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ricercatore RTD-B a Pisa
by Marco Romito 22 Jan '21

22 Jan '21

Scrivo per annunciare il bando per una posizione RTDb nel settore MAT/06 presso il Dipartimento di Matematica dell'Università di Pisa, con scadenza il 22 Febbraio 2021, ore 13:000 (CET). Il bando è disponibile alla pagina https://www.unipi.it/ateneo/bandi/ricercat/ricercator1/Procedura-1/index.htm Indicazioni per coloro che hanno conseguito il dottorato all'estero sono disponibili alla pagina https://www.unipi.it/ateneo/bandi/ricercat/ricercator1/Ricercator/index.htm ------------------------------------------ dear all I would like to announce a tenure track reearcher position (RTDb) in Probability at the University of Pisa. The deadline is on February 22, 2021, 13:00 (CET). The official call is available at the URL https://www.unipi.it/ateneo/bandi/ricercat/ricercator1/Procedura-1/index.htm The call is available in english at the URL https://www.unipi.it/ateneo/bandi/ricercat/ricercator1/Procedura-1/bando-in… The university has made guidelines available for those that have not got their Ph.D. in Italy (in italian, unfortunately), https://www.unipi.it/ateneo/bandi/ricercat/ricercator1/Ricercator/index.htm m.

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Post-doc position at Tor Vergata
by Davide Pirino 22 Jan '21

22 Jan '21

Dear all the Centre for Economic and International Studies <http://www.ceistorvergata.it/> of the University of Rome Tor Vergata <https://web.uniroma2.it/home/newlang/english> is promoting a one-year post-doc position (renewable up to two years) within the project HIDEA (Advanced econometric methods for high-frequency data) <http://dse.univr.it/hidea/index.html>financed by the PRIN 2017 program. You can apply on-line via the pica system using the link https://pica.cineca.it/uniroma2/f2-2021-0002/ Please find attached a copy of the call and a guide on how to apply (both in english). The deadline is February, 21, 2021. Should you have any questions concerning how to apply (or for further details on the position), please do not hesitate to contact me. Kind regards Davide Pirino

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Fwd: Postdocposition in Luxembourg for June 2021
by Giovanni Peccati 22 Jan '21

22 Jan '21

Ricevo ed inoltro. GP ---------- Forwarded message --------- From: ivan nourdin <inourdin(a)gmail.com> Date: Fri, 22 Jan 2021 at 09:31 Subject: Postdoc position in Luxembourg for June 2021 To: Dear colleagues, I am currently advertising a postdoc position in Luxembourg. I would be grateful if you could forward the announcement below to potential candidates. Thanks a lot in advance! Best wishes, Ivan ============ *Postdoc position in Luxembourg for June 2021 (deadline for submission of application: March 1st)* University of Luxembourg, campus Belval Applications are invited for a postdoctoral fellowship in the field of stochastic analysis at the University of Luxembourg. The project is about Malliavin calculus, Stein's method, and related topics, in a broad sense. Areas of interest include stochastic analysis and its interplay with other fields of mathematics (in particular, but not exclusively, functional analysis and geometry). The position is for 3 years (36 months). The starting date is June 1st, 2021. Applications, including a CV, a list of publications and a research statement must be sent to Ivan Nourdin (ivan.nourdin(a)uni.lu) Applicants should also arrange for two letters of recommendation to be sent to the same address. Applications will be evaluated first after *March1st*, and then on a rolling basis until the position is filled. Requests for further information about the position should be also sent to the same address. -- 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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15 PhD Stipends with EPOC
by Massimiliano ... 21 Jan '21

21 Jan '21

Ricevo e inoltro. Saluti, Massimiliano ------ Dr. Massimiliano Tamborrino Assistant Professor Department of Statistics University of Warwick https://warwick.ac.uk/tamborrino -------------- PhD Stipends with EPOC Three of the PhD stipends below are in statistics, with double degrees between Department of Mathematical Sciences, University of Copenhagen and Bielefeld University. For more information about EPOC and the application procedure see www.epoc-itn.eu<https://eur02.safelinks.protection.outlook.com/?url=https%3A%2F%2Fdsts.us5.…> Job Opening: 15 doctoral fellowships in Marie Skłodowska-Curie Innovative Training Network: Economic Policy in Complex Environments (EPOC) EPOC is looking for 15 highly motivated doctoral fellows to engage in cutting edge interdisciplinary research combined with a structured curriculum of training activities. It aims at advancing the state-of-the-art and the applicability of computationally intensive methods for decision and policy analysis in economics. The focus is on challenges characterized by their dynamic and complex nature, in particular in the domains of climate change and innovation. Doctoral fellows will gain expertise and skills in data science, network theory, agent-based simulation, and economic modelling, and will apply these skills in their individual research projects. Selected candidates will enter a 36 months work contract with the recruiting university of their project. Doctoral fellows will spend at least one year at two EPOC partner universities and pursue a double degree. Research and training is carried out by the EPOC consortium consisting of seven leading European universities and ten partner organisations. For more information about EPOC and the application procedure see www.epoc-itn.eu<https://eur02.safelinks.protection.outlook.com/?url=https%3A%2F%2Fdsts.us5.…> All applications have to be submitted through the webpage. Planned start of the employment contract: Sep. 1, 2021 ----------------- Susanne Ditlevsen Professor Department of Mathematical Sciences University of Copenhagen Phone: +45 35 32 07 85 email: susanne(a)math.ku.dk<mailto:susanne@math.ku.dk> URL: http://www.math.ku.dk/~susanne/ Universitetsparken 5 DK-2100 Copenhagen Ø, Denmark -----------------------------

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Fwd: [owps] One World Probability Seminar Thursday January 21, 2021
by Faggionato, Alessandra 20 Jan '21

20 Jan '21

Buongiorno, inoltro l'annuncio per Il OWPS di domani. Grazie per l'attenzione Alessandra ---------- Forwarded message --------- Da: One World Probability <ow.probability(a)gmail.com> Date: mer 20 gen 2021 alle ore 09:15 Subject: [owps] One World Probability Seminar Thursday January 21, 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: Lorenzo Zambotti (Sorbonne Université) Title: Some stochastic PDEs for the future Abstract: We want to discuss some stochastic PDEs with distributional non-linearities, driven by space-time white noise. These equations are motivated for example by the scaling limits of critical pinning models. The well-posedness of such stochastic PDEs is still an open problem, despite the recent spectacular progresses in the field obtained by means of regularity structures and paracontrolled calculus, the lack of a viable stochastic calculus for SPDEs being a persistent major obstacle. A recent result by Athreya-Butkovsky-Le-Mytnik gives new hope to solve this long-standing problem. (15:00-16:00 UTC) Francesco Caravenna (University of Milano-Bicocca) Title: Hairer's Reconstruction Theorem without Regularity Structures Abstract: We give a new self-contained and elementary proof of Martin Hairer's Reconstruction Theorem, which is one of the cornerstones of his theory of Regularity Structures. We present it as a general result in the theory of distributions that can be understood without any knowledge of Regularity Structures themselves, which we do not even need to define. We will also discuss some applications of independent interest. (Based on joint work https://arxiv.org/abs/2005.09287 <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Farxiv.org…> with Lorenzo Zambotti). ------------------------------------------------ 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: <http://goog_1741272511> https://uniroma1.zoom.us/j/86530184507?pwd=N0cyVGw4MmIzR2dyV3JZeHhzZ2w5QT09 <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Funiroma1.…> 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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Pisa Online Seminars - Martin Saal (Tuesday, Jan. 26 at 14:00)
by Giacomo Filippo Di Gesu 19 Jan '21

19 Jan '21

Dear colleagues, I would like to announce 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 the meeting<https://teams.microsoft.com/l/meetup-join/19%3a17115d7f6ef44c5e91974362906c…> Best regards, Giacomo Tuesday, Jan. 26, 14:00 Speaker: Martin Saal (SNS Pisa) Title: Dissipative SQG equations driven by space-time white noise Abstract: see attachement. ************************ 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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Fwd: postdoctoral position at University of Vienna
by Silvestri, Vittoria 19 Jan '21

19 Jan '21

Ricevo e inoltro con piacere. Cari saluti, Vittoria ******************************** Vittoria Silvestri Assistant Professor Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome ******************************** ---------- Forwarded message --------- Da: Nathanael Berestycki <nberestycki(a)gmail.com> Date: mar 19 gen 2021 alle ore 16:34 Subject: postdoctoral position at University of Vienna To: GLAZMAN Alexander <alexander.glazman(a)univie.ac.at>, Marcin Lis < marcin.lis(a)univie.ac.at> Dear colleagues, A 3-year postdoctoral position in probability has just been advertised at the University of Vienna. You can see the ad for instance here <https://www.mathjobs.org/jobs/list/17173>. The closing date for applications is on 14 February. We would be grateful if you could forward this to any suitable candidate. Meanwhile we send you our best wishes, and hope you stay well during what are undoubtedly challenging times for all of us. Nathanael Berestycki, Sasha Glazman, Marcin Lis

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Fwd: [owps] One World Probability Seminar
by Faggionato, Alessandra 19 Jan '21

19 Jan '21

Buongiorno, vi giro il messaggio mandato alla mailing list del OWPS. Grazie per l'attenzione Alessandra ---------- Forwarded message --------- Da: Andreas Kyprianou <ak257(a)bath.ac.uk> Date: lun 18 gen 2021 alle ore 19:28 Subject: [owps] One World Probability Seminar To: <owps(a)lists.bath.ac.uk> Dear All, (Apologies if you get this message more than once). Thank you for your ongoing support for the One World Probability Seminar. We would be grateful if you could please circulate the message below around your research networks, to help us reach probabilists who are not subscribers to the OWPS mailing list. Started last spring in response to the Covid-19 epidemic, the OWP seminar seeks to present top level speakers from around the world to a broad international audience of probabilists. It takes place each Thursday on Zoom and is simultaneously live streamed on YouTube (check the website to see the time in your local time zone). The weekly format is typically two talks on the same or related subjects, aimed at a broad audience. The first talk is usually a background talk, while the second highlights more contemporary research developments. You can find the details of the upcoming seminars, videos and slides of past- seminars, and instructions on how to subscribe to the OWPS mailing list on the OWPS website https://www.owprobability.org/one-world-probability-seminar The weekly seminars are announced to the mailing list the day before. We look forward to your participation in the seminar series this spring. Alessandra Faggionato and Amanda Turner (OWPS chairs, spring 2021)

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Elizabeth Meckes
by Giovanni Peccati 16 Jan '21

16 Jan '21

Dear Colleagues, this is a slightly unusual message. As you probably know, Elizabeth Meckes - an expert in random matrix theory and Stein's method - died unexpectedly in December 2020 after a short illness, while on sabbatical in Oxford. She was 40 years old: https://thedaily.case.edu/remembering-professor-of-mathematics-elizabeth-me… Yesterday, during a conference in Bonn, Persi Diaconis (her former PhD advisor) gave a talk about Elizabeth, her research and her personality. It is a beautiful and very touching speech, yet able to convey the universal joy of doing research and mentoring young colleagues. You can find it here: https://www.youtube.com/watch?v=xldMG911NN0&feature=emb_logo All my best, Giovanni -- 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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Fwd: [owps] One World Probability Seminar Thursday January 14, 2021
by Faggionato, Alessandra 13 Jan '21

13 Jan '21

Forwardo il messaggio sotto per chi non fosse iscritto alla OWPS mailing list. Buona serata Alessandra ---------- Forwarded message --------- Da: One World Probability <ow.probability(a)gmail.com> Date: mer 13 gen 2021 alle ore 18:27 Subject: [owps] One World Probability Seminar Thursday January 14, 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: Thomas Leblé (CNRS - Université de Paris (MAP5)) Title: Coulomb gases: a short introduction Abstract: Coulomb potentials are natural examples of systems with long-range interactions. They appear in statistical physics, random matrix theory, vortex systems, constructive approximation… and can be seen as a (possibly infinite) random collection of points that exhibit interesting stochastic features depending on the length scale and the temperature T. For example, their global arrangement is predicted by a mean field model and is found to be independent of T, whereas their local arrangement varies wildly with T while conserving strong, surprising rigidity properties all along. I will present some basic facts about the analysis of Coulomb gases and mention a few long-standing questions around which recent developments have taken place. (15:00-16:00 UTC) Sylvia Serfaty (NYU Courant) Title: Local laws and fluctuations for Coulomb gases Abstract: We are interested in the statistical mechanics of systems of N points with Coulomb interactions in general dimension for a broad temperature range. We discuss local laws characterizing the rigidity of the system at the microscopic level, as well as free energy expansion and Central Limit Theorems for fluctuations. ------------------------------------------------ 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/84008096626?pwd=N3MyYUFaMElvazIrS3hzNE1aSnRRZz09 <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Funiroma1.…> 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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Talk by Arturo Jaramillo [Jan 19, 4:30pm - Zoom]
by Maurizia Rossi 13 Jan '21

13 Jan '21

Dear all, I would like to announce the following online seminar that will take place next week via the Zoom platform. Best regards, Maurizia Rossi *Tuesday, Jan 19 - 4:30pm *(Rome time zone) Speaker: *Arturo Jaramillo Gil* (*CIMAT -* Centro de Investigación en matemáticas, Mexico) Title: *Quantitative Erdös-Kac theorem for additive functions* Summary: The talk will take as a starting point the celebrated Erdös-Kac theorem; a result of great importance in probabilistic number theory, which establishes that the fluctuations of the number of prime factors in a uniform sample over {1,..., n} are asymptotically Gaussian. Naturally, after the publication of this result, many quantitative versions of it have been studied. LeVeque conjectured that the optimal rate was asymptotically equivalent to loglog(n)^(-1/2). This was later proved by Turan and Rényi by means of an ingenious manipulation of the underlying characteristic function. Unfortunately, up to this day, all the perspectives for solving LeVeque's conjecture are based on the use of non-trivial complex analysis tools, while the probabilistic perspective has been only successfully applied to obtain suboptimal rates of convergence. In this talk, we will give a purely probabilistic proof of LeVeque's conjecture which will allow us to address the problem in a general fashion by means of Stein's method techniques. *Link Zoom* https://us02web.zoom.us/j/88100676046?pwd=NTFjdlAyVjdSTE8rVnBmUGVWelFPdz09 *Meeting ID*: 881 0067 6046 *Passcode*: 680246 - - - Maurizia Rossi Dipartimento di Matematica e Applicazioni Università di Milano-Bicocca

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XXII Workshop on Quantitative Finance - program available
by Cecilia Mancini 12 Jan '21

12 Jan '21

Dear All, we are glad to announce the program of the XXII Workshop on Quantitative Finance. This is available at the website: http://dse.univr.it/qfw2021/ where you can also (freely) register for the event (registration is necessary to get the zoom links). Looking forward to welcoming you virtually in Verona! The Organizing Committee (Letizia Pellegrini, Roberto Renò, Cecilia Mancini, Alessandro Gnoatto, Athena Picarelli, Marco Patacca, Maria Flora)

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6th workshop Energy Finance Italia - deadline approaching
by Tiziano Vargiolu 12 Jan '21

12 Jan '21

---------- Forwarded message ---------- Date: Tue, 24 Nov 2020 21:39:58 +0100 From: Paolo Falbo <paolo.falbo(a)unibs.it> Dear All, we are glad to announce the sixth edition of Energy Finance Italia. The conference will be organized by the Department of Economics and Management of the University of Brescia and will take place on February 22-23, 2021. Due to the COVID-19 pandemic, at the moment we still cannot decide the format of the conference, whether fully online or hybrid. In any case, we will ta ke that decision in due time, and we will communicate it by means of our web site and our newsletter. Keynote speakers: - Nicola Secomandi, Carnegie Mellon Tepper School of Business "Quadratic hedging and applications to energy" - Carlos Ruiz Mora, Univ. Carlos III of Madrid "Strategic sales-mix management in power generation - Eleonora Bettinzoli, ARERA "Covid-19 and Finacial risk in the Italian electricity market" The deadline for the submission of a long abstract (max two pages) is *January 18, 2021* Notification of acceptance: January 28, 2021. Registration and payment of fees: February 8, 2021. All the information at the link http://energyfinanceitalia.unicam.it/index.php/energy-finance-italia-6-work… Best regards, Paolo Falbo on behalf of the Organizing Committee

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borse PhD - Paris
by Cristina TONINELLI 12 Jan '21

12 Jan '21

Buongiorno a tutti, scrivo per diffondere l'annuncio di un'offerta di 40 borse di PhD in matematica a Parigi riservate a candidati stranieri (20 borse con inizio settembre 2021 e 20 borse con inizio settembre 2022). Le borse sono riservate a studenti che non hanno trascorso piu' di 1 anno in Francia negli ultimi 3 anni che intendano svolgere il PhD in uno dei numerosi laboratori della Fondation Sciences Mathematiques de Paris. La data di scadenza per quest'anno e' il 13 febbraio 2021. Il sito del bando https://www.sciencesmaths-paris.fr/fr/cofund-mathinparis-842.htm Per ulteriori informazioni, i candidati interessati possono contattarmi direttamente via mail. buon anno a tutti Cristina Toninelli MathInParis2020 - sciencesmaths-paris.fr<https://www.sciencesmaths-paris.fr/fr/cofund-mathinparis-842.htm> Eligibility criteria. Mobility rule: Applicants may not have resided or carried out their main activity (work, studies, etc.) in France for more than 12 months in the three years immediately before the deadline of the co-funded program's call, i.e. from the 13 th of February 2018 to the 13 th of February 2021. Early-stage researchers: Candidates must have a master’s degree or an equivalent ... www.sciencesmaths-paris.fr --------------------------------------------------------------------------------------------- Cristina Toninelli Postal Address: Ceremade Univ.Paris Dauphine Place du Marechal de Lattre de Tassigny 75775 Paris Cedex 16 - France Office: B617 --------------------------------------------------------------------------------------------

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Fwd: [owps] One World Probability Seminar - Spring Series
by Faggionato, Alessandra 11 Jan '21

11 Jan '21

Forwardo messaggio in merito al OWPS Saluti Alessandra ---------- Forwarded message --------- Da: Amanda Turner <turneramanda(a)gmail.com> Date: gio 7 gen 2021 alle ore 11:58 Subject: [owps] One World Probability Seminar - Spring Series To: <owps(a)lists.bath.ac.uk> Dear all, This email is to inform you that the spring series of the OWPS will start on January 14, beginning with talks by Thomas Leblé (Paris) and Sylvia Serfaty (NYU Courant). The seminars will take place each Thursday at 14:00-16:00 UTC on Zoom. A detailed announcement will be sent to the mailing list on Wednesday. The website https://www.owprobability.org/one-world-probability-seminar <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwww.owpro…> will shortly be updated with information on the seminars. Finally, it is our pleasure to thank Ivan Corwin and Milton Jara for organizing the previous OWPS series. Wishing you a happy new year, Amanda and Alessandra -- ************************************************* 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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Minicourse on Reinforcement Learning - Università di Trento
by Luigi Amedeo Bianchi 08 Jan '21

08 Jan '21

[English version below] Il Dipartimento di Matematica dell'Università di Trento organizza all'interno del corso di laurea magistrale in Matematica, percorso Matematica per la Data Science, il crash course Reinforcement Learning: the way machines learn tenuto dal Prof. Maurizio Parton (Università di Chieti-Pescara), nei giorni 27, 29 gennaio e 3, 5 febbraio 2021. Il corso sarà in remoto e in lingua inglese. La partecipazione è gratuita, ma è necessaria la registrazione, mandando un'email a luigiamedeo.bianchi(a)unitn.it Il numero di posti disponibili per partecipanti esterni è limitato. Ulteriori informazioni alla pagina http://datascience.maths.unitn.it/events/rl2021/ The Department of Mathematics at the University of Trento organises within the Master's program in Mathematics, track Mathematics for Data Science, the crash course Reinforcement Learning: the way machines learn held by Prof. Maurizio Parton (University of Chieti-Pescara), on Jan. 27 and 29, and Feb. 3 and 5, 2021. The course will take place online and will be given in English. Participation is free of charge, but registration is required. To register, send an email to luigiamedeo.bianchi(a)unitn.it The number of places available for external participants is limited. Abstract: Reinforcement Learning (RL) is a machine learning technique where an agent learns to solve a decision problem by performing actions and assessing their results. RL has been acknowledged as a breakthrough technology by MIT in 2017. We will study the fundamentals of RL and will sketch the latest methods used to solve a variety of complex tasks, from gaming to computer science, finance, and robotics. This is a 12h crash course intended for students with a background in probability. The course is comprised of theory, applications and assignments. Some experience with Python may prove useful to fully profit from the exercises and assignments. Further information available on the following webpage: http://datascience.maths.unitn.it/events/rl2021/

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Reinforcement Learning challenge (Turing Institute, Jan 18-25)
by Alessandro Zocca 07 Jan '21

07 Jan '21

Ricevo e inoltro, si noti che la scadenza è domani. ------------------------------------------- Would you like to gain hands-on experience of Reinforcement Learning? Take part in testing RangL, a brand new open-source competition platform to accelerate progress in data-driven control problems, especially in the context of energy and transportation systems. Reinforcement Learning challenge 18-25 Jan 2021 The Alan Turing Institute • Free entry • Individuals and teams (two or more people) can apply • Three levels of difficulty available • All successful invitees supported with ‘Ask away!’ channel on Slack • Certificate of participation included Contact: rangl(a)turing.ac.uk before 8 January 2021. Participation is by invitation only so early application is advised. Check out the project web page at https://www.turing.ac.uk/research/research-projects/ai-control-problems ================================= Alessandro Zocca (he/his) Assistant Professor Vrije Universiteit Amsterdam Department of Mathematics https://sites.google.com/site/zoccaale/

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CANSSI Distinguished Postdoctoral Fellowship (CDPF) Call for Candidates
by Giovanni Puccetti 07 Jan '21

07 Jan '21

Two CDPF scholarships are available for candidates interested in copula modeling. Mixed High-Dimensional Copulas for Multivariate Time Series in Public Health Supervisor: Bruno Rémillard, HEC Montréal Co-Supervisor: Bouchra Nasri, Université de Montréal Applications of Long-Memory Models and Copulas to the Reconstruction of Millennial Streamflow Levels Supervisor: Rafal Kulik, University of Ottawa Co-Supervisor: Bruno Rémillard, HEC Montréal The details are given in the following website: http://www.canssi.ca/research-and-training-opportunities/canssi-postdoctora… <http://www.canssi.ca/research-and-training-opportunities/canssi-postdoctora…> where other different projects can be found. Applications are due by January 19, 2021.

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Padova Online Seminar by Giacomo Di Gesù (Università di Pisa) [Friday, Jan. 15 at 14.30]
by alessandra bianchi 07 Jan '21

07 Jan '21

Dear Colleagues, We would like to invite you to the following Probability seminar that will take place on January 15 at 14.30 by the zoom platform. ________________________________________________________ Speaker: Giacomo Di Gesù (Università di Pisa) Title: Metastability for an SPDE via functional inequalities 15 JANUARY (Friday) - 14:30 zoom link: TBA (available on the webpage https://www.math.unipd.it/~bianchi/seminari/ ) Abstract: We consider a small perturbation by space-time Gaussian white noise of the Allen-Cahn equation. The latter is a nonlinear PDE, which can be seen as a gradient flow with respect to a double-well potential. The perturbed stochastic evolution is then a paradigmatic model exhibiting metastable dynamics: before exploring the full state space and reaching equilibrium, the system remains localized at the bottom of one well for a very long time. In the talk I will present a general approach to get metastability estimates in this infinite-dimensional setting. The focus is on sharp estimates that go beyond rough large deviation asymptotics and that are crucial for deriving coarse-grained effective dynamics. A key ingredient of the method is the systematic use of log-Sobolev inequalities in order to lift tunnelling calculations to infinite dimensions. As a main application we show how to compute the leading asymptotic behavior of the exponentially small spectral gap. We obtain an explicit formula expressed in terms of a certain Fredhom determinant as prefactor. This result shows that the gap behaves like the inverse of the average tunnelling time between wells and provides an alternative, spectral-theoretic way to prove the Eyring-Kramers formula. Based on joint work with Morris Brooks (IST Austria). -- 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: Vacancies in Leiden: 15 PhDs and postdocs in Mathematics, deadline January 31, 2021
by Faggionato, Alessandra 05 Jan '21

05 Jan '21

Ricevo da Luca Avena (Leiden) e con piacere inoltro Saluti Alessandra ---------- Forwarded message --------- Da: Avena, L. <l.avena(a)math.leidenuniv.nl> Date: mar 5 gen 2021 alle ore 14:00 Subject: Vacancies in Leiden: 15 PhDs and postdocs in Mathematics, deadline January 31, 2021 Dear friends and colleagues, The very best wishes for a better 2021 to all of you! I would like to ask you to advertise within your network of potentially interested colleagues and students, 15 open vacancies for PhDs and Postdocs at our Math department in Leiden with deadline end of January. The application description can be found at this link: https://www.universiteitleiden.nl/en/vacancies/2020/q4/20-572-phd-candidate… Thanks for the attention and see you hopefully soon. Sincerely, Luca -- ************************************************* 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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Assegno biennale presso il Dipartimento di Matematica, La Sapienza, Roma
by Faggionato, Alessandra 05 Jan '21

05 Jan '21

Buongiorno, in merito all'assegno di ricerca biennale con bando https://web.uniroma1.it/trasparenza/sites/default/files/bando2020-8.pdf <https://web.uniroma1.it/trasparenza/sites/default/files/bando2020-8.pdf> presso il Dipartimento di Matematica - La Sapienza (già pubblicizzato in questa mailing list), vi mando dei dati aggiuntivi in Inglese a supporto di potenziali candidati stranieri. Saluti Alessandra - Position: Assegno di Ricerca, *which is the equivalent of a post-doc position*. - Degree required at the moment of application: PhD. - Institution: Dipartimento di Matematica “Guido Castelnuovo”, SAPIENZA Università di Roma (https://www.mat.uniroma1.it/). - Field: Mathematics and its applications. - Duration: 2 years. - Estimated gross salary: 22.600 EUR per year (which corresponds to a net wage of about 1650 EUR per month). - Teaching load: no teaching duties. - Expected starting: Summer/Autumn 2021. Here is the link for the official call (unfortunately in Italian only): https://web.uniroma1.it/trasparenza/sites/default/files/bando2020-8.pdf Applications shall be sent by registered letter, attested by an acknowledgment of receipt, or *by PEC*, the *deadline being January 20th, 2021* (the postmark serving as proof). For those of you who cannot speak/understand Italian, further information and/or assistance with the application process can be found at the URL https://sites.google.com/uniroma1.it/istruzioni-inglese-bando8-2020/guideto… The above link will also appear soon on the webpage of the Department of Mathematics. -- ************************************************* 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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Tenure Track position in Statistics at the Mathematical Institutes, Leiden University
by Anna Maria Paganoni 04 Jan '21

04 Jan '21

Dear colleagues, applications are invited for assistant professor (Tenure Track) position in Statistics at the Mathematical Institutes, Leiden University. We are looking for candidates with a strong background in Mathematical Statistics/Statistics or Probability and interest in statistical methodology and/or applications. More details about the application procedure can be found at https://www.universiteitleiden.nl/en/vacancies/2020/q4/20-573-assistant-pro… Closing date 15-th January For information please contact Marta Fiocco m.fiocco(a)math.leidenuniv.nl Anna Maria Paganoni MOX - Modeling and Scientific Computing Dipartimento di Matematica "F. Brioschi" Politecnico di Milano Piazza Leonardo da Vinci, 32 I-20133 Milano - Italy tel. +39 02 2399 4574 fax. +39 02 2399 4568 e.mail: anna.paganoni(a)polimi.it

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Fwd: Borse di studio per Master Data Science and Statistical Learning (MD2SL)
by Giacomo Scandolo 28 Dec '20

28 Dec '20

(aggiungo che il sito del master è https://md2sl.imtlucca.it/) -------- Messaggio Inoltrato -------- Oggetto: Borse di studio per Master Data Science and Statistical Learning (MD2SL) Data: Thu, 24 Dec 2020 10:03:30 +0100 Mittente: datascience(a)unifi.it Organizzazione: Universita' degli Studi di Firenze A: datascience(a)unifi.it Cari tutti, vi segnaliamo che è stato pubblicato il bando di selezione per il conferimento di *due Borse di Studio* finalizzate all'iscrizione al *Master di II livello in Data Science and Statistical Learning (MD2SL)*, promosso dal Florence Center for Data Science, attraverso il Dipartimento di Statistica, Informatica, Applicazioni (DISIA) "G. Parenti" dell'Università degli Studi di Firenze, e dalla Scuola IMT Alti Studi Lucca. Il bando e ulteriori dettagli sono disponibili al seguente link: https://www.disia.unifi.it/upload/sub/didattica/master/disia_Bando_Borse_Ma… <https://www.disia.unifi.it/upload/sub/didattica/master/disia_Bando_Borse_Ma…>, e sul sito del Florence Center for Data Science, tra le News: https://datascience.unifi.it/index.php/news/ <https://datascience.unifi.it/index.php/news/>. Scadenza per la presentazione delle domande: 14/01/2021 ore 13.00. Vi chiediamo gentilmente di diffondere l'annuncio tra i potenziali interessati. Grazie, Cordiali Saluti, Florence Center for Data Science

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assegno di ricerca
by benedetta.ferrario 28 Dec '20

28 Dec '20

Buongiorno. Segnalo un bando per assegno di ricerca (annuale ma rinnovabile un secondo anno) presso il DIPARTIMENTO DI SCIENZE ECONOMICHE E AZIENDALI dell'Università di Pavia sul tema MATHEMATICAL METHODS FOR THE ANALYSIS OF FINANCIAL MARKETS Trovate qui il bando in inglese http://www-assegni.unipv.it/wp-content/uploads/2020/12/BANDO-PICA-A-FRG2020… e qui in italiano http://www-assegni.unipv.it/wp-content/uploads/2020/12/BANDO-PICA-A-FRG2020… Grazie. Auguri di buone feste Benedetta

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assegno di ricerca
by benedetta.ferrario 28 Dec '20

28 Dec '20

Buongiorno. Segnalo un bando per assegno di ricerca (annuale ma rinnovabile un secondo anno) presso il DIPARTIMENTO DI SCIENZE ECONOMICHE E AZIENDALI dell'Università di Pavia sul tema MATHEMATICAL METHODS FOR THE ANALYSIS OF FINANCIAL MARKETS Trovate qui il bando in inglese http://www-assegni.unipv.it/wp-content/uploads/2020/12/BANDO-PICA-A-FRG2020… e qui in italiano http://www-assegni.unipv.it/wp-content/uploads/2020/12/BANDO-PICA-A-FRG2020… Grazie. Auguri di buone feste Benedetta

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Assegni di ricerca biennali e annuali
by Faggionato, Alessandra 22 Dec '20

22 Dec '20

Buongiorno segnalo i seguenti bandi per assegni di ricerca annuali e biennali al Dipartimento di Matematica della Sapienza: https://web.uniroma1.it/trasparenza/dettaglio_bando_albo/168015 https://web.uniroma1.it/trasparenza/dettaglio_bando_albo/168016 Grazie Saluti Alessandra -- ************************************************* 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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TU Graz, open position in Discrete Mathematics and Probability
by Daniela Bertacchi 22 Dec '20

22 Dec '20

Inoltro a tutti gli interessati il seguente annuncio (la posizione è quella attualmente occupata da Wolfgang Woess). ******************************************************************************** Full professor "Discrete Mathematics and Probability", TU Graz TU Graz is looking to appoint a tenured full professor of Discrete Mathematics and Probability, starting October 2022. We are looking for a highly qualified individual of international standing who has an excellent research profile and is committed to represent the intersection of Discrete Mathematics and Probability in both teaching and research. For more information please see the web apge https://www.tugraz.at/go/professorships-vacancies. Applications must be sent to the email address bewerbungen.mpug(a)tugraz.at no later than March 31, 2021. --------------------------------------------------------------------- Johannes Wallner Tel (+43) 316 873 8440 Institut fuer Geometrie der TU Graz, Kopernikusgasse 24, 8010 Graz. j.wallner(a)tugraz.at http://www.geometrie.tugraz.at/wallner --------------------------------- ------------------------------------

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Webinar DAVID ROSSELL
by Pierpaolo De Blasi 17 Dec '20

17 Dec '20

WEBINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO <https://www.carloalberto.org/events/category/seminars/seminars-in-statistic…> Joint initiative with MIDAS COMPLEX MODELING RESEARCH NETWORK <http://midas.mat.uc.cl/network> Giovedi 17 Dicembre 2020, alle ore 17:00, si terrà il seguente webinar: ------------------------------------------------ Speaker: *David Rossell *(Universitat Pompeu Fabra, Barcelona, Spain) Title: *Approximate Laplace approximation* Zoom link: https://us02web.zoom.us/j/84312531120?pwd=VVJraStLVkR2M0w0ZXZnU3M0MFp2UT09 <https://us02web.zoom.us/j/88252069649?pwd=V2Z3b1UrZVVWNWZ4OXhydUtIakxpUT09> Meeting ID: 843 1253 1120 Passcode: 105560 Abstract: Bayesian model selection requires an integration exercise in order to assign posterior model probabilities to each candidate model. The computation becomes cumbersome when the integral has no closed-form, particularly when the sample size is large, or the number of models is large. We present a simple yet powerful idea based on the Laplace approximation (LA) to an integral. LA uses a quadratic Taylor expansion at the mode of the integrand and is typically quite accurate, but requires cumbersome likelihood evaluations (for large n) an optimization (for large p). We propose the approximate Laplace approximation (ALA), which uses an Taylor expansion at the null parameter value. ALA brings very significant speed-ups by avoiding optimizations altogether, and evaluating likelihoods via sufficient statistics. ALA is an approximate inference method equipped with strong model selection properties in the family of non-linear GLMs, attaining comparable rates to exact computation. When (inevitably) the model is misspecified the ALA rates can actually be faster than for exact computation, depending on the type of misspecification. We show examples in non-linear Gaussian regression with non-local priors, for which no closed-form integral exists, as well as non-linear logistic, Poisson and survival regression. ------------------------------------------------ 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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Conferenza online "Giovani probabilisti" a S. Pietroburgo 21-23 dicembre
by Massimo Campanino 17 Dec '20

17 Dec '20

Conferenza online "Giovani probabilisti" a S. Pietroburgo 21-23 dicembre https://site.unibo.it/current-trends-in-mathematics/en/events/st-petersburg…

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Post-Doc and PhD positions at WIAS, Berlin
by Luisa Andreis 17 Dec '20

17 Dec '20

Dear colleagues, I’d like to draw your attention to the following open positions (one PhD and one Post-Doc) in Berlin. Please, feel free to forward this announcement to anyone who might be interested. "The Weierstrass Institute in Berlin (WIAS) invites applications for a two positions, one at post-doctoral level and one for a PhD student. Both positions are in the newly founded Leibniz Junior Research Group “Probabilistic Methods for Dynamic Communication Networks” (Head: Dr. B. Jahnel); the positions are available immediately. The successful candidates will perform rigorous probabilistic and analytic mathematical work on dynamical spatial random geometric systems as models for future telecommunication networks, in collaboration with other group members and partners at WIAS, in industry and in academia. The research results shall be published in scientific journals and technical reports, and presented at conferences. The applicants must at a minimum hold a master’s degree in mathematics or related fields with high emphasis on probability. For the post-doctoral position a PhD in mathematics should be completed or very close to completion. Knowledge in statistical physics, interacting particle systems, or stochastic geometry will be important. Please direct scientific queries to Dr. B. Jahnel (Jahnel(a)wias-berlin.de <mailto:Jahnel@wias-berlin.de>). The appointment is initially limited for 24 months. The work schedule is 39 hours per week, and the salary is according to the German TVoeD scale. Please see the following links for more information and in order to apply: https://short.sg/j/8332092 <https://short.sg/j/8332092> (post-doc) and https://short.sg/j/8331747 <https://short.sg/j/8331747> (PhD). Please note that the deadline for applications is 31 December.” Best wishes, Luisa Andreis Post-Doc researcher WIAS-Weierstrass Institute Mohrenstrasse 39, 10117 Berlin, Germany Personal webpage: https://sites.google.com/view/luisaandreis/home <https://sites.google.com/view/luisaandreis/home> Email: andreis(a)wias-berlin.de

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Assistant Professor positions in the Department of Statistics, Universidad Carlos III de Madrid
by Antonio DI CRESCENZO 16 Dec '20

16 Dec '20

Diffondo su richiesta del collega Bernardo D'Auria un annuncio di posti per: Assistant Professor positions (tenure-track) in the Department of Statistics, Universidad Carlos III de Madrid scadenza: 28 febbraio 2021 per dettagli: http://halweb.uc3m.es/seminarios/conv-tenure-track.pdf Cordiali saluti ============================================= Antonio Di Crescenzo Dipartimento di Matematica Università degli Studi di Salerno Via Giovanni Paolo II, n. 132 <https://maps.google.com/?q=Via+Giovanni+Paolo+II,+n.+132+%0D%0A84084+Fiscia…> 84084 Fisciano (SA) Italy Tel. +39-089-963349 E-mail(1): adicrescenzo(a)unisa.it E-mail(2): adicresc(a)gmail.com Web: http://www.unisa.it/docenti/antoniodicrescenzo/index Skype: antoniodicrescenzo =============================================

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Assistant Professor (3-year contract) position at DCU
by Paolo Guasoni 16 Dec '20

16 Dec '20

Dear Colleague, Dublin City University has a Assistant Professor (3-year contract) position in Mathematics: https://www.dcu.ie/sites/default/files/inline-files/bc0610-fsh-hci-assistan… The closing date for the application is January 6, 2021. With best regards, Paolo Guasoni -- * *Séanadh Ríomhphoist/Email Disclaimer* *Tá an ríomhphost seo agus aon chomhad a sheoltar leis faoi rún agus is lena úsáid ag an seolaí agus sin amháin é. Is féidir tuilleadh a léamh anseo. <https://sites.google.com/view/seanadh-riomhphoist>* *This e-mail and any files transmitted with it are confidential and are intended solely for use by the addressee. Read more here. <https://sites.google.com/view/dcu-email-disclaimer>* * -- <https://www.facebook.com/DCU/> <https://twitter.com/DublinCityUni> <https://www.linkedin.com/company/dublin-city-university> <https://www.instagram.com/dublincityuniversity/?hl=en> <https://www.youtube.com/user/DublinCityUniversity>

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Fwd: Postdoctoral position in Probability at the University of Bath
by Silvestri, Vittoria 15 Dec '20

