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Seminario di Pietro Rigo a Bologna
by Massimo Campanino 13 Mar '19

13 Mar '19

Il giorno venerdì 22 marzo alle ore 14:30 nell'Aula Seminario 2 del Dipartimento di Matematica dell'Università di Bologna, piazza Porta S. Donato 5, il prof. Pietro Rigo del Dipartimento di Matematica dell'Università di Pavia terrà un seminario dal titolo: On the existence of continuous processes with given one-dimensional distribution Abstract: Let $\mathcal{P}$ be the collection of Borel probability measures on $\mathbb{R}$, equipped with the weak* topology, and let $\mu:[0,1]\rightarrow\mathcal{P}$ be a continuous map. Say that $\mu$ is presentable if $X_t\sim\mu_t$, $t\in [0,1]$, for some real process $X$ with continuous paths. It may be that $\mu$ fails to be presentable. Conditions for presentability are given in this note. For instance, $\mu$ is presentable if $\mu_t$ is supported by an interval for all but countably many $t$. In addition, assuming $\mu$ presentable, we investigate whether there is a continuous process $X$ with the same finite dimensional distributions as the quantile process $Q$ induced by $\mu$. The latter is defined, on the probability space $((0,1),\mathcal{B}(0,1),\,$Lebesgue measure$)$, by \begin{gather*} Q_t(\alpha)=\inf\,\bigl\{x\in\mathbb{R}:\mu_t(-\infty,x]\ge\alpha\bigl\}\quad\quad\text{for all }t\in [0,1]\text{ and }\alpha\in (0,1). \end{gather*} Various open problems are stated as well.

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Seminario di Paolo Dai Pra a Bologna
by Massimo Campanino 13 Mar '19

13 Mar '19

Il giorno venerdì 22 marzo alle ore 12 nell'Aula Seminario 2 del Dipartimento di Matematica dell'Università di Bologna, piazza Porta S. Donato 5, il prof. Paolo Dai Pra del Dipartimento di Matematica dell'Università di Padova terrà un seminario dal titolo: Thermodynamic limit and phase transitions in non-cooperative games: some mean-ﬁeld examples Abstract: In stochastic dynamics inspired by Statistical Mechanics the interaction between diﬀerent particles, or agents, is usually expressed as a given function of their states. The behavior of the system, in the limit of inﬁnitely many particles (thermodynamic limit), may change dramatically by small changes in the parameters of the model: when this occurs we say there is a phase transition. In many applications the interaction cannot be given a priori but it is rather a result of agents’ strategy, aimed at optimizing a given performance. Using the simplest models of this nature, mean ﬁeld games, we illustrate some examples of phase transitions, pointing to diﬃculties in the proof of the thermodynamic limit.

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I: W3 Professorship Mathematical Foundations of Data Science (fwd)
by Tiziano Vargiolu 12 Mar '19

12 Mar '19

From: Robert Stelzer <robert.stelzer(a)uni-ulm.de> Date: 12. March 2019 at 14:51:22 CET To: Imma Curato <imma.curato(a)uni-ulm.de> Subject: Fwd: W3 Professorship Mathematical Foundations of Data Science -------- Weitergeleitete Nachricht -------- Betreff: W3 Professorship Mathematical Foundations of Data Science Datum: Tue, 12 Mar 2019 14:00:47 +0100 Von: Robert Stelzer <robert.stelzer(a)UNI-ULM.DE> Antwort an: Robert Stelzer <robert.stelzer(a)UNI-ULM.DE> An: APPLIEDPROB(a)JISCMAIL.AC.UK Dear Colleagues, The mathematics department at Ulm University is looking for a professor for the mathematical foundations of data science. Applicants from all fields related to data science, such as statistics, numerics, analysis, continuous and discrete optimisation, are welcome. Teaching could initially be in English. For more information see https://stellenangebote.uni-ulm.de/jobposting/4bddc7442f16a82da63af6b6b80907 378357ce53 Application deadline: 21.03.2019 Best regards, Robert Stelzer -- +++++++++++++++++++++++++++++++++++++++++ Prof. Dr. Robert Stelzer Institute of Mathematical Finance Ulm University Helmholtzstra?e 18 89081 Ulm Germany Phone: +49 731 50 23520 Fax: +49 731 50 31096 Email: robert.stelzer(a)uni-ulm.de http://www.uni-ulm.de/mawi/finmath/people/stelzer.html ######################################################################## To unsubscribe from the APPLIEDPROB list, click the following link: https://www.jiscmail.ac.uk/cgi-bin/webadmin?SUBED1=APPLIEDPROB&A=1 -- +++++++++++++++++++++++++++++++++++++++++ Prof. Dr. Robert Stelzer Institute of Mathematical Finance Ulm University Helmholtzstra?e 18 89081 Ulm Germany Phone: +49 731 50 23520 Fax: +49 731 50 31096 Email: robert.stelzer(a)uni-ulm.de http://www.uni-ulm.de/mawi/finmath/people/stelzer.html

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A``WINTER'' DAY IN PROBABILITY AND STATISTICAL PHYSICS: 22 Marzo 2019 (Gallavotti e Rolles)
by Francesca Romana Nardi 12 Mar '19

