
by Faggionato, Alessandra 16 Jun '21

16 Jun '21

Buongiorno sotto l'annuncio del OWPS di domani. Grazie dell'attenzione Saluti Alessandra ---------- Forwarded message --------- Da: One World Probability <ow.probability(a)gmail.com> Date: mer 16 giu 2021 alle ore 08:05 Subject: [owps] To: <owps(a)lists.bath.ac.uk> Dear All, Thursday June 17 we have two talks, by Amir Dembo and Nick Cook. (Note: all times are in UTC. Due to time changes, you should check what that translates to in your location) ------------------------------------------------ (14:00-15:00 UTC) Speaker: Amir Dembo Sparse random graphs with unusually large subgraph counts In this talk, based on joint works with Nicholas Cook, Huy Tuan Pham and Sohom Bhattacharya, I will discuss recent developments in the emerging theory of nonlinear large deviations, focusing on sharp upper tails for counts of several fixed subgraphs in a large sparse random graph (such as Erdős–Rényi or uniformly d-regular). These results allow in turn to determine the typical structure of samples from an associated class of Gibbs measures, known as Exponential Random Graph Models, which are widely used in the analysis of social networks. (14:00-15:00 UTC) Speaker: Nicholas Cook Large deviations and the regularity method for the Erdős–Rényi (hyper)graph I will describe a quantitative approach to the large deviations of random graphs and hypergraphs, emphasizing connections with graph limit theory and the regularity method from extremal combinatorics. The approach rests on new decomposition theorems and counting lemmas for sparse hypergraphs, formulated in terms of a novel class of cut-type norms for Bernoulli tensors. Based on joint work with Amir Dembo and Huy Tuan Pham. The Zoom link is on the OWPS webpage. It can also be accessed directly via https://tum-conf.zoom.us/j/69798781442 <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Ftum-conf.…> Meeting-ID: 697 9878 1442 Kenncode: 245940 Best wishes, Julien and Nina -- ************************************************* Prof. Alessandra Faggionato http://www1.mat.uniroma1.it/~faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 5, Phone (0039) 06 49913252 *************************************************

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Corso di Alta Formazione in Finanza Matematica, Università di Bologna - pubblicazione bando
by Andrea Pascucci 15 Jun '21

15 Jun '21

Con gentile richiesta di diffusione ------------------------------------------------------------------------ È stato pubblicato il bando di iscrizione alla *XVIII Edizione del Corso di Alta Formazione in Finanza Matematica* dell'Università di Bologna: https://site.unibo.it/finanza-matematica/it <https://site.unibo.it/finanza-matematica/it> L'esperienza delle precedenti edizioni ha evidenziato un notevole interesse da parte degli istituti finanziari nei confronti di persone con Laurea o Dottorato di Ricerca nei seguenti settori: *Fisica, Ingegneria, Matematica, Statistica, Astronomia, Informatica, Economia*. Principali caratteristiche: * compatibile con la frequenza ai corsi di Laurea o Dottorato; * al termine, permette l’acquisizione di 25 crediti formativi universitari che possono concorrere al conseguimento del titolo di Laurea; * propone una formazione avanzata sulla teoria economica e modellizzazione matematica dei mercati finanziari; * utilizza un approccio quantitativo ed attività didattiche interattive con esercitazioni, laboratori e project works; * prevede l'erogazione di borse di studio da parte di istituzioni private Il bando è disponibile all'indirizzo: https://www.unibo.it/it/didattica/corsi-di-alta-formazione/2021-2022/finanz… <https://www.unibo.it/it/didattica/corsi-di-alta-formazione/2021-2022/finanz…> *Scadenza iscrizioni: 07 Settembre 2021 * *Selezioni: 13 Settembre 2021 (in modalità telematica) * -------------------------------------------------------------------------------- Corso di Alta Formazione in Finanza Matematica https://site.unibo.it/finanza-matematica/it <https://site.unibo.it/finanza-matematica/it>// _dipmat-finanza(a)unibo.it_ Dipartimento di MatematicaUniversità di Bologna Piazza di Porta San Donato, 540126 Bologna

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Padova Online Seminar by Paolo Dai Pra (Università di Verona) [Friday, June 25 at 14.30]
by alessandra bianchi 14 Jun '21

14 Jun '21

Dear Colleagues, We would like to invite you to the following Probability seminar that will take place on June 25 at 14.30 by the zoom platform. ________________________________________________________ Speaker: Paolo Dai Pra (Università di Verona) Title: The social dilemma of stubborness vs. herding in social decisions: a mean field (game) model. 25 JUNE (Friday) - 14:30 zoom link: TBA available on the webpage https://www.math.unipd.it/~bianchi/seminari/ ) Abstract: We study a mean field game in continuous time over a finite horizon, T, where the state of each agent is binary and where players base their strategic decisions on two, possibly competing, factors: the willingness to align with the majority (herding) and the aspiration of sticking with the own type (stubbornness). While the corresponding N-player game possesses a unique Nash equilibrium, the mean field game has a variety of equilibria and phase transitions. The large N limit of the unique equilibrium of the N-player game selects one equilibrium of the mean field game; this selection appears to be highly nontrivial and will be discussed mostly on the base of simulations. -- 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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Seminar announcement Thursday 24 - Limit theorems for exponential random graphs (dr. Elena Magnanini)
by Gianmarco Bet 14 Jun '21

14 Jun '21

Dear colleagues, On June Thursday 24 at 15:30, dr. Elena Magnanini (Università degli Studi di Padova) will give a virtual seminar “in Florence”, to which you are all invited. You can find title and abstract below. Title: Limit theorems for exponential random graphs Abstract: In the present talk we focus on the derivation of some asymptotic properties for the family of exponential random graphs. This model can be seen as the generalization of the dense Erdӧs-Rényi random graph and follows the statistical mechanics approach of defining a Hamiltonian to weight the probability measure on the space of graphs, assigning higher mass to graphs with “desirable” properties. In particular our analysis will be focused on the edge-triangle model, a two-parameter family of exponential random graphs where the Hamiltonian only includes edge and triangle densities. We borrow tools from statistical mechanics together with large deviations techniques to obtain limit theorems for the edge density in the so-called replica symmetric regime, where the limiting free energy of the model is known together with a complete characterization of the phase diagram. First, we determine the asymptotic distribution of the edge density, as the graph size n tends to infinity, in the entire replica symmetric regime. We then study the fluctuations of the edge density around its average for all parameter values outside the critical curve and off the critical point and we formulate conjectures about the behavior at criticality based on the analysis of a mean-field approximation of the model. Some of our results can be extended with no substantial changes to more general classes of exponential random graphs. Joint work with Alessandra Bianchi and Francesca Collet. The seminar will be on Zoom. You can find the information to join below. Time: Jun 24, 2021 03:30 PM Rome Join Zoom Meeting https://us02web.zoom.us/j/86107880384?pwd=UllNZWhmM1FZclB1TnF0U2p1QVZtUT09 Meeting ID: 861 0788 0384 Passcode: 149060 If you know of someone who might be interested and is not subscribed to the random mailing list, please do not hesitate to forward this announcement to them. Kind regards, Gianmarco ---------------------------------------------------------------------- Gianmarco Bet (he/him) Junior researcher https://gianmarco.bet Phone: (+39) 055 2751491 Department of Mathematics and Informatics "U. Dini" University of Florence Viale Morgagni, 65 50134 Firenze, Italy Office 64 ----------------------------------------------------------------------

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4-year doctoral position in Bielefeld, deadline June 22
by Giorgio Ferrari 14 Jun '21

14 Jun '21

Dear All, this is to remind the approaching deadline (June 22) for applications to a *4-year doctoral position***(75% salary level 13 TV-L; starting salary circa 1800 Euros per month after taxes) at Bielefeld University within the Research Project C4 "/Stochastic Games of Singular Control and Games of Stopping/" of the SFB 1283 (see: https://www.sfb1283.uni-bielefeld.de/Pages/home and https://www.sfb1283.uni-bielefeld.de/projects/view/49 ). The PhD candidate will do research in my group by investigating stochastic games (N-player or mean-field) involving singular controls and optimal stopping rules, as well as multi-dimensional singular control and optimal stopping problems arising in applications. The PhD student of Project C4 will have the possibility to interact with international young researchers at doctoral and post-doctoral level, to gain from the frequent visits of leading academics in the field, to attend weekly seminars, workshops, conferences and summer schools, as well as to participate in the organization of scientific events. _Further information about the post and the application procedure can be found here:_ https://uni-bielefeld.hr4you.org/job/view/475/research-assistant?page_lang=… *DEADLINE* *for application:* June 22, 2021. *STARTING DATE:* as soon as possible. Please do not hesitate to write me for any queries. Best Regards, Giorgio Ferrari -- Questa e-mail è stata controllata per individuare virus con Avast antivirus. https://www.avast.com/antivirus

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Tenure track position/Complex Systems/Finland/DL 23.6.2021
by Juho Kanniainen (TAU) 13 Jun '21

13 Jun '21

Hi, Tampere University (Finland) has an open tenure position in Complex Systems in Tampere (Dept of Computing Sciences): https://tuni.rekrytointi.com/paikat/?o=A_RJ&jgid=1&jid=1064 We are looking for a computationally orientated candidate with expertise at least in one of the complex systems topics, especially in complex adaptive systems or complex networks. Candidate’s research can be exploratory and data-driven and/or model-based with various application areas, such as social sciences, computer science, economics, health, biology, or climate research. Applicants are encouraged to pursue an ambitious yet realistic research plan, emphasizing methodological, applied, and multidisciplinary aspects of their research. If you find this position interesting, don’t hesitate to apply for it! You may also share information on this position to potential candidates. The closing date for applications is Wednesday 23.6.2021 (at 23.59 EEST, GMT+2 / 21.59 UTC). Kind 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> Coordinator of BigDataFinance EU Program www.bigdatafinance.eu<http://www.bigdatafinance.eu>

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Seminario G. Cipolloni a Roma Tre, 24/06/2021
by Davide Macera 11 Jun '21

11 Jun '21

Ricevo ed inoltro ricercaMatFis(a)mat.uniroma3.it > gio 10/06/2021 15:38 > A: > > - ricercaMatFis(a)mat.uniroma3.it > > SEMINARIO > Probabilita' > Giorgio Cipolloni > (IST Austria) > Titolo: Fluctuation in the spectrum of non-Hermitian i.i.d. random > matrices. > Giovedi' 24 Giugno 2021 ORE 14:30 > Dipartimento di Matematica e Fisica > Universita' degli Studi Roma Tre > Largo San Leonardo Murialdo,1 - Pal.C - Aula 211 > Abstract > We consider a large non-Hermitian i.i.d. matrix X with real or complex > entries, and we analyse its spectrum using Girko's formula. We will > then show some applications of this approach proving: (i) edge > universality (the non-Hermitian analogue of Tracy-Widom universality); > (ii) Gaussian fluctuation of linear statistics of the eigenvalues for > general test functions. The proof relies on three main ingredients: > (i) local law for product of resolvents of the Hermitisation of X, > (ii) coupling of several weakly dependent Dyson Brownian motion, (iii) > rigorous supersymmetric analysis. >

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Second call: „Junior female researchers in probability“ 4-6 October 2021
by Luisa Andreis 11 Jun '21

11 Jun '21

Second call: „Junior female researchers in probability“ Dear colleagues, we would like to draw your attention to the third conference for "Junior female researchers in probability”, 4-6 October 2021 (postponed from last year due to the pandemic). The aim of this workshop is to promote young female researchers by giving them an opportunity to present their own work, and hear distinguished mathematicians who can inspire them to pursue a fulfilling career in probability. Keynote speakers: Nina Gantert (TU München) Eva Löcherbach (Paris) Invited speakers: Sigrid Källblad (Stockholm) Annika Lang (Göteborg) Elena Pulvirenti (Delft) Maite Wilke Berenguer (Berlin) The workshop will take place online and, if possible, as a hybrid event in Berlin. We warmly invite those who identify as female to submit abstracts for contributed talks, and apply for financial support for traveling to Berlin in case we can have a hybrid event. However, please be aware that being unable to travel should not restrain from submitting an abstract. There are special travel grants for female master students interested in gaining some insight into research and get in touch with researchers.. Of course everybody is very welcome to participate, but presentations and financial support are reserved for female participants. Deadline for submission of abstracts and funding requests: June 30, 2021. Please pass this information on to interested master students, PhD students and postdocs as well as your colleagues! More details can be found on our website: https://www.wias-berlin.de/workshops/JFRP21/ <https://www.wias-berlin.de/workshops/JFRP21/> Best regards, Luisa Andreis, Peter Bank, Dörte Kreher, Laura Körber, Noemi Kurt, Alexandra Quitmann and Weile Weng

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6th Berlin Workshop for Young Researchers
by Tiziano De Angelis 11 Jun '21

11 Jun '21

Dear All, I am forwarding the announcement below from Dirk Becherer. Best wishes Tiziano ----------------------------------- ----------------------------------- The 6th BERLIN WORKSHOP FOR YOUNG RESEARCHERS in Mathematical Finance and Stochastic Analysis will take place online from 23-25.Aug.2021 and offers an excellent opportunity for young researchers to present their research to an international audience - alongside to keynote speakers Christa Cuchiero, Beatrice Acciaio, Johannes Muhle-Karbe, Xunyu Zhou, Ludovic Tangpi and Julio Backhoff. Here is the *** CALL FOR CONTRIBUTED TALKS *** : https://t1p.de/YoungResearchersBerlin2021 It would be great if you could make excellent young researchers (phd, postdoc or shortly after) at your place aware of this opportunity to present their research. We are looking forward to welcoming many young talents to this workshop in Berlin, even if only virtually this time! Participation at the workshop is free but registration is required. For the organizers, Dirk Becherer

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LTI@Unito webinar Lorenzo Schoenleber (CCA): “Investor Behavior under Prospect Theory: Evidence from Mutual Funds” | June 14, 2021 @12:45
by Luca Regis 10 Jun '21

10 Jun '21

Dear Colleagues, I am happy to share with you the following invitation to the Quantative Finance webinar organized by LTI@UniTO and Collegio Carlo Alberto, “Investor Behavior under Prospect Theory: Evidence from Mutual Funds” by Lorenzo Schoenleber (CCA), which will take place on Zoom on June 14th, at 12.45. Below you find the Zoom link and an abstract of the presentation. Best regards, Luca Regis <#> <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/CkeqzI9VH3wAjL0mIewldcmVdn9Kyki4A1…> <#> LTI@Unito and Fondazione Collegio Carlo Alberto are pleased to invite you to the following webinar <#> *June 14, 2021 | 12:45 - 13:45* *“Investor Behavior under Prospect Theory: Evidence from Mutual Funds”* *Lorenzo Schoenleber (Collegio Carlo Alberto)* <#> *Abstract. *This paper studies the investment behavior of investors and fund managers within the mutual funds industry. We find that investors are biased in their mutual fund purchase decisions in a way described by prospect theory: The prospect theory value predicts future mutual fund flows, despite the fact that it is not related to the mutual funds’ future performance. We show that the mutual funds’ prospect theory value contains incremental information compared to historical performance measures already discovered in the mutual fund flow literature, and subsumes the information content of variables related to the convexity in the flow-performance relationship. We find that mutual fund managers are not subject to any behavioral bias identifiable by prospect theory when selecting stocks for their mutual fund portfolio. The results are robust to various specifications. *Zoom Link:* *https://us02web.zoom.us/j/85611292343?pwd=U1dwYXZrZFQvR0RaZGwvZmplS2tFUT09 <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/79Qh76oDew-iI1lTKKd-JiGNLs42TkHRfm…>* Meeting ID: 856 1129 2343 Passcode: 401236 <#> <#> <#> <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/YmtAmHu7JhL3tEkSBLOh9PvpHnMR_PZzOe…> <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/AWpDX3iRxSwhx4MX6D5K64D_f2W6jUS_f2…> <#> FONDAZIONE COLLEGIO CARLO ALBERTO Piazza Arbarello 8 - 10122 Torino, Italy phone: +390116705000 segreteria(a)carloalberto.org - www.carloalberto.org Facebook <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/4RHP7RFelHmPbN3l7D0GqNF1iSMpQHHnP4…> Twitter <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/EPbbUwncGLMOBC2qw2aNITsMvBTfaFVZcL…> LinkedIn <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/DcHnPK_RQAOSwsn5P0Ykl5hEaDyjahuL3n…> Instagram <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/EUM8gEcq3q4LvNepOA15xKXC8xWWbOaKbx…> Youtube <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/9VeN44_sxivBMcSIflgJy1DuZHDI0j6YLh…> <#> *INFORMATION UNDER THE NEW GENERAL DATA PROTECTION REGULATION (GDPR)* Your personal information has been gathered for the exclusive purpose of informing you about the Collegio's initiatives, considering our and your legitimate interest or your consent. If you wish to have your personal data modified please contact Fondazione Collegio Carlo Alberto, piazza Arbarello 8, 1022 Torino, Italy - phone: +390116705000 - privacy(a)carloalberto.org *Unsubscribe* <https://4z5y5.r.a.d.sendibm1.com/mk/un/M20yHigHLYrRzldRVQQLRo4rkGtNRPqHqaQt…> <#> © 2021 Fondazione Collegio Carlo Alberto

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Concorso RTDb in MAT/06 presso l'Università di Trento
by Stefano Bonaccorsi 10 Jun '21

10 Jun '21

Care colleghe e colleghi, vi informo che è uscito in Gazzetta Ufficiale un bando da RTDb in S.C. 01/A3 Analisi matematica, Probabilità e Statistica matematica - S.S.D. MAT/06 Probabilità e Statistica matematica presso il Dipartimento di Ingegneria Civile, Ambientale e Meccanica dell'Università di Trento. L'iscrizione al bando dovrà essere completata entro le ore 13:00 del giorno 8 luglio 2021, tramite la procedura di compilazione e presentazione della domanda per via telematica a cui si accede attraverso il collegamento sottostante https://www.unitn.it/ateneo/bando-dr-valcomp/68453/valutazione-comparativa-… Stefano Bonaccorsi

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Summer School on Semiparametric Learning 26-30 July 2021, Trento
by Claudio Agostinelli 10 Jun '21

10 Jun '21

The Mathematical Statistics and Data Science research group at the Department of Mathematics, University of Trento, organizes a summer school in Semiparametric Learning. The school will take place in hybrid mode, with a maximum of 30 persons in presence. The Summer School will be held in Povo, on 26-30 July 2021. The school is free and includes lunches. Support for accommodation is available for some participants. In case of impediments due to the COVID-19 pandemic, the school will run completely from remote on the same dates. Information and registration: http://datascience.maths.unitn.it/events/spl2021/ Registration deadline: 10 July 2021 Kind regards, Claudio Agostinelli -- ------------------------------------------------------------- Claudio Agostinelli Dipartimento di Matematica Universita' di Trento email: claudio.agostinelli(a)unitn.it ------------------------------------------------------------ Per favore non mandatemi documenti in Microsoft Office/Apple iWork. Spediscimi invece OpenDocument! http://fsf.org/campaigns/opendocument/ Please do not send me Microsoft Office/Apple iWork documents. Send OpenDocument instead! http://fsf.org/campaigns/opendocument/ ------------------------------------------------------------

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(PMS)^2 online talk: Vincent Martinez, Monday June 14 at 17.30
by Margherita Zanella 09 Jun '21

09 Jun '21

Dear colleagues, we are happy to announce the following online talk: Speaker: Vincent Martinez (CUNY Hunter College) Title: On unique ergodicity, regularity, and mixing for the weakly-damped stochastic KdV equation. Abstract: We discuss the existence, uniqueness, and regularity of invariant measures for the damped-driven stochastic Korteweg-de Vries equation, where the noise is additive and sufficiently non-degenerate. It is shown that a simple, but versatile control strategy, typically employed to establish exponential mixing for strongly dissipative systems such as the 2D Navier-Stokes equations, can nevertheless be applied in this weakly dissipative setting to establish elementary proofs of both unique ergodicity, albeit without mixing rates, as well as regularity of the support of the invariant measure. Under the assumption of large damping, however, a one-force, one-solution principle is established, from which we are able to deduce the existence of a spectral gap with respect to a Wasserstein distance-like function. Date and time: Monday June 14, 17:30-18:30 (Rome time zone) Zoom link: https://us02web.zoom.us/j/85740643260?pwd=SzFjTXo0bWE3YjI3VWo0b3krT09kdz09 ID riunione: 857 4064 3260 Passcode: w7yJLi This talk is the fourth of the (PMS)^2: Pavia-Milano Seminar series on Probability and Mathematical Statistics organized jointly by the universities Milano-Bicocca, Pavia, Milano-Politecnico and Milano-Statale. Participation is free and welcome! (though limited to 100 participants for technical reasons). Best regards The organizers (Mario Maurelli, Carlo Orrieri, Maurizia Rossi, Margherita Zanella)

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(PMS)^2 online talk: Vincent Martinez, Monday June 14 at 17.30
by Margherita Zanella 09 Jun '21

09 Jun '21

Dear colleagues, we are happy to announce the following online talk: Speaker: Vincent Martinez (CUNY Hunter College) Title: On unique ergodicity, regularity, and mixing for the weakly-damped stochastic KdV equation. Abstract: We discuss the existence, uniqueness, and regularity of invariant measures for the damped-driven stochastic Korteweg-de Vries equation, where the noise is additive and sufficiently non-degenerate. It is shown that a simple, but versatile control strategy, typically employed to establish exponential mixing for strongly dissipative systems such as the 2D Navier-Stokes equations, can nevertheless be applied in this weakly dissipative setting to establish elementary proofs of both unique ergodicity, albeit without mixing rates, as well as regularity of the support of the invariant measure. Under the assumption of large damping, however, a one-force, one-solution principle is established, from which we are able to deduce the existence of a spectral gap with respect to a Wasserstein distance-like function. Date and time: Monday June 14, 17:30-18:30 (Rome time zone) Zoom link: https://us02web.zoom.us/j/85740643260?pwd=SzFjTXo0bWE3YjI3VWo0b3krT09kdz09 ID riunione: 857 4064 3260 Passcode: w7yJLi This talk is the fourth of the (PMS)^2: Pavia-Milano Seminar series on Probability and Mathematical Statistics organized jointly by the universities Milano-Bicocca, Pavia, Milano-Politecnico and Milano-Statale. Participation is free and welcome! (though limited to 100 participants for technical reasons). Best regards The organizers (Mario Maurelli, Carlo Orrieri, Maurizia Rossi, Margherita Zanella)

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Fwd: [owps] One World Probability Seminar Thursday June 10 2021
by Faggionato, Alessandra 09 Jun '21

09 Jun '21

Buongiorno, Inoltro l'annuncio del OWPS di domani. Grazie dell'attenzione Saluti Alessandra ---------- Messaggio inoltrato ---------- Da: *One World Probability* <ow.probability(a)gmail.com> Data: mercoledì 9 giugno 2021 Oggetto: [owps] One World Probability Seminar Thursday June 10 2021 A: owps(a)lists.bath.ac.uk Dear All, Thursday June 10 we have two talks, by Allan Sly and Nike Sun. (Note: all times are in UTC. Due to time changes, you should check what that translates to in your location) ------------------------------------------------ (14:00-15:00 UTC) Speaker: Allan Sly Phase transitions in random constraint satisfaction problems - part I (14:00-15:00 UTC) Speaker: Nike Sun Phase transitions in random constraint satisfaction problems - part II Abstract: We will survey recent progress in determination of asymptotic behavior for random constraint satisfaction problems, including phase transitions and some refined understanding of solution geometry (the condensation phenomenon), particularly in the setting of the random regular NAE-SAT problem. We will discuss two ideas that played important roles in results obtained so far: (1) combinatorial models for the solution geometry, and (2) contractivity of tree recursions as a tool for calculating expected partition functions on sparse random graphs. This lecture is based in part on joint works with Zsolt Bartha, Jian Ding, Danny Nam, Youngtak Sohn, and Yumeng Zhang. The Zoom link is on the OWPS webpage. It can also be accessed directly via https://tum-conf.zoom.us/j/63864070779 <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Ftum-conf.…> Meeting-ID: 638 6407 0779 Kenncode: 726909 Best wishes, Julien and Nina -- ************************************************* Prof. Alessandra Faggionato http://www1.mat.uniroma1.it/~faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 5, Phone (0039) 06 49913252 *************************************************

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BISP12: videos of talks and virtual posters now available
by elisa varini 09 Jun '21

09 Jun '21

The *Twelfth Workshop on Bayesian Inference in Stochastic Processes* was successfully held on 27-28 May, 2021. We inform you that the entire event has been recorded and videos of the invited talks with discussions as well as the virtual posters are uploaded to the BISP12 website: https://bisp12.imati.cnr.it/ <https://bisp12.imati.cnr.it/> They will be available for some months. If you have questions or comments for the speakers, you are warmly invited to contact them. We had 10 junior invited speakers and 10 more senior discussants (within parentheses): • Atilla Ay, USA (Melike Baykal-Gursoy, USA) • Clara Grazian, Australia (Maria Concepcion Ausin, Spain) • Andrew Holbrook, USA (Katja Ickstadt, Germany) • Kaoru Irie, Japan (Sylvia Frühwirth-Schnatter, Austria) • Roi Naveiro, Spain (Mike West, USA) • Giovanni Rebaudo , USA (Bernardo Nipoti, Italy) • Claudia Solis-Lemus, USA (Nicholas Polson, USA) • Stéphanie Van Der Pas, The Netherlands (Antonio Lijoi, Italy) • Andi Wang, UK (Giacomo Zanella, Italy) • Paul Wu, Australia (David Banks, USA) We also had seventeen contributors who uploaded 20-minutes virtual posters and short videopresentations. We would also like to thank speakers, discussants and participants for the success of BISP12. Best regards and see you at the next BISP13 workshop in 2023. Elisa Varini and Fabrizio Ruggeri Chairs, Organising and Scientific Committees

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Fwd: Postdoc positions at Bielefeld University
by Marco Romito 08 Jun '21

08 Jun '21

-------- Forwarded Message -------- Subject: Postdoc positions at Bielefeld University Date: Tue, 8 Jun 2021 20:13:40 +0200 From: Benjamin Gess <benjamin.gess(a)gmail.com> To: Benjamin Gess <bgess(a)math.uni-bielefeld.de> Dear colleagues, at Bielefeld University, Faculty of Mathematics, two Postdoc positions (100%, E13 TV-L) are available in the research group of Prof. Dr. Benjamin Gess. The successful candidate(s) will work on projects in stochastic partial differential equations with application to statistical mechanics and interacting particle systems, or on aspects of the mathematics of machine learning. I would be happy if you could share the information further and forward it to possible candidates. More details can be found at: https://uni-bielefeld.hr4you.org/job/view/460/research-assistant-postdoc?pa… https://uni-bielefeld.hr4you.org/job/view/486/wissenschaftliche-r-mitarbeit… For questions, please contact Benjamin Gess at bgess(a)math.uni-bielefeld.de <mailto:bgess@math.uni-bielefeld.de>. Thank you in advance and my apologies for possible double postings. Best regards Benjamin Gess -- Prof. Dr. Benjamin Gess (www.bgess.de <http://www.bgess.de/>) Max Planck Institute for Mathematics in the Sciences <http://www.mis.mpg.de/index.html>, Leipzig Universität Bielefeld <https://www.math.uni-bielefeld.de/>, Fakultät für Mathematik

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2022 IMS Annual Meeting -- Probability & Statistics
by Elisabetta Candellero 08 Jun '21

08 Jun '21

A tutti gli interessati. --- Dear all, The 2022 IMS Annual Meeting in Probability and Statistics will be held in London, UK, on June 27-30 (with an online video option), here is the website of the conference: https://www.imsannualmeeting-london2022.com/ . I'd like to draw your attention to the current call for invited sessions in probability and statistics: https://www.imsannualmeeting-london2022.com/invited-sessions . Proposal submission is open, and will close on 1 September 2021, acceptance decisions will be made by 1 October 2021. There are 15 slots in probability and 15 in statistics to be filled as a result of this open call, each speaker will have 30 minutes, including Q&A. Further information is available on the website https://www.imsannualmeeting-london2022.com/invited-sessions . Best regards, Elisabetta

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Conference at CIRM
by Giovanni Conforti 08 Jun '21

08 Jun '21

Cari colleghi, Ecco l'annuncio di una conferenza al CIRM di Marsiglia che potrebbe interessarvi. Giovanni Dear All, We are happy to announce the upcoming conference “Schrödinger Problem and Mean-field PDE Systems: Computational and Theoretical Advances” taking place at CIRM in Luminy, France from Nov. 15 to Nov. 19 2021. The webpage of the event is publicly available at https://conferences.cirm-math.fr/2413.html and you can find below a brief description of the themes of the conference. Registration is open until July 1st. At the moment we aim for a hybrid (online+in person) conference, but this could change depending on the development of the pandemic. Limited funding is available for junior participants or participants who cannot support themselves. Moreover, there are also some free slots for contributed talks. We hope to see you soon, in whichever form. Best regards, the organizers. Julio Backhoff, Guillaume Carlier, Giovanni Conforti, Ivan Gentil, Daniela Tonon. -------------------------------------------------------------------------------------------------------------------------------------------- “Schrödinger Problem and Mean-field PDE Systems: Computational and Theoretical Advances” Monge’s question of how to optimally move sand-pile stands at the origin of the modern theory of optimal transport. The development of this theory over the last decades led to impressive advances in analysis and geometry, reaching out to applied fields such as economics and machine learning. One and a half century after Monge, Schrödinger asked: “What is the most likely evolution of a cloud of random particles conditionally on the observation of their initial and final configurations? "This question, going under the name of Schödinger Problem, initiated a research line that has grown enormously in the last years since it was understood that Schrödinger’s and Monge’s questions are the same when the fluctuations of the random particles are very small. This discovery offered a natural ground for the theories of optimal transport and large deviations to meet and thrive together. At the same time, it also inspired the use of entropic regularization techniques in machine learning and numerics for PDEs, achieving major computational advantages. Asking Schrödinger’s question for strategic particles is the gateway to connect the Schrödinger problem and large deviations with the theory of mean field stochastic control and planning mean field games. This brings to light new mathematical questions. Can entropic regularization speed up the computation of Nash equilibria? Are there new functional inequalities that capture the ergodic behaviour of mean field games? Bringing together researchers from the areas of probability, optimal transport, statistical machine learning and mean field games, this conference aims to strengthen the interplay between the Schrödinger problem and mean field systems, and facilitate the birth of novel methodologies and results.