15 Dec '20

Segnalo con piacere questa opportunità di postdoc a Bath. Vittoria ---------- Forwarded message --------- Da: Daniel Kious <dk746(a)bath.ac.uk> Date: lun 14 dic 2020 alle ore 23:11 Subject: Postdoctoral position in Probability at the University of Bath To: d.kious(a)bath.ac.uk < IMCEAEMAIL-+20d+2Ekious+40bath+2Eac+2Euk(a)gbrp265.prod.outlook.com> Dear Colleagues and Friends, I would greatly appreciate if you could bring the following announcement to the attention of the relevant applicants. A postdoctoral position in Probability is open at the University of Bath. The position is for two years, starting 1 July 2021, and the successful applicant will work with Dr Daniel Kious, on topics related to random walks and random environments. Please, find the full announcement at the end of this email. Applications are open and the deadline is 11 January 2021, see: https://www.bath.ac.uk/jobs/CC8004 In order to have the best chances, the applicants should provide the following: -an updated CV; -a list of publications; -a short research statement; -the names of two referees who agreed to write a letter of support, and one of them must be the current employer or a past employer. Best wishes, Daniel Kious. -_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_ -_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_ - A postdoctoral research position is available in the area of probability to start 1 July 2021. The position is available for 2 years and is funded by the EPSRC grant "Random walks in dynamic random environment" of Daniel Kious. You will be associated with the probability laboratory (Prob-L@B <https://www.bath.ac.uk/research-centres/probability-laboratory-at-bath/>) of the Department of Mathematical Sciences <https://www.bath.ac.uk/departments/department-of-mathematical-sciences/> at the University of Bath. Prob-L@B is one of the largest probability group in the UK and benefits from a very active and collaborative team, with expertise covering many areas of Probability, cultivating a high-level and friendly atmosphere. The successful applicant will be expected not only to work on the project, but also to interact with the other members of Prob-L@B. The area of research will be centred on the mathematical analysis of random walks in random environment or dynamic random environment, reinforced random walks or other processes with reinforcement, percolation, spin systems. The ideal candidate is expected to have a strong background in discrete probability theory, and have (or expect to obtain shortly) a PhD in Probability, or related areas. Our campus is surrounded by beautiful countryside, and the City of Bath with its historic charm and social activity only a short distance away creates an excellent environment in which to work. We encourage all staff to learn, develop new skills and progress their careers throughout their employment with us and believe our staff <https://www.bath.ac.uk/jobs/display.aspx?id=1091&pid=221#section3> are vital in creating the University’s inclusive and innovative community. We are committed to providing a family friendly workplace <https://www.bath.ac.uk/campaigns/family-friendly-workplace/> and our staff have access to a number of services that promote wellbeing <https://www.bath.ac.uk/topics/wellbeing/> and improve work-life balance. We recognise the commitment, achievements and talents of our workforce through our offering of initiatives and benefits <https://www.bath.ac.uk/professional-services/pay-and-reward>, including (but not limited to): - Generous employer pension contributions - 39 days holiday (annual leave, discretionary days and bank holidays) - A flexible working environment - A commitment to personal and professional development - Ofsted outstanding rated onsite nursery - Salary exchange scheme (cycle to work) - Onsite private and NHS dentist, onsite medical centre - Employee discount scheme We aim to be an inclusive university, where *difference is celebrated*, respected and encouraged. We truly believe that diversity of experience, perspectives, and backgrounds leads to a better environment for our employees and students, creating a learning environment and organisational *culture that enhances **health and wellbeing* <https://www.bath.ac.uk/topics/wellbeing/> across our community. We are very proud to have recently received Ambassadors for Autism certification <https://www.bath.ac.uk/announcements/university-receives-ambassadors-for-au…> and are an accredited Disability Confident Leader; committed to building disability confidence and supporting disabled staff <http://www.bath.ac.uk/hr/working/disability-support/index.html>. -_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_ -_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_ - Dr Daniel Kious University of Bath - Prob-L@b email: d.kious(a)bath.ac.uk Office: 6 West 1.23 Phone: 01225 38 6186 ******************************** Vittoria Silvestri Assistant Professor Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome ********************************

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Webinar of Prof. Hinz at UNIBS, Department of Economics and Management (fwd)
by Tiziano Vargiolu 14 Dec '20

14 Dec '20

---------- Forwarded message ---------- Date: Mon, 14 Dec 2020 00:41:25 +0100 From: Pelizzari Cristian <cristian.pelizzari(a)unibs.it> To: Tiziano Vargiolu <vargiolu(a)math.unipd.it> Subject: Webinar of Prof. Hinz at UNIBS, Department of Economics and Management Ciao Tiziano, ti chiedo la cortesia di diffondere questo avviso di seminario ai tuoi canali. Ho gi? spedito questa e-mail al Segretario Generale dell'A.M.A.S.E.S.. Mi scuso per la scadenza ravvicinata. Grazie e a presto, Cristian *** Dear Colleagues, on December 17th, 2020 - 11:30 (CET), as part of the Research Seminars at the Department of Economics and Management, University of Brescia, the following webinar will take place: On Optimal Planning of Double-Spending Attacks presented by Prof. Juri Hinz, University of Technology Sydney, and organized by Prof. Paolo Falbo and Prof. Cristian Pelizzari Abstract Diverse concepts originating from the blockchain idea have gained popularity. However, there is concern about stability of such systems. In this setting, an attempt to spend the digital funds more than once (the so-called double-spending attack) has been analyzed by several authors. The present contribution addresses a refinement to this problem under realistic assumptions. Live presentation on: Google Meet. To participate, registration is required by filling out the following form: https://docs.google.com/forms/d/e/1FAIpQLSd3_vL6Rzi7rNf7FiburuLBjC1cc32oA4U SHdQDaivS9_cB5w/viewform Subscribers will be e-mailed the link to the webinar meeting. *** -- Associate Professor of Mathematical Methods of Economics, Finance and Actuarial Sciences Department of Economics and Management University of Brescia Contrada S. Chiara, 50 25122 BRESCIA BS ITALY E-mail cristian.pelizzari(a)unibs.it Tel. 0039-030-2988516 Microsoft Teams contact Informativa sulla Privacy: http://www.unibs.it/node/8155

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Fwd: Two-year Postdoc in Statistics for COVID-19 modelling, Oslo, Norway
by DipIMAP 14 Dec '20

14 Dec '20

Forwardo anche questo con piacere... GPST > Begin forwarded message: > > From: Arnoldo Frigessi <arnoldo.frigessi(a)medisin.uio.no> > Subject: Two-year Postdoc in Statistics for COVID-19 modelling, Oslo, Norway > Date: 13 December 2020 at 22.15 GMT+1 > To: DipIMAP <scaliato(a)axp.mat.uniroma2.it> > > Two-year Postdoctoral Position in Statistics for COVID-19 modelling, Oslo, Norway > > The postdoc will develop new statistical methodology and models to describe and predict the dynamics of the COVID-19 pandemics in Norway and across the Nordic countries. This is part of a new exciting Nordic collaboration project financed by NordForsk with Tom Britton, Stockholm University, Arnoldo Frigessi, Oslo University and Lasse Leskelä, Alto University as co-PIs. If you are selected as postdoc, you will work in close collaboration with the three Nordic teams. We will work on the covid-19 dynamics in space and type, also across the Nordic borders; we will exploit human mobility data in real time described by telecom mobility data; develop methods for probabilistic short term prediction; evaluate and compare alternative interventions. The project has unique access to COVID-19 data streams. There is a possibility to extend the period for an additional year. You can find some more information here: https://nordicmathcovid.cs.aalto.fi > > The postdoc will be employed at the Oslo Centre for Biostatistics and Epidemiology, University of Oslo. You have a strong competence in statistical modelling and inference and have excellent skills in coding. > > This is a unique project, with multiple opportunities also to develop your own research themes, building your curriculum towards a tenure track/permanent position in a leading university. > > To apply, and for more details on the positions, see here: https://www.jobbnorge.no/en/available-jobs/job/196535/2-year-postdoctoral-p… > > Deadline: 11th January 2021 > > We offer > * Salary up to 55.000 Euro per annum depending on qualifications. > * A career development programme designed for researchers at the beginning of their career. > * Health insurance and very attractive "Scandinavian" welfare benefits. > * A generous pension agreement. > * Oslo's family-friendly environment with its rich opportunities for culture and outdoor activities. > > Arnoldo Frigessi

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Announcement: STAR Online Seminar
by michele giordano 14 Dec '20

14 Dec '20

Dear all, This is a reminder for the: STAR Online Seminars. - The seminar will be held Friday 18. December from 11:00-12:00 . You will recieve the link for the Zoom room by registering for the seminar with the link provided at the end of this mail. The lecture will last for 45 minutes + questions. This week's speaker is Federica Masiero - Università degli Studi di Milano-Bicocca, with the seminar: Regularizing properties and HJB equations for stochastic problems with delay Abstract: In this talk we consider stochastic differential equations with delay. It is well known that the Ornstein-Uhlenbeck transition semigroup doesn’t have regularizing properties, such as the strong Feller property. So in general, the associated Hamilton-Jacobi-Bellman (HJB) equation cannot be solved in mild sense by a classical fixed point argument. We present a result of existence of regular solutions for the HJB equations related to a stochastic controlled equation with delay in the control and in the case when, as it often occurs in applications, the objective function depends only on the “present” of the state and control variable. The result is based on partial regularization results for the associated Ornstein-Uhlenbeck semigroup. In analogy, we investigate partial reularizing properties in the case of delay in the state and with a special dependence on the past trajectory, and we solve in mild sense the associated HJB equation and the stochastic controlled problem related. The talk is mainly based on joint works with F. Gozzi and G. Tessitore. After the end of the seminar, you are invited to bring a cup of coffee/tea and have a chat in our Coffee in the Stars here you will have the chance to talk and interact with the other persons that attended the seminar, and have a digital "coffee break". We are looking forward to see you, online! Best regards, Michele Giordano Doctoral research fellow Department of Mathematics University of Oslo, Norway ------------------------------------------------------------------------- Register for the seminar: https://nettskjema.no/a/159180 Link for the seminar webpage: https://www.mn.uio.no/math/english/research/projects/storm/events/seminars/…

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Fwd: PhD Position in Statistics at the University of Amsterdam
by fcollet＠math.unipd.it 12 Dec '20

12 Dec '20

Ricevo ed inoltro. Buon weekend, Francesca ----- Forwarded message from Eni Musta <e.musta(a)uva.nl> ----- Dear colleagues, Applications are invited for a PhD position in Statistics at the Korteweg-de Vries Institute for Mathematics, University of Amsterdam. The PhD candidate will be supervised by Eni Musta and will work on the project "Shape-constrained estimation in survival analysis". The project aims at development of statistical methodology and theory for cure models using shape-constrained techniques. We are looking for candidates with a strong background in Mathematical Statistics/Statistics or Probability and interest in statistical methodology/theory. More details about the project and the application procedure can be found at: <https://www.uva.nl/en/content/vacancies/2020/12/20-753-phd-position-in-stat…>https://www.uva.nl/en/content/vacancies/2020/12/20-753-phd-position-in-stat…<https://www.uva.nl/en/content/vacancies/2020/12/20-753-phd-position-in-stat…><https://www.uva.nl/en/content/vacancies/2020/12/20-753-phd-position-in-stat…> Best regards, Eni Musta ----- End forwarded message -----

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Fwd: Two 3-year postdocs in statistics and mathematics for personalised breast cancer therapy, University of Oslo, Norway
by DipIMAP 11 Dec '20

11 Dec '20

Forwardo volentieri... Gianpaolo Scalia Tomba Begin forwarded message: From: Arnoldo Frigessi <arnoldo.frigessi(a)medisin.uio.no> Subject: Two 3-year postdocs in statistics and mathematics for personalised breast cancer therapy, University of Oslo, Norway Date: 4 December 2020 at 11.41 GMT+1 To: DipIMAP <scaliato(a)axp.mat.uniroma2.it> -----Original Message----- Are you interested in developing new mathematical, statistical or computational models and methods to determine the best personalised treatment for each breast cancer patient? Applications are invited for two postdoc positions of 3 years each at the Oslo Centre for Biostatistics and Epidemiology, University of Oslo. Ideally we wish to hire one postdoc with a strong competence in mathematical modelling and numerical analysis and one postdoc with a strong competence in statistical modelling, inference and computational statistics. The two postdocs will play a key scientific role in our two cross-disciplinary international projects funded by the European Union Horizon 2020 and EraCoSysMed. The project team includes experts in statistical and mathematical modelling of cancer, in molecular biology, genomics and clinical oncology. The project has access to unique data, including clinical, imaging and high-throughput genomic data from breast cancer patients recruited in concluded clinical trials. You find more information on the project here: www.rescuer.uio.no To apply, and for more details on the positions, see here: https://www.jobbnorge.no/en/available-jobs/job/196515/two-3-year-postdoctor… Deadline: 11th January 2021 We offer * Salary up to 55.000 Euro per annum depending on qualifications. * A career development programme designed for researchers at the beginning of their career. * Possibility to make teaching and consulting experiences, if wished so * Health insurance and very attractive "Scandinavian" welfare benefits. * A generous pension agreement. * Oslo's family-friendly environment with its rich opportunities for culture and outdoor activities. ---------- Arnoldo Frigessi professor University of Oslo Oslo University Hospital Norway Oslo Centre for Biostatistics and Epidemiology University of Oslo and Oslo University Hospital Director http://www.med.uio.no/imb/english/research/centres/ocbe/ BigInsight Centre for research based Innovation Director http://www.biginsight.no contact: +4795735574 http://www.med.uio.no/imb/english/people/aca/frigessi/ <http://www.med.uio.no/imb/english/people/aca/frigessi/>

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Webinar at Unibo: A Kolmogorov PDE with non-linear drift: analysis and applications to stochastic filtering
by Andrea Pascucci 10 Dec '20

10 Dec '20

Giovedì 10 Dicembre, ore 17:00 on-line Antonello Pesce terrà un seminario dal titolo A Kolmogorov PDE with non-linear drift: analysis and applications to stochastic filtering Le istruzioni per partecipare al link https://www.dm.unibo.it/seminari/ -- --------------------------------------------------------------- Andrea Pascucci andrea.pascucci(a)unibo.it Dipartimento di Matematica P.zza di Porta S. Donato, 5 40126 Bologna - Italy Office Tel. +39-0512094428 Fax +39 0510821834 https://sites.google.com/view/andrea-pascucci/ Skype: andrea.pascucci https://www.mendeley.com/profiles/andrea-pascucci3/ Get DropBox here: http://db.tt/Y2GN2TCx ---------------------------------------------------------------

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Pisa Online Seminars - Jie-Xiang Zhu (Tuesday, Dec. 15 at 14:00)
by Giacomo Filippo Di Gesu 09 Dec '20

09 Dec '20

Dear colleagues, I would like to announce 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 the meeting<https://teams.microsoft.com/l/meetup-join/19%3A17115d7f6ef44c5e91974362906c…> Best regards, Giacomo Tuesday, Dec. 15, 14:00 Speaker: Jie-Xiang Zhu (Fudan University / Université de Toulouse) Title: On optimal matching problem for Gaussian samples with dimension d ≥ 3 Abstract: Optimal matching problems are very classical in computer science, physics and mathematics. In this talk, we will discuss the related rates of convergence of empirical measures associated with n independent random points, whose common distribution is the normal Gaussian distribution in Euclidean space with dimension d ≥ 3. Our method is based on the PDE and mass transportation approach developed by L. Ambrosio, F. Stra and D. Trevisan. _____________________ Giacomo Di Gesù Dipartimento di Matematica Università di Pisa Largo Bruno Pontecorvo 5 56127 - Pisa, Italy giacomo.digesu(a)unipi.it

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LTI@UniTO seminar Wednesday November 25, 3pm, Albert Menkveld (VU Amsterdam)
by Luca Regis 09 Dec '20

09 Dec '20

|| || |Dear colleagues, | ||||||| LTI@UniTO (www.carloalberto.org/lti <www.carloalberto.org/lti>) and Collegio Carlo Alberto are pleased to invite you to the following webinar in Finance: | | “Equilibrium Bid-Price Dispersion” Speaker: Albert Menkveld (VU Amsterdam), _https://albertjmenkveld.com/about/ <https://albertjmenkveld.com/about/> _ Abstract: If bidding in a common-value auction is costly and if bidders do not know how many others are also bidding, all equilibria are in mixed strategies. Participation is probabilistic and bid prices are dispersed. The symmetric equilibrium is unique and yields simple analytic expressions. We use them to, for example, show that bid prices exhibit negative skewness. The expressions are further used to estimate the model based on bidding on an S&P500 security. We find that the number of bidders declined over time, making liquidity supply fragile. You can join the webinar via zoom at the following link: | https://us02web.zoom.us/j/81439851376?pwd=YUFsWXFvNldTaEMrTW55VE5kaXJiQT09 <https://us02web.zoom.us/j/81439851376?pwd=YUFsWXFvNldTaEMrTW55VE5kaXJiQT09> Meeting ID: 814 3985 1376 Passcode: 753282 Best regards, Luca Regis -- 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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Post-doc position at University of Milano on "Extension of Martingale Optimal Transport"
by Luciano Campi 09 Dec '20

09 Dec '20

Dear colleagues, I would be grateful if you could bring to the attention of your best graduate students and PhD holders that a two-year long post-doc research positions is available at the Department of Mathematics at the University of Milano. The research line of the post doc position concerns "Extension of Martingale Optimal Transport Theory" and will be coordinated by Prof. Luciano Campi and Prof. Marco Frittelli. All interested candidates are encouraged to participate to the selection procedure. All information (in Italian and in English) about the position, the application and the deadlines can be found at: https://www.unimi.it/it/ricerca/fare-ricerca-da-noi/assegni-di-ricerca <https://www.unimi.it/it/ricerca/fare-ricerca-da-noi/assegni-di-ricerca> https://www.unimi.it/sites/default/files/2020-11/bando%20assegni%20A%202020… <https://www.unimi.it/sites/default/files/2020-11/bando%20assegni%20A%202020…> Thanks very much Luciano Campi -------------------------------------------------------- Luciano Campi Full Professor University of Milan Department of Mathematics Email: luciano.campi(a)unimi.it Web: sites.google.com/site/lucianocampi1

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Avviso di Seminario
by Domenico Marinucci 09 Dec '20

09 Dec '20

Avviso di Seminario Speaker: Michele Salvi (Università di Roma Tor Vergata) Orario: Lunedì 14 dicembre, ore 13 Titolo: Scale-free percolation in continuous space Link al collegamento su Teams: https://teams.microsoft.com/l/meetup-join/19%3ameeting_MWI2ZWY1N2QtMTQ3Zi00… Abstract: The scale-free percolation random graph features three fundamental properties that are often present in large real-world structures (social networks, communication networks, inter-banking systems and so on), but which are never present at once in classical models: (1) Scale-free: the degree of the nodes follows a power law; (2) Small-world: two nodes are typically at a very small graph distance; (3) Positive clustering coefficient: two nodes with a common neighbour have a good chance to be linked. We study a continuous version of scale-free percolation and its possible application to the statistical analysis of a dataset provided by the French Ministry of Agriculture. We discuss some stochastic processes (random walks and particle systems) on this kind of structures with the final goal of understanding how an epidemic would spread. Il seminario rientra tra le attività del Progetto di eccellenza MIUR 2018-2022 Math@Tov. Grazie per l'attenzione, Domenico Marinucci -- @@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@ Domenico Marinucci Dipartimento di Matematica Università di Roma Tor Vergata https://www.mat.uniroma2.it/~marinucc/ @@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@

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Padova Online Seminar by Gianmarco Bet (Università di Firenze) [Friday, Dec. 18 at 11.30]
by alessandra bianchi 09 Dec '20

09 Dec '20

Dear Colleagues, We would like to invite you to the following Probability seminar that will take place on December 18 at 11.30 by the zoom platform. ________________________________________________________ Speaker: Gianmarco Bet (Università di Firenze) Title: Detecting anomalies in complex networks 18 DECEMBER (Friday) - 11:30 zoom link: TBA (available on the webpage https://www.math.unipd.it/~bianchi/seminari/ ) Abstract: Recently there has been an increasing interest in the development of statistical techniques and algorithms that exploit the structure of large complex-network data to analyze networks more efficiently. For this talk, I will focus on detection problems. In this context, the goal is to detect the presence of some sort of anomaly in the network, and possibly even identify the nodes/edges responsible. Our work is inspired by the problem of detecting so-called botnets. Examples are fake user profiles in a social network or servers infected by a computer virus on the internet. Typically a botnet represents a potentially malicious anomaly in the network, and thus it is of great practical interest to detect its presence and, when detected, to identify the corresponding vertices. Accordingly, numerous empirical studies have analyzed botnet detection problems and techniques. However, theoretical models and algorithmic guarantees are missing so far. We introduce a simplified model for a botnet, and approach the detection problem from a statistical perspective. More precisely, under the null hypothesis we model the network as a sample from a geometric random graph, whereas under the alternative hypothesis there are a few botnet vertices that ignore the underlying geometry and simply connect to other vertices in an independent fashion. We present two statistical tests to detect the presence of these botnets, and we show that they are asymptotically powerful, i.e., they correctly distinguish the null and the alternative with probability tending to one as the number of vertices increases. We also propose a method to identify the botnet vertices. We will argue, using numerical simulations, that our tests perform well for finite networks, even when the underlying graph model is slightly perturbed. Our work is not limited in scope to botnet detection, and in fact is relevant whenever the nature of the anomaly to be detected is a change in the underlying connection criteria. Based on joint work with Kay Bogerd (TU/e), Rui Pires da Silva Castro (TU/e) and Remco van der Hofstad (TU/e). -- 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 series on Mathematics of Reaction Networks
by Daniele Cappelletti 07 Dec '20

07 Dec '20

Dear colleagues, This mail is to announce a new online seminar series on the “Mathematics of Reaction Networks” (MoRN). Reaction networks are mathematical models mainly used in biochemistry, with the scope of describing the dynamics of particles of different kinds that interact in a homogeneous environment. The mathematics used to study these models sits at the interface of stochastic process theory, algebra, graph theory, analysis. The seminar will take place twice a month over zoom (Thursday on the 2nd and 4th week of the month, 17.00 Rome time), and consist of two 25-minute long talks followed by longer discussions. The exciting program for the first three sessions is available on the seminar page: https://researchseminars.org/seminar/MoRN The first two talks will be given on Thursday November 12 by David Anderson from the University of Wisconsin-Madison (he will talk about connections between neural networks and the modeling regime of reaction networks) and Lea Popovic from Concordia University (she will introduce a multiscale stochastic model for interacting particles in a heterogeneous environment, and study its fluid limit). More details are given in the seminar webpage. New talks will appear on the seminar webpage, as well as the zoom link. If the speaker agrees, talks will be recorded and added to youtube with a private link, and the link will be shared on the seminar webpage. On the webpage you can subscribe to a mailing list, and you can add the seminar into your calendar. We will send a reminder two days before each talk to subscribed people. Best wishes, Daniele Cappelletti (co-organizing the seminar series with Elisenda Feliu and Stefan Mueller)

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Webinar Ferrari G. - at UNIBS, Department of Economics and Management (fwd)
by Tiziano Vargiolu 05 Dec '20

05 Dec '20

---------- Forwarded message ---------- Date: Fri, 4 Dec 2020 20:59:24 +0100 From: Paolo Falbo <paolo.falbo(a)unibs.it> To: "Vargiolu, Tiziano" <vargiolu(a)math.unipd.it> Subject: Webinar Ferrari G. - at UNIBS, Department of Economics and Management Ciao Tiziano, con preghiera di diffusione. Un caro saluto, Paolo ***** Dear friends, on December 15th, 2020 - 14:30 (cet) within the Research Seminars of DEM, it will take place the following webinar: Taming the spread of an epidemics by lockdown policies presented by Prof. Ferrari Giorgio, Bielefeld University and organized by Prof. Paolo Falbo Abstract In this talk we consider the problem of a policymaker who aims at taming the spread of an epidemic while minimizing its associated social costs. The main feature of our model lies in the fact that the disease's transmission rate is a diffusive stochastic process whose trend can be adjusted via costly confinement policies. We provide a complete theoretical analysis, as well as numerical experiments illustrating the structure of the optimal lockdown policy. In all our experiments the latter is characterized by three distinct periods: the epidemic is first let freely evolve, then vigorously tamed, and finally a less stringent containment should be adopted. Moreover, the optimal containment policy is such that the product "reproduction number x percentage of susceptible" is kept after a certain date strictly below the critical level of one, although the reproduction number is let oscillate above one in the last more relaxed phase of lockdown. Finally, an increase in the fluctuations of the transmission rate is shown to give rise to an earlier beginning of the optimal lockdown policy, which is also diluted over a longer period of time. The seminar is based on a joint work with Salvatore Federico (University of Genova). Live presentation on: Google Meet. To participate, registration is required by 14 December 2020 at 12:00, by filling out the following form: https://forms.gle/VLejKcTxPHYdRXZ99 Subscribers will be emailed the link to the webinar meeting. The poster of the event is attached. Informativa sulla Privacy: http://www.unibs.it/node/8155

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Fwd: CENTRO DE GIORGI -- JUNIOR VISITING POSITIONS -- 5 two-year long post-doc research positions 2021 - 2023
by Marco Romito 03 Dec '20

03 Dec '20

-------- Forwarded Message -------- Subject: CENTRO DE GIORGI -- JUNIOR VISITING POSITIONS -- 5 two-year long post-doc research positions 2021 - 2023 Date: Wed, 2 Dec 2020 20:00:57 +0100 From: CRM <crm(a)sns.it> To: CRM <crm(a)sns.it> Dear Colleague, I would be grateful if you could bring to the attention of your best postgraduate students and PhD holders that *five **two-year long post-doc research positions* named *Junior Visiting Positions* are available at the *Centro De Giorgi - Scuola Normale Superiore, Pisa* covering the following subjects: Position n. 1: Algebraic Geometry and//or Number Theory Position n. 2: Topology, Differential Geometry and//or Geometric Analysis Position n. 3: Partial Differential Equations and//or Probability Position n. 4: Numerical Analysis and//or Financial Mathematics Position n. 5: Dynamical Systems PhD students can also apply, provided that they obtain their PhD no later than October 1st 2021. Deadline for application: *12th January 2021 (11.59 PM Italian time)*. The total two-year gross remuneration, inclusive of all taxes, is € 66,590.00 for each contract, corresponding to a monthly salary of approximately 2,000 Euros. An additional yearly research allowance of 1,000 Euros for exchange visits is also provided. *Starting date: October 2021* The Mathjobs announcement is available here: *https://www.mathjobs.org/jobs/1548* To submit applications please link to the *ANNOUNCEMENT* at *https://amministrazionetrasparente.sns.it/bando/assegni-di-ricerca-denominati-%E2%80%9Cjunior-visiting-position%E2%80%9D-research-positions-named-%E2%80%9Cjunior-visiting-positions%E2%80%9D-0* and read the *OFFICIAL CALL* *https://amministrazionetrasparente.sns.it/sites/default/files/bandi/assegniricerca/anno2020/586call.pdf* Applicants must submit their applications *SOLELY* by using the on-line procedure "SerSe" (https://serse.sns.it/en/) <https://serse.sns.it/en/> available on the Scuola Normale Superiore website and fulfill ALL the tender's requirements. *No other submission method will be accepted.* For any question related to the on-line procedure or any additional information e-mail *job.opportunities(a)sns.it <mailto:job.opportunities@sns.it>*. Best regards, Stefano Marmi ________________________ Scuola Normale Superiore and Centro di Ricerca Matematica Ennio De Giorgi Palazzo Puteano Piazza dei Cavalieri 3 56100 PISA _________________________ /Hosting thousands visitors every year, since its foundation in 2001 the Centro di Ricerca Matematica Ennio De Giorgi provides a thriving international and interdisciplinary research environment and Junior Visitors can take part in a great variety of scientific activities including intensive research periods, workshops and seminars, and have a unique opportunity to interact with top-class scientists./ /(http://crm.sns.it)/ /. /

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Remote 2nd One-Day Workshop on Machine Learning for Finance
by Marco Corazza 01 Dec '20

01 Dec '20

Dear All, I inform that on December 18, 2020, the *Remote 2nd One-Day Workshop on Machine Learning for Finance* will be streamed via the Zoom platform offered by the Department of Economics of the Ca' Foscari University. For receiving the meeting’s address, ID and passcode, it is necessary to communicate the email address of the attendee to the email address corazza(a)unive.it. Below, a tentative program of the workshop. *MORNING* - 09:50-10:00: Openings - 10:00-10:30: E. Vittori, M. Trapletti, M. Restelli: "Option hedging with risk averse Reinforcement Learning" - 10:30-11:00: G. Anese, M. Corazza, M. Costola, L. Pelizzon: "Impact of market sentiment on stock return and volatility" - 11:00-11:30: E. Barucci, M. Bonollo, F. Poli, E. Rroji: "A machine learning algorithm for stock picking built on information based outliers" - 11:30-11:45: Break - 11:45-12:15: I. Kyriakou, P. Mousavi, J.P. Nielsen, M. Scholz: "Short-term exuberance and long-term stability: A simultaneous optimisation of stock return predictions for short and long horizons" - 12:15-12:45: A. Flori, D. Regoli: "Revealing pairs-trading opportunities with Long Short-Term Memory Networks" - 12:45-14:15: Break *AFTERNOON* - 14:15-14:45: M. Azzone, E. Barucci, G. Giuffra, D. Marazzina: "A Machine Learning model for lapse prediction in life insurance contracts" - 14:45-15:15: Oleksandr Castello, M. Resta: "Parsimonious yield curve models on the trial: An application to BRICs countries" - 15:15-15:45: G. Amici, M. Bianchetti, F. Brina, B. Lari, M. Mezzetti, A. Peroni, P. Rossi: "Deep Learning from market data" - 15:45-16:00: Break - 16:00-16:30: L. W. Cong, K. Tang: "AlphaPortfolio: Single-step portfolio construction through Reinforcement Learning and economically interpretable AI" - 16:30-17:00: E. Vittori, M. Bernasconi, F. Trovò, M. Restelli: "Dealing with transaction costs in portfolio optimization: Online gradient descent with momentum" - 17:00-17:30: G. di Tollo, J. Andria, S. Ghilardi: "Gender analysis and attention to gender: An experimental framework" - 17:30-17:40: Closings Best regards, Marco Corazza -- Marco Corazza, Ph.D. Department of Economics - Ca' Foscari University of Venice San Giobbe, Cannaregio 873 - 30121 Venezia, Italy Mobile: (+39) 366 602-9134 Phone: (+39) 041 234-6921 Fax: (+39) 041 234-7444 E-mail: corazza(a)unive.it Editor-in-Chief: Mathematical Methods in Economics and Finance - www.unive.it/m2ef

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Fwd: Annuncio seminario presso la Universitá Carlos III di Madrid
by Antonio DI CRESCENZO 30 Nov '20

30 Nov '20

---------- Forwarded message --------- Da: BERNARDO D AURIA . <bdauria(a)est-econ.uc3m.es> Date: lun 30 nov 2020 alle ore 09:24 Subject: Annuncio seminario presso la Universitá Carlos III di Madrid Good morning to everybody, I would like to inform you of an online Research Seminar scheduled for this Friday at the Department of Statistics of the Madrid University Carlos III: *Date*: Friday, December 4 *Time*: 1:00 p.m. *Speaker*: Tiziano de Angelis (Università di Torino) *Title*: *An analytical study of participating policies with minimum guaranteed and surrender option* The link to attend through the BB Collaborate platform is: https://eu.bbcollab.com/guest/b1b6ef4d6f734be7bc233c49ceefe5f8 For more information on this and other Department seminars please look at: http://www.est.uc3m.es/seminarios/ Regards Bernardo D'Auria Associate Professor Madrid University Carlos III de Madrid http://www.est.uc3m.es/bdauria 📞 +34 91 624 8804 📠 +34 91 624 8749

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new deadline- Special Issue "Stochastic Optimization Methods in Economics, Finance and Insurance"
by c.ceci＠unich.it 27 Nov '20

27 Nov '20

Dear all, we are glad to inform you that submissions for the Special Issue "Stochastic Optimization Methods in Economics, Finance and Insurance" on Mathematics (https://www.mdpi.com/journal/mathematics) are open. The following is the official website: https://www.mdpi.com/journal/mathematics/sections/financial_mathematics Research articles, reviews, communications and concept papers will be considered. The deadline is now postponed to 30 April 2021. Since Mathematics is an open access journal, there is a fee (1200 CHF) to be paid at acceptance. Short description of the Special Issue: Stochastic optimization finds numerous and various applications in economics, finance and insurance. Among these, we may cite optimal portfolio selection, optimal reinsurance and investment problems, utility maximization and application to valuation of financial and insurance derivatives, optimal management of pension fund and public debt, risk measures. This Special Issue aims at collecting original research papers or comprehensive reviews on the theory and applications of dynamic stochastic optimization in economics, finance and insurance. Advanced mathematical tools have been employed to handle with these problems including viscosity solutions approach, martingale methods, backward stochastic differential equations (BSDEs), partial differential equations (PDEs), convex duality, filtering techniques and various numerical methods. Applications different from stochastic optimization will be possibly considered. If you have any questions, please do not hesitate to contact us. Please apologize for cross-posting. Guest Editor: Prof. Claudia Ceci Co-Guest Editor: Dr. Matteo Brachetta

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Tenure-track position at the Assistant Professor level in Stochastics at Berkeley
by Ferrari, Giorgio 26 Nov '20

26 Nov '20

Dear All, please find below an advertisement for a tenure-track position at the Assistant Professor level in Stochastics at The DEPARTMENT OF INDUSTRIAL ENGINEERING & OPERATIONS RESEARCH (IEOR) at the University of California, Berkeley. All the best wishes, Giorgio Ferrari %%%%%%%%%%%%%%%%%%%%%%% *Advertisement 8/31/20* The DEPARTMENT OF INDUSTRIAL ENGINEERING & OPERATIONS RESEARCH (IEOR) at the University of California, Berkeley, welcomes applications from qualified researchers for a position in the broad area of stochastics, with research interests in topics such as probability, machine learning, stochastics modeling, financial engineering and technology, and data science, for a *tenure-track faculty position at the Assistant Professor level* with an expected start date of July 1, 2021. Applicants are encouraged to apply by October 15, 2020, as the department intends to invite some applicants for initial remote/videoconference interviews on a rolling basis before the final deadline of December 1, 2020. *All applications received by December 1 will receive full consideration.* The UC Berkeley Industrial Engineering and Operations Research Department is at the forefront of research and teaching of stochastics, optimization, production, and applying these fundamentals to industrial applications in areas such as healthcare, logistics, energy, security, finance, and e- commerce. The IEOR Department has strong ties with other departments in the UC Berkeley College of Engineering and enjoys close relationships with the faculties of Statistics, Mathematics, and Economics, as well as with the Haas School of Business. Our interdisciplinary program also offers outstanding opportunities for collaboration with technologists and companies in the greater Bay Area. The IEOR department offers BA, BS, MS, MEng, and PhD degrees. To learn more about our department please visit https://ieor.berkeley.edu. This exceptional environment for teaching and research will provide the successful candidate with unique opportunities for intellectual and technological leadership. Diversity, equity, and inclusion are core values at UC Berkeley and IEOR. Our excellence can only be fully realized by faculty, students, and staff who share our commitment to these values. Successful candidates for our faculty positions will demonstrate evidence of a commitment to advancing equity and inclusion. Financial and in-kind resources are available to pursue activities that help accelerate our efforts to achieve our equity and inclusion goals, with the full backing of the College. Examples of ongoing programming at the College are available at https://engineering.berkeley.edu/diversity. _Candidates with the following qualifications are encouraged to apply_: - Excellent original research in relevant topics - Clear vision for future original research in relevant topics - Ability and enthusiasm for teaching relevant courses - Excellent communication skills and enthusiasm for advancing diversity and collaboration. At the time application, applicants must have completed or, be in the process of completing a PhD or an equivalent international degree. The ideal candidate will have a record of excellent original research in relevant areas and experience with state-of-the-art methods, tools, and software. The ideal candidate will also be able to make a convincing case for his or her vision for future innovations in research and teaching, as well as have the enthusiasm and ability to work with industry and colleagues to raise funds to support such research. *Qualified candidates may apply using the following link:* https://aprecruit.berkeley.edu/JPF02652. All recommendation letters will be treated as confidential per University of California policy and California state law. Please refer potential referees, including when letters are provided via a third party (i.e., dossier service or career center), to the UC statement on confidentiality (http://apo.berkeley.edu/evalltr.html) prior to submitting their letters. *The deadline for applications is December 1, 2020. * Candidates will be reviewed on an ongoing basis, and early application is recommended. _For questions regarding this position, please contact IEOR manager:_ Rebecca Pauling, rpauling(a)berkeley.edu The University is committed to addressing the family needs of faculty members, including dual career couples and single parents. For information about potential relocation to Berkeley, or career needs of accompanying partners and spouses, please visit: http://ofew.berkeley.edu/new-faculty. The University of California is an Equal Opportunity/Affirmative Action Employer. All qualified applicants will receive consideration for employment without regard to race, color, religion, sex, sexual orientation, gender identity, national origin, disability, age or protected veteran status. For the complete University of California nondiscrimination and affirmative action policy see: http://policy.ucop.edu/doc/4000376/NondiscrimAffirmAct (link is external).