12 Mar '19

Siamo felici di annunciarvi la settima giornata di seminari: A ``WINTER'' DAY IN PROBABILITY AND STATISTICAL PHYSICS University of Florence Friday 22 March 2019 Lecturers: Giovanni Gallavotti (Roma) and Silke Rolles (Munich) Location: Aula Tricerri Viale Morgagni 67, Firenze Informazionei su come arrivare alla pagina: https://www.dimai.unifi.it/vp-285-come-arrivare-how-to-get.html Prof. Giovanni Gallavotti (Universita` di Roma La Sapienza) Title: Title: Statistical ensembles, entropy and probability in statistical mechanics, and extension to chaotic motions. Abstract: A historical view on the theoretical developments generated by Boltzmann's attempt to find a mechanical interpretation of the second principle, from the action principle to the Boltzmann's equation to phase transitions and their universality to the modern developments in the non-equilibrium thermodynamics. In the second part the case of fluid mechanics and an interpretation of viscosity and irreversibility will be analyzed and related to an extension of the statistical ensembles to non-equilibrium phenomena. Prof. Silke Rolles (Technical University of Munich) Title: Processes with reinforcement. Abstract: In 1986, Persi Diaconis introduced edge-reinforced random walk as a simple model for a tourist exploring an unknown city. Already then, he raised the question of recurrence and transience of this process on the d-dimensional integer lattice. Since edge-reinforced random walk is more likely to traverse edges that have been traversed often before and simple random walk is recurrent in dimension 2, recurrence of edge-reinforced random walk on the two-dimensional integer lattice may seem intuitively clear. However, a proof of this result was only found in 2015 by Sabot and Zeng. For dimensions larger or equal to 3 a phase transition between recurrence and transience was shown by Disertori, Sabot and Tarres in 2011 and 2014. In the talk I will give an overview of the subject and present some basic techniques. In particular, the edge-reinforced random walk is a mixture of reversible Markov chains with an explicitly known mixing measure. In a special case, this can be illustrated with an analogous result for the Polya urn. Program: 11.00-11.45 Introductory lecture: Gallavotti 11.45-12.00 Break 12.00-12.45 Seminar: Gallavotti 13.00-14.30 Lunch 14.30-15.15 Introductory lecture: Rolles 15.15-15.30 Break 15.30-16.30 Seminar: Rolles Organizers: G. Bet, F. Caravenna, N. Cancrini, E.N.M. Cirillo, P. Dai Pra, A. De Masi, D. Fanelli, F. Flandoli, C. Giardina`, R. Livi, F. Martinelli, I.G. Minelli, F.R. Nardi, E. Presutti, B. Scoppola, E. Scoppola. Ricordo che ciascuno oratore fara` una lezione introduttiva e divulgativa di 45 minuti pensata proprio per i non esperti, seguita da altri 45 minuti di tipo seminario (vedi programma). Maggiori informazioni e aggiornamenti sono reperibili alla pagina web http://web.math.unifi.it/users/fnardi/seminari/ Note pratiche: 1) E` importante prenotare il biglietto del treno il piu` presto possibile per poter usufruire di sconti!!!! 2) Stiamo prenotando un catering con cibi vegerariani e non, percio` ho bisogno del numero di persone che vogliono mangiare insieme. A coloro che fossero interessati (per una migliore organizzazione) chiedo di mandare un email a francescaromana.nardi(a)unifi.it; gianmarco.bet(a)unifi.it; angela.caporicci(a)unifi.it, con l'intenzione di partecipare al coffe break, al pranzo, o solo al seminario. Resta fermo il fatto che ci sono molte altre possibilita` per mangiare se preferite regolarvi indipendentemente. Vi aspettiamo numerosi Francesca R. Nardi e Gianmarco Bet Dipartimento di Matematica e Informatica Università degli Studi di Firenze Viale Morgagni 67, Firenze, Italy

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Summer School "Equilibria in Financial Markets: General Equilibrium and Game Theoretic Perspective" - Bielefeld University, July 08 - July 12, 2019.
by Giorgio Ferrari 12 Mar '19

12 Mar '19

Dear All, this is a kind reminder announcing the Summer School *"Equilibria in Financial Markets: General Equilibrium and Game Theoretic Perspective"* to be held at *Bielefeld University* in the week *July 08 - July 12, 2019*. http://www.uni-bielefeld.de/(en)/imw/summerschool19/ During the summer school we aim at discussing the different approaches to "equilibrium" arising in financial markets and games. In particular, we intend to discuss recent advances in general equilibrium theory, stochastic games of control and stopping, backward stochastic differential equations in games and general equilibrium, and mean-field games. These topics will be addressed during the lectures of *Luciano Campi (London School of Economics)* *Saïd Hamadène (Université du Maine) <http://lmm.univ-lemans.fr/spip.php?article6>* *Kasper Larsen (Rutgers School of Arts and Sciences) * *Gordan Zitkovic (university of Texas at Austin) * *Frank Riedel (Bielefeld University)* *Deadline for applications* is *April 30, 2019*, and you can apply through the following link http://www.uni-bielefeld.de/(en)/imw/summerschool19/application/index.html* * Looking forward to having you in Bielefeld, Giorgio Ferrari* * --- Questa e-mail è stata controllata per individuare virus con Avast antivirus. https://www.avast.com/antivirus

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[COURSE] YSS2019: Summer School on Computational and Statistical Methods for Stochastic Process
by stefano iacus 11 Mar '19