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Postdoc position at Aarhus University
by Alessandra Cipriani 07 Jun '21

07 Jun '21

Ricevo ed inoltro. Alessandra Cipriani ---------------------------------------------------- Postdoc position at Aarhus University ---------------------------------------------------- The Department of Mathematics at Aarhus University invites applications for a 3-year Postdoc position in spatial random networks and topological data analysis starting in January 2022. The closing date of the vacancy is August 1, 2021. More details can be found in the official vacancy text: https://international.au.dk/about/profile/vacant-positions/job/postdoctoral…<https://urldefense.proofpoint.com/v2/url?u=https-3A__international.au.dk_ab…> For further inquiries about the position please contact Assoc. Prof. Christian Hirsch: c.p.hirsch(a)rug.nl<mailto:c.p.hirsch@rug.nl> Best regards, Christian Hirsch

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Concorso da RTDb in MAT/06 all'Università di Padova
by Marco Ferrante 05 Jun '21

05 Jun '21

Care colleghe e colleghi, vi informo che è uscito in Gazzetta Ufficiale un bando da RTDb in S.C. 01/A3 Analisi matematica, Probabilità e Statistica matematica - S.S.D. MAT/06 Probabilità e Statistica matematica presso il Dipartimento di Matematica "Tullio Levi-Civita" dell’Università di Padova. Trovate informazioni sul bando e su come applicare alla pagina https://www.unipd.it/procedura-2021RUB03 Marco Ferrante -- Prof. Marco Ferrante Dipartimento di Matematica "Tullio Levi-Civita" Università degli Studi di Padova Via Trieste 63 , I-35121 Padova - ITALY Tel: +39-0498271366 Fax: +39-0498271499 E-Mail: ferrante(a)math.unipd.it URL: http://www.math.unipd.it/~ferrante

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Assegno di ricerca Università Ca' Foscari di Venezia / Research position Ca' Foscari University of Venice.
by Carlo Gaetan 04 Jun '21

04 Jun '21

(An English version follows) Care/i iscritte/i, l'Università Ca’ Foscari di Venezia bandisce un assegno annuale di ricerca presso il Dipartimento di Scienze Ambientali, Informatica e Statistica (DAIS) dal titolo Metodi di previsione di eventi meteorologici estremi. L' obiettivo del progetto di ricerca è, in breve, quello di valutare diversi aspetti delle distribuzioni predittive comunemente in uso e di proporne di nuove e più adatte alla previsione nelle code. Contestualmente allo sviluppo teorico delle metodologie si prospetta la produzione di un pacchetto applicativo per il software statistico R con cui poter analizzare i casi concreti. SCADENZA: 21/06/2021 ORE 12:00 ORA ITALIANA. Info e portale per la domanda: https://www.unive.it/data/17574/ Vi sarei grato se poteste diffondere la notizia presso i vostri contatti. Per maggiori dettagli sentitevi liberi di contattare me (gaetan(a)unive.it) o la Prof.ssa Federica Giummolé (giummole(a)unive.it) Cordiali saluti, Carlo Gaetan ================= ENGLISH VERSION ====================================== Dear all, Ca' Foscari University of Venice (Italy) has opened an annual research position at Department of Environmental Sciences, Informatics and Statistics on prediction of extreme events. The aim of the research project is the verification of commonly used forecast methods and the introduction of new improved solutions for prediction of heavy-tailed distributions. Furthermore, the theoretical development of new methodologies will be supported by the production of a suitable R package for use in the applications. DEADLINE June 21 2021 AT 12:00 PM ITALIAN TIME. Info and on-line application: https://www.unive.it/data/17574/ I would be grateful if you could circulate the information to your contacts. Please, feel free to get in touch for any question (me: gaetan(a)unive.it or Professor Federica Giummolé: giummole(a)unive.it). Kind regards, Carlo Gaetan -- https://www.google.com/search?q=andr%C3%A0+tutto+bene&tbm=isch `Andrà tutto bene’ translates as ‘everything will be ok’, and has been adopted here in Italy as the slogan of solidarity against the virus. Feel free to spread this positive message. 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. See http://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 qui http://www.gnu.org/philosophy/no-word-attachments.it.html

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Fwd: researcher position in stochastic control theory, Uppsala University
by Giorgio Ferrari 03 Jun '21

03 Jun '21

Dear All, I forward the following interesting announcement. Best wishes, Giorgio Ferrari -------- Weitergeleitete Nachricht -------- Betreff: researcher position in stochastic control theory, Uppsala University Datum: Thu, 3 Jun 2021 07:20:13 +0000 Von: Erik Ekström <erik.ekstrom(a)math.uu.se> An: Erik Ekström <erik.ekstrom(a)math.uu.se> Dear colleagues, I would like to draw your attention to the following two-year researcher position in stochastic control theory, with deadline June 15. https://math.uu.se/the-department/vacant-positions/?positionId=406642 <https://math.uu.se/the-department/vacant-positions/?positionId=406642> Please forward this announcement to potential candidates in your network! <https://math.uu.se/the-department/vacant-positions/?positionId=406642> Thanks in advance, and best regards, Erik Vacant positions - Department of Mathematics - Uppsala University, Sweden <https://math.uu.se/the-department/vacant-positions/?positionId=406642> math.uu.se Researcher in stochastic control theory, Uppsala University, Department of Mathematics, Uppsala University Page Title När du har kontakt med oss på Uppsala universitet med e-post så innebär det att vi behandlar dina personuppgifter. För att läsa mer om hur vi gör det kan du läsa här: http://www.uu.se/om-uu/dataskydd-personuppgifter/ E-mailing Uppsala University means that we will process your personal data. For more information on how this is performed, please read here: http://www.uu.se/en/about-uu/data-protection-policy -- Questa e-mail è stata controllata per individuare virus con Avast antivirus. https://www.avast.com/antivirus

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Fwd: [owps] OWPS: two talks thursday June 3
by Faggionato, Alessandra 02 Jun '21

02 Jun '21

Buongiorno, inoltro l'annuncio del OWPS per chi fosse interessato. Grazie per l'attenzione. Saluti Alessandra ---------- Messaggio inoltrato ---------- Da: *One World Probability* <ow.probability(a)gmail.com> Data: mercoledì 2 giugno 2021 Oggetto: [owps] OWPS: two talks thursday June 3 A: owps(a)lists.bath.ac.uk Dear All, we have two talks tomorrow, by Gerard Ben Arous and Benjamin McKenna, see below. Remember that we start 14:00 UTC which is 16:00 CET! 14:00-15:00 Gerard Ben Arous The topology of the elastic manifold This is joint work with Paul Bourgade and Benjamin McKenna (both Courant Institute, NYU) and relies on the joint recent papers arXiv:2105.05051 and arXiv:2105.05000. The elastic manifold is a paradigmatic representative of the class of disordered elastic systems. These models describe random surfaces with rugged shapes resulting from a competition between random spatial impurities (preferring disordered configurations), on the one hand, and elastic self-interactions (preferring ordered configurations), on the other. The elastic manifold model is interesting because it displays a depinning phase transition and has a long history as a testing ground for new approaches in statistical physics of disordered media, for example for fixed dimension by Fisher (1986) using functional renormalization group methods, and in the high-dimensional limit by Mézard and Parisi (1992) using the replica method or by Le Doussal-Mueller-Wiese (2007) which relies on functional renormalization group. We study the topology of the energy landscape of this model in the Mézard-Parisi setting, and compute the (annealed) topological complexity both of total critical points and of local minima. Our main result confirms the recent formulas obtained by Fyodorov and Le Doussal (2020). It identifies the boundary between simple and glassy phases, as well as the nature of the phase transition. The main argument relies naturally on Random Matrix Theory, through the Kac-Rice formula. 15:00 - 16:00 UTC Benjamin McKenna Random determinants beyond invariance This is partially joint work with Gérard Ben Arous and Paul Bourgade (both Courant Institute, NYU) and relies on the recent joint paper arXiv:2105.05000 and solo paper arXiv:2105.05043. To study the topology of high-dimensional random functions via the Kac-Rice formula, the core requirement is the analysis of the asymptotic behavior of large random determinants in the exponential scale. For models like the elastic manifold, these random determinants are not invariant under the usual groups of symmetries, as for usual models of spherical spin glasses for instance. Thus their asymptotic evaluation is rather delicate. We give an abstract result for the behavior of large random determinants beyond the invariant case, which cover many other interesting models beyond the elastic manifold. As an example of one such model, we discuss bipartite spherical spin glasses. The Zoom link is on the OWPS webpage. It can also be accessed directly via https://tum-conf.zoom.us/j/69822554866 <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Ftum-conf.…> Meeting-ID: 698 2255 4866 Kenncode: 098960 Best wishes, Julien and Nina -- ************************************************* Prof. Alessandra Faggionato http://www1.mat.uniroma1.it/~faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 5, Phone (0039) 06 49913252 *************************************************

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Pisa Online Seminars - J. Corujo and W. Van Zuijlen (Tuesday, June 8 at 15:00 and 16:00)
by Giacomo Filippo Di Gesu 02 Jun '21

02 Jun '21

Dear colleagues, I would like to invite you to the following online seminar organized by the Probability group of the University of Pisa. The two talks will be accessible under the link Click here to join<https://teams.microsoft.com/l/meetup-join/19:af3d635091e049579e555a84219ab3…"Tid":"c7456b31-a220-47f5-be52-473828670aa1","Oid":"dfd1e5f6-331d-43e0-a180-4bb6ce727fb7"}> Best regards, Giacomo Tuesday, June 8, 15:00 Speaker: Josué Corujo (Université Paris Dauphine) Title: Spectrum and ergodicity of a neutral multi-allelic Moran model Abstract: We will present some recent results on the study of a neutral multi-allelic Moran model, which is a finite continuous-time Markov process. For this process, it is assumed that the individuals interact according to two processes: a mutation process where they mutate independently of each other according to an irreducible rate matrix, and a Moran type reproduction process, where two individuals are uniformly chosen, one dies and the other is duplicated. During this talk we will discuss some recent results for the spectrum of the generator of the neutral multi-allelic Moran process, providing explicit expressions for its eigenvalues in terms of the eigenvalues of the rate matrix that drives the mutation process. Our approach does not require that the mutation process be reversible, or even diagonalizable. Additionally, we will discuss some applications of these results to the study of the speed of convergence to stationarity of the Moran process for a process with general mutation scheme. We specially focus on the case where the mutation scheme satisfies the so called "parent independent" condition, where (and only where) the neutral Moran model becomes reversible. In this later case we can go further and prove the existence of a cutoff phenomenon for the convergence to stationarity. This presentation is based on a recently submitted work, for which a preprint is available at https://arxiv.org/abs/2010.08809. Tuesday, June 8, 16:00 Speaker: Willem Van Zuijlen (WIAS) Title: Total mass asymptotics of the parabolic Anderson model Abstract: We consider the parabolic Anderson model with a white noise potential in two dimensions. This model is also called the stochastic heat equation with a multiplicative noise. We study the large time asymptotics of the total mass of the solution. Due to the irregularity of the white noise, in two dimensions the equation is a priori not well-posed. Using paracontrolled calculus or regularity structures one can make sense of the equation by a renormalisation, which can be thought of as ''subtracting infinity of the potential''. To obtain the asymptotics of the total mass we use the spectral decomposition, an alternative Feynman-Kac type representation and heat-kernel estimates which come from joint works with Khalil Chouk, Wolfgang König and Nicolas Perkowski. ************************ Giacomo Di Gesù Dipartimento di Matematica Università di Pisa Largo Bruno Pontecorvo 5 56127 - Pisa, Italy giacomo.digesu(a)unipi.it<mailto:giacomo.digesu@unipi.it> https://sites.google.com/site/giacomodigesu/

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Seminar on Stochastic Games by M. MNIF "in Padova" (Zoom)
by Giorgia Callegaro 02 Jun '21

02 Jun '21

Dear colleagues, this email is to announce the Probability and Finance seminar of this week, "in Padova" (Zoom). Here are the details: * Speaker: *M. MNIF* (University of Monastir, Tunisia) * Title: *Nonzero-sum stochastic Impulse Games with an application in competitive retail energy markets* * Date: *Friday June 4*, 2021 at 3 pm (ITA time) * Abstract: We study a nonzero-sum stochastic differential game with both players adopting impulse controls, on a finite time horizon. We derive the corresponding system of quasi-variational inequalities (QVIs in short). We prove, by means of the weak dynamic programming principle for the stochastic differential game, that the value function of each player is the unique viscosity solution to the associated QVIs system. We present a probabilistic numerical scheme which approximates the solution of the QVIs system and we give some numerical results. *** Zoom link: https://unipd.zoom.us/j/85706083496 Have a nice day, Giorgia Callegaro -- Giorgia Callegaro Associate Professor Department of Mathematics - University of Padova Via Trieste 63 , I-35121 Padova - ITALY Tel: +39-0498271481 Fax: +39-0498271499 E-Mail: gcallega(a)math.unipd.it <https://webmail.math.unipd.it/horde3/imp/message.php?mailbox=Sent&index=598#> Personal web-page: https://sites.google.com/site/giogiocallegaro/Home

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Seminario di Alessio Figalli il 10 giugno 2021
by Enrico Scalas 01 Jun '21

01 Jun '21

Care colleghe e colleghi, in seguito a una recente donazione al Dipartimento di Matematica dell'Universita' del Sussex abbiamo istituito il "James (Jim) Perry Browne Sussex Mathematics Colloquium". La prima lezione sara' tenuta dal Prof. Alessio Figalli dell'ETH di Zurigo il 10 giugno 2021 alle 15:00 ora UK (16:00 italiane) su Zoom. Il prof. Figalli introdurra' la teoria del trasporto ottimale per un pubblico non specialistico. Informazioni su come accedere all'evento si trovano a questo link: http://www.sussex.ac.uk/maths/about/newsandevents/events?id=55357 Il seminario puo' essere interessante per chi si occupa di probabilita' e analisi. Vi prego di diffondere l'informazione e mi scuso in anticipo se avete gia' ricevuto questo annuncio. Grazie per l'attenzione e cordiali saluti, Enrico Scalas

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2-day online workshop on "Stochastic Games with Partial and Asymmetric Information"
by Tiziano De Angelis 01 Jun '21

01 Jun '21

Dear All, We are pleased to announce a 2-day online workshop on "Stochastic Games with Partial and Asymmetric Information", which will be held on 6 - 7 July via Zoom and hosted by Collegio Carlo Alberto in Turin. Registration is free but compulsory via the dedicated website https://www.carloalberto.org/event/workshop-on-stochastic-games-with-partia… On the website you can also find the list of guest speakers, titles of their talks and a tentative schedule. Further information and the relevant Zoom links will be sent to registered participants closer to the date. Best wishes Tiziano De Angelis and Jan Palczewski

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Ph.D. position on copula theory at TU Eindhoven (NL)
by Elisa Perrone 31 May '21

31 May '21

Dear Everyone, The Department of Mathematics and Computer Science of TU Eindhoven (Netherlands) has an open Ph.D. position in Mathematical Statistics. We are looking for a motivated candidate with a solid theoretical background in Probability/Statistics to join our group and conduct research in the area of dependence modeling and copulas under my supervision. Salary Range: EUR 2395 to EUR 3061 gross per month Duration: 4 year Application deadline: July 11, 2021 Job description and how to apply: https://jobs.tue.nl/en/vacancy/phd-on-positive-dependence-and-copulas-87980… <https://jobs.tue.nl/en/vacancy/phd-on-positive-dependence-and-copulas-87980…> Please forward this email to any potential candidate, and reach out to me at e.perrone(a)tue.nl <mailto:e.perrone@tue.nl> for further information on the position. Thanks and best regards, Elisa --- Elisa Perrone, Ph.D. Assistant Professor Department of Mathematics and Computer Science Eindhoven University of Technology elisaperrone.info <http://elisaperrone.info/>

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Webinar Volgushev @Bocconi
by Giacomo Zanella 31 May '21

31 May '21

We announce the following webinar from the Statistics Series at Università Bocconi: Date: Thursday, June 3rd, h17:00 (Italy time) Speaker: Stanislav Volgushev (University of Toronto) Title: Structure learning for Extremes Abstract: Extremal graphical models are sparse statistical models for multivariate extreme events. The underlying graph encodes conditional independencies and enables a visual interpretation of the complex extremal dependence structure. For the important case of tree models, we provide a data-driven methodology for learning the graphical structure. We show that sample versions of the extremal correlation and a new summary statistic, which we call the extremal variogram, can be used as weights for a minimum spanning tree to consistently recover the true underlying tree. Remarkably, this implies that extremal tree models can be learned in a completely non-parametric fashion by using simple summary statistics and without the need to assume discrete distributions, existence of densities, or parametric models for marginal or bivariate distributions. Extensions to more general graphs are also discussed. The webinar will be on zoom at: https://zoom.us/j/97942632075?pwd=eDhNTlREdU5UVGpMcDVPSWV2bU5nQT09 Meeting ID: 979 4263 2075 Passcode: 627490 Kind regards, Giacomo Zanella [La tua firma può scrivere un futuro. Aiuta gli studenti meritevoli a costruire il proprio. Dai il tuo 5x1000 alla Bocconi C.F. 80024610158] 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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Online conference "Algebraic Duality Methods in Probability"
by GIOIA CARINCI 31 May '21

31 May '21

Dear colleagues, I forward this conference announcement I’ve just received. Best regards, Gioia Carinci %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% Dear colleagues, We are writing to announce an online conference on the topic of algebraic duality methods in probability. There are 9 talks that will be held at 10am and 11am central standard time on June 2, 4, 7, 8; and 5pm central standard time on June 3. The website, containing the zoom link, titles and abstracts can be found here: https://www.math.tamu.edu/~jkuan/AlgebraicDualityConference.html Please feel free to circulate this announcement to anyone else you think might be interested in attending these talks. Best, Ivan Corwin and Jeffrey Kuan _______________________________________________ Probability mailing list Probability(a)math.columbia.edu http://www.math.columbia.edu/cgi-bin/mailman/listinfo/probability

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Seminari Prisma 7 Giugno
by Domenico Marinucci 29 May '21

29 May '21

Cari colleghi il prossimo incontro per il ciclo di seminari Prisma (speaker: Francesco Caravenna e Maurizia Rossi) si svolgerà lunedì 7 Giugno alle ore 16 sulla piattaforma Teams; qui sotto il link, i titoli e gli abstract. Grazie per l'attenzione, Domenico Marinucci e Claudia Ceci Link collegamento: https://teams.microsoft.com/l/meetup-join/19%3a667d2414be564c5d8fba30acffeb… Speaker: Francesco Caravenna (Università di Milano-Bicocca) Title: Central limit theorems in disordered systems and stochastic PDEs Abstract: I will present some recent convergence results toward Gaussian processes, that arise from statistical mechanics models and stochastic PDEs connected to the so-called KPZ equation. These results may be viewed as generalised central limit theorems and they can be proved with a blend of old and new techniques, whose wide interest I will try to illustrate. %%%%%%%%%%%%%%%%%%%%%%%%%% Speaker: Maurizia Rossi (Università di Milano-Bicocca) Title: The geometry of random waves Abstract: In this talk we investigate the behavior of the "typical" eigenfunction of a compact Riemannian manifold. In particular, motivated by both Yau's conjecture on nodal sets and Berry's ansatz on planar random waves, we consider random spherical harmonics and study the distribution of the length of their nodal lines for large eigenvalues. These results raise several questions regarding both the distribution of other geometric functionals of excursion sets at any level and the behavior of nodal statistics of random eigenfunctions of a "generic" manifold. In this talk we answer some of these questions, relying on recent developments in the theory of local geometry of random fields and Gaussian Kinematic Formulae à la Adler & Taylor. %%%%%%%%%%%%%%%%%%%%%%%%%% -- @@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@ Domenico Marinucci Dipartimento di Matematica Università di Roma Tor Vergata https://www.mat.uniroma2.it/~marinucc/ @@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@

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Corso "Trasferimento delle Tecnologie Matematiche per l'Innovazione"
by Maurizio Ceseri 28 May '21

28 May '21

A tutti gli interessati lo Sportello Matematico per l'Innovazione e le Imprese <http://www.sportellomatematico.it> sta organizzando la terza edizione del corso in “Trasferimento delle Tecnologie Matematiche per l’Innovazione”. Il corso si svolgerà in modalità online durante il periodo *da lunedì 6 Settembre a venerdì 17 Settembre 2021*. Il corso è rivolto principalmente a giovani laureati 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/729819?lang=it> entro il *23 Luglio 2021*, allegando un proprio CV aggiornato ed una lettera motivazionale di autopresentazione. 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'Industria Italiana 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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Open PhD Positions in Trento and Verona (Deadline 2021.05.31)
by Luigi Amedeo Bianchi 27 May '21

27 May '21

Dear all, we have a few open PhD positions at the PhD School in Mathematics of the Universities of Trento and Verona. Some positions are on research projects that might be of interest for students in Probability Theory and Statistics, namely Mathematics of Reinforcement Learning (PIs: Claudio Agostinelli and Luigi Amedeo Bianchi) Modelling dynamic networks with differential equations (PI: Veronica Vinciotti, joint project with Ernst Wit, Università della Svizzera Italiana) Analytical, stochastic, and applicative aspects of Deep Neural Networks (PI: Gian Paolo Leonardi) There are also positions with no restriction on the research topic. All positions start on November 1st, 2021. Detailed descriptions of all projects are available at the following url: https://www.unitn.it/alfresco/download/workspace/SpacesStore/9bee3b6b-8282-… The application can be filled online from the page: https://www.unitn.it/en/ateneo/1956/announcement-of-selection Notice, however, that the deadline for applications is very close: Monday May 31st, 2021 at 4PM CEST (GMT +2) Best, Luigi Amedeo Bianchi

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bando RTDB Milano-Bicocca- errata corrige
by Emanuela Rosazza Gianin 27 May '21

27 May '21

ERRATA CORRIGE Si avvisa che e' stato bandito un posto da ricercatore RTDB nel settore SECS-S/06 presso il Dipartimento di Statistica e Metodi quantitativi dell'Universita' di Milano-Bicocca. La scadenza per le domande e' il giorno 20 giugno 2021 (NON 9 giugno 2021). Bando e dettagli sono consultabili alla pagina https://www.unimib.it/ateneo/gare-e-concorsi/2021-rtdb-095 Cordiali saluti, Emanuela ****************************************** 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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4-year doctoral position in Mathematics/Mathematical Finance at Bielefeld University
by Ferrari, Giorgio 26 May '21

26 May '21

Dear All, this is to inform about a *4-year doctoral position***(75% salary level 13 TV-L; starting salary circa 1800 Euros per month after taxes) at Bielefeld University within the Research Project C4 "/Stochastic Games of Singular Control and Games of Stopping/" of the SFB 1283 (see: https://www.sfb1283.uni-bielefeld.de/Pages/home and https://www.sfb1283.uni-bielefeld.de/projects/view/49 ). The PhD candidate will do research in my group by investigating stochastic games (N-player or mean-field) involving singular controls and optimal stopping rules, as well as multi-dimensional singular control and optimal stopping problems arising in applications. The PhD student of Project C4 will have the possibility to interact with international young researchers at doctoral and post-doctoral level, to gain from the frequent visits of leading academics in the field, to attend weekly seminars, workshops, conferences and summer schools, as well as to participate in the organization of scientific events. _Further information about the post and the application procedure can be found here:_ https://uni-bielefeld.hr4you.org/job/view/475/research-assistant?page_lang=… *DEADLINE* *for application:* June 22, 2021. *STARTING DATE:* as soon as possible. Please do not hesitate to write me for any queries. Best Regards, Giorgio Ferrari

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Fwd: [owps] Talks thursday May 27
by Faggionato, Alessandra 26 May '21

26 May '21

Buongiorno inoltro l'annuncio del OWPS di domani. Saluti Alessandra ---------- Forwarded message --------- Da: One World Probability <ow.probability(a)gmail.com> Date: mer 26 mag 2021 alle ore 08:01 Subject: [owps] Talks thursday May 27 To: <owps(a)lists.bath.ac.uk> Dear All, we have a session on opinion dynamics tomorrow, namely talks by Elchanan Mossel and Timo Vilkas, see below. Remember that we start 14:00 UTC which is 16:00 CET! 14:00-15:00 Elchanan Mossel Opinion Exchange Dynamics I will survey some of the main opinion exchange dynamics models that were invented in probability theory and in economics. I will then discuss ``martingale models" - models where the opinion of each agent forms a martingale. I will highlight some recent large-deviation and graph-limit perspectives of these models. Based on: Mossel, Elchanan, Allan Sly, and Omer Tamuz. "Asymptotic learning on bayesian social networks." Probability Theory and Related Fields 158.1-2 (2014): 127-157. Mossel, Elchanan, Allan Sly, and Omer Tamuz. "Strategic learning and the topology of social networks." Econometrica 83.5 (2015): 1755-1794. Mossel, Elchanan, and Omer Tamuz. "Opinion exchange dynamics." Probability Surveys 14 (2017): 155-204. Harel, Matan, Elchanan Mossel, Philipp Strack, and Omer Tamuz. "Rational groupthink." The Quarterly Journal of Economics 136, no. 1 (2021): 621-668. 15:00 - 16:00 UTC Timo Vilkas Long-term behavior in opinion dynamics: clustering vs. consensus and local vs. global Using the examples of the well-known voter model (Holley & Liggett, 1975) and a lesser-known bounded confidence model. introduced by Deffuant et al. (2000), I want to discuss common limit behavior in interacting particle systems modelling opinion dynamics. Both the transition from clustering to consensus formation and the dichotomy between weak (local) and strong (global) consensus will play a central role. The Zoom link is on the OWPS webpage. It can also be accessed directly via https://tum-conf.zoom.us/j/69810931142 <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Ftum-conf.…> Meeting-ID: 698 1093 1142 Kenncode: 435370 Best wishes, Julien and Nina -- ************************************************* Prof. Alessandra Faggionato http://www1.mat.uniroma1.it/~faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 5, Phone (0039) 06 49913252 *************************************************

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posto RTDB - Milano-Bicocca
by Emanuela Rosazza Gianin 24 May '21

24 May '21

Si avvisa che e' stato bandito un posto da ricercatore RTDB nel settore SECS-S/06 presso il Dipartimento di Statistica e Metodi quantitativi dell'Universita' di Milano-Bicocca. La scadenza per le domande e' il giorno 9 giugno 2021. Bando e dettagli sono consultabili alla pagina https://www.unimib.it/ateneo/gare-e-concorsi/2021-rtdb-095 Cordiali saluti, Emanuela ****************************************** 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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Special Issue - Annals of Operations Research
by Claudio Fontana 21 May '21

21 May '21

Dear all, We want to bring to your attention the Call for papers for the Special Issue "Recent Advances in Mathematical Methods for Finance" of the journal Annals of Operations Research (https://www.springer.com/journal/10479 <https://www.springer.com/journal/10479>). We are targeting original contributions in emerging topics in mathematical finance, including theoretical aspects as well as computational techniques. Submitted papers will undergo a regular review process under the supervision of the Guest Editors (G. Callegaro, C. Fontana, M. Grasselli, W.J. Runggaldier, T. Vargiolu). The deadline for submissions is November 30, 2021. This Special Issue is connected to the themes of the 10th General AMaMeF Conference (June 22-26, University of Padova, https://events.math.unipd.it/AMAMEF2021/home <https://events.math.unipd.it/AMAMEF2021/home>) but paper submission is open to the research community and not restricted to the conference attendees. Here attached the full Call for papers. Best regards, the AMaMeF organizing committee, G. Callegaro, C. Fontana, M. Grasselli, W.J. Runggaldier, T. Vargiolu

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Sussex probability seminar
by Enrico Scalas 21 May '21

21 May '21

Care colleghe e colleghi, vi invio l'annuncio del seminario di William FitzGerald il 24 maggio a mezzogiorno. Le persone interessate possono ottenere il link contattando l'organizzatrice, Dr Minmin Wang (minmin.wang(a)sussex.ac.uk <https://fields.dm.unipi.it/listinfo/random>). Cordiali saluti, Enrico Scalas -- Dear all, Next Monday at 11am we’ll have the last Prob. Seminar of this semester. Will FitzGerald will speak about Random growth and random matrices This talk will focus on some connections between random growth models, directed polymers and random matrices. This is based on joint work with Jon Warren.

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Summer School in Trento (Italy) 30 August - 3 September 2021
by Luigi Amedeo Bianchi 21 May '21

21 May '21

The Stochastic Processes, Analysis and Semigroups Summer School will take place August 30 to September 3 2021 at the University of Trento (Italy). It is a one-week summer school for Master and PhD students and is co-organized by the Universities of Trento and Wuppertal. It will consist of four minicourses, delivered in a hybrid in-person/online mode: Introduction to the Large Deviations Theory (Mariem Abdellatif, Wuppertal) Asymptotics and ergodic properties of operator semigroups (Bálint Farkas, Wuppertal) SPDEs with multiple limiting distributions (Martin Friesen, Dublin City and Barbara Rüdiger, Wuppertal) Singular stochastic PDEs and renormalization of Anderson Hamiltonian (Baris Ugurcan, Wuppertal). The school is made possible by funding of the University of Trento, within the Department of Excellence project. There are limited resources available to partially cover local expenses of some of the participating students. For more information, visit the webpage of the school: https://sites.google.com/unitn.it/sstw/ Best regards, the organisers: Luigi Amedeo Bianchi (Trento) Stefano Bonaccorsi (Trento) Bálint Farkas (Wuppertal) Martin Friesen (Dublin City) Barbara Rüdiger (Wuppertal) Baris Ugurcan (Wuppertal)

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European Summer School on Learning in Games, Markets, and Online Decision Making
by Marco Scarsini 21 May '21

21 May '21

*European Summer School on Learning in Games, Markets, and Online Decision Making* *September 6-10, 2021* *Sapienza Università di Roma, Department of Computer, Control and Management Engineering, Antonio Ruberti* https://sites.google.com/a/diag.uniroma1.it/algadimar/summer-school The school will have a group of prestigious scholars giving tutorials and research seminars. Among them: Nicolò Cesa-Bianchi, José Correa, Michal Feldman, Renato Paes Leme, and Eva Tardos. The presence of all the speakers will be determined by the traveling constraints at the time of the school. Some of the speakers may have to take part in the school online. Partial support for local expenses and travel will be made available for at most 25 international students from COST countries <https://www.cost.eu/who-we-are/members/> by the COST GAMENET project. If you intend to attend the school, please fill out this form <https://docs.google.com/forms/d/1UK6ysgJZuJNEhNkIFSTS--Pr93i-Ij-ZGHZXfWegeS…> by June 15, 2021. For further information, please contact leonardi(a)diag.uniroma1.it. Please spread the word among your graduate students. The organizers Nicola Gatti, Stefano Leonardi, Marco Scarsini

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May 27-28: BISP12 - Twelfth Workshop on Bayesian Inference in Stochastic Processes
by elisa varini 20 May '21

20 May '21

We informyou that it is still possible to register (free of charge) for *BISP12 (Twelfth Workshop on Bayesian Inference in Stochastic Processes)* to be held on May 27 (13.55-18.35 CEST) and 28 (13.00-17.50 CEST). The website ishttps://bisp12.imati.cnr.it/ <https://bisp12.imati.cnr.it/> The event is organized by CNR – IMATI (Institute of Applied Mathematics and Information Technology at the Italian National Research Council), Milano, Italy: https://www.imati.cnr.it/ <https://www.imati.cnr.it/> We have 10 junior invited speakers and 10 more senior discussants (within parentheses): • Atilla Ay, USA (Melike Baykal-Gursoy, USA) • Clara Grazian, Australia (Maria Concepcion Ausin, Spain) • Andrew Holbrook, USA (Katja Ickstadt, Germany) • Kaoru Irie, Japan (Sylvia Frühwirth-Schnatter, Austria) • Roi Naveiro, Spain (Mike West, USA) • Giovanni Rebaudo , USA (Bernardo Nipoti, Italy) • Claudia Solis-Lemus, USA (Nicholas Polson, USA) • Stéphanie Van Der Pas, The Netherlands (Antonio Lijoi, Italy) • Andi Wang, UK (Giacomo Zanella, Italy) • Paul Wu, Australia (David Banks, USA) The titles of their (live) talks are available on the website. We have also many contributors who uploaded (or are uploading) a 20-minutes video at https://bisp12.imati.cnr.it/virtual_poster.php <https://bisp12.imati.cnr.it/virtual_poster.php>(accessible also in the near future) and will prepare a 5-minutes video to be broadcast during the conference. We invite to watch those videos and send comments to the authors. The entire event will be recorded and then uploaded in the BISP12 website. Best regards Elisa Varini and Fabrizio Ruggeri Chairs, Organising and Scientific Committees

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LTI@Unito webinar Andrea Modea (U. Bonn): “Recapitalization, Bailout, and Long-run Welfare in a Dynamic Model of Banking”| May 24, 2021 @12:45
by Luca Regis 20 May '21

20 May '21

Dear Colleagues, I am happy to share with you the following invitation to the Quantative Finance webinar organized by LTI@UniTO and Collegio Carlo Alberto, “Recapitalization, Bailout, and Long-run Welfare in a Dynamic Model of Banking” by Andrea Modena (University of Bonn), which will take place on Zoom on May 24, at 12.45. Below you find the Zoom link and an abstract of the presentation. Best regards, Luca Regis <#> <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/J7QJ4oN6YVj_zZsZOtARrIVf6c7Hmq99bS…> <#> LTI@Unito and Fondazione Collegio Carlo Alberto are pleased to invite you to the following workshop <#> *May 24, 2021 | 12:45 - 13:45* *“Recapitalization, Bailout, and Long-run Welfare in a Dynamic Model of Banking”* *Andrea Modena (University of Bonn, Università Ca’ Foscari Venezia) * <#> *Abstract. *We study the trade-off between the short-run costs and the long-run benefits of bank bailouts. In the model, banks leverage, thanks to their cost advantage at monitoring firms, but hold precautionary capital buffers to avoid costly equity issuance. Banks’ recapitalization is suboptimal because they do not internalize the externalities of the banking sector’s relative size on their individual leverage capacity and firms’ investments. Systematic bailouts can improve the allocation efficiency in bad states, in which banks’ leverage is persistently constrained and investments are low. In the long run, bailouts accelerate the economy’s recovery by fostering growth, thereby reducing endogenous risk. *Zoom link:* *https://us02web.zoom.us/j/83596624662?pwd=ZmlvenJSbGJVZjl4WTA0MnNMUXVlZz09* <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/s-qJVnhbS_zG1dfsi6qOu9mnfTxc8QKO7h…> Meeting ID: 835 9662 4662 Passcode: 056057 <#> <#> <#> <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/yuwpD8sTuPk6FHLiRKKpTMm-UjUyfN6wgb…> <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/VpUegKgodGXzBen7C44jhlkXkF9jhsSmmo…> <#> FONDAZIONE COLLEGIO CARLO ALBERTO Piazza Arbarello 8 - 10122 Torino, Italy phone: +390116705000 segreteria(a)carloalberto.org - www.carloalberto.org Facebook <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/cMWe7pVTdvfxQ1F14Ip-99gRFCuIRpXB8y…> Twitter <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/PBGBAvJh5x5DlI_7sK-JDvUzZNEYzjMddC…> LinkedIn <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/ODY9SQh8giPEbUl9tQNsfhNYuPH1kUrrxH…> Instagram <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/eSYLTqj79odIe23NOKQ9iD17xZiiWLxZpk…> Youtube <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/VHxNOf4LAHpDbLIqIRMcZ1IjxJ8vJMlt0R…> <#> *INFORMATION UNDER THE NEW GENERAL DATA PROTECTION REGULATION (GDPR)* Your personal information has been gathered for the exclusive purpose of informing you about the Collegio's initiatives, considering our and your legitimate interest or your consent. If you wish to have your personal data modified please contact Fondazione Collegio Carlo Alberto, piazza Arbarello 8, 1022 Torino, Italy - phone: +390116705000 - privacy(a)carloalberto.org *Unsubscribe* <https://4z5y5.r.a.d.sendibm1.com/mk/un/pwqLm48bGIHoEgSNMJjK02XvcE2z7S4OYMkg…> <#> © 2021 Fondazione Collegio Carlo Alberto

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(PMS)^2 online talk: Alessandra Bianchi, Monday May 24 at 17.30
by Carlo Orrieri 19 May '21

19 May '21

Dear colleagues, We are happy to announce the following online talk: Speaker: Alessandra Bianchi (Università di Padova) Title: Limit Theorems for Exponential Random Graphs. Abstract: Exponential Random Graphs are defined through probabilistic ensembles with one or more adjustable parameters. They can be seen as a generalization of the classical Erdos Renyi random graph, obtained by defining a tilted probability measure that is proportional to the densities of certain given finite subgraphs. In this talk we will focus on the edge-triangle model, that is a two-parameter family of exponential random graphs in which dependence between edges is introduced through triangles. Borrowing tools from statistical mechanics, together with large deviations techniques, we will characterize the limiting behavior of the edge density for all parameters in the so-called replica symmetric regime, where a complete characterization of the phase diagram of the model is accessible. First, we determine the asymptotic distribution of this quantity, as the graph size tends to infinity, in the various phases. Then we study the fluctuations of the edge density around its average value off the critical curve and formulate conjectures about the behavior at criticality based on the analysis of a mean-field approximation of the model. Joint work with Francesca Collet and Elena Magnanini. Date and time: Monday May 24, 17:30-18:30 (Rome time zone) Zoom link: https://us02web.zoom.us/j/81602205122?pwd=Wlk0SVZPRjY4UHFzR1c5RmJMekRCZz09 <https://us02web.zoom.us/j/81602205122?pwd=Wlk0SVZPRjY4UHFzR1c5RmJMekRCZz09> Meeting ID: 816 0220 5122 Passcode: d5v0SS This talk is the second of the (PMS)^2: Pavia-Milano Seminar series on Probability and Mathematical Statistics organized jointly by the universities Milano-Bicocca, Pavia, Milano-Politecnico and Milano-Statale. Participation is free and welcome! (though limited to 100 participants for technical reasons) Best regards The organizers (Mario Maurelli, Carlo Orrieri, Maurizia Rossi, Margherita Zanella)

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Fwd: [owps] talks May 20
by Faggionato, Alessandra 19 May '21

19 May '21

Buongiorno, inoltro l'annuncio del OWPS di domani per chi fosse interessato. Grazie dell'attenzione Saluti Alessandra ---------- Forwarded message --------- Da: One World Probability <ow.probability(a)gmail.com> Date: mer 19 mag 2021 alle ore 08:03 Subject: [owps] talks May 20 To: <owps(a)lists.bath.ac.uk> Dear All, we have two talks tomorrow. Remember that we start 14:00 UTC which is 16:00 CET! 14:00-15:00 UTC Pascal MaillardBranching particle systems and front propagation I will review some recent results (some in progress) on extremes of branching particle systems as models of front propagation. The main theme will be asymptotic results about speed and fluctuations. The talk will be based on joint work with various subsets of the following people : Gaël Raoul, Michel Pain, Sarah Penington, Jason Schweinsberg, Julie Tourniaire. 15:00 - 16:00 UTC Sarah Penington Brownian bees in the infinite swarm limit Consider a system of N particles moving according to Brownian motions and branching at rate one. Each time a particle branches, the particle in the system furthest from the origin is killed. I will discuss the large N and large time behaviour of the system, which is related to solutions of a novel non-linear free boundary partial differential equation. Based on joint work with Julien Berestycki, Éric Brunet and Jim Nolen. The Zoom link is on the OWPS webpage. It can also be accessed directly via https://tum-conf.zoom.us/j/67314174274 <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Ftum-conf.…> Meeting-ID: 673 1417 4274 Password: 532590 Best wishes, Julien and Nina -- ************************************************* Prof. Alessandra Faggionato http://www1.mat.uniroma1.it/~faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 5, Phone (0039) 06 49913252 *************************************************

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open rank positions at Lund University (all fields)
by Carina Geldhauser 18 May '21

18 May '21

The Centre for Mathematical Sciences at Lund University seeks expressions of interest for several research group leaders (open rank). We are looking for internationally /strong/ scholars in any field of mathematics, with 5-12 years of research experience after PhD, currently working outside Sweden. Group leaders will bring in their unique research programme and expertise, whilst integrating and enhancing existing strengths at the Centre. Your research vision and future plans will be at the core of Lund University's bid for a very generous sponsorship from the Knut and Alice Wallenberg foundation, which will fund your research group for the first 5 years. Whilst your appointment will be permanent, we expect you to fund your staff members through external grants after the initial funding period. Lund University offers a competitive salary, attractive employer benefits and family-friendly working hours. We are committed to increase the diversity in our department and especially welcome proposals from scholars of underrepresented gender. Interested? Then send your CV and research group vision to erik.lindstrom(a)matstat.lu.se <mailto:erik.lindstrom@matstat.lu.se> by May 24th. We intend to invite interesting candidates to a virtual seminar talk and campus visit in /early/ June. More information about the hiring process will be given at this occasion.