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1-year postdoc positions at Leeds
by Antonio DI CRESCENZO 25 Nov '20

25 Nov '20

---------- Forwarded message --------- Da: Martin Lopez Garcia <M.LopezGarcia(a)leeds.ac.uk> Subject: 1-year postdoc positions at Leeds Dear colleagues, Hope you are all well. We are looking for two postdoctoral fellows at Leeds to do some modelling of COVID-19 infection transmission, using Quantitative Microbial Risk Assessment approaches. More information about these projects/positions can be found at https://jobs.leeds.ac.uk/vacancy.aspx?ref=EPSCV1024 I would appreciate if you could circulate this around, or share with potential candidates you may think of. Thanks very much, Best wishes, Martin ----------------------------------------------------------------------------------------------------- Dr Martin Lopez-Garcia Lecturer & School Academic Lead for Inclusive Practice Department of Applied Mathematics (Office 10.18d), School of Mathematics, University of Leeds Leeds LS2 9JT, U.K. Phone: +44 (0)113-343-8951 Email: M.LopezGarcia(a)leeds.ac.uk Web: https://matml.github.io/ Google Scholar: https://scholar.google.com/citations?user=U4VkcxYAAAAJ&hl=es Research Gate: https://www.researchgate.net/profile/Martin_Lopez-Garcia2 Have a look at the video games "Hospital Infections" https://matml.github.io/#videogames

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Invitation letter EFI6 (fwd)
by Tiziano Vargiolu 25 Nov '20

25 Nov '20

---------- Forwarded message ---------- Date: Tue, 24 Nov 2020 21:39:58 +0100 From: Paolo Falbo <paolo.falbo(a)unibs.it> Dear All, we are glad to announce the sixth edition of Energy Finance Italia. The conference will be organized by the Department of Economics and Management of the University of Brescia and will take place on February 22-23, 2021. Due to the COVID-19 pandemic, at the moment we still cannot decide the format of the conference, whether fully online or hybrid. In any case, we will ta ke that decision in due time, and we will communicate it by means of our web site and our newsletter. The deadline for the submission of a long abstract (max two pages) is January 18, 2021. Notification of acceptance: January 28, 2021. Registration and payment of fees: February 8, 2021. All the information at the link http://energyfinanceitalia.unicam.it/index.php/energy-finance-italia-6-work… Best regards, Paolo Falbo on behalf of the Organizing Committee

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call for papers - special issue
by Roy Cerqueti 23 Nov '20

23 Nov '20

Dear all, please, circulate this call for papers, that can be of interest for some colleagues. Sorry for cross-posting. Thanks, yours sincerely Roy %%% Dear Colleagues, We are glad to announce a “Stats” Special Issue on “Benford's Law(s) and Applications”. We are inviting manuscripts on Benford's Law(s) theory, testing, and applications in widely different scientific contexts. Suitable manuscripts may include but are not limited to the Benford's Law(s) for fraud detection and assessment of data quality and reliability; conformance tests; applications in and outside accounting; theoretical foundations. The purpose of this Special Issue is to collect in a single source, for better visibility, recent theoretical and applied advancements in a still progressing field. Keywords • Benford's Law(s) • Theoretical foundations of Benford's Law(s) • Fraud detection • Data quality and reliability • Conformance tests • Forensic accounting The deadline is October 30th, 2021. For details, see https://www.mdpi.com/journal/stats/special_issues/benford_law We look forward to receiving your submissions. Prof. Dr. Claudio Lupi Prof. Dr. Roy Cerqueti Prof. Dr. Marcel Ausloos Guest Editors -- ________________________________________________________ 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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Online seminar Francesca Parise
by Marco Scarsini 20 Nov '20

20 Nov '20

Thursday 26 November, h 17:00 *Francesca Parise,* Cornell University Analysis and Interventions in Large Network Games: Graphon Games and Graphon Contagion Discussants: Giacomo Como, Daniel Cooney, Mathieu Lauriere. Click here to access the Virtual Room <http://mailsender.luiss.it/lists/lt.php?id=cRpRCgYHSAUHAAFOVgFdBQs> The papers can be found here: https://arxiv.org/abs/1802.00080 https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3674691 Information about future seminars can be found here: https://economiaefinanza.luiss.it/seminari/prossimi-seminari ******************************************************* Marco Scarsini Dipartimento di Economia e Finanza Luiss Viale Romania 32 00197 Roma, ITALY URL: http://docenti.luiss.it/scarsini/

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(Corrected) Pisa Online Seminars - Alessandra Cipriani and Trishen Gunaratnam (Tuesday, Nov. 24 at 14:00 and 15:00)
by Giacomo Filippo Di Gesu 19 Nov '20

19 Nov '20

I mistakenly sent you twice the same abstract yesterday. Please find below the correct version. Best, Giacomo **************** Dear colleagues, I would like to announce the following online seminar organized by the Probability group of the University of Pisa. The talks will be accessible under the link Click here to join the meeting<https://teams.microsoft.com/l/meetup-join/19%3a17115d7f6ef44c5e91974362906c…> Tuesday, Nov. 24, 14:00 Speaker: Alessandra Cipriani (TU Delft) Title: Some properties of the discrete membrane model Abstract: The discrete membrane model (MM) is a random interface model for separating surfaces that tend to preserve curvature. It is a very close relative of the discrete Gaussian free field (DGFF), for which instead the most likely interfaces are those preserving the mean height. However working with the two models presents some key differences, in that in the MM the shape is driven by the biharmonic operator, while the DGFF is essentially a Gaussian perturbation of harmonic functions. In particular, a lot of tools (electrical networks, random walk representation of the covariance) are available for the DGFF and lack in the MM. In this talk we will review some basic properties of the MM, and we will investigate a random walk representation for the covariances of the MM and what it can bring forth in terms of scaling limits of its extremes. This talk is based on joint works, partly ongoing, with Biltu Dan, Rajat Subhra Hazra (ISI Kolkata) and Rounak Ray (TU/e). Tuesday, Nov. 24, 15:00 Speaker: Trishen Gunaratnam (Université de Genève) Title: Phase transitions for $\phi^4_3$ Abstract: In this talk I will discuss recent results obtained in joint work with Ajay Chandra (Imperial) and Hendrik Weber (Bath) about the large-scale behaviour of the $\phi^4_3$ Euclidean field theory. In particular, I will discuss a surface order large deviations estimate for the average magnetisation at sufficiently low temperatures in large but finite volumes. This is a manifestation of phase transition, which is well-known for this model. As a byproduct of this, one can quantify a breakdown of ergodicity for the Glauber dynamics of this model - given by the dynamical $\phi^4_3$ singular SPDE - for sufficiently low temperatures in the infinite volume limit.

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Pisa Online Seminars - Alessandra Cipriani and Trishen Gunaratnam (Tuesday, Nov. 24 at 14:00 and 15:00)
by Giacomo Filippo Di Gesu 18 Nov '20

18 Nov '20

Dear colleagues, I would like to announce the following online seminar organized by the Probability group of the University of Pisa. The 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, Nov. 24, 14:00 Speaker: Alessandra Cipriani (TU Delft) Title: Some properties of the discrete membrane model Abstract: In this talk I will discuss recent results obtained in joint work with Ajay Chandra (Imperial) and Hendrik Weber (Bath) about the large-scale behaviour of the $\phi^4_3$ Euclidean field theory. In particular, I will discuss a surface order large deviations estimate for the average magnetisation at sufficiently low temperatures in large but finite volumes. This is a manifestation of phase transition, which is well-known for this model. As a byproduct of this, one can quantify a breakdown of ergodicity for the Glauber dynamics of this model - given by the dynamical $\phi^4_3$ singular SPDE - for sufficiently low temperatures in the infinite volume limit. Tuesday, Nov. 24, 15:00 Speaker: Trishen Gunaratnam (Université de Genève) Title: Phase transitions for $\phi^4_3$ Abstract: In this talk I will discuss recent results obtained in joint work with Ajay Chandra (Imperial) and Hendrik Weber (Bath) about the large-scale behaviour of the $\phi^4_3$ Euclidean field theory. In particular, I will discuss a surface order large deviations estimate for the average magnetisation at sufficiently low temperatures in large but finite volumes. This is a manifestation of phase transition, which is well-known for this model. As a byproduct of this, one can quantify a breakdown of ergodicity for the Glauber dynamics of this model - given by the dynamical $\phi^4_3$ singular SPDE - for sufficiently low temperatures in the infinite volume limit.

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1.12.2020: Workshop dedicated to the memory of Professor Yuriy Kozachenko
by Luisa Beghin 18 Nov '20

18 Nov '20

Ricevo e inoltro Cordiali saluti. Luisa Beghin We would like to announce the International Workshop "Modern Trends in Probability Theory and Mathematical Statistics III" dedicated to the memory of Professor Yuriy Kozachenko (1.12.1940–5.05.2020). The Workshop will be held on 1 December 2020 from 14:00 to 19:00 Kyiv time (UTC/GMT + 2). The Workshop is organized by the Department of Probability, Statistics and Actuarial Mathematics of Taras Shevchenko National University of Kyiv. Invited Speakers: Giulia Di Nunno (Norway), Rita Giuliano-Antonini (Italy), Alexander Ivanov (Ukraine), Nikolai Leonenko (UK), Andriy Olenko (Australia), Enzo Orsingher (Italy), Vladimir Piterbarg (Russian Federation), Lyudmyla Sakhno (Ukraine), Tommi Sottinen (Finland), Andrei Volodin (Canada). The Workshop will be conducted virtually via Zoom meeting. We invite you to join the Workshop. Please find the program and connection details on the website http://probability.univ.kiev.ua/moderntrends3/ We kindly ask you to share this information among your colleagues, if you find this appropriate. Thank you. Best regards, organizers of the Workshop Prof. Yuliya Mishura Dr. Lyudmyla Sakhno -- Taras Shevchenko National University of Kyiv Department of Probability Theory, Statistics and Actuarial Mathematics 64/13, Volodymyrska St., 01601 Kyiv, Ukraine Tel/fax: (+380-44) 259-03-92 *************************************************************** Luisa Beghin Dipartimento di Scienze Statistiche Fac. Ingegneria dell'Informazione, Informatica e Statistica "SAPIENZA" Università di Roma Piazzale Aldo Moro 5, 00185 Roma T (+39) 06 49910543 F (+39) 06 4959241 https://sites.google.com/site/luisabeghin/ ***************************************************************** -- ________________________________________________________ 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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Tenure-Track Assistant Professor in Probability - TU Eindhoven
by Pietro Caputo 18 Nov '20

18 Nov '20

Ricevo e inoltro: ------------------- *Tenure-Track Assistant Professor in Probability* The Statistics, Probability and Operations Research (SPOR) cluster of the Department of Mathematics and Computer Science at Eindhoven University of Technology (TU/e) invites applications for a full-time tenure-track position in the area of Probability. For details, see https://jobs.tue.nl/en/vacancy/tenuretrack-assistant-professor-in-probabili…

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Padova Online Seminar by Alessandro Zocca (Vrije Universiteit Amsterdam) [Friday, Nov. 27 at 11.30]
by alessandra bianchi 17 Nov '20

17 Nov '20

Dear Colleagues, We would like to invite you to the following Probability seminar that will take place on November 27 at 11.30 by the zoom platform. ________________________________________________________ Speaker: Alessandro Zocca (Vrije Universiteit Amsterdam) Title: Power grids as stochastic networks: emergent failures and mitigation strategies 27 NOVEMBER (Friday) - 11:30 zoom link: TBA (available on the webpage https://www.math.unipd.it/~bianchi/seminari/ ) Abstract: Power grids are one of the most complex and critical networks in modern-day society, which we expect to function reliably at all times. The increasing adoption of renewable energy sources such as solar panels and wind turbines, introduces a massive amount of uncertainty into power grids, due to their intrinsically intermittent and highly variable nature. In this talk I will give an overview of my current research, which aims to develop new mathematical tools to analyze power grids and their performance in the presence of uncertainty. Stochastic fluctuations of the power injections affect line flows and phase angle frequencies, and, when amplified by correlations and network effects, they can cause failures and possibly blackouts. Large deviations techniques and ad-hoc MCMC methods allow us to better understand how these emergent failures occur and to estimate their likelihood. A peculiar feature of cascading failures in power grids is that they propagate nonlocally, making the control and mitigation of these failures extremely hard. I will illustrate a novel strategy we devise using tools from graph theory, spectral clustering, and optimization to mitigate the impact of line failures and their non-local propagation. -- 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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Six-year PhD position at TU Delft
by Elena Pulvirenti 16 Nov '20

16 Nov '20

Dear all, the Institute of Applied Mathematics at *TU Delft* invites applications for a *Six-year PhD position in Applied Probability and Mathematical Physics*. We are looking for a highly motivated candidate to work on the project *“Statistical mechanics problems on random graphs”* in a joint collaboration under the supervision of Dr. J.L.A. Dubbeldam, Associate professor in the *Mathematical Physics* group and Dr. E. Pulvirenti, Assistant professor in the *Applied Probability* group of Delft Institute of Applied Mathematics (DIAM). The research work for the future PhD candidate focuses on metastability for spins models on random graphs, both from the perspective of theoretical probability and numerical simulations. In addition to the research work, the student is expected to teach (40% of the work load). This position is meant for a candidate who also wants to acquire teaching skills and contribute to the educational program of TU Delft. Therefore the position is for 6 years. See https://www.tudelft.nl/over-tu-delft/werken-bij-tu-delft/vacatures/details/… for more details. For information about this vacancy, you can contact both J.L.A. Dubbeldam, email: JLADubbeldam(a)tudelft.nl, and E. Pulvirenti, email: E.Pulvirenti(a)tudelft.nl. To apply for this vacancy, please provide *before 12/12/2020*: - a detailed CV (optional: including papers you have submitted / published) - a list of courses taken and grades obtained - a copy of your Master's thesis (or a draft if not yet submitted) - contact information for 2-3 references - motivation letter (explaining why you would make an excellent candidate for this position) Best regards, Elena Pulvirenti

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I: Assegni di ricerca SNS
by Massimo Campanino 16 Nov '20

16 Nov '20

________________________________ Da: Giovanni Dore <giovanni.dore(a)unibo.it> Inviato: lunedì 16 novembre 2020 12:54 A: Dipartimento di Matematica — docenti di struttura e sottostrutture <mat.docenti.all(a)unibo.it> Oggetto: Assegni di ricerca SNS Cari colleghi, comunico che la Scuola Normale Superiore ha bandito 5 assegni di ricerca in ambito matematico. Il bando è disponibile all’indirizzo https://amministrazionetrasparente.sns.it/bando/assegni-di-ricerca-denomina… Cordiali saluti Giovanni Dore

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PhD in Statistics & Computer Science @Bocconi - call for applications
by Antonio Lijoi 16 Nov '20

16 Nov '20

******************* PhD in Statistics and Computer Science - a.y. 2021-2022 Call for applications for PhD student positions ******************* The Bocconi PhD School provides 7 scholarships for the PhD in Statistics and Computer Science, and a position with tuition waiver. * Scholarship amount * 20.280 euro per annum in the 1st and 2nd year 15.343 euro per annum in the 3rd and 4th year Further funding is available through teaching and research assistantship. Visit www.unibocconi.eu/admissionphd for detailed information. ** Applications are due by February 1, 2021 ** Within the PhD School at Bocconi University, the four-year PhD program in Statistics and Computer Science is a high profile and rigorous doctoral program that develops strong mathematical, statistical, computational and programming backgrounds. The curriculum is structured into two tracks: Statistics and Computer science. The first year includes courses that are compulsory for all enrolled PhD students. The second-year features track-specific and elective courses that provide students with a more specialized competence and focus on topics that may be the object of the doctoral dissertation. Dedicated mentorship is offered to students throughout their time at Bocconi. Multidisciplinary interchange with other graduate programs in Bocconi’s PhD School, as well as research experience abroad, are also encouraged. The Faculty includes internationally acknowledged top researchers in Statistics, Computer Science, Decision Theory, Statistical Physics and Machine Learning. The program also benefits from contributions of authoritative visiting professors who deliver short monographic courses. Highly qualified and motivated students with M.Sc. degrees in in Statistics, Mathematics, Computer Science, Economics, Physics, Engineering and related areas, as well as other quantitatively-oriented fields, are encouraged to apply for admission. Applicants should hold, or be on their way to hold, a graduate degree or equivalent. For further information about the PhD program in Statistics and Computer Science at Bocconi, visit www.unibocconi.eu/phdstatscompscience and feel free to contact: Antonio Lijoi (antonio.lijoi(a)unibocconi.it) Angela Baldassarre, PhD administrative assistant (angela.baldassarre(a)unibocconi.it) ------ Antonio Lijoi Bocconi University http://mypage.unibocconi.eu/antoniolijoi/

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Fwd: 3 postdoctoral positions in Mathematics, Computer Science and interactions in Lyon & Saint-Étienne: 2021 campaign Labex Milyon
by Pietro Caputo 14 Nov '20

14 Nov '20

Ricevo e inoltro: ---------- Forwarded message --------- From: sabot(a)math.univ-lyon1.fr <sabot(a)math.univ-lyon1.fr> Date: Fri, Nov 13, 2020, 20:02 Subject: 3 postdoctoral positions in Mathematics, Computer Science and interactions in Lyon & Saint-Étienne: 2021 campaign Labex Milyon Dear Colleagues, Could you please forward this message to interested colleagues and potential candidates (sorry for the inconvenience if you already received it) Best regards, Christophe Sabot Responsible of the Labex Milyon ----------------------------------------------------------------------------------------------------------------------------- The Excellence Laboratory Milyon <https://milyon.universite-lyon.fr/labex-milyon-mathematics-and-theoretical-…> (Labex Milyon) opens the 2021 campaign of postdoctoral researchers in Lyon--Saint-Etienne in Mathematics, Computer Science and their interactions (including some aspects of theoretical physics). *Milyon offers three postdoctoral positions of two years* with no teaching load for the period 2021–2023. The application is open to all research areas of the labex Milyon (see here <https://milyon.universite-lyon.fr/about-research-126697.kjsp?RH=EN-MILYON-9…> ). More information on the link below: https://milyon.universite-lyon.fr/postdoctoral-positions-2021-2023--130160.… Deadline for applications: January 6th 2021

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Webinar of François Caron @ Unimib
by Federico Camerlenghi 13 Nov '20

13 Nov '20

Dear all, We are glad to announce the next DEMS webinar: Wednesday, 18th November 2020, time 13.00 (CET). link to attend: https://unimib.webex.com/unimib/onstage/g.php?MTID=eadc0aefcf2b20a4d5b65dfc… The speaker is *François Caron*, Department of Statistics, University of Oxford (UK). ******************************************************* *TITLE*. *A unified construction for series representations and finite approximations of completely random measures* *ABSTRACT*. Infinite-activity completely random measures (CRMs) have become important building blocks of complex Bayesian nonparametric models. They have been successfully used in various applications such as clustering, density estimation, latent feature models, survival analysis or network science. Popular infinite-activity CRMs include the (generalized) gamma process and the (stable) beta process. However, except in some specific cases, exact simulation or scalable inference with these models is challenging and finite-dimensional approximations are often considered. In this work, we propose a general and unified framework to derive both series representations and finite-dimensional approximations of CRMs. Our framework can be seen as a generalization of constructions based on size-biased sampling of Poisson point process [Perman et al., 1992]. It includes as special cases several known series representations and finite approximations as well as novel ones. In particular, we show that one can get novel series representations for the generalized gamma process and the stable beta process. We show how these constructions can be used to derive novel algorithms for posterior inference, including a generalization of the slice sampler for normalized CRMs mixture models introduced by Griffin and Walker [2011]. We also provide some analysis of the truncation error. Joint work with Juho Lee and Xenia Miscouridou https://arxiv.org/abs/1905.10733 *Details to attend the webinar.* Event number (access code): 174 366 0917 Event password: 18112020 Wednesday, November 18, 2020 1:00 pm, Europe Time (Rome, GMT+01:00) Event address for attendees: https://unimib.webex.com/unimib/onstage/g.php?MTID=eadc0aefcf2b20a4d5b65dfc… ******************************************************* The webinar is organized by the Department of Economics, Management and Statistics (DEMS) of the University of Milano - Bicocca. -- 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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BANDO RTDA Mat/06 - Dipartimento Scienze Statistiche - Sapienza Università di Roma
by Luisa Beghin 13 Nov '20

13 Nov '20

Cari tutti, è stato pubblicato il bando relativo ad una posizione di ricercatore a tempo determinato di tipo A, presso il Dipartimento di Scienze Statistiche della Sapienza di Roma (con scadenza 3-12-2020). Bando RTDA/03/2020 Prot. n. 1240/2020 del 3.11.2020 - G.U. n. 86 del 3.11.2020 al seguente link: https://web.uniroma1.it/trasparenza/dettaglio_bando/165882 Cordiali saluti. Luisa Beghin *************************************************************** Luisa Beghin Dipartimento di Scienze Statistiche Fac. Ingegneria dell'Informazione, Informatica e Statistica "SAPIENZA" Università di Roma Piazzale Aldo Moro 5, 00185 Roma T (+39) 06 49910543 F (+39) 06 4959241 https://sites.google.com/site/luisabeghin/ ***************************************************************** -- ________________________________________________________ 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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Webinar DIDONG LI
by Matteo Ruggiero 13 Nov '20

13 Nov '20

WEBINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO <https://www.carloalberto.org/events/category/seminars/seminars-in-statistic…> Joint initiative with MIDAS COMPLEX MODELING RESEARCH NETWORK <http://midas.mat.uc.cl/network> Venerdi 20 Novembre 2020, alle ore 17:00, si terrà il seguente webinar: ------------------------------------------------ Speaker: Didong Li (Princeton and UCLA) Title: Learning & Exploiting Low-Dimensional Structure in High-Dimensional Data Abstract: Data lying in a high-dimensional ambient space are commonly thought to have a much lower intrinsic dimension. In particular, the data may be concentrated near a lower dimensional subspace or manifold. There is an immense literature focused on approximating the unknown subspace and the unknown density, and exploiting such approximations in clustering, data compression, and building of predictive models. Most of the literature relies on approximating subspaces and densities using a locally linear, and potentially multi-scale, dictionary with Gaussian kernels. In this talk, we propose a simple and general alternative, which instead uses pieces of spheres, or spherelets, to locally approximate the unknown subspace. I will also introduce a curved kernel called the the Fisher–Gaussian (FG) kernel which outperforms multivariate Gaussians in many cases. Theory is developed showing that spherelets can produce lower covering numbers and mean square errors for many manifolds, as well as the posterior consistency of the Dirichlet process mixture of FG kernels. Results relative to state-of-the-art competitors show gains in ability to accurately approximate the subspace and the density with fewer components and parameters. Time permitting, I will also present some applications of spherelets, including classification, geodesic distance estimation and clustering. ------------------------------------------------ Join Zoom Meeting https://us02web.zoom.us/j/81832398725?pwd=QUl5eXNIM0xFSXNjTG9IaFZkL0lCQT09 <https://www.google.com/url?q=https%3A%2F%2Fus02web.zoom.us%2Fj%2F8183239872…> Meeting ID: 818 3239 8725 Passcode: 768768 Il webinar è organizzato dalla "de Castro" Statistics Initiative www.carloalberto.org/stats <http://www.carloalberto.org/stats> nell’ambito del Complex Data Modeling Research Network midas.mat.uc.cl/network <http://midas.mat.uc.cl/network> in collaborazione con il Collegio Carlo Alberto. Cordiali saluti Matteo Ruggiero --- Matteo Ruggiero University of Torino and Collegio Carlo Alberto www.matteoruggiero.it

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Royal Satistical Society's meeting: "Data analysis and stochastic control: where do statistics and applied probability come together?"
by Tiziano De Angelis 12 Nov '20

12 Nov '20

Dear All, As part of the activities of the Applied Probability Section of the Royal Statistical Society, we are pleased to announce an (online) afternoon on the topic: "Data analysis and stochastic control: where do statistics and applied probability come together?" on Wednesday 9 December from 1.30pm to 4.30pm (GMT, London time). Registration via the website https://rss.org.uk/training-events/events/events-2020/sections/data-analysi… is mandatory and it is free for those (non-RSS-members) registering *before 30 November*. After that a £10 registration fee will be charged to non-members for participation. The meeting will include four talks and a panel discussion. Our speakers and panellists are: Beatrice Acciaio (ETH Zurich) Sam Cohen (University of Oxford) Blanka Horvath (King's College, London) John Moriarty (Queen Mary University, London) who will present their recent work in the field of data-driven stochastic control and will share their views on what applied probability can bring to the analysis of data. We encourage the participation of a heterogeneous audience of mathematicians and statisticians to contribute to a lively interdisciplinary discussion. Schedule: Meeting starts 1.30pm, first session: talks by Sam Cohen and Beatrice Acciaio Second session starts 2.45: talks by Blanka Horvath and John Moriarty Panel discussion starts 3.30pm For further information please check the dedicated webpage: https://rss.org.uk/training-events/events/events-2020/sections/data-analysi… Best wishes Alexander Cox (University of Bath) Tiziano De Angelis (University of Turin) Kathrin Glau (Queen Mary University, London) Nic Freeman (University of Sheffield)

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Seminario di Isaia Nisoli lun 16 nov 2020 (DinAmici & Milano Bicocca)
by Francesco Caravenna 11 Nov '20

11 Nov '20

Nell’ambito del ciclo "DinAmicI: Another Internet Seminar" (https://www.dinamici.org/dai-seminar/), Isaia Nisoli (Institute of Mathematics-Rio de Janeiro) terrà un seminario online la settimana prossima. Seguono i dettagli: ******************************************** Data: Lunedì 16 novembre 2020, h 14:00 Titolo: A simple system presenting Noise Induced Order Abstract: In this talk I will present a family of one dimensional systems with random additive noise such that, as the noise size increases, the Lyapunov exponent of the stationary measure transitions from positive to negative. This phenomena is known in literature as Noise Induced Order, and was first observed in a model of the Belosouv-Zhabotinsky reaction and its existence was proven only recently by Galatolo-Monge-Nisoli. In the talk I will show how this phenomena is strictly connected with non-uniform hyperbolicity and the coexistence of regions of expansion and contraction in phase space; the result is attained through a result on the continuity of the Lyapunov exponent of the stationary measure with respect to the size of the noise. Link: https://www.dinamici.org/event/isaia-nisoli-universidade-federal-de-rio-de-… ******************************************** Buona serata, Francesco Caravenna e Giampaolo Cristadoro

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Fwd: [owps] One World Probability Seminar Thursday November 12
by Faggionato, Alessandra 11 Nov '20

11 Nov '20

buongiorno giro il messaggio pensando che a qualcuno possa interessare (e sperando che non ci siano ripetizioni dato che a volte io non vedo - nemmeno nella spam - alcuni messaggi della mailing list). saluti alessandra ---------- Forwarded message --------- Da: Ivan Corwin <ivan.corwin(a)gmail.com> Date: mer 11 nov 2020 alle ore 15:58 Subject: [owps] One World Probability Seminar Thursday November 12 To: <owps(a)lists.bath.ac.uk> One World Probability Seminar Thursday November 12, 2020: Tomorrow's speaker in the One World Probability Seminar is (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) Claudio Landim (IMPA) Title: Metastability as Markov chains model reduction Abstract: In this lecture, we review recent developments in the theory of the metastable behavior of continuous-time Markov chains. To illustrate it, we consider the evolution of the magnetization in the Ising model and the dynamics of the condensate in critical zero-range processes. (15:00-16:00 UTC) Insuk Seo (Seoul National University Title: Metastability of stochastic interacting systems Abstract: In this second presentation regarding the metastability of random dynamical systems, we focus on two specific models to understand how the general methodologies introduced in the first presentation can be applied. The first model is the Ising model on a finite, fixed, and large lattice without an external field at very low temperatures. We explain how the potential theory can be effectively employed for analyzing the said model, whose saddle between ground states comprises a large set of configurations with complicated structure. The second model is the zero-range process with sticky interaction. We elucidate how various approaches can be applied for handling the non-reversibility or the criticality associated with the stickiness of particles. The study on the Ising model is a collaboration with S. Kim, and the study on the zero-range process is a collaboration with C. Landim and D. Marcondes. ------------------------------------------------ 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://impa-br.zoom.us/j/93849865809?pwd=Nzg5TTJOai9KQkRXS0ROcHNjL2JVZz09 <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fimpa-br.z…> 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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Pisa Online Seminars - Giovanni Conforti and Ruojun Huang (Tuesday, Nov. 10 at 14:00 and 15:00)
by Giacomo Filippo Di Gesu 09 Nov '20

09 Nov '20

Dear colleagues, I would like to announce the following online seminar organized by the Probability group of the University of Pisa. The 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, Nov. 10, 14:00 Speaker: Giovanni Conforti (École Polytechnique) Title: A probabilistic approach to convex entropy decay for Markov chain Abstract: A powerful technique to quantify the trend to equilibrium and the best constants in the associated functional inequalities for diffusions on Riemannian manifolds consists in establishing convexity estimates for the relative entropy via the so called Gamma calculus. In order to adapt these ideas to the context of discrete Markov chains several notions of discrete curvature have been recently introduced and used to obtain concrete lower bounds for the logarithmic Sobolev constant in a number of situations. However, the picture is not fully clear yet and several natural questions remain unanswered. In this talk, I will present a more probabilistic approach to convex entropy decay which relies on the notion of coupling rates to bypass or replace discrete Böchner identities. If time allows, I will show how this approach produces explicit lower bounds in non perturbative setting, thus going beyond the weak-interaction/low high temperature regime. Tuesday, Nov. 10, 15:00 Speaker: Ruojun Huang (Scuola Normale Superiore) Title: Averaging principle and random growth Abstract: Motivated by questions in reinforced random walks and the asymptotic shape of their range, we study a simplified model of random growth in the continuum. In this model, random sets grow by increment of small bumps at the boundary, driven by a particle that is confined to move in its interior, reinforced by the last location of domain's increment. We prove scaling limit of the growing domain to an infinite dimensional ODE, when the bump size is sent to zero. We deduce a macroscopic shape theorem for the growing domain with fixed bump size, as time tends to infinity. Joint work with Amir Dembo, Pablo Groisman, and Vladas Sidoravicius.

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LTI@UniTO Webinars in Finance - Ugo Panizza (GIIDS Geneva), Nov 9 h. 12.45 & Sergei Glebkin (INSEAD), Nov. 11 h.15
by Luca Regis 05 Nov '20

05 Nov '20

| Dear colleagues, |||| LTI@UniTO (www.carloalberto.org/lti) is pleased to invite you to the following Webinars in Finance: *9 NOVEMBER 2020 | h. 12:45-13:45* || | *“Corporate foreign bond issuance and interfirm loans in China”* |** || *Ugo Panizza (Graduate Institute of International and Development Studies, Geneva)* Abstract: We use firm-level data to analyze international bond issuance by Chinese non-financial corporations. The interest rate differential between domestic and foreign interest rates increases the likelihood of dollar bond issuance by risky firms. Most strikingly, risky firms do more interfirm lending than non-risky firms. This lending rose significantly after the authorities sought to restrict the financial activities of risky firms in 2008-09. Risky firms try to boost profitability by engaging in speculative activities that mimic the behavior of financial institutions while escaping prudential regulation that limits risk-taking by financial firms. /Joint with Yi Huang and Richard Portes/ *Zoom Link https://us02web.zoom.us/j/86538325685?pwd=SlFtZTlxQVI2cktZanhPOUlFWGVjQT09 <https://us02web.zoom.us/j/86538325685?pwd=SlFtZTlxQVI2cktZanhPOUlFWGVjQT09> * Meeting ID: 865 3832 5685 Passcode: 460794 |(Attendance is limited to maximum 100 participants)| For more information https://www.carloalberto.org/event/ugo-panizza/ ------------ *11 NOVEMBER 2020 | h. 15:00 - 16:15* || *Sergei Glebkin (INSEAD)* || |*“Simultaneous Multilateral Search”*| || Abstract: This paper studies simultaneous multilateral search (SMS) in over-the-counter (OTC) markets: when searching, an investor contacts several potential counterparties and then trades with the one offering the best quote. Search intensity (how frequently one can search) and search capacity (how many potential counterparties one can contact) affect market qualities differently. Contrasting SMS to bilateral bargaining (BB), the model shows that investors might favor BB over SMS if search intensity is high or in distress. Such preference for BB hurts allocative efficiency and suggests an intrinsic hindrance in the adoption of all-to-all and request-for-quote type of electronic trading in OTC markets. /Joint with Bart Yueshen (INSEAD)./ *Zoom Link https://us02web.zoom.us/j/81064877787?pwd=Z2grNzZwbGtXd25yakR3NkU4cFNFZz09 <https://us02web.zoom.us/j/81064877787?pwd=Z2grNzZwbGtXd25yakR3NkU4cFNFZz09>* Meeting ID: 810 6487 7787 Passcode: 733237 ||(Attendance is limited to maximum 100 participants)|| For more information https://www.carloalberto.org/event/sergei-glebkin/ Best regards, Luca Regis | -- 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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Fwd: [owps] One World Probability Seminar Thursday November 5, 2020 (note time changes!!!)
by Faggionato, Alessandra 05 Nov '20

05 Nov '20

Buongiorno giro l'annuncio se qualcuno fosse interessato (nota: la mail di Corwin e' di ieri e il seminario e' oggi 5.11) Saluti Alessandra ---------- Forwarded message --------- Da: Ivan Corwin <ivan.corwin(a)gmail.com> Date: mer 4 nov 2020 alle ore 15:52 Subject: [owps] One World Probability Seminar Thursday November 5, 2020 (note time changes!!!) To: <owps(a)lists.bath.ac.uk> One World Probability Seminar Thursday November 5, 2020: Tomorrow's speaker in the One World Probability Seminar is (Note: all times are in UTC. *Due to time changes, you should check what that translates to in your location*) ------------------------------------------------ (14:00-16:00 UTC) Alessandra Faggionato (University La Sapienza) Title: 2-scale convergence for random walks in random environment and applications to homogenization, hydrodynamics and resistor networks Abstract: The 2-scale convergence method was introduced by Nguetseng and Allaire in homogenization theory of partial differential equations and afterwards successfully adapted to stochastic homogenization, allowing to deal also with singular structures (see [Jikov&Piatnitski]). We focus here on 2-scale convergence for random walks. In the first talk we aim to provide a gentle introduction to 2-scale convergence for random walks in a random environment with symmetric rates. Using the Palm theory of random measures we discuss ergodicity issues at a 2-scale level. We then introduce a basic difference calculus and define 2-scale convergence of functions and gradients, corresponding to an enforced averaging property. Finally we discuss the fundamental compactness and structure theorem for bounded families of H^1-functions, where geometrical issues of square integrable forms and the homogenized matrix emerge. In the second talk we discuss some applications of the above 2-scale convergence for random walks in a random environment. A first one is given by the invariance principle of random walks on the supercritical percolation cluster of P. Mathieu and A. Piatnitski. We then discuss more in detail applications to the homogenization of the massive Poisson equation associated with the random walk, which also enters in the derivation of the hydrodynamic limit of exclusion and zero range processes. Finally, we discuss applications to random resistor networks, in particular to the conductance model and the Miller-Abrahams one associated to Mott variable range hopping in amorphous solids. ------------------------------------------------ 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://impa-br.zoom.us/j/94248802467?pwd=VlVQQzlsbjdKTHplRlRGbGlJRG5YUT09 <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fimpa-br.z…> 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: [owps] One World Probability Seminar Thursday November 5, 2020 (note time changes!!!)
by Silvestri, Vittoria 04 Nov '20

04 Nov '20

---------- Forwarded message --------- Da: Ivan Corwin <ivan.corwin(a)gmail.com> Date: mer 4 nov 2020 alle ore 15:52 Subject: [owps] One World Probability Seminar Thursday November 5, 2020 (note time changes!!!) To: <owps(a)lists.bath.ac.uk> One World Probability Seminar Thursday November 5, 2020: Tomorrow's speaker in the One World Probability Seminar is (Note: all times are in UTC. *Due to time changes, you should check what that translates to in your location*) ------------------------------------------------ (14:00-16:00 UTC) Alessandra Faggionato (University La Sapienza) Title: 2-scale convergence for random walks in random environment and applications to homogenization, hydrodynamics and resistor networks Abstract: The 2-scale convergence method was introduced by Nguetseng and Allaire in homogenization theory of partial differential equations and afterwards successfully adapted to stochastic homogenization, allowing to deal also with singular structures (see [Jikov&Piatnitski]). We focus here on 2-scale convergence for random walks. In the first talk we aim to provide a gentle introduction to 2-scale convergence for random walks in a random environment with symmetric rates. Using the Palm theory of random measures we discuss ergodicity issues at a 2-scale level. We then introduce a basic difference calculus and define 2-scale convergence of functions and gradients, corresponding to an enforced averaging property. Finally we discuss the fundamental compactness and structure theorem for bounded families of H^1-functions, where geometrical issues of square integrable forms and the homogenized matrix emerge. In the second talk we discuss some applications of the above 2-scale convergence for random walks in a random environment. A first one is given by the invariance principle of random walks on the supercritical percolation cluster of P. Mathieu and A. Piatnitski. We then discuss more in detail applications to the homogenization of the massive Poisson equation associated with the random walk, which also enters in the derivation of the hydrodynamic limit of exclusion and zero range processes. Finally, we discuss applications to random resistor networks, in particular to the conductance model and the Miller-Abrahams one associated to Mott variable range hopping in amorphous solids. ------------------------------------------------ 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://impa-br.zoom.us/j/94248802467?pwd=VlVQQzlsbjdKTHplRlRGbGlJRG5YUT09 <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fimpa-br.z…> Please feel free to circulate this email. We hope to see you all tomorrow! One World Probability Team ******************************** Vittoria Silvestri Assistant Professor Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome ********************************

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Assistant Professor position in Stochastic Operations Research (The Netherlands)
by Kapodistria, S. 04 Nov '20

04 Nov '20

Assistant Professor in Stochastic Operations Research The Statistics, Probability and Operations Research (SPOR) cluster of the Department of Mathematics and Computer Science at the Eindhoven University of Technology, The Netherlands, invites applications for a full-time tenure-track position in the area of Stochastics Operations Research (SOR). Position: Assistant Professor Department: Mathematics and Computer Science Application deadline: 11/12/2020 Reference number: V32.4689 For more information, please consult https://jobs.tue.nl/en/vacancy/assistant-professor-in-stochastic-operations…. On this website you can find extensive information about the position, including further details about the application procedure. Questions regarding the scientific aspects can be directed to prof.dr.ir<http://prof.dr.ir>. Sem Borst, s.c.borst[at]tue.nl<http://tue.nl> or prof.dr. Maria Vlasiou, m.vlasiou[at]tue.nl<http://tue.nl> For information about terms of employment, please contact the recruiter, Ms. Elly van den Eertwegh, e.a.m.v.d.eertwegh[at]tue.nl<http://tue.nl> or + 31 (0)6 39186476.

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10 PhD Positions in Stochastics and Algorithmics in NETWORKS (The Netherlands)
by Kapodistria, S. 04 Nov '20

04 Nov '20

10 PhD Positions in Stochastics and Algorithmics in NETWORKS (the Netherlands) The NETWORKS project is a collaboration of world-leading researchers from four institutions in The Netherlands: TU Eindhoven<https://eur02.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwww.youtu…>, University of Amsterdam<https://eur02.safelinks.protection.outlook.com/?url=https%3A%2F%2Fyoutu.be%…>, Leiden University<https://eur02.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwww.youtu…> and the Centrum Wiskunde & Informatica (CWI)<https://eur02.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwww.youtu…>. Research in NETWORKS focuses on stochastics and algorithmics for network problems. NETWORKS offers a highly stimulating research environment and an extensive training program for PhD students. Recently NETWORKS was awarded a COFUND grant the Marie Skłodowska-Curie Actions, funded by the European Commission. The grant allows NETWORKS to expand its activities by opening positions for an additional 14 PhD students. As a NETWORKS-COFUND PhD student you can define your own PhD project in one of the research areas mentioned above, in collaboration with your NETWORKS supervisors. Application deadline 30 November 2020 Contract full time employment contract for 4 years Salary indication from €2.325 to €2.972 in 4 years Location The Netherlands (Amsterdam, Eindhoven, Leiden) Are you interested in the stochastics and algorithmics behind network problems? And would you like to be part of this project with its many activities? Then go to https://www.thenetworkcenter.nl/Open-Positions/openposition/29/14-PhD-Posit…<https://eur02.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwww.thene…> On this website you can find an extensive information package about these positions, including further details about the application procedure.