11 Mar '19

[Apologizes for cross posting] YSS2019: The first YUIMA Summer School on Computational and Statistical Methods for Stochastic Process 25-28 June 2019, Brixen-Bressanone, Italy This 4 days course aims at introducing researchers, PhD students and practitioners to several aspects of numerical and statistical analysis of time series through the R language and, in particular, the YUIMA package. The course covers topics of R programming, time series data handling, simulation, numerical and statistical analysis for several types of models including: point processes, stochastic differential equations driven by Brownian motion with or without jumps, fractional Brownian motion and Lévy processes. For detailed information see the course page at: https://yuimaproject.com/yss2019/ Registration closes on May 20th 2019! Stefano ----------------------------------- Prof. Stefano M. Iacus, Ph.D. Department of Economics, Management and Quantitative Methods University of Milan Via Conservatorio, 7 I-20123 Milan - Italy Ph.: +39 02 50321 461 Fax: +39 02 50321 505 Twitter: @iacus http://scholar.google.com/citations?user=JBs9tJ4AAAAJ&hl=en http://orcid.org/0000-0002-4884-0047 ------------------------------------------------------------------------------------ Please don't send me Word or PowerPoint attachments if not absolutely necessary. See: http://www.gnu.org/philosophy/no-word-attachments.html

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Post Doc Grant UCA Nice
by davide gabrielli 11 Mar '19

11 Mar '19

Dear All, Université Côte d'Azur is launching a call for "Individual Grants for Young Researchers" applications, which aims to promote the recruitment of young researchers at the post-doctoral level. More informations in attachment. Please forward to potential applicants. Best regards, Cedric Bernardin

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de Finetti risk seminar - march 2019
by Emanuela Rosazza 11 Mar '19

11 Mar '19

On behalf of the Scientific Committee of the de Finetti Risk Seminars, we are glad to invite you to participate at the following Lecture Entropic and dynamic optimal transport Giuseppe Savaré Dipartimento di Matematica “Felice Casorati”, Università di Pavia Abstract: We will briefly review various equivalent characterizations of Optimal Transport and we will show that a simple relaxation of its Benamou-Brenier dynamic formulation leads to the new class of Optimal Entropy- Transport problems, combining entropic and transport costs. We will discuss the particular example of the Hellinger-Kantorovich metric, which provides a natural geometric way to measure the distance between positive measures with possibly different masses. LOCATION: The seminar will be held on Wednesday, March 13, at 18.00 at room 3-E4-SR03, Bocconi University, Via Rontgen 1, 3rd floor, Milano. A refreshment will be offered at 17.30. Scientific Committee: Prof. Simone Cerreia-Voglio (Univ. Bocconi) Prof. Marco Frittelli (Univ. degli Studi di Milano) Prof. Fabio Maccheroni (Univ. Bocconi) Prof. Massimo Marinacci (Univ. Bocconi) Prof. Emanuela Rosazza Gianin (Univ. Milano-Bicocca) Dott. Marco Maggis (Univ. degli Studi di Milano) ******************************************************************************************* Emanuela Rosazza Gianin Dipartimento di Statistica e Metodi Quantitativi Università di Milano-Bicocca Edificio U7 – 4° Piano Via Bicocca degli Arcimboldi, 8 20126 Milano Tel. 02 64483208 Fax. 02 64483105 e-mail: emanuela.rosazza1(a)unimib.it *******************************************************************************************

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Workshop "Computational Aspects of Simulation and Inference for Stochastic Processes and the YUIMA Project"
by Alessandro Degregorio 11 Mar '19

11 Mar '19

*The 2nd Yuima Workshop 2019: Computational Aspects of Simulation and Inference for Stochastic Processes and the YUIMA Project* This two-day workshop is aimed at presenting the latest results on simulation and inference for stochastic processes and their current and prospect implementation within the YUIMA R package. Dates: March 22 (Fri) 10:30-12:20, 14:00-17:00 March 25 (Mon) 10:30-12:20, 14:00-15:30 Location: Department of Statistical Sciences - Sapienza, University of Rome P.le Aldo Moro 5, 00185 Rome (Italy) 4th Floor, Room 34 Invited speakers: * Alexande Brouste (University of Le Mans, France) * Alessandro De Gregorio (University of Rome) * Shoichi Eguchi (Osaka University) * Emanuele Guidotti (Partner with Algo Finance Sagl., CEO Founder of WhatsOut Srl) * Kengo Kamatani (Osaka University) * Yuta Koike (University of Tokyo, JST CREST) * Hiroki Masuda (Kyushu University) * Lorenzo Mercuri (University of Milan) * Masayuki Uchida (Osaka University) * Yuma Uehara (The Institute of Statistical Mathematics) * Nakahiro Yoshida (University of Tokyo, Institute of Statistical Mathematics, JST CREST) The conference program is available in the link below: http://www.sigmath.es.osaka-u.ac.jp/statmodel/?page_id=1411 The attendance to the workshop is open to “eveRyone" interested in the YUIMA Project. Best regards Alessandro De Gregorio

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Fwd: Saint-Flour 2019 - registration
by Marco Romito 11 Mar '19