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4-yearPhD program in MODELING AND ENGINEERING RISK AND COMPLEXITY
by Tiziano De Angelis 17 May '21

17 May '21

Dear all, Please find below information concerning an interdisciplinary 4-year PhD programme that may be of interest to applied probabilists. Best wishes Tiziano *----------------------------* *4-year PhD program in MODELING AND ENGINEERING RISK AND COMPLEXITY (MERC) at SSM, a new School for Advanced Studies of the University of Naples "Federico II"- ITALY* >From epidemics phenomena, climate change and sustainable cities to seismic engineering and Industry 4.0, all the crucial challenges facing mankind today require the development of new methodological approaches to understand, model and engineer ever-growing reliable interdependent, complex and interconnected systems and infrastructures. This PhD program is aimed at ambitious young scientists and engineers who wish to work on these crucial challenging problems with high impact in society in a new, *strongly-interdisciplinary *and inter-sectorial way. The Call for Applications for the 4 year PhD Program in Modeling and Engineering Risk and Complexity (*MERC*) of the Scuola Superiore Meridionale (*SSM* is a School for Advanced Studies in Naples) is now out and available at http://www.ssm.unina.it/en/phd-scholarships-calls-and-procedures/ We are looking for bright and ambitious students from any area of Mathematics, Physics, Science and Engineering to join this exciting PhD program. *6 fully funded 4-year scholarships are available this year* Each scholarship includes a stipend of EUR 19,000 (net) per year which is increased by 50% when the student is spending time abroad. Students are expected to spend at least 9-12 months abroad during their PhD. Each Scholarship also includes approx EUR 4,000 for research costs/travel per year. Applicants must submit a brief scientific report (description of their MSc thesis work, CV, personal statement and reference letters) following the instructions provided at the website above *by* *no later than July 1st 2021.* Successful candidates will be announced by the end of July 2021 with courses officially starting on November 2, 2021. For any further information contact the PhD Coordinator, Prof Mario di Bernardo, at merc(a)unina.it or check out the PhD website at: http://www.ssm.unina.it/en/modeling-and-engineering-risk-eng-and-complexity…

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Webinar in Statistics PAUL JENKINS
by Pierpaolo De Blasi 17 May '21

17 May '21

WEBINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO <https://www.carloalberto.org/events/category/seminars/seminars-in-statistic…> Venerdi 21 Maggio 2021, alle ore 12.00, si terrà il seguente webinar: ------------------------------------------------ Speaker: *Paul Jenkins *(University of Warwick) Title: *Asymptotic genealogies of interacting particle systems* Join Zoom Meeting https://us02web.zoom.us/j/87319216872?pwd=L1JnR0UvamZ2RC9Eb2xFbW9qREN0Zz09 Meeting ID: 873 1921 6872 Passcode: 626226 Abstract: Interacting particle systems are a broad class of stochastic models for phenomena arising in physics, engineering, biology, and finance. A prominent class of such models can be expressed as a sequential Monte Carlo algorithm in which the aim is to construct an empirical approximation to a sequence of measures. The approximation is constructed by evolving a discrete-time, weighted population of particles, alternating between a Markov update and a resampling step. Resampling gives rise to a notion of a genealogy in which duplicated particles are regarded as offspring of their parents. In this talk I discuss how to characterise the genealogy underlying this evolving particle system. More precisely, under certain conditions we can show that the genealogy converges (as the number of particles grows) to Kingman's coalescent, a stochastic tree-valued process widely studied in population genetics. This makes explicit the analogy between sequential Monte Carlo and an evolving biological population. This is joint work with Suzie Brown, Adam Johansen, Jere Koskela, and Dario Spanò. ------------------------------------------------ Il webinar è organizzato dalla "de Castro" Statistics Initiative www.carloalberto.org/stats Cordiali saluti, Pierpaolo De Blasi --- University of Torino & Collegio Carlo Alberto carloalberto.org/pdeblasi <https://sites.google.com/a/carloalberto.org/pdeblasi/>

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RTD-A SECS/S-01 Università Cattolica del Sacro Cuore
by Argiento Raffaele (raffaele.argiento) 15 May '21

15 May '21

Si comunica che presso la facoltà di Economia dell'Università Cattolica del Sacro Cuore di Milano è stato bandito 1 posto per ricercatore a tempo determinato - A - SECS-S/01. La scadenza per la presentazione della domanda è il 31 maggio 2021 Per ulteriori informazioni si rinvia al link http://progetti.unicatt.it/progetti-ateneo-milano-brescia-piacenza-e-cremon… (Decreto Rettorale 7321 del 24 marzo 2021) Cordiali saluti, Raffaele A. [http://static.unicatt.it/ext-portale/FirmaOutlook.jpg]<http://www.unicatt.it/> [http://static.unicatt.it/ext-portale/5xmille-firma-mail-scritta.jpg]

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Short Course on Composite likelihood inference and unbiased estimating equations
by Claudio Agostinelli 15 May '21

15 May '21

The Mathematical Statistics and Data Science group at the Department of Mathematics, University of Trento, organizes a short course (first lecture on 25 May 2021) on *Composite likelihood inference and unbiased estimating equations* by Prof. Davide Ferrari (unibz) Full details at http://datascience.maths.unitn.it/events/cl2021/index.html Kind regards, Claudio Agostinelli -- ------------------------------------------------------------- Claudio Agostinelli Dipartimento di Matematica Universita' di Trento email: claudio.agostinelli(a)unitn.it ------------------------------------------------------------ Per favore non mandatemi documenti in Microsoft Office/Apple iWork. Spediscimi invece OpenDocument! http://fsf.org/campaigns/opendocument/ Please do not send me Microsoft Office/Apple iWork documents. Send OpenDocument instead! http://fsf.org/campaigns/opendocument/ ------------------------------------------------------------

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PhD positions at Department of Mathematics, University of Trento
by Claudio Agostinelli 14 May '21

14 May '21

The Department of Mathematics at the University of Trento has an open call for PhD positions. In particular, there are 2 PhD positions available at the Mathematical Statistics and Data Science group, starting on 1 November 2021: Project A: Modelling dynamic networks with differential equations (supervised by Veronica Vinciotti, jointly with Ernst Wit at the University of Lugano) Project B: Mathematics of Reinforcement Learning (supervised by Claudio Agostinelli and Luigi Amedeo Bianchi) A description of the projects can be found here: https://www.unitn.it/alfresco/download/workspace/SpacesStore/9bee3b6b-8282-… Apply *by 31 May* at: https://www.unitn.it/en/ateneo/1956/announcement-of-selection Kind regards, Claudio Agostinelli

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PhD position at the University of Turin (and Saragozza)
by Elvira Di Nardo 14 May '21

14 May '21

1 PhD position on the project "Mathematical modeling of multivariate climate time series", starting on Nov 1, 2021. The project is a joint research initiative of the Stochastic group in the Dept. of Mathematics (https://www.matematica.unito.it/do/home.plat) the University of Turin (Italy), Labflux group in the Interuniversity Department of Regional and Urban Studies and Planning ( https://www.dist.unito.it/do/home.pl) the University of Turin (Italy) and the Climatology group in the Department of Geography and Spatial Planning ( https://geografia.unizar.es/) the University of Saragozza (Spain). The advertised position will be based in both universities and will offer ample freedom to suitably organize the stay in the two cities. The gross salary is 1458/month during the stay in Turin and could be increased to about 50% during the period in Saragozza. The student will benefit from excellent research training in a structured programme including mathematical and computational analysis, statistics on stochastic processes, Bayesian inference, machine learning and so on. He will experience collaborative and interdisciplinary work through projects as well as a dynamic and forward-looking community of scientists, sharing a strong desire to collaborate to find new ideas and a fertile ground from the different skills. Successful candidates will have an MSc degree (or equivalent) in Mathematics (or a closely related field such as Applied Mathematics, Computational Science, Physics or Statistics), strong knowledge on stochastic processes and statistical methods. The current call is part of the recruitment PhD program in Modeling and Data Science. The call should be published on May, 20th (deadline June, 20th). More details on the position and how to submit your application: https://en.unito.it/postdegree/phd/modeling-and-data-science For further information, please contact elvira.dinardo(a)unito.it -- %------------------------------------------------------- Elvira Di Nardo Dept. Mathematics "G. Peano" University of Torino Via Carlo Alberto 10 10123 Torino, Italia tel. +39 0116702862 fax +39 0116702878 http://www.elviradinardo.it %-------------------------------------------------------

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Seminar announcement
by Marco Scarsini 14 May '21

14 May '21

Thursday, 20 May, 17:00 CEST *Irene Lo,* Stanford University Information Acquisition in Matching Markets: The Role of Price Discovery <http://mailsender.luiss.it/lists/lt.php?id=cRpQBA0DSAULBgdOVgFdBQs> Discussants: David Delacrétaz and Julien Combe The paper can be found here <https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3705049>. This is the link to the Virtual Room <http://mailsender.luiss.it/lists/lt.php?id=cRpQAAYBSAULBgdOVgFdBQs>. If you want to receive the password to access the virtual room, please fill out this form <https://docs.google.com/forms/d/e/1FAIpQLSeDxM-M5ogG43elgjC-lNCp0BDhISiZHG0…> (If you filled it out in the past, this is not necessary). This is the last seminar of the season. The list of the past seminars can be found here <https://economiaefinanza.luiss.it/en/seminars/2020-2021-seminars>. ******************************************************* Marco Scarsini Dipartimento di Economia e Finanza Luiss Viale Romania 32 00197 Roma, ITALY URL: http://docenti.luiss.it/scarsini/

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Fwd: [umr8050] Candidatures M2 Bézout
by Lucia Caramellino 13 May '21

13 May '21

Ricevo ed inoltro un avviso di borse di master presso Université Paris-Est. Buona giornata, Lucia +++++++++++++++++++++++++++++++++ Lucia Caramellino Dipartimento di Matematica Università di Roma “Tor Vergata” Web: http://www.mat.uniroma2.it/~caramell <http://www.mat.uniroma2.it/~caramell> > > > De: "raphael danchin" <raphael.danchin(a)u-pec.fr> > À: "umr8050" <umr8050(a)listes.math.cnrs.fr> > Cc: "eric.colindeverdiere" <eric.colindeverdiere(a)u-pem.fr> > Envoyé: Mercredi 12 Mai 2021 14:18:06 > Objet: [umr8050] Candidatures M2 Bézout > > > Dear colleague, > > The 2021-2022 hiring campaign for international Bézout master's scholarships is open until May 21. This year, we will be able to accept more applications than usual (about 10, compared to 7 usually). Bézout Master program is directed towards excellent students in mathematics or computer science (or both) from foreign institutions willing to pursue their studies in Université Paris-Est at the master's level. The laureates will receive about 1300 € per month over 11 months (pending approval of the University Executive Board) and will be proposed a room on the campus. Furthermore, the best students will then be invited to join the PhD program of the Doctoral School MSTIC (Mathematics, Sciences and Information and Communication Technology). A joint supervision with the student's national doctoral framework, leading to both PhD grades, is possible. > > The details of the program can be found here: http://bezout.univ-paris-est.fr/masters-scholarships/ <http://bezout.univ-paris-est.fr/masters-scholarships/> . From the same webpage, a link to the application form is available; the deadline will be May 21. > > A description of the activities of the Bézout Labex can be found at http://bezout.univ-paris-est.fr/wp-content/uploads/2020/11/bezout-leaflet.p… > Contact: Raphaël Danchin <danchin(a)u-pec.fr <mailto:danchin@u-pec.fr>> > > >

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Call for a Type B fixed-term researcher
by Susi Ceron 13 May '21

13 May '21

Dear Sir/Madam, this is to draw your attention to the call for a Type B fixed-term researcher (RTDB) position at the University of Padua: https://www.stat.unipd.it/procedura-selettiva-2021rub03-lassunzione-di-n-25… https://www.unipd.it/procedura-2021RUB03 The deadline is May 27, 2021. All interested candidates are welcome to apply, please help us to advertise this call. Thank you in advance! Alessandra Fabbri Colabich Management Secretariat Department of Statistical Sciences University of Padua

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Fwd: PhD offer(s) at e-MUSe ITN Network
by Enrico Bibbona 12 May '21

12 May '21

Gentili colleghi, vi segnalo le borse di dottorato in un consorzio ITN, pubblicizzate nella mail in calce, su un tema che ha ampia intersezione con la probabilità applicata e la statistica per processi stocastici. Cordiali saluti, Enrico Bibbona Associate Professor of Statistics Probability, Statistics and Optimization group Department of Mathematical Sciences "G. L Lagrange" Politecnico di Torino ---------- Forwarded message --------- Da: Irene Otero Muras <ireneotero(a)iim.csic.es> Date: lun 10 mag 2021 alle ore 14:50 Subject: PhD offer(s) at e-MUSe ITN Network To: Enrico Bibbona <enrico.bibbona(a)polito.it> Cc: Eva Balsa Canto <ebalsa(a)iim.csic.es> Dear Enrico, We (Eva Balsa and I) are searching for students to join the e-muse ITN-network to develop a PhD at CSIC, and we would be grateful if you could forward this offer to pontentially interested candidates. We search for students with a Master’s degree to develop a PhD in the framework of the ITN network e-MUSE (*Complex microbial ecosystems multiscale modelling: mechanistic and data driven approaches integration * https://www.itn-emuse.com/), Conditions: 3 year contract, salary between 2.963,34€/month - 3.361,68€/month. Deadline for application 31/05/2021 These are the two fellowships: PhD fellowship in dynamics of cellular interactions Supervisor: Eva Balsa-Canto to be developed at IIM-CSIC, Vigo http://www.iim.csic.es/ for required background, conditions, and application process: https://www.itn-emuse.com/esr2 PhD fellowship in feed-back control of individual cells in microorganism populations Supervisor: Irene Otero-Muras to be developed at I2SysBio, Valencia https://www.uv.es/i2sysbio https://www.itn-emuse.com/esr3 Thank you very much, Kind regards, Irene - Irene Otero-Muras CSIC Spanish National Researc Council

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Fwd: PhD offer(s) at e-MUSe ITN Network
by Enrico Bibbona 12 May '21

12 May '21

Dear Irene, the project sounds very interesting. I'm forwarding your message to the mailing lists of the Italian probabilists and statisticians, and to some students at Politecnico. A list of people interested in Reaction Networks meets every two weeks for a seminar organized jointly by Elisenda in Copenhagen and Daniele Cappelletti, now a colleague of mine in Torino. https://researchseminars.org/seminar/MoRN There is a mailing list too (instructions are on the website), you might want to post it there as well. I am also interested in collaborating on the project myself, in case you think it is suitable. My specific contribution could be for example in statistical analysis of experimental data, if that can help. All the best, Enrico Enrico Bibbona Associate Professor of Statistics Probability, Statistics and Optimization group Department of Mathematical Sciences "G. L Lagrange" Politecnico di Torino Il giorno lun 10 mag 2021 alle ore 14:50 Irene Otero Muras < ireneotero(a)iim.csic.es> ha scritto: > > Dear Enrico, > > We (Eva Balsa and I) are searching for students to join the e-muse > ITN-network to develop a PhD at CSIC, and we would be grateful if you > could forward this offer to pontentially interested candidates. > > We search for students with a Master’s degree to develop a PhD in the > framework of the ITN network e-MUSE (*Complex microbial ecosystems > multiscale modelling: mechanistic and data driven approaches integration * > https://www.itn-emuse.com/), > > Conditions: 3 year contract, salary between 2.963,34€/month - > 3.361,68€/month. > Deadline for application 31/05/2021 > > These are the two fellowships: > > PhD fellowship in dynamics of cellular interactions > Supervisor: Eva Balsa-Canto > to be developed at IIM-CSIC, Vigo http://www.iim.csic.es/ > for required background, conditions, and application process: > https://www.itn-emuse.com/esr2 > > PhD fellowship in feed-back control of individual cells in microorganism > populations > Supervisor: Irene Otero-Muras > to be developed at I2SysBio, Valencia https://www.uv.es/i2sysbio > https://www.itn-emuse.com/esr3 > > Thank you very much, > Kind regards, > Irene > > - > Irene Otero-Muras > CSIC Spanish National Researc Council > > >

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FW: Postdoc position at HU Berlin
by Tiziano De Angelis 12 May '21

12 May '21

Dear All, I am forwarding the email below concerning a 3-year postdoc opportunity at HU Berlin in the area of stochastic control, understood in a broad sense. Interested candidates should get in touch with Prof. Ulrich Horst ( horst(a)math.hu-berlin.de). The deadline for applications is 8 June. Best wishes Tiziano *From:* Ulrich Horst <horst(a)math.hu-berlin.de> *Sent:* 07 May 2021 16:11 *To:* Tiziano De Angelis <T.DeAngelis(a)leeds.ac.uk> *Subject:* Postdoc position at HU Berlin Dear Tiziano. I am currently looking for a new postdoctoral student with a research interest in stochastic control, game theory, BSDEs ... The appointment would be for three years. I would be most grateful, if you could forward this mail to interested students. Interested students can contact me at any time for more information. Applications can be sent to me by mail. Here is the link to the official job ad (unfortunately in German). The reference number is AN/109/21 https://www.personalabteilung.hu-berlin.de/de/stellenausschreibungen/wissen… The deadline for applications is June 8th. Many thanks for your help and best wishes, Ulrich

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LTI@Unito webinar: Maria Flora (CREST, ENSAE) “The liquidity uncertainty premium puzzle” | May 17, 2021 @12:45
by Luca Regis 12 May '21

12 May '21

Dear Colleagues, I am happy to share with you the following invitation to the Quantative Finance webinar organized by LTI@UniTO and Collegio Carlo Alberto, “The liquidity uncertainty premium puzzle” by Maria Flora (CREST, ENSAE, Institut Polytechnique de Paris), which will take place on Zoom on May 17, at 12.45. Below you find the Zoom link and an abstract of the presentation. Best regards, Luca Regis <#> <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/8Hh8hw5fQzN4jQSpBpJlwM967VPpREqhwi…> <#> LTI@Unito and Fondazione Collegio Carlo Alberto are pleased to invite you to the following workshop <#> *May 17, 2021 | 12:45 - 13:45* *“The liquidity uncertainty premium puzzle”* *Maria Flora (CREST, ENSAE, Institut Polytechnique de Paris)* <#> *Abstract*: We address a classical puzzle in financial economics: the counter-intuitive negative relation between volatility of volume and asset returns originally put forward by Chordia, Subrahmanyam, and Anshuman (2001) and confirmed by the subsequent empirical literature. We show that the alleged negative relation is not robust to the aggregation window, nor to the way the volatility of volume is measured. In particular, when we employ high-frequency one-minute volume data, the relation is positive and robust, restoring economic intuition which commends investors’ aversion to liquidity uncertainty. *Zoom link*: https://us02web.zoom.us/j/81109847151?pwd=TEl0L1lNVEtUbjh5RVJvM3pRUG40UT09 <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/hB0bS22L3Y_ENjUYgp7T2q29i3-4-1d8K-…> Meeting ID: 811 0984 7151 Passcode: 268588 <#> <#> <#> <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/UOaR7QZZ72ijC7nTqdjimVg5pfXen_62Nr…> <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/xNe5dk_6XysCdtcFZgp9tEdEOiDcNPaSPo…> <#> FONDAZIONE COLLEGIO CARLO ALBERTO Piazza Arbarello 8 - 10122 Torino, Italy phone: +390116705000 segreteria(a)carloalberto.org - www.carloalberto.org Facebook <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/aYJaD7KHzPThdS0ChTziuoKxUUel5iGJkU…> Twitter <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/vhWcXWrVH_v7eAq6F84bbGMelwvSuUQT3Q…> LinkedIn <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/dfKa9OGMdhR4lMt-qQMtDhs0uMVON6_UUF…> Instagram <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/FZi5lYdgx-IrtBPfZ_N1VOEbhUdSAHDONW…> Youtube <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/LsxVbQ7peor6-eKyVmNsaiIImZcs_kIZ2U…> <#> *INFORMATION UNDER THE NEW GENERAL DATA PROTECTION REGULATION (GDPR)* Your personal information has been gathered for the exclusive purpose of informing you about the Collegio's initiatives, considering our and your legitimate interest or your consent. If you wish to have your personal data modified please contact Fondazione Collegio Carlo Alberto, piazza Arbarello 8, 1022 Torino, Italy - phone: +390116705000 - privacy(a)carloalberto.org *Unsubscribe* <https://4z5y5.r.a.d.sendibm1.com/mk/un/4yxQgjiLOUKfT5Le7ZNWi9naP-lw6lYItnef…> <#> © 2021 Fondazione Collegio Carlo Alberto

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virtual seminar in Insubria & Bicocca
by Emanuela Rosazza Gianin 12 May '21

12 May '21

Dear all, On *May 20 at 17:00, Cosimo-Andrea Munari* (University of Zurich) will give a virtual seminar “in Insubria & Bicocca”, to which you are all invited. You can find the title and abstract below. Title: Capital requirements and claims recovery: A new perspective on solvency regulation Abstract: Protection of creditors is a key objective of financial regulation. Where the protection needs are high, i.e., in banking and insurance, regulatory solvency requirements help prevent creditors from incurring losses on their claims. The current regulatory requirements based on Value at Risk and Expected Shortfall limit the probability of default of financial institutions, but fail to control the size of recovery on creditors' claims in the case of default. We resolve this failure by developing a novel risk measure, Recovery Value at Risk. Our conceptual approach is flexible and allows the construction of general recovery risk measures. By design, these risk measures control recovery on creditors' claims and integrate the protection needs of creditors into the incentive structure of the management. The seminar will be on *Zoom*. You can find the information to join below. Speaker: Cosimo-Andrea Munari (Univ. Zurich) Topic: Capital requirements and claims recovery: A new perspective on solvency regulation Time: May 20, 2021 05:00 PM Rome Where: Zoom Link: https://us02web.zoom.us/j/82132902292?pwd=UlJXcE5mT1dmSmhtKzNkS1pXTlRhUT09 ID riunione: 821 3290 2292 Passcode: 912323 After the talk, you are all invited to remain in the meeting for an informal aperitif and chat. Please forward to anyone interested. Kind regards, Elisa Mastrogiacomo and Emanuela Rosazza Gianin ****************************************** 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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Online Seminar @SNS, Julien Guyon (Bloomberg L.P.), May 18 2021 at 4 PM (CEST)
by Giulia Livieri 12 May '21

12 May '21

Dear all, Tuesday, May 18 at 4 PM (CEST) there will be the following online seminar. Speaker: Julien Guyon (Bloomberg L.P.); below the short bio. Title: Dispersion-Constrained Martingale Schrodinger Problems and the Joint S&P 500/VIX Smile Calibration Puzzle Abstract: The very high liquidity of S&P 500 (SPX) and VIX derivatives requires that financial institutions price, hedge, and risk-manage their SPX and VIX options portfolios using models that perfectly fit market prices of both SPX and VIX futures and options, jointly. This is known to be a very difficult problem. Since VIX options started trading in 2006, many practitioners and researchers have tried to build such a model. So far the best attempts, which used parametric continuous-time jump-diffusion models on the SPX, could only produce approximate fits. In this talk we solve this long standing puzzle for the first time using a completely different approach: a nonparametric discrete-time model. Given a VIX future maturity T1, we build a joint probability measure on the SPX at T1, the VIX at T1, and the SPX at T2 = T1 + 30 days which is perfectly calibrated to the SPX smiles at T1 and T2, and the VIX future and VIX smile at T1. Our model satisfies the martingality constraint on the SPX as well as the requirement that the VIX at T1 is the implied volatility of the 30-day log-contract on the SPX. The model is cast as the unique solution of what we call a Dispersion-Constrained Martingale Schrodinger Problem which is solved by duality using an extension of the Sinkhorn algorithm, in the spirit of (De March and Henry-Labordere, Building arbitrage-free implied volatility: Sinkhorn's algorithm and variants, 2019). We prove that the existence of such a model means that the SPX and VIX markets are jointly arbitrage-free. The algorithm identifies joint SPX/VIX arbitrages should they arise. Our numerical experiments show that the algorithm performs very well in both low and high volatility environments. Finally, we discuss how our technique extends to continuous-time stochastic volatility models, via what we dub VIX-Constrained Martingale Schrodinger Bridges, inspired by the classical Schrodinger bridge of statistical mechanics. The resulting stochastic volatility model is numerically implemented and is shown to achieve joint calibration with very high accuracy. Time permitting, we will also briefly discuss a few related topics: (i) a remarkable feature of the SPX and VIX markets: the inversion of convex ordering, and how classical stochastic volatility models can reproduce it; (ii) why, due to this inversion of convex ordering, and contrary to what has often been stated, among the continuous stochastic volatility models calibrated to the market smile, the local volatility model does not maximize the price of VIX futures. Short bio: Julien Guyon is a senior quantitative analyst in the Quantitative Research group at Bloomberg L.P., New York. He is also an adjunct professor in the Department of Mathematics at Columbia University and at the Courant Institute of Mathematical Sciences, NYU, and a Louis Bachelier Fellow. Julien serves as an Associate Editor of SIAM Journal on Financial Mathematics, Finance & Stochastics, and Journal of Dynamics and Games, and as a Managing Editor of Quantitative Finance. Before joining Bloomberg, Julien worked in the Global Markets Quantitative Research team at Societe Generale in Paris for six years, and was an adjunct professor at Universite Paris Diderot and Ecole des Ponts ParisTech. Julien co-authored the book Nonlinear Option Pricing (Chapman & Hall, 2014) with Pierre Henry-Labordere. He has published more than 20 articles in peer-reviewed journals (including Finance & Stochastics, SIAM Journal on Financial Mathematics, Quantitative Finance, Risk, Journal of Computational Finance, Annals of Applied Probability, Stochastic Processes and their Applications) and is a regular speaker at international conferences, both academic and professional. His main research interests include nonlinear option pricing, volatility and correlation modeling, (nonlinear) optimal transport, and numerical probabilistic methods. A big soccer fan, Julien has also developed a strong interest in sports analytics, and has published several articles on the FIFA World Cup, the UEFA Champions League, and the UEFA Euro both in academic journals and in top-tier newspapers such as The New York Times, The Times, Le Monde, and El Pais, including a new, fairer draw method for the FIFA World Cup. Some of his suggestions for draws and competition formats have already been adopted by FIFA and UEFA. His paper "Risk of collusion: Will groups of 3 ruin the FIFA World Cup?" won the 2nd prize at the 2021 MIT Sloan Sports Analytics Conference, the biggest sports analytics event in the world. The link for joining the meeting is: https://teams.microsoft.com/l/meetup-join/19%3ameeting_MzdlZDljNmMtZDU3Zi00…

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Fwd: "Random excursions with Jean Bertoin", second announcement - please register before May 15th
by Faggionato, Alessandra 10 May '21

10 May '21

Buongiorno ricevo ed inoltro l'annuncio per il workshop ``Random excursions with Jean Bertoin". Attenzione alla scadenza imminente per la registrazione. Saluti Alessandra ---------- Forwarded message --------- Da: Grégory Miermont <gregory.miermont(a)ens-lyon.fr> Date: sab 8 mag 2021 alle ore 00:20 Subject: "Random excursions with Jean Bertoin", second announcement - please register before May 15th [Apologies for multiple postings] Dear friends, dear colleagues, This is the second announcement for the conference "Random excursions with Jean Bertoin" in honour of his 60th birthday, to be held in Paris, Sorbonne Université, July 5 to 9, 2021. All relevant information will be available on the conference website at the address http://jb60.math.cnrs.fr which will be regularly updated. Registration, via this webpage, is free but mandatory. *Please note that registration will be closed on May 15th. * Given the current pandemic situation, part of the public and of the speakers will have to attend the conference online. As you register, please indicate whether you would agree to participate from home if needed. We will soon contact all registered participants with information about attending the conference in person or remotely. If you have any questions you can contact Franziska Robmann at franziska.robmann(a)math.uzh.ch Please feel free to forward this message to anyone you think might be interested. We hope to see you all in July! Best wishes, Grégory Miermont, for the organizers. -- ************************************************* Prof. Alessandra Faggionato http://www1.mat.uniroma1.it/~faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 5, Phone (0039) 06 49913252 *************************************************

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ISBA@CIRM (France)
by Julyan Arbel 10 May '21

10 May '21

Dear all, There will be a mirror workshop for ISBA world meeting, 28 June – 2 July, at CIRM in Marseille calanques (France). It is now possible to register to CIRM: https://conferences.cirm-math.fr/2701.html There is no registration fee, the only cost being the full-board on-site accommodation at CIRM to be paid upon arrival. More details: https://xianblog.wordpress.com/2021/05/10/isbcirm-through-the-looking-glass/ Best, Julyan Arbel Inria Grenoble Rhône-Alpes http://www.julyanarbel.com/ @JulyanArbel

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Internships in supervised machine learning at the Basque Center for Applied Mathematics, Bilbao, Spain
by Gianni Pagnini 10 May '21

10 May '21

Cari colleghi, Vorrei diffondere attraverso questa mailing-list l’avviso di due possibilità di internship della durata di 3 mesi presso il BCAM di Bilbao su temi legati al machine learning. La scadenza per inviare le domande è il 1 Luglio. I link per accedere alla descrizione delle proposte sono i seguenti http://www.bcamath.org/documentos_public/archivos/internships/BCAM_Internsh… <http://www.bcamath.org/documentos_public/archivos/internships/BCAM_Internsh…> http://www.bcamath.org/documentos_public/archivos/internships/BCAM_Internsh… <http://www.bcamath.org/documentos_public/archivos/internships/BCAM_Internsh…> mentre l’invio delle domande deve avvenire attraverso questo http://www.bcamath.org/en/research/internships <http://www.bcamath.org/en/research/internships> Grazie. Saluti, Gianni — Gianni Pagnini Ikerbasque Research Associate BCAM - Basque Center for Applied Mathematics Alameda de Mazarredo, 14 E-48009 Bilbao, Basque Country - Spain Tel. +34 946 567 842 gpagnini(a)bcamath.org | www.bcamath.org/gpagnini ( matematika mugaz bestalde )

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Two postdoc positions at Lille (France)
by Giovanni Conforti 10 May '21

10 May '21

Ricevo e inoltro %%%%%%%%%%%%%%%%%%%%%%%% Dear colleagues, Two 1-year postdoc positions are available at Institut Mines Télécom (IMT) Lille Douai, France, from September 2021: * with Benoît Henry and David Coupier, Beyond5G project; * with David Coupier, ANR GrHyDy. More informations can be found in the attached files. To be widely distributed, David Coupier

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bando dottorato "Methods and Models for Economic Decisions"
by Enrico Moretto 10 May '21

10 May '21

agli amministratori della lista Random; con la presente chiedo, se del caso, di inviare all'indirizzario RANDOM il seguente annuncio relativo al bando per l'ammissione al dottorato "Methods and Models for Economic Decisions", 37-esimo ciclo, offerto dal Dipartimento di Economia, Università dell'Insubria. Grazie mille. Cordiali saluti, enrico moretto *** Si informano i colleghi interessati, con preghiera di diffusione, che il bando del nuovo ciclo del dottorato "Methods and Models for Economic Decisions" è stato pubblicato sul sito internet dell'Ateneo dell'Insubria ed è disponibile ai seguenti link: https://www.uninsubria.it/la-didattica/dottorati-di-ricerca https://www.uninsubria.it/opportunita/ammissione-al-dottorato-methods-and-m… https://www.uninsubria.eu/programs/phd-doctoral-research Scadenza per le domande: 15 giugno. Cordiali saluti -- Dipartimento di Economia Università dell'Insubria #ChiarementeInsubria https://www.uninsubria.it/hpp/enrico.moretto

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LTI@Unito/CCA webinar in Quantitative Finance: “Self Inflicted Debt Crises”, Theo Dimpoulos (HEC Lausanne) | May 12, 2021 @12:00
by Luca Regis 07 May '21

07 May '21

Dear Colleagues, I am happy to share with you the following invitation to the Quantative Finance webinar organized by LTI@UniTO and Collegio Carlo Alberto, “Self Inflicted Debt Crises” by Theo Dimopoulos (HEC Lausanne), which will take place on Zoom on May 12, at 12.00. Below you find the Zoom link and an abstract of the presentation. Best regards, Luca Regis <#> <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/4a6SaiafujNub6pHriwakj0wncDAbmtUwm…> <#> LTI@Unito and Fondazione Collegio Carlo Alberto are pleased to invite you to the next webinar <#> *May 12, 2021 | 12:00-13:15* *“Self Inflicted Debt Crises”* *Theo Dimopoulos (HEC Lausanne)* <#> *Abstract*: The restrictions on economic activity in the Covid-19 pandemic have led to a looming debt crisis. In a dynamic model of strategic default and debt renegotiation, we show how to resolve debt crises depending on borrowers’ time-inconsistent preferences. Myopic borrowers misprice their option to default by a U-shaped negative pricing error, which causes imperfect consumption smoothing, underinvestment in normal times, and risk shifting in crisis times. The model shows that bailouts need to be tailored to borrowers’ myopia, that lenders and borrowers ultimately self-inflict debt crises through their strategic interaction, that myopic distress can be cheaper to resolve than rational distress, and that myopia can be beneficial for rational agents. Optimal bailouts either punish or reward myopia through smaller or larger transfers, leading to procrastinated default and protracted crises or the reverse, depending on whether transfers exacerbate or alleviate the borrowers’ misperception of default risk. *Zoom Link*: https://us02web.zoom.us/j/86981911369?pwd=enM0c0lRM1BqOUhiNXJ1b1hoRUFkZz09 <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/hbrUdAY_KcHiYFp-zoUEFWWBp9T0Kg0cUl…> Meeting ID: 869 8191 1369 Passcode: 166986 <#> <#> <#> <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/Kc1f2ufQnOOWcPREh0lKmL7Q4fzC6kZTEu…> <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/b-edRrCQzu0enNR_azA3LGWp3pL_izmv84…> <#> FONDAZIONE COLLEGIO CARLO ALBERTO Piazza Arbarello 8 - 10122 Torino, Italy phone: +390116705000 segreteria(a)carloalberto.org - www.carloalberto.org Facebook <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/Gt2401hi4FK-WGDLZAuu96sNqvjzd4A07j…> Twitter <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/dMAP2G9V5OGEVQgiZTVGvRpJC3GmNfL6Kc…> LinkedIn <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/ZfldktwuWczKYK5tZjUQN--QuFGPkzyS3J…> Instagram <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/lxHhxw7_pN8bfa4lRN1Ro0KNXDKFYNSqGI…> Youtube <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/toZ5omiJqAM-e_mmWMFepsHZKCAJ2-Skq2…> <#> *INFORMATION UNDER THE NEW GENERAL DATA PROTECTION REGULATION (GDPR)* Your personal information has been gathered for the exclusive purpose of informing you about the Collegio's initiatives, considering our and your legitimate interest or your consent. If you wish to have your personal data modified please contact Fondazione Collegio Carlo Alberto, piazza Arbarello 8, 1022 Torino, Italy - phone: +390116705000 - privacy(a)carloalberto.org *Unsubscribe* <https://4z5y5.r.a.d.sendibm1.com/mk/un/VBSMfA5QdgOL83sSDLP1ssvlYSrtMdGDR3mB…> <#> © 2021 Fondazione Collegio Carlo Alberto