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Postdoctoral positions Milano-Bicocca
by Maurizia Rossi 04 Nov '20

04 Nov '20

Dear all, There are some postdoctoral positions available at the University of Milano-Bicocca for candidates in all areas of Mathematics (deadline: November 20, 2020): https://www.unimib.it/ateneo/gare-e-concorsi/assegni-ricerca-tipo-a2-a2-typ… In particular, I encourage candidates in probability theory and related fields to submit their application. Best regards, Maurizia Rossi

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Fwd: 13 postdoctoral positions in Montreal
by Faggionato, Alessandra 02 Nov '20

02 Nov '20

Buongiorno, ricevo ed inoltro. Saluti Alessandra ---------- Forwarded message --------- Da: Louigi Addario-Berry <louigi.addario(a)mcgill.ca> Date: dom 1 nov 2020 alle ore 01:14 Subject: 13 postdoctoral positions in Montreal To: Louigi Addario-Berry <louigi.addario(a)mcgill.ca> Dear Colleague, There are many postdoctoral positions available in Montreal for the coming academic year (at least 13). Further information below; I would be grateful if you could for circulate this message to anyone you believe may be interested in applying. These are for candidates in all areas of mathematics, but I am particularly interested in encouraging candidates in probability theory and related fields, to work with members of the probability lab <http://problab.ca/yul/en/>. Candidates are encouraged to contact lab members who they are interested in working with, as applications are more likely to be successful when they have lab support. Please note that the application deadlines are quite soon - November 13; candidates are encouraged to submit applications as soon as possible. There are two postdoctoral fellowship competitions. Further details on the two programs can be found on MathJobs ( https://www.mathjobs.org/jobs/list/16367 and https://www.mathjobs.org/jobs/list/16288 - English follows French in the second posting), and on the probability lab website linked above. In addition to the vibrant mathematical life in the probability laboratory and in Montreal more generally, candidates may be interested in the thematic program on probability and PDEs (link <http://problab.ca/ppde/>), which will take place in Montreal in the first half of 2022 (postponed from 2021 due to COVID), and featuring several workshops, mini-courses, and numerous long-term visitors from around the world. Sincerely, Louigi. -- Louigi Addario-Berry Director, CRM Probability Lab louigi.addario(a)mcgill.ca problab.ca/louigi <http://www.problab.ca/louigi> https://twitter.com/Methemedantics -- ************************************************* 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: Postdoctoral positions at the University of British Columbia
by Faggionato, Alessandra 30 Oct '20

30 Oct '20

Ricevo ad inoltro... Saluti Alessandra ---------- Forwarded message --------- Da: Omer Angel <angel(a)math.ubc.ca> Date: gio 29 ott 2020 alle ore 23:48 Subject: Postdoctoral positions at the University of British Columbia To: Alessandra Faggionato <faggiona(a)mat.uniroma1.it> Dear Alessandra, We would be grateful if you forward this information to any candidates who may be interested. The probability group at UBC plans to hire a postdoctoral fellow starting in the summer of 2021. This is a 3-year positions with a relatively low teaching load. Applicants should have obtained a recent (normally no earlier than 2018) Ph.D. in Mathematics or a closely related discipline, or expect to complete one before the starting date. Candidates should demonstrate excellent potential in research and teaching. Review of applications will begin after November 15, 2020, although applications received after this date may still be considered. Application is through mathjobs. The ad and full details may be seen at https://www.mathjobs.org/jobs/list/16220 We especially welcome applications from women, visible minorities of other groups under-represented in mathematics. Please let me know if a different email address should be used. Please contact any of us for additional information: omer ------------------------------------------- Gordon Slade <slade(a)math.ubc.ca> Mathav Murugan <mathav(a)math.ubc.ca> Omer Angel <angel(a)math.ubc.ca> Jonathan Hermon <jonathan.hermon(a)gmail.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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Fwd: [owps] One World Probability Seminar Thursday October 29, 2020 (note time changes!!!)
by Faggionato, Alessandra 29 Oct '20

29 Oct '20

---------- Forwarded message --------- Da: Ivan Corwin <ivan.corwin(a)gmail.com> Date: mer 28 ott 2020 alle ore 16:35 Subject: [owps] One World Probability Seminar Thursday October 29, 2020 (note time changes!!!) To: <owps(a)lists.bath.ac.uk> One World Probability Seminar Thursday October 29, 2020: Tomorrow's speaker in the One World Probability Seminar is (Note: all times are in UTC. *Due to time changes, you should check what that translates to in your location*) ------------------------------------------------ (14:00-16:00 UTC) Riddhipratim Basu (International Centre for Theoretical Sciences Tata) and Shirshendu Ganguly (U. C. Berkeley) Title: Some exponents governing the geometry of planar last passage percolation and the directed landscape Abstract: Planar last passage percolation models are canonical examples of stochastic growth in the Kardar-Parisi-Zhang universality class, where one considers oriented paths between points in a random environment accruing the integral of the noise along itself as its weight. Given the endpoints, the extremal path with the maximum weight is termed as the geodesic. As the endpoints are allowed to vary in space and time (one dimension for each), the joint ensemble of the weights gives rise to a four parameter space-time random energy field, whose conjectural universal weak limit, the Directed landscape, was recently constructed in a breakthrough work of Dauvergne, Ortmann and Virag. We shall discuss a few recent results identifying exponents that govern the space time geometry of this fundamental object and its prelimits. In the first talk we shall study the aging behavior at short and large scales establishing exponents dictating the decay of correlations of weights in time, in last passage percolation on the lattice with exponential weights. We shall describe two results corresponding to the droplet and flat initial conditions confirming conjectures made by Ferrari and Spohn a few years ago. In the second talk we shall describe results on fractal geometry specializing to a Brownian model. In particular, we study the coupling structure of the geodesic weight profiles at a fixed time (say 1) started at distinct points at time 0 by analyzing their difference function. Though in expectation this grows linearly, we show that the difference profile induces a random measure whose support is fractal and compute its dimension. We also relate the support of this measure to the exceptional set of points admitting disjoint geodesics. Beyond geometric and probabilistic arguments involving geodesic behavior, the key inputs used are one point fluctuation information, locally Brownian nature of the geodesic weight profile, and sharp estimates on rarity of disjoint geodesics, the latter two being consequences of an invariance property under resampling termed as the Brownian Gibbs property. These talks are based on a number of works jointly with subsets of Erik Bates, Alan Hammond, and Lingfu Zhang. ------------------------------------------------ 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://impa-br.zoom.us/j/93236291545?pwd=ZDBteUZEOGpSZWkrdVEyQXpXMUx0Zz09 <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fimpa-br.z…> 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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Assegni di ricerca Matematica unibo
by Massimo Campanino 29 Oct '20

29 Oct '20

________________________________ E' ancora aperto il bando per due assegni di ricerca di dipartimento, si può trovare all’indirizzo https://bandi.unibo.it/ricerca/assegni-ricerca?id_bando=52894

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Padova Online Seminar by Federico Camia (NYU Abu Dhabi) [Friday, Nov. 06 at 14.00]
by alessandra bianchi 28 Oct '20

28 Oct '20

Dear Colleagues, We would like to invite you to the following Probability seminar that will take place on November 06 at 14 by the zoom platform. ________________________________________________________ Speaker: Federico Camia (NYU Abu Dhabi) Title: Critical and near-critical scaling limits for the planar Ising model 06 NOVEMBER (Friday) - 14:00 - zoom link: TBA (available on the webpage https://www.math.unipd.it/~bianchi/seminari/ ) Abstract: The Ising model, proposed by Lenz in 1920 to describe ferromagnetism, is one the most studied models of statistical mechanics. Its two dimensional version has played a special role in rigorous statistical mechanics since Peierls’ proof of a phase transition in 1936 and Onsager’s derivation of the free energy in 1944. This continues to be the case today, thanks to new results on the continuum scaling limit. In this talk, I will first introduce the model and give a brief historical overview of some milestones in its analysis. I will then present recent results on its critical and near-critical scaling limits, focusing on the scaling behavior of the magnetization. In particular, I will discuss non-central limit theorems for the magnetization, the emergence of conformal invariance at the critical point, and exponential decay of correlations in the near-critical regime. (Based on joint work with R. Conijn, C. Garban, J. Jiang, D. Kiss, and C.M. Newman.) -- 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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I: Pubblicazione bando RTDb MAT/06
by Massimo Campanino 27 Oct '20

27 Oct '20

________________________________ E' stato pubblicato il bando per il posto di RTDb del settore MAT/06 Probabilità e Statistica Matematica. Il bando scade il 24/11 alle 12 ed è disponibile all'indirizzo https://bandi.unibo.it/s/apos5/rif-6246-bando-per-1-posto-da-ricercatore-a-…

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Bando RtdA - Mat/06 - Sapienza Roma
by Claudio Durastanti 27 Oct '20

27 Oct '20

Il Dipartimento di Scienze di Base e Applicate per l'Ingegneria ha aperto un bando per una posizione di ricercatore a tempo determinato di tipo A, per il settore Mat/06. Il bando completo è reperibile all'indirizzo internet: https://web.uniroma1.it/trasparenza/dettaglio_bando_albo/165202 La scadenza per la presentazione delle domande è l'8 Novembre 2020. Cordiali saluti Claudio Durastanti -- 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. --

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Online seminars on "Optimal stopping and related topics"
by Tiziano De Angelis 26 Oct '20

26 Oct '20

Dear Colleagues, we are pleased to announce a seminar series on "Optimal stopping and related topics" that will run approximately every fortnight, on Wednesdays at 5pm London time (GMT+1) using Zoom. Our first speaker is Xin Guo (UC Berkley) on 11 November 2020. The complete schedule is available on the dedicated website https://sites.google.com/view/optimalstopping/home and will be updated regularly. You can register to receive updates and reminders of upcoming seminars at https://sites.google.com/view/optimalstopping/sign-up A link to the Zoom session will be emailed to you one day prior to each talk. We hope to see many of you at the seminar series. Best wishes Tiziano De Angelis, Roxana Dumitrescu, Yerkin Kitapbayev, Mikhail Zhitlukhin

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COVER - COVid-19 Empirical Research video conferenza, 30 ottobre 2020
by Alessandra Micheletti 25 Oct '20

25 Oct '20

****************************** (Ci scusiamo in anticipo per eventuali invii multipli) *Venerdì 30 ottobre 2020* a partire dalle *ore 10.00* (ora italiana) si terrà la seguente video conferenza su zoom: "COVER - COVid-19 Empirical Research" organizzata dal Centro di Eccellenza in Economia e Data Science del Dipartimento di Economia, Management e Metodi Quantitativi e dal Data Science Research Center dell'Università degli Studi di Milano. Il programma è contenuto nella locandina allegata. Il link zoom per partecipare è https://us02web.zoom.us/j/88915958775?pwd=WjRuQndqajl2NXYwaFRXNVRwbXBjQT09 La partecipazione è gratuita fino al raggiungimento del numero massimo di 300 partecipanti . ******************************* (Apologies for crossposting) *Friday, October 30, 2020* at *10:00 hrs* (CET). Video conference "COVER - COVid-19 Empirical Research" organized by the Center for Excellence in Economics and Data Science of the Department of Economics, Management and Quantitative Methods and by the Data Science Research Center, University of Milan, Italy The program is in the attached leaflet. The zoom link for partecipating is https://us02web.zoom.us/j/88915958775?pwd=WjRuQndqajl2NXYwaFRXNVRwbXBjQT09 Participation is free, but it is limited to 300 participants. ********************************* -- ------------------------------------ Alessandra Micheletti Associate Professor - Probability and Mathematical Statistics Dept. of Environmental Science and Policy - ESP Università degli Studi di Milano via Saldini 50, 20133 Milano, Italy phone: +39-02503-16130 fax: +39-02503-16090 http://users.mat.unimi.it/users/michel <http://www.mat.unimi.it/users/michel>

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Fwd: Position in Lausanne
by Elena Vigna 23 Oct '20

23 Oct '20

Dear Colleagues and Friends, The Department of Actuarial Science at the University of Lausanne (HEC Lausanne) is seeking to appoint an Associate Professor or an Assistant Professor. The candidates are expected to have a PhD in Actuarial Science or related discipline, excellent research achievements in the field of Actuarial Science and teaching experience both at the Bachelor and Master levels. Successful candidates will be expected to be able to teach in French and English after 6 years. https://bit.ly/3dO8hm9 - deadline for application: December 22, 2020. Please help us share this position. Many thanks and best wishes from Lausanne, Séverine Séverine Arnold (-Gaille), Prof. Dr.sc.act. University of Lausanne Faculty of Business and Economics Department of Actuarial Science Quartier UNIL-Chamberonne Bâtiment Extranef 1015 Lausanne Switzerland +41 21 692 33 72 severine.arnold(a)unil.ch <mailto:severine.arnold@unil.ch>

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BANDO PER 1 POSTO DA RTD SSD MAT/06 - Università di Bologna
by Andrea Pascucci 23 Oct '20

23 Oct '20

La presente per segnalarvi che è stato pubblicato il bando: RIF. 6246 – Bando per un posto da ricercatore a tempo determinato b) senior - Dipartimento di Matematica – MAT– MAT/06. Il bando è consultabile ai seguenti indirizzi: _Sito d'Ateneo:_ https://bandi.unibo.it/s/apos5/rif-6246-bando-per-1-posto-da-ricercatore-a-… <https://bandi.unibo.it/s/apos5/rif-6246-bando-per-1-posto-da-ricercatore-a-…> _Sito Miur:_ http://bandi.miur.it/jobs.php/public/cercaJobs <http://bandi.miur.it/jobs.php/public/cercaJobs> _Sito Euraxess (Portale Europeo):_ http://ec.europa.eu/euraxess/ <http://ec.europa.eu/euraxess/> Cordiali saluti, Andrea Pascucci -- --------------------------------------------------------------- Andrea Pascucci andrea.pascucci(a)unibo.it Dipartimento di Matematica http://www.dm.unibo.it/~pascucci P.zza di Porta S. Donato, 5 40126 Bologna - Italy Office Tel. +39-0512094428 Fax +39 0510821834 Skype: andrea.pascucci https://www.researchgate.net/profile/Andrea_Pascucci2 https://publons.com/author/482906/andrea-pascucci#profile Get DropBox here: http://db.tt/Y2GN2TCx ---------------------------------------------------------------

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Pisa Online Seminars - Tal Orenshtein and Gennaro Ciampa (Tuesday, Oct. 27 at 14:00 and 15:00)
by Giacomo Filippo Di Gesu 23 Oct '20

23 Oct '20

Dear colleagues, I would like to announce the following online seminar organized by the Probability group of the University of Pisa. The talks will be accessible under the link Join Microsoft Teams Meeting<https://teams.microsoft.com/l/meetup-join/19%3A17115d7f6ef44c5e91974362906c…> Best regards, Giacomo Tuesday, Oct. 27, 14:00 Speaker: Tal Orenshtein (Berlin) Title: Aging in the Edwards-Wilkinson and KPZ universality classes. Abstract: Aging is an asymptotic property of non-equilibrium dynamical systems that captures non-trivial relaxation time temporal change; a canonical formulation is expressed in terms of the correlations of the system at two large times with a fixed relation. It was conjectured in Dembo-Deuschel '06 that one-dimensional KPZ models satisfy aging. In line with the progress on the one-time asymptotic behavior of KPZ in the past decade, this challenging problem gained attention in both the physics and the mathematical communities; there has been some experimental evidence for the phenomenon as well as related non-rigorous predictions and partial results. In the talk we shall see that for stationary systems one can use methods that rely solely on the variance asymptotics to achieve aging with an explicit aging function. We shall then derive aging for stationary models in the Edwards-Wilkinson universality class, which is easier to tackle. Moreover, we will demonstrate how to apply the methods to compute a formula for the space-time correlation scaling function in this case. In the remaining part of the talk we shall discuss aging for several stationary models in the KPZ class, including the KPZ fixed point, with the same aging function, matching the stationary KPZ equation prediction in Ferrari-Spohn '16. The talk is based on a recent work with Jean-Dominique Deuschel (TU Berlin) and Gregorio Moreno Flores (PUC Chile). Tuesday, Oct. 27, 15:00 Speaker: Gennaro Ciampa (Padova) Title: Strong convergence of the vorticity for the 2D Euler Equations in the inviscid limit Abstract: The goal of this talk is to study the inviscid limit of a family ω^ν of solutions of the 2D Navier-Stokes equations towards a renormalized/Lagrangian solution ω of the Euler equations. First I will prove the uniform-in-time L p convergence of ω^ν towards ω in the setting of unbounded vorticities. This improves a recent result proved by Constantin-Drivas-Elgindi in the bounded case. Then I will show that it is also possible to obtain an explicit rate in the class of solutions with bounded vorticity. The proofs are based on the stochastic Lagrangian formulation of the incompressible Navier-Stokes equations. In particular, the results are achieved by studying the zero-noise limit from stochastic towards deterministic flows of irregular vector fields. Based on a joint work with G. Crippa (Universität Basel) and S. Spirito (Università degli Studi dell’Aquila).

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Online seminar Edith Elkind
by Marco Scarsini 23 Oct '20

23 Oct '20

Thursday 29 October, h 17:00 *Edith Elkind,* University of Oxford Keeping Your Friends Close: Land Allocation with Friends <http://mailsender.luiss.it/lists/lt.php?id=cRpRCwAESAUABQFOVgFdBQs> Discussants: Marco Dall'Aglio and Riccardo Colini-Baldeschi Click here to access the Virtual Room <http://mailsender.luiss.it/lists/lt.php?id=cRpRCgYHSAUABQFOVgFdBQs> The paper can be found here: https://arxiv.org/abs/2003.03558 Information about future seminars can be found here: https://economiaefinanza.luiss.it/seminari/prossimi-seminari ******************************************************* Marco Scarsini Dipartimento di Economia e Finanza Luiss Viale Romania 32 00197 Roma, ITALY URL: http://docenti.luiss.it/scarsini/

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Avviso seminario lunedì 26/10 at 16:30
by Enrico Bibbona 22 Oct '20

22 Oct '20

Webinar at Politecnico di Torino on 26/10 at 16:30 Tung Nguyen, University of Wisconsin, Madison Title Deficiency zero for random reaction networks under Erdos-Renyi and stochastic block model frameworks. further details in the message below. Best regards, Enrico Enrico Bibbona Associate Professor of Statistics Probability, Statistics and Optimization group Department of Mathematical Sciences "G. L Lagrange" Politecnico di Torino ---------- Forwarded message --------- Da: <excellence.disma(a)polito.it> Date: gio 22 ott 2020 alle ore 09:39 Subject: Avviso seminario To: Gentilissimi, con la presente si comunica che lunedì 26 ottobre, ore 16:30, il dott. Tung Nguyen presenterà un seminario dal titolo: “Deficiency zero for random reaction networks under Erdos-Renyi and stochastic block model frameworks” Questo evento e 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 HangoutMeet. Per collegarsi, è necessario utilizzare il seguente link https://meet.google.com/aqk-pcti-gdp Accedendo al seminario, si prega di tenere microfono e videocamera disattivati (cliccando sulle relative icone, prima di richiedere l’accesso alla riunione). 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 “Deficiency zero for random reaction networks under Erdos-Renyi and stochastic block model frameworks” by Mr Tung Nguyen. The seminar will be held on Monday, October 26, 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 HangoutMeet platform. To connect, please follow this link https://meet.google.com/aqk-pcti-gdp By connecting to the seminar, please switch both microphone and webcam off (click the icons before joining the meeting). 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

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ECMI Webinar "Math for Industry 4.0 – Models, Methods and Big Data", December 2 – 3, 2020
by Alessandra Micheletti 21 Oct '20

21 Oct '20

We'd like to invite speakers to give a presentation in our ECMI Webinar "Math for Industry 4.0 – Models, Methods and Big Data", December 2 – 3, 2020. Please feel free to forward this announcement to interested colleagues. In a joint activity of the Special Interest Groups "Mathematics for Big Data" and "Math for the Digital Factory" of the European Consortium for Mathematics in Industry (ECMI) this workshop strives to bring together data scientists, mathematicians, and engineers from academia and industry to discuss recent developments in digital manufacturing. The webinar consists of a combination of plenary and contributed scientific talks. There will be a session on digital twin technology with presentations highlighting theoretical concepts and practitioners from industry showing state of the art digital twin realizations. Another topic will be machine learning and artificial intelligence applications in automated manufacturing. In addition, we plan a session with representatives of the MANUFUTURE technology platform and the EU Industrial Technologies Programme (NMP) about challenges in manufacturing research and funding opportunities in the new Horizon Europe framework program. Further information about confirmed plenary speakers, submission of abstracts and pre-registration can be found on the event webpage, http://www.wias-berlin.de/workshops/MA4DIFA/. In case you have any further question, please contact us at ma4difa(a)wias-berlin.de. Looking forward to meeting you at this exciting event in industrial mathematics, Dietmar Hömberg, Nataša Krejić, Joachim Linn, Alessandra Micheletti -- ------------------------------------ Alessandra Micheletti Associate Professor - Probability and Mathematical Statistics Dept. of Environmental Science and Policy - ESP Università degli Studi di Milano via Saldini 50, 20133 Milano, Italy phone: +39-02503-16130 fax: +39-02503-16090 http://users.mat.unimi.it/users/michel <http://www.mat.unimi.it/users/michel>

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Fwd: [owps] One World Probability Seminar Thursday October 22, 2020
by Faggionato, Alessandra 21 Oct '20

21 Oct '20

---------- Forwarded message --------- Da: Ivan Corwin <ivan.corwin(a)gmail.com> Date: mer 21 ott 2020 alle ore 15:50 Subject: [owps] One World Probability Seminar Thursday October 22, 2020 To: <owps(a)lists.bath.ac.uk> One World Probability Seminar Thursday October 22, 2020: Tomorrow's speaker in the One World Probability Seminar is (Note: all times are in UTC) ------------------------------------------------ (14:00-15:00 UTC) Lionel Levine (Cornell University) Abelian Sandpiles and Abelian Networks. Abstract: The Abelian Networks are a class of interacting particle systems whose final state does not depend on the order of interactions. A revealing example is the Abelian Sandpile of Bak-Tang-Wiesenfeld, a toy model of sand cascading down a pile. This model has certain “non-universal” features, and we'll identify "slow mixing" as the culprit: The threshold state of the sandpile retains some memory of its initial state. Then we’ll explore the design space of Abelian Networks in search of a model with more universal features. A promising candidate is Activated Random Walk. (15:00-16:00 UTC) Leonardo Rolla (NYU-Shanghai, IMAS-Conicet, Warwick) Abstract: In this second talk, we will discuss one specific type of stochastic Abelian network called Activated Random Walks. Long-range effects intrinsic to its conservative dynamics and lack of a simple algebraic structure cause standard tools and techniques to break down, which makes the mathematical study of this model remarkably challenging. Yet, some exciting progress has been made in the last ten years, with the development of a framework of tools and methods which is finally becoming more structured. We will briefly recall the existing results and open problems, then focus on recent progress for one-dimensional symmetric walks with at density (Basu-Ganguly-Hoffman 2018), enhancement and continuity of the critical curve (Taggi 2020), scaling limit at criticality (Cabezas-myself 2020), symmetric walks at high sleep rate (Hoffman-Richey-myself 2020), and linear growth (Levine-Silvestri 2020). ------------------------------------------------ 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://impa-br.zoom.us/j/96520705847?pwd=MFJtMXIzVUFmN0w0aVZ3QktIZnBpUT09 <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fimpa-br.z…> 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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STAR Seminar announcement: Speaker Samy Tindel, University of Purdue, Indiana
by michele giordano 21 Oct '20

21 Oct '20

Dear all, This is a reminder for the: STAR Online Seminars. The seminar will be held Friday 23. October from 11:00-12:00 . You will recieve the link for the Zoom room by registering for the seminar with the link provided at the end of this mail. The lecture will last for 45 minutes + questions. This week's speaker is Samy Tindel - University of Perdue, Indiana, with the seminar: A coupling between Sinai’s random walk and Brox diffusion Abstract: Sinai’s random walk is a standard model of 1-dimensional random walk in random environment. Brox diffusion is its continuous counterpart, that is a Brownian diffusion in a Brownian environment. The convergence in law of a properly rescaled version of Sinai’s walk to Brox diffusion has been established 20 years ago. In this talk, I will explain a strategy which yields the convergence of Sinai’s walk to Brox diffusion thanks to an explicit coupling. This method, based on rough paths techniques, opens the way to rates of convergence in this demanding context. Notice that I’ll try to give a maximum of background about the objects I’m manipulating, and will keep technical considerations to a minimum. After the end of the seminar, you are invited to bring a cup of coffee/tea and have a chat in our Coffee in the Stars here you will have the chance to talk and interact with the other persons that attended the seminar, and have a digital "coffee break". We are looking forward to see you, online! Best regards, We are looking forward to see you, online! Best regards, Michele Giordano Doctoral research fellow Department of Mathematics University of Oslo, Norway ------------------------------------------------------------------------- Register for the seminar: https://nettskjema.no/a/159180 Link for the seminar webpage: https://www.mn.uio.no/math/english/research/projects/storm/events/seminars/…

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Postdoc opportunity in France
by Stefano Favaro 21 Oct '20

21 Oct '20

Ricevo e inoltro. **** Hi Stefano, I am writing to you to advertise for potential postdoc positions in my department. ---------------------------------------------------------------------- Details about the funding opportunity: The Jacques Hadamard foundation offers 7 post-doc grants for positions starting in October 2021 (Deadline for application is December 1st, 2020 <http://airmail.calendar/2020-12-01%2012:00:00%20UTC+1>). The duration of the postdoc will be 2 years. As for the previous years, candidates are allowed to submit their own research projects. For the first time, however, this year the foundation has retained a certain number of selected topics from its affiliated laboratories. I believe there is more chance of success for candidates applying on one of those topics. I have submitted one of the selected topic in ML. If you know potential candidates, I’de be happy to push their application. I cannot guarantee the funding, but I know that priority will be given to ML/AI topics, so there is a decent chance of success for strong candidates. Finally, let me add that I have proposed a ML oriented topic, but I am willing to consider all applications in relation with my other center of interests (statistics theory, Bayesian nonparametrics, etc..) More details about the funding application here: https://www.fondation-hadamard.fr/en/funding/accueil-294-postdoctoral-fello… <https://www.fondation-hadamard.fr/en/funding/accueil-294-postdoctoral-fello…> ---------------------------------------------------------------------- A few words about the university and the department: With 275 laboratories shared with the CEA, CNRS, IHES, INRAE, INRIA, INSERM, Onéra, Université Paris-Saclay represents 13% of the French research potential. Located south of Paris, on a vast territory (from Paris to Orsay, via Evry and Versailles), Université Paris-Saclay benefits from a strategic geographical and socio-economic position enhanced by its international visibility. Université Paris-Saclay operates on a classified and protected natural site, close to Paris, and at the heart of a particularly dynamic ecosystem. With of 48,000 students, 9,000 professors and lecturers, and 11,000 technical and administrative staff, Université Paris-Saclay is a driving force for the development of its territory and one of the best institutions in France. https://www.universite-paris-saclay.fr/en/about/universite-paris-saclay <https://www.universite-paris-saclay.fr/en/about/universite-paris-saclay> The Institut de Mathématiques d’Orsay (IMO) is the largest mathematical department of Université Paris-Saclay with more than 150 researchers (+ more than 100 PhD students). Most of areas of mathematics are represented within 5 groups (Harmonic analysis, PDEs, Arithmetic and algebraic geometry, Probability and Statistics, Topology). Hence, working at the IMO is a good opportunity to mix with excellent researchers and students from all disciplines. The IMO is located in Orsay, approximately 45min from Paris center by train. In July 2020, the University ranked 1st in Shanghai ranking’s in mathematics. https://www.imo.universite-paris-saclay.fr/ <https://www.imo.universite-paris-saclay.fr/> ---------------------------------------------------------------------- Best regards, — Zacharie Naulet

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One-year postdoctoral position at Politecnico di Torino
by Franco Pellerey 19 Oct '20

19 Oct '20

Dear colleagues, this is to inform you and your students that a one-year postdoctoral position for research studies in the field Mat/06 - "Probability and Statistics" is available at the Department of Mathematical Sciences of the Politecnico di Torino, with the possibility of renewal for a second year. The research subject mentioned in the announcement is very broad, and allows the selected candidate a large choice of specific topics, according to her/his personal interests, working under the supervision of the research program’s proponents (Probability and Applications, DISMA, Politecnico di Torino, https://www.disma.polito.it/en/research/research_groups/probability_and_app…). The holder of the grant will not have mandatory teaching duties, but will have the opportunity to carry out teaching activities, if desired. The call is open to all interested people until November 16th, 2020. Details about the call may be found at https://careers.polito.it/default.aspx?id=219/2020-AR Kind regards, F. Pellerey, M. Santacroce, P. Siri, B. Trivellato.

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Fwd: new online Joint Israeli Probability Seminar
by Pietro Caputo 19 Oct '20

19 Oct '20

ricevo e inoltro: ============================================================= We would like to invite you to participate in the new online Joint Israeli Probability Seminar. JIPS is a new initiative joint between: - Bar-Ilan University - Ben-Gurion University of the Negev - Hebrew University of Jerusalem - Technion - Israel Institute of Technology - Tel Aviv University - Weizmann Institute of Science The purpose of the seminar is to bring together researchers from around the globe studying various aspects of probability theory. The seminar will take place on Tuesdays and will usually consist of two talks - at 10am and 11am Israel time (9am & 10am CET). The seminar will be using the Zoom platform. Talks will be recorded and available online. We announce the first two talks below. If you would like to get future announcements you can either follow the JIPS calendar - HERE <https://calendar.google.com/calendar/embed?src=o9sgdbqi3ftt42aobpmphnjbic%4…>, or join the seminar mailing group - HERE <https://groups.google.com/g/joint-israeli-probability-seminar>. You can find more information on the seminar website: https://sites.google.com/view/israel-prob-sem/home We hope to virtually see you @ JIPS. JIPS organizers: Omer Bobrowski - Technion Naomi D. Feldheim - Bar Ilan University Ohad N. Feldheim - Hebrew University of Jerusalem Gady Kozma - Weizmann Institute of Science Ron Peled - Tel Aviv University Eviatar B. Procaccia - Technion Ariel Yadin - Ben-Gurion University of the Negev ================================================== The first two talks will take place on Tuesday 20/10/20. 10-11: *Clement Cosco(WIS) / Directed polymers on infinite graphs* We study the directed polymer model for general infinite graphs and random walks. We provide sufficient conditions for the existence or non-existence of phase transitions in terms of properties of the graph and of the random walk. We study in some detail (biased) random walk on various trees including the Galton-Watson trees, and provide a range of other examples that illustrate counter-examples to intuitive extensions of the simple random walk on the lattice. (Joint work with Inbar Seroussi and Ofer Zeitouni) 11-12: *Ofer Zeitouni (WIS) / Minima of random polynomials* We consider Gaussian random trigonometric polynomials and prove a limit theorem for their minimum modulus on the unit circle. I will describe the relevant background and various techniques employed in this and related problems. Somewhat surprisingly, a crucial step in the proof involves a characterization of Poisson processes due to Liggett, and its refinement due to Biskup-Louidor. (Joint work with Oren Yakir, TAU)

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Webinar MINWOO CHAE
by Pierpaolo De Blasi 19 Oct '20

19 Oct '20

WEBINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO <https://www.carloalberto.org/events/category/seminars/seminars-in-statistic…> Joint initiative with MIDAS COMPLEX MODELING RESEARCH NETWORK <http://midas.mat.uc.cl/network> Venerdi 23 Ottobre 2020, alle ore 12:00, si terrà il seguente webinar: ------------------------------------------------ Speaker: *Minwoo Chae*(Pohang University of Science and Technology, South Korea) Title: *Posterior asymptotics in Wasserstein metrics on the real line* Zoom link: https://us02web.zoom.us/j/88252069649?pwd=V2Z3b1UrZVVWNWZ4OXhydUtIakxpUT09 Meeting ID: 882 5206 9649 Passcode: 581405 Abstract: We use the class of Wasserstein metrics to study asymptotic properties of posterior distributions. The first goal is to provide sufficient conditions for posterior consistency. In addition to the well-known Kullback-Leibler condition on the prior, the true distribution and most probability measures in the support of the prior are required to possess moments up to an order which is determined by the order of the Wasserstein metric. We further investigate convergence rates of the posterior distributions for which we need stronger moment conditions. The required tail conditions are sharp in the sense that the posterior distribution may be inconsistent or contract slowly to the true distribution without these conditions. We apply the results to density estimation with a Dirichlet process mixture prior. ------------------------------------------------ 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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Seminario online Larry Wasserman
by Marco Perone Pacifico 17 Oct '20

17 Oct '20

Segnalo il seguente seminario online: SPEAKER: Larry Wasserman, Carnegie Mellon University TITOLO: Estimating Background Distributions in Particle Physics<https://economiaefinanza.luiss.it/seminar/2020/09/02/estimating-background-…> DISCUSSANTS: Pierpaolo Brutti e Hugo Lavenant DATA: giovedì 22 ottobre, ore 17:00 Per accedere al seminario usare questo link <https://luiss.webex.com/luiss/j.php?MTID=mc7aeaa48fd8e2a105eb34f4522a91c48> ABSTRACT: To test for new events in particle colliders, one needs a good estimate of the background distribution, that is the null distribution. I'll discuss our work on estimating the background distribution for di-Higgs events. Our methods are based on classifiers and optimal transport.This is joint work with Tudor Manole, Patrick Bryant, Mickael Kuusela and John Alison. Prossimi seminari presso il Dipartimento di Economia e Finanza della Luiss: https://economiaefinanza.luiss.it/seminari/prossimi-seminari Marco Perone Pacifico Full Professor of Statistics Department of Economics and Finance LUISS University Viale Romania 32 00197 Roma, ITALY La presente e-mail proviene da Luiss Guido Carli e s'intende inviata per scopi lavorativi. Tutte le informazioni ivi contenute, compresi eventuali allegati, sono da ritenersi esclusivamente confidenziali e riservati secondo i termini del vigente D.Lgs. 196/2003 in materia di privacy e del Regolamento europeo 679/2016 - GDPR. È vietato qualsiasi ulteriore utilizzo non autorizzato. Qualora la stessa Le fosse pervenuta per errore, La preghiamo di eliminarla immediatamente e di darcene tempestiva comunicazione. Grazie. This e-mail message is sent by Luiss Guido Carli for business purposes. All informations contained therein, including any attachments, are for the sole use of the intended recipient and may contain confidential and privileged information pursuant to Legislative Decree 196/2003 and the European General Data Protection Regulation 679/2016 - GDPR -. Any unauthorized review, use, disclosure or distribution is prohibited. If you are not the intended recipient, please contact the sender by soon reply this e-mail and destroy all copies of the original message. Thanks

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Postdoc position in Florence
by Gianmarco Bet 15 Oct '20

15 Oct '20

Dear colleagues, I would like to draw your attention to a recently-opened postdoc position at the University of Florence to work with Francesca R. Nardi and me on various metastability and cut-off topics Of course, the precise research directions will depend on the interests of the postdoc. You can find all the relevant details (including a brief summary of the research topics) at the link https://titulus.unifi.it/albo/viewer?view=files%2F003617972-UNFICLE-fbd4028… <https://titulus.unifi.it/albo/viewer?view=files/003617972-UNFICLE-fbd40280-…>, including instructions on how to apply. Please note that the deadline for applying is quite soon on October 23. Holding a PhD degree (or being close to completion of one) is highly preferred. Previous research experience in the topics above is a plus, but certainly not required. Please feel free to forward this announcement to anyone who might be interested, and don’t hesitate to contact Francesca and me for further information. Kind regards, Gianmarco ---------------------------------------------------------------------- Gianmarco Bet 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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PhD course by Prof. S. Levendorskii in Padova (Zoom)
by Giorgia Callegaro 14 Oct '20

14 Oct '20

Dear all, it is a pleasure to announce the forthcoming PhD course "Fourier-Laplace transform and Wiener-Hopf factorization in Finance, Economics and Insurance" given by Prof. Sergei Levendorskii for PhD students in Padova, starting from next week, online via Zoom. Here is a tentative program: - Lecture 1. Lévy models - Lecture 2. Evaluation of probability distributions and pricing European options in Lévy models - Lecture 3. Simplified trapezoid rule, Fast Fourier Transform and its variations - Lecture 4. Conformal acceleration techniques - Lecture 5. Barrier options with discrete monitoring and Bermudan options. Calculations in the state space - Lecture 6. Barrier options with discrete monitoring and Bermudan options. Calculations in the dual space - Lecture 7. Wiener-Hopf factorization - Lecture 8. Contingent claims with continuous monitoring, boundary value problems and Wiener-Hopf factorization - Lecture 9. Options with continuous monitoring, cont-d - Lecture 10. Affine models - Lecture 11. American options with infinite time horizon - Lecture 12. American options with finite time horizon and here is the schedule (Italian time): 1) 19th October 16.30-18 2) 21st October 16.30-18 3) 23rd October 16.30-18 4) 26th October 16.30-18 5) 28th October 16.30-18 6) 30th October 16.30-18 If interested and to obtain the link Zoom and attend the lectures, please send an e-mail to (me!): gcallega(a)math.unipd.it Thanks and have a nice afternoon, 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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AStat - Announcement: Algebraic Statistics Milestones
by Fabio Rapallo 14 Oct '20

14 Oct '20

Buongiorno a tutti, segnaliamo (inoltrando il messaggio in calce) due importanti novita' nel campo della Statistica Algebrica: - l'introduzione del codice 62R01 per 'Statistica algebrica' nella 2020 MSC classification - il primo volume (numerato 11 in riconoscimento del passato della comunita' di Statistica Algebrica) della rivista Algebraic Statistics https://msp.org/astat/ Cordiali saluti Fabio Rapallo Eva Riccomagno Maria Piera Rogantin ============================ Dear friends, The year 2020 has been very trying for many members of our community, but we can't fail to acknowledge two very important milestones for the field of algebraic statistics: that the 2020 MSC classification now includes 62R01 for 'algebraic statistics', and that a new journal has been established! It is with great pleasure that we announce the availability of the first issue of “Algebraic Statistics (AStat)”: —> https://msp.org/astat <— DOI: 10.2140/astat.2020.11-1 The first volume---numbered 11 to honour the past work of this community---will consist of two issues with a total of 11 papers, 5 of which are available online now. The second issue is forthcoming soon. AStat will be free to read until the end of 2021; thereafter, it will be available through an MSP or Project Euclid subscription. All papers become freely available 5 years after publication. Our publisher, MSP, is a nonprofit corporation based in Berkeley, USA. We see AStat as a primary forum serving the broad community in a focused way. As an interdisciplinary endeavor, by definition, a concerted effort will be made for AStat to serve various constituents interested in and interacting with algebraic statistics. We invite the community to send their best work in algebraic statistics to be considered for publication here. This may include contributions which connect statistical theory, methodology, or application to the world of algebra, geometry, and combinatorics in ways that may not be labeled as traditional. Do enjoy reading the first issue, and we look forward to welcoming your contributions to AStat. On behalf of the entire editorial board, Sonja and Thomas Managing Editors of Algebraic Statistics --- Sent via EditFlow by Sonja Petrović <sonja.petrovic(a)iit.edu> ============================ -- Fabio Rapallo Dipartimento di Economia Universita' di Genova