11 Mar '19

-------- Forwarded Message -------- Subject: Saint-Flour 2019 - registration SAINT-FLOUR 2019 - SECOND ANNOUNCEMENT Dear colleagues, Online registration is open for the 49th Saint-Flour Probability Summer School (July 7-19). Registration page: http://recherche.math.univ-bpclermont.fr/stflour/inscription_en.php This year's lectures are: Nicolas Curien (Université d'Orsay - Paris-Saclay): Discrete random surfaces. Elchanan Mossel (Massachusetts Institute of Technology): Probabilistic aspects of voting, intransitivity and manipulation. Philippe Rigollet (Massachusetts Institute of Technology): Statistical optimal transport. DEADLINE FOR REGISTRATION: MAY 4TH We draw your attention to the fact that registration MAY CLOSE BEFORE this date depending on the number of applications. EARLY REGISTRATION is thus RECOMMENDED. The 49th Saint-Flour Probability Summer School is a partner event of CNRS' 80th anniversary. As a CNRS school, registration is free of charge for CNRS researchers and CNRS Phd students. They are particularly welcome to attend the school. For further information, see the school website and YouTube channel: http://recherche.math.univ-bpclermont.fr/stflour/stflour-en.php https://www.youtube.com/channel/UC640PtwmkBnrhCdop2daET Best regards, The organizing committee Christophe Bahadoran, Hacène Djellout, Arnaud Guillin Laboratoire de Mathématiques Blaise Pascal, CNRS UMR 6620 Université Clermont Auvergne Campus des Cézeaux 3, Place Vasarely TSA 60026 CS 60026 63178 Aubière Cedex (France) tel (+33) 4 73 40 70 50 fax (+33)4 73 40 54 50

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RTD A in MAT/06
by c.costantini＠unich.it 08 Mar '19

08 Mar '19

E' stato bandito un posto di RTD A nel s.s.d. MAT/06 presso il Dipartimento di Economia dell'Universita' di Chieti-Pescara, con SCADENZA il 4 APRILE 2019. Il bando e' disponibile alla pagina web https://www.unich.it/node/12117 Il Dipartimento di Economia dell'Universita' di Chieti-Pescara offre diversi corsi di MAT/06 sia in un indirizzo di Finanza (triennale e magistrale) che in un corso di laurea magistrale in Data Science. Le aree in cui esiste gia' una ricerca attiva nel Dipartimento sono: controllo stocastico, filtraggio, modelli stocastici per la finanza e le assicurazioni; processi stocastici con condizioni di frontiera, reti stocastiche, problemi di martingala, convergenza di processi stocastici. I giovani ricercatori in tutte le aree della Probabilita' sono caldamente invitati a fare domanda. Claudia Ceci e Cristina Costantini

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Reminder: RTD-B position in Financial mathematics, actuarial sciences or mathematics for economics - Call for interest - Ca' Foscari University of Venice
by Antonella Basso 07 Mar '19

07 Mar '19

RTD-B position in Financial mathematics, actuarial sciences or mathematics for economics University of Venice, Ca' Foscari <https://inomics.com/institution/university-of-venice-ca-foscari-1132315> The Department of Economics at the Ca’ Foscari University of Venice (DEC) invites expressions of interest for an RTD-B position (assistant professor with an associate professor tenure track) in *Financial mathematics and actuarial sciences*; expressions of interest in *Mathematics for economics *can also be considered. Our Department is devoted to promoting high quality research, seminars and conference activities, with the aim of contributing to the national and international policy debate. QS ranks our Department as top 250 worldwide, Shanghai Ranking as top 300, the most recent Italian National Research Assessment ranked us as fifth economics department in Italy. The Department has been recently financed by the Italian Ministry of Education, University and Research under the program “Departments of Excellence” for the 2018/2022 period. More information about the DEC can be found at _http://www.unive.it/pag/28365/. <http://www.unive.it/pag/28365/>_ Applicants should have an established track record of publications in top international journals and evidence of recognition in the international academic community, preferably including grant application and project management. A strong interest in high quality teaching is also expected. Applications from scholars working abroad are welcome and treated under a favorable tax waiver scheme. *Application Instructions* Applications should be received by March 15, 2019. They should include a CV, and should be sent to *_recruiting.dec(a)unive.it <mailto:recruiting.dec@unive.it>_**.* There are no restrictions regarding the nationality of the applicants. DEC is an equal opportunity employer. Please note that this is a call for interest, not a job vacancy announcement. The Department will advertise job vacancies later in the year. Antonella Basso -- Antonella Basso Prorettore alla Programmazione e Valutazione - Prorector at Planning and Valuation Dipartimento di Economia Università Ca' Foscari Venezia Fondamenta S. Giobbe - Cannaregio 873 30121 Venezia - Italy Tel. +39-041-2346914 - Fax +39-041-2347444 E-mail address:basso@unive.it Web page:http://www.unive.it/data/persone/5591751

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Seminario di Elena Bandini a Bologna (nuovo orario)
by Alberto Lanconelli 07 Mar '19

07 Mar '19

Statistics Seminars 2019 Martedì 12 marzo 2019 ore 10 Aula II, Dipartimento di Scienze Statistiche, piano terra "BSDEs driven by a general random measure and optimal control for piecewise deterministic Markov processes" Dott.ssa Elena Bandini, Università degli Studi di Milano-Bicocca Abstract: We consider an optimal control problem for piecewise deterministic Markov processes (PDMP) on a bounded state space. Here a pair of controls acts continuously on the deterministic flow and on the transition measure describing the jump dynamics of the process. For this class of control problems, the value function can be characterized as the unique viscosity solution to the corresponding integro-differential Hamilton-Jacobi-Bellman equation with a non-local type boundary condition. We are able to provide a probabilistic representation for the value function in terms of a suitable backward stochastic differential equation, known as nonlinear Feynman-Kac formula. The jump mechanism from the boundary entails the presence of predictable jumps in the PDMP dynamics, so that the associated BSDE turns out to be driven by a random measure with predictable jumps. Existence and uniqueness results for such a class of equations are non-trivial and are related to recent works on well-posedness for BSDEs driven by non quasi-left-continuous random measures" Tutti gli interessati sono invitati a partecipare Alberto Lanconelli Dipartimento di Scienze Statistiche "Paolo Fortunati" Alma Mater Studiorum - Università di Bologna