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Phd Position at the Turin and Pau Universities
by Bruno Toaldo 07 May '21

07 May '21

The PhD School of the University of Turin, in the context of the PhD course in "Modeling and Data Science", offers: 1 PhD position on the project "Numerical approximations of non-local parabolic equations based on stochastic and finite elements methods and applications", starting on Nov 1, 2021. The project is a joint research initiative of the Stochastic group in the Dept. of Mathematics at the University of Turin (Italy) and the Numerical Analysis group in the "Laboratoire de Mathématique et de leurs applications" at the University of Pau (France). The advertised position will be based in both universities and will offer ample freedom to suitably organize the stay in the two cities. The possibility of double PhD Degree could be considered. The gross salary is 1458/month during the stay in Turin and could be increased of about 50% during the period in Pau. Embedded in a truly international environment, the student will get excellent research training in a structured programme focussing on challenges at the mathematical foundations of the stochastic and numerical approach to PDEs as well as on challenges arising from its various applications, e.g., in physics, biology, finance or data science. The combined expertise from the Turin and Pau groups will provide a significant breadth in depth and fertile ground for our student's ambitious research ideas. Successful candidates will have an MSc degree (or equivalent) in Mathematics (or a closely related field such as Applied Mathematics, Computational Science, Physics or Statistics), strong knowledge on stochastic processes or numerical methods, and feel eager to engage in the exchange of ideas with the teams in both Turin and Pau. For further information, please contact Bruno Toaldo: bruno.toaldo(a)unito.it -- Prima di stampare, pensa all'ambiente ** Think about the environment before printing Please don't send me Word or PowerPoint attachments if not absolutely necessary. See: http://www.gnu.org/philosophy/no-word-attachments.en.html <http://www.gnu.org/philosophy/no-word-attachments.html>

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Seminar announcement
by Marco Scarsini 07 May '21

07 May '21

Thursday, 13 May, 17:00 CEST *Yiling Chen,* Harvard University Forecast Aggregation via Peer Prediction <http://mailsender.luiss.it/lists/lt.php?id=cRpQBAIDSAULBwNOVgFdBQs> Discussants: Ville Satopää and Aris Filos-Ratsikas The paper can be found here <https://arxiv.org/abs/1910.03779>. This is the link to the Virtual Room <http://mailsender.luiss.it/lists/lt.php?id=cRpQAAYBSAULBwNOVgFdBQs>. If you want to receive the password to access the virtual room, please fill out this form <https://docs.google.com/forms/d/e/1FAIpQLSeDxM-M5ogG43elgjC-lNCp0BDhISiZHG0…> (If you filled it out in the past, this is not necessary). The schedule of the upcoming seminars can be found here <https://economiaefinanza.luiss.it/en/seminars/2020-2021-seminars>. ******************************************************* Marco Scarsini Dipartimento di Economia e Finanza Luiss Viale Romania 32 00197 Roma, ITALY URL: http://docenti.luiss.it/scarsini/

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BAYSM 2021: extended deadline for registration & abstract submission
by Federico Camerlenghi 07 May '21

07 May '21

Dear all, This is a friendly reminder that the Bayesian Young Statisticians Meeting (BAYSM2021) will take place online on September 1-3, 2021. We are also happy to announce that the registration deadline has been extended to the end of May. The registration link is https://events.stat.uconn.edu/BAYSM2021/ . Although the conference will be free, registration is mandatory. Young researchers interested in giving a talk or presenting a poster are invited to *submit an extended abstract by May 31, 2021* during the registration process. Our decisions will be emailed by the end of June. *The extended abstract should be written according to the template and instructions provided on the registration page.* The template is downloadable from the "Resources" section on the website. For organizational reasons, we kindly ask all the interested researchers to register even if they just want to attend the meeting. The deadline for registration is again May 31, 2021. While the meeting is organized for and by junior Bayesians, attendance is open to anyone who may be interested. For more information, please visit the conference website: https://events.stat.uconn.edu/BAYSM2021/ Or write an email to baysm.isba(a)gmail.com On behalf of the BAYSM2021 organizing committee. -- Federico Camerlenghi Assistant Professor RTDb Department of Economics, Management and Statistics University of Milano Bicocca, Milano, Italy. web-page: https://www.unimib.it/federico-camerlenghi

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Pisa Online Seminars - Michael Högele and Alessandra Caraceni (Tuesday, May 11 at 16:00 and 17:00)
by Giacomo Filippo Di Gesu 06 May '21

06 May '21

Dear colleagues, I would like to invite you to the following online seminar organized by the Probability group of the University of Pisa. The two talks will be accessible under the link Click here to join<https://teams.microsoft.com/l/meetup-join/19:af3d635091e049579e555a84219ab3…"Tid":"c7456b31-a220-47f5-be52-473828670aa1","Oid":"dfd1e5f6-331d-43e0-a180-4bb6ce727fb7"}> Best regards, Giacomo Tuesday, May 11, 16:00 Speaker: Michael Högele (Universidad de los Andes) Title: Cutoff thermalization for Ornstein-Uhlenbeck systems with small Lévy noise in the Wasserstein distance Abstract: This talk presents recent results on cutoff thermalization (also known as the cutoff phenomenon) for a general class of asymptotically exponentially stable Ornstein-Uhlenbeck systems under ε-small additive Lévy noise. The driving noise processes include Brownian motion, α-stable Lévy flights, finite intensity compound Poisson processes and red noises and may be highly degenerate. Window cutoff thermalization is shown under generic mild assumptions, that is, we see an asymptotically sharp ∞/0-collapse of the renormalized Wasserstein distance from the current state to the equilibrium measure μ^ε along a time window centered in a precise ε-dependent time scale t_ε . In many interesting situations such as reversible (Lévy) diffusions it is possible to prove the existence of an explicit, universal, deterministic cutoff thermalization profile. The existence of this limit is characterized by the absence of non-normal growth patterns in terms of an orthogonality condition on a computable family of generalized eigenvectors of the matrix Q. With this piece of theory at hand this article provides a complete discussion of the cutoff phenomenon for the classical linear oscillator with friction subject to ε-small Brownian motion or α-stable Lévy flights. Furthermore, we cover the highly degenerate case of a linear chain of oscillators in a generalized heat bath at low temperature. Tuesday, May 11, 17:00 Speaker: Alessandra Caraceni (University of Oxford) Title: Polynomial mixing time for edge flips on planar maps Abstract: A long-standing problem proposed by David Aldous consists in giving a sharp upper bound for the mixing time of the so-called “triangulation walk”, a Markov chain defined on the set of all possible triangulations of the regular n-gon. A single step of the chain consists in performing a random edge flip, i.e. in choosing an (internal) edge of the triangulation uniformly at random and, with probability 1/2, replacing it with the other diagonal of the quadrilateral formed by the two triangles adjacent to the edge in question (with probability 1/2, the triangulation is left unchanged). While it has been shown that the relaxation time for the triangulation walk is polynomial in n and bounded below by a multiple of n^{3/2}, the conjectured sharpness of the lower bound remains firmly out of reach in spite of the apparent simplicity of the chain. For edge flip chains on different models – such as planar maps, quadrangulations of the sphere, lattice triangulations and other geometric graphs – even less is known. We shall discuss results concerning the mixing time of random edge flips on rooted quadrangulations of the sphere obtained in joint work with Alexandre Stauffer. A “growth scheme” for quadrangulations, which generates a uniform quadrangulation of the sphere by adding faces one at a time at appropriate random locations, can be combined with careful combinatorial constructions to build probabilistic canonical paths in a relatively novel way. This method has implications for a range of interesting edge-manipulating Markov chains on so-called Catalan structures, from “leaf translations” on plane trees to “edge rotations” on general planar maps. ************************ Giacomo Di Gesù Dipartimento di Matematica Università di Pisa Largo Bruno Pontecorvo 5 56127 - Pisa, Italy giacomo.digesu(a)unipi.it<mailto:giacomo.digesu@unipi.it> https://sites.google.com/site/giacomodigesu/

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bando per RTDB in SECS-S/06 a Pavia
by benedetta.ferrario 05 May '21

05 May '21

Presso il Dipartimento di Scienze Economiche e Aziendali dell'Università di Pavia è stato bandito un posto RTD-B nel settore SECS-S/06, consultabile al link http://wcm-3.unipv.it/site/home/ateneo/bandi-e-concorsi/concorsi-per-person… Scadenza presentazione domande: 3 giugno 2021 ore 12.00. Si prega di dare la massima diffusione presso tutti gli interessati.

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Seminar Aernout van Enter
by Massimo Campanino 05 May '21

05 May '21

Aernout van Enter ONE-SIDED VERSUS TWO-SIDED STOCHASTIC PROCESSES Thursday the 6th of May 3 pm (Italian time) Stochastic processes can be parametrised by time (such as occurs in Markov chains), in which case conditioning is one-sided (on the past) or by one-dimensional space (which is the case, for example, for one-dimensional Markov fields), where conditioning is two-sided (on the right and on the left). I will discuss some examples, in particular generalising this distinction to g-measures versus Gibbs measures, where, instead of a Markovian dependence, the weaker property of continuity (in the product topology) is considered. In particular I will discuss when the two descriptions (one-sided or two-sided) produce the same objects and when they are different. We show moreover the role one-dimensional entropic repulsion plays in this setting. Based on joint work with R. Bissacot, E. Endo and A. Le Ny, and S. Shlosman ________________________________ Zoom link https://unibo.zoom.us/s/98736182682?zak=eyJ6bV9za20iOiJ6bV9vMm0iLCJhbGciOiJ… Join our Cloud HD Video Meeting<https://unibo.zoom.us/s/98736182682?zak=eyJ6bV9za20iOiJ6bV9vMm0iLCJhbGciOiJ…> 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. unibo.zoom.us

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"SPDEs & friends" May 30, June 1-2
by Luisa Andreis 05 May '21

05 May '21

Dear colleagues, I forward this workshop announcement I’ve just received. Best regards, Luisa Andreis %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% Dear all, We are organizing an online workshop on SPDEs which will take place from May 31st-June 2nd and feature many prominent speakers (Sandra Cerrai, Dan Crisan, Nina Holden, Nicolai Krylov, Jonathan Mattingly, Nicolas Perkowski, Jeremy Quastel, etc). http://page.math.tu-berlin.de/~tapia/spdes/ <https://l.facebook.com/l.php?u=http%3A%2F%2Fpage.math.tu-berlin.de%2F~tapia…> The basic plan is to have six 35-minute talks by different speakers per day, and each talk will be followed by a 15-minute discussion session. The participation is open to everyone, but for organizational purposes we would like to ask people who are interested in attending the workshop to complete the registration form https://forms.gle/G9Xw942iVNNgB4SLA <https://forms.gle/G9Xw942iVNNgB4SLA?fbclid=IwAR3iCpxoI2ACqgqUoSBjxpFsA8_2R1…> Please feel free to forward this email to interested friends, students, collaborators, and colleagues of yours! We are looking forward to seeing you at the event. Best regards, The organizers Oleg Butkovsky Peter Friz Nikolas Tapia

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Fwd: [owps] OWPS: talks tomorrow
by Faggionato, Alessandra 05 May '21

05 May '21

Buongiorno giro l'annuncio del OWPS di domani. Saluti Alessandra ---------- Forwarded message --------- Da: One World Probability <ow.probability(a)gmail.com> Date: mer 5 mag 2021 alle ore 08:12 Subject: [owps] OWPS: talks tomorrow To: <owps(a)lists.bath.ac.uk> Dear All, we have two talks tomorrow. Remember that we start 14:00 UTC which is 16:00 CET! 14:00-15:00 UTC Christina Goldschmidt The stable graph: the scaling limit of critical random graphs with i.i.d. random degrees having power-law tails Abstract: Consider a graph with label set \{1,2, \ldots,n\} chosen uniformly at random from those such that vertex i has degree D_i, where D_1, D_2, \ldots, D_n are i.i.d. strictly positive random variables. The condition for criticality (i.e. the threshold for the emergence of a giant component) in this setting is E[D^2] = 2 E[D], and we assume additionally that P(D = k) \sim c k^{-(\alpha + 2)} as k tends to infinity, for some \alpha \in (1,2). In this situation, it turns out that the largest components have sizes on the order of n^{\alpha/(\alpha+1)}. Building on earlier work of Adrien Joseph, we show that the components have scaling limits which can be related to a forest of stable trees (à la Duquesne-Le Gall-Le Jan) via an absolute continuity relation. This gives a natural generalisation of the scaling limit for the Erd\H{o}s-Renyi random graph (obtained in collaboration with Louigi Addario-Berry and Nicolas Broutin a few years ago, extending results of Aldous), which we call the stable graph. This complements recent work on random graph scaling limits by various authors including Bhamidi, Broutin, Duquesne, van der Hofstad, van Leeuwaarden, Riordan, Sen, M. Wang and X. Wang. 15:00 - 16:00 UTC Bénédicte Haas Distributional properties of the stable graphs Abstract: In this talk we will investigate some distributional properties of the connected components of the stable graphs introduced by Christina in the previous talk. We recall that for $\alpha \in (1,2]$, the $\alpha$-stable graph arises as the universal scaling limit of critical random graphs with i.i.d. degrees having an $\alpha$-dependent power-law tail behavior. Consider a connected component of such a graph. Our aim will be: (1) to describe the distribution of its kernel and more generally of its discrete finite-dimensional marginals, (2) to explicit its distribution as a collection of $\alpha$-stable trees glued on the kernel, and (3) present a line-breaking construction, in the same spirit as Aldous’ line-breaking construction of the Brownian CRT. Based on a joint work with Christina Goldschmidt and Delphin Sénizergues. The Zoom link is on the OWPS webpage. It can also be accessed directly via Zoom-link: https://tum-conf.zoom.us/j/68722718449 <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Ftum-conf.…> Meeting ID: 687 2271 8449 Passcode: 054920 We hope to see you tomorrow! Best wishes, Julien and Nina -- ************************************************* Prof. Alessandra Faggionato http://www1.mat.uniroma1.it/~faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 5, Phone (0039) 06 49913252 *************************************************

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International Conference in Venice - CALL FOR PAPERS
by Monica Billio 04 May '21

04 May '21

20th INTERNATIONAL CONFERENCE CREDIT 2021 *Compound Risk: Climate, Disaster, Finance, Pandemic * Venice, Italy 23 –24 September 2021 * * *GRETA Associati* (Venice, Italy), *Cattolica Assicurazioni* (Verona, Italy), *European Datawarehouse *(Frankfurt, Germany), *European Investment Bank* (Luxembourg), *European Investment Fund *(Luxembourg) and *Intesa Sanpaolo *(Milan, Italy) are co-sponsors of a Conference to be held in Venice on September 23-24, 2021. The Conference CREDIT 2021 will bring together academics, practitioners and PhD students working in various areas of financial and credit risk with the aim to create a unique opportunity for participants to discuss research progress and policy and industry-relevant insights as well as directions for future research. Credit 2021 is the *twentieth *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 the *Joint Research Center, European Commission* (Ispra, Italy). The theme of this year’s conference is the relation between financial risk on the one hand and pandemic, climate and disaster risk, on the other hand, with particular attention to the possible compounding of different sources of risk. The past year, 2020, has been marked by the still-ongoing COVID-19 pandemic crisis, which has shown how fragile our economic systems can be when confronted with shocks that threaten public health and the closeness of the connections between economic and financial risks and public policy. Climate change is now widely recognized as a new source of financial risk which is relevant both at the level of households and individual institutions and the systemic level. In particular, the many central banks and financial institutions that have joined the Network for Greening the Financial System (NGFS) have issued recommendations on how to integrate climate considerations into risk management strategies and practices. However, risks such as pandemics and climate change do not occur in isolation but can also compound, as has already been seen in several countries. The compounding of risk, which is currently poorly understood, increases the complexity of risk assessment and risk management, and it has implications for socio-economic development, as well as for public debt sustainability. In the EU, these aspects have major implications for efforts to increase the resilience of the economy to future shocks and to “build back better”, and requires the alignment of COVID-19 recovery policies, such as those supported by the NextGenerationEU, and the EU Green Deal and the Paris Agreement targets. The organizers of CREDIT 2021 encourage submissions on a range of topics of relevance to this year’s theme including: finance and COVID-19; finance and climate risks; finance and compound COVID-19 and climate risks. In particular, submissions are welcome in the following areas: • INVESTMENTS: Sustainable Finance, Disaster risk finance; Finance 4 good; public finance; blended finance. • POLICIES: Climate Policies, European Green New Deal; Next Generation EU; Recovery Plan. • INFORMATION: Data gaps; modelling challenges; risk transmission channels; uncertainty; complexity. The final program will include both submitted and invited papers. Acceptances received so far from invited speakers include *Vittoria Colizza *(INSERM, France), *Robert Engle *(Stern Business School, New York University) and *Roberto Rigobon* (MIT Sloan School of Management) who will deliver keynotes, respectively on finance and on epidemics. The Conference will also feature panel discussions on researchers', practitioners' and policy makers’ views of the major issues at stake. The SCIENTIFIC COMMITTEE for the Conference consists of: • * Stefano Battiston *(Ca’ Foscari University of Venice & University of Zurich, Programme Chair) • * Monica Billio *(Ca’ Foscari University of Venice & GRETA) • * Francesca Campolongo *(Joint Research Center, European Commission) • *Vittoria Colizza* (INSERM, France) • * Helmut Kraemer-Eis* (European Investment Fund) • * Jan Pieter Krahnen* (Leibniz Institute for Financial Research SAFE & Goethe University, Frankfurt) • *Irene Monasterolo *(Vienna University of Economics and Business) • *Steven Ongena* (University of Zurich, Swiss Finance Institute, KU Leuven & CEPR) • *Roberto Rigobon* (MIT Sloan School of Management) • *Stephen Schaefer* (London Business School) CALL FOR PAPERS Those wishing to present a paper at the Conference should submit by *May 31, 2021 *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, 2021*. The final version of accepted papers must be received by August 31, 2021. Please send papers to: GRETA Associati, San Polo, 2605 - 30125 Venice, ITALY Phone : +39 041 5238178 - e-mail: credit(a)greta.it <mailto:credit@greta.it> More detailed information available on the Conference website: https://www.greta.it/index.php/it/credit-2021 <https://www.greta.it/index.php/it/credit-2021>

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Open PhD position in Mathematics at Vrije Universiteit Amsterdam
by Alessandro Zocca 04 May '21

04 May '21

Dear colleagues, There is an open fully-funded 4-year PhD position under my supervision at the Department of Mathematics of Vrije Universiteit Amsterdam. The PhD project will focus on learning and stochastic optimization for power networks, which are increasingly affected by uncertainty due to a quickly growing adoption of renewable energy sources. The project aims at using and expanding mathematical knowledge to better understand and optimize these complex networks, especially in combination with the large amount of newly-available data. The PhD candidate will use modern methods in (stochastic) optimization, applied probability, operations research, and learning theory to develop both new theory and algorithms. The preferred starting date is September 1, 2021. The candidates are expected to have a Master's degree in Mathematics or Operations Research, and a solid background in stochastics and optimization. For more information (including eligibility criteria, salary, and employment conditions) see https://workingat.vu.nl/ad/phd-position-on-learning-and-stochastic-optimiza…. Please apply online at the same link, the deadline is June 1, 2021, but early applications are encouraged. If you have any further questions regarding this vacancy, feel free to reach out to me by email at a.zocca(a)vu.nl. Please feel free to advertise this position further and bring it to the attention of potentially interested candidates. Thank you in advance. Best wishes, Alessandro ================================= Alessandro Zocca (he/his) Assistant Professor Vrije Universiteit Amsterdam Department of Mathematics https://sites.google.com/site/zoccaale/

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(PMS)^2 online talk: Guangqu Zheng, Monday May 10 at 17:30
by Maurizia Rossi 03 May '21

03 May '21

Dear colleagues, We are happy to announce the following online talk: Speaker: *Guangqu Zheng* (University of Kansas) Title: *Malliavin derivatives of hyperbolic Anderson model with applications to its absolute continuity and spatial averages.* Date and time: *Monday May 10, 17:30-18:30 (Rome time zone)* Abstract: see below. Zoom link: https://us02web.zoom.us/j/83843864962?pwd=NlNadHhIRkdzYUErZWJpbTNJaytDUT09 Meeting ID: 838 4386 4962 Passcode: 5gVVXb This talk is the second of the *(PMS)^2: Pavia-Milano Seminar series on Probability and Mathematical Statistics* organized jointly by the universities Milano-Bicocca, Pavia, Milano-Politecnico and Milano-Statale. Participation is free and welcome! (though limited to 100 participants for technical reasons) Best regards The organizers (Mario Maurelli, Carlo Orrieri, Maurizia Rossi, Margherita Zanella) *Abstract:* In this talk, we present recent work on the hyperbolic Anderson model driven by a space-time colored Gaussian homogeneous noise with spatial dimension one and two. Under mild assumptions, we provide Lp-estimates of the iterated Malliavin derivatives of the solution in terms of the fundamental solution of the wave solution. We present two applications: (1) We present quantitative central limit theorems for spatial averages of the solution to the hyperbolic Anderson model, where the rates of convergence are described by the total variation distance. These quantitative results have been elusive so far due to the temporal correlation of the noise blocking us from using the Itô calculus. (2) We establish the absolute continuity of the law for the hyperbolic Anderson model. The Lp-estimates of Malliavin derivatives are crucial ingredients to verify a local version of Bouleau-Hirsch criterion for absolute continuity. Our approach substantially simplifies the arguments for the one-dimensional case, which has been studied in the recent work by Balan, Quer-Sardanyons and Song (2019). This talk is based on the joint work (arXiv:2101.10957) with *R. Balan*, *D. Nualart* and *L. Quer-Sardanyons* (2021). - - - Maurizia Rossi Dipartimento di Matematica e Applicazioni Università di Milano-Bicocca

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Seminar Antonio Linero @Bocconi - May 6th
by Giacomo Zanella 03 May '21

03 May '21

We announce the following DEC Statistics webinar at Bocconi: Date: Thursday, May 6, h17:00 (Italy time) Speaker: Antonio Linero (UT Austin) Title: Bayesian Decision Tree Ensembling Strategies for Nonparametric Problems Abstract: In this talk we will make the case for using Bayesian decision tree ensembles, such as Bayesian additive regression trees (BART), for addressing some fully-nonparametric problems. We present models for density regression and survival analysis, and argue that our approaches are both easier to use and more effective than more standard Bayesian nonparametric solutions (such as those based on mixture models). On the applied side, we show how to use our models to extract interesting features across several datasets. On the theoretical side, we also show that our models attain minimax-optimal rates of convergence of the posterior in high-dimensional settings. Throughout the talk, we will emphasize the flexibility and ease-of-use of our approach: all simulation and real data analyses attain excellent results using heuristically chosen "default" priors, and it is quite straight-forward for researchers (both in-principle and in-practice) to embed our ensembles in larger models. The webinar will be on zoom at: https://zoom.us/j/95265599865?pwd=NlEwVWFjNktjNkx5VjZFZmFLVGh0UT09 Meeting ID: 952 6559 9865 Passcode: 634366 Kind regards, Giacomo Zanella

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Fwd: PhD and postdoc position
by Francesco Caravenna 30 Apr '21

30 Apr '21

Ricevo e inoltro. > Da: Martina Hofmanova <hofmanova(a)math.uni-bielefeld.de> > Oggetto: PhD and postdoc position > Data: 30 aprile 2021 11:04:15 CEST > > Dear colleagues, > > I would like to draw your attention to the open positions (1 postdoc, 1 PhD student) in my group (the starting date is flexible) > > https://uni-bielefeld.hr4you.org/job/view/466/research-position?page_lang=en <https://uni-bielefeld.hr4you.org/job/view/466/research-position?page_lang=en> > > https://uni-bielefeld.hr4you.org/job/view/477/research-position?page_lang=en <https://uni-bielefeld.hr4you.org/job/view/477/research-position?page_lang=en> > > I would be happy if you could share the information further and forward it to possible candidates. > > Thank you in advance. > > Best regards, > Martina

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Seminar announcement
by Marco Scarsini 30 Apr '21

30 Apr '21

Thursday, 5 May, 17:00 CEST *Marta Blangiardo,* Imperial College Estimating Weekly Excess Mortality at Sub-National Level in Italy during the COVID-19 Pandemic <http://mailsender.luiss.it/lists/lt.php?id=cRpQBAcGSAULAwdOVgFdBQs> Discussants: Marcus Ebeling and Javier Rubio This is the link to the Virtual Room <http://mailsender.luiss.it/lists/lt.php?id=cRpQAAYBSAULAwdOVgFdBQs>. If you want to receive the password to access the virtual room, please fill out this form <https://docs.google.com/forms/d/e/1FAIpQLSeDxM-M5ogG43elgjC-lNCp0BDhISiZHG0…> (If you filled it out in the past, this is not necessary). The schedule of the upcoming seminars can be found here <https://economiaefinanza.luiss.it/en/seminars/2020-2021-seminars>. ******************************************************* Marco Scarsini Dipartimento di Economia e Finanza Luiss Viale Romania 32 00197 Roma, ITALY URL: http://docenti.luiss.it/scarsini/

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Fwd: Post-Doc position at the University of Basel
by Francesco Caravenna 30 Apr '21

30 Apr '21

Ricevo e inoltro. > Da: David Belius <david.belius(a)unibas.ch> > Oggetto: Post-Doc position at the University of Basel > Data: 22 aprile 2021 14:39:55 CEST > > Dear Colleagues, > > I am looking to fill a Post-Doc position at the University of Basel in Switzerland funded by my Swiss National Science Foundation Project "Hierarchical Structure and the Extrema of Correlated Random Fields". The candidate will work with myself, my group and my collaborators on high dimensional statistical physics problems such as the Sherrington-Kirkpatrick and related models. Topics will include critical point complexity and the development of a mathematically rigorous TAP approach. > > The starting date is 1 September 2021 (there is a bit of flexibility) with a planned duration of two years. Candidates should contact me by e-mail with a CV. Please forward this e-mail to anyone you think may be interested, and feel free to contact me about potential candidates directly. > > Best Regards, > David Belius > > -- > _______________________________ > David Belius | SNF Professor > Department of Mathematics and Computer Science | University of Basel > david.belius(a)unibas.ch <mailto:david.belius@unibas.ch> | +41 61 207 55 82 | Spiegelgasse 1, 4051 Basel, Switzerland > https://probability.dmi.unibas.ch/belius <https://probability.dmi.unibas.ch/belius>

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Corso on Frequency domain approach to time series analysis
by Elvira Di Nardo 30 Apr '21

30 Apr '21

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), verrà svolto il seguente corso on-line: -------------------------------------- Luis Alberiko Gil-Alana (University of Navarra, Spain) A FREQUENCY DOMAIN COURSE ON TIME SERIES ANALYSIS This course deals with the analysis of time series. After a short review in the time domain, focusing on aspects such as autocovariances, estimation, testing, Box-Jenkins methodology, seasonality, prediction and non-stationary issues, the course will focus on the frequency domain, introducing the spectral distribution function or spectrum along with the spectral density function, the periodogram and other issues such as long memory processes. -------------------------------------- Il corso si svolgerà online secondo il seguente calendario - mar 4 Maggio, h.11.15-13.15 - ven 7 Maggio, h.10.15-12.15 - mar 11 Maggio, h.11.15-13.15 - ven 14 Maggio, h.10.15-12.15 - mar 18 Maggio, h.11.15-13.15 - ven 21 Maggio, h.10.15-12.15 - mar 25 Maggio, h.11.15-13.15 - ven 28 Maggio, h.10.15-12.15 Il corso è rivolto agli studenti della Laurea Magistrale ma la partecipazione è aperta a tutti gli interessati. Chi fosse interessato, può contattarmi privatamente (elvira.dinardo(a)unito.it) per essere incluso nella lista dei partecipanti e ricevere il collegamento Webex. Cordiali saluti, Elvira Di Nardo -- %------------------------------------------------------- Elvira Di Nardo Dept. Mathematics "G. Peano" University of Torino Via Carlo Alberto 10 10123 Torino, Italia tel. +39 0116702862 fax +39 0116702878 http://www.elviradinardo.it %-------------------------------------------------------

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IMPORTANT: Seminar announcement - Petter Kolm (April 28 at 4 pm) CANCELLED
by Giulia Livieri 28 Apr '21

28 Apr '21

Dear all, We are very sorry for the short notice. Unfortunately, we have to postpone — the date will be communicated soon — the seminar of today for a last-minute setback of the speakers; He is really sorry for this. We will communicate the new date for the latter by Petter Kolm soon. Sorry again, Best, Giulia

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Fwd: [owps] talks tomorrow april 29
by Faggionato, Alessandra 28 Apr '21

28 Apr '21

Buongiorno, giro l'annuncio del OWPS per chi fosse interessato. Saluti Alessandra ---------- Forwarded message --------- Da: One World Probability <ow.probability(a)gmail.com> Date: mer 28 apr 2021 alle ore 14:04 Subject: [owps] talks tomorrow april 29 To: <owps(a)lists.bath.ac.uk> Dear All, we have two talks tomorrow. Remember that we start 14:00 UTC which is 16:00 CET! 14:00-15:00 UTC Bastien Mallein Tail behaviour of the derivative martingale in a branching random walk A branching random walk is a discrete-time particle system on the real line in which every particle gives independently birth to offspring positioned around the position of their parent. The derivative martingale of the branching random walk is a stochastic process which allows to measure the number of particles traveling at maximal speed in this process. Under some general integrability conditions uncovered by Aïdékon (2013) and Chen (2015), we know the derivative martingale converges a.s. to a non-negative limit. Recently, Maillard and Pain (2019) obtained a necessary and sufficient condition on the reproduction law of the branching Brownian motion under which the convergence of the derivative martingale satisfies a specific central limit theorem. In this talk, based on a joint work with Alexander Iksanov and Dariusz Buraczewski, we extend their result to branching random walk settings. The proof is based on the characterization of subharmonic functions of the killed random walk with at most linear growth. 15:00 - 16:00 UTC Hui He Deviation probabilities for the maximum of a branching random walk. Consider a supercritical branching random walk on real line started from the origin. Under some mild conditions, it is proved by Aïdékon (2013) that its centered maximum converges in law. In this talk, we will review some recent results on the large/lower deviation probabilities of the maximum. The talk is based on joint works with Xinxin Chen and Bastien Mallein. The Zoom link is on the OWPS webpage. It can also be accessed directly via https://tum-conf.zoom.us/j/66226509320 <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Ftum-conf.…> Meeting-ID: 662 2650 9320 Kenncode: 710554 We hope to see you tomorrow! Best wishes, Julien and Nina ID: 662 2650 932 -- ************************************************* Prof. Alessandra Faggionato http://www1.mat.uniroma1.it/~faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 5, Phone (0039) 06 49913252 *************************************************

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Seminar Aernout van Enter
by Massimo Campanino 28 Apr '21

28 Apr '21

Aernout van Enter ONE-SIDED VERSUS TWO-SIDED STOCHASTIC PROCESSES Thursday the 6th of May 3 pm (Italian time) Stochastic processes can be parametrised by time (such as occurs in Markov chains), in which case conditioning is one-sided (on the past) or by one-dimensional space (which is the case, for example, for one-dimensional Markov fields), where conditioning is two-sided (on the right and on the left). I will discuss some examples, in particular generalising this distinction to g-measures versus Gibbs measures, where, instead of a Markovian dependence, the weaker property of continuity (in the product topology) is considered. In particular I will discuss when the two descriptions (one-sided or two-sided) produce the same objects and when they are different. We show moreover the role one-dimensional entropic repulsion plays in this setting. Based on joint work with R. Bissacot, E. Endo and A. Le Ny, and S. Shlosman ________________________________ Zoom link https://unibo.zoom.us/s/98736182682?zak=eyJ6bV9za20iOiJ6bV9vMm0iLCJhbGciOiJ… Join our Cloud HD Video Meeting<https://unibo.zoom.us/s/98736182682?zak=eyJ6bV9za20iOiJ6bV9vMm0iLCJhbGciOiJ…> 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. unibo.zoom.us

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Padova Online Seminar by Gioia Carinci (Università di Modena e Reggio Emilia) [Friday, May 7 at 14.30]
by alessandra bianchi 28 Apr '21

28 Apr '21

Dear Colleagues, We would like to invite you to the following Probability seminar that will take place on May 7 at 14.30 by the zoom platform. ________________________________________________________ Speaker: Gioia Carinci (Università di Modena e Reggio Emilia) Title: Condensation of SIP particles and sticky Brownian motion 7 MAY (Friday) - 14:30 zoom link: TBA available on the webpage https://www.math.unipd.it/~bianchi/seminari/ ) Abstract: The symmetric inclusion process (SIP) is a particle system with attractive interaction. We study its behavior in the condensation regime attained for large values of the attraction intensity. Using Mosco convergence of Dirichlet forms, we prove convergence to sticky Brownian motion for the distance of two SIP particles. We use this result to obtain, via duality, an explicit scaling for the variance of the density field in this regime, for the SIP initially started from a homogeneous product measure. This provides relevant new information on the coarsening dynamics of condensing particle systems on the infinite lattice. Joint works with M. Ayala, C Giardina and F. Redig -- 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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webinars PRISMA Biagini-Colaneri
by c.ceci＠unich.it 26 Apr '21