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Bando di assegni di ricerca
by Massimo Campanino 14 Oct '20

14 Oct '20

https://bandi.unibo.it/ricerca/assegni-ricerca?id_bando=52894 [https://bandi.unibo.it/logo.png]<https://bandi.unibo.it/ricerca/assegni-ricerca?id_bando=52894> Assegni di ricerca<https://bandi.unibo.it/ricerca/assegni-ricerca?id_bando=52894> property= bandi.unibo.it

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R: R: Annuncio seminario Marta Sanz-Sole (fwd)
by Tiziano Vargiolu 13 Oct '20

13 Oct '20

---------- Forwarded message ---------- Date: Tue, 13 Oct 2020 09:57:12 +0000 From: michele giordano <g.michele(a)outlook.com> ------------------------- Dear all, This is an announcement of the: STAR Online Seminars. The seminar will be held on Friday 16. October from 11:00-12:00. You will recieve the link for the zoom room by registering for the seminar at the following link (https://nettskjema.no/a/159180). The lecture will last for 45 minutes + questions. This week's speaker is Marta Sanz-Sole from University of Barcelona, with the seminar: Stochastic wave equations with super-linear coefficients. Abstract: We consider a stochastic wave equation on $R^d , d \in {1, 2, 3}$, driven by a Gaussian noise in $(t, x)$, white in time. We assume that the free terms $b$ and $\sigma$ are such that, for $|x| \rightarrow \infty$, $|\sigma(x)| < \sigma_1 + \sigma_2|x| (\ln_+(|x|))^a , |b(x)| < \theta_1 + \theta_2|x| (\ln_+(|x|))^{\delta}$ , (1) where $\theta_2, \sigma_2 > 0, \delta , a > 0$, with $b$ dominating over $\sigma$. For any fixed time horizon $T > 0$ and with a suitable constraints on the parameters $a, \delta, \sigma_2$ and $\theta_2$, we prove existence of a random field solution to the equation and that this solution is unique, and bounded in time and in space a.s. The research is motivated by the article [R. Dalang, D. Khoshnevisan, T. Zhang, AoP, 2019] on a $1-d$ reaction-diffusion equation with coefficients satisfying conditions similar to (1). We see that the $L^\infty$- method used by these authors can be successfully implemented in the case of wave equations. This is joint work with A. Millet (U. Paris 1, Pantheon-Sorbonne). After the end of the seminar, you are invited to bring a cup of coffee or tea and have a chat in our ''Coffee in the Stars'' here you will have the chance to talk and interact with the other persons that attended the seminar, and have a digital "coffee break". We are looking forward to see you, online! Best regards, Michele Giordano Doctoral research fellow Department of Mathematics University of Oslo, Norway ------------------------------------------------------------------------- Register for the seminar: https://nettskjema.no/a/159180 Link for the seminar webpage: https://www.mn.uio.no/math/english/research/projects/storm/events/seminars/…

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Barcelona Mathematical Days 2020, 23-24 October
by Anna Paola Todino 13 Oct '20

13 Oct '20

Dear colleagues, I would like to announce the conference "Barcelona Mathematical Days 2020" which will take place in remote mode on October 23-24, 2020. - Registration is free but mandatory. - The deadline for registration is October 22. - The link is: https://bmd2020.espais.iec.cat/registration/ <https://bmd2020.espais.iec.cat/registration/> In particular there will be a probability session "Stochastic Analysis and Random Structures" organized by Eulàlia Nualart (UPF), Matthias Schulte (Heriot-Watt U) and Piotr Zwiernik (UPF). Best regards, Anna Paola Todino -- Anna Paola Todino Ruhr-University Bochum

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Junior researcher position in Statistics (Health Analytics) at Politecnico di Milano, Italy
by Laura Maria Sangalli 12 Oct '20

12 Oct '20

Please see the following announcement of a junior researcher (RTDa) position opening in the group of Applied Statistics at the Department of Mathematics, Politecnico di Milano. ————————————————————————————————————————— Dear colleagues, I would like to announce a *junior researcher* (RTDa) position opening in the group of Applied Statistics at the Department of Mathematics, Politecnico di Milano. Please kindly forward the following announcement to potential candidates. Best regards, Francesca Ieva ————————————————————————————————————————— *Junior Researcher position in Statistics * *Project title*: "Integration between study design and data analytics for generating credible evidence in the field of healthcare from heterogeneous sources of structured and unstructured data” ====================================================================== We are looking for a junior researcher (3 year contract, starting date is between Feb 2021 - March 2021) to join the research group of Applied Statistics working within the research plan between Politecnico and AstraZeneca. One key criticism of evidence-based medicine is that only a minority of patients benefits of even efficacious therapies, but all treated patients are exposed to the costs and potential harms of those therapies. As a result, the effect of any treatment is often uncertain in a specific patient. Personalized care and precision medicine are becoming the main perspectives for obtaining better health outcomes at sustainable costs. The activities will develop along these perspectives with particular focus towards integrating observational designs and big data analytics to obtain solid, reproducible evidence whose results are verifiable in terms of health and expenditure. To this end, the researcher will develop multiple lines of research on Health Analytics for monitoring the effect of innovative oncological drugs through Real World Data, in collaboration with highly qualified clinical research centers. The ideal candidate should have a background and skills in at least some of the following: - Data Science, Statistics, Health Economics, Applied Mathematics, Software/Mathematical Engineering. - Solid experience in the data management and data analysis with R, Python, Matlab or C++. - Working knowledge in at least one of the following topics: biostatistics, pharmacoepidemiology, applied statistics, health economics. The effort is of a collaborative nature so strong interpersonal and communication skills are required. Teaching for both statistics and medical programs will be required. Working language is Italian and English. **Deadline for applications** is *November 11th, 2020*. Information and details about procedure can be found at https://www.polimi.it/it/docenti-e-staff/bandi-e-concorsi/bandi-e-concorsi-… For any further information please send an e-mail to francesca.ieva(a)polimi.it<mailto:francesca.ieva@polimi.it>. ----------------------------------------------------------------------------------------------------------------------------------------------- —— Laura Maria Sangalli MOX - Dipartimento di Matematica Politecnico di Milano Piazza Leonardo da Vinci 32 20133 Milano - Italy tel: +39 02 2399 4554 fax: +39 02 2399 4568 email: laura.sangalli(a)polimi.it<mailto:laura.sangalli@polimi.it> url: http://mox.polimi.it/~sangalli

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Bruti Liberati Prize
by Daniele Marazzina 11 Oct '20

11 Oct '20

Con preghiera di diffusione The Bachelier Finance Society and the Department of Mathematics of the Politecnico di Milano, in cooperation with Springer, are proud to announce the 2020 Nicola Bruti Liberati Prize for the best doctoral thesis defended in 2019-2020 in all subjects of Mathematical Finance, such as, but not limited to: Derivative Pricing, Computational Finance, Econometrics and Statistical Methods applied to Finance, Risk Analysis, Portfolio Optimization, Probability Methods in Finance, and Numerical Methods in Finance. Applications must be sent no later than February 1, 2021. For details: https://www.qfinlab.polimi.it/bruti-liberati-prize/

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Pisa Online Seminars - Mauro Mariani and Marielle Simon (Tuesday, Oct. 13 at 14:00 and 15:00)
by Giacomo Filippo Di Gesu 09 Oct '20

09 Oct '20

Dear colleagues, I would like to announce the following online seminar organized by the Probability group of the University of Pisa. The talks will be accessible under the link Join Microsoft Teams Meeting<https://teams.microsoft.com/l/meetup-join/19%3a17115d7f6ef44c5e91974362906c…> <https://aka.ms/JoinTeamsMeeting> Best regards, Giacomo <https://aka.ms/JoinTeamsMeeting> Tuesday, Oct. 13, 14:00 Speaker: Mauro Mariani Title: Quasi-invariant measures for a model of evolutionary biology Abstract: I will discuss a class of random models for the genetic evolution of a population of individuals with asexual reproduction. Formally, this is a diffusion process on an infinite-dimensional simplex. subject to absorption. It has been largely investigated in the past, both numerically and analytically as a model for the Muller's ratchet. We prove the existence and uniqueness of quasi-invariant measures describing the long-time behavior of the genetic distribution of the population, conditioned to non-extinction. The seminar is mostly based on https://arxiv.org/abs/2007.14715 Tuesday, Oct. 13, 15:00 Speaker: Marielle Simon Title: Hydrodynamic limit for a facilitated exclusion process Abstract: In this talk we will be interested in a one-dimensional exclusion process subject to strong kinetic constraints, which belongs to the class of cooperative kinetically constrained lattice gases. More precisely, its stochastic short range interaction exhibits a continuous phase transition to an absorbing state at a critical value of the particle density. We will see that the macroscopic behavior of this microscopic dynamics, under periodic boundary conditions and diffusive time scaling, is ruled by a non-linear PDE belonging to free boundary problems (or Stefan problems). One of the ingredients is to show that the system typically reaches an ergodic component in subdiffusive time. Based on joint works with O. Blondel, C. Erignoux and M. Sasada

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Aggiornamento: il Seminario di Probabilita' di Roma Tre del 12-10-2020 (Thomas Finn) si terra' in modalita' Mista
by Alexandre Stauffer 09 Oct '20

09 Oct '20

SEMINARIO Probabilita' Thomas Finn (University of Bath) Titolo: Non-equilibrium multi-scale analysis and coexistence in competing first passage percolation Lunedi' 12 Ottobre 2020 ORE 14:00 Dipartimento di Matematica e Fisica Universita' degli Studi Roma Tre Largo San Leonardo Murialdo,1 - Pal.C - Aula 211 Abstract We consider a natural random growth process with competition on Z^d called first passage percolation in a hostile environment (FPPHE), in which two processes compete for the occupancy of sites. The first starts at the origin and spreads through the edges of Z^d at rate 1, while the second is initially dormant in seeds, which are distributed as a product of Bernoulli random variables of parameter p on Z^d, and grows from a seed at rate lambda>0 once either process attempts to occupy that seed. Depending on the value of p and lamba, the model observes a rich behaviour with multiple phase transitions. We prove that there is a coexistence phase in which both processes occupy a positive density of sites, which is a stark contrast to the behaviour of other competition models on Z^d. In studying FPPHE, we introduce a novel approach to multi-scale analysis that can be used to analyse processes with non-equilibrium dynamics. Indeed, FPPHE lacks both equilibrium dynamics and monotonicity (adding a seed could benefit the first process), preventing the use of a more standard multi-scale approach. In this talk, we outline our main results for FPPHE and provide an overview for how this new multi-scale approach can be applied. Il seminario si svolgera' in modalita' MISTA: IN PRESENZA: presso l'aula 211, palazzina C di Largo San Leonardo Murialdo 1. La capienza massima dell'aula e' di circa 10 persone; preghiamo chi intenda partecipare in presenza di scrivere un messaggio a astauffer(a)mat.uniroma3.it DA REMOTO: Per partecipare al seminario cliccare sul seguente link https://teams.microsoft.com/l/meetup-join/19%3ameeting_OTk4MzI5MzktY2EzNS00…

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Inaugural David G. Kendall Award: Call for Nominations
by Antonio DI CRESCENZO 07 Oct '20

07 Oct '20

---------- Forwarded message --------- Da: International Statistical Institute <info(a)isi-web.org> View online <https://mailings.isi-web.org/?nltr=NjY7NDg3ODtodHRwczovL21haWxpbmdzLmlzaS13…> Inaugural David G. Kendall Award: Call for nominations The award committee invites nominations for the Bernoulli Society-Royal Statistical Society David G Kendall Award for Young Researchers. The award is open to those who obtained their PhD after January 1st 2013 (with extensions for disruptions to the candidate’s work available at the committee’s discretion). This new prize for an excellent young researcher will be awarded every two years. The subject will alternate between probability and mathematical statistics. The inaugural award, to be made in Summer 2021, is dedicated to probability theory. The name of the prize honours David G Kendall, who was the first president of the Bernoulli Society and was awarded the RSS Guy Medal in Gold in 1981. The prize will be presented at either a Bernoulli Society conference (typically the Bernoulli-IMS World Congress or the ISI-WSC) or RSS conference (as specified by the applicant). The prize consists of a certificate and the award of €2,000 to cover the expenses of attendance at the conference. Nominations should be communicated to the award committee through grg(a)statslab.cam.ac.uk and be signed by two members of the BS or the RSS. They must include the name, affiliation, and brief curriculum vitae (including a list of publications) of the nominee, a statement of no more than 100 words summarizing the case for nomination, a list of the best 3 articles, and a review of no more than 2 pages of the nominee's research contributions. Award Committee - Geoffrey Grimmett (Cambridge University and Heilbronn Institute) - Saul Jacka (University of Warwick and Alan Turing Institute) - Gesine Reinert (Oxford University and Alan Turing Institute) - Ruth Williams (University of California, San Diego) *Deadline for nominations:* *Sunday 31 January 2021* More details <https://mailings.isi-web.org/?nltr=NjY7NDg3ODtodHRwOi8vd3d3LmJlcm5vdWxsaS1z…> on the prize. <https://mailings.isi-web.org/?nltr=NjY7NDg3ODtodHRwczovL21haWxpbmdzLmlzaS13…>

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Fwd: Open positions for PhD studies at the Faculty of Mathematics at Bielefeld University
by Marco Romito 06 Oct '20

06 Oct '20

-------- Forwarded Message -------- Subject: Open positions for PhD studies at the Faculty of Mathematics at Bielefeld University Date: Mon, 5 Oct 2020 12:59:06 +0200 From: Benjamin Gess <benjamin.gess(a)gmail.com> To: marco.romito(a)unipi.it Dear Marco, there are currently still some open positions for PhD studies at the Faculty of Mathematics at Bielefeld University. The positions (TV-L E13 75%) are funded by the German Research Foundation with a net income of approximately 2000 EUR per month. If you know of any prospective PhD students please feel free to pass on this information. Applications are accepted at any time from now on until all positions have been filled. The education and research program is carried out within the German–Korean International Research Training Group (IRTG) 2235. The IRTG concentrates on advanced techniques from Analysis including Geometric, Stochastic and Numerical Analysis together with latest developments in neighboring fields such as Mathematical Physics, Machine Learning and Probability Theory. Applications by female candidates are particularly welcome. More information can be found here: https://irtg.math.uni-bielefeld.de/doctoral_positions/open2020 Best wishes, Ben and Michael

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Seminario di Thomas Finn a Roma Tre il 12 ottobre alle 14:00
by Pietro Caputo 05 Oct '20

05 Oct '20

Title: Non-equilibrium multi-scale analysis and coexistence in competing first passage percolation Speaker: Thomas Finn (University of Bath) Lunedi' 12 Ottobre 2020 ORE 14:00 Dipartimento di Matematica e Fisica Università degli Studi Roma Tre Largo San Leonardo Murialdo,1 - Pal.C - Aula 211 Abstract We consider a natural random growth process with competition on Z^d called first passage percolation in a hostile environment (FPPHE), in which two processes compete for the occupancy of sites. The first starts at the origin and spreads through the edges of Z^d at rate 1, while the second is initially dormant in seeds, which are distributed as a product of Bernoulli random variables of parameter p on Z^d, and grows from a seed at rate lambda>0 once either process attempts to occupy that seed. Depending on the value of p and lamba, the model observes a rich behaviour with multiple phase transitions. We prove that there is a coexistence phase in which both processes occupy a positive density of sites, which is a stark contrast to the behaviour of other competition models on Z^d. In studying FPPHE, we introduce a novel approach to multi-scale analysis that can be used to analyse processes with non-equilibrium dynamics. Indeed, FPPHE lacks both equilibrium dynamics and monotonicity (adding a seed could benefit the first process), preventing the use of a more standard multi-scale approach. In this talk, we outline our main results for FPPHE and provide an overview for how this new multi-scale approach can be applied.

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Online seminar Krishna Dasaratha
by Marco Scarsini 02 Oct '20

02 Oct '20

Thursday 8 October, h 17:00 *Krishna Dasaratha**,* Harvard University Innovation and Strategic Network Formation <http://mailsender.luiss.it/lists/lt.php?id=cRpRCgAESAUAAQxOVgFdBQs> Discussants: Leonie Baumann and Eduard Talamàs Click here to access the Virtual Room <http://mailsender.luiss.it/lists/lt.php?id=cRpRCgYHSAUAAQxOVgFdBQs> The paper can be found here: https://arxiv.org/abs/1911.06872 Information about future seminars can be found here: https://economiaefinanza.luiss.it/seminari/prossimi-seminari ******************************************************* 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: [owps] One World Probability Seminar Thursday October 1, 2020
by Francesco Caravenna 30 Sep '20

30 Sep '20

---------- Forwarded message --------- Da: Ivan Corwin <ivan.corwin(a)gmail.com> Date: mer 30 set 2020 alle ore 09:03 Subject: [owps] One World Probability Seminar Thursday October 1, 2020 To: <owps(a)lists.bath.ac.uk> One World Probability Seminar Thursday October 1, 2020: Tomorrow's speaker in the One World Probability Seminar is (Note: all times are in UTC) ------------------------------------------------ (14:00-15:00 UTC) Rongfeng Sun (National University of Singapore): Scaling limits of disorder relevant systems. Abstract: In this talk, I will give an overview of continuum and weak disorder scaling limits of statistical mechanics systems which are disorder relevant, that is, disorder perturbations of an underlying pure system that alter its large scale behaviour, however small is the perturbation. Examples include the directed polymer model in dimension 1, the disordered pinning model, and the random field perturbation of the critical two-dimensional Ising model. (15:00-16:00 UTC) Adam Bowditch (University College Dublin): The two-dimensional continuum random field Ising model. Abstract: The critical two-dimensional Ising model with random field perturbation acting as site disorder is a well known example of a disorder relevant system. If the disorder strength is suitably weakened as the lattice mesh is refined then the model admits a continuum scaling limit. I will discuss this procedure and compare the continuum model with and without the random field perturbation. ------------------------------------------------ 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 is can also be directly access through the link below: https://impa-br.zoom.us/j/96846977028?pwd=QVFpcUVkSFpNQnFjZXhoMWJzWEhaQT09 <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fimpa-br.z…> Please feel free to circulate this email. We hope to see you all tomorrow! One World Probability Team

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3rd Asset Pricing Conference by LTI@UniTO - October 6th 2020 13.150-18.30 correct registration link
by Luca Regis 29 Sep '20

29 Sep '20

Apologies for re-posting, the previous announcement contained an incorrect link. ----------------------------------- Dear Colleagues, LTI@UniTO (www.carloalberto.org/lti) and Collegio Carlo Alberto are pleased to invite you to the *3rd Asset Pricing Conference by **LTI@UniTO*. This one-day online conference on October 6, 2020 hosted by the Collegio Carlo Alberto aims to promote the highest level and up-to-date research in asset pricing within the European academic community. Speakers and discussants are selected among the most innovative junior researchers and established scholars. The current edition devotes particular attention to the impact of the Covid-19 pandemic on the financial markets and industry. The conference will take place on the zoom platform on* October 6th, 13:50-18:30*. Please register here: https://3rdassetpricingconference.eventbrite.it Conference Program 13:50 *Welcome* 14:00 E. Luciano (UniTo/CCA) “Risk aversion of insurance companies and Covid-19 effects” Discussant: I. Cooper (LBS) 14:40 P. Meanhout (INSEAD) “Generalized Robustness and Dynamic Pessimism” Discussant: P. Guasoni (Dublin) 15:30 C. Schlag (Goethe) “Non-substitutable consumption growth risk” Discussant: F. Trojani (Geneva/SFI) 16:10 J. Penasse (Luxembourg) “Understanding Alpha Decay” Discussant: G. Vilkov (Frankfurt School) *Short break* 17:00 J. Detemple (Boston) “Asset Prices and Pandemics” Discussant: B. Dumas (INSEAD) 17:40 M. Croce (Bocconi) *TBA*Discussant: A. Mele (USI/SFI) 18:20 *Farewell* Conference website: https://www.carloalberto.org/event/lti-3rd-asset-pricing-conference Best, Luca Regis -- Luca Regis Associate Professor Department of Economics and Statistics (ESOMAS) University of Torinosites.google.com/view/lucaregis Office: +39 011 670 6065www.carloalberto.org/lti

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3rd Asset Pricing Conference by LTI@UniTO, October 6 h. 13.50-18.30
by Luca Regis 29 Sep '20

29 Sep '20

Dear Colleagues, LTI@UniTO (www.carloalberto.org/lti) and Collegio Carlo Alberto are pleased to invite you to the *3rd Asset Pricing Conference by **LTI@UniTO*. This one-day online conference on*October 6, 2020*hosted by the Collegio Carlo Alberto aims to promote the highest level and up-to-date research in asset pricing within the European academic community. Speakers and discussants are selected among the most innovative junior researchers and established scholars. The current edition devotes particular attention to the impact of the Covid-19 pandemic on the financial markets and industry. The conference will take place on the zoom platform on*October 6th, 13:50-18:30*. Please register here: https://3rdassetpricingconference.eventbrite.it <https://ltiwebinar15july.eventbrite.it/> *Conference Program* 13:50/Welcome/ 14:00 E. Luciano (UniTo/CCA) *“Risk aversion of insurance companies and Covid-19 effects” *Discussant: I. Cooper (LBS) 14:40 P. Meanhout (INSEAD)*“Generalized Robustness and Dynamic Pessimism” *Discussant: P. Guasoni (Dublin) 15:30 C. Schlag (Goethe)*“Non-substitutable consumption growth risk” *Discussant: F. Trojani (Geneva/SFI) 16:10 J. Penasse (Luxembourg)*“Understanding Alpha Decay” *Discussant: G. Vilkov (Frankfurt School) /Short break/ 17:00 J. Detemple (Boston)*“Asset Prices and Pandemics” *Discussant: B. Dumas (INSEAD) 17:40 M. Croce (Bocconi)/TBA /Discussant: A. Mele (USI/SFI) 18:20/Farewell/ Conference website: https://www.carloalberto.org/event/lti-3rd-asset-pricing-conference Best, Luca Regis -- 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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Link to Tyler Helmuth's talk (Tuesday, Sept. 29 at 14:00)
by Giacomo Filippo Di Gesu 28 Sep '20

28 Sep '20

Dear colleagues, the previously announced seminar by Tyler Helmuth will be accessible under the following link: Join Microsoft Teams Meeting<https://teams.microsoft.com/l/meetup-join/19%3af828e8fe540e4d39b10802fc3edd…> Tuesday, Sept. 29, 14:00 Speaker: Tyler Helmuth Title: Random spanning forests and hyperbolic symmetry Abstract: The arboreal gas is the probability measure that arises from conditioning the random subgraph given by Bernoulli(p) bond percolation to be a spanning forest, i.e., to contain no cycles. This conditioning makes sense on any finite graph G, and in the case p=1/2 gives the uniform measure on spanning forests. The arboreal gas also arises as a q—> 0 limit of the q-state random cluster model. What are the percolative properties of these forests? This turns out to be a surprisingly rich question, and I will discuss what is known and conjectured. I will also describe a tool for studying connection probabilities, the magic formula, which arises due to an important connection between the arboreal gas and spin systems with hyperbolic symmetry. Based on joint work with Roland Bauerschmidt, Nick Crawford, and Andrew Swan. Best regards, Giacomo

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Premio Cuozzo 2020
by Lucia Caramellino 25 Sep '20

25 Sep '20

Buongiorno. Ricevo ed inoltro bando del Premio Cuozzo 2020. 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> > Inizio messaggio inoltrato: > > Da: Filippo Bracci <fbracci(a)mat.uniroma2.it> > Oggetto: Premio Cuozzo 2020 > > Carissimi, > > ho il piacere di segnalarvi che è uscito il bando per la 13-ma edizione del Premio Cuozzo dedicato alla memoria di Michele Cuozzo. > > Il premio, di 3000 euro, sarà consegnato al vincitore a Dicembre 2020. > > Possono partecipare coloro che abbiano conseguito il titolo di Dottore di Ricerca in Matematica, o titolo riconosciuto equipollente, presso un’università o istituzione scientifica italiana. Il titolo deve essere stato conseguito nei 12 mesi precedenti la data di scadenza del bando. > > La scadenza è il 23 ottobre ore 12:00. > > Allego il bando, che sarà a breve disponibile sul sito del Dipartimento di Matematica dell’Università di Roma “Tor Vergata” . > > Vi prego di dare pubblicità tra gli interessati, > > 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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Post-Doc position in Karlsruhe
by Giovanni Peccati 25 Sep '20

25 Sep '20

Dear Colleagues, I have been notified of an opening for a *3 years post-doc position in Karlsruhe*, in the domain of Stochastic Geometry. Here is the official link: http://www.pse.kit.edu/karriere/joboffer.php?id=54768&language=en With my 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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(1+1)-year post-doc position in mathematical finance at UniPD
by Claudio Fontana 24 Sep '20

24 Sep '20

1+1 year post-doc position at the University of Padova (Italy) A one-year postdoctoral position is available at the Department of Mathematics of the University of Padova (Italy), with the possibility of renewal for a second year. The position is funded by the STARS@UniPD project PRISMA, directed by Claudio Fontana (personal webpage: https://sites.google.com/site/fontanaclaud <https://sites.google.com/site/fontanaclaud>). The PRISMA project is focused on the development of stochastic methods for the modelling of information in finance and insurance, and related research directions in probability and finance. We are looking for a highly motivated candidate with a solid background in stochastic analysis and mathematical finance. A PhD degree in these fields is a necessary requirement. Previous research experience in arbitrage theory, stochastic filtering, enlargement of filtrations, mean-field games, or interest rate modelling will be especially appreciated. The candidate should have the ability to drive discovery by working independently, interacting with colleagues with different backgrounds and establishing relevant collaborations. Knowledge of the Italian language does not represent a requirement and language classes are offered by the University of Padova. We offer excellent working conditions and a stimulating research environment. Salary is fixed at a top level for a post-doctoral position at the University of Padova, corresponding to about 2100 euros/month (net). Generous financial support is available for participation to conferences and workshops, research visits and collaborations. The selected candidate will not have mandatory teaching duties, but will have the possibility of teaching. The Probability and Finance group (https://www.math.unipd.it/en/research/research-areas/mathematics/probability <https://www.math.unipd.it/en/research/research-areas/mathematics/probability>) at the University of Padova is a dynamic research unit, with a strong international visibility and well-established connections with foreign institutions and world leaders in the field of mathematical finance. The University of Padova provides excellent support to foreign candidates. Padova is a beautiful city in the Venetian region, home to one of the oldest universities in the world, with a thriving student life and an excellent quality of life. The official call and instructions for application are available at https://www.math.unipd.it/news/bando-assegno-di-ricerca-metodi-stocastici-p… <https://www.math.unipd.it/news/bando-assegno-di-ricerca-metodi-stocastici-p…> To be considered, the application package (including reference letters) has to arrive before October 14, 2020, at 1pm CET. The position is expected to start as soon as possible, and not later than in January 2021. For any further information on this position, please contact Claudio Fontana at fontana(a)math.unipd.it <mailto:fontana@math.unipd.it> Best regards (and apologies for cross-posting), Claudio Fontana

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Postdoc position at the University of Oslo, Norway
by Valeria Vitelli 24 Sep '20

24 Sep '20

Dear colleagues, below the announcement of a postdoc position in Bayesian Statistics at the Oslo Center for Biostatistics and Epidemiology, University of Oslo, Norway. Hope it will be of interest. all the best, Valeria Vitelli --------------------------------------------------------------------------------------------------------- *A three-years postdoc position in Biostatistics is offered at the Oslo Center for Biostatistics and Epidemiology (OCBE), University of Oslo (UiO), Norway. * *Deadline for submission: 30th November 2020IMPORTANT! Deadline for contacting the UiO host: 30th October 2020* Project: Scalable inference for genomic data integration Summary: The project focuses on scalable statistical methods for the integration and analysis of multi-omic data sources. We plan development of horizontal (multi-omic) and vertical (meta-analytic) integrative Bayesian clustering methods during the project course with intended application to disease subtyping and signature/biomarker discovery. *Call, detailed **information and how to apply:* (the call is under the thematic area in "biostatistics") https://www.med.uio.no/english/research/scientia-fellows/apply/ *SCIENTIA FELLOWS* is a transnational research fellowship programme in the field of Health Life Sciences at UiO, funded by the EU Horizon 2020 under the Maria Skłodowska-Curie scheme. The purpose of the three years postdoc is to produce scientific results of the highest quality, in collaboration with your host at UiO and its other partners. You will also be part of UiO's career development programme designed for researchers at the beginning of their career, including our Health Innovator course which aims to provide researchers with tools and insight into how innovation can be put to work for the benefit of patients, the healthcare system and society. At completion of your three year term, your academic profile will be such that you can successfully apply to the best research positions worldwide. *UiO Hosts: *Valeria Vitelli ( https://www.med.uio.no/imb/english/people/aca/valeriv/) and David Swanson ( https://sojourningnorth.github.io/) *If you are interested in the position, please contact the UiO hosts by sending CV and links to your papers as early as possible and before October 30th, 2020.* You and your hosts will identify common research interests and discuss the concept of your research proposal. While you are responsible for the research proposal, you will discuss your application with the hosts, who will help you to write a good proposal. Finally, in order to apply for the position, you have to submit the research proposal (and other documents as specified in the call) by November 30th, 2020. The position will be at the Oslo Center for Biostatistics and Epidemiology (OCBE), UiO (https://www.med.uio.no/imb/english/research/centres/ocbe/). *Eligibility:* - You possess a PhD degree (at the latest by 1 January 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. *Salary: 515 200 NOK/year (roughly 50K EUR/year)* A Fellow of the Scientia Fellows programme will be employed at UiO for three years. The place of work is the UiO campus in Oslo. The gross salary of a Fellow will amount to 515 200 NOK/year. UiO will cover full health insurance and pay towards your pension with the Norwegian pension fund. As an employee in Norway you have several welfare benefits. In addition UiO will support research costs (laptop, travel, courses etc) with 54 600 NOK per year. For further information related to moving and settling in Norway, please visit the website of the International Staff Mobility Office ( https://www.uio.no/english/about/jobs/ismo/), which will also assist incoming fellows and their families with relocation to UiO. For more information, contact the hosts mentioned below. -- 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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Pisa Online Seminar by Tyler Helmuth (Tuesday, Sept. 29 at 14:00)
by Giacomo Filippo Di Gesu 23 Sep '20

23 Sep '20

Dear colleagues, I would like to announce the following online seminar organized by the Probability group of the University of Pisa: Tuesday, Sept. 29, 14:00 on Microsoft Teams (the link will be sent in a forthcoming email) Speaker: Tyler Helmuth Title: Random spanning forests and hyperbolic symmetry Abstract: The arboreal gas is the probability measure that arises from conditioning the random subgraph given by Bernoulli(p) bond percolation to be a spanning forest, i.e., to contain no cycles. This conditioning makes sense on any finite graph G, and in the case p=1/2 gives the uniform measure on spanning forests. The arboreal gas also arises as a q—> 0 limit of the q-state random cluster model. What are the percolative properties of these forests? This turns out to be a surprisingly rich question, and I will discuss what is known and conjectured. I will also describe a tool for studying connection probabilities, the magic formula, which arises due to an important connection between the arboreal gas and spin systems with hyperbolic symmetry. Based on joint work with Roland Bauerschmidt, Nick Crawford, and Andrew Swan. Best regards, Giacomo _____________________ Giacomo Di Gesù Dipartimento di Matematica Università di Pisa Largo Bruno Pontecorvo 5 56127 - Pisa, Italy giacomo.digesu(a)unipi.it

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Webinar Passeggeri @Bocconi
by Giacomo Zanella 22 Sep '20

22 Sep '20

We announce the following DEC Statistics webinar: Date: Thursday, September 24, h12:00 Speaker: Riccardo Passeggeri (Sorbonne University) Title: On a class of completely random measures (CRMs) and its role in Bayesian analysis. The seminar will be mixed online and in-presence: - anybody can attend the seminar at the following link: https://zoom.us/j/92000724531 - members of Bocconi University can attend the meeting in presence at Roentgen building, floor -1, room AS-02, subject to appropriate prevention measures such as social distancing. Abstract: Quasi-infinitely divisible (QID) distributions have been recently introduced by Lindner, Pan and Sato (Trans. Amer. Math. Soc. 370 (2018) 8483-8520). A random variable X is QID if and only if there exist two infinitely divisible (ID) random variables Y and Z s.t. X +Y = Z (in distribution) and Y is independent of X. In this talk, we present QID random measures, describe their properties and their role in Bayesian analysis. In particular, we show that QID random measures are dense in the space of all CRMs with respect to convergence in distribution. In other words, *any CRM can be approximated in distribution by a QID random measure*. Moreover, we demonstrate that there exists a one to one correspondence between the law of QID random measures and certain characteristic pairs (as it happens for the Poisson point processes). That is, *the characteristic function of a QID random measure has an explicit formulation written in terms of two (unique) deterministic objects*. Finally, we present a nonparametric Bayesian statistical framework based on QID random measures, which extends recent works of Michael Jordan, Tamara Broderick, Trevor Campbell and co-authors. Kind regards, Giacomo Zanella

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Online seminar Eddie Nikolova
by Marco Scarsini 20 Sep '20

20 Sep '20

Thursday 24 September, h 17:00 *Evdokia Nikolova, *University of Texas at Austin Risk-aversion and diversity in network routing <http://mailsender.luiss.it/lists/lt.php?id=cRpRCgUDSAUBBwBOVgFdBQs> Discussants: Valerio Dose and Marc Schröder Luiss | Viale Romania, 32 | Virtual Room* 70 This is the link to access the virtual room: https://luiss.webex.com/luiss/j.php?MTID=mcf4af3f6b4da7e8a19cf1fb052a70517 Information about future seminars can be found here https://economiaefinanza.luiss.it/seminari/prossimi-seminari ******************************************************* Marco Scarsini Dipartimento di Economia e Finanza Luiss Viale Romania 32 00197 Roma, ITALY URL: http://docenti.luiss.it/scarsini/

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Call for interest - Assegno di ricerca @ Polimi
by Daniele Marazzina 17 Sep '20

17 Sep '20

Con preghiera di diffusione. Grazie mille -------------------------------------------------- Il Qfinlab, laboratorio di finanza quantitativa del Dipartimento di Matematica del Politecnico di Milano, in collaborazione con il gruppo di ricerca del Professor Agasisti del Dipartimento di Ingegneria Gestionale, sta valutando la possibilità di bandire un assegno di ricerca della durata di un anno su tematiche relative all'educazione finanziaria, creazione di percorsi per le scuole e analisi di impatto. Eventuali persone interessate possono inviare il loro cv all'indirizzo qfinlab(a)polimi.it<mailto:qfinlab@polimi.it> . Per informazioni sul gruppo, si rimanda a www.qfinlab.polimi.it<http://www.qfinlab.polimi.it/> Cordialmente Daniele Marazzina Emilio Barucci

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Call for interest - Assegno di ricerca @ Polimi
by Daniele Marazzina 17 Sep '20

17 Sep '20

Con preghiera di diffusione. Grazie mille -------------------------------------------------- Il Qfinlab, laboratorio di finanza quantitativa del Dipartimento di Matematica del Politecnico di Milano, in collaborazione con il gruppo di ricerca del Professor Agasisti del Dipartimento di Ingegneria Gestionale, sta valutando la possibilità di bandire un assegno di ricerca della durata di un anno su tematiche relative all'educazione finanziaria, creazione di percorsi per le scuole e analisi di impatto. Eventuali persone interessate possono inviare il loro cv all'indirizzo qfinlab(a)polimi.it . Per informazioni sul gruppo, si rimanda a www.qfinlab.polimi.it Cordialmente Daniele Marazzina Emilio Barucci

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seminar De Palma
by Dario Trevisan 17 Sep '20

17 Sep '20

Dear all, sorry for another message about today's seminar by G. De Palma. I just want to mention that there was an extra bracket in the google meet link. If you want to follow online please use the following link: meet.google.com/sdy-qmac-kch Regards, Dario -- Dario Trevisan, Università degli Studi di Pisa, Dipartimento di Matematica, Largo Bruno Pontecorvo 5, 56127 - Pisa (PI) Italy telephone: (+39) 050 2213832 mobile: (+39) 331 2899761 Skype: dario-trevisan e-mail: dario.trevisan AT unipi.it webpage: http://people.dm.unipi.it/trevisan/

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PhD opportunity at the University of Leipzig
by Giovanni Conforti 16 Sep '20

16 Sep '20

Dear colleagues, Please find below the announcement for two Phd positions in the group of Max von Renesse. Best Regards Giovanni Conforti At the university of Leipzig we have two vacant PhD positions in the stochastic analysis group with a duration of three years under the supervision of Max von Renesse. Possible research directions concern applications of stochastic analysis e.g. in geometry, physics or statistics. Together with the Max Planck Institute for Mathematics in the Sciences (MPI-MIS) and some world class research groups Leipzig offers a lively and stimulating environment for research in a variety of intertwining mathematical disciplines. Each position comes with a teaching load of 2 hrs per week during semesters. The positions are to be filled by October 15th preferably. Some knowledge of basic German is helpful but no must. The ideal candidate (m./f.) has an excellent recent Masters or Diploma degree in mathematics or theoretical physics with a strong background in a combination of at least two of the following fields: stochastic analysis, differential geometry, (stochastic) PDE, optimal transport theory or statistics. Applications should include a CV, transcript of university diplomas and a list of up to three potential contacts for letters of recommendation. Further inquiries and applications should be sent to Prof. Dr. Max von Renesse, renesse(a)uni-leipzig.de. Application deadline is 24 September 2020.