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RTD-B position in SECS-S/06 in Milano - call for interest
by Giovanni Puccetti 07 Mar '19

07 Mar '19

RTD-B position in Mathematical Methods for Economics, Finance and Actuarial Science in Milano - call for interest The Department of Economics, Management and Quantitative Methods (DEMM) of the University of Milano launches a call for expressions of interest to identify potential candidates for a RTD-B position in the sector 13/D4 (SECS-S/06), Mathematical Methods for Economics, Finance and Actuarial Science. The Department has been recently financed by the Italian Ministry of Education, University and Research under the program “Departments of Excellence” for the 2018/2022 period. Requests for information and expressions of interest, including a CV with publication record, must be sent to davide.parenti(a)unimi.it <mailto:davide.parenti@unimi.it> by March 31, 2019. Please note that this is a call for interest, not a job vacancy announcement. The Department will advertise job vacancies later in the year.

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Bocconi Summer School "Random Graphs and Complex Networks" - reminder
by Antonio Lijoi 07 Mar '19

07 Mar '19

REMINDER: Deadline for applications March 27, 2019! ************************************************************** Bocconi Summer School in Advanced Statistics & Probability, "Random Graphs and Complex Networks", 8-19 luglio 2019, Lake Como http://bocconi2019.lakecomoschool.org ************************************************************** We are pleased to announce that the 2019 edition of the Bocconi Summer School in Advanced Statistics and Probability, on RANDOM GRAPHS AND COMPLEX NETWORKS: STRUCTURE AND FUNCTION, will take place on July 8-19, 2019, at Villa del Grumello, on the shores of the Lake of Como, Italy. INSTRUCTORS Remco van der Hofstad (Eindhoven University of Technology, NL) Shankar Bhamidi (University of North Carolina, USA) Tutorials: Souvik Dhara (New England Lab, Microsoft Research and MIT, USA) Clara Stegehuis (Eindhoven University of Technology, NL) PROGRAM Random graphs are at the forefront of applied probability,, and a central topic in multidisciplinary science where mathematical ideas are used to model and understand the real world. The aim of this course is four-fold: present novel models to describe real-world networks, and their topological properties; study their local behavior; discuss networks functionality, as described by stochastic processes on them; and discuss several statistical problems of networks and their functionality, including community detection, estimation of preferential attachment functions, estimation of the source of an epidemic. The school will present basic material in the first week, while the second week will contain more advanced material, at the forefront of science. The Bocconi Summer School in Statistics and Probability is offered by Bocconi University, Milano, and is hosted by the Lake Como School of Advanced Studies. The aim of the School is to establish a track of high level courses on cutting-edge topics in Statistics and Probability. The school offers lectures delivered by internationally leading scholars on the specific designated topic, and supervised tutorials. The summer school is open to all interested scholars, but is especially addressed to PhD students, and possibly to brilliant MSc graduates/students interested in pursuing doctoral studies in Statistics, Probability, Data Science, Computer Science and related fields. A POSTER SESSION will take place in the first week of the school, where participants, upon request, may present their research. APPLICATIONS: In order to foster active interaction among students and instructors, the school is targeted for a class of at most 30 qualified and selected participants. Deadline for applications: March 27, 2019. REGISTRATION and FEES. The registration fee (530 euro) covers all the school activities and course material; accommodation for the 2 weeks (July 7- July 20 morning), wi-fi connection; all work-days lunches in the beautiful park of Villa del Grumello; welcome cocktail. Admitted participants should register by April 23, 2019. For more information, please visit the school website http:\\bocconi2019.lakecomoschool.org or contact BBS.statistics(a)unibocconi.it

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Postdoctoral position Prague
by enea giuseppe bongiorno 07 Mar '19

07 Mar '19

Ricevo ed inoltro. Cordiali saluti, Enea ---------- Forwarded message --------- From: <nagy(a)karlin.mff.cuni.cz> Date: Wed, 6 Mar 2019 at 12:52 Subject: Postdoctoral position Prague To: <enea.bongiorno(a)uniupo.it> Dear Enea, ... I was given the opportunity to hire a postdoctoral researcher to our department (Dept. of Probability and Math. Statistics) in Prague, to work with me on topics of data depth (i.e. multivariate / functional statistics), and the geometry around that. It will be a pure research position, no teaching, for about 18 months, starting this summer. The salary will be, of course, lower compared to the standards in the western Europe (about 1500 EUR net monthly), but it's surely enough for a decent life in Czech Rep. If you know about someone bright who might be interested in this position, I will be very grateful if you let us know, or if you spread the word. https://www.mathjobs.org/jobs/jobs/13621 ... Best regards, Stanislav --- Stanislav Nagy Charles University -- ------ Enea Bongiorno, PhD Università degli Studi del Piemonte Orientale Via Perrone 18, 28100, Novara, Italia Tel: +390321375317 <0321%20375317> e-mail: enea.bongiorno(a)uniupo.it