26 Apr '21

Buongiorno a tutti, abbiamo il piacere di annunciare il quarto appuntamento del ciclo di seminari online promosso dal Gruppo UMI PRISMA. May 3,2021 - 16:00-17:00 (CET) Francesca Biagini Reduced-form setting under model uncertainty with non-linear affine Intensities. - 17:00-18:00 (CET) Katia Colaneri Classical solutions of the Backward PIDE for Markov modulated Marked Point Processes and applications to catastrophic bonds. Abstract Francesca Biagini: In this talk we present a market model including financial assets and life insurance liabilities within a reduced-form framework under model uncertainty by following [1]. In particular we extend this framework to include mortality intensities following an affine process under parameter uncertainty, as defined in [2].This allows both to introduce the definition of a longevity bond under model uncertainty in a consistent way with the classical case under one prior, as well as to compute it by explicit formulas or by numerical methods. We also study conditions to guarantee the existence of a càdlàg modification for the longevity bond’s value process. Furthermore, we show how the resulting market model extended with the longevity bond is arbitrage-free and study arbitrage-free pricing of contingent claims or life insurance liabilities in this setting. This talk is based on: [1] Francesca Biagini and Yinglin Zhang. Reduced-form framework under model uncertainty. The Annals of Applied Probability, 29(4):2481–2522, 2019. [2] Francesca Biagini and Katharina Oberpriller. Reduced-form framework under model uncertainty. Preprint University of Munich and Gran Sasso Science Institute, 2020. [3] Tolulope Fadina, Ariel Neufeld, and Thorsten Schmidt. Affine processes under parameter uncertainty. Probability, Uncertainty and Quantitative Risk <https://link.springer.com/journal/41546> volume 4 (5), 2019. Abstract Katia Colaneri: We give conditions ensuring that the backward partial integro differential equation (PIDE) associated with a multidimensional jump-diffusion with a pure jump component has a unique classical solution. Our proof uses a probabilistic arguments and extends the results of (Pham 1998) to processes with a pure jump component where the jump intensity is modulated by a diffusion process. This result is particularly useful in some applications to pricing and hedging of financial and actuarial instruments, and we provide an example to pricing of catastrophic (CAT) bonds. Collegamento Teams: https://teams.microsoft.com/l/meetup-join/19%3ad685b25ed15f4821ac5168e63cf9… Tutte le informazioni le trovate anche alla pagina http://www.umi-prisma.polito.it/webinars.html Grazie per l’attenzione, Claudia Ceci e Domenico Marinucci ******************************************** Claudia Ceci Dipartimento di Economia Universita' "G. d'Annunzio" di Chieti-Pescara V.le Pindaro 42 65127, Pescara, ITALY c.ceci(a)unich.it *******************************************

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Seminar announcement - Petter Kolm (April 28 at 4 pm)
by Fabrizio Lillo 25 Apr '21

25 Apr '21

*Wednesday April 28 at 4pm (CEST):* Petter Kolm (NYU, Courant Institute) *Title*: Feature Selection in Jump Models *Abstract*: Jump models switch infrequently between states to fit a sequence of data while taking the ordering of the data into account. In this talk, we propose a new framework for joint feature selection, parameter and state-sequence estimation in jump models. Feature selection is necessary in high-dimensional settings where the number of features is large compared to the number of observations and the underlying states differ only with respect to a subset of the features. We develop and implement a coordinate descent algorithm that alternates between selecting the features and estimating the model parameters and state sequence, which scales to large data sets with large numbers of (noisy) features. We demonstrate the usefulness of the proposed framework by comparing it with a number of other methods on both simulated and real data in the form of financial returns, protein sequences, and text. The resulting sparse jump model outperforms all other methods considered and is remarkably robust to noise. This is joint work with Erik Lindstrom and Peter Nystrup The link for joining the meeting is: https://teams.microsoft.com/l/meetup-join/19%3ameeting_NjVmYWI3OTMtZWZkYy00… Best regards 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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Seminar announcement
by Marco Scarsini 23 Apr '21

23 Apr '21

Thursday, 29 April, 17:00 CEST *Carri Chan,* Columbia University Prediction-Driven Surge Planning with Applications in the Emergency Department <http://mailsender.luiss.it/lists/lt.php?id=cRpQBwwLSAULAAdOVgFdBQs> Optimizing emergency department (ED) nurse staffing decisions to balance the quality of service and staffing cost can be extremely challenging, especially when there is a high level of uncertainty in patient-demand. Increasing data availability and continuing advancements in predictive analytics provide an opportunity to mitigate demand-rate uncertainty by utilizing demand forecasts. In this work, we study a two-stage prediction framework that is synchronized with the base (made months in advance) and surge (made nearly real-time) staffing decisions in the ED. We quantify the benefit of the more expensive surge staffing. We also propose a near-optimal two-stage staffing policy that is straightforward to interpret and implement. Lastly, we develop a unified framework that combines parameter estimation, real-time demand forecasts, and staffing in the ED. High fidelity ED simulation experiments demonstrate that the proposed framework can reduce staffing costs by 8% – 17% while guaranteeing timely access to care. Joint work with Jing Dong and Yue Hu. Discussants: Vahid Sarhangian and Julien Grand-Clément This is the link to the Virtual Room <http://mailsender.luiss.it/lists/lt.php?id=cRpQAAYBSAULAAdOVgFdBQs>. If you want to receive the password to access the virtual room, please fill out this form <https://docs.google.com/forms/d/e/1FAIpQLSeDxM-M5ogG43elgjC-lNCp0BDhISiZHG0…> (If you filled it out in the past, this is not necessary). The schedule of the upcoming seminars can be found here <https://economiaefinanza.luiss.it/en/seminars/2020-2021-seminars>. ******************************************************* Marco Scarsini Dipartimento di Economia e Finanza Luiss Viale Romania 32 00197 Roma, ITALY URL: http://docenti.luiss.it/scarsini/

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Webinar "Near-maxima and near-records", by F. Javier López Lorente
by Antonio DI CRESCENZO 23 Apr '21

23 Apr '21

---------- Forwarded message --------- Dear colleagues, We kindly invite you to attend the SPA Webinar *"Near-maxima and near-records"*, by F. Javier López Lorente (Universidad de Zaragoza, Spain), on April 29, 2021, Thursday, at 16:30 p.m. (UTC+2). You may read the abstract at: blogs.mat.ucm.es/presa/our-webinar If you wish to attend this SPA Webinar, please send an email to the organizers (agcorral(a)ucm.es). You will receive an email with the link to access the seminar a few hours before the seminar starts. The SPA Webinar Series is organized by the Working Group on *"Stochastic Processes and their Applications"* of the Spanish Society for Statistics and Operations Research. With best regards, Miguel González Velasco & Antonio Gómez-Corral *Coordinators of the Working Group* -- *Antonio Gómez-Corral* Facultad de Ciencias Matemáticas Plaza de Ciencias 3 Universidad Complutense de Madrid 28040 Madrid Teléfono: +34 91 394 44 28 E-mail: agcorral(a)ucm.es Web page: blogs.mat.ucm.es/agomez-corral Las matemáticas de la pandemia (CSIC-Catarata, 2020): blogs.mat.ucm.es/agomez-corral/2020/11/07/las-matematicas-de-la-pandemia/ Antes de imprimir este correo piense si es necesario: el medio ambiente es cosa de todos. Before printing this mail please consider whether it is really necessary: the environment is a concern for us all.

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Webinar in Statistics MATTHIAS LOFFLER
by Pierpaolo De Blasi 23 Apr '21

23 Apr '21

WEBINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO <https://www.carloalberto.org/events/category/seminars/seminars-in-statistic…> Venerdi 30 Aprile 2021, alle ore 12.00, si terrà il seguente webinar: ------------------------------------------------ Speaker: *Matthias Loffler *(ETH Zurich) Title: *Optimality of Spectral Clustering in the Gaussian Mixture Model* Zoom link: https://us02web.zoom.us/j/81943504316?pwd=anlwTXpXSkU4R1ZsMjMxVEo5NHcwQT09 Meeting ID: 819 4350 4316 Passcode: 355115 Abstract: Spectral clustering is one of the most popular algorithms to group high dimensional data. It is easy to implement and computationally efficient. Despite its popularity and successful applications, its theoretical properties have not been fully understood. We show that spectral clustering is minimax optimal in the Gaussian Mixture Model with isotropic covariance matrix, when the number of clusters is fixed and the signal-to-noise ratio is large enough. Spectral gap conditions are widely assumed in the literature to analyze spectral clustering. On the contrary, we show that these conditions are not needed. ------------------------------------------------ Il webinar è organizzato dalla "de Castro" Statistics Initiative www.carloalberto.org/stats Cordiali saluti, Pierpaolo De Blasi --- University of Torino & Collegio Carlo Alberto carloalberto.org/pdeblasi <https://sites.google.com/a/carloalberto.org/pdeblasi/>

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Post-doc position available at the University of Oslo, Norway. Deadline approaching!
by Valeria Vitelli 22 Apr '21

22 Apr '21

*A three-years postdoc position in Biostatistics is offered at the Oslo Centre for Biostatistics and Epidemiology (OCBE), University of Oslo, Norway. * The position is funded under the* SCIENTIA FELLOWS* program, a transnational research fellowship programme in the field of Health Life Sciences at the University of Oslo, funded by the EU Horizon 2020 under the Maria Skłodowska-Curie scheme. *More information available here:* https://www.med.uio.no/imb/english/research/groups/statistics-high-dimensio… *Hosts: *Valeria Vitelli ( https://www.med.uio.no/imb/english/people/aca/valeriv/) and David Swanson ( https://sojourningnorth.github.io/) *Deadline for submission: May 11th, 2021* *Call, detailed information and how to apply:* (thematic area: "biostatistics") https://www.med.uio.no/english/research/scientia-fellows/apply/ *If you are interested in the position, please contact the hosts above as soon as possible! *In order to apply for the position, you have to submit a research proposal (and other documents as specified in the call) by May 11th, 2021. The position will be at the Oslo Centre for Biostatistics and Epidemiology (OCBE), Faculty of Medicine, University of Oslo ( https://www.med.uio.no/imb/english/research/centres/ocbe/). *Salary: 526 000 NOK/year (roughly 52K EUR/year)* *Eligibility:* - You possess a PhD degree (at the latest by 1 July 2021) in statistics, biostatistics, mathematics, computer science or other related disciplines with a documented competence in statistics, biostatistics or mathematics. - You have not been resident in Norway for more than 12 months in the last 3 years. -- Valeria Vitelli Oslo Center for Biostatistics and Epidemiology, Department of Biostatistics, University of Oslo, Norway mailto: valeria.vitelli(a)medisin.uio.no

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Summer School - Stochastic Models and Complex Systems
by Barbara Martinucci 22 Apr '21

22 Apr '21

Dear All, We are glad to announce the forthcoming Summer School, entitled *"Stochastic Models and Complex Systems"*, that will be held online in the period June 10th - July 7th, 2021. The Summer School is open to PhD students, postdoc and young researchers interested in the treated topics. It will feature mini-courses of plenary speakers, exercise sessions and students' talks. *Plenary courses *include: - *Enrico Scalas* (University of Sussex) "*A gentle introduction to combinatorial stochastic processes (with applications to Physics, Finance and Economics)*", 16 hours; - *Yuliia Mishura* (Taras Shevchenko National University of Kyiv) "*Statistics of fractional models*", 8 hours; - *Jorge Navarro* (University of Murcia) "*Selected Topics on Distorted models and applications*", 6 hours. An outline of the event, including the themes covered, is already available on the website http://dipmat2.unisa.it/iniziative/smocs2020/School.html The students willing to apply for the Summer School are invited to fill the registration form available on the website. The participation is free but the registration is mandatory. Only the first 50 registration will be admitted. For any question, send an email to: smocs2021(a)gmail.com Do not hesitate to CIRCULATE this announcement to your colleagues and students. Best regards, the Organizing Committee

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2nd Spring Colloquium on Probability and Finance
by Claudio Fontana 22 Apr '21

22 Apr '21

Dear all, We would like to bring to your attention the following virtual workshop: /2ND SPRING COLLOQUIUM ON PROBABILITY AND FINANCE - /29 APRIL 2021, 9.00 - 13.00, ONLINE University of Padova, Department of Mathematics "Tullio Levi-Civita" The second edition of the Spring Colloquium on Probability and Finance will bring together researchers working in stochastic analysis and mathematical finance. The workshop will feature five invited talks and attendance is open. To attend the Colloquium, please register by sending an e-mail to the organisers (Giorgia Callegaro and Claudio Fontana). _SPEAKERS_: • René AID (Paris Dauphine Universty, FR) • Luciano CAMPI (University of Milan, IT) • Alessandro GNOATTO (University of Verona, IT) • Antoine JACQUIER (Imperial College London, UK) • Barbara PACCHIAROTTI (University of Rome "Tor Vergata", IT) Best regards, Giorgia Callegaro and Claudio Fontana

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Pisa Online Seminars - Constanza Rojas-Molina (Tuesday, April 27 at 16:00)
by Giacomo Filippo Di Gesu 21 Apr '21

21 Apr '21

Dear colleagues, I would like to invite you to the following online seminar organized by the Probability group of the University of Pisa. The talk will be accessible under the link Click here to join<https://teams.microsoft.com/l/meetup-join/19:af3d635091e049579e555a84219ab3…"Tid":"c7456b31-a220-47f5-be52-473828670aa1","Oid":"dfd1e5f6-331d-43e0-a180-4bb6ce727fb7"}> Best regards, Giacomo Tuesday, April 27, 16:00 Speaker: Constanza Rojas-Molina (CY Cergy Paris Université) Title: (Fractional) random Schrödinger operators, integrated density of states and localization Abstract: We consider the continuous Schrödinger operator - d^2/d^x^2 + B’(x) on the interval [0,L] where the potential B’ is a white noise. We study the entire spectrum of this operator in the large L limit. We prove the joint convergence of the eigenvalues and of the eigenvectors and describe the limiting shape of the eigenvectors for all energies. When the energy is much smaller than L, we find that we are in the localized phase and the eigenvalues are distributed as a Poisson point process. The transition towards delocalization holds for large eigenvalues of order L. In this regime, we show the convergence at the level of operators. The limiting operator in the delocalized phase is acting on R^2-valued functions and is of the form ``J \partial_t + 2*2 noise matrix'' (where J is the matrix ((0, -1)(1, 0))), a form appearing as a conjecture by Edelman Sutton (2006) for limiting random matrices. Joint works with Cyril Labbé. ************************ Giacomo Di Gesù Dipartimento di Matematica Università di Pisa Largo Bruno Pontecorvo 5 56127 - Pisa, Italy giacomo.digesu(a)unipi.it<mailto:giacomo.digesu@unipi.it> https://sites.google.com/site/giacomodigesu/

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(PMS)^2 online talk: Zdzislaw Brzezniak, Monday April 26 at 17:30
by Mario Maurelli 21 Apr '21

21 Apr '21

Dear colleagues, We are happy to announce the following online talk: Speaker: *Zdzislaw Brzezniak* (University of York, UK) Title: *The stochastic Strichartz estimates and stochastic nonlinear Schrödinger equations driven by Levy noise* Date and time: *Monday April 26, 17:30-18:30 (Rome time zone)* Abstract: see below Zoom link: https://us02web.zoom.us/j/87131794820?pwd=R3l0VEtpZXNzUmQ1bnlnbWhBUm5XQT09 Meeting ID: 871 3179 4820 Passcode: 5yFGwK This talk is the first of the *(PMS)^2: Pavia-Milano Seminar series on Probability and Mathematical Statistics* organized jointly by the universities Milano-Bicocca, Pavia, Milano-Politecnico and Milano-Statale. The series will run approximately every fortnight and, for the moment, will be held online. Participation is free and welcome! (though limited to 100 participants for technical reasons) Best regards The organizers (Mario Maurelli, Carlo Orrieri, Maurizia Rossi, Margherita Zanella) Abstract: We establish a new version of the stochastic Strichartz estimate for the stochastic convolution driven by jump noise which we apply to the stochastic nonlinear Schrodinger equation with nonlinear multiplicative jump noise in the Marcus canonical form. With the help of the deterministic Strichartz estimates, we prove the existence and uniqueness of a global solution to stochastic nonlinear Schrodinger equation in $L^2(R^n)$ with either focusing or defocusing nonlinearity in the full subcritical range of exponents as in the deterministic case. This talk will be based on a joint paper with Wei Liu and Jiahui Zhu.

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Seminar Pierre Alquier @Bocconi - April 22
by Giacomo Zanella 21 Apr '21

21 Apr '21

A reminder of the following BIDSA webinar (link <https://www.bidsa.unibocconi.eu/wps/wcm/connect/site/bidsa/home/news_events…> ): Date: Thursday, April 22, h14:00 (Italy time) Speaker: Pierre Alquier (RIKEN) Title: Robust Estimation via M.M.D. Minimization Abstract: In this talk, I will study the properties of parametric estimators based on the Maximum Mean Discrepancy (MMD) defined by Briol et al. (2019). In a first time, I will show that these estimators are universal in the i.i.d setting: even in case of misspecification, they converge to the best approximation of the distribution of the data in the model, without ANY assumption on this model. This leads to very strong robustness properties. In a second time,I will show that these results remain valid when the data is not independent, but satisfy instead a weak-dependence condition. This condition is based on a new dependence coefficient, which is itself defined thanks to the MMD. I will show through examples that this new notion of dependence is actually quite general. Reference: This talk is based on the following papers and softwares, with Badr-Eddine Chérief Abdellatif (Oxford University), Mathieu Gerber(University of Bristol), Jean-David Fermanian (ENSAE Paris) and Alexis Derumigny (University of Twente): http://arxiv.org/abs/1912.05737 http://proceedings.mlr.press/v118/cherief-abdellatif20a.html http://arxiv.org/abs/2006.00840 https://arxiv.org/abs/2010.00408 https://cran.r-project.org/web/packages/MMDCopula/ The webinar will be on zoom at: https://zoom.us/j/95795747882 Meeting ID: 957 9574 7882 Passcode: 025765 Kind regards, Giacomo Zanella

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(Reminder) Seminar Thursday 22 - Optimal constrained and unconstrained subgraph structures (prof. Clara Stegehuis)
by Gianmarco Bet 21 Apr '21

21 Apr '21

Dear colleagues, This is a reminder that tomorrow (Thursday 22) at 14:30, prof. Clara Stegehuis (Twente University) will give a virtual seminar “in Florence”, to which you are all invited. You can find title and abstract below this message. The seminar will be on Zoom. You can find the information to join below. If you know of someone who might be interested and is not subscribed to the random mailing list, please do not hesitate to forward this announcement to them. Kind regards, Gianmarco Topic: Clara Stegehuis - Optimal constrained and unconstrained subgraph structures Time: Apr 22, 2021 02:30 PM Rome Join Zoom Meeting https://us02web.zoom.us/j/85651690146?pwd=ZnRCbGR6OUlxM2J4RldJd2R1aVE3Zz09 <https://us02web.zoom.us/j/85651690146?pwd=ZnRCbGR6OUlxM2J4RldJd2R1aVE3Zz09> Meeting ID: 856 5169 0146 Passcode: 770134 Title: Optimal constrained and unconstrained subgraph structures Abstract: Subgraphs contain important information about network structures and their functions. We investigate the presence of subgraphs in a random graph model with infinite-variance degrees. We introduce an optimization problem which identifies the dominant structure of any given subgraph. The unique optimizer describes the degrees of the vertices that together span the most likely subgraph and allows us to count and characterize the asymptotic number of subgraphs in a simple manner. We then show that this optimization problem easily extends to investigating other random network structures, such as clustering, which expresses the probability that two neighbors of a vertex are connected. The optimization problem is able to find the behavior of network subgraphs in a wide class of random graph models. ---------------------------------------------------------------------- Gianmarco Bet (he/him) Junior researcher https://gianmarco.bet Phone: (+39) 055 2751491 Department of Mathematics and Informatics "U. Dini" University of Florence Viale Morgagni, 65 50134 Firenze, Italy Office 64 ----------------------------------------------------------------------

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Online seminar Svaluto-Ferro
by matteo.burzoni＠unimi.it 20 Apr '21

20 Apr '21

Dear colleagues, it is our pleasure to invite you to the following online seminar: Zoom link (see also details below): <https://us02web.zoom.us/j/88398874167?pwd=YkRzdlNYWjVjUlc3T294ZjZuVHNSdz09> https://us02web.zoom.us/j/88398874167?pwd=YkRzdlNYWjVjUlc3T294ZjZuVHNSdz09 Speaker: <https://homepage.univie.ac.at/sara.svaluto-ferro/> Sara Svaluto-Ferro (University of Vienna) Title: From signature-based models to affine and polynomial processes and back. Time: Tuesday, April 27, 4PM (Italian time) Abstract: Modern universal classes of dynamic processes, based on neural networks or signature methods, have recently entered the field of stochastic modeling, in particular in Mathematical Finance. This has opened the door to more data-driven and thus more robust model selection mechanisms, while principles like no arbitrage still apply. We analyze here different types of signature models. In the first part, we focus on models based on the signature of a supporting process, which can range from a Brownian motion, to a multidimensional Levy-process, to a general multidimensional tractable stochastic process, to the times series corresponding to some liquid objects on the market. We also present methods how to fit these models to data. In the second part we focus on signature SDEs, i.e. (possibly Lévy driven) SDEs whose characteristics are linear functions of the process signature. We show how these new models can be embedded in the framework of affine and polynomial processes, which have been - due to their tractability - the dominating process class prior to the new era of highly overparametrized dynamic models. We show that generic classes of diffusion models can be described in terms of a signature SDEs. This allows to get power series expansions for expected values of analytic functions of the process' marginals. The talk is based on joint works with Christa Cuchiero, Guido Gazzani, Francesca Primavera and Josef Teichmann. Zoom meeting details: meeting ID: 883 9887 4167 Passcode: mVJ6SR Best, Matteo Burzoni

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New deadline for BISP12 - Twelfth Workshop on Bayesian Inference in Stochastic Processes
by elisa varini 20 Apr '21

20 Apr '21

Having received some late submission requests, we decided to reopen the call for contributed papers until 25 April 2021. It is possible to submit abstracts (using the templates in the website) at https://bisp12.imati.cnr.it/ In the meantime, we have completed the list of invited speakers (all junior ones) and we are going to contact senior researchers who will serve as discussants. The speakers will be: • Atilla Ay (George Washington University, USA) • Clara Grazian (University of New South Wales, Australia) • Andrew Holbrook (University of California, Los Angeles, USA) • Kaoru Irie (University of Tokyo, Japan) • Roi Naveiro (CSIC-ICMAT, Spain) • Giovanni Rebaudo (University of Texas at Austin, USA) • Claudia Solis-Lemus (University of Wisconsin-Madison, USA) • Stéphanie Van Der Pas (Amsterdam UMC, The Netherlands) • Andi Wang (University of Bristol, UK) • Paul Wu (Queensland University of Technology, Australia) The titles of their contributions are available on the website. It is also possible to register (free of charge) on the same website to attend the workshop on 27-28 May (afternoons, Central European Summer Time). Elisa Varini and Fabrizio Ruggeri Chairs, Organising and Scientific Committees

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Richiesta di comunicazione ai membri della lista RANDOM
by Enrico Moretto 20 Apr '21

20 Apr '21

con preghiera di diffusione alla lista RANDOM. Ringrazio. Cordiali saluti, enrico moretto *** Si informano i colleghi interessati che il workshop "/Network models for financial contagion and systemic risk/", organizzato dal Dipartimento di Economia e Management dell'Università di Pavia si terrà online il prossimo 28 maggio 2021. I contributi selezionati saranno considerati per la special issue "Network models for financial contagion and systemic risk" della rivista Frontiers in AI (https://www.frontiersin.org/research-topics/17785/network-models-for-financ… <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwww.front…>). La scadenza della call for paper è fissata per il 14 maggio. Maggiori informazioni nella locandina allegata.

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Sussex probability seminar
by Enrico Scalas 19 Apr '21

19 Apr '21

Care colleghe e colleghi, vi invio l'annuncio del seminario di Vladislav Vysotskiy il 26 aprile a mezzogiorno. Le persone interessate possono ottenere il link contattando l'organizzatrice, Dr Minmin Wang (minmin.wang(a)sussex.ac.uk). Cordiali saluti, Enrico Scalas -- Next Monday (26th April) at 11am (UK time) there’ll be an online probability seminar given by Vladislav Vysotskiy. Title: How long is the convex minorant of a one-dimensional random walk? Abstract: We prove distributional limit theorems for the length of the largest convex minorant of a one dimensional random walk with independent identically distributed increments. Depending on the distribution of the increments there are several regimes with different limit distributions for the length. The most prominent of our results is a central limit theorem for the length in the case when the increments have zero mean and finite variance. Among other tools, we employ a representation of convex minorants of random walks in terms of uniform random permutations. This talk is based on a joint work with Gerold Alsmeyer, Zakhar Kabluchko, and Alexander Marynych.

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Corso SIMULATION AND INFERENCE IN POPULATION GENETICS
by Matteo Ruggiero 19 Apr '21

19 Apr '21

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, UK) 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 online secondo il seguente calendario - mar 27 Aprile, h.14-16 - mer 28 Aprile, h.16-18 - mar 4 Maggio, h.14-16 - mer 5 Maggio, h.16-18 - mer 12 Maggio, h.16-18 - mar 18 Maggio, h.14-16 - mer 19 Maggio, h.16-18 Il corso è rivolto agli studenti della Laurea Magistrale ma la partecipazione è aperta a tutti gli interessati, tramite le seguenti riunioni Webex valide rispettivamente per le lezioni del martedì e del mercoledì: https://unito.webex.com/unito/j.php?MTID=meeb9bd7865e8bc86b75074b346c0a3ed Ricorre ogni Martedì con validità 13/4/2021 fino a 18/5/2021 da 14:00 a 16:00 Numero riunione: 121 415 2525 Password: MEiAMZMf986 https://unito.webex.com/unito/j.php?MTID=m775c416c6142fd5b86bd7207f46dbabe Ricorre ogni Mercoledì con validità 14/4/2021 fino a 19/5/2021 da 16:00 a 18:00 Numero riunione: 121 469 7803 Password: C5RsPRapS92 Cordiali saluti, Matteo Ruggiero --- Matteo Ruggiero University of Torino and Collegio Carlo Alberto www.matteoruggiero.it

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Course ISI-ERS "An Introduction to Functional Data Analysis for Density Functions in Bayes spaces"
by Alessandra Menafoglio 19 Apr '21

19 Apr '21

We cordially invite you to the short course "An Introduction to Functional Data Analysis for Density Functions in Bayes spaces”, which will be held on 29-30 April 2021, both days from 14:00 alle 17:00 (GMT+2). The course is part of the initiatives of the International Statistical Institute (ISI-ERS). It aims to provide participants with an overview on the models and methods today available for the analysis of distributional data (e.g., probability densities) by using the geometry of Bayes spaces. Further information on the course is available at: https://iasc-isi.org/events/iasc-ers-course-an-introduction-to-functional-d… <https://iasc-isi.org/events/iasc-ers-course-an-introduction-to-functional-d…> Participation to the webinars is free of charge, but registration is requested using the link below: https://register.gotowebinar.com/register/8667082239416059148 <https://register.gotowebinar.com/register/8667082239416059148> Best regards, Alessandra Menafoglio Karel Hron Jitka Machalova **Abstract** The analysis of distributional data (probability density functions or histogram data) has recently gained increasing attention in the applications. Distributional data are often observed by themselves, or as result of aggregation of large streams of data. The course will provide an introduction to the analysis of these data using a Functional Data Analysis (FDA) approach, grounded on the perspective of Bayes spaces. These spaces are mathematical spaces whose points are densities (or, more generally, measures), which generalize to the FDA setting the Aitchison simplex for multivariate compositional data. The course will give an overview of the theory of Bayes spaces, as well as of statistical methods developed in this setting. All the methods will be illustrated through examples from real case studies. — Alessandra Menafoglio MOX - Dept. of Mathematics Politecnico di Milano Piazza Leonardo da Vinci, 32, 20133 Milan - Italy Phone: +39 02 2399 4642 Email: alessandra.menafoglio(a)polimi.it

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online seminar - Giuseppe Savaré - April 22
by Carbone Raffaella 18 Apr '21

18 Apr '21

Dear colleagues, it is our pleasure to invite you to the following online seminar Speaker: *Giuseppe Savaré* (Università Bocconi - Milano) Title: Hellinger/Wasserstein contraction and regularization properties of diffusion semigroups. Time: Thursday, *April 22, *4PM (Italian time) Zoom Link <https://us02web.zoom.us/j/89543157111?pwd=NnAyblhVNkppeERRRFd1VGYwTkMyUT09> (ID and passcode below if necessary) The seminar is a satellite activity of the PhD course "Introduction to coercive inequalities with applications in analysis and probability theory" (professor Boguslaw Zegarlinski - Imperial College, London) Abstract We illustrate a duality approach to contraction and regularizing properties of diffusion semigroups satisfying a suitable Bakry-Emery condition that emphasize an interplay between Hellinger-Kakutani, Kantorovich-Wasserstein, and Hellinger-Kantorvich distances. In the case of the Kantorovich-Wasserstein distance, contraction properties are also related to the gradient flow structure of the evolution driven by the logarithmic entropy and provide a nice geometrical interpretation of Log-Sobolev and Talagrand inequalities. Best regards, Raffaella Carbone ---------- Join Zoom Meeting https://us02web.zoom.us/j/89543157111?pwd=NnAyblhVNkppeERRRFd1VGYwTkMyUT09 Meeting ID: 895 4315 7111 Passcode: 029655 + -- Raffaella Carbone, PhD Probabilità e Statistica Matematica Dipartimento di Matematica dell'Università degli Studi di Pavia

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Post-doc position at Scuola Normale Superiore
by Mario Maurelli 18 Apr '21

18 Apr '21

Dear colleagues, A call for application for a post-doc position with name "Stochastic models of interest for fluid mechanics", as part of the research project "Stochastic Analysis tools for Extreme Event Probabilities in Climate Change", underProf. Franco Flandoli's guidance, is open at the Scuola Normale Superiore in Pisa. The position starts before the end of 2021 and lasts one year. The deadline for application is May 3, 2021. More information is available here: https://amministrazionetrasparente.sns.it/scuola/opportunit%C3%A0-offerte-d… Best regards Mario Maurelli

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Summer school on Mean Field Games online "in Chicago"
by Cecchin Alekos (M.) 16 Apr '21

16 Apr '21

Dear Colleagues, I forward you this announcement of an online summer school on mean field games in June, organized by the University of Chicago. This is part of a long program and all the courses will last one week. [ https://www.imsi.institute/imfga21/ | https://www.imsi.institute/imfga21/ ] Kind regards Alekos Cecchin Da: Takis Souganidis <souganidis(a)math.uchicago.edu> Inviato: domenica 21 marzo 2021 02:54 A: Alekos Cecchin <alekos.cecchin(a)univ-cotedazur.fr> Oggetto: Institute for Mathematical and Statistical Innovation-Summer program on MFG Dear Alekos, I am writing to let you know about the IMSI (a new NSF funded Institute at the University of Chicago) [ https://www.imsi.institute/imfga21/ | summer program on MFG ] . This will be an excellent opportunity for people to learn about the theory and some of the applications. Please help us advertise the program. If you know anyone who is interested, they can apply [ https://www.imsi.institute/imfga21/#apply | here ] . Best, Takis -- Panagiotis E. Souganidis Charles H. Swift Distinguished Service Professor Department of Mathematics The University of Chicago [ http://math.uchicago.edu/~souganidis/ | http://math.uchicago.edu/~souganidis/ ]

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Seminar announcement
by Marco Scarsini 16 Apr '21

16 Apr '21

Thursday, 22 April, 17:00 CEST *Amy Ward,* University of Chicago Behavior-Aware Queueing <http://mailsender.luiss.it/lists/lt.php?id=cRpQBwcLSAUECQdOVgFdBQs> Discussants: Dongyuan Zhan and Liron Ravner The paper can be found here <https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3633435>. This is the link to the Virtual Room <http://mailsender.luiss.it/lists/lt.php?id=cRpQAAYBSAUECQdOVgFdBQs>. If you want to receive the password to access the virtual room, please fill out this form <https://docs.google.com/forms/d/e/1FAIpQLSeDxM-M5ogG43elgjC-lNCp0BDhISiZHG0…> (If you filled out the form in the past, this is not necessary). The schedule of the upcoming seminars can be found here <https://economiaefinanza.luiss.it/en/seminari/seminari-2021>. ******************************************************* Marco Scarsini Dipartimento di Economia e Finanza Luiss Viale Romania 32 00197 Roma, ITALY URL: http://docenti.luiss.it/scarsini/

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2 online seminars - Paolo Gibilisco (Roma Tor Vergata) and Cambyse Rouzé (TUM)
by Carbone Raffaella 15 Apr '21

15 Apr '21

Dear colleagues, it is our pleasure to invite you to the following online seminars (in two different days!) Speaker: *Paolo Gibilisco* (Roma Tor Vergata) Title: *Information Geometry: an invitation to the basic results of the subject and to some new perspectives* Time: Monday, *April 19*, 5PM (Italian time) Speaker: *Cambyses Rouzé *(Technische Universität München) Title: *Complete modified logarithmic Sobolev inequalities and quantum Gibbs samplers* Time: Tuesday, *April 20*, 5PM (Italian time) Abstracts follow: one below in this message and one attached. Zoom Link <https://us02web.zoom.us/j/89543157111?pwd=NnAyblhVNkppeERRRFd1VGYwTkMyUT09> (the same for both seminars - ID and passcode below if necessary) The seminars are a satellite activity of the PhD course "Introduction to coercive inequalities with applications in analysis and probability theory" (professor Boguslaw Zegarlinski - Imperial College, London) Following speaker will be: *Giuseppe Savaré* on *April 22*nd, 4PM A specific announcement will be sent in the next days. Best regards, Raffaella Carbone *Cambyse Rouzé - Title and abstract* Title: Complete modified logarithmic Sobolev inequalities and quantum Gibbs samplers Abstract: Since the seminal works of Dobrushin-Shlosman and Stroock-Zegarlinski, equilibrium and out-of-equilibrium properties of classical lattice spin systems are known to be closely related: given a potential, one can construct a Markov process, called Glauber dynamics, whose reversing state coincides with the Gibbs state for the given potential. For these dynamics, Holley and Stroock made the key observation that systems thermalizing in times scaling logarithmically in the system size, a property known as rapid mixing, satisfy exponential decay of correlations at equilibrium. The converse implication, namely that exponential decay of correlations implies rapid mixing, was investigated later on in a series of articles by Zegarlinski and Stroock, who proved the stronger condition of an exponential entropic decay of the dynamics towards the limiting Gibbs measure, also known as logarithmic Sobolev inequality. In this talk, we will prove an extension of the result of Zegarlinski and Stroock to the quantum setting. More precisely, we will show that, given the Gibbs state $\sigma$ of a 2-local commuting Hamiltonian and above a critical temperature, there exists a local quantum Markovian evolution converging to $\sigma$ which satisfies the quantum modified logarithmic Sobolev inequality (MLSI) with a constant that does not depend on the size of the lattice. As a first step towards this proof, we will also provide a proof of the existence of the MLSI for finite dimensional systems coupled to an arbitrarily large, noiseless environment (also known as the complete MLSI constant), a problem that was left open until now. This talk is based on the following papers: https://arxiv.org/abs/2009.11817 https://arxiv.org/abs/2102.04146 -------- Dottorato Matematica is inviting you to a scheduled Zoom meeting. Topic: Seminars April 19 to 22 Time: Apr 19, 2021 05:00 PM Rome Apr 20, 2021 05:00 PM Apr 22, 2021 04:00 PM Please download and import the following iCalendar (.ics) files to your calendar system. Weekly: https://us02web.zoom.us/meeting/tZ0oc-qpqzwrG9W8L60lAyfp8kbqksDUWlwv/ics?ic… Join Zoom Meeting https://us02web.zoom.us/j/89543157111?pwd=NnAyblhVNkppeERRRFd1VGYwTkMyUT09 Meeting ID: 895 4315 7111 Passcode: 029655 One tap mobile +13017158592,,89543157111# US (Washington DC) +13126266799,,89543157111# US (Chicago) Dial by your location +1 301 715 8592 US (Washington DC) +1 312 626 6799 US (Chicago) +1 646 876 9923 US (New York) +1 346 248 7799 US (Houston) +1 408 638 0968 US (San Jose) +1 669 900 6833 US (San Jose) +1 253 215 8782 US (Tacoma) Meeting ID: 895 4315 7111 Find your local number: https://us02web.zoom.us/u/kd3YVb722z -- Raffaella Carbone, PhD Probabilità e Statistica Matematica Dipartimento di Matematica dell'Università degli Studi di Pavia

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post-doc positions call for interest
by Giovanni Sebastiani 15 Apr '21

15 Apr '21

The Istituto per le Applicazioni del Calcolo "Mauro Picone" belonging to the National Research Council of Italy seeks expressions of interest for two post-doc positions of three years starting in September 2021. The post-docs will be involved full time in the interdisciplinary EU research project "WARIFA". The WARIFA primary goal is to define a general personalised early risk assessment tool that will be used to support individual preventive measures for noncommunicable diseases, such as cardiovascular diseases, cancer, chronic respiratory diseases and diabetes, the leading causes of death in the world. This system will be accessible for individual citizens and patients on their smartphone via the WARIFA app. The WARIFA project represents expertise within AI technology, applied mathematics, statistics, medicine, sociology. We are looking for candidates with strong research expertise in applied probability and statistics, especially in mathematical foundations of machine learning, causal inference and bayesian belief networks, and advanced stochastic simulation techniques. There are no teaching duties. The positions will be formally advertised during the next months. In the meantime, those interested can send a mail to g.sebastiani(a)iac.cnr.it -- ________________________________________________________ Le informazioni contenute in questo messaggio di posta elettronica sono strettamente riservate e indirizzate esclusivamente al destinatario. Si prega di non leggere, fare copia, inoltrare a terzi o conservare tale messaggio se non si è il legittimo destinatario dello stesso. Qualora tale messaggio sia stato ricevuto per errore, si prega di restituirlo al mittente e di cancellarlo permanentemente dal proprio computer. The information contained in this e mail message is strictly confidential and intended for the use of the addressee only. If you are not the intended recipient, please do not read, copy, forward or store it on your computer. If you have received the message in error, please forward it back to the sender and delete it permanently from your computer system.