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seminar by De Palma -- change of room
by Dario Trevisan 15 Sep '20

15 Sep '20

Dear colleagues, the previously announced seminar by G. De Palma, to be held on Thursday, September 17, in Pisa, will take place in a larger room (Aula Magna), to safely accommodate more participants (up to 25 people). If you wish to join us in person please write me an email. Regards, Dario %%% Location: Aula Magna, Dipartimento di Matematica, Pisa (due to restrictions to the number of participants, we strongly suggest to attend online) Google Meet Link: meet.google.com/sdy-qmac-kch) Time: September 17, 2020, 2 PM Speaker: Giacomo De Palma (MIT) Title: Adversarial robustness guarantees for random deep neural networks Abstract: The reliability of most deep learning algorithms is fundamentally challenged by the existence of adversarial examples, which are incorrectly classified inputs that are extremely close to a correctly classified input. We study adversarial examples for deep neural networks with random weights and biases and prove that the L^1 distance of any given input from the classification boundary scales at least as sqrt(n), where n is the dimension of the input. We also extend our proof to cover all the L^p norms. Our results constitute a fundamental advance in the study of adversarial examples, and encompass a wide variety of architectures, which include any combination of convolutional or fully connected layers with skipped connections and pooling. We validate our results with experiments on both random deep neural networks and deep neural networks trained on the MNIST and CIFAR10 datasets. Given the results of our experiments on MNIST and CIFAR10, we conjecture that the proof of our adversarial robustness guarantee can be extended to trained deep neural networks. This extension will open the way to a thorough theoretical study of neural network robustness by classifying the relation between network architecture and adversarial distance. -- Dario Trevisan, Università degli Studi di Pisa, Dipartimento di Matematica, Largo Bruno Pontecorvo 5, 56127 - Pisa (PI) Italy telephone: (+39) 050 2213832 mobile: (+39) 331 2899761 Skype: dario-trevisan e-mail: dario.trevisan AT unipi.it webpage: http://people.dm.unipi.it/trevisan/

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Three Postdoc positions at WIAS-Interacting random systems group
by Luisa Andreis 14 Sep '20

14 Sep '20

Dear colleagues, at the Weierstrass Institute in Berlin we are looking to fill up to three postdoc positions. We would be grateful if you could bring this advertisement to any interested candidate. Here is a brief description of the call: "The successful candidates will analyze large interacting random systems using probabilistic methods within the newly established DFG priority program SPP 2265 "Random Geometric Systems" (https://www.wias-berlin.de/projects/SPP2265/ <https://www.wias-berlin.de/projects/SPP2265/>). The main research topics of these positions are phase transitions during coagulation and condensation. The third position is financed from other funds and offers more thematic flexibility within the research group and organizational responsibility. Please direct scientific queries to Prof. Dr. W. König (Koenig(a)wias-berlin.de <mailto:Koenig@wias-berlin.de>). Deadline for applications: 30.09.2020" For more details and to apply please visit https://www.wias-berlin.de/jobs/job.jsp?lang=1&year=20&number=15 <https://www.wias-berlin.de/jobs/job.jsp?lang=1&year=20&number=15> Best regards, Luisa Andreis Post-Doc researcher WIAS-Weierstrass Institute Mohrenstrasse 39, 10117 Berlin, Germany Personal webpage: https://sites.google.com/view/luisaandreis/home <https://sites.google.com/view/luisaandreis/home> Email: andreis(a)wias-berlin.de <mailto:andreis@wias-berlin.de>

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Seminar announcement
by Dario Trevisan 10 Sep '20

10 Sep '20

Dear colleagues, I would like to announce the following seminar by G. De Palma, in Pisa (and online, of course). Regards, Dario %%% Location: Sala Seminari, Dipartimento di Matematica, Pisa (due to restrictions to the number of participants, we strongly suggest to attend online) Google Meet Link: meet.google.com/sdy-qmac-kch) Time: September 17, 2020, 2 PM Speaker: Giacomo De Palma (MIT) Title: Adversarial robustness guarantees for random deep neural networks Abstract: The reliability of most deep learning algorithms is fundamentally challenged by the existence of adversarial examples, which are incorrectly classified inputs that are extremely close to a correctly classified input. We study adversarial examples for deep neural networks with random weights and biases and prove that the L^1 distance of any given input from the classification boundary scales at least as sqrt(n), where n is the dimension of the input. We also extend our proof to cover all the L^p norms. Our results constitute a fundamental advance in the study of adversarial examples, and encompass a wide variety of architectures, which include any combination of convolutional or fully connected layers with skipped connections and pooling. We validate our results with experiments on both random deep neural networks and deep neural networks trained on the MNIST and CIFAR10 datasets. Given the results of our experiments on MNIST and CIFAR10, we conjecture that the proof of our adversarial robustness guarantee can be extended to trained deep neural networks. This extension will open the way to a thorough theoretical study of neural network robustness by classifying the relation between network architecture and adversarial distance. -- Dario Trevisan, Università degli Studi di Pisa, Dipartimento di Matematica, Largo Bruno Pontecorvo 5, 56127 - Pisa (PI) Italy telephone: (+39) 050 2213832 mobile: (+39) 331 2899761 Skype: dario-trevisan e-mail: dario.trevisan AT unipi.it webpage: http://people.dm.unipi.it/trevisan/

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Fw: STAR - STochastics And Risk - Online Seminars kick-off
by michele giordano 09 Sep '20

09 Sep '20

Dear all, It is soon time to kick-off the online seminar series: STAR - STochastics And Risk - Online Seminars. This series of seminars brings together all interested people in probability, stochastic analysis, control, risk evaluation, statistics, with a view towards applications, in particular to renewable energy markets and production. This series brings together the major research themes of the projects SCROLLER<https://www.mn.uio.no/math/english/research/projects/scroller/index.html>, SPATUS<https://www.mn.uio.no/math/english/research/projects/spatus/>, and STORM<https://www.mn.uio.no/math/english/research/projects/storm/>. If you would like to take part to the seminars series please register here.<https://nettskjema.no/a/159180#/page/1> <https://nettskjema.no/a/159180#/page/1> On Friday 18. September from 11:00-12:00 the first seminar will be held, and after that it will run on a weekly basis. The lecture will last for 45 minutes + questions, and afterwards you are invited to bring a cup of coffee/tea and have a chat in our "Coffe in the Stars". The first speaker is Andreas Petersson, with the seminar: Finite element approximation of Lyapunov equations for the computation of quadratic functionals of SPDEs Abstract: We consider the computation of quadratic functionals of the solution to a linear parabolic stochastic partial differential equation (SPDE) with multiplicative Gaussian noise on a bounded domain. The functionals are allowed to be path dependent and the noise is white in time and may be white in space. An operator valued Lyapunov equation, whose solution admits a deterministic representation of the functional of the SPDE solution, is used for this purpose and error estimates are shown in suitable operator norms for a fully discrete approximation of this equation. We also use these estimates to derive weak error rates for a fully discrete approximation of the SPDE itself. In the setting of finite element approximations, a computational complexity comparison reveals that approximating the Lyapunov equation allows us to compute quadratic functionals more cheaply compared to applying Monte Carlo or covariance-based methods directly to the discretized SPDE. We illustrate the theoretical results with numerical simulations. For more details on this event, see: https://www.mn.uio.no/math/english/research/projects/storm/events/seminars/… There you will find a list of all the speakers, abstracts, and more details about the seminar series. If you register to the seminars series, you will receive a mail with the details for the zoom meeting next week. We are looking forward to see you, online! Best regards, Michele and Giulia

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AMASES Annual Conference 2020 - September 18 - online
by Tiziano Vargiolu 09 Sep '20

09 Sep '20

Dear Friends, this is to invite you to participate in AMASES 2020, the annual conference of the Association for Mathematics Applied to Social and Economic Sciences, which will take place in remote mode on September 18, 2020. The event is free of charge, it will be streamed via the Zoom platform provided by the Department of Mathematics of the University of Padova. The Invited Speakers are: Andreas Tsanakas Faculty of Actuarial Science and Insurance, Cass Business School, City University of London ?Sensitivity Analysis: From Scenario Weights to Dependence Cascades? Piero Manfredi Department of Economics and Management, University of Pisa ?Mathematical modeling of infectious diseases: from Sir Ronald Ross to COVID-19? Salvatore Greco Department of Economics and Business, University of Catania ?The Robust Ordinal Regression and the constructive approach of Multiple Criteria Decision Aiding? You can find all the information on the webpage: https://www.amases.org/annual-conference-2020/ All the people interested in attending the meeting are kindly invited to fill in the registration form at the following address until September 16 https://tinyurl.com/amases2020 Best wishes, The organizers A. Buratto G. Callegaro R. Cambini C. Fontana M. Grasselli L. Grosset E. Sartori T. Vargiolu B. Viscolani Tiziano -------------------------------------------------------------------------- Tiziano Vargiolu Dipartimento di Matematica Phone: +39 049 8271383 Universita' di Padova Fax: +39 049 8271428 Via Trieste, 63 E-mail: vargiolu(a)math.unipd.it I-35121 Padova (Italy) WWW: http://www.math.unipd.it/~vargiolu --------------------------------------------------------------------------

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Special Issue "Stochastic Optimization Methods in Economics, Finance and Insurance"
by c.ceci＠unich.it 09 Sep '20

09 Sep '20

Dear all, we are glad to inform you that submissions for the Special Issue "Stochastic Optimization Methods in Economics, Finance and Insurance" on Mathematics (https://www.mdpi.com/journal/mathematics) are open. The following is the official website: https://www.mdpi.com/journal/mathematics/sections/financial_mathematics Research articles, reviews, communications and concept papers will be considered. The deadline is December 2020, but it will be postponed in the future. Since Mathematics is an open access journal, there is a fee (1200 CHF) to be paid at acceptance. Short description of the Special Issue: stochastic optimization finds numerous and various applications in economics, finance and insurance. Among these, we may cite optimal portfolio selection, optimal reinsurance and investment problems, utility maximization and application to valuation of financial and insurance derivatives, optimal management of pension fund and public debt, risk measures. This Special Issue aims at collecting original research papers or comprehensive reviews on the theory and applications of dynamic stochastic optimization in economics, finance and insurance. Advanced mathematical tools have been employed to handle with these problems including viscosity solutions approach, martingale methods, backward stochastic differential equations (BSDEs), partial differential equations (PDEs), convex duality, filtering techniques and various numerical methods. Applications different from stochastic optimization will be possibly considered. If you have any questions, please do not hesitate to contact us. Please apologize for cross-posting. Guest Editor: Prof. Claudia Ceci Co-Guest Editor: Dr. Matteo Brachetta

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JOB: Assistant Professor in Data Science/Statistics at the University of Nottingham (Permanent)
by Fabrizio Leisen 09 Sep '20

09 Sep '20

------------------------------------------------------------------------ **Assistant Professor in Data Science/Statistics** School of Mathematical Sciences, The University of Nottingham Closing Date: Wednesday, 7th October 2020 Job Type: Research & Teaching - permanent post available from 04 Jan 2021. Salary: £36914 to £49553 per annum (pro-rata if applicable) depending on skills and experience. Salary progression beyond this scale is subject to performance. ------------------------------------------------------------------------ We are looking for an Assistant Professor to deliver outstanding teaching and research in Data Science or Statistics. This post, jointly funded for the first four years by Horizon (horizon.ac.uk) and the School of Mathematical Sciences (http://www.nottingham.ac.uk/mathematics/index.aspx), provides a pathway to a permanent academic position for an early-career researcher. The role-holder will initially focus on research within Horizon (horizon.ac.uk), with minimal teaching, then transition by the fourth year to working evenly between research within Horizon and teaching in Mathematical Sciences. After four years, the role-holder will become a permanent member of staff within the School of Mathematical Sciences, complementing and enhancing activity in the Statistics and Probability Section. We are particularly seeking candidates with expertise in computational statistics, especially Bayesian methodology and applications, and machine learning, though we welcome applications from any candidates who can show how their expertise fits with the Horizon, the Statistics and Probability Section, and/or other research groups within the School of Mathematical Sciences. Importantly, candidates must be keen to bring their skills and experience into the interdisciplinary team within Horizon addressing the overall socio-technical challenges of the future Digital Economy. Applicants should hold (or shortly expect to receive) a PhD or equivalent in Statistics, Data Science or related area. We believe that talented and inclusive teams deliver the highest quality research and are seeking applications from excellent candidates who enhance the diversity of our existing team. The School is committed to creating opportunities for people traditionally under-represented in Mathematical Sciences. You will have a proven track record, or demonstrated potential, in publishing research of international quality in Statistics, Data Science or related area, and be able to evidence how you will: - Develop research proposals to attract funding from Research Councils, Industry, EU, and other sources - Contribute to disseminating research outputs at national/international conferences, workshops, and meetings - Plan and deliver high quality teaching on Statistics modules - Provide curriculum development within your own area of expertise and collaborate with colleagues to design modules and/or programmes - Demonstrate excellent communication, organisation, interpersonal and time management skills Informal enquiries may be addressed to Professor Theodore Kypraios (Head of Statistics and Probability Section) by email at theodore.kypraios(a)nottingham.ac.uk. Please note that applications sent directly to this email address will not be accepted. More info (role profile, additional information, supporting information fro EU/EEA/Overseas nationals etc) can be found here: https://www.nottingham.ac.uk/jobs/currentvacancies/ref/SCI245020 -- Fabrizio Leisen Professor of Statistics University of Nottingham School of Mathematical Sciences University Park, Nottingham, NG7 2RD, UK http://sites.google.com/site/fabrizioleisen/

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REMINDER: MLDYN2020 - Scuola Normale Superiore, Nov 26-27 2020, Call for papers
by Giulia Livieri 09 Sep '20

09 Sep '20

Dear colleagues, We are pleased to announce the organization of the 1st School in "Machine Learning of Dynamic Processes and Time Series Analysis” that will be held at Scuola Normale Superiore in Pisa (Italy) on 26-27 November 2020. There are no fees. The purpose of this School is to present recent developments in Machine Learning focusing on dynamical systems. Applications will also be discussed, such as the forecasting of financial time series. The School provides 4 main lectures given by Christa Cuchiero, University of Vienna Lyudmila Grigoryevya, University of Konstanz Juan-Pablo Ortega, University of St. Gallen and CNRS Josef Teichmann, ETH Zurich Detailed information on the School, on the issues related to the Covid-19 and instructions for applications can be found at: www.mldyn2020sns.com <http://www.mldyn2020sns.com/> The registration and application deadline is September 30, 2020. The organizers, Fabrizio Lillo Giulia Livieri Stefano Marmi Piero Mazzarisi

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New David G Kendall Award for Young Researchers
by Antonio DI CRESCENZO 07 Sep '20

07 Sep '20

---------- Forwarded message --------- Da: International Statistical Institute <info(a)isi-web.org> Date: lun 7 set 2020 alle ore 17:08 Subject: New David G Kendall Award for Young Researchers View online <https://mailings.isi-web.org/?nltr=NDU7NDg3ODtodHRwczovL21haWxpbmdzLmlzaS13…> <https://mailings.isi-web.org/?nltr=NDU7NDg3ODtodHRwOi8vd3d3LmJlcm5vdWxsaS1z…> <https://mailings.isi-web.org/?nltr=NDU7NDg3ODtodHRwczovL3d3dy5pc2ktd2ViLm9y…> Dear Members, The Bernoulli Society and the Royal Statistical Society has joined forces to launch a new award named in honour of David G Kendall, inaugural president of the Bernoulli Society and the 1981 recipient of the RSS Guy Medal in Gold. The David G Kendall Award <https://mailings.isi-web.org/?nltr=NDU7NDg3ODtodHRwczovL3Jzcy5vcmcudWsvdHJh…> is for early career researchers working in probability or mathematical statistics within eight years of getting their PhD (but could be extended for those having had a career break). It will be presented every other year, with the first in 2021. The €2,000 award should be used to cover the expenses of attendance at a BS or an RSS conference (typically the Bernoulli-IMS World Congress, the ISI World Statistics Congress or the RSS Annual Conference), where the recipient will receive their award and give a lecture. More about the nomination process is on the Bernoulli Society page <https://mailings.isi-web.org/?nltr=NDU7NDg3ODtodHRwOi8vd3d3LmJlcm5vdWxsaS1z…> . RSS President Deborah Ashby says: 'It is very exciting to be able to honour David Kendall’s memory by celebrating the work of young researchers. I hope that with this award, we can highlight some of the excellent research that’s currently taking place in mathematical statistics and probability.' Bernoulli Society President Claudia Klüppelberg adds: 'The Bernoulli Society (BS) is very proud to announce this joint BS and RSS Award in honour of David G Kendall. As their first president, BS would perhaps not exist without him, and now in his name a new and fruitful collaboration with RSS is initiated.’ Finally, David's son Wilfrid, says: 'DGK always put a high priority on encouraging career-young researchers, and urging them to make every effort to attend and speak at international conferences. And he was enormously proud of his RSS and Bernoulli affiliations. Consequently, I and the rest of the Kendall family are absolutely delighted that the RSS and Bernoulli Society are honouring his memory in this way.’ The award is based on donations – those who wish to donate can do so via the award page of RSS <https://mailings.isi-web.org/?nltr=NDU7NDg3ODtodHRwczovL3Jzcy5vcmcudWsvdHJh…>or the ISI <https://mailings.isi-web.org/?nltr=NDU7NDg3ODtodHRwczovL3d3dy5pc2ktd2ViLm9y…> page. Nominations should be sent to Bernoulli.President(a)ma.tum.de The deadline for nominations is 31 January 2021. Claudia Klüppelberg President of the Bernoulli Society http://www.bernoulli-society.org/ <https://mailings.isi-web.org/?nltr=NDU7NDg3ODtodHRwczovL21haWxpbmdzLmlzaS13…> <info@isi-web.org?body=Subscriber_ID:%204878%20(adicrescenzo@unisa.it)%0D%0AMailing:%20New+David+G+Kendall+Award+for+Young+Researchers%0D%0A%0D%0A&subject=UNSUBSCRIBE%20from%20mailing>

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POST DOCTORAL POSITION IN STATISTICS (DEADLINE: OCTOBER 6th, 2020)
by Alessandra Micheletti 07 Sep '20

07 Sep '20

The Centre of Excellence in Economics and Data Science (CEEDS) of the Department of Economics, Management and Quantitative Methods, University of Milan, Italy, is seeking candidates for a 18-month postdoctoral fellowship in a research project on the theme “COVID-19: Small Area Epidemiological Models for Italy and Europe”. For further details, please see the full position call available at: https://www.unimi.it/it/ricerca/ricerca-lastatale/fare-ricerca-da-noi/asseg… The application form is available at: https://www.unimi.it/it/ricerca/fare-ricerca-da-noi/assegni-di-ricerca Applications should be sent via certified email (PEC) or standard email to unimi(a)postecert.it and assegni.ricerca(a)unimi.it before October 6th, 2020 at midnight. CVs should be sent to curriculum.assegni(a)unimi.it. For further information please contact assegni.ricerca(a)unimi.it. ********* Federica Nicolussi Giancarlo Manzi Department of Economics, Management and Quantitative Methods Data Science Research Center University of Milan Via Conservatorio, 7 20122 Milan, Italy Tel.: +39 02 50321548 Emails: federica.nicolussi(a)unimi.it giancarlo.manzi(a)unimi.it ********* [image: MailScanner Signature Unimi] Il tuo 5x1000 al Fondo Ricerche Emergenza Coronavirus Università degli Studi di Milano - codice fiscale 80012650158 -- ------------------------------------ Alessandra Micheletti Associate Professor - Probability and Mathematical Statistics Dept. of Environmental Science and Policy - ESP Università degli Studi di Milano via Saldini 50, 20133 Milano, Italy phone: +39-02503-16130 fax: +39-02503-16090 http://users.mat.unimi.it/users/michel <http://www.mat.unimi.it/users/michel>

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I: ANNONCEMENT. Summer School @ CIRM: Distributed Control - Decentralization and Incentives
by Marco Alessandro Fuhrman 05 Sep '20

05 Sep '20

Buongiorno. Inoltro un avviso di scuola estiva presso il CIRM di Marsiglia. Cordiali saluti. Marco Fuhrman <signaturebeforequotedtext></signaturebeforequotedtext> -------- Messaggio originale -------- Da: Zhenjie REN <ren(a)ceremade.dauphine.fr> Data: 05/set/2020 13.16.33 Oggetto: ANNONCEMENT. Summer School @ CIRM: Distributed Control - Decentralization and Incentives P {margin-top:0;margin-bottom:0;} Dear All, I am glad to announce the forthcoming Summer School on “Distributed Control: Decentralization and Incentives”(https://distrib.sciencesconf.org/) that will take place at the CIRM in Luminy, from June 14 to 18, 2021. The summer school is open to all students (Master’s degree or PhD) interested in its topics. It will include: An Introduction to Mean-Field Games (4h30)- by Pr. Pierre Cardaliaguet (Université Paris-Dauphine) A Course on Principal-Agent Problems (4h30) - by Pr. Dylan Possamaï (ETH Zurich) A Course on Reinforcement Learning / Statistical Learning (4h30), by Pr. Romuald Elie (Deepmind & Université Gustave Eiffel) It will also include some lectures by expert practitioners : A lecture on Communication Networks (1h30) by Pr. Merouane Debbah (Centrale Supelec & Huawei Technologies) A lecture on Energy Markets (1h30) by Nadia Oudjane (EDF R&D) A lecture on Quantitative Finance (1h30) (speaker yet to be confirmed) It will also include some paper sessions and some poster sessions to allow the students to present the advancement of their research. The program will also include some spare time to allow the participants to discuss / advance their own research. The students willing to apply for the Summer School are invited to fill the online application form(https://forms.gle/eHyx654FMncNoGeZ6). The (accepted) students will have all their travel and accommodation expenses covered by the organisation. An outline of the event, including the themes covered is already available on the Summer School website. The Summer school is supported by the Chair “Finance and Sustainable Development”(http://events.chairefdd.org/), the “FiME Lab” Research Initiative(https://www.fime-lab.org/), the LABEX "Finance & Sustainable Growth"(Institut Louis Bachelier(https://www.institutlouisbachelier.org/en/homepage/)) and the CIRM(https://www.cirm-math.fr/). If you have any question regarding this event, you can send an email to: damien[dot]fessler[at]dauphine[dot]psl[dot]eu Do not hesitate to CIRCULATE this announcement to your colleagues and students. Best regards, Zhenjie <signatureafterquotedtext></signatureafterquotedtext>

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Ricercatore a tempo determinato (RTDA) - POLITECNICO DI MILANO
by Federico Bassetti 05 Sep '20

05 Sep '20

Con preghiera di massima diffusione, segnalo la pubblicazione del bando per Selezione pubblica per l'assunzione di 1 Ricercatore a tempo determinato (RTDA) Settore Scientifico Disciplinare - MAT/06 PROBABILITA' E STATISTICA MATEMATICA, bandita con Decreto Direttoriale n. 5396 del 29/07/2020, pubblicato sulla G.U. del 25/08/2020, n. 66 Sede: DIPARTIMENTO DI MATEMATICA - POLITECNICO DI MILANO Scadenza: 24/09/2020 Links: https://www.polimi.it/index.php?id=6196&tx_wfqbe_pi1[ID]=610

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Ricercatore Tipo B - sc 13/D1, ssd SECS-S/01
by Giovanni Puccetti 03 Sep '20

03 Sep '20

Alla pagina web http://www.unimi.it/it/ateneo/lavora-con-noi/reclutamento-ricercatori/selez… <http://www.unimi.it/it/ateneo/lavora-con-noi/reclutamento-ricercatori/selez…> è consultabile il bando per la selezione pubblica per un posto di ricercatore a tempo determinato ai sensi dell’art. 24, comma 3, lett. b), nel settore 13/D1 (SECS-S/01), presso il Dipartimento di Economia, Management e Metodi Quantitativi dell’Università degli Studi di Milano. Scadenza per invio domande: ore 12 del 16 Settembre 2020. Il testo integrale del bando, con allegato il facsimile della domanda e con l’indicazione dei requisiti e delle modalità di partecipazione è anche disponibile alla pagina Web https://www.unimi.it/it/node/581/ <https://www.unimi.it/it/node/581/> scegliendo il settore concorsuale attraverso il motore di ricerca a inizio pagina.

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Post-Doc Position - Verona
by Alessandro Gnoatto 02 Sep '20

02 Sep '20

Job Description The Department of Economics (DSE, http://www.dse.univr.it/?lang=en) at the University of Verona is seeking to fill one position at the Postdoctoral level in any field of Economics and Finance. The position is ideally meant for newly minted or close to completion PhDs. The appointment is initially for three years but may be extended based on performance and availability of resources. It is expected to start in Spring 2021. The salary is approximately 2,100 euros per month (net). The evaluation will be based on the scientific quality of the candidate and his/her potential in developing research. Teaching is optional. Knowledge of Italian is not required. The DSE offers a vibrant research environment in the newly built campus of Santa Marta. According to the latest Italian Research Assessment Exercise (VQR), it ranks in the top 5% of the economics departments for the number of academics with only top publications and, according to REPEC, is in the top 10% in Italy for the proportion of cited publications. For additional information or any inquiry please write to postdoc(a)dse.univr.it <mailto:postdoc@dse.univr.it> Application Procedure Applications should be received by November 15, 2020. They should include a curriculum vitae, a cover letter with a clear statement of research interests and a detailed description of research skills, a representative research paper, and two reference letters. The application material should be uploaded on the EconJobMarket website https://econjobmarket.org/ or alternatively sent to postdoc(a)dse.univr.it <mailto:postdoc@dse.univr.it> Selected applicants will be interviewed at the 2020 European Job Market for Economists in Nottingham. Candidates who do not plan to attend the EJM should mention this in their cover letter and a selected group may be interviewed via Zoom/Skype. Submission materials required • Cover letter • Curriculum vitae • Job market paper • Other material (in one file) (optional) • Letters of reference: 2 -- Prof Alessandro Gnoatto, PhD Dipartimento di Scienze Economiche Università degli Studi di Verona Via Cantarane 24 37129, Verona, Italy Room 1.05 Tel: +39 045 802 8537 Homepage: www.alessandrognoatto.com E-mail: alessandro.gnoatto(a)univr.it -------------------------------------------------- View my research on my SSRN Author page: http://ssrn.com/author=1615989 --------------------------------------------------

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Workshop announcement - "Mean Field Games in Economics", September 7-8, 2020
by Alessandro Calvia 24 Aug '20

24 Aug '20

Dear colleagues, we are pleased to announce the upcoming online workshop "Mean Field Games in Economics", that will take place on September 7-8, 2020. The workshop is jointly organized by LUISS University and the Einaudi Institute for Economics and Finance (EIEF). The workshop is interdisciplinary in nature, with the aim of bringing together mathematicians and economists working on Mean Field Games either from a theoretical or an applied point of view. The workshop will be held from 3 p.m. to 7 p.m. (both afternoons), on the Zoom platform, and will feature talks given by: Fernando Alvarez, the University of Chicago, Galo Nuño Barrau, Banco de España, Pierre Cardaliaguet, Université Paris-Dauphine, Benjamin Moll, London School of Economics, Alessio Porretta, Università di Roma Tor Vergata, Panagiotis E. Souganidis, the University of Chicago. If interested in participating, please send an e-mail to acalvia(a)luiss.it by Monday, 31 August 2020, in order to give you all the relevant details and the link to access the workshop. Please, feel free to circulate this message to any colleagues or contacts you think may be interested. We are looking forward to seeing you online! The organizing committee, Alessandro Calvia Fausto Gozzi Francesco Lippi Giovanni Zanco

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postdoctoral position in Bern
by Fabio Bellini 24 Aug '20

24 Aug '20

---------- Forwarded message --------- Da: <johanna.ziegel(a)stat.unibe.ch> Subject: Posting on Italian lists To: <fabio.bellini(a)unimib.it> ******************************************************** Postdoctoral position on Statistical Verification of Weather Warnings In the framework of a collaboration being currently set up between the University of Bern and the Swiss Federal Office of Meteorology and Climatology (Meteoswiss), we are calling for applications for a 2-year postdoctoral position (80%-100%) to be funded subject to successful completion of the collaboration contract. The main goal is to investigate and develop a statistical framework for the verification of weather warnings. Warnings are traditionally issued for specific (often fixed) regions in space, defined time periods, and certain event types. Existing verification therefore often interprets warnings as forecasts of binary categorical events and counts of hits, misses, and false alarms form the basis to assess quality of warnings. In contrast to standard weather forecasts, the non-event (no warning, no event) is often not well defined for warnings, and near hits/misses create difficulties. Furthermore, the temporal complexities of warnings should be considered. To maximize user-relevance, the framework for the verification of warnings will be developed in close collaboration with ongoing sociological studies at MeteoSwiss to better understand how warnings are used in practice. The recruited postdoctoral researcher will be mentored from the academic side by Prof. Johanna Ziegel, Institute for Mathematical Statistics and Actuarial Sciences, and affilliated with the Oeschger Center for Climate Change Research (University of Bern). The recruited Postdoc will also work a substantial part of her/his time at MeteoSwiss (near Zürich) under the guidance of Dr. Jonas Bhend and Dr. Mark Liniger. This will ensure an optimal know-how transfer on the understanding of the motivating problems, meteorological expertise, the exact user needs and practical applicability and the work can build upon prior experience at MeteoSwiss. The ideal candidate either has a PhD in statistics with a strong taste for applications in areas related to meteorology and climate sciences, or a PhD in climate sciences with a strong background in theoretical and applied statistics. In all cases, the position will require outstanding data analysis and implementation skills, very good communication and team player abilities, and academic writing proficiency. We offer a multi-disciplinary environment with the possibility to have an impact on science and society. The starting date is as soon as possible. Applications will be reviewed swiftly and selected candidates will be contacted for interviews. CV, motivation letter and names of three references to be sent to johanna.ziegel(a)stat.unibe.ch

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Fwd: PostDoc position within FOR 2402 at TU Berlin
by Mario Maurelli 23 Aug '20

23 Aug '20

---------- Forwarded message --------- Da: Sebastian Riedel <riedel(a)wias-berlin.de> Date: ven 14 ago 2020 alle ore 18:21 Subject: PostDoc position within FOR 2402 at TU Berlin To: Sebastian Riedel <riedel(a)math.tu-berlin.de> Dear colleagues, We would like to draw your attention to an open PostDoc position at Technische Universität Berlin. The position is part of the DFG research unit “Rough Paths, Stochastic Partial Differential Equations and Related Topics” (DFG Forschergruppe 2402, https://www.for2402.tu-berlin.de/v_menue/home/). More information can be found in the announcement below and under the link https://www.personalabteilung.tu-berlin.de/menue/jobs/stellenausschreibunge… (ID: 82691 II-486/20 or 82692 II-486/20). Please feel free to forward this job offer to anyone who might be interested. Best regards, Sebastian Riedel and Michael Scheutzow Within the framework FOR 2402 of the German Research Council “Rough Paths, Stochastic Partial Differential Equations and Related Topics” (DFG Forschergruppe 2402), we offer one PostDoc position. Working field: - Research within the project TP4: "Rough paths and random dynamical systems". Requirements: - successfully completed university degree (Master, Diplom or equivalent) and PhD in mathematics - very good knowledge in the fields of "Stochastic Analysis" (in particular rough paths and stochastic partial differential equations) and "Dynamical Systems" - good command of German and/or English required; willingness to learn either English or German is expected Applications received after the closing date 28/08/20 may also be considered. More information can be obtained from Dr. Sebastian Riedel ( riedel(a)math.tu-berlin.de) and Prof. Dr. Michael Scheutzow ( ms(a)math.tu-berlin.de <scheutzow(a)math.tu-berlin.de>). Dr. Sebastian Riedel Weierstraß-Institut Mohrenstraße 39 D-10117 Berlin, Germany Office: Raum 208 Phone: +49 30 20372-484 E-mail: riedel(a)wias-berlin.de Homepage: http://page.math.tu-berlin.de/~riedel/

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Seminario divulgativo su TASEP e LPP
by Enrico Scalas 21 Aug '20

21 Aug '20

Car* collegh*, tra i tanti successi recenti della probabilità vi e' l'analisi rigorosa di modelli di fisica statistica introdotti nel XX secolo. A questo proposito, Vi segnalo il seguente seminario divulgativo tenuto da Nicos Georgiou del Dipartimento di Matematica dell'Università del Sussex e disponibile su YouTube: Nicos Georgiou Queues = Traffic = Zombies https://www.youtube.com/watch?v=X6hCTdz0QVw dedicato al processo di esclusione totalmente asimmetrico (TASEP). Se conoscete persone interessate fate pure circolare questo annuncio. Cordiali saluti, Enrico Scalas

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Brazilian School of probability 2020
by Giuseppe Cannizzaro 07 Aug '20

07 Aug '20

Ricevo e inoltro First announcement : *XXIV Brazilian School of Probability* It is a pleasure to announce the XXIV EBP which will take place in the week of August 31st to September 4th. This year's school consists of two mini courses. The first course will be given by *Perla Sousi* (Cambridge) and will be about some of the most recent developments in mixing of Markov chains. The second course will be taught by *Martin Hairer* (Imperial College London) and will be about a recently discovered process, the Brownian Castle. The school will be fully online, using the platform Google Meet and can be moreover followed on the youtube channel of IMPA https://www.youtube.com/impabr. The school will take place every day starting at 9:30am Brasília local time (13:30 British Summer Time) with a talk by Perla Sousi and will be followed at 11:00am Brasília local time (15:00 British Summer Time) by a talk of Martin Hairer. More information under https://www.ime.unicamp.br/ebp2020/index.html. We would be grateful if you could advertise the school among your colleagues. With kind regards, Dirk Erhard, Milton Jara, Adriana Neumann, Christian Olivera

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RTD-A @Unisalento (SSD: 13/D4)
by Fabrizio Durante 05 Aug '20

05 Aug '20

Con preghiera di massima diffusione, segnalo la pubblicazione del bando per la copertura di n. 1 posto di RTD-A (SSD: SECS-S/06) presso il Dipartimento di Scienze dell’Economia dell'Università del Salento. L’attività di ricerca verte sullo sviluppo di metodi e strumenti matematici, ivi incluse le tecniche di calcolo e di elaborazione dei dati, per la costruzione di modelli matematici stocastici per l’analisi e il controllo ottimo di problemi relativi all’economia e alle scienze attuariali e finanziarie, con particolare attenzione alla loro applicabilità a “l'analisi dei mercati, dell'efficienza energetica e del comportamento dei consumatori”. Link: https://www.unisalento.it/bandi-concorsi/-/bandi/view/65239682 Scadenza: *29 agosto 2020* Per maggiori informazioni contattare Maria Chiarolla (maria.chiarolla@unisalento) e Fabrizio Durante (fabrizio.durante(a)unisalento.it) --- Fabrizio Durante Dipartimento di Scienze dell'Economia Centro Ecotekne Pal. C S.P. 6, Lecce - Monteroni LECCE (ITALY) Phone: +39 0832 29 8672 WWW: https://sites.google.com/site/fbdurante/ --

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Ricordo di Rosa Maria Mininni
by Nicola Cufaro Petroni 03 Aug '20

03 Aug '20

Care colleghe, cari colleghi, Venerdì 31 Luglio è venuta a mancare prematuramente la nostra collega Rosa Maria Mininni. Vogliamo ricordare Rosella per il suo impegno didattico costante e per la passione nel seguire i suoi giovani allievi. Il suo continuo interesse verso la ricerca l'ha portata ad occuparsi dei processi aleatori sia da un punto di vista teorico che applicativo, intessendo a tale riguardo fruttuosi legami con l'industria che hanno rafforzato l'identità dell'Università di Bari nel territorio. La sua visione del sapere e del ruolo dell'accademia l'ha spinta ad impegnarsi negli anni negli organi collegiali di ateneo e dipartimentali, facendosi apprezzare per la sua preparazione e per le sue doti umane e organizzative. Purtroppo non sempre ha ottenuto quanto meritato, e la malattia non le ha permesso di raggiungere traguardi ormai prossimi. Rosella lascia a noi colleghi di Dipartimento e a tutta la comunità italiana di Probabilità e Statistica Matematica un patrimonio di idee e azioni di cui fare tesoro. Yun Gang Lu, Nicola Cufaro Petroni, Marcello De Giosa, Vitonofrio Crismale, Stefano Rossi. -- ======================================================= Prof. Nicola Cufaro Petroni ------------------------------------------------------- Dipartimento di Matematica dell'Università di Bari, and INFN Sezione di Bari via E. Orabona 4, 70125 Bari (Italy) Tel ++39 080 5443212/5232289; Cell ++39 338 7408287 Emailcufaro(a)ba.infn.it http://www.ba.infn.it/~cufaro/homepage.html ------------------------------------------------------- "Ὁ βίος βραχὺς, ἡ δὲ τέχνη μακρὴ, ὁ δὲ καιρὸς ὀξὺς, ἡ δὲ πεῖρα σφαλερὴ, ἡ δὲ κρίσις χαλεπή" Ἱπποκράτης ὁ Κῷος, Ἀφορισμοί I.1 =======================================================

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Junior research positions in machine learning at BCAM, Bilbao, Basque Country - Spain
by Gianni Pagnini 02 Aug '20

02 Aug '20

Dear Colleagues, The Basque Center for Applied Mathematics (BCAM) is offering several positions for young researchers to work on machine learning problems. This is an opportunity for MS and last year BS students to start a research career while learning very interesting topics. The offers include internships, PhD student, and research technician positions. Candidates are expected to have strong mathematical background with experience on software languages for numerical computing such as Matlab and Python. You can find below the description of the positions. Further informations are available at the links http://www.bcamath.org/en/research/internships <http://www.bcamath.org/en/research/internships> and http://www.bcamath.org/en/research/job <http://www.bcamath.org/en/research/job> I appreciate if you can distribute the announcement to potential candidates. Thank you very much. Regards, Gianni ——————————————————————————————————————————— PhD Fellowship Research topic title: Supervised learning for COVID-19 prognosis The PhD Student will work on the research project “Early prognosis of COVID-19 infections via machine learning” funded by AXA Research Fund. The researcher will develop techniques for supervised classification based on minimax approaches and apply such techniques to predict the future severity of COVID-19 infections using medical health records. Keywords: supervised learning, supervised classification, statistics, probability, optimization, linear algebra ——————————————————————————————————————————— Internship 1 Research topic title: Multidimensional supervised regression with applications in Physics Most of machine learning methods developed for supervised regression assume the output is a scalar. In numerous applications, the output of interest is a multidimensional quantiy. For instance, in Physics, outputs of interest are usually tensors. This project will develop and implement techniques for multidimensional regression utilizing kernel methods. In addition, the techniques developed will be tested using datasets obtained in numerical Physics. Keywords: machine learning, statistics, reproducing kernel Hilbert spaces, Matlab/Python ——————————————————————————————————————————— Internship 2: Research topic title: Machine learning for very short-term load forecasting Conventional techniques for load forecasting predict energy consumptions for next several hours while multiple energy management tasks require predictions for next minutes. This project will develop and implement machine learning techniques for very short-term load forecasting that provide predictions for next minutes. In addition, such techniques will be based on probabilistic online learning that provides uncertainty assessments and adapts to patterns’ changes Keywords: machine learning, statistics, load forecasting, Matlab/Python ——————————————————————————————————————————— Internship 3: Research topic title: Minimax supervised classification under covariate shift Supervised classification can be approached as a zero sum game between learner and nature. In the standard scenario examples at training are similar to those at prediction while in practical scenarios the example types change. This project will develop supervised classification techniques based on game theory for scenarios where examples are affected by covariate shift. Keywords: machine learning, statistics, optimization, Matlab/Python ——————————————————————————————————————————— Internship 4: Research topic title: Machine learning techniques for emerging 5G networks Methods developed in machine learning and artificial intelligence fields are currently being used in multiple engineering tasks. One such applications is communication networks and specifically 5G networks. This project will develop machine learning techniques that utilize data obtained in a 5G network to obtain predictors of variables such as quality of service based on controlled features for the management of 5G networks. Keywords: machine learning, statistics, data science, Matlab/Python ================================================================ — 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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some useful information
by Francesco Caravenna 31 Jul '20