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PostDoc opportunity in Data Science in Milan
by stefano iacus 06 Mar '19

06 Mar '19

[apologizes for crossposting] The Department of Economics, Management and Quantitative Methods (DEMM), University of Milan, Italy launches a call for expressions of interest to identify potential candidates for a full-time, 3-year fixed-term Postdoctoral Research Associate position to work on a ground breaking programme grant funded by the Centre of Excellence in Economics and Data Science (CEEDS), awarded by the Italian Ministry of Education (MIUR). The gross remuneration package for this position will be approximately in the range €30,000-40,000 p.y. Applicants will be expected to have, or be close to completing, a PhD in Statistics, Probability Theory, Economics, Computer Science or related areas and must be able to actively contribute to the excellence of the departmental research and capable of publishing in top academic journals in the area of Statistical Inference and Data Science. Candidates will ideally be based in the Milan area and are expected to support the activities of DEMM, participating in the life of the Department through service. Applications must be sent to ceeds(a)unimi.it by March 31st, 2019 accompanied by a complete CV, a list of recent publications and two letters of recommendation. Direct informal enquiries should be sent to the recruitment administrator using the email address ceeds(a)unimi.it <mailto:ceeds@unimi.it> Detailed call at this link: https://ceeds.unimi.it/call-expressions-of-interest-for-a-postdoctoral-rese… ----------------------------------- Prof. Stefano M. Iacus, Ph.D. Department of Economics, Management and Quantitative Methods University of Milan Via Conservatorio, 7 I-20123 Milan - Italy Ph.: +39 02 50321 461 Fax: +39 02 50321 505 Twitter: @iacus http://scholar.google.com/citations?user=JBs9tJ4AAAAJ&hl=en http://orcid.org/0000-0002-4884-0047 ------------------------------------------------------------------------------------ Please don't send me Word or PowerPoint attachments if not absolutely necessary. See: http://www.gnu.org/philosophy/no-word-attachments.html

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assegni ricerca univ. piemonte orientale
by enea giuseppe bongiorno 05 Mar '19

05 Mar '19

Gentili Colleghi, si informa che è indetta una selezione per n. 8 assegni di ricerca – tipologia a – Macroarea umanistico-economicogiuridico-sociale - per lo svolgimento di attività di ricerca presso strutture dell’Università degli Studi del Piemonte Orientale “Amedeo Avogadro”. La selezione, effettuata da un'apposita commissione formata da docenti della Macroarea, prevede: a) la valutazione di un progetto di ricerca presentato dal candidato, b) la valutazione dei titoli, c) un colloquio. E' richiesto il titolo di Dottore di Ricerca. Tra le linee di ricerca per le quali è possibile concorrere vi è: *Semi and Nonparametric techniques for functional data with applications to economic and financial data (SD: SECS-S01 Statistica).* L'eventuale attività collegata con tale tematica si svolgerà presso il Dipartimento di Studi per l'Economia e l'Impresa di Novara. Chiunque fosse interessato, è pregato di contattare il Prof. E. Bongiorno o il Prof. A. Goia (enea.bongiorno(a)uniupo.it, aldo.goia(a)uniupo.it) per chiarimenti e/o informazioni. Il bando (reperibile al link: https://www.uniupo.it/ricerca/assegni-di-ricerca/bandi/bando-n-237%E2%80%93… ) ha scadenza 1 aprile 2019 (ore 16.00). Cordiali saluti, E. Bongiorno A. Goia -- ------ Enea Bongiorno, PhD Università degli Studi del Piemonte Orientale Via Perrone 18, 28100, Novara, Italia Tel: +390321375317 <0321%20375317> e-mail: enea.bongiorno(a)uniupo.it

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Seminario di Elena Bandini a Bologna
by Alberto Lanconelli 05 Mar '19

05 Mar '19

Statistics Seminars 2019 Martedì 12 marzo 2019 ore 16 Aula seminari, Dipartimento di Scienze Statistiche, I piano "BSDEs driven by a general random measure and optimal control for piecewise deterministic Markov processes" Dott.ssa Elena Bandini, Università degli Studi di Milano-Bicocca Abstract: We consider an optimal control problem for piecewise deterministic Markov processes (PDMP) on a bounded state space. Here a pair of controls acts continuously on the deterministic flow and on the transition measure describing the jump dynamics of the process. For this class of control problems, the value function can be characterized as the unique viscosity solution to the corresponding integro-differential Hamilton-Jacobi-Bellman equation with a non-local type boundary condition. We are able to provide a probabilistic representation for the value function in terms of a suitable backward stochastic differential equation, known as nonlinear Feynman-Kac formula. The jump mechanism from the boundary entails the presence of predictable jumps in the PDMP dynamics, so that the associated BSDE turns out to be driven by a random measure with predictable jumps. Existence and uniqueness results for such a class of equations are non-trivial and are related to recent works on well-posedness for BSDEs driven by non quasi-left-continuous random measures" Tutti gli interessati sono invitati a partecipare Alberto Lanconelli Dipartimento di Scienze Statistiche "Paolo Fortunati" Alma Mater Studiorum - Università di Bologna

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Funded PhD opportunities in Ireland
by Eberhard.Mayerhofer 04 Mar '19