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selezione pubblica per RTD-B, S.S.D. SECS-S/06 - Università degli Studi di Salerno
by Antonio DI CRESCENZO 14 Apr '21

14 Apr '21

Invio segnalazione di una procedura di selezione pubblica presso l'Università degli Studi di Salerno per il reclutamento di n. 1 ricercatore a tempo determinato, mediante stipula di contratti di lavoro subordinato di durata triennale, con regime di impegno a tempo pieno, ai sensi dell’art. 24, comma 3, lettera b) Legge 30 dicembre 2010 n. 240, presso il DIPARTIMENTO DI SCIENZE ECONOMICHE E STATISTICHE Codice concorso BRIC/PS/138 Settore concorsuale: 13/D4 - Metodi matematici dell'economia e delle scienze attuariali e finanziarie Profilo richiesto: SECS-S/06 - Metodi matematici dell'economia e delle scienze attuariali e finanziarie per il bando di concorso: https://web.unisa.it/amministrazione-trasparente/albo?file=files/003439673-…

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Fwd: [owps] One World Probability Seminar Thursday April 15, 2021
by Faggionato, Alessandra 14 Apr '21

14 Apr '21

Buongiorno vi inoltro l'annuncio del OWPS di domani (i moderatori sono cambiati). Saluti Alessandra ---------- Forwarded message --------- Da: Nina Gantert <nina.gantert(a)tum.de> Date: mer 14 apr 2021 alle ore 15:48 Subject: [owps] One World Probability Seminar Thursday April 15, 2021 To: <owps(a)lists.bath.ac.uk> Dear All, Tomorrow's speakers in the One World Probability Seminar are Peter Mörters and Markus Heydenreich. (Note: all times are in UTC. Due to time changes, you should check what that translates to in your location) ------------------------------------------------ (14:00-15:00 UTC) Speaker: Peter Mörters Percolation phase transition in random connection models I: Subcritical phase in weight-dependent models We investigate spatial random graphs defined on the points of a Poisson process in d-dimensional space, which combine scale-free degree distributions and long-range effects. Every Poisson point is assigned an independent weight. Given the weight and position of the points, we form an edge between any pair of points independently with a probability depending on the two weights of the points and their distance. Preference is given to short edges and connections to vertices with large weights. We characterize the parameter regime where there is a nontrivial percolation phase transition and show that it depends not only on the power-law exponent of the degree distribution but also on a geometric model parameter. Based on joint work with Peter Gracar and Lukas Luechtrath. (15:00-16:00 UTC) Speaker: Markus Heydenreich Percolation phase transition in random connection models II: Critical behaviour for weight-independent models We study the random connection model (without weights) in a regime where a percolation phase transition occurs: for low edge density there are finite connected components only, while for large density there is an infinite component a.s. Our interest is on the transition between the low- and high-density regime. We prove an infrared bound for the critical connection function if the dimension is sufficiently large or if the pair connectivity has sufficiently slow decay; this allows a detailed description of this transition. To this end, we devise the lace expansion for Poisson processes. Based on joint work with Remco van der Hofstad, Günter Last, and Kilian Matzke. The zoom link will appear the day before on the OWPS website: https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwww.owpro… It can also be directly accessed through the link below: https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Ftum-conf.… Meeting-ID: 656 4176 8006 Kenncode: 161076 Best wishes, Julien and Nina -- ************************************************* Prof. Alessandra Faggionato http://www1.mat.uniroma1.it/~faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 5, Phone (0039) 06 49913252 *************************************************

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LTI@Unito/CCA webinar in QuantitativeFinance: “What matters in a characteristic?”, Hugues Langlois (HEC Paris) | April 20, 2021 @12:00
by Luca Regis 14 Apr '21

14 Apr '21

Dear Colleagues, I am happy to share with you the following invitation to the Quantative Finance webinar organized by LTI@UniTO and Collegio Carlo Alberto, “What matters in a characteristic?” by Hugues Langlois (HEC Paris), which will take place on Zoom on April 20, at 12.00. Below you find the Zoom link and an abstract of the presentation. Best regards, Luca Regis <#> <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/KjYRmqlKjrwhqhAdI2gLilGDSZjf_N3e7h…> <#> LTI@Unito and Fondazione Collegio Carlo Alberto are pleased to invite you to the next webinar <#> *April 20, 2021 | 12:00 - 13:15* *“What matters in a characteristic?”* * Hugues Langlois (HEC Paris)* <#> *Abstract*. We decompose firm characteristics into country, industry, and adjusted components and investigate their respective role in explaining expected returns and comovements in individual international stock returns. Models with adjusted components describe expected returns and comovements of individual stock returns better than models with unadjusted characteristics. While exposures to systematic risk factors are primarily explained by country components, alphas are predominantly driven by adjusted components. In contrast to the U.S. stock market, alphas in emerging and other developed markets are larger and significant. These rich empirical patterns inform models of stocks’ expected returns and comovements. *Zoom link* https://us02web.zoom.us/j/88521626111?pwd=cEdjUmdINERxZ3VzKzZuaXN5ZjEyZz09 <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/K-LOg1rFfgAp1Vis_nPzZABCDin-nMwdWK…> Meeting ID: 885 2162 6111 Passcode: 044353 <#> <#> <#> <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/G3qixTm9-N1P6dg7PFv3AK8C7TVOCc-7Yp…> <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/jtHbMvSIZkL41agMTsAl7rz6CCttgjbC7h…> <#> FONDAZIONE COLLEGIO CARLO ALBERTO Piazza Arbarello 8 - 10122 Torino, Italy phone: +390116705000 segreteria(a)carloalberto.org - www.carloalberto.org Facebook <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/zsLCc65Y9FomNLxNOcBSZGMOP7owve5tNm…> Twitter <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/5YX2pmxa-oc0WA3-iUV5-ciorC7wUYUyd2…> LinkedIn <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/WiJwT1Nk93TEFOV9ZwOihDt72sZCKlKyql…> Instagram <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/NaZEbS89ljbfvlcZWai2J42HH6phhDKVe8…> Youtube <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/ooK-g3SzwKowF2BfH3OuFQOAb1i_2ZONOT…> <#> *INFORMATION UNDER THE NEW GENERAL DATA PROTECTION REGULATION (GDPR)* Your personal information has been gathered for the exclusive purpose of informing you about the Collegio's initiatives, considering our and your legitimate interest or your consent. If you wish to have your personal data modified please contact Fondazione Collegio Carlo Alberto, piazza Arbarello 8, 1022 Torino, Italy - phone: +390116705000 - privacy(a)carloalberto.org *Unsubscribe* <https://4z5y5.r.a.d.sendibm1.com/mk/un/h2xCOW1uQ5i049PnKeo8VzMEWlTHSIzGmVY1…> <#> © 2021 Fondazione Collegio Carlo Alberto

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notizia di Workshop
by Antonio DI CRESCENZO 14 Apr '21

14 Apr '21

Gent.mi, inoltro la notizia di un Workshop indirizzato verso "Probabilistic Methods for Time Series Data Management". Cordiali saluti, Antonio Di Crescenzo ----- I would like to point out the Workshop "ProTime2021" at the conference 'Data Base and Expert System Applications' (DEXA2021) - the scope is Probabilistic Methods for Time Series Data Management: http://www.dexa.org/protime2021 <https://www.researchgate.net/deref/http%3A%2F%2Fwww.dexa.org%2Fprotime2021> It happens for the first time, and we are curious about the amount of interest - also, the deadline is already the 23ed of April. However, this can be talked about. Please, if you know about interested people especially from the probability community, it would be of great value to the Workshop to have such contributions. It is a particularly good opportunity to publish probabilistic methods in the machine learning context. Thanks for spreading the news - it would be great to have participants from your community! With the best regards, Florian Sobieczky

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Reminder: online seminar - Angelo Lucia (Caltech)
by Carbone Raffaella 13 Apr '21

13 Apr '21

Dear colleagues, it is our pleasure to invite you to the following seminar Speaker: *Angelo Lucia *(Caltech - Division of Physics, Mathematics and Astronomy) Title: *Mixing time of quantum Gibbs samplers* Time: Wednesday, *April 14*, 5PM (Italian time) The abstract follows below in this message. Zoom Link for the seminar <https://us02web.zoom.us/j/86771523774?pwd=SitEVEhPSGRlaEkxTHZmQk9rTmlLZz09> The seminar is a satellite activity of the PhD course "Introduction to coercive inequalities with applications in analysis and probability theory" (professor Boguslaw Zegarlinski - Imperial College, London) Best regards, Raffaella Carbone Abstract. Gibbs samplers are Markovian semigroups whose evolution converges towards the termal equilibrium of a given Hamiltonian (the Gibbs state). The time that the evolution takes, in the worst case, to converge close to the thermal state is known as the mixing time. Knowing the mixing time of a process is useful for many applications, and it can be estimated with various functional inequalities. In the case of classical spin systems on a lattice, it was shown that it is possible to determine the mixing properties of the semigroup from some "static" clustering condition of the thermal state. This suggests the question of whether the same is true for quantum spin systems. In this talk, I will focus on the specific case of Gibbs states of commuting Hamiltonians, and present some recent result in this direction. I will introduce the notion of quantum conditional relative entropy and show how it can be used to prove quasi-factorization (or approximate tensorization) properties of the quantum relative entropy. I will then show how these can be used to bound log-Sobolev constants for product semigroups with heath-bath generators, and under stronger assumptions in more general situations. -- Raffaella Carbone, PhD Probabilità e Statistica Matematica Dipartimento di Matematica dell'Università degli Studi di Pavia

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In ricordo di Luigi M. Ricciardi
by Luigia Caputo 13 Apr '21

13 Apr '21

Cari colleghi, venerdì 16 Aprile, dalle ore 16:00 alle ore 16:30, in occasione dell'adunanza dell'Accademia di Scienze Fisiche e Matematiche, il Prof. Antonio Di Crescenzo, dell'Università degli Studi di Salerno, terrà una conversazione in ricordo di Luigi M. Ricciardi, a dieci anni dalla sua scomparsa. La conversazione avrà luogo in modalità telematica sulla piattaforma Microsoft Teams. Gli interessati sono calorosamente invitati a partecipare, accedendo al seguente link: https://teams.microsoft.com/dl/launcher/launcher.html?url=%2F_%23%2Fl%2Fmee… Cordiali saluti, Luigia Caputo -- Luigia Caputo Dipartimento di Matematica e Applicazioni Scuola Politecnica e delle Scienze di Base Universita' di Napoli FEDERICO II Via Cintia, Monte S.Angelo, 80126, NAPOLI, ITALY Tel. 081-675671 https://www.docenti.unina.it/luigia.caputo

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PhD call
by Irene Crimaldi 12 Apr '21

12 Apr '21

Dear all, I am writing you because my university, IMT School for Advanced Studies Lucca (*www.imtlucca.it <https://www.imtlucca.it/en>*) is currently recruiting PhD students for the 2021/22 Programs. It is truly an excellent opportunity highly motivated candidates: the Programs are fully-financed (no tuition fees), all students receive up to four years of scholarships (15.300€/year) plus free room and board on-campus. I have attached some additional information and a flyer that contains the main details of the call. The call for applications ends on June 30th 2021 - 12.00 pm CEST – the application is entirely online (*https://www.imtlucca.it/en/phd/information-for-students <https://www.imtlucca.it/en/phd/information-for-students>*). I would be so grateful if you could pass this one to whom you think might be interested. All the best, Irene

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8 PhD scholarships in Statistical Sciences – University of Padova, Italy – Deadline May 12, 2021 - 13:00 (CEST)
by Susi Ceron 09 Apr '21

09 Apr '21

Eight PhD scholarships (6 funded by the University of Padova and 2 funded by the Fondazione Cassa di Risparmio di Padova e Rovigo of which 1 is a fully funded grant reserved to foreign, non-italian, graduate students) are available at University of Padova for candidates interested in the area of *Statistical Sciences* (*start of activities: October 1st, 2021*). *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 2021). Admission is decided on the basis of qualifications only and does not require an entry examination. *Grant awarded* The annual grant will be of euros *15,343.28* (gross amount). The grant will be awarded for three years and it will be subject to satisfactory progresses evaluated on a yearly basis. *How to apply* The call is published (*deadline May 12, 2021 - 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_XXXVII available from the Course web page http://www.stat.unipd.it/ricerca/ammissione and uploading the filled template in the online procedure. *Applications are only accepted online using the link indicated in the call.* For more information about the Statistical Sciences PhD program see https://www.stat.unipd.it/ricerca/dottorato-di-ricerca For more information about admission see http://www.stat.unipd.it/ricerca/ammissione or contact phd(a)stat.unipd.it Kindest regards, PhD Secretariat on behalf of prof. Nicola Sartori Coordinator of the PhD Course in Statistics University of Padova - Italy *We apologize for cross posting *

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Online Seminar by Cagin Ararat, Bilkent University (Wednesday, April 21, 15:30)
by Elisa Mastrogiacomo 09 Apr '21

09 Apr '21

*** Apologize for cross-posting *** On April Thursday 21 at 15:30, Cagin Ararat (Bilkent University) will give a virtual seminar “in Insubria & Bicocca”, to which you are all invited. Title and abstract below. Title: Set-valued martingales and backward stochastic differential equations Abstract: Motivated by the connection between univariate dynamic risk measures and backward stochastic differential equations, we start building a theory for set-valued backward stochastic differential equations (SV-BSDE). As a first step for this purpose, we formulate a simple SV-BSDE with a compact-valued driver function and study the well-posedness of this SV-BSDE. A key tool in establishing well-posedness is the availability of a stochastic integral representation for set-valued martingales. We prove a new martingale representation theorem which, in contrast to the available literature, allows the initial value of the martingale to be nontrivial. This is a joint work with Jin Ma (USC) and Wenqian Wu (USC). The seminar will be on Microsoft Teams. You can find the information to join below. Topic: Cagin Ararat - Set-valued martingales and backward stochastic differential equations Time: Apr 21, 2021 03:30 PM Rome Where: Microsoft Teams Link: https://teams.microsoft.com/l/meetup-join/19%3ameeting_Yzc1OGY5YjAtNjNhZC00… Please forward to anyone interested. Kind regards, Emanuela Rosazza Gianin and Elisa Mastrogiacomo

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Associate Professor position in SPDEs in Oslo
by Luigi Amedeo Bianchi 09 Apr '21

09 Apr '21

Inoltro il seguente annuncio di una posizione da professore associato a Oslo. The Department of Mathematics at the University of Oslo announced an associate professorship position in the area of stochastic PDEs. The deadline for applications is April, 21. Additional information available at: https://www.jobbnorge.no/en/available-jobs/job/202219/associate-professor-i… <https://www.jobbnorge.no/en/available-jobs/job/202219/associate-professor-i…>

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Seminar announcement
by Marco Scarsini 09 Apr '21

09 Apr '21

Thursday, 15 April, 17:00 CET *Vahideh Manshadi**, *Yale University Fair Dynamic Rationing <http://mailsender.luiss.it/lists/lt.php?id=cRpQBwUASAUEBw1OVgFdBQs> Discussants: Florin Ciocan and Sean Sinclair The paper can be found here <https://arxiv.org/abs/2102.01240>. This is the link to the Virtual Room <http://mailsender.luiss.it/lists/lt.php?id=cRpQAAYBSAUEBw1OVgFdBQs>. If you want to receive the password to access the virtual room, please fill out this form <https://docs.google.com/forms/d/e/1FAIpQLSeDxM-M5ogG43elgjC-lNCp0BDhISiZHG0…> (If you filled out the form in the past, this is not necessary). The schedule of the upcoming seminars can be found here <https://economiaefinanza.luiss.it/en/seminari/seminari-2021>. ******************************************************* Marco Scarsini Dipartimento di Economia e Finanza Luiss Viale Romania 32 00197 Roma, ITALY URL: http://docenti.luiss.it/scarsini/

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ABC in "Svalbard" (in fact, online)
by Massimiliano ... 09 Apr '21

09 Apr '21

Buon giorno, causa pandemia, la 2 giorni "ABC in Svalbard" su ABC, simulation-based inference e likelihood-free inference sarà interamente online, gratis e aperta a tutti, come riportato sotto nell'invito di Chistian Robert. Cordiali saluti, Massimiliano ------ Dr. Massimiliano Tamborrino Assistant Professor Department of Statistics University of Warwick https://warwick.ac.uk/tamborrino ********************************************************************************** Dear All, Since we sadly had to cancel the physical workshop in Longyearbyen, Svalbard next week, we have organised mirror versions in different places. Brisbane, Grenoble and Melbourne. The event is open to everyone and free, with the programme available on https://sites.google.com/view/abcinsvalbard-grenoble-mirror/<https://emea01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fsites.go…> Here is the Zoom link for the Grenoble side [no password needed] https://univ-grenoble-alpes-fr.zoom.us/j/99840576807?pwd=ZHNkaU1jU0ZHRVZma3…<https://emea01.safelinks.protection.outlook.com/?url=https%3A%2F%2Funiv-gre…> while for Monash/Brisbane 1) Here are the schedule, personnel, titles and abstracts: https://docs.google.com/spreadsheets/d/1VP9qzvs85b7QnhfYyXBKJUbKAYm07SYMF5p…<https://emea01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fdocs.goo…> 2) Here is the zoom link for the 2.00-5.00pm time slots on both days: Please click this URL to start or join. https://monash.zoom.us/j/89085250244?pwd=ZUxFTzVWTThuTldCMDZuUW1BQnA5UT09<https://emea01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwww.goog…> Or, go to https://monash.zoom.us/join<https://emea01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwww.goog…> and enter meeting ID: 890 8525 0244 and passcode: 746409 Feel free to forward the links through your mailing lists and we hope to see you on-line next week! All the best, Christian Robert (on behalf of the organisers)

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BAYSM 2021: registration and abstract submission are now open!
by Federico Camerlenghi 08 Apr '21

08 Apr '21

Dear all, the Bayesian Young Statisticians Meeting (BAYSM2021) will take place online on September 1-3, 2021. BAYSM is the official conference of j-ISBA, the junior section of the International Society for Bayesian Analysis. It is intended for Ph.D. Students, M.S. Students, Post-Docs, Young and Junior researchers working in the field of Bayesian statistics, providing an opportunity to connect with the Bayesian community at large. Senior discussants will be present at each session, providing participants with hints, suggestions and comments to their work. Distinguished professors of the Bayesian community will also participate as keynote speakers, making an altogether exciting program. Registration is now open https://events.stat.uconn.edu/BAYSM2021/ <https://events.stat.uconn.edu/BAYSM2021/>and it will be free, but mandatory. The event is also supported by ISBA and Yunnan University (Kunming, China). Young researchers interested in giving a talk or presenting a poster are invited to *submit an extended abstract by May 10, 2021* during the registration process. Notification of acceptance will be given by the end of June. *The extended abstract should be written according to the template and instructions provided on the registration page*, the template is downloadable from the button "Resources". For organizational reasons, we kindly ask all the interested researchers to register even if they just want to attend the meeting, the deadline for registration is again May 10, 2021. *Confirmed Keynote speakers:* Maria De Iorio Francesca Dominici David Dunson Xuanlong Nguyen Amy Shi Jessica Utts *Confirmed discussants:* Cathy WS Chen Pierre Jacob Rosangela Loschi Li Ma David Rossel While the meeting is organized for and by junior Bayesians, attendance is open to anyone who may be interested. For more information, please visit the conference website: https://events.stat.uconn.edu/BAYSM2021/ <https://eur03.safelinks.protection.outlook.com/?url=https%3A%2F%2Fevents.st…> Or write an email to baysm.isba(a)gmail.com On behalf of the BAYSM2021 organizing committee -- Federico Camerlenghi Assistant Professor RTDb Department of Economics, Management and Statistics University of Milano Bicocca, Milano, Italy. web-page: https://www.unimib.it/federico-camerlenghi

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Seminario: Step-by-step community detection in volume-regular graphs, 9 Aprile ore 15
by Pietro Caputo 08 Apr '21

08 Apr '21

Seminario di Emilio Cruciani a Roma Tre: Emilio Cruciani (Universitaet Salzburg) Titolo: Step-by-step community detection in volume-regular graphs Venerdi' 09 Aprile 2021 ORE 15:00 Dipartimento di Matematica e Fisica Universita' degli Studi Roma Tre Abstract Spectral techniques have proved amongst the most effective approaches to graph clustering. However, in general they require explicit computation of the main eigenvectors of a suitable matrix (usually the Laplacian matrix of the graph). Recent work (e.g., Becchetti et al., SODA 2017) suggests that observing the temporal evolution of the power method applied to an initial random vector may, at least in some cases, provide enough information on the space spanned by the first two eigenvectors, so as to allow recovery of a hidden partition without explicit eigenvector computations. While the results of Becchetti et al. apply to perfectly balanced partitions and/or graphs that exhibit very strong forms of regularity, we extend their approach to graphs containing a hidden k-partition and characterized by a milder form of volume-regularity. We show that the class of k-volume regular graphs is the largest class of undirected (possibly weighted) graphs whose transition matrix admits k “stepwise” eigenvectors (i.e., vectors that have constant entries over the components corresponding to the same set of the hidden partition). To obtain this result, we highlight a connection between volume regularity and lumpability of Markov chains. Moreover, we prove that if the stepwise eigenvectors are those associated to the first k largest eigenvalues of the transition matrix of a random walk on the graph and the gap between the k-th and the (k+1)-th eigenvalues is sufficiently large, the Averaging dynamics of Becchetti et al. recovers the underlying community structure of the graph in logarithmic time, with high probability. Based on a joint work with Luca Becchetti, Francesco Pasquale, and Sara Rizzo. Link to the paper: https://arxiv.org/abs/1907.07149 Per partecipare al Seminario cliccare sul seguente Link: https://teams.microsoft.com/dl/launcher/launcher.html?url=%2F_%23%2Fl%2Fmee…

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Tenure-Track Assistant Professor (RTD-B) in Statistics , DAIS - Ca’ Foscari University of Venice, Italy
by Carlo Gaetan 07 Apr '21

07 Apr '21

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Tenure-track position (RTD-B) in Mathematics for Economics at Ca' Foscari University of Venice
by Antonella Basso 07 Apr '21

07 Apr '21

Call for applications for a tenure-track position as associate professor at the Department of Economics - Ca' Foscari University, Venice, Italy The Department of Economics is actively searching for brilliant and promising scholars to fill one tenure-track position (ricercatore RTD-B). The research activity will concern themes related to Mathematics for Economics, Finance, Social and Actuarial Sciences (including models and mathematical methods for decision theory, risk and uncertainty management, agent models and computational methods). Teaching commitment: excellent teaching skills are required to deliver courses, within the terms provided for by the University regulations, at the three-year degree, master's degree and PhD level (in Italian and English). In particular: Mathematics - modules 1 and 2; Financial mathematics; Computational tools for economics. The researcher may also be assigned managerial and organizational tasks to be carried out in the Department. Detailed additional information is at https://www.unive.it/data/38002/?id=2021-UNVE000-0022725 Informal queries may be directed to prof.ssa Antonella Basso, basso(a)unive.it and prof. Paolo Pellizzari, paolop(a)unive.it. Apply within 6 May 2005. -- Antonella Basso Dipartimento di Economia Università Ca' Foscari Venezia Fondamenta S. Giobbe - Cannaregio 873 30121 Venezia - Italy Tel. +39-041-2346914 E-mail address: basso(a)unive.it Web page: http://www.unive.it/data/persone/5591751

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Padova Online Seminar by Chiara Franceschini (IST Lisbona) [Friday, Apr. 16 at 12.00]
by alessandra bianchi 07 Apr '21

07 Apr '21

Dear Colleagues, We would like to invite you to the following Probability seminar that will take place on April 16 at 12.00 by the zoom platform. ________________________________________________________ Speaker: Chiara Franceschini (IST Lisbona) Title: The symmetric inclusion process: some properties and scaling limit 16 APRIL (Friday) - 12:00 zoom link: TBA available on the webpage https://www.math.unipd.it/~bianchi/seminari/ ) Abstract: The symmetric inclusion process (SIP) is an interacting particle system discovered as the dual process of a Markov diffusion that conserves the total energy, it can be tough as the inclusion counterpart of the well-known exclusion process. In this talk, I will present the model with an open boundary, i.e. with two reservoirs which create a flux of particles in the bulk putting the model in a non-equilibrium setting. We will see that via the duality property, we can characterize some correlations of its stationary measure in non-equilibrium and we will also see what are, in this open setting, the so-called hydrodynamic and hydrostatic limit. -- 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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Workshop announcement: Junior female researchers in probability, 4-6 October 2021
by Luisa Andreis 07 Apr '21

07 Apr '21

Dear colleagues, we would like to draw your attention to the third conference for "Junior female researchers in probability”, 4-6 October 2021 (postponed from last year due to the pandemic). The aim of this workshop is to promote young female researchers by giving them an opportunity to present their own work, and hear distinguished mathematicians who can inspire them to pursue a fulfilling career in probability. Keynote speakers: Nina Gantert (TU München) Eva Löcherbach (Paris) Invited speakers: Sigrid Källblad (Stockholm) Annika Lang (Göteborg) Elena Pulvirenti (Delft) Maite Wilke Berenguer (Berlin) The workshop will take place online and, if possible, as a hybrid event in Berlin. We warmly invite those who identify as female to submit abstracts for contributed talks, and apply for financial support for travelling to Berlin in case we can have a hybrid event. However, please be aware that being unable to travel should not restrain from submitting an abstract. There are special travel grants for female master students interested in gaining some insight into research and get in touch with researchers. Of course everybody is very welcome to participate, but presentations and financial support are reserved for female participants. Deadline for submission of abstracts and funding requests: June 30, 2021. Please pass this information on to interested master students, PhD students and postdocs as well as your colleagues! More details can be found on our website: https://www.wias-berlin.de/workshops/JFRP21/ <https://www.wias-berlin.de/workshops/JFRP21/> Best regards, Luisa Andreis, Peter Bank, Dörte Kreher, Laura Körber, Noemi Kurt, Alexandra Quitmann and Weile Weng

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Seminar announcement Thursday 22 - Optimal constrained and unconstrained subgraph structures (prof. Clara Stegehuis)
by Gianmarco Bet 07 Apr '21

07 Apr '21

Dear colleagues, On April Thursday 22 at 14:30, prof. Clara Stegehuis (Twente University) will give a virtual seminar “in Florence”, to which you are all invited. You can find title and abstract below. Title: Optimal constrained and unconstrained subgraph structures Abstract: Subgraphs contain important information about network structures and their functions. We investigate the presence of subgraphs in a random graph model with infinite-variance degrees. We introduce an optimization problem which identifies the dominant structure of any given subgraph. The unique optimizer describes the degrees of the vertices that together span the most likely subgraph and allows us to count and characterize the asymptotic number of subgraphs in a simple manner. We then show that this optimization problem easily extends to investigating other random network structures, such as clustering, which expresses the probability that two neighbors of a vertex are connected. The optimization problem is able to find the behavior of network subgraphs in a wide class of random graph models. The seminar will be on Zoom. You can find the information to join below. Topic: Clara Stegehuis - Optimal constrained and unconstrained subgraph structures Time: Apr 22, 2021 02:30 PM Rome Join Zoom Meeting https://us02web.zoom.us/j/85651690146?pwd=ZnRCbGR6OUlxM2J4RldJd2R1aVE3Zz09 Meeting ID: 856 5169 0146 Passcode: 770134 If you know of someone who might be interested and is not subscribed to the random mailing list, please do not hesitate to forward this announcement to them. Kind regards, Gianmarco ---------------------------------------------------------------------- Gianmarco Bet (he/him) Junior researcher https://gianmarco.bet Phone: (+39) 055 2751491 Department of Mathematics and Informatics "U. Dini" University of Florence Viale Morgagni, 65 50134 Firenze, Italy Office 64 ----------------------------------------------------------------------

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online seminar - Angelo Lucia - Mixing time of quantum Gibbs samplers
by Carbone Raffaella 07 Apr '21

07 Apr '21

Dear colleagues, it is our pleasure to invite you to the following seminar Speaker: *Angelo Lucia* Title: *Mixing time of quantum Gibbs samplers* Time: Wednesday, *April 14*, 5PM (Italian time) The abstract follows below in this message. Zoom Link for the seminar <https://us02web.zoom.us/j/86771523774?pwd=SitEVEhPSGRlaEkxTHZmQk9rTmlLZz09> The seminar is a satellite activity of the PhD course "Introduction to coercive inequalities with applications in analysis and probability theory" (professor Boguslaw Zegarlinski - Imperial College, London) Best regards, Raffaella Carbone Abstract. Gibbs samplers are Markovian semigroups whose evolution converges towards the termal equilibrium of a given Hamiltonian (the Gibbs state). The time that the evolution takes, in the worst case, to converge close to the thermal state is known as the mixing time. Knowing the mixing time of a process is useful for many applications, and it can be estimated with various functional inequalities. In the case of classical spin systems on a lattice, it was shown that it is possible to determine the mixing properties of the semigroup from some "static" clustering condition of the thermal state. This suggests the question of whether the same is true for quantum spin systems. In this talk, I will focus on the specific case of Gibbs states of commuting Hamiltonians, and present some recent result in this direction. I will introduce the notion of quantum conditional relative entropy and show how it can be used to prove quasi-factorization (or approximate tensorization) properties of the quantum relative entropy. I will then show how these can be used to bound log-Sobolev constants for product semigroups with heath-bath generators, and under stronger assumptions in more general situations. -- Raffaella Carbone, PhD Probabilità e Statistica Matematica Dipartimento di Matematica dell'Università degli Studi di Pavia

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Postdoc position at Université Laval
by Marzia Angela Cremona 06 Apr '21

06 Apr '21

12-month postdoc fellowship from September 2021 (indicatively) at Université Laval (Quebec City), under the supervision of Marzia A. Cremona (Operation and Decision Systems Department) and Federico Severino (Finance Department). Research area: Functional motif discovery for financial time series. Requirements: * Background in statistics, econometrics, or data science. * PhD in related areas obtained less than 5 years ago. * Proficiency in R and programming skills. Primary goal: Generalize and adapt existing statistical learning methods for motif discovery in functional data, to detect and predict bubbles and recurrent patterns in financial time series. An important part of the work is computational. No teaching activity required. Yearly salary: 51 737 CAD (maximum possible salary according to the postdoc union collective agreement). Additional funds available for conference attendance. A small amount of teaching assistantship can provide extra salary. The candidate commits to move to Quebec City. In case public health conditions do not allow the moving, remote work can be considered. For information or to apply, contact marzia.cremona(a)fsa.ulaval.ca<mailto:marzia.cremona@fsa.ulaval.ca> or federico.severino(a)fsa.ulaval.ca<mailto:federico.severino@fsa.ulaval.ca> Marzia A Cremona Department of Operations and Decision Systems Université Laval T 418 656-2131, poste 412525 https://marziacremona.com<https://marziacremona.com/> Pavillon Palasis-Prince, local 2449 2325, rue de la Terrasse Québec (Québec) G1V 0A6

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Pisa Online Seminars - Laure Dumaz and Martin Vogel (Tuesday, April 13 at 16:00 and 17:00)
by Giacomo Filippo Di Gesu 06 Apr '21

06 Apr '21

Dear colleagues, I would like to invite you to the following online seminar organized by the Probability group of the University of Pisa. The two talks will be accessible under the link Click here to join the meeting<https://teams.microsoft.com/l/meetup-join/19%3Aaf3d635091e049579e555a84219a…> Best regards, Giacomo Tuesday, April 13, 16:00 Speaker: Laure Dumaz (École Normale supérieure) Title: Localization of the continuous Anderson hamiltonian in 1-d and its transition towards delocalization. Abstract: We consider the continuous Schrödinger operator - d^2/d^x^2 + B’(x) on the interval [0,L] where the potential B’ is a white noise. We study the entire spectrum of this operator in the large L limit. We prove the joint convergence of the eigenvalues and of the eigenvectors and describe the limiting shape of the eigenvectors for all energies. When the energy is much smaller than L, we find that we are in the localized phase and the eigenvalues are distributed as a Poisson point process. The transition towards delocalization holds for large eigenvalues of order L. In this regime, we show the convergence at the level of operators. The limiting operator in the delocalized phase is acting on R^2-valued functions and is of the form ``J \partial_t + 2*2 noise matrix'' (where J is the matrix ((0, -1)(1, 0))), a form appearing as a conjecture by Edelman Sutton (2006) for limiting random matrices. Joint works with Cyril Labbé. Tuesday, April 13, 17:00 Speaker: Martin Vogel (Université de Strasbourg) Title: Eigenvalue asymptotics and eigenvector localization for non-Hermitian noisy Toeplitz matrices Abstract: A most notable characteristic of non-Hermitian matrices is that their spectra can be intrinsically sensitive to tiny perturbation. Although this spectral instability causes the numerical analysis of their spectra to be extremely unreliable, it has recently been shown to be also the source of new mathematical phenomena. I will present recent results about the eigenvalues asymptotics and eigenvector localization for deterministic non-Hermitian Toeplitz matrices with small additive random perturbations. These results are related to recent developments in the theory of partial differential equations. The talk is based on joint work with J. Sjöstrand, and with A. Basak and O. Zeitouni. ************************ Giacomo Di Gesù Dipartimento di Matematica Università di Pisa Largo Bruno Pontecorvo 5 56127 - Pisa, Italy giacomo.digesu(a)unipi.it<mailto:giacomo.digesu@unipi.it> https://sites.google.com/site/giacomodigesu/