31 Jul '20

Dear Random subscribers, this is a friendly reminder that Random is a list of announcements about events of interest in probability, such as conferences, seminars, open positions, etc, but not a forum of discussion. Random has always been an open mailing list, in particular message submission is non-moderated. For this reason, it is important that all members adhere to the simple rules of the list. We take the occasion to remind you that an archive of all messages posted to Random since 2013 is available at the following link: https://fields.dm.unipi.it/pipermail/random/ that you can also find at the bottom of any message posted to Random. Whenever you send a message to Random, if you don't receive the message yourself (which sometimes can happen, due to a bug), you can check the above page to be sure that the message has been posted and thus avoid multiple postings. We also invite all subscribers to avoid the use of "heavy attachments" and, whenever possible, to replace them with links to resources available online. We remind that the list is currently congfigurated with a message size limit of 4 MB. With our best regards, the Random administrators

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International Conference in Venice - CALL FOR PARTICIPATION
by Monica Billio 30 Jul '20

30 Jul '20

19^th INTERNATIONAL CONFERENCE CREDIT 2020 */Assessing and Managing Climate Change Risk: /* */Opportunities for Financial Institutions/* Venice, Italy 26 –27 September 2019 *COVID-19 update: the CREDIT 2020 Conference is both onsite and online but we are ready to move the conference remotely, if necessary.* *GRETA Associati*(Venice, Italy), *Cattolica Assicurazioni *(Verona, Italy), *European DataWarehouse* (Frankfurt am Main, Germany), *CRIF* (Bologna, Italy), *European Investment* *Fund *(Luxembourg), *European Investment Bank* (Luxembourg) and*Intesa Sanpaolo *(Milan, Italy) are co-sponsors of a Conference to be held in Venice on September 24-25, 2020. The objective of the Conference is to bring together academics, practitioners and PhD students working in the area of risk management. The conference will provide an opportunity for participants engaged in research at the forefront of this area to discuss both the causes and implications of recent financial and climate-related events and may, in turn, suggest fruitful and policy-relevant directions for future research. The Conference, organised under the auspices of the *Department of Economics and VERA - Venice centre in Economic and Risk Analytics for public policies* (University Ca’ Foscari of Venice), *ABI - Italian Banking Association*, *AIAF - Associazione Italiana per l'Analisi Finanziaria* and the *Joint Research Center*, *European Commission* (Ispra, Italy), is the *nineteenth *of a series dedicated to various aspects of credit risk. /The UN 2030 Agenda for Sustainable Development and the adoption of European Commission’s Action Plan on Sustainable Finance mark important international commitments to the objective of a more sustainable economy and society. However, their successful implementation is tightly related to the scaling up of low-carbon investments and divestment from carbon-intensive investments. This, in turn, requires an assessment of the credit risks stemming from investors’ exposure to economic activities and assets that could be stranded by climate change. For instance, regulators’ discussion about the revision of capital requirements aimed to foster green investments (i.e. a green-supporting or a brown-penalising factor) is hampered by the unclear understanding of the implications of a regulatory change on individual institutions and systemic financial risk. Thus, financing the low-carbon transition is primarily a discussion about credit risk./ /The financial sector, and in particular the banking and insurance industries need to develop new portfolios’ risk management strategies and to adjust their credit allocation practices to cope with the opportunities and challenges of the low-carbon transition in the economy and finance. All these changes call for a substantial amount of research to improve the knowledge of the mechanisms at play and to design tailored and effective policy tools./ The SCIENTIFIC COMMITTEE consists of: *Monica Billio *(Ca’ Foscari University of Venice & GRETA, Programme Chair)** *Marina Brogi *(Sapienza University of Rome)** *Francesca Campolongo*(Joint Research Center, European Commission)** *Helmut Kraemer-Eis*(European Investment Fund)** *Rainer Haselmann*(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) PROGRAMME *Thursday, September 24 2020* *08.30_Registration_* *09.00_Welcome and Opening Remarks_* *09.15_Session I: Regulation and Corporate Strategies_* •*Keynote talk: */TBA - /*Marina Brogi*,**Sapienza University of Rome •/Exporting Pollution: Where Do Multinational Firms Emit CO2? - /*Yeejin Jang*, University of New South Wales, Sidney(join with Itzhak Ben-David, Stefanie Kleimeier and Michael Viehs) •/National Climate Policies and Corporate Internal Carbon Pricing - /*Gianfranco Gianfrate*, EDHEC Business School, Rubaix(join with Nuno Bento and Joseph Aldy) *11.00_Coffee break_* *11.30_Session II: Climate Change_* •/Results presentation of EIBURS Project - /*Loriana Pelizzon*, SAFE-Goethe University Frankfurt & Ca’ Foscari University of Venice •/Climate Change Awareness: Empirical Evidence for the European Union - /*Claudio Morana*,**University of Milano-Bicocca, Collegio Carlo Alberto, Turin & Rimini Centre for Economic Analysis (join with Donatella Baiardi) •/Climate Change Concerns and Mortgage Lending - /*Frank Weikai Li*, Singapore Management University(join with Tinghua Duan) *13.00_Lunch_* *14.15_Session III: Financial System_* •/The Next Step in Green Bond Financing - /*Dion Bongaerts*, Erasmus University Rotterdam(join with Dirk Schoenmaker) •*Unintended*/Consequences of the Global Derivatives Market Reform - /*Pauline Gandré*, University Paris Nanterre(join with Mike Mariathasan, Ouarda Merrouche and Steven Ongena) •*Better*/Fewer, but Better: Stock Returns and the Financial Relevance and Financial Intensity of Materiality - /*Costanza Consolandi*, University of Siena(join with Robert G. Eccles and Giampaolo Gabbi) *15.45_Coffee break and POSTER SESSION_* *16.45_Session IV Corporate Sustainability and Value_* •/Layered Goals-Based Portfolio Optimization Utilizing the Production Properties of ESG Bias - /*Gordon H. Dash*, University of Rhode Island(join with Nina Kajiji) •*Corporate*/Sustainability and Stock Returns: Evidence from Employee Satisfaction - /*Aaron Yoon*, Northwestern University, Chicago(join with Kyle Welch) •/Stranded Fossil Fuel Reserves and Firm Value - /*Eduardo Schwartz*, UCLA Anderson, Los Angeles, Simon Fraser University, Vancouver & NBER *_Social dinner_* *Friday, September 25 2020* **09.00*_Session V: Time of ESG and COVID 19_* •///Are//Women Directors Inherently ESG Friendly? Evidence from Board Gender Quotas //- /*Caroline Raskopf*, University Paris–Dauphine (join with Edith Ginglinger) •///Assessing the Impact of Compound Covid-19, Climate Change and Financial Risk: What Role for Policy Complementarities? - /*Irene Monasterolo*, Vienna University of Economics and Business & Boston University (join with Nepomuk Dunz, Andrea Mazzocchetti and Marco Raberto) •///ESG Integration at the Time of COVID-19 - /*Andrea**Gasperini*, AIAF, Milan (join with Sonia Artuso, Lorena Sorrentino and Ilaria La Torre) *10.30_Coffee break_ * *11.00_Session VI_* •//*Keynote talk: */The EU Technical Support to Design, Develop and Implement Reforms - /*Mario Nava*, European Commission, Brussels *11.30_PANEL Session_* *12.45_Lunch_* *14.15_Session VII: Sustainable Investment_* •///ESG Considerations in Venture Capital and Business Angel Investment Decisions: Evidence from Two Pan-European Surveys - /*Antonia Botsari*, European Investment Fund, Luxembourg (join with Frank Lang) •///Skills and Sentiment in Sustainable Investing - /*Andreas Brøgger*, Copenhagen Business Schooly (join with Alexander Kronies) •///Mind the Gap! Machine Learning, ESG Metrics and Sustainable Investment - /*Ariel A. G. Lanza*, Northwestern University, Chicago (join with Enrico Bernardini and Ivan Faiella) *15.45_Coffee break_* *16.15_Session VIII_* •//*Keynote talk: */How Finance Can Cure Cancer, Solve the Energy Crisis, and Fix Climate Change - /*Andrew W. Lo*, MIT Sloan School of Management, Cambridge *17.00_Closing Remarks and End of the Conference_* *REGISTRATION* To register for the Conference you are requested to complete the registration form that is available on our website (http://www.greta.it/credit/credit2020/credit2020.htm). Registration fees are: PhD Students*: 75 Euro + VAT Onsite participation**: 200 Euro + VAT Online participation***: 200 Euro + VAT *VAT is currently 22% * * Students will have to provide valid proof of their student status. ** Seats are limited in compliance with the new regulations to contain the spread of COVID-19. The onsite registration fees cover admission to all scientific sessions, lunches, and coffee service during the Conference. The onsite registration fees do not fully cover the conference dinner on *September 24th, 2020*, for which there is an extra charge of 90.00 Euro per person (conference attendees as well as accompanying persons). The online registration fees cover access to the platform on September 24th and 25^th , interactivity with authors and other participants. More detailed information soon available on the Conference website: http://www.greta.it/credit/credit2020/credit2020.htm

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International Conference in Venice - CALL FOR PARTICIPATION - errata corrige (title and dates)
by Monica Billio 29 Jul '20

29 Jul '20

19^th INTERNATIONAL CONFERENCE CREDIT 2020 */Environmental, Social and Governance Risks/* Venice, Italy 24 –25 September 2020 *COVID-19 update: the CREDIT 2020 Conference is both onsite and online but we are ready to move the conference remotely, if necessary.* *GRETA Associati*(Venice, Italy), *Cattolica Assicurazioni *(Verona, Italy), *European DataWarehouse* (Frankfurt am Main, Germany), *CRIF* (Bologna, Italy), *European Investment* *Fund *(Luxembourg), *European Investment Bank* (Luxembourg) and*Intesa Sanpaolo *(Milan, Italy) are co-sponsors of a Conference to be held in Venice on September 24-25, 2020. The objective of the Conference is to bring together academics, practitioners and PhD students working in the area of risk management. The conference will provide an opportunity for participants engaged in research at the forefront of this area to discuss both the causes and implications of recent financial and climate-related events and may, in turn, suggest fruitful and policy-relevant directions for future research. The Conference, organised under the auspices of the *Department of Economics and VERA - Venice centre in Economic and Risk Analytics for public policies* (University Ca’ Foscari of Venice), *ABI - Italian Banking Association*, *AIAF - Associazione Italiana per l'Analisi Finanziaria* and the *Joint Research Center*, *European Commission* (Ispra, Italy), is the *nineteenth *of a series dedicated to various aspects of credit risk. /The UN 2030 Agenda for Sustainable Development and the adoption of European Commission’s Action Plan on Sustainable Finance mark important international commitments to the objective of a more sustainable economy and society. However, their successful implementation is tightly related to the scaling up of low-carbon investments and divestment from carbon-intensive investments. This, in turn, requires an assessment of the credit risks stemming from investors’ exposure to economic activities and assets that could be stranded by climate change. For instance, regulators’ discussion about the revision of capital requirements aimed to foster green investments (i.e. a green-supporting or a brown-penalising factor) is hampered by the unclear understanding of the implications of a regulatory change on individual institutions and systemic financial risk. Thus, financing the low-carbon transition is primarily a discussion about credit risk./ /The financial sector, and in particular the banking and insurance industries need to develop new portfolios’ risk management strategies and to adjust their credit allocation practices to cope with the opportunities and challenges of the low-carbon transition in the economy and finance. All these changes call for a substantial amount of research to improve the knowledge of the mechanisms at play and to design tailored and effective policy tools./ The SCIENTIFIC COMMITTEE consists of: *Monica Billio *(Ca’ Foscari University of Venice & GRETA, Programme Chair)** *Marina Brogi *(Sapienza University of Rome)** *Francesca Campolongo*(Joint Research Center, European Commission)** *Helmut Kraemer-Eis*(European Investment Fund)** *Rainer Haselmann*(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) PROGRAMME *Thursday, September 24 2020* *08.30_Registration_* *09.00_Welcome and Opening Remarks_* *09.15_Session I: Regulation and Corporate Strategies_* •*Keynote talk: */TBA - /*Marina Brogi*,**Sapienza University of Rome •/Exporting Pollution: Where Do Multinational Firms Emit CO2? - /*Yeejin Jang*, University of New South Wales, Sidney(join with Itzhak Ben-David, Stefanie Kleimeier and Michael Viehs) •/National Climate Policies and Corporate Internal Carbon Pricing - /*Gianfranco Gianfrate*, EDHEC Business School, Rubaix(join with Nuno Bento and Joseph Aldy) *11.00_Coffee break_* *11.30_Session II: Climate Change_* •/Results presentation of EIBURS Project - /*Loriana Pelizzon*, SAFE-Goethe University Frankfurt & Ca’ Foscari University of Venice •/Climate Change Awareness: Empirical Evidence for the European Union - /*Claudio Morana*,**University of Milano-Bicocca, Collegio Carlo Alberto, Turin & Rimini Centre for Economic Analysis (join with Donatella Baiardi) •/Climate Change Concerns and Mortgage Lending - /*Frank Weikai Li*, Singapore Management University(join with Tinghua Duan) *13.00_Lunch_* *14.15_Session III: Financial System_* •/The Next Step in Green Bond Financing - /*Dion Bongaerts*, Erasmus University Rotterdam(join with Dirk Schoenmaker) •*Unintended*/Consequences of the Global Derivatives Market Reform - /*Pauline Gandré*, University Paris Nanterre(join with Mike Mariathasan, Ouarda Merrouche and Steven Ongena) •*Better*/Fewer, but Better: Stock Returns and the Financial Relevance and Financial Intensity of Materiality - /*Costanza Consolandi*, University of Siena(join with Robert G. Eccles and Giampaolo Gabbi) *15.45_Coffee break and POSTER SESSION_* *16.45_Session IV Corporate Sustainability and Value_* •/Layered Goals-Based Portfolio Optimization Utilizing the Production Properties of ESG Bias - /*Gordon H. Dash*, University of Rhode Island(join with Nina Kajiji) •*Corporate*/Sustainability and Stock Returns: Evidence from Employee Satisfaction - /*Aaron Yoon*, Northwestern University, Chicago(join with Kyle Welch) •/Stranded Fossil Fuel Reserves and Firm Value - /*Eduardo Schwartz*, UCLA Anderson, Los Angeles, Simon Fraser University, Vancouver & NBER *_Social dinner_* *Friday, September 25 2020* **09.00*_Session V: Time of ESG and COVID 19_* •///Are//Women Directors Inherently ESG Friendly? Evidence from Board Gender Quotas //- /*Caroline Raskopf*, University Paris–Dauphine (join with Edith Ginglinger) •///Assessing the Impact of Compound Covid-19, Climate Change and Financial Risk: What Role for Policy Complementarities? - /*Irene Monasterolo*, Vienna University of Economics and Business & Boston University (join with Nepomuk Dunz, Andrea Mazzocchetti and Marco Raberto) •///ESG Integration at the Time of COVID-19 - /*Andrea**Gasperini*, AIAF, Milan (join with Sonia Artuso, Lorena Sorrentino and Ilaria La Torre) *10.30_Coffee break_ * *11.00_Session VI_* •//*Keynote talk: */The EU Technical Support to Design, Develop and Implement Reforms - /*Mario Nava*, European Commission, Brussels *11.30_PANEL Session_* *12.45_Lunch_* *14.15_Session VII: Sustainable Investment_* •///ESG Considerations in Venture Capital and Business Angel Investment Decisions: Evidence from Two Pan-European Surveys - /*Antonia Botsari*, European Investment Fund, Luxembourg (join with Frank Lang) •///Skills and Sentiment in Sustainable Investing - /*Andreas Brøgger*, Copenhagen Business Schooly (join with Alexander Kronies) •///Mind the Gap! Machine Learning, ESG Metrics and Sustainable Investment - /*Ariel A. G. Lanza*, Northwestern University, Chicago (join with Enrico Bernardini and Ivan Faiella) *15.45_Coffee break_* *16.15_Session VIII_* •//*Keynote talk: */How Finance Can Cure Cancer, Solve the Energy Crisis, and Fix Climate Change - /*Andrew W. Lo*, MIT Sloan School of Management, Cambridge *17.00_Closing Remarks and End of the Conference_* *REGISTRATION* To register for the Conference you are requested to complete the registration form that is available on our website (http://www.greta.it/credit/credit2020/credit2020.htm). Registration fees are: PhD Students*: 75 Euro + VAT Onsite participation**: 200 Euro + VAT Online participation***: 200 Euro + VAT *VAT is currently 22% * * Students will have to provide valid proof of their student status. ** Seats are limited in compliance with the new regulations to contain the spread of COVID-19. The onsite registration fees cover admission to all scientific sessions, lunches, and coffee service during the Conference. The onsite registration fees do not fully cover the conference dinner on *September 24th, 2020*, for which there is an extra charge of 90.00 Euro per person (conference attendees as well as accompanying persons). The online registration fees cover access to the platform on September 24th and 25^th , interactivity with authors and other participants. More detailed information soon available on the Conference website: http://www.greta.it/credit/credit2020/credit2020.htm

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6 PhD positions in Machine Learning @ Sussex
by Enrico Scalas 23 Jul '20

23 Jul '20

Car* collegh*, vi segnalo la disponibilità di sei posti di dottorato all'Università del Sussex nell'ambito del progetto ERC "Bayesian Models and Algorithms for Fairness and Transparency" Per maggiori informazioni potete consultare il link seguente: https://www.sussex.ac.uk/study/fees-funding/phd-funding/view/1166-6-PhD-Stu… Vi prego di diffondere l'avviso a studentesse/i potenzialmente interessat*. Cordiali saluti, Enrico Scalas

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dottorato all'Aquila
by davide gabrielli 21 Jul '20

21 Jul '20

E' uscito il bando per l'ammissione al dottorato in Matematica e Modelli presso l'Università dell'Aquila Il bando di concorso è disponibile sul sito dell'Ateneo al link https://www.univaq.it/section.php?id=2026 la versione in inglese si trova al link https://www.univaq.it/en/section.php?id=2026&lang_s=en I candidati dovranno presentare la domanda utilizzando esclusivamente l'apposita procedura online disponibile all'indirizzo https://pica.cineca.it/univaq/univaq-dott36/ e dovranno attenersi alle previsioni contenute nell'art. 5 del bando. La scadenza per la presentazione online delle domande è fissata alle ore 13.00 (ora italiana) del 27 agosto 2020 Bando ed informazioni si trovano anche sulla pagina del programma di dottorato in Matematica e Modelli http://people.disim.univaq.it/~dottorato_mate_mode/ si prega di darne la massima diffusione, saluti Davide Gabrielli

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Mathematical Methods for Finance
by Giovanni Puccetti 20 Jul '20

20 Jul '20

> Cari colleghi, > > alla pagina web > > https://www.unimi.it/it/ateneo/lavora-con-noi/reclutamento-professori/contr… <https://www.unimi.it/it/ateneo/lavora-con-noi/reclutamento-professori/contr…> > > è bandito l’insegnamento di Mathematical Methods for Finance (SECS-S/06) > presso l’Università degli Studi di Milano. > Vi pregherei di diffondere il bando tra potenziali candidati interessati. > > Grazie e cordiali saluti > — > Giovanni Puccetti > https://sites.google.com/site/giovannipuccetti/ <https://sites.google.com/site/giovannipuccetti/>

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[dimai-consiglio] Emanazione bandi reclutamento RTD, scadenza 30 Luglio
by Francesca Romana Nardi 18 Jul '20

18 Jul '20

vi comunico che sono usciti i seguenti bandi di reclutamento per il DIMAI, tutti con scadenza 30 Luglio 1 posto RTD/A MAT/06 Seguono il link con i dettagli. Invito a diffondere presso potenziali candidati interessati. Cordialmente, Francesca R. Nardi Dipartimento di Matematica e Informatica Università degli Studi di Firenze Viale Morgagni 67, Firenze, Italy ----------------------------------------------------- L' avviso è stato pubblicato sulla G.U. n. 50 del 30 giugno 2020: Selezioni per la copertura di 33 posti di ricercatore a tempo determinato di tipologia a), ai sensi dell'art. 24, comma 3, della legge 30 dicembre 2010, n. 240 - (D.R. n. 602 del 4 giugno 2020) - (Albo Ufficiale repertorio n. 6135 ) visibile alla pagina https://www.unifi.it/p11821.html

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seminar announcement
by Franco Flandoli 18 Jul '20

18 Jul '20

Announcement On Wednesday 22, July, h. 14:00 (Pisa time) Philipp Forstner, TU Darmstadt will give a talk, invited by Scuola Normale Superiore: Title: SQG driven by Space-Time White Noise: An Approach using Regularity Structures Abstract: We show the existence of solutions of the 2D dissipative surface quasi-geostrophic equation driven by space-time white noise. Solutions will be obtained as a limit of solutions to regularised and renormalised equations. Therefore, we give a short introduction into the theory of regularity structures and show how the renormalisation procedure is done. The seminar can be attended at: https://meet.google.com/eyz-xwyc-ssn Franco Flandoli and Martin Saal

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seminario web Luisa Andreis, martedì 14 ore 17, Politecnico di Torino
by Enrico Bibbona 13 Jul '20

13 Jul '20

Martedì 14 luglio alle 17 si terrà il seminario di Luisa Andreis (WIAS, Berlin), virtualmente ospitata dal DISMA Politecnico di Torino, dal titolo The phase transition in random graphs and coagulation processes: a large deviation approach il link per seguire il talk è https://zoom.us/j/91884592112?pwd=dWxIYmlnUHFSUVVJLzF4Z1hCclcxQT09 Meeting ID: 918 8459 2112 Password: 9n1AQD Segue l'abstract Cordiali saluti, Enrico Bibbona Inhomogeneous random graphs are a natural generalization of the well- known Erdos Rényi random graph, where vertices are characterised by a type and edges are independent but distributed according to the type of the vertices that they are connecting. In the sparse regime, these graphs undergo a phase transition in terms of the emergence of a giant component exactly as the classical Erdos 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 characterises some coagulation processes and with phase transitions of condensation type emerging in several systems of interacting components. This is an ongoing joint work with Wolfgang K ̈onig (WIAS and TU Berlin), Robert Patterson (WIAS) and Heide Langhammer (WIAS). 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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Junior Bayes webinar - 16 July - Christian Naesseth
by Giacomo Zanella 12 Jul '20

12 Jul '20

We are delighted to announce the fifth webinar of the series Junior Bayes Beyond the Borders (JB^3): an online seminar series jointly organized by the BayesLab (https://www.bayeslab.unibocconi.eu/) at Bocconi University and j-ISBA (https://j-isba.github.io/), the junior section of the International Society for Bayesian Analysis. JB^3 aims at highlighting the work of outstanding junior researchers in Bayesian Statistics (for more information visit www.bayeslab.unibocconi.eu/webinarseries<http://www.bayeslab.unibocconi.eu/webinarseries>). The webinar will be: Date: 16 July 2020, 3pm UTC (5pm Italy time) Speaker: Christian A. Naesseth (Columbia University) Title: Machine learning using approximate inference: Variational and sequential Monte Carlo methods Discussant: Arnaud Doucet (University of Oxford) The zoom links to join the webinars will be made available at www.bayeslab.unibocconi.eu/webinarseries<http://www.bayeslab.unibocconi.eu/webinarseries> a few hours before the webinars. 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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One post-doc position (1 year, renewable up to 2 years) at CEIS Tor Vergata (School of Economics)
by Davide Pirino 10 Jul '20

10 Jul '20

Dear all the Centre for Economic and International Studies <http://www.ceistorvergata.it> of the University of Rome Tor Vergata <https://web.uniroma2.it/home/newlang/english> is promoting a one-year post-doc position (renewable up to two years) within the project HIDEA (Advanced econometric methods for high-frequency data) financed by PRIN 2017 program. You may find details of the call at the link http://web.uniroma2.it/module/name/Content/newlang/italiano/action/showpage… or at the link https://bandi.miur.it/bandi.php/public/fellowship/id_fellow/177186 The deadline is July, 23, 2020. Do not hesitate to contact me for any information on the call. Kind regards Davide Pirino

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Assistant Professorship in Statistics @ TU Delft
by Alessandra Cipriani 09 Jul '20

09 Jul '20

Ricevo ed inoltro. Alessandra Cipriani Dear all, At TU Delft, we have a vacant position in our statistics section. For more details, please view the vacancy text: https://www.tudelft.nl/over-tu-delft/werken-bij-tu-delft/vacatures/details/… The application deadline is September 30. Feel free to forward the announcement to potential candidates! With best regards, Geurt --- Prof. dr. ir. Geurt Jongbloed Delft Institute of Applied Mathematics Faculty Electrical Engineering, Mathematics and Computer Science TU Delft W http://diamweb.ewi.tudelft.nl/~geurt/ Assistant: Cecilia van der Hoeven T +31 (0)15 27 81939 E Cecilia.vanderHoeven(a)tudelft.nl<mailto:Cecilia.vanderHoeven@tudelft.nl>

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MLDYN2020 - Scuola Normale Superiore, Nov 26-27 2020, Call for papers
by Piero MAZZARISI 08 Jul '20

08 Jul '20

Dear colleagues, We are pleased to announce the organization of the 1st School in "Machine Learning of Dynamic Processes and Time Series Analysis” that will be held at Scuola Normale Superiore in Pisa (Italy) on 26-27 November 2020. The purpose of this School is to present recent developments in Machine Learning focusing on dynamical systems. Applications will also be discussed, such as the forecasting of financial time series. The School provides 4 main lectures given by Christa Cuchiero, University of Vienna Lyudmila Grigoryevya, University of Konstanz Juan-Pablo Ortega, University of St. Gallen and CNRS Josef Teichmann, ETH Zurich Detailed information on the School, on the issues related to the Covid-19 and instructions for applications can be found at: www.mldyn2020sns.com <http://www.mldyn2020sns.com/> The registration and application deadline is September 30, 2020. The organizers, Fabrizio Lillo Giulia Livieri Stefano Marmi Piero Mazzarisi

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Corso in Trasferimento delle Tecnologie Matematiche per l'Innovazione - Seconda Edizione
by Maurizio Ceseri 08 Jul '20

08 Jul '20

A tutti gli interessati Visto il successo della prima edizione, lo Sportello Matematico per l'Innovazione e le Imprese <https://www.sportellomatematico.it/SMII/> sta organizzando la seconda edizione del corso in “Trasferimento delle Tecnologie Matematiche per l’Innovazione”. A seguito dell'emergenza COVID-19, la seconda edizione sarà interamente online. Il corso si svolgerà durante il periodo dal 1° Settembre al 10 Settembre 2020. Il corso è rivolto principalmente a giovani laureati in Scienze Matematiche e Fisiche, 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 è in grado di abilitare un numero crescente di collaborazioni volte ad apportare benefici tangibili alle imprese e facilitare l’incontro e l’intermediazione tra i bisogni tecnologici delle PMI e le competenze nelle Scienze e Tecnologie Matematiche disponibili nel sistema della ricerca pubblica e privata, attraverso la mediazione e lo scambio continuo tra i diversi stakeholder Il corso è gratuito. Per favorire la partecipazione, il numero dei partecipanti è esteso a 50, selezionati sulla base del curriculum e di una lettera motivazionale. Modalità di presentazione Per procedere con la domanda di partecipazione, si prega di inviare entro il 31 Luglio 2020 il proprio CV aggiornato ed una lettera motivazionale di autopresentazione al seguente indirizzo email: sportello(a)sportellomatematico.it, indicando nell’oggetto “Domanda partecipazione – Corso Traduttore Tecnologico”. Per informazioni: www.corsotraduttoretecnologico.it 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 Tirocini formativi presso il progetto Sportello Matematico (IAC-CNR) Partecipazione a Progetti Europei su Tecnologie Matematiche per l’Innovazione Maurizio Ceseri Sportello Matematico per l'Innovazione e le Imprese Istituto per le Applicazioni del Calcolo (IAC-CNR) via dei Taurini 19, 00185 Roma (Italy) Tel: (+39) 0649937369 Website: sportellomatematico.it

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Fwd: Summer School on PDE & Randomness
by Antonio DI CRESCENZO 07 Jul '20

07 Jul '20

---------- Forwarded message --------- Dear Colleagues, We hope that you are well and safe! We would like to advertise again the Summer School on PDE & Randomness that starts in less than two weeks on 20/07/20. The school aims to present some of the most exciting recent developments at the interface of Statistical mechanics, Stochastic Analysis and PDEs. It will feature four courses: • Roland Bauerschmidt (Cambridge): "Log-Sobolev inequality and the renormalisation group” • Hugo Duminil-Copin (IHES and university of Geneva): "Marginal triviality of the scaling limits of critical 4D Ising and ϕ^4_4 models” • Martin Hairer (Imperial College London): “Stochastic Yang-Mills” • Nicolas Perkowski (Freie Universität Berlin, Germany): "A Markovian perspective on some singular SPDEs” You can visit our webpage https://sites.google.com/view/oneworld-pderandom/home for more informations, abstracts for the lectures and the finalised schedule. If you are interested in the event please subscribe to our mailing list: send an empty email (completely empty, it is important to delete automatic signatures, etc.) with the subject "subscribe pderandom your name“ to sympa(a)lists.bath.ac.uk. Please feel free to forward this announcement to everyone who might be interested. Best wishes, Hendrik Weber and Andris Gerasimovics ------------------------------

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Junior Bayes webinars - 9 July - Espen Bernton and Alejandra Avalos-Pacheco
by Giacomo Zanella 06 Jul '20

06 Jul '20

We are delighted to announce the third and forth webinars of the series Junior Bayes Beyond the Borders (JB^3): an online seminar series jointly organized by the BayesLab (https://www.bayeslab.unibocconi.eu/) at Bocconi University and j-ISBA (https://j-isba.github.io/), the junior section of the International Society for Bayesian Analysis. JB^3 aims at highlighting the work of outstanding junior researchers in Bayesian Statistics (for more information visit www.bayeslab.unibocconi.eu/webinarseries<http://www.bayeslab.unibocconi.eu/webinarseries>). The two webinars will be: Date: 09 July 2020, 2pm UTC (4pm Italy time) Speaker: Espen Bernton (Columbia University) Title: Schrödinger bridge samplers Discussant: Michela Ottobre (Heriot Watt University) Date: 09 July 2020, 3pm UTC (5pm Italy time) Speaker: Alejandra Avalos-Pacheco (Harvard University) Title: Factor regression for dimensionality reduction and data integration techniques with applications to cancer data Discussant: Peter Mueller (UT Austin) The zoom links to join the webinars will be made available at www.bayeslab.unibocconi.eu/webinarseries<http://www.bayeslab.unibocconi.eu/webinarseries> a few hours before the webinars. 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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PhD Scholarship in probability theory Strasbourg-Göttingen
by Vlada Limic 02 Jul '20

02 Jul '20

A PhD scholarship in probability theory is available at University of Strasbourg, France. The studies will be comenthored by Dr. Vlada Limic (Strasbourg) and Prof.dr. Anja Sturm (Göttingen, Germany). The scholarship amount is 10800 EUR, for three consecutive years. Extra funding is planned to cover candidate's relocation costs and longterm stays in Göttingen. The research program is in probability theory, more precisely in the area of near critical random graphs and networks. Good language of English is required. Teaching duties (in French, possibly English) are optional, and they would be additionally remunerated. Strong candidates are encouraged to write directly to limic(a)math.unistra.fr. -- Kiva.org - Loans That Change Lives

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(NetSci2020-Satellite) Statistical Mechanics Methods for Networks
by Piero MAZZARISI 01 Jul '20

01 Jul '20

(RE-OPENED) CALL FOR ABSTRACTS NETSCI2020 - SATELLITE CONFERENCE "STATISTICAL MECHANICS METHODS FOR NETWORKS” https://sites.google.com/view/smmn <https://sites.google.com/view/smmn> The NetSci 2020 conference has been confirmed in on-line mode and we would like to draw your attention to a satellite session which will take place before the main conference. Since there are some available spots for contributed talks, we invite interested applicants to submit one-page abstract, to be considered for the satellite session. The objective of the Satellite conference on "Statistical Mechanics Methods for Networks” is to bring together academics, young researchers and PhD students working in the area of statistical models of both static and dynamic networks. A particular focus is then given to the study of methods based on Statistical Mechanics of networks, which permit the learning of mechanisms driving the formation and the evolution of the networked systems. The Satellite will provide an opportunity for participants engaged in research at the forefront of this area to discuss the novel results and may, in turn, suggest fruitful and relevant directions for future research. How: Submit your one page abstract through a form at https://sites.google.com/view/smmn/submission <https://sites.google.com/view/smmn/submission> Important dates: * Abstract/Paper submission deadline: 20.04.2020 14.07.2020 * Notification of acceptance: 27.04.2020 16-07-2020 - subject to change, depending on the final NetSci 2020 timeline Where: Online When: 17th September INVITED SPEAKERS: Rossana Mastrandrea (IMT Lucca) Andrey Lokhov (Los Alamos National Laboratory) TOPICS: - Graphs Ensembles - Network Reconstruction - Statistical Inference - Phase Transitions in Network Models - Percolation in Networks - Maximum Entropy for Networks - Statistically Validated Networks ORGANIZING COMMITTEE: Piero Mazzarisi (Scuola Normale Superiore of Pisa) Mateusz Wilinski (Uniwersytet Warszawski) PROGRAM COMMITTEE: Paolo Barucca (University College London) Agata Fronczak (Politechnika Warszawska) Fabrizio Lillo (Università di Bologna) Leto Peel (Université Catholique de Louvain) Tiago Peixoto (Central European University) Katarzyna Sznajd-Weron (Politechnika Wroclawska) Daniele Tantari (Università di Bologna)

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Fwd: [owps] One World Probability Seminar Thursday 2nd July 2020:
by Faggionato, Alessandra 01 Jul '20

01 Jul '20

---------- Forwarded message --------- Da: Andreas Kyprianou <ak257(a)bath.ac.uk> Date: mer 1 lug 2020 alle ore 14:01 Subject: [owps] One World Probability Seminar Thursday 2nd July 2020: To: <owps(a)lists.bath.ac.uk> One World Probability Seminar Thursday 2nd July 2020: PLEASE NOTE WE ARE EXPERIMENTING WITH A NEW TIME: OWPS WILL START 1HR LATER THAN USUAL AT 1400 UTC Tomorrow's speakers in the One World Probability Seminar are ------------------------------------------------------------ 14.00 UTC: Ron Peled (Tel Aviv): Fluctuations of random surfaces and concentration inequalities for log-concave distributions Abstract: Random surfaces in statistical physics are commonly modeled by a real-valued function on a d-dimensional lattice, whose probability density penalizes nearest-neighbor fluctuations according to an interaction potential U. The case U(x)=x^2 is the well-studied lattice Gaussian free field, while one-dimensional random surfaces are equivalent to random walks. Our focus is on dimensions d>=2 and general U. Brascamp-Lieb-Lebowitz conjectured in 1975 that such random surfaces are localized in dimensions d>=3 under mild assumptions on U. Their work establishes the conjecture when U is uniformly convex (its second derivative is uniformly bounded from zero), as a consequence of the Brascamp-Lieb concentration inequality. To date, this remains the main case for which the conjecture is verified, with the result missing even when U(x) = x^4. We establish new concentration inequalities for log-concave distributions, extending the Brascamp-Lieb inequality, and use them to prove localization in many new cases, including the family U(x) = |x| ^p with p>1. Further consequences regard the maximum height for a class of random surfaces discussed by Deuschel-Giacomin (2000). The talk will be a gentle introduction to the model and the results. No prior knowledge of random surfaces or log-concave distributions will be assumed. Joint work with Alexander Magazinov. 15.00: UTC Omer Angel (Vancouver): Excited martingales Abstract: We consider a random walk that moves in the Z^2 that moves vertically on the first visit to each site and horizontally on subsequent visits. We give new lower bounds on the growth of the range of such walks. Joint with Mark Holmes and Alejandro Ramirez. ------------------------------------------------------------ As always, the Zoom-room link will appear on the OWPS seminar webpage: https://www.owprobability.org/one-world-probability-seminar But you can also link to it directly by clicking this link tomorrow: https://us02web.zoom.us/j/83512390999 Meeting-ID: 835 1239 0999 Please feel free to circulate this email. We hope to see you all tomorrow! One World Probability Team For the videos you can also subscribe to the Youtube or Bilibili channels: https://www.youtube.com/channel/UCiLiEQGTp6bZEhuHDM-WNWQ and https://space.bilibili.com/151014650 -- ************************************************* 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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JB^3 webinar - 2 July - Lindsay Berry
by Giacomo Zanella 30 Jun '20

30 Jun '20

We are delighted to announce the second webinar of the series Junior Bayes Beyond the Borders (JB^3): an online seminar series jointly organized by the BayesLab (https://www.bayeslab.unibocconi.eu/) at Bocconi University and j-ISBA (https://j-isba.github.io/), the junior section of the International Society for Bayesian Analysis. JB^3 aims at highlighting the work of outstanding junior researchers in Bayesian Statistics (for more information visit: www.bayeslab.unibocconi.eu/webinarseries<http://www.bayeslab.unibocconi.eu/webinarseries>). The webinar will be: Date: 02 July 2020, 3pm UTC (5pm Italy time) Speaker: Lindsay Berry (Berry Consultants) Title: Bayesian dynamic modeling and forecasting of count time series Discussant: Christopher Glynn (University of New Hampshire) The link to join the webinar will be made available at www.bayeslab.unibocconi.eu/webinarseries<http://www.bayeslab.unibocconi.eu/webinarseries> a few hours before the seminar. 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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Phd position opened in Nancy, France
by Marianne Clausel 27 Jun '20

27 Jun '20

Dear all The university of Lorraine in France is opening a PhD position in machine learning. Feel free to contact Professor Radu Stoica (radu-stefan.stoica(a)univ-lorraine.fr) if you are interested https://drive.google.com/file/d/18bXFvaq90LRnGmSP15e64od7WQ1unkkn/view?usp=… Best Marianne

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online Workshop SMOCS2020
by Enrica Pirozzi 26 Jun '20

26 Jun '20

Dear Friend this is to remind that on July 1-2 and 8-9 there will be the online meeting: "Kick-Off Meeting of Prin 2017 Project: Stochastic Models for Complex Systems" (PRIN-project of University of Lecce, Salerno and Napoli) devoted to the presentation of scientific results obtained in the first year of the project and future research topics. For details see: https://sites.google.com/view/kick-off-meeting/home You are kindly invited to join the meeting. We recall that the registration is free but compulsory. Please send an email to: smocswn2020(a)gmail.com Subject: Registration including the following information Name: Family Name: Affiliation: E- mail: Best regards, Roberta Schiattarella, Mariella Longobardi, Nello Buonocore, Igia Caputo, Enrica Pirozzi. -- Enrica Pirozzi Dipartimento di Matematica e Applicazioni Universita' di Napoli FEDERICO II Via Cintia, Monte S.Angelo, 80126, NAPOLI, ITALY Tel. 081 675634 https://www.docenti.unina.it/ENRICA.PIROZZI

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5 year Postdoc TU Berlin, Probability and Financial Mathematics Group
by Tiziano De Angelis 25 Jun '20

25 Jun '20

Dear All, I was asked to circulate the advert below for an excellent postdoc opportunity in Berlin. The deadline is 10 August. Best wishes Tiziano ------------------------------- Applications are invited for a Postdoc position 5 years, TV-L E13, 100% (>2300 EUR per month after taxes etc.) in the group of Prof. Peter Bank at TU Berlin’s department of Mathematics. We are particularly interested in stochastic optimization problems arising in finance and are looking for early career researchers who want to actively contribute to this field of research, for instance by working towards a habilitation. The teaching load is 4 hours per week during term and includes teaching of exercise classes in the department and the supervision of Bachelor and Master theses. Please see https://tub.stellenticket.de/de/offers/80735 for the formal details. The "usual documents" mentioned there are meant to include - a cover letter explaining the applicant’s movitation, - a scientific CV, - a list of publications and talks, - a description of future research plans (outlining, when applicable, the habilitation project), - teaching record, - at least two, preferably three letters of recommendation. Deadline for applications is August 10, 2020.