04 Mar '19

Dear Colleagues, dear Students, a PhD training initiative of the Universities Limerick, Maynooth and University College Dublin accepts applications for intake in fall 2019. This is "data science" from a mathematical modeller's point of view, and with industry involvement. Please read more about the training initiative and the application process on www.data-science.ie Supervisors are typically chosen by the end of year 1, but if you are interested to write a PhD thesis in Stochastic Analysis or Financial Mathematics, you are invited to give a preference in your cover letter. Dipl.-Ing. Dr. Eberhard Mayerhofer, Privatdozent Senior Lecturer in Financial Mathematics University of Limerick

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Research Fellowship in Econometrics in memory of Carlo Giannini
by Monica Billio 03 Mar '19

03 Mar '19

Ca’ Foscari University of Venice, Associazione Carlo Giannini, Centro Interuniversitario di Econometria (CIdE), Unicredit Foundation and Bank of Italy award a Research Fellowship in Econometrics in memory of Carlo Giannini. The Fellowship is aimed to young researchers of all nationalities who wish to undertake advanced research in econometrics in an Italian university. The competition is based on candidates curriculum, research papers and publications and a research project. The deadline for application will be March 31, 2019. The award committee will reach a decision by April 30, 2019. The Fellowship will start on October 1, 2019 and will entitle the winner to the payment of a yearly sum of Euro 46,000, exempt of Italian taxes and social security contribution. The duration of the Fellowship will be two years. A summary of the call may be found here (https://www.unicreditfoundation.org/en/proposals/CarloGianniniFellowship.ht…), while the official call may be found here (https://www.unive.it/data/28824/). -- -- Monica Billio Dipartimento di Economia, Università Ca' Foscari Venezia Fondamenta San Giobbe 873, 30121 Venezia Tel +39 041 2349170, Fax +39 041 2349176 E-mail billio(a)unive.it http://www.unive.it/persone/billio http://ideas.repec.org/e/pbi55.html http://papers.ssrn.com/sol3/cf_dev/AbsByAuth.cfm?per_id=303041 http://scholar.google.it/citations?user=ll83_twAAAAJ&hl=en CREDIT 2019 http://www.greta.it/credit/credit2018/credit2019.htm

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Call for application PhD in Economics Ca' Foscari University 2019-20
by Antonella Basso 28 Feb '19

28 Feb '19

Dear Colleague, I would be grateful if you could bring to the attention of your best students the 2019-2020 edition of the PhD Program in Economics offered by the Ca' Foscari University of Venice. The PhD Program in Economics aims at training selected students for a career as economists in academic institutions or in research departments of national and international organizations, public institutions, private corporations, central banks, financial institutions. Our recent PhDs first placement include positions both in Italian and foreign Universities such as Università Libera di Bolzano, Università degli Studi di Modena e Reggio Emilia, Luiss Guido Carli, Università degli studi di Padova, King’s College London, Boston University, University of Gondar and Zhongnan University of Economics and Law. Some PhDs were employed by private companies such as Morgan Stanley-London, Microsoft and public and private research centers: Banca d’Italia, Bundesbank, Banque Centrale du Luxembourg, European Central Bank, Ecuador Ministry of Education. The considerable diversification of research areas covered by the members of Department of Economics and their international reputation provide an excellent environment where students of most fields in economics can find research ideas and tight guidance for their doctoral studies. The PhD program has a duration of four years. For the academic year 2019-2020, 7 positions are available. Six of them come with a scholarship (around 15,300 € per year) - two of which have a bound topic (Economics and Risk Analystics for Public Policies), and one is reserved for non-Italian applicants who can prove to have their own scholarship covering four years. Deadline for application is *April 10th 2019*, 13h00 (Italian time). Information and application procedure can be found at http://www.unive.it/phdapplication Information on the PhD in Economics can be found at http://www.unive.it/phdeconomics Any questions on the program may be addressed to the PhD Secretariat at: sse(a)unive.it Thank you for your cooperation Best regards Antonella Basso ********************************************************************************************** Caro Collega, Ti scrivo per segnalarti l’apertura del bando per il programma di dottorato in Economics offerto dal dipartimento di Economia dell’Università Ca’ Foscari di Venezia. Quest’anno sono disponibili 6 posti con borsa quadriennale (circa 15.300€ annui per l’intera durata del dottorato) di cui due a tematica vincolata sul tema "Economics and Risk Analystics for Public Policies", più un posto per studenti stranieri in possesso di borsa di studio propria. Il bando si chiude il *10 aprile 2019 alle 13.00,* ora italiana. Il dottorato ambisce a preparare un gruppo selezionato di studenti per la carriera accademica, ma anche per ricoprire posizioni in research departments di organizzazioni internazionali, istituzioni pubbliche, imprese private banche centrali e istituzioni finanziarie. I primi placement dei nostri più recenti dottori di ricerca includono contratti o assegni di ricerca presso atenei, italiani o stranieri, (Università Libera di Bolzano, Università degli Studi di Modena e Reggio Emilia, Luiss Guido Carli, Università Ca’ Foscari e Università degli studi di Padova). Alcuni dottori hanno invece intrapreso la carriera universitaria come ricercatori presso atenei stranieri: King’s College London, Boston University, University of Gondar, Zhongnan University of Economics and Law. Altri invece hanno trovato la loro prima occupazione presso enti o aziende privati (Euromonitor International a Vilnius, Morgan Stanley-London, Microsoft) e enti di ricerca pubblici o istituzioni pubbliche (Banca d’Italia, Bundesbank, Banque Centrale du Luxembourg, Banca Centrale Europea, Tertiary Education Commission e Ecuador Ministry of Education). Il programma di dottorato ha una durata quadriennale. Il primo anno i dottorandi seguono un intenso programma di corsi avanzati. Gli studenti ammessi al secondo anno si concentrano sul lavoro di tesi e partecipano attivamente alla vita del dipartimento. L’ampio spettro di interessi di ricerca e la reputazione internazionale della faculty di area economica e quantitativa di Ca’ Foscari, così come il ricco programma di seminari e workshop di livello internazionale organizzati in dipartimento permettono agli studenti di lavorare in un ambiente stimolante per tutta la durata del corso di dottorato. Gli studenti più meritevoli ricevono l’adeguato supporto, anche economico, per partecipare a conferenze e workshop internazionali e per poter competere sul job market internazionale. Puoi trovare maggiori dettagli riguardo il bando a questo link: http://www.unive.it/phdapplication Informazioni dettagliate sul PhD in Economics a Ca’ Foscari: http://www.unive.it/phdeconomics Qualsiasi richiesta di informazioni riguardo il programma può essere rivolta alla Segreteria del dottorato all'indirizzo: sse(a)unive.it Cordiali saluti Antonella Basso -- Antonella Basso Prorettore alla Programmazione e Valutazione - Prorector at Planning and Valuation Dipartimento di Economia Università Ca' Foscari Venezia Fondamenta S. Giobbe - Cannaregio 873 30121 Venezia - Italy Tel. +39-041-2346914 E-mail address: basso(a)unive.it Web page: http://www.unive.it/data/persone/5591751