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Avviso di Seminario - PRISMA
by Domenico Marinucci 06 Apr '21

06 Apr '21

Cari Colleghi lunedì prossimo 12 Aprile dalle 16 alle 18 avrà luogo il prossimo incontro per il ciclo di seminari Prisma. Gli speaker saranno Marco Fuhrman e Andrea Cosso, qui sotto titoli, abstract ed il link al collegamento Teams. ---------------------------------------------------------------- Speaker: Marco Fuhrman (Università di Milano) Title: A new tool in stochastic optimal control: the randomization method. Abstract: In the first part of this talk I will present a survery on the relationships among classical stochastic optimal control problems, non-linear partial differential equations (the Hamilton-Jacobi-Bellman equations) and backward stochastic differential equations (BSDEs). In the second part, more specifically, I will introduce the so-called randomization method, which allows to associate an appropriate BSDE to a large class of optimal control problems. Among the possible generalizations, I will concentrate on optimal control of path-dependent equations, i.e. equations with general with memory effects. Speaker: Andrea Cosso (Università di Bologna) Title: Randomization method and path-dependent Hamilton-Jacobi-Bellman equation Abstract: In the present talk I will study a stochastic optimal control problem with path-dependent coefficients. I will exploit the so-called randomization method to derive a dynamic programming principle for the value function. This allows to prove that the value function is a viscosity solution to a path-dependent Hamilton-Jacobi-Bellman equation, involving the horizontal and vertical derivatives of functional Ito calculus. Finally, I will discuss the validity of the comparison principle for such a partial differential equation. Collegamento Teams: https://teams.microsoft.com/l/meetup-join/19%3a667d2414be564c5d8fba30acffeb… --------------------------------------------------------------------- Grazie per l'attenzione, Domenico Marinucci e Claudia Ceci

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Webinar in Statistics GILLES STUPFLER
by Pierpaolo De Blasi 05 Apr '21

05 Apr '21

WEBINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO <https://www.carloalberto.org/events/category/seminars/seminars-in-statistic…> Venerdi 9 Aprile 2021, alle ore 12.00, si terrà il seguente webinar: ------------------------------------------------ Speaker: *Gilles Stupfler *(ENSAI Rennes and CREST, France) Title: *Asymmetric least squares techniques for extreme risk estimation* Zoom link: https://us02web.zoom.us/j/81720792366?pwd=QWtaYVRRejVSVGlOMXFMaDdsemxjdz09 Meeting ID: 817 2079 2366 Passcode: 241135 Abstract: Financial and actuarial risk assessment is typically based on the computation of a single quantile (or Value-at-Risk). One drawback of quantiles is that they only take into account the frequency of an extreme event, and in particular do not give an idea of what the typical magnitude of such an event would be. Another issue is that they do not induce a coherent risk measure, which is a serious concern in actuarial and financial applications. In this talk, I will explain how, starting from the formulation of a quantile as the solution of an optimisation problem, one may come up with two alternative families of risk measures, called expectiles and extremiles. I will give a broad overview of their properties, as well as of their estimation at extreme levels in heavy-tailed models, and explain why they constitute sensible alternatives for risk assessment using some real data applications. This is based on joint work with Abdelaati Daouia, Irène Gijbels, Stéphane Girard and Antoine Usseglio-Carleve. ------------------------------------------------ Il webinar è organizzato dalla "de Castro" Statistics Initiative www.carloalberto.org/stats Cordiali saluti, Pierpaolo De Blasi --- University of Torino & Collegio Carlo Alberto carloalberto.org/pdeblasi <https://sites.google.com/a/carloalberto.org/pdeblasi/>

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Seminar announcement
by Marco Scarsini 05 Apr '21

05 Apr '21

Thursday, 8 April, 17:00 CET *Clémentine Prieur**, *Université Grenoble Alpes Shapley Effects for Sensitivity Analysis with Correlated Inputs: Comparisons with Sobol' Indices, Numerical Estimation and Applications <http://mailsender.luiss.it/lists/lt.php?id=cRpQBgMLSAUEBAROVgFdBQs> Discussants: Baptiste Broto and Giovanni Rabitti The paper can be found here <https://hal.inria.fr/hal-01556303v7>. This is the link to the Virtual Room <http://mailsender.luiss.it/lists/lt.php?id=cRpQAAYBSAUEBAROVgFdBQs>. The schedule of the upcoming seminars can be found here <https://economiaefinanza.luiss.it/en/seminari/seminari-2021>. If you want to receive announcements of future seminars, please fill out this form <https://docs.google.com/forms/d/e/1FAIpQLSeDxM-M5ogG43elgjC-lNCp0BDhISiZHG0…> . ******************************************************* Marco Scarsini Dipartimento di Economia e Finanza Luiss Viale Romania 32 00197 Roma, ITALY URL: http://docenti.luiss.it/scarsini/

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Oggetto: Concorso RTD-B a Milano Bicocca - MAT/06
by Gianmario Tessitore - UNIMIB 03 Apr '21

03 Apr '21

----------------------------------------------------------------------------- Concorso per un posto RTD-B a Milano Bicocca - MAT/06 ----------------------------------------------------------------------------- È stato bandito un posto RTD-B nel settore MAT/06 (Probabilità e Statistica Matematica) presso il Dipartimento di Matematica e Applicazioni dell'Università di Milano-Bicocca Il bando si trova alla pagina https://www.unimib.it/ateneo/gare-e-concorsi/2021-rtdb-042 La scadenza per la presentazione delle domande è il 29 aprile 2021. Si prega di dare la massima diffusione presso tutti gli interessati. -- Gianmario Tessitore Dipartimento di Matematica e Applicazioni Università degli Studi di Milano-Bicocca

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Workshop "Bayesian Inference in Stochastic Processes - Online" 27-28 May 2021 - Call for contributions
by elisa varini 31 Mar '21

31 Mar '21

*CALL FOR CONTRIBUTIONS*** On behalf of the Scientific and Organising Committees we are pleased to inform you that contributions are now accepted for the Twelfth Workshop on “Bayesian Inference in Stochastic Processes (BISP12)” which will be held ONLINE on 27-28 May 2021 (afternoons, Central European Summer Time). Website:https://bisp.imati.cnr.it <https://bisp.imati.cnr.it> __ Attendance is free of charge but registration is required. As in the past, the workshop will provide the opportunity to review, discuss and explore directions of development of Bayesian inference in stochastic processes. The workshop has always offered many young researchers the opportunity to present their works in invited sessions. This year the entire invited programme is dedicated to them. Ten presentations by young scientists have been scheduled, followed by an in-depth discussion by senior scholars in the field. *We are now soliciting contributions for a virtual poster session. * We plan to post contributed videos on the workshop website and keep them there for a while after the event, with links to the presenting authors’ websites/emails, so that they can be contacted by interested people. Unfortunately, time constraints will not allow for the presentation of all those works during the workshop but we will allocate short spots for ten contributors to highlight the main findings of their research and few questions & answers. An abstract must be submitted *by 18 April* via the BISP12 website, where the abstract template (Word and Latex) and the guidelines for submission are provided. After submitting the abstract, contributors will receive an acceptance notification email by *30 April* and instructions to upload a pre-recorded video and/or a slide presentation by *15 May*. All presentations will be published on the BISP12 website. The workshop is organised by CNR-IMATI, Institute of Applied Mathematics and Information Technology at the National Research Council of Italy, Milano, www.imati.cnr.it <http://www.imati.cnr.it>. Elisa Varini and Fabrizio Ruggeri Chairs, Organising and Scientific Committees

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Workshop "Bayesian Inference in Stochastic Processes - Online" 27-28 May 2021 - Call for contributions
by elisa varini 30 Mar '21

30 Mar '21

*CALL FOR CONTRIBUTIONS* On behalf of the Scientific and Organising Committees we are pleased to inform you that contributions are now accepted for the Twelfth Workshop on “*Bayesian Inference in Stochastic Processes (BISP12)*” which will be held ONLINE on 27-28 May 2021 (afternoons, Central European Summer Time). _Websit__e_:bisp.imati.cnr.it__ Attendance is free of charge but registration is required. As in the past, the workshop will provide the opportunity to review, discuss and explore directions of development of Bayesian inference in stochastic processes. The workshop has always offered many young researchers the opportunity to present their works in invited sessions. This year the entire invited programme is dedicated to them. Ten presentations by young scientists have been scheduled, followed by an in-depth discussion by senior scholars in the field. *We are now soliciting contributions for a virtual poster session. * We plan to post contributed videos on the workshop website and keep them there for a while after the event, with links to the presenting authors’ websites/emails, so that they can be contacted by interested people. Unfortunately, time constraints will not allow for the presentation of all those works during the workshop but we will allocate short spots for ten contributors to highlight the main findings of their research and few questions & answers. An abstract must be submitted *by 18 April* via the BISP12 website, where the abstract template (Word and Latex) and the guidelines for submission are provided. After submitting the abstract, contributors will receive an acceptance notification email by *30 April* and instructions to upload a pre-recorded video and/or a slide presentation by *15 May*. All presentations will be published on the BISP12 website. The workshop is organised by CNR-IMATI, Institute of Applied Mathematics and Information Technology at the National Research Council of Italy, Milano, www.imati.cnr.it <http://www.imati.cnr.it>. Elisa Varini and Fabrizio Ruggeri Chairs, Organising and Scientific Committees

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Three open PhD positions in statistics at the University of Twente
by Gianluca Finocchio 30 Mar '21

30 Mar '21

Dear all, there are three open PhD positions in statistics at the University of Twente https://www.utwente.nl/en/organisation/careers/!/2021-297/three-phd-positio… Feel free to forward the link to potentially interested candidates. Application deadline is April 15. Best,Gianluca Finocchio

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Call for application PhD in Economics Ca' Foscari University a.y. 2021-22 - spread the news
by Antonella Basso 25 Mar '21

25 Mar '21

Dear Colleague, I would be grateful if you could bring to the attention of your best students the new edition 2021-2022 of the PhD Program in Economics offered by the Ca' Foscari University of Venice. The PhD Program in Economics aims at training selected students for a career as economists in academic institutions or in research departments of national and international organizations, public institutions, private corporations, central banks, financial institutions. Our recent PhDs first placement include positions both in Italian and foreign Universities such as Università Libera di Bolzano, Università degli Studi di Modena e Reggio Emilia, Luiss Guido Carli, Università degli studi di Bergamo, King’s College London, University of Bonn, University of Gondar and Zhongnan University of Economics and Law. Some PhDs were employed by private companies such as Morgan Stanley-London, Avis Budget Group, Microsoft and public and private research centers of national and international banks: Banca d’Italia, Bundesbank, Dutch Central Bank, European Central Bank, ING Bank The considerable diversification of research areas covered by the members of Department of Economics and their international reputation provide an excellent environment where students of most fields in economics can find research ideas and tight guidance for their doctoral studies. The PhD program has a duration of four years. For the academic year 2021-2022, 6 positions are available. Five of them come with a scholarship (around 15,300 € per year), one is reserved for non-Italian applicants holding an equivalent scholarship covering four years. Deadline for application is *April 21st 2021*, 13h00 (Italian time). A presentation of the PhD programme is organised on Zoom on*April 7th at 14.30. **Please register here: *http://phdeconomics.eventbrite.it <http://phdeconomics.eventbrite.it/> Requirements and how to apply: http://www.unive.it/phdapplication <http://www.unive.it/phdapplication> Information on the PhD in Economics: http://www.unive.it/phdeconomics <http://www.unive.it/phdeconomics> Herewith a link to our INOMICS advertisement: https://inomics.com/program/4-year-phd-in-economics-1447778 <https://inomics.com/program/4-year-phd-in-economics-1447778> Any questions on the program may be addressed to the PhD Secretariat at: sse(a)unive.it <mailto:sse@unive.it> Thank you for your cooperation Best regards, Antonella Basso -- Antonella Basso Dipartimento di Economia Università Ca' Foscari Venezia Fondamenta S. Giobbe - Cannaregio 873 30121 Venezia - Italy Tel. +39-041-2346914 E-mail address: basso(a)unive.it Web page: http://www.unive.it/data/persone/5591751

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RTD-B Bologna
by Enrico Bernardi 25 Mar '21

25 Mar '21

Buongiorno a Tutti la presente per segnalarvi che è stato pubblicato il seguente bando: RIF. 2011 – Bando per un posto da ricercatore a tempo determinato b) senior - Dipartimento di Scienze Statistiche "Paolo Fortunati" - STAT - SECS-S/06. Universita' di Bologna. Il bando è consultabile ai seguenti indirizzi: Sito d'Ateneo: https://bandi.unibo.it/s/apos5/rif-2011-bando-per-1-posto-da-ricercatore-a-… Sito Miur: https://bandi.miur.it/jobs.php/public/job/id_job/80403 Sito Euraxess (Portale Europeo): http://ec.europa.eu/euraxess/ Cordiali saluti, Enrico Bernardi

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UiO - call for an associate professor in Stochastics and PDEs
by Giulia Di Nunno 25 Mar '21

25 Mar '21

Dear Colleagues, this is to draw your attention to the call for an Associate Professor position at the University of Oslo in Stochastics and Partial Differential Equations: https://www.jobbnorge.no/en/available-jobs/job/202219/associate-professor-i… The deadline is April 21, 2021. All interested candidates are welcome to apply, please help us to advertise this call. Thank you in advance! Best regards, Giulia --- Giulia Di Nunno Professor Department of Mathematics University of Oslo, Norway

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(Reminder) Seminar Thursday 25 - Reciprocity in a Preferential Attachment Network
by Gianmarco Bet 24 Mar '21

24 Mar '21

Dear colleagues, This is a reminder that tomorrow (Thursday 25) at 16:00, prof. Tiandong Wang (Texas A&M) will give a virtual seminar “in Florence”, to which you are all invited. You can find title and abstract below this message. The seminar will be on Zoom, and the information to join is: Topic: Tiandong Wang - Reciprocity in a Preferential Attachment Network Time: Mar 25, 2021 04:00 PM Rome https://us02web.zoom.us/j/82762436142?pwd=MW45SWN6NTBqV0VWbVJWREhESmtaZz09 <https://us02web.zoom.us/j/82762436142?pwd=MW45SWN6NTBqV0VWbVJWREhESmtaZz09> Meeting ID: 827 6243 6142 Passcode: 897951 If you know of someone who might be interested and is not subscribed to the random mailing list, please do not hesitate to forward this announcement to them. Kind regards, Gianmarco Title: Reciprocity in a Preferential Attachment Network Abstract: Empirical studies show that online social networks have not only in- and out-degree distributions with Pareto-like tails, but also a high proportion of reciprocal edges. A classical directed preferential attachment (PA) model generates in- and out-degree distribution with power-law tails, but theoretical properties of the reciprocity feature in this model have not yet been studied. We derive the asymptotic results on the number of reciprocal edges between two fixed nodes, as well as the proportion of reciprocal edges in the entire PA network. We see that with certain choices of parameters, the proportion of reciprocal edges in a directed PA network is close to 0, which differs from the empirical observation. This points out one potential problem of fitting a classical PA model to a given network dataset with high reciprocity, and indicates alternative models need to be considered. ---------------------------------------------------------------------- Gianmarco Bet (he/him) Junior researcher https://gianmarco.bet Phone: (+39) 055 2751491 Department of Mathematics and Informatics "U. Dini" University of Florence Viale Morgagni, 65 50134 Firenze, Italy Office 64 ----------------------------------------------------------------------

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Fwd: [owps] One World Probability Seminar Thursday March 25, 2021
by Faggionato, Alessandra 24 Mar '21

24 Mar '21

Buongiorno, vi inoltro l'annuncio del OWPS di domani, che riguarderà il modello $\phi^4_3$. Quello di domani sarà l'ultimo OWPS prima della pausa di Pasqua. Il OWPS riprenderà dopo le vacanze (credo il 15 Aprile) con moderatori Nina Gantert and Julien Berestycki. Saluti Alessandra ---------- Forwarded message --------- Da: One World Probability <ow.probability(a)gmail.com> Date: mer 24 mar 2021 alle ore 09:09 Subject: [owps] One World Probability Seminar Thursday March 25, 2021 To: <owps(a)lists.bath.ac.uk> Tomorrow's speakers in the One World Probability Seminar are3(Note: all times are in UTC. *Due to time changes, you should check what that translates to in your location*) ------------------------------------------------ (14:00-15:00 UTC) Speaker: Hendrik Weber (University of Bath) Title: Phase transitions for $\phi^4_3$ - Part 1 Abstract: The $\phi^4$ model is a classical model in Mathematical Physics, arising e.g. as a continuous version of the Ising model, as a toy model for a Quantum field theory and it is also closely related to the invariant measures of certain Hamiltonian PDEs. The aim of this series of two talks is to discuss the infinite volume limit and the emergence of phase transitions for this model: we will show that in a certain parameter regime, the model exhibits a phase segregation behaviour, akin to the low temperature phase of the Ising model. In the first lecture I will put our result into perspective by first discussing the connection of continuous $\phi^4$ and discrete Ising models as well as the phase segregation in low temperature Ising models. I will then discuss a variational approach to estimating the $\phi^4$ partition function, which is due to Barashkov and Gubinelli and a key ingredient of our method. Based on Chandra, Gunaratnam, Weber, arXiv:2006.15933. (15:00-16:00 UTC) Speaker: Trish Gunaratnam (University of Geneva) Title: Phase transitions for $\phi^4_3$ - Part 2 Abstract: In this talk I will continue to discuss phase transitions for $\phi^4_3$. I will establish a surface order large deviations estimate for the average magnetisation at sufficiently low temperatures in large but finite volumes. This immediately gives an upper bound on the decay of the spectral gap for the associated $\phi^4_3$ singular SPDE in the infinite volume limit. At the heart of this result are the development of Peierls’ contour bounds for $phi^4_3$, which requires control over the small-scale divergences and the low temperature Hamiltonian. We achieve this by incorporating a low temperature expansion, inspired by Glimm, Jaffe, and Spencer’s classical work on $\phi^4_2$, within the variational representation of the $\phi^4_3$ via coarse-graining. Based on Chandra, Gunaratnam, Weber, arXiv:2006.15933. ------------------------------------------------ The zoom link will appear the day before on the OWPS website: https://www.owprobability.org/one-world-probability-seminar <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwww.owpro…> It can also be directly accessed through the link below: https://uniroma1.zoom.us/j/82058081391?pwd=MWZTNEpZY2I3NEtYa0tFczdTenR0QT09 <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Funiroma1.…> Meeting ID: 820 5808 1391 Passcode: 493605 Please feel free to circulate this email. We hope to see you all tomorrow! One World Probability Team -- ************************************************* Prof. Alessandra Faggionato http://www1.mat.uniroma1.it/~faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 5, Phone (0039) 06 49913252 *************************************************

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Rtd-b Genova
by Eva Riccomagno 23 Mar '21

23 Mar '21

Buonasera a Tutti è stato pubblicato l'avviso relativo all'indizione di una procedura selettiva per 1 posto da Ricercatore a tempo determinato RTD-B in SECS-S/01 presso il Dipartimento di Matematica dell’Università degli Studi di Genova. Il bando è disponibile alla pagina concorsi del sito web di Ateneo all’indirizzo https://concorsi.unige.it/home/procedure/2768 <https://concorsi.unige.it/home/procedure/2768> La scadenza per la presentazione delle domande è il 19 aprile 2021 alle ore 12:00:00. Cordiali saluti, Eva Riccomagno

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Sussex probability seminar
by Enrico Scalas 23 Mar '21

23 Mar '21

Dear Colleagues, Next Monday 29th March at 11am, we’ll have an online probability seminar with a talk given by Nicholas Simm. Title: The characteristic polynomial of a random unitary matrix: from secular coefficients to holomorphic multiplicative chaos Description: I will begin by introducing some basic questions / historical tidbits regarding eigenvalue statistics of random matrices. Then I will discuss some recent work concerning limit theorems for secular coefficients of random unitary matrices, which are the Fourier coefficients of the characteristic polynomial. This draws on ideas from Gaussian multiplicative chaos on the one hand, but also combinatorial structures such as magic squares and random permutations make an appearance. This is joint work with Joseph Najnudel (Bristol) and Elliot Paquette (McGill) , pre-print: https://arxiv.org/pdf/2011.01823.pdf. If you are interested in attending, please write to Dr Minmin Wang ( minmin.wang(a)sussex.ac.uk) for the Zoom link. Best wishes, Enrico Scalas

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10th General AMaMeF Conference - Call for Contributed Talks
by Claudio Fontana 23 Mar '21

23 Mar '21

Dear all, This is the Call for Contributed Talks at the 10th General AMaMeF Conference, held on 22-25 June 2021. The 10th edition of the meeting will be hosted by the Department of Mathematics "Tullio Levi-Civita" at the University of Padova (Italy). The program consists of 8 plenary lectures, 9 invited sessions and several contributed sessions. We welcome submissions for contributed talks in mathematical finance and its applications, including but not limited to the following topics: • Algorithmic trading • Asset pricing under market frictions • Collateralization and XVA • Credit risk and interest rate modeling • Energy and commodity markets • Equilibrium models • Financial technology • Green and sustainable finance • Insurance mathematics • Machine learning in finance • Market microstructure • Mean-field games and stochastic control • Model uncertainty and model risk • Optimal transport and robust finance • Portfolio optimization • Risk measures • Stochastic volatility modeling • Systemic risk and financial networks Each contributed talk will be allocated a 30 minutes time slot (25 min. presentation + 5 min. Q&A). Submission: you can submit title and abstract of your talk, with complete indication of names and affiliations of all authors, together with at most five key-words. It is possible (but not required) to upload the pdf file of your paper or an extended abstract. Submission webpage: https://easychair.org/conferences/?conf=amamef-2021 <https://easychair.org/conferences/?conf=amamef-2021> Deadline: Monday 3 May 2021. Acceptance notifications will be sent before 15 May 2021. Format of the conference: we plan to organize the conference in a hybrid format, with the presence of a limited number of participants in Padova. For in person participation, we will follow a first-come-first-served rule, according to the date of registration to the conference (the opening of the registration will be announced in due time). In any case, every speaker will have the possibility of presenting remotely. If the conditions do not allow a hybrid format, we will rapidly switch to a fully online format. We expect to have precise information on the format of the conference in April. Fees for a virtual conference will be significantly less than for an in-person conference. Conference website: https://events.math.unipd.it/AMAMEF2021 <https://events.math.unipd.it/AMAMEF2021> Contact: any inquiry about submissions should be emailed to amamef2021(a)math.unipd.it <mailto:amamef2021@math.unipd.it> Best regards, The organising committee, Giorgia Callegaro, Claudio Fontana, Martino Grasselli, Wolfgang J. Runggaldier, Tiziano Vargiolu

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Post-Doc position at the Weierstrass Institute
by Robert I. A. Patterson 23 Mar '21

23 Mar '21

Dear colleagues, the Weierstrass Institute in Berlin has an immediate vacancy for a post-doc in the group “Interacting Random Systems”. This is a staff position where one would have some freedom to take on responsibility and start new projects. For more details please see https://short.sg/j/9473020 <https://short.sg/j/9473020> . The deadline for applications is 02 May. Kind regards, Robert Patterson

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International Conference in Venice on COMPOUND RISK - CALL FOR PAPERS
by Monica Billio 21 Mar '21

21 Mar '21

20th INTERNATIONAL CONFERENCE CREDIT 2021 *Compound Risk: Climate, Disaster, Finance, Pandemic * Venice, Italy 23 –24 September 2021 * * *GRETA Associati* (Venice, Italy), *European Datawarehouse *(Frankfurt, Germany), *European Investment Bank* (Luxembourg), *European Investment Fund *(Luxembourg) and *Intesa Sanpaolo *(Milan, Italy) are co-sponsors of a Conference to be held in Venice on September 23-24, 2021. The Conference CREDIT 2021 will bring together academics, practitioners and PhD students working in various areas of financial and credit risk with the aim to create a unique opportunity for participants to discuss research progress and policy and industry-relevant insights as well as directions for future research. Credit 2021 is the *twentieth *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 the *Joint Research Center, European Commission* (Ispra, Italy). The theme of this year’s conference is the relation between financial risk on the one hand and pandemic, climate and disaster risk, on the other hand, with particular attention to the possible compounding of different sources of risk. The past year, 2020, has been marked by the still-ongoing COVID-19 pandemic crisis, which has shown how fragile our economic systems can be when confronted with shocks that threaten public health and the closeness of the connections between economic and financial risks and public policy. Climate change is now widely recognized as a new source of financial risk which is relevant both at the level of households and individual institutions and the systemic level. In particular, the many central banks and financial institutions that have joined the Network for Greening the Financial System (NGFS) have issued recommendations on how to integrate climate considerations into risk management strategies and practices. However, risks such as pandemics and climate change do not occur in isolation but can also compound, as has already been seen in several countries. The compounding of risk, which is currently poorly understood, increases the complexity of risk assessment and risk management, and it has implications for socio-economic development, as well as for public debt sustainability. In the EU, these aspects have major implications for efforts to increase the resilience of the economy to future shocks and to “build back better”, and requires the alignment of COVID-19 recovery policies, such as those supported by the NextGenerationEU, and the EU Green Deal and the Paris Agreement targets. The organizers of CREDIT 2021 encourage submissions on a range of topics of relevance to this year’s theme including: finance and COVID-19; finance and climate risks; finance and compound COVID-19 and climate risks. In particular, submissions are welcome in the following areas: • INVESTMENTS: Sustainable Finance, Disaster risk finance; Finance 4 good; public finance; blended finance. • POLICIES: Climate Policies, European Green New Deal; Next Generation EU; Recovery Plan. • INFORMATION: Data gaps; modelling challenges; risk transmission channels; uncertainty; complexity. The final program will include both submitted and invited papers. Acceptances received so far from invited speakers include *Vittoria Colizza *(INSERM, France), *Robert Engle *(Stern Business School, New York University) and *Roberto Rigobon* (MIT Sloan School of Management) who will deliver keynotes, respectively on finance and on epidemics. The Conference will also feature panel discussions on researchers', practitioners' and policy makers’ views of the major issues at stake. The SCIENTIFIC COMMITTEE for the Conference consists of: • * Stefano Battiston *(Ca’ Foscari University of Venice & University of Zurich, Programme Chair) • * Monica Billio *(Ca’ Foscari University of Venice & GRETA) • * Francesca Campolongo *(Joint Research Center, European Commission) • *Vittoria Colizza* (INSERM, France) • * Helmut Kraemer-Eis* (European Investment Fund) • * Jan Pieter Krahnen* (Leibniz Institute for Financial Research SAFE & Goethe University, Frankfurt) • *Irene Monasterolo *(Vienna University of Economics and Business) • *Steven Ongena* (University of Zurich, Swiss Finance Institute, KU Leuven & CEPR) • *Roberto Rigobon* (MIT Sloan School of Management) • *Stephen Schaefer* (London Business School) CALL FOR PAPERS Those wishing to present a paper at the Conference should submit by *May 31, 2021 *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, 2021*. The final version of accepted papers must be received by August 31, 2021. Please send papers to: GRETA Associati, San Polo, 2605 - 30125 Venice, ITALY Phone : +39 041 5238178 - e-mail: credit(a)greta.it <mailto:credit@greta.it> More detailed information available on the Conference website: https://www.greta.it/index.php/it/credit-2021 <https://www.greta.it/index.php/it/credit-2021>

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Post-doc position in Luxembourg
by Giovanni Peccati 20 Mar '21

20 Mar '21

Dear Colleagues, here is the announcement for a post-doc position (2Y) in mathematics at the University of Luxembourg: http://emea3.mrted.ly/2nwqp Please, do not hesitate to forward the announcement to potentially interested candidates. Best regards, Giovanni Peccati -- Prof. Giovanni Peccati ------------------------------------------ Head of the Department of Mathematics Faculty of Science, Technology and Medicine ------------------------------------------ University of Luxembourg ----------------------------------------- homepage: http://sites.google.com/site/giovannipeccati/Home E-mail: giovanni.peccati(a)gmail.com

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bando RTD-B in SECS-S/01, Statistica, Univ. Verona, scadenza 22/3
by Cecilia Mancini 19 Mar '21

19 Mar '21

Segnalo un bando per un posto da RTD-B in SECS-S/01, Statistica, presso l'Università di Verona, Dipartimento di Scienze Economiche. Scadenza lunedì 22 ore 20. Il bando si trova all'indirizzo https://www.univr.it/it/concorsi/personale-docente/ricercatore/ricercatore-… Saluti Cecilia Mancini

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bando rtd-b in Fisica Matematica all'Aquila
by davide gabrielli 19 Mar '21

19 Mar '21

Segnalo un bando per un posto da rtd-b in Fisica Matematica presso l'Università dell'Aquila. Scadenza 15-04-2021. Il bando si trova all'indirizzo https://www.univaq.it/section.php?id=1532 Si prega di darne la massima diffusione cordiali saluti Davide Gabrielli

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Università di Verona: concorso RTDB in Statistica...
by Marco Minozzo 19 Mar '21

19 Mar '21

Carissime e carissimi, nella Gazzetta Ufficiale - IV Serie Speciale n. 14 del 19/02/2021 è stato pubblicato l'avviso relativo all'indizione di una procedura selettiva per 1 posto da Ricercatore a tempo determinato RTDB in SECS-S/01 Statistica (Cod. 2021rtdb034) presso il Dipartimento di Scienze Economiche dell'Università degli Studi di Verona. Il bando è disponibili all'Albo ufficiale e alla pagina concorsi del sito web di Ateneo all'indirizzo: https://www.univr.it/it/concorsi/personale-docente/ricercatore/ricercatore-… La scadenza per la presentazione delle domande è il 22 marzo 2021 alle ore 20.00. Un caro saluto, Marco Minozzo ------------------------------------------------------------------- Prof. Marco Minozzo, PhD Presidente Laurea in Economia e Commercio Dipartimento di Scienze Economiche Università degli Studi di Verona Via Cantarane 24 37129 Verona (Italy) Tel: +39045 8028234 Fax: +39045 8028177 E-mail: marco.minozzo(a)univr.it<mailto:marco.minozzo@univr.it> -------------------------------------------------------------------

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LTI@Unito Webinars: March 1, Massimiliano Caporin | March 2, Roberto Renò
by Luca Regis 18 Mar '21

18 Mar '21

Dear colleagues, || |LTI@UniTO (www.carloalberto.org/lti <www.carloalberto.org/lti>) and Fondazione Collegio Carlo Alberto are pleased to invite you to the following webinars in Mathematical Finance: | | *March 1, 2021 | 17:00-18:00* *“Do jumps matter in Realized Volatility modeling and forecasting? Empirical evidence and a new model”* *Massimiliano Caporin, University of Padova* *Abstract*: Building on an extensive empirical analysis I investigate the relevance of jumps and signed variations in predicting Realized Volatility. I show that properly accounting for intra-day volatility patterns and staleness sensibly reduces the identified jumps. Realized Variance decompositions based on intra-day return size and sign improve the in-sample fit of the models commonly adopted in empirical studies. I also introduce a novel specification based on a more informative decomposition of Realized Volatility, which offers improvements over standard models. From a forecasting perspective, the empirical evidence I report shows that most models, irrespective of their flexibility, are statistically equivalent in many cases. This result is confirmed with different samples, liquidity levels, forecast horizons and possible transformations of the dependent and explanatory variables. *Zoom Link: https://us02web.zoom.us/j/82672618584?pwd=VWdNeWhEc1pyVjJCQ3pucEhtb1BxUT09 <https://us02web.zoom.us/j/82672618584?pwd=VWdNeWhEc1pyVjJCQ3pucEhtb1BxUT09>* Meeting ID: 826 7261 8584 Passcode: 599584 ------ *March 2, 2021 | 12:00-13:15 * *“V-shapes”* *Roberto Renò, University of Verona* *Abstract*: An insidious form of market inefficiency, by which prices lose their informativeness and wealth is distributed arbitrarily, translates into V-shapes, that is sudden changes of the sign of the price drift. We use this insight to develop a new tool for the detection of reverting drift, the V-statistic. We apply this tool to (i) quantify the extent of this kind of market inefficiency in the U.S. stock market during the Covid-19 pandemic; and (ii) show the harmful consequences of V-shapes on financial stability by estimating the huge loss suffered by Italian taxpayers (0.45B euros) in May 2018, when a transient crash hit the secondary bond market during a Treasury auction. /Joint with Maria Flora./ *Zoom link https://us02web.zoom.us/j/82590058916?pwd=VEowc2NUcm5rNmtFdWQ0MlMxUEVLQT09 <https://us02web.zoom.us/j/82590058916?pwd=VEowc2NUcm5rNmtFdWQ0MlMxUEVLQT09>* Meeting ID: 825 9005 8916 Passcode: 055411 We look forward to your participation! | -- Luca Regis Associate Professor Department of Economics and Statistics (ESOMAS) University of Torino sites.google.com/view/lucaregis Office: +39 011 670 6065 www.carloalberto.org/lti ||

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Ricercatore a Tempo Determinato - Università della Basilicata
by Marco Isopi 18 Mar '21

18 Mar '21

È stato pubblicato il bando per un posto da Ricercatore a Tempo Determinato (tipo B) presso l'Università della Basilicata: http://service.unibas.it/albo/files/000695488-UNPZCLE-06163f19-bc48-438e-a2…

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Concorso RTDB 13/D1 Sapienza Università di Roma
by Brunero Liseo 18 Mar '21

18 Mar '21

Con eventuali scuse per ricezioni multiple Brunero Liseo Si comunica che sul Portale Trasparenza Amministrativa, è stato pubblicato il bando relativo alla seguente procedura selettiva: N. 1 POSTO DI RICERCATORE A TEMPO DETERMINATO TIPOLOGIA B - SC 13/D1 SECS-S/01 - DIP. DI METODI E MODELLI PER L'ECONOMIA, IL TERRITORIO E LA FINANZA (MEMOTEF) - FACOLTÀ DI ECONOMIA Il bando è pubblicato al seguente link: https://web.uniroma1.it/trasparenza/bando/174720_2021rtdb002 Si evidenziano di seguito gli elementi del bando: Codice bando: 2021RTDB002 Data scadenza del bando: 15/04/2021 Pubblicazione G.U. n. 21 del 16.03.2021 -- ============================================ Brunero Liseo *Dip. di metodi e modelli per il territorio, l'economia e la finanza * *Sapienza Università di Roma* *Viale Castro Laurenziano, 9 Roma I-00161 *Tel. +39 06 49766973 Fax +39 06 4957606 *https://sites.google.com/a/uniroma1.it/brulis/home <https://sites.google.com/a/uniroma1.it/brulis/home>* ============================================ -- ________________________________________________________ Le informazioni contenute in questo messaggio di posta elettronica sono strettamente riservate e indirizzate esclusivamente al destinatario. Si prega di non leggere, fare copia, inoltrare a terzi o conservare tale messaggio se non si è il legittimo destinatario dello stesso. Qualora tale messaggio sia stato ricevuto per errore, si prega di restituirlo al mittente e di cancellarlo permanentemente dal proprio computer. The information contained in this e mail message is strictly confidential and intended for the use of the addressee only. If you are not the intended recipient, please do not read, copy, forward or store it on your computer. If you have received the message in error, please forward it back to the sender and delete it permanently from your computer system.