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Bernoulli-IMS One World Symposium 2020, held on 24th to 28th of August.
by Faggionato, Alessandra 25 Jun '20

25 Jun '20

Buongiorno, ricevo da Andreas Kyprianou e Leif Doering, ed inoltro a tutti voi (vedere sotto) Saluti Alessandra *********************************************************** Dear all, as a reaction to the current situation, a virtual alternative to the postponed 2020 Bernoulli-IMS World Congress in Seoul has been set up. The meeting will allow all researchers from PhD student to established researchers to present and discuss with the community their latest research on probability and mathematical statistics! Please join the *Bernoulli-IMS One World Symposium 2020, held on 24th to 28th of August,* jointly organized by the Bernoulli Society, IMS and the One World Probability Project. The symposium will be virtual with many new experimental features. No registration fees apply! The daily program will be arranged around live talks (each held twice to reach the entire planet): - 4 plenary lectures: Emmanuel Candes (Stanford), Martin Hairer (London), Kerrie Mengersen (Queensland), Wendelin Werner (Zurich) - 7 early career speakers All researchers around the world are invited to submit abstracts for 10 minute talks by July 13th which will be assessed by the 23 session chairs. Accepted 10 minute talks will have to be produced before August 9th. They will appear on the website and the YouTube channel one week before the symposium. In slots during the symposium, every speaker of a prerecorded 10 minute talk will have the chance to discuss live with the audience in one of the 23 session zoom rooms. It will never be easier to reach a large audience with the little effort of producing a 10 minute video at home! It’s easy, just go for it! To allow for discussions among participants, the symposium will run different kinds of interactive events. Have you ever participated in a workshop excursion of the world? Stay tuned! Go to https://www.worldsymposium2020.org/ <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwww.world…> to see how you can participate and don’t forget to submit your *abstract before July 13th*! Producing a 10 minute video is little work for maximum connectivity, give it a go and help us make this happen! *Please redistribute this mail as you like!* All the best and „see“ you in August, Andreas & Leif -- ************************************************* 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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ECSO-CMS 2021 First Announcement
by Martina Nardon 25 Jun '20

25 Jun '20

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

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[owps] Bernoulli-IMS One World Symposium 2020: 24th to 28th of August. (fwd)
by Tiziano Vargiolu 25 Jun '20

25 Jun '20

---------- Forwarded message ---------- Date: Wed, 24 Jun 2020 18:47:00 +0100 From: Andreas Kyprianou <ak257(a)bath.ac.uk> To: owps(a)lists.bath.ac.uk Subject: [owps] Bernoulli-IMS One World Symposium 2020: 24th to 28th of August. Dear all, as a reaction to the current situation, a virtual alternative to the postponed 2020 Bernoulli-IMS World Congress in Seoul has been set up. The meeting will allow all researchers from PhD student to established researchers to present and discuss with the community their latest research on probability and mathematical statistics! Please join the Bernoulli-IMS One World Symposium 2020, hold on 24th to 28th of August, jointly organized by the Bernoulli Society, IMS and the One World Probability Project. The symposium will be virtual with many new experimental features. No registration fees apply! The daily program will be arranged around live talks (each held twice to reach the entire planet): - 4 plenary lectures: Emmanuel Candes (Stanford), Martin Hairer (London), Kerrie Mengersen (Queensland), Wendelin Werner (Zurich) - 7 early career speakers All researchers in the world are invited to submit abstracts for 10 minute talks by July 13th which will be assessed by the 23 session chairs. Accepted 10 minute talks will have to be produced before August 9th. They will appear on the website and the YouTube channel one week before the symposium. In slots during the symposium, every speaker of a prerecorded 10 minute talk will have the chance to discuss live with the audience in one of the 23 session zoom rooms. It will never be easier to reach a large audience with the little effort of producing a 10 minute video at home! It?s easy, just go for it! To allow for discussions among participants, the symposium will run different kinds of interactive events. Have you ever participated in a workshop excursion of the world? Stay tuned! Go to https://www.worldsymposium2020.org/ to see how you can participate and don?t forget to submit your abstract before July 13th! If you have questions, you can ask them after tomorrow's second OWPS talk of Augusto in the main room (questions to the speakers as usual in the breakout room). Please redistribute this mail as you like! All the best and ?see? you tomorrow or in August, Andreas & Leif

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Call for interest
by Domenico Marinucci 24 Jun '20

24 Jun '20

Call for interest : The Department of Mathematics at the University of Rome Tor Vergata invites expressions of interest for Senior (Tenure-Track) Assistant Professor ('RTD-B') and Tenured Associate Professor positions in the following areas of Mathematics: a) Data Analysis, Statistics and Machine Learning; b) Historical and pedagogical aspects of mathematics; c) Numerical optimization with special focus on big data and machine learning applications. More details can be found at the following link: https://www.mat.uniroma2.it/Docs_avvisi/call-of-interest.pdf Please feel free to forward this message to potentially interested candidates. -- @@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@ Domenico Marinucci Dipartimento di Matematica Università di Roma Tor Vergata https://www.mat.uniroma2.it/~marinucc/ @@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@

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Fwd: [owps] One World Probability Seminar Thursday 25th June 2020
by Faggionato, Alessandra 24 Jun '20

24 Jun '20

---------- Forwarded message --------- Da: Andreas Kyprianou <ak257(a)bath.ac.uk> Date: mer 24 giu 2020 alle ore 13:23 Subject: [owps] One World Probability Seminar Thursday 25th June 2020 To: <owps(a)lists.bath.ac.uk> One World Probability Seminar Thursday 25th June 2020 Tomorrow's speakers in the One World Probability Seminar are ------------------------------------------------------------ 15.00: Augusto Teixeira (Rio): Random walks on dynamical random environments with non-uniform mixing (Part 1) 16.00: Marcelo Hilário (Belo Horizonte): Random walks on dynamical random environments with non-uniform mixing (Part 2) The first talk will be a non-technical introduction to the subject. ------------------------------------------------------------ Abstract: In these two consecutive talks we will discuss recent results on the limiting behavior of random walks on dynamical random environments. The strength of these results depends a great deal on space-time mixing properties imposed to the environment but also on other features like the dimension and the allowed transitions. In our case, we restrict ourselves to random walks evolving on one-dimensional random environments given by conservative interacting particle systems such as the simple symmetric exclusion process. For this setting, conservation of particles leads to poor-mixing conditions which complicates the applicability of some available tools. Our goal is to explain how renormalization can be used to handle these difficulties in order to obtain law of large numbers, large deviation estimates. The first talk will be a non-technical introduction to the subject. In the second talk, we provide a more detailed idea of how to prove the results. All the results were obtained on several joint works with Oriane Blondel, Frank den Hollander, Daniel Kious, Renato dos Santos and Vladas Sidoravicius. ------------------------------------------------------------ Please keep in mind that we are working with Central European summer time. As always, the Zoom-room link will appear on the OWPS seminar webpage: www.owprobability.org But you can also link to it directly by clicking this link tomorrow: https://us02web.zoom.us/j/86868081342 Meeting-ID: 868 6808 1342 Please feel free to circulate this email. We hope to see you all tomorrow! One World Probability Team For the videos you can also subscribe to the Youtube or Bilibili channels: https://www.youtube.com/channel/UCiLiEQGTp6bZEhuHDM-WNWQ https://space.bilibili.com/151014650 -- ************************************************* 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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Special Issue on "Applied Mathematical Methods in Financial Risk Management"
by Elisa Mastrogiacomo 23 Jun '20

23 Jun '20

Apologize for cross-posting ******************************* Dear colleagues, we are Guest Editors of a Special Issue on "Applied Mathematical Methods in Financial Risk Management" for the journal Mathematics. Mathematics is an Open Access journal with a section on Financial Mathematics. See https://www.mdpi.com/journal/mathematics/ for details. Topics of particular interest for the special issue may include, but are not limited to: - risk management, - risk measures, - risk minimization, - portfolio optimization, - capital allocation, actuarial theory, - insurance premia, - ambiguity, - set-valued risk measures, - systemic risk. The deadline for submission is April 15, 2021. Due to Open Access, the fee to be paid at acceptance of the paper is of 1200 CHF. Please see https://www.mdpi.com/journal/mathematics/special_issues/applied_mathematica… for further details on the Special Issue. All those concerned are welcome to submit a scientific or a review paper. Best regards, Elisa Mastrogiacomo and Emanuela Rosazza Gianin

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Probability Webminar: Lucio Galeati (University of Bonn) [Padova 26/06, 11.00]
by barbato＠math.unipd.it 22 Jun '20

22 Jun '20

Dear Colleagues, We would like to invite you to the following Probability seminar that will take place on June 26, 2020 at 11 by the zoom platform. ---------------------------------------------------- Speaker: Lucio Galeati (University of Bonn) Title: Regularisation by noise and notions of irregularity June 26, 2020 (Friday) - 11:00 - zoom link: TBA The link and password to access the seminar will be available at the following webpage https://www.math.unipd.it/~bianchi/seminari/ Abstract: A natural question in the field of regularisation by noise phenomena is to understand under which conditions on a path $w$, the additively perturbed ODE $x'=b(x)+w'$ is well-posed, even when its unperturbed counterpart $x'=b(x)$ is not. In order to answer this question, Catellier and Gubinelli (SPA 2016) introduced the theory of nonlinear Young integrals and the concept of $\rho$-irregularity of $w$; they also proved that fBm paths are $\rho$-irregular. In this talk, I will first review their work and then present its more recent extensions. The property of $\rho$-irregularity can be linked to the regularity of the local time of $w$ and, in the case of Gaussian processes, can be established under a suitable local non-determinism (LND) condition. Moreover, it can be shown that $\rho$-irregular paths are necessarily nowhere $\alpha$-Holder continuous, for suitable values $\alpha=\alpha(\rho)$. This gives a rigorous proof of the frequently observed paradigm "the rougher the noise, the better the regularisation". Based on joint works with Massiliano Gubinelli. --------------- David Barbato Dip. di Matematica Università di Padova Via Trieste, 63 - 35121 Padova, Italy

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Probability Webminar: Elena Pulvirenti (University of Bonn) [Padova 03/07, 11.00]
by alessandra bianchi 22 Jun '20

22 Jun '20

Dear Colleagues, We would like to invite you to the following Probability seminar that will take place on July 3 at 11 by the zoom platform. ________________________________________________________ Speaker: Elena Pulvirenti (University of Bonn) Title: The Widom-Rowlinson model: metastability, mesoscopic and microscopic fluctuations for the critical droplet 3 JULY (Friday) - 11:00 - zoom link: TBA The link and password to access the seminar will be available at the following webpage https://www.math.unipd.it/~bianchi/seminari/ Abstract: We introduce the equilibrium Widom-Rowlinson model on a two-dimensional finite torus in which the energy of a particle configuration is attractive and determined by the union of small discs centered at the positions of the particles. We then discuss the metastable behaviour of a dynamic version of the WR model. This means that the particle configuration is viewed as a continuous time Markov process where particles are randomly created and annihilated as if the outside of the torus were an infinite reservoir with a given chemical potential. In particular, we start with the empty torus and are interested in the first time when the torus is fully covered by discs in the regime at low temperature and when the chemical potential is supercritical. In order to achieve the transition from empty to full, the system needs to create a sufficiently large droplet, called critical droplet, which triggers the crossover. We compute the distribution of the crossover time and identify the size and the shape of the critical droplet. The analysis relies on a mesoscopic and microscopic description of the surface of the critical droplet. It turns out that the critical droplet is close to a disc of a certain deterministic radius, with a boundary that is random and consists of a large number of small discs that stick out by a small distance. We will show how the analysis of surface fluctuations in the WR model allows us to derive the leading order term of the condensation time and also the correction order term. This is a joint work with Frank den Hollander (Leiden), Sabine Jansen (Munich) and Roman Kotecky (Prague & Warwick). -- 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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Phd position in mathematical statistics in Pau/Melbourne
by Ivan Kojadinovic 21 Jun '20

21 Jun '20

Dear Colleagues, Buongiorno, I hope that you are doing well in these complicated times. I would be very grateful if you could transfer the following link advertising a PhD position in mathematical statistics at the University of Pau jointly with the University of Melbourne to any of your potentially interested students or colleagues : http://ikojadin.perso.univ-pau.fr/phd-position.pdf Many thanks in advance for your help and apologies if you have already received this email by another channel. Grazie mille ! Ivan Kojadinovic

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Junior Bayes Beyond the Borders (JB^3) webinars
by Giacomo Zanella 19 Jun '20

19 Jun '20

We are delighted to announce Junior Bayes Beyond the Borders (JB^3), an online seminar series jointly organized by the BayesLab (https://www.bayeslab.unibocconi.eu/) at Bocconi University and j-ISBA (https://j-isba.github.io/), the junior section of the International Society for Bayesian Analysis. The seminar series aims at highlighting the work of outstanding junior researchers in Bayesian Statistics. The first edition (June/July 2020) will feature talks by this year's five Savage award finalists, see www.bayeslab.unibocconi.eu/webinarseries<http://www.bayeslab.unibocconi.eu/webinarseries> for more details. Each seminar will include a 45 minutes presentation by the speaker and a 10 minutes discussion by a senior scholar. The first webinar will be: Date: 25 June 2020, 3pm UTC (5pm Italy time) Speaker: Francois-Xavier Briol (University College London) Title: Stein's method for Bayesian computation Discussant: Nicolas Chopin (ENSAE Paris) The link to join the seminar will be made available at www.bayeslab.unibocconi.eu/webinarseries<http://www.bayeslab.unibocconi.eu/webinarseries> a few hours before the seminar. 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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5PhD positions at Berlin-Oxford International Research Training Group (IRTG) 2544 “Stochastic Analysis in Interaction”
by Tiziano De Angelis 19 Jun '20

19 Jun '20

Dear All, I was asked to circulate the advert below. It looks like a very good opportunity for bright students. Best wishes Tiziano --------------------- The recently established Berlin-Oxford International Research Training Group (IRTG) 2544 “Stochastic Analysis in Interaction” offers 5 PhD positions (75% TVL E 13, about 1700 EUR p.m. after taxes, social security...) for 3 years starting October 1, 2020, or soon thereafter. Funded by the Deutsche Forschungsgemeinschaft (DFG), the IRTG is a joint research initiative of the stochastic analysis group of FU, HU, TU and WIAS Berlin with its counterpart at the University of Oxford. The advertised positions will be based in Berlin and will offer ample opportunities to interact also with members of the Oxford team, most notably in a 6-months exchange. Embedded in a truly international environment, the IRTG students will get excellent research training in a structured programme focussing on challenges at the mathematical foundations of Stochastic Analysis as well as on challenges arising from its various applications, e.g., in physics, biology, finance or data science. The combined expertise from the Berlin and Oxford groups will provide a significant breadth in depth and fertile ground for our students' ambitious research ideas. Successful candidates will have an MSc degree (or equivalent) in Mathematics (or a closely related field), strong knowledge of stochastic analysis, and feel eager to engage in the exchange of ideas with the teams in both Berlin and Oxford. Deadline for applications is August 10, 2020. Please see https://tub.stellenticket.de/de/offers/80625/ for the official job ad and for instructions how to apply. Our IRTG webpage www.math.tu-berlin.de/irtg offers more information on the Berlin-Oxford IRTG 2544.

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PhD Position in Mathematical Statistics at the University of Twente
by Gianluca Finocchio 17 Jun '20

17 Jun '20

The department of Electrical Engineering, Mathematics, and Computer Science (EEMCS) of the University of Twente (UT) has an opening for three full-time, 4-year, fully-funded PhD positions to strengthen the newly started Theme Team in Sports, Data and Interaction. The PhD candidates will work closely together on an interdisciplinary project, combining the fields of Statistics, Human Media Interaction and Biomedical Signals and Systems. The focus of the position in statistics (Position 2: Statistical tools for modeling sports data) is on developing new statistical tools and approaches to model the sports data in a way that is suitable for use in interactive applications. The candidate will also collaborate to integrate these tools into a computational system for real-time analysis, in close collaboration with the other candidates.Possible directions to shape the research project are - Anomaly detection - nonparametric statistics and machine learning - time series analysis, specifically change-point detection - Simultaneous inference Candidates should have acquired a Master’s degree in mathematics, statistics, data science or a closely related domain with a strong background in probability and statistics, as well as some programming skills in R or Python.Further information can be found here https://www.utwente.nl/en/organisation/careers/!/1215111/3-phd-positions-at… apply online until June 30, 2020 using the webform provided on the above page. The intended starting date for all three candidates is September 1, 2020.For further information, please do not hesitate to contact Katharina Proksch (k.proksch(a)utwente.nl)

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6 fully funded PhD positions in MODELING AND ENGINEERING RISK AND COMPLEXITY
by Maria CHIAROLLA 16 Jun '20

16 Jun '20

N*ew 4-year PhD program in MODELING AND ENGINEERING RISK AND COMPLEXITY at a new School for Advanced** Studies of the University of Naples "Federico II"- ITALY* >From climate change and sustainability to seismic engineering and Industry 4.0, all the crucial challenges facing mankind today require the ability to understand and engineer ever growing reliable interdependent, complex and interconnected systems and infrastructures. The Call for Applications for the new 4 year PhD Program in Modeling and Engineering Risk and Complexity of the Scuola Superiore Meridionale (a brand new School for Advanced Studies in Naples) is now out and available at http://www.ssm.unina.it/en/calls-and-news/ We are looking for bright and ambitious students from any area of Mathematics, Science and Engineering to join this exciting new program. *6 fully funded 4-year scholarships are available this year* Each scholarship includes a stipend of EUR 19,000 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 30th June 2020.* Successful candidates will be announced the end of July 2020 with course officially starting on 2nd November 2020. 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… -- Maria Chiarolla Full Professor of Mathematical Methods of Economics, Finance and Actuarial Sciences Dipartimento di Scienze dell'Economia Centro Ecotekne, Università del Salento, Lecce - ITALY --

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Mathematics of shuffling, Video Conference by Cheryl Praeger - June 23, at 2pm
by Pietro Caputo 15 Jun '20

15 Jun '20

ricevo e inoltro: -------- Messaggio originale -------- Da: riccardo colpi <colpi(a)math.unipd.it> Data: 13/06/20 10:15 (GMT+01:00) A: matematica(a)fermat.unipv.it, mat-direttori(a)fermat.unipv.it Oggetto: [mat-direttori] Videoconferenza Prof.ssa Cheryl Praeger - University of, Western Australia - 23 giugno ore 14:00 Gentili Colleghi, vi prego di diffondere presso i vostri colleghi l'invito a partecipare alla seguente videoconferenza del ciclo "Colloquia" del Dipartimento di Matematica "Tullio Levi-Civita" di Padova (in allegato la locandina): -------- LECTURER Cheryl Praeger, University of Western Australia -------- WHEN June 23, 2020 - From 2:00 pm to 3:00 pm -------- WHERE Online, YouTube address: https://www.youtube.com/watch?v=S7KTCA_1ntk -------- TITLE Mathematics of shuffling (https://www.math.unipd.it/news/mathematics-of-shuffling/ ) -------- ABSTRACT The crux of a card trick performed with a deck of cards usually depends on understanding how shuffles of the deck change the order of the cards. By understanding which permutations are possible, one knows if a given card may be brought into a certain position. The mathematics of shuffling a deck of 2n cards with two ``perfect shuffles'' was studied thoroughly by Diaconis, Graham and Kantor in 1983. I will report on our efforts to understand a generalisation of this problem, with a so-called ``many handed dealer'' shuffling kn cards by cutting into k piles with n cards in each pile and using k! possible shuffles. A conjecture of Medvedoff and Morrison suggests that all possible permutations of the deck of cards are achieved, as long as k is not 4 and n is not a power of k. We confirm this conjecture for three doubly infinite families of integers, but the conjecture remains open. We initiate a more general study of shuffle groups, which admit an arbitrary subgroup of shuffles. This is joint work with Carmen Amarra and Luke Morgan. -------- SHORT BIO SPEAKER Cheryl Praeger is Emeritus Professor of Mathematics at the University of Western Australia. In 2007 she won an Australian Research Council Federation Fellowship and in 2010-14 she served as inaugural Director of the Centre for the Mathematics of Symmetry and Computation at UWA. Her mathematical research work has transformed our understanding of how groups act on large complex systems, through new theories, constructions, algorithms and designs, which exploit the classification of the finite simple groups. Professor Praeger received BSc and MSc degrees from the University of Queensland, a DPhil degree from the University of Oxford in 1973, and has received honorary doctorates from Universities in six countries on three continents. She has served on the Executive of the International Mathematical Union and on the Council and Executive of the Australian academy of Science. She is a former Vice President of the International Commission for Mathematical Instruction, and former Foreign Secretary of the Australian Academy of Science. She is Fellow of the American Mathematical Society, an Honorary member of the London Mathematical Society, and she was the first woman to be President of the Australian Mathematical Society of which she is now an Honorary Life Member. In 2019 she was awarded the Prime Minister’s Prize for Science in recognition of her incredible contribution to mathematics research and education in Australia and around the world. Professor Praeger has published more than 400 journal articles and five research monographs, many of them with her students (30 PhD students, 10 research masters students, 21 postdoctoral research associates) and research colleagues. She has played an active role supporting and mentoring young scientists, especially women. More infos are available here: https://research-repository.uwa.edu.au/en/persons/cheryl-praeger https://en.wikipedia.org/wiki/Cheryl_Praeger Grazie, un caro saluto, Riccardo Colpi

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Fwd: Presentazione ENBA
by Irene Crimaldi 15 Jun '20

15 Jun '20

Dear all, we have scheduled a webinar to present the ENBA PhD track to potential candidates for the next doctoral cycle at IMT School for Advanced Studies Lucca. The webinar is scheduled on Tuesday 23/06 from 11.00 am to 12.30 am. The webinar is organized as follows: Short Introduction - Massimo Riccaboni 5 m Economics - Ennio Bilancini 15 m Networks - Guido Caldarelli 15 m Business - Alessia Patuelli 15 m Analytics - Falco Bargagli Stoffi 15 m Q&A - 25 min max This is the link: meet.google.com/oky-svxy-cfn <https://meet.google.com/oky-svxy-cfn?hs=122&authuser=0> All the best, Irene > >> >> >>

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Workshop announcement: Stochastic Analysis Brats, June 23-26, 2020
by Dario Trevisan 12 Jun '20

12 Jun '20

Dear colleagues, we are pleased to announce the upcoming mini-workshop ``Stochastic Analysis Brats'' to be held on June 23-26, 2020. Its aim is to gather some brilliant young researchers in stochastic analysis and related topics, although only virtually, since we will use Google Meet: https://meet.google.com/jmf-ndtz-gnh The list of speakers include Carlo Bellingeri (TU Berlin) Martin Brückerhoff (Münster) Giuseppe Cannizzaro (Warwick) Alberto Chiarini (Eindhoven) Paolo Grazieschi (Bath) Marta Leocata (Roma LUISS) Pierre Perruchaud (Notre Dame) Leonardo Tolomeo (Bonn HCM) A detailed programme is available at the page https://sites.google.com/unipi.it/sabpisa/home Please feel free to circulate this message to those who may be interested to attend the event. Regards, Dario (on behalf of the organizers) -- Dario Trevisan, Università degli Studi di Pisa, Dipartimento di Matematica, Largo Bruno Pontecorvo 5, 56127 - Pisa (PI) Italy telephone: (+39) 050 2213832 mobile: (+39) 331 2899761 Skype: dario-trevisan e-mail: dario.trevisan AT unipi.it webpage: http://people.dm.unipi.it/trevisan/

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Open PhD and post doc positions in stochastics and energy systems (fwd)
by Tiziano Vargiolu 12 Jun '20

12 Jun '20

---------- Forwarded message ---------- Date: Fri, 12 Jun 2020 05:07:39 +0000 From: Fred Espen Benth <fredb(a)math.uio.no> To: Tiziano Vargiolu <vargiolu(a)math.unipd.it> Subject: Open PhD and post doc positions in stochastics and energy systems Dear Tiziano, may I ask you for a favour: could you please send around to your network the announcement of two new positions in stochastics and energy systems in Oslo : https://www.jobbnorge.no/en/available-jobs/job/188863/phd-research-fellow-i… Best regards, Fred

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Time corrections to Univaq Random Talks: June 18th
by Fabio Antonelli 11 Jun '20

11 Jun '20

Sorry about this, but the time difference between Italy and Japan is 7 hours (not 6) so the talk Prof. Arturo Kohatsu-Higa, Dept .of Mathematical Sciences - Ritsumeikan University: "UPPER BOUNDS FOR THE JOINT DENSITY OF A STABLE PROCESS AND ITS MAXIMUM" will be on June 18th 2020 - 10:00 a.m. Fabio Antonelli

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Webinar Fabio Moneta (U. Ottawa) 17.06 h. 15 - LTI@UniTO Webinars in Finance
by Luca Regis 11 Jun '20

11 Jun '20

Dear Colleagues, LTI@UniTO (www.carloalberto.org/lti) and Collegio Carlo Alberto are pleased to invite you to the following seminar in Quantitative Finance, that will take place on June 17th at 3 pm CET via Zoom. Please register here: https://www.eventbrite.it/e/biglietti-holding-horizon-a-new-measure-of-acti… to get the Zoom link to join the webinar. /Speaker/: Fabio Moneta <https://telfer.uottawa.ca/en/directory/professors/moneta-fabio/> (University of Ottawa) Title: Holding horizon: a new measure of active investment management Abstract: This paper proposes a new holding horizon (HH) measure of active management and examines the relation between horizon and manager skill. Our HH measure identifies, in the cross-section, funds with higher future long-term alphas, while reported turnover identifies, in the time-series, when a particular fund is likely to exhibit a higher short-run alpha. The superior long-term performance of long-horizon funds is due to their selection of stocks with strong long-run fundamentals. Moreover, stocks largely held by long-horizon funds outperform stocks largely held by short-horizon funds by 2.7%-3.5% per year, adjusted for risk, over the following five-year period. We hope you will be able to join us! Best, Luca Regis -- 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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UNIVAQ RANDOM TALKS: Prof. Arturo Kohatsu-Higa - June 18th 11:00 a.m.
by Fabio Antonelli 11 Jun '20

11 Jun '20

If interested, please subscribe by https://docs.google.com/forms/d/e/1FAIpQLSfDWIEYewlpF_SWEeVV8DaTrzbftSTST8K… UNIVAQ RANDOM TALKS 5 Thursday June 18th 11:00 a.m. - ZOOM Videoconference platform Prof. Arturo Kohatsu-Higa Department of Mathematical Sciences Ritsumeikan University UPPER BOUNDS FOR THE JOINT DENSITY OF A STABLE PROCESS AND ITS MAXIMUM Abstract: In this article, we obtain integration by parts formulas for the joint law of a stable process and its maximum. The argument is based on a multi-level representation for the joint law which uses the theory of convex majorants for stable processes and the Chambers-Mallows-Stuck representation for stable random variables. As applications, we obtain regularity results for the joint law and upper bounds for the density and its space derivatives. Everybody is welcome, please subscribe by the following form The day of the seminar, participants will receive an invitation by e-mail (max. 100 participants)

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PhD position in Probability Theory and Analysis [TU Delft, supervisor: Dr. Richard C. Kraaij]
by fcollet＠math.unipd.it 10 Jun '20

10 Jun '20

*** Mi scuso per ricezioni multiple *** Cari Colleghi, ricevo e inoltro l'annuncio di una posizione (quadriennale) di Dottorato presso TU Delft (NL), sotto la supervisione del Dr. Richard C. Kraaij, su tematiche a cavallo tra Probabilità (processi di Markov e grandi deviazioni) e Analisi (equazioni di Hamilton-Jacobi e teoria del controllo). Per maggiori dettagli si veda il link: https://www.tudelft.nl/over-tu-delft/werken-bij-tu-delft/vacatures/details/… Vi pregherei gentilmente di diffondere la notizia tra potenziali candidati. Grazie e buona giornata, Francesca Collet

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Fwd: [owps] One World Probability Seminar Thursday 11th June 2020
by Faggionato, Alessandra 10 Jun '20

10 Jun '20

---------- Forwarded message --------- Da: Andreas Kyprianou <ak257(a)bath.ac.uk> Date: mer 10 giu 2020 alle ore 08:57 Subject: [owps] One World Probability Seminar Thursday 11th June 2020 To: <owps(a)lists.bath.ac.uk> One World Probability Seminar Thursday 11th June 2020: Tomorrow we will have a double talk on "A new point of view on topological phase transitions“. The first talk will be more introductory and accessible for a large audience. ------------------------------------------------------------ 15.00 CEST: Christophe Garban (Lyon) 16.00 CEST: Avelio Sepúlveda (Lyon) Abstract: Topological phase transitions were discovered by Berezinskii-Kosterlitz- Thouless in the 70's. They describe intriguing phase transitions for classical spins systems such as the plane rotator model (or XY model). Part 1 : General introduction on the topological phase transitions. Without assuming any a priori background, we will discuss how this phase transition arises in cases such as : - the XY model (spins on Z^2 with values in the unit circle) - the integer-valued Gaussian Free Field - Abelian Yang-Mills on Z^4 We will also discuss some of the main contributions of Fröhlich and Spencer to this theory. Part 2 : A statistical reconstruction problem. We will connect topological phase transitions to a statistical reconstruction problem concerning the Gaussian Free Field and will show that the feasibility of the reconstruction undergoes a KT transition. The talks will be based mostly on the preprint: https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Farxiv.org… ------------------------------------------------------------ Please keep in mind that we are working with Central European summer time. As always, the Zoom-room link will appear on the OWPS seminar webpage: https://eur01.safelinks.protection.outlook.com/?url=http%3A%2F%2Fwww.owprob… But you can also link to it directly by clicking this link tomorrow: https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fus02web.z… Meeting-ID: 876 7251 4177 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: PhD position in Prague
by Francesco Caravenna 08 Jun '20

08 Jun '20

Ricevo e inoltro. > Da: Jan Meinderts Swart <swart(a)utia.cas.cz> > Oggetto: PhD position in Prague > Data: 8 giugno 2020 11:24:26 CEST > > Dear everybody, > > There (still) is a (very nice!) open position for a PhD student at my institute, see: > http://staff.utia.cas.cz/swart/advertentie.html > The successful candidate will work with me and can choose a theme from > an extensive list of interesting open problems (see advertising). > > If you know of any suitable candidates, I would be grateful if > you can bring the position to their attention. > > Best regards, > Jan Swart

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One PhD and one PostDoc position (Univ. Vienna, Christa Cuchiero) (fwd)
by Tiziano Vargiolu 08 Jun '20

08 Jun '20

---------- Forwarded message ---------- Date: Mon, 8 Jun 2020 11:15:54 +0200 From: Lisa Carli <lisa.carli(a)univie.ac.at> To: vargiolu(a)math.unipd.it Cc: Christa Cuchiero <christa.cuchiero(a)univie.ac.at> PhD: Dear colleagues, the University of Vienna, Department of Statistics and Operations Research, invites applications for the position of a Prae-Doc (3 year appointment, 30hrs) at the intersection of Mathematical Finance, Stochastic Analysis and Machine Learning. The successful candidate will work in the START research project ?Universal structures in Mathematical Finance?, run by Prof. Christa Cuchiero. The focus of the project lies on universal structures that pertain literally to both, mathematics and finance. The goal is to explore this mathematical and financial universality and to provide a unifying stochastic framework, building on process classes which have, appropriately seen, universal approximation properties, well known also from the theory of machine learning. For detailed information please have a look at the Jobcenter of the University of Vienna (reference number 10843) https://univis.univie.ac.at/ausschreibungstellensuche/flow/bew_ausschreibun… Application Deadline: July 15th, 2020. The montly gross salary (according to FWF standards) amounts to 2.205,60? for 30hrs. The planned start of the position is autumn 2020. --------------------------------------------------------------------------- ---------------- Post-Doc: Dear colleagues, the University of Vienna, Department of Statistics and Operations Research, invites applications for the position of a Post-Doc (up to 4 years, 40hrs) at the intersection of Mathematical Finance, Stochastic Analysis and Machine Learning. The successful candidate will work in the START research project ?Universal structures in Mathematical Finance?, run by Prof. Christa Cuchiero. The focus of the project lies on universal structures that pertain literally to both, mathematics and finance. The goal is to explore this mathematical and financial universality and to provide a unifying stochastic framework, building on process classes which have, appropriately seen, universal approximation properties, well known also from the theory of machine learning. For detailed information please have a look at the Jobcenter of the University of Vienna (reference number 10857) https://univis.univie.ac.at/ausschreibungstellensuche/flow/bew_ausschreibun… Application Deadline: July 15th, 2020. The montly gross salary (according to FWF standards) amounts to 3.889,50?. The planned start of the position is autumn 2020. -- Lisa Carli, MA Organisationsassistentin Universit?t Wien Fakult?t f?r Wirtschaftswissenschaften Institut f?r Statistik und Operations Research Oskar-Morgenstern-Platz 1; 1090 Wien Raum 4.512 T +43-1-4277-37046 lisa.carli(a)univie.ac.at isor.univie.ac.at

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JOB - Data Scientist for Energy, Climate and the Environment
by Matteo Fontana 08 Jun '20

08 Jun '20

Gentile Random; Vi inoltro un avviso per un assegno di ricerca in ambito statistica applicata / data science offerto dal Prof. Massimo Tavoni del Politecnico di Milano Cordiali Saluti Opening for a position for a data scientist to work for Prof. Massimo Tavoni<https://sites.google.com/site/massimotavoni/> at Politecnico di Milano. Duties include analyzing data coming from smart energy meters and coupling with observations on climate, air quality and other environmental variables. The selected candidate will work in a first class research team<http://www.cobham-erc.eu/team/>, who has ongoing research projects with international institutions and energy companies. Competencies include capacity to handle large databases and work with geospatial data, knowledge of scientific programming languages (e.g. Python, R, Julia), knowledge of regression and machine learning techniques, capacity to interact with a diverse team including environmental scientists and economists. Requirements include a Master's degree in a quantitative discipline, such as statistics, data science, computer science, mathematics, engineering, physics. Candidates considering pursuing a PhD are also encouraged to apply. For information, please send a CV to massimo.tavoni(a)polimi.it<mailto:massimo.tavoni@polimi.it> Dr. Matteo Fontana Postdoctoral Research Fellow MOX - Laboratory for Modelling and Scientific Computing Department of Mathematics - Politecnico di Milano e-mail: matteo.fontana(a)polimi.it<mailto:matteo.fontana@polimi.it>

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Isaac Meilijson's webinar @UniTO
by Bruno Toaldo 07 Jun '20

07 Jun '20

********************************************************************* WEBINAR DI PROBABILITÀ E STATISTICA MATEMATICA DIPARTIMENTO DI MATEMATICA "G. PEANO" UNIVERSITÀ DEGLI STUDI DI TORINO ********************************************************************* Martedì 23 Giugno 2020 alle ore 15:00 Il Prof. Isaac Meilijson (Tel Aviv University) terrà un seminario sulla piattaforma webex Collegamento riunione: https://unito.webex.com/unito/j.php?MTID=m28a1e666a170497b27a0d1e4d8772ff2 Password:ParolaRiunione Title: Random time transformation analysis of Covid19 2020 Speaker: Isaac Meilijson, Tel Aviv University Abstract: The SIR epidemiological equations model new affected and removed cases as roughly proportional to the current number of infected cases. The present report adopts an alternative that has been considered in the literature, in which the number of new affected cases is proportional to the α<1 power of the number of infected cases. After arguing that α=1 models exponential growth while α<1 models polynomial or linear growth, a simple method for parameter estimation in differential equations subject to noise, the random-time transformation RTT of Bassan, Meilijson, Marcus and Talpaz 1997, will be reviewed and applied to fit α and the other parameters in an attempt to settle the question as to the nature of Covid19. Joint work with Nitay Alon. Tutti gli interessati sono invitati a partecipare.

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LTI@UniTO Webinar in Finance: Sohnke Bartram (Warwick Business School) 03.06 h.15
by Luca Regis 04 Jun '20

04 Jun '20

Dear Colleagues, LTI@UniTO (www.carloalberto.org/lti) and Collegio Carlo Alberto are pleased to invite you to the following seminar in Quantitative Finance, that will take place on June 3rd at 3 pm via Zoom. Please register here https://ltiwebinar3june.eventbrite.it/ to get the Zoom link. Speaker: Sohnke Bartram (Warwick Business School) Title: "Currency Anomalies" || |*Abstract *| | This paper is the first to study the cross-section of currency anomalies to explore alternative explanations for their existence. Using real-time data, currency anomalies are profitable during in-sample and out-of-sample periods, both before and after transaction costs, but trading profits decrease substantially after the publication of the underlying academic research. The decline is greater for anomalies with larger in-sample profits and lower arbitrage costs, and signal ranks and performance decay quickly, suggesting that currency anomalies reflect mispricing rather than compensation for risk or statistical bias. Mispricing is systematically related to mistakes and changes in analysts’ currency forecasts. In particular, analysts expect anomaly payoffs that are too low compared with actual anomaly profits. However, analysts update their forecasts to incorporate lagged anomaly information. These results are consistent with a behavioral explanation for currency anomalies. | -- 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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