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Fwd: 6 PhD Positions in Stochastics and Algorithmics
by Francesca Romana Nardi 18 Mar '21

18 Mar '21

Carissime e carissimi, Ricevo e inoltro. Se ci fossero interessati possono contattare direttamente Vlasiou, Maria <m.vlasiou(a)tue.nl> Cari saluti Francesca Romana Nardi ---------- Forwarded message --------- Da: Vlasiou, Maria <m.vlasiou(a)tue.nl> Date: mer 17 mar 2021 alle ore 17:16 Subject: 6 PhD Positions in Stochastics and Algorithmics To: Francesca Romana Nardi (Francescaromana.nardi(a)unifi.it) < Francescaromana.nardi(a)unifi.it> Hi Francesca, Marko has an open position where he *has* to recruit a foreigner and has a deadline for applications 31 March. Can you please forward the announcement to any student you know who may be about to finish their MSc and is interested in stochastics? The student can start in Sept / Oct, after they finish, but the application deadline is *31 March.* https://www.thenetworkcenter.nl/Open-Positions/openposition/29/6-PhD-Positi… https://www.thenetworkcenter.nl/uploaded_files/inlineitem/221Spring_Network… (The first project in Appendix A) Cheers, Maria -- Prof. dr. Maria Vlasiou University of Twente Eindhoven University of Technology President EWM-NL <http://www.ewmnetherlands.nl/> office: +31 40 247 5185 www.win.tue.nl/~mvlasiou

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Padova Online Seminar by Luisa Andreis (Università di Firenze) [Friday, Mar. 26 at 14.30]
by alessandra bianchi 18 Mar '21

18 Mar '21

Dear Colleagues, We would like to invite you to the following Probability seminar that will take place on March 26 at 14.30 by the zoom platform. ________________________________________________________ Speaker: Luisa Andreis (Università di Firenze) Title: Phase transitions in sparse random graphs and coagulation processes 26 MARCH (Friday) - 14:30 zoom link: TBA available on the webpage https://www.math.unipd.it/~bianchi/seminari/ ) Abstract: Sparse inhomogeneous random graphs are a natural generalization of the well-known Erdos Rényi random graph, where vertices are characterized by a type and edges are independent but distributed according to the type of the vertices that they are connecting. These graphs undergo a phase transition in terms of the emergence of a giant component exactly as the classical Erdos Rényi model. In this talk we will present an alternative approach, via large deviations, to prove this phase transition. This allows a comparison with the gelation phase transition that characterizes coagulation processes and the phase transition of condensation type emerging in several systems of interacting components. This is an ongoing joint work with Wolfgang Koenig (WIAS and TU Berlin), Robert Patterson (WIAS) and Heide Langhammer (TU Berlin). -- 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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Fwd: [owps] One World Probability Seminar Thursday March 18, 2021
by Faggionato, Alessandra 17 Mar '21

17 Mar '21

Buongiorno inoltro l'annuncio del OWPS di domani, che sarà focalizzato sul metodo di Stein (anche con applicazioni alla statistica). Saluti Alessandra ---------- Forwarded message --------- Da: One World Probability <ow.probability(a)gmail.com> Date: mer 17 mar 2021 alle ore 12:06 Subject: [owps] One World Probability Seminar Thursday March 18, 2021 To: <owps(a)lists.bath.ac.uk> Tomorrow's speakers in the One World Probability Seminar are (Note: all times are in UTC. *Due to time changes, you should check what that translates to in your location*) ------------------------------------------------ (14:00-15:00 UTC) Speaker: Yvik Swan (Université Libre de Bruxelles) Title: Stein’s density approach Abstract: Stein’s method is a collection of tools allowing to obtain explicit (non-asymptotic) bounds on discrepancies between probability distributions. The heart of the method is a so-called “Stein operator”, and it is the objective of this talk to present the basic theory behind these operators, and also cover some applications of the theory. After presenting the general theory (with a focus on Stein’s so-called density approach), we will give details on the 1-dimensional case, hereby connecting with classical topics such as Covariance and Poincaré inequalities. The material covered in the talk is closely related to work with Marie Ernst, Christophe Ley, Guillaume Mijoule and Gesine Reinert. (15:00-16:00 UTC) Speaker: Gesine Reinert (University of Oxford) Title: Stein’s method for multivariate continuous distributions and some statistical applications Abstract: Stein’s method can be viewed as employing an operator which action characterises a distribution uniquely, relating this operator to test functions through a Stein equation, and comparing distributions by taking expectations of this Stein equation. Using the density approach for Stein’s method, this talk will present a general framework for Stein’s method for multivariate continuous distributions. For any given nontrivial distribution this approach leads to an infinite collection of Stein characterisations which can be used to assess distributional distances. We shall apply this framework to compare posterior distributions which arise from the same model but using different priors. Using the notion of a weak Stein equation, bounds on distributional distances based on Lipschitz test functions are obtained if the distribution admits a Poincare’ constant. This result will be used to compare copulas. Finally, using the notion of a Stein kernel, we shall extend Stein’s shrinkage results and Stein’s Unbiased Risk Estimate (SURE) to non-Gaussian distributions. This talk is based on joint work with Max Fathi, Larry Goldstein, Adrien Saumard, and of course Yvik Swan. ------------------------------------------------ The zoom link will appear the day before on the OWPS website: https://www.owprobability.org/one-world-probability-seminar <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwww.owpro…> It can also be directly accessed through the link below: https://uniroma1.zoom.us/j/81951703647?pwd=QUR4M0QraDFTZG5qY0VvVmVoS0pnZz09 <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Funiroma1.…> Meeting ID: 819 5170 3647 Passcode: 614352 Please feel free to circulate this email. We hope to see you all tomorrow! One World Probability Team -- ************************************************* Prof. Alessandra Faggionato http://www1.mat.uniroma1.it/~faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 5, Phone (0039) 06 49913252 *************************************************

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Seminario di Franco Flandoli e Umberto Pappalettera in Bicocca
by Gianmario Tessitore - UNIMIB 16 Mar '21

16 Mar '21

Ho il piacere di annunciare il seguente seminario, da remoto, di Franco Flandoli e Umberto Pappalettera (Scuola Normale Superiore): Titolo " *Stochastic model reduction and stochastic equations with transport noise*" * Lunedì 22 Marzo 2021 ore 17:30* il seminario avrà la durata di un’ora circa e i due relatori si alterneranno. Seguono il riassunto e il link Zoom. Tutti gli interessati sono invitati a partecipare. Gianmario Tessitore %%%%%%%%%%%%%%%%%%%%%%%%%%%% Abstract. The first part of the talk will illustrate the potential role of stochastic model reduction in the understanding of transport noise in fluid dynamic models. In the second part, some rigorous results will be outlined. Entra nella riunione in Zoom https://us02web.zoom.us/j/83074836346?pwd=ajZaL0JJc1VnR3BUNEdzclg1KzM2QT09 ID riunione: 830 7483 6346 Passcode: 778958 %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% -- Gianmario Tessitore Dipartimento di Matematica e Applicazioni Università degli Studi di Milano-Bicocca

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Pisa Online Seminars - Michela Ottobre and Andrea Agazzi (Tuesday, Mar. 23 at 16:00 and 17:00)
by Giacomo Filippo Di Gesu 16 Mar '21

16 Mar '21

Dear colleagues, I would like to invite you to the following online seminar organized by the Probability group of the University of Pisa. The two talks will be accessible under the link Click here to join the meeting<https://teams.microsoft.com/l/meetup-join/19%3A17115d7f6ef44c5e91974362906c…> Best regards, Giacomo Tuesday, March 23, 16:00 Speaker: Michela Ottobre (Heriot-Watt University Edinburgh) Title: Uniform in time approximations of stochastic dynamics Abstract: Complicated models, for which a detailed analysis is too far out of reach, are routinely approximated via a variety of procedures; this is the case when we use multiscale methods, when we take many particle limits and obtained a simplified, coarse-grained dynamics, or, simply, when we use numerical methods. While approximating, we make an error which is small over small time-intervals but it typically compounds over longer time-horizons. Hence, in general, the approximation error grows in time so that the results of our ``predictions" are less reliable when we look at longer time-hormizons. However this is not necessarily the case and one may be able to find dynamics and corresponding approximation procedures for which the error remains bounded, uniformly in time. We will discuss a very general approach to understand when this is possible. I will show how the approach we take is very broad and show how it can be used for all of the approximation procedures mentioned above. This is based on a series of joint works with a number of people: L. Angeli, J. Barre', D. Crisan, P. Dobson, I. Souttar and E. Zatorska. Tuesday, March 23, 17:00 Speaker: Andrea Agazzi (Duke University) Title: Large deviations for stochastic models of chemical reaction networks Abstract: At the microscopic level, the dynamics of arbitrary networks of chemical reactions can be modeled as jump Markov processes whose sample paths converge, in the limit of large number of molecules, to the solutions of a set of algebraic ordinary differential equations. Fluctuations around these asymptotic trajectories and the corresponding phase transitions can in principle be studied through large deviations theory in path space, also called Wentzell-Freidlin (W-F) theory. However, the specific form of the jump rates for this family of processes does not satisfy the standard regularity assumptions imposed by such theory. This talk discusses how such conditions can be relaxed. In this talk, I will discuss sufficient stability and nondegeneracy conditions on the given family of Markov jump processes to obtain the desired large deviations estimates, and show how some of these conditions can be translated into structural ones, facilitating their verification for large chemical networks. ************************ Giacomo Di Gesù Dipartimento di Matematica Università di Pisa Largo Bruno Pontecorvo 5 56127 - Pisa, Italy giacomo.digesu(a)unipi.it<mailto:giacomo.digesu@unipi.it> https://sites.google.com/site/giacomodigesu/

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Seminar announcement Thursday 25 - Reciprocity in a Preferential Attachment Network (prof. Tiandong Wang)
by Gianmarco Bet 16 Mar '21

16 Mar '21

Dear colleagues, On March Thursday 25 at 16:00, prof. Tiandong Wang (Texas A&M) will give a virtual seminar “in Florence”, to which you are all invited. You can find title and abstract below. Title: Reciprocity in a Preferential Attachment Network Abstract: Empirical studies show that online social networks have not only in- and out-degree distributions with Pareto-like tails, but also a high proportion of reciprocal edges. A classical directed preferential attachment (PA) model generates in- and out-degree distribution with power-law tails, but theoretical properties of the reciprocity feature in this model have not yet been studied. We derive the asymptotic results on the number of reciprocal edges between two fixed nodes, as well as the proportion of reciprocal edges in the entire PA network. We see that with certain choices of parameters, the proportion of reciprocal edges in a directed PA network is close to 0, which differs from the empirical observation. This points out one potential problem of fitting a classical PA model to a given network dataset with high reciprocity, and indicates alternative models need to be considered. The seminar will be on Zoom. You can find the information to join below. Topic: Tiandong Wang - Reciprocity in a Preferential Attachment Network Time: Mar 25, 2021 04:00 PM Rome https://us02web.zoom.us/j/82762436142?pwd=MW45SWN6NTBqV0VWbVJWREhESmtaZz09 Meeting ID: 827 6243 6142 Passcode: 897951 If you know of someone who might be interested and is not subscribed to the random mailing list, please do not hesitate to forward this announcement to them. Kind regards, Gianmarco ---------------------------------------------------------------------- Gianmarco Bet (he/him) Junior researcher https://gianmarco.bet Phone: (+39) 055 2751491 Department of Mathematics and Informatics "U. Dini" University of Florence Viale Morgagni, 65 50134 Firenze, Italy Office 64 ----------------------------------------------------------------------

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2 posizioni PhD aperte nell'ambito del progetto europeo ITN ETN TraDE-OPT
by villa silvia 15 Mar '21

15 Mar '21

Cari colleghi, vorrei pubblicizzare due posizioni di dottorato aperte presso l’Universita’ di Graz e presso l’Università di Louvain nell’ambito del progetto europeo TraDE-OPT <https://trade-opt-itn.eu/> . Di seguito la call piu’ precisa. Cari saluti Silvia Villa ________________________________________ 2 PHD positions to work broadly on large scale optimization for machine learning, supported by an ITN ETN project (https://trade-opt-itn.eu <https://trade-opt-itn.eu/>). The projects will aim at developing theoretical and algorithmic ideas that can explain the success of current systems as well as suggest the development of novel practical and efficient solutions. Candidates must have strong mathematical and computational skills. While the emphasis is on methodological and computational aspects, the candidates will have the opportunity to work in close collaborations on a number of applications, in connections with the industrial partners of the project. The research activities will be carried out at the University of Graz, under the supervision of Prof. Bredies, for one project and at the University Catholique de Louvain under the supervision of Prof. Glineur, for the other project. Applicants need to write an email to: malga(a)unige.it <mailto:malga@unige.it> specifying to which positions they are interested within the ***end of March***. Eligibility criteria • Candidates must – at the date of recruitment – have obtained the MSc degree entitling you to embark on a doctorate • Candidates must – at the date of recruitment – be within the first four years (full-time equivalent research experience) of your research career and not have a doctoral degree • Mobility rule: candidates must not have resided or carried out your main activity (work, studies, etc.) in the country of the host organisation you are applying (i.e. Italy) for more than 12 months in the 3 years immediately prior to the recruitment date. Compulsory national service and/or short stays such as holidays are not taken into account. Please make sure you comply with the eligibility criteria before applying. You need to be able to provide documentation proving your eligibility for recruitment. You can read the full description of eligibility criteria in the Information Note for ITN Fellows. ____________________________________________ See also: https://euraxess.ec.europa.eu/jobs/61117 <https://euraxess.ec.europa.eu/jobs/516136>

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avviso seminario lunedì 15 - Multiscale Approximations In Stochastic Biochemical Networks
by Enrico Bibbona 14 Mar '21

14 Mar '21

Gentilissimi, con la presente si comunica che lunedì 15 marzo, ore 16:30, la Prof.ssa Hye-Won Kang (University of Maryland Baltimore County) presenterà un seminario dal titolo: “Multiscale Approximations In Stochastic Biochemical Networks” Questo evento è parte del "Progetto di eccellenza", DISMA - Politecnico di Torino. Maggiori informazioni reperibili nella locandina allegata e sul sito: www.polito.it/disma-excellence/ Il seminario si terrà in forma telematica, tramite la piattaforma Zoom. Per collegarsi, è necessario utilizzare il seguente link https://polito-it.zoom.us/j/97383163671?pwd=T2pDZ2tpa0xTU3dOL1AyV3R3TEZuZz09 ID riunione: 973 8316 3671 Passcode: 343972 Accedendo al seminario, si prega di tenere microfono e videocamera disattivati. Per porre domande al termine del seminario, si prega di utilizzare la chat per chiedere la parola. Cordiali saluti - - - - - - - - - - - - - - - - - - - - - - - - - - - - Dear colleagues, it is our pleasure to invite you to the seminar “Multiscale Approximations In Stochastic Biochemical Networks” by prof. Hye-Won Kang (University of Maryland Baltimore County). The seminar will be held on Monday, March 15, at 16:30. This event is part of "Progetto di eccellenza", DISMA - Politecnico di Torino. Further information available on the attached flyer and www.polito.it/disma-excellence/ The seminar will be an online event on Zoom platform. To connect, please follow this link https://polito-it.zoom.us/j/97383163671?pwd=T2pDZ2tpa0xTU3dOL1AyV3R3TEZuZz09 ID riunione: 973 8316 3671 Passcode: 343972 By connecting to the seminar, please switch both microphone and webcam off. The question time will be at the end of the talk. Please, use the chat to ask for the floor. Best regards, DISMA Politecnico di Torino Dipartimento di eccellenza 2018-2022 Enrico Bibbona Associate Professor of Statistics Probability, Statistics and Optimization group Department of Mathematical Sciences "G. L Lagrange" Politecnico di Torino

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Fwd: Portuguese mathematical society meeting - 12-16 july 2021
by Faggionato, Alessandra 14 Mar '21

14 Mar '21

Ricevo e con piacere inoltro. Saluti Alessandra ---------- Forwarded message --------- Da: Patricia Gonçalves <pgoncalves(a)tecnico.ulisboa.pt> Date: dom 14 mar 2021 alle ore 17:32 Subject: Portuguese mathematical society meeting - 12-16 july 2021 To: Patrícia Gonçalves <patricia.goncalves(a)math.tecnico.ulisboa.pt> Dear Colleagues, the Portuguese Mathematical Society is organizing the ENSPM2021 on 12-16 July 2021 enspm2021.spmatematica.online The list of plenary speakers includes 4 Fields Medallists and several ICM invited speakers, along with recipients of many other distinctions such as the EMS Prize, Euler Medal, Fermat, Fulkerson, Henri Poincaré, Loève and Paul Doistau–Émile Blutet, Philip Leverhulme Prizes, MacArthur Fellows, CNRS Silver Medal, NSF Career, TWAS Prize, Whitehead Jr&Sr, and certainly many more awards in the future! The meeting has 9 slots for parallel sessions, two hours each, where many other outstanding mathematicians will have the opportunity to share and discuss ideas. We hope this meeting will help important ideas to flourish, inspire and spread. We would be very grateful if you could help this message reach anyone who may be interested. All are invited to join and/or to propose extra parallel sessions. On behalf of the organizers, João Araújo Mário Bessa Patrícia Gonçalves Luís Merca Patrícia Gonçalves Mathematics Department Instituto Superior Técnico University of Lisbon Portugal -- ************************************************* Prof. Alessandra Faggionato http://www1.mat.uniroma1.it/~faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 5, Phone (0039) 06 49913252 *************************************************

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RTD-B MAT/06 - Università della Basilicata
by Antonio DI CRESCENZO 13 Mar '21

13 Mar '21

Si rende noto che nella G.U. – IV Serie Speciale – “Concorsi ed Esami” n. 20 del 12/03/2021 (con scadenza alle ore 18.00 del 27/03/2021) sarà bandito un concorso da Ricercatore a tempo determinato *RTD-B* presso l'*Università della Basilicata* (Dipartimento di Matematica, Informatica ed Economia, sede: Potenza) nel SSD *MAT/06 (Probabilità e Statistica Matematica)*. Per informazioni è possibile contattare il coordinatore del CdS in Matematica, Alberto Cialdea (alberto.cialdea(a)unibas.it).

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Online seminar on "Machine Learning in Finance"
by Sara Svaluto-Ferro 12 Mar '21

12 Mar '21

We are pleased to announce a world online seminar on "Machine Learning in Finance" which will start on March 30th. The seminar will be held on a bi-weekly basis via Zoom at 7PM CET/10AM PST/1PM EST. Every two weeks, we will invite a speaker to cover a topic at the interface of machine learning and finance. Our opening speaker is Manuela Veloso from JP Morgan AI Research and CMU. More detailed information, in particular on the subsequent speakers can be found on our webpage https://sites.google.com/view/mlfinance/home <https://sites.google.com/view/mlfinance/home>. We also have a mailing list which can be subscribed through https://docs.google.com/forms/d/e/1FAIpQLSc--nB0dPRxLv_1qEMdjbrFdivaEHrzFSr… <https://docs.google.com/forms/d/e/1FAIpQLSc--nB0dPRxLv_1qEMdjbrFdivaEHrzFSr…>. The seminar announcements and the Zoom links will be sent via this mailing list, but you can also register for the zoom link on our webpage. Please bring the announcement to the attention of other researchers who may be interested. We are looking forward to seeing you at the seminar. Best regards, The organizers Christa Cuchiero, Ruimeng Hu, Sara Svaluto-Ferro, Renyuan Xu

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Webinar in Statistics ANDREA OTTOLINI - 19/3, ore 17
by Pierpaolo De Blasi 12 Mar '21

12 Mar '21

WEBINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO <https://www.carloalberto.org/events/category/seminars/seminars-in-statistic…> Venerdi 19 Marzo 2021, alle ore 17:00, si terrà il seguente webinar: ------------------------------------------------ Speaker: *Andrea Ottolini (*Standford University, USA) Title: *Gibbs sampling in the analysis of priors for almost exchangeable data* Zoom link: https://us02web.zoom.us/j/83130864007?pwd=Z2dGbHVsWHJMMG9iaTJFb2VMcExqQT09 Meeting ID: 831 3086 4007 Passcode: 222589 Abstract: Consider a population of N individuals divided into d subgroups (e.g., d=4 and people are divided by sex and smoking habits). A sequence of 0-1 valued experiments on the population with outcomes X_1,..., X_n is called partially exchangeable if the only relevant information in the data is the number of 1's in each category. de Finetti's representation result guarantees that the distribution of the X's (for n<<N) is in bijection with measures pi^{(n)} on [0,1]^d. Natural problems -- such as understanding which of the subdivisions are truly meaningful and what is the effect of our initial belief pi^{(0)} -- can be addressed if one knows how to sample efficiently from these measures. In the absence of further information about the experiments, de Finetti suggests starting with a class of priors pi^{(0)}_{C,A} indexed by a d-dimensional network (measuring the relative differences among categories) and a positive parameter A (measuring the belief in complete exchangeability). in this talk I will analyze the performance of Gibbs sampling in approximating these measures in the almost exchangeable regime (A>>1). It will be shown that A^2 steps are necessary and sufficient to mix in a certain Wasserstein distance, with constants depending on few spectral parameters of the network C. This is based on joint work with Gerencsér. ------------------------------------------------ Il webinar è organizzato dalla "de Castro" Statistics Initiative www.carloalberto.org/stats in collaborazione con il Collegio Carlo Alberto e rientra nel Complex Data Modeling Research Network midas.mat.uc.cl/network Cordiali saluti, Pierpaolo De Blasi --- University of Torino & Collegio Carlo Alberto carloalberto.org/pdeblasi <https://sites.google.com/a/carloalberto.org/pdeblasi/>

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Fwd: Pubblicazione bando RTDb SSD MAT/06
by Lucia Caramellino 12 Mar '21

12 Mar '21

Ricevo ed inoltro. Buona giornata, Lucia +++++++++++++++++++++++++++++++++ Lucia Caramellino Dipartimento di Matematica Università di Roma “Tor Vergata” Web: http://www.mat.uniroma2.it/~caramell > Inizio messaggio inoltrato: > > Da: Filippo Bracci <fbracci(a)mat.uniroma2.it> > Oggetto: Pubblicazione bando RTDb Piano straordinario SSD MAT/06 Rif 1644 > Data: 3 marzo 2021 13:49:19 CET > A: Docenti <docenti(a)mat.uniroma2.it> > > Carissimi, > > è uscito il bando rtdB MAT/06 (con profilo per analisi dati): > > http://web.uniroma2.it/module/name/Content/newlang/italiano/action/showpage… <http://web.uniroma2.it/module/name/Content/newlang/italiano/action/showpage…> > > Scadenza: 01/04/2021 > > Vi prego di darne pubblicità > > grazie > > a presto > > Filippo > -- > ************************ > Prof. Filippo Bracci > Dipartimento di Matematica > Universita' di Roma "Tor Vergata" > Via della Ricerca Scientifica 1 > 00133 Roma - ITALIA > Tel: (+39-)06-7259 4643/4105 > Fax: (+39-)06-7259 4699 > E-mail: fbracci(a)mat.uniroma2.it <mailto:fbracci@mat.uniroma2.it> > Web-page: www.mat.uniroma2.it/~fbracci <http://www.mat.uniroma2.it/~fbracci> > >

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Seminar announcement
by Marco Scarsini 12 Mar '21

12 Mar '21

*Thursday, 18 March, 17:00 CET* *Simina Brânzei**, *Purdue University Searching, Sorting and Cake Cutting in Rounds <http://mailsender.luiss.it/lists/lt.php?id=cRpQAQMFSAUEAQZOVgFdBQs> Discussants: Alexandros Hollender and Argyrios Deligkas The paper can be found here <https://arxiv.org/abs/2012.00738>. This is the link to the Virtual Room <https://luiss.webex.com/webappng/sites/luiss/meeting/download/1e89e3ce671e4…> The schedule of the upcoming seminars can be found here <https://economiaefinanza.luiss.it/en/seminari/seminari-2021>. If you want to receive announcements of future seminars, please fill out this form <https://docs.google.com/forms/d/e/1FAIpQLSeDxM-M5ogG43elgjC-lNCp0BDhISiZHG0…> . ******************************************************* Marco Scarsini Dipartimento di Economia e Finanza Luiss Viale Romania 32 00197 Roma, ITALY URL: http://docenti.luiss.it/scarsini/

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Corso online del prof. Zegarlinski su "Coercive Inequalities"
by Federico Girotti 12 Mar '21

12 Mar '21

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Posto da Ricercatore di tipo B a Udine (fwd)
by Tiziano Vargiolu 10 Mar '21

10 Mar '21

---------- Forwarded message ---------- Date: Wed, 10 Mar 2021 16:37:26 +0100 From: Marcellino Gaudenzi <marcellino.gaudenzi(a)uniud.it> To: vargiolu(a)math.unipd.it Subject: Posto da Ricercatore di tipo B a Udine Caro Tiziano, ti chiedo gentilmente di rendere noto che l'Universit? di Udine ha bandito un posto da ricercatore di tipo B per il settore concorsuale 13/D4 Metodi matematici dell'economia e delle scienze attuariali e finanziarie, presso il Dipartimento di Scienze Economiche e Statistiche. Il bando ? reperibile all'indirizzo: https://www.uniud.it/it/ateneo-uniud/concorsi-bandi-uniud/concorsi/bandi-do… Grazie. Cari saluti Marcellino ________________________ Marcellino Gaudenzi Professore di Metodi matematici dell'economia e delle scienze attuariali e f inanziarie Universit? di Udine Dipartimento di Scienze Economiche e Statistiche Via Tomadini 30/A - 33100 Udine, Italy

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Announcement: Online conference Stochastic Processes and their Friends, the 18th and 19th of March 2021 (fwd)
by Tiziano Vargiolu 10 Mar '21

10 Mar '21

---------- Forwarded message ---------- Date: Tue, 9 Mar 2021 20:11:48 +0000 (UTC) From: Miryana Grigorova <miryana_grigorova(a)yahoo.fr> To: Tiziano Vargiolu <vargiolu(a)math.unipd.it> Subject: Announcement: Online conference Stochastic Processes and their Friends, the 18th and 19th of March 2021 ---------------------------------------------------------------------------- Dear colleagues and friends, It is with the greatest of pleasure that we invite you to take part in the online conference Stochastic Processes and their Friends. This first edition of the conference celebrates the scientific career of Prof. Alexander Yu. Veretennikov. The event will take place online via Zoom in the afternoons of the 18th and 19th of March. More information can be found at https://www.miryanagrigorova.com/stochastic-processes-and-their-frie Please to register by following this link https://www.eventbrite.co.uk/e/special-online-event-stochastic-processes-an… Registration is free but required for organisational purposes. We are looking forward to seeing you next week! On behalf of the organising committee, Yours sincerely, Miryana

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Fwd: [owps] One World Probability Seminar Thursday March 11, 2021
by Faggionato, Alessandra 10 Mar '21

10 Mar '21

Buongiorno inoltro l'annuncio per il OWPS di domani, che sarà relazionato alla biologia. Saluti Alessandra ---------- Forwarded message --------- Da: One World Probability <ow.probability(a)gmail.com> Date: mer 10 mar 2021 alle ore 09:32 Subject: [owps] One World Probability Seminar Thursday March 11, 2021 To: <owps(a)lists.bath.ac.uk> Tomorrow's speakers in the One World Probability Seminar are (Note: all times are in UTC. *Due to time changes, you should check what that translates to in your location*) ------------------------------------------------ (14:00-15:00 UTC) Speaker: Viet Chi Tran (Université Gustave Eiffel) Title: Limit Theorems for Historical Particle Systems Abstract: To describe the evolving phylogenies of a birth and death process with trait structure and ecological interactions, we build a historical process inspired by works by Dawson and Perkins (1991 and 1995): it is a càdlàg process whose value at time t is a measure on lineages stopped at this time, i.e. paths describing the trait ancestries of the individuals living at time t. The dynamics may depend on past traits and allows interactions between individuals through their lineages. We establish the convergence of the individual-based birth-death process to a nonlinear historical superprocess, under the assumptions of large populations, small individuals and allometric demographies. The limit is described here by a macroscopic martingale problem. Because of the interactions, the branching property fails and we use fine couplings between our population and independent branching particles. This is a joint work with Sylvie Méléard. (15:00-16:00 UTC) Speaker: Sylvie Méléard (École Polytechnique, Paris) Title: Historical Processes and Dynamics of Phylogenies in a Population with Climate Change Abstract: We investigate in a simple model how the phylogenies of living individuals are shaped by the adaptation to a varying environment. In this model, the individuals are characterised by one-dimensional real traits (or positions). The stochastic individual-based birth-death process depends on a time-changing growth rate that shifts the optimal trait to the right and depends on a nonlinear logistic competition term. The macroscopic behaviour is described by a PDE that admits a unique positive stationary solution. We are interested here in the ancestral lineages of the living individuals in the stationary regime. The dynamic of these lineages is modelled by a historical process, approximatively close to a similar one with non-linearity frozen to its stationary value. We then use a many-to-one identity together with Feynman-Kac's formula and fine stochastic calculus to completely describe the limiting distribution, in large populations, of the path of an individual drawn at random at a given time. This path, in reversed time, is approximated by a simple Ornstein-Uhlenbeck. It shows how the lagged bulk of the present population stems from ancestors once optimal in trait but still in the tail of the trait distribution in which they lived. This talk is based on a joint work with Vincent Calvez, Benoit Henry and Viet Chi Tran. ------------------------------------------------ The zoom link will appear the day before on the OWPS website: https://www.owprobability.org/one-world-probability-seminar <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwww.owpro…> It can also be directly accessed through the link below: https://uniroma1.zoom.us/j/86028841260?pwd=bUxyVUYzSjY5dDR4d3krb2lDTHZDQT09 <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Funiroma1.…> Meeting-ID: 860 2884 1260 Passcode: 868252 Please feel free to circulate this email. We hope to see you all tomorrow! One World Probability Team -- ************************************************* Prof. Alessandra Faggionato http://www1.mat.uniroma1.it/~faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 5, Phone (0039) 06 49913252 *************************************************

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Fwd: [umr8050] Allocations de Master Bézout : ouverture de la nouvelle campagne de recrutement
by Lucia Caramellino 09 Mar '21

09 Mar '21

Ricevo ed inoltro. Buona giornata, Lucia +++++++++++++++++++++++++++++++++ Lucia Caramellino Dipartimento di Matematica Università di Roma “Tor Vergata” Web: http://www.mat.uniroma2.it/~caramell De: "raphael danchin" <raphael.danchin(a)u-pec.fr <mailto:raphael.danchin@u-pec.fr>> À: "umr8050" <umr8050(a)listes.math.cnrs.fr <mailto:umr8050@listes.math.cnrs.fr>> Envoyé: Mardi 9 Mars 2021 08:51:51 Objet: [umr8050] Allocations de Master Bézout : ouverture de la nouvelle campagne de recrutement Dear colleague, The 2021-2022 hiring campaign for international Bézout master's scholarships is open until May 21. This year, we will be able to accept more applications than usual (about 10, compared to 7 usually). Bézout Master program is directed towards excellent students in mathematics or computer science (or both) from foreign institutions willing to pursue their studies in Université Paris-Est at the master's level. The laureates will receive about 1300 € per month over 11 months (pending approval of the University Executive Board) and will be proposed a room on the campus. Furthermore, the best students will then be invited to join the PhD program of the Doctoral School MSTIC (Mathematics, Sciences and Information and Communication Technology). A joint supervision with the student's national doctoral framework, leading to both PhD grades, is possible. The details of the program can be found here: http://bezout.univ-paris-est.fr/masters-scholarships/ <http://bezout.univ-paris-est.fr/masters-scholarships/> . From the same webpage, a link to the application form is available; the deadline will be May 21. On April 27 and 30, we plan to hold two online presentations of the Bézout master's program and scholarships, followed by a session of questions and answers; potential applicants should express their interest (without commitment to attend), so that we can send them the credentials for the meeting; see the webpage. A description of the activities of the Bézout Labex can be found in the leaflet at http://bezout.univ-paris-est.fr/wp-content/uploads/2020/11/bezout-leaflet.p…. One can also send you a few printed leaflets at your postal address. Contact: Raphaël Danchin <danchin(a)u-pec.fr <mailto:danchin@u-pec.fr>>

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Webinar Yi Yu @Bocconi
by Giacomo Zanella 09 Mar '21

09 Mar '21

We announce the following DEC Statistics webinar: Date: Thursday, March 11, h17:00 (Italy time) Speaker: Yi Yu (University of Warwick) Title: Functional Linear Regression with Mixed Predictors Abstract: We study a functional linear regression model that deals with functional responses and allows for both functional covariates and high-dimensional vector covariates. The proposed model is flexible and nests several functional regression models in the literature as special cases. Based on the theory of reproducing kernel Hilbert spaces (RKHS), we propose a penalized least squares estimator that can accommodate functional variables observed on discrete grids. Besides the conventional smoothness penalties, a group Lasso-type penalty is further imposed to induce sparsity in the high-dimensional vector predictors. We derive finite sample theoretical guarantees and show that the excess prediction risk of our estimator is minimax optimal. Furthermore, our analysis reveals an interesting phase transition phenomenon that the optimal excess risk is determined jointly by the smoothness and the sparsity of the functional regression coefficients. A novel efficient optimization algorithm based on iterative coordinate descent is devised to handle the smoothness and sparsity penalties simultaneously. Simulation studies and real data applications illustrate the promising performance of the proposed approach compared to the state-of-the-art methods in the literature. The webinar will be on zoom at: https://zoom.us/j/95651583993?pwd=ZnZjaGxvZWVLdGFSL0dGTk43eU9Idz09 Meeting ID: 956 5158 3993 Passcode: 568279 Kind regards, Giacomo Zanella

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Seminario di Sandra Cerrai in Bicocca (circa)
by Gianmario Tessitore - UNIMIB 08 Mar '21

08 Mar '21

Ho il piacere di annunciare il seguente seminario, da remoto, di Sandra Cerrai (University of Maryland): "Sull'approssimazione di Smoluchowski-Kramers per SPDE con termine di smorzamento variabile" Lunedì 15 Marzo 2021 ore 17:30 Seguono il riassunto e il link Zoom. Tutti gli interessati sono invitati a partecipare. Gianmario Tessitore %%%%%%%%%%%%%%%%%%%%%%%%%%%% Link Zoom: https://us02web.zoom.us/j/81619958846?pwd=V1BQemR1L01aMzJHMGVFOWg1WVR3UT09 (ID: 816 1995 8846 Passcode: 133769) Abstract: Darò una panoramica su una serie di risultati sul comportamento asintotico, rispetto alla massa piccola, di sistemi stocastici infinito-dimensionali descritti da equazioni delle onde smorzate perturbate da un rumore Gaussiano. In particolare, concentrerò la mia attenzione al caso in cui lo smorzamento dipende dallo stato. %%%%%%%%%%%%%%%%%%%%%%%%%%%% -- Gianmario Tessitore Dipartimento di Matematica e Applicazioni Università degli Studi di Milano-Bicocca

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