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Summer School “Model-Guided Data Science”
by Federico Bassetti 27 Feb '19

27 Feb '19

Dear Colleagues, Applications are now open for our Summer School * “Model-Guided Data Science”* to be held at the Lake Como School of Advanced Studies - on September 2-6, 2019. This is the 3rd edition of a previously event; numbers are limited to a maximum of 40 students. Application Deadline: March 30 2019 The school is targeted to doctoral students and postdocs with interdisciplinary vocation and quantitative background (statistical physics, computer science, bioinformatics, math, physics, engineering, etc.). The aim of this school is to enrich and integrate their scientific training towards academic and non-academic areas of Data Science. An intensive training week will include two cycles of lectures, tutorials on specific topics and hands-on work on concrete examples. In partnership with POLIS, Regione Lombardia <http://www.polis.lombardia.it/> Polis will provide *data* for hands-on sessions from case studies of societal relevance. *For further information on scope of the meeting, speakers, program, applications, deadlines, venue, etc. see the school web site* http://mgds.lakecomoschool.org/ Please help us to promote this meeting by forwarding this email to anyone you know might be interested, and especially bring this announcement to the attention of your students or post-docs, who are likely not on our mailing lists. Apologies if you receive this message multiply. The Organizers, Federico Bassetti, Fabrizio Capuani, Marco Cosentino Lagomarsino, Marco Gherardi %%%%% Lecturers Roberto Casarin, Venice Antonio Celani, Trieste Remi Monasson, Paris Paul Wiggins, Seattle Symposium Speakers Carlo Baldassi, Milan Chiara Cammarota, London Roberto Casarin, Venice Antonio Celani, Trieste Simona Cocco, Paris Jacopo Grilli, Santa Fe Estelle Pitard, Montpellier Francesca Tria, Rome Paul Wiggins, Seattle Riccardo Zecchina, Milan Open Debate - Data science and the art of modelling Hykel Hosni, Milan Pierluigi Contucci, Bologna Angelo Vulpiani, Rome

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Seminario di Piergiacomo Sabino a Bologna
by Alberto Lanconelli 25 Feb '19

25 Feb '19

Statistics Seminars 2019 Lunedì 4 Marzo 2019 ore 15 Aula seminari - Dipartimento di Scienze Statistiche, I piano “Forward or backward simulation? A comparative study” Dr. Piergiacomo Sabino - Uniper Global Commodities SE, Dusseldorf Abstract:"The aim of this study is to present algorithms for the backward simulation of standard processes that are commonly used in financial applications. We extend the works of Ribeiro and Webber and Avramidis and L’Ecuyer on gamma bridge and obtain the backward construction of a Gamma process. Moreover, we are able to write a novel acceptance-rejection algorithm to simulate Inverse Gaussian (IG) processes backward in time. Therefore, using the time-change approach, we can easily get the backward generation of the Compound Poisson with infinitely divisible jumps, the Variance–Gamma the Normal–Inverse–Gaussian processes and then the time-changed version of the OU process (SubOU) introduced by Li and Linetsky. We then compare the computational costs of the sequential and backward path generation of such processes and show the advantages of adopting the latter one, in particular in the context of pricing American options or energy facilities like gas storages." Tutti gli interessati sono invitati a partecipare Alberto Lanconelli Dipartimento di Scienze Statistiche "Paolo Fortunati" Alma Mater Studiorum - Università di Bologna

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Fwd: IMT SCHOOL - 2019/20 PHD CALL :: PROGRAMMI DI DOTTORATO
by Irene Crimaldi 21 Feb '19

21 Feb '19

[image: PhD Call 2018 Header] *2019/20* *CALL FOR PHD APPLICATIONS* *32 POSITIONS WITH FULL SCHOLARSHIP* *DEADLINE: April 23rd, 2019 at 12:00 pm CEST* We are pleased to inform you about the IMT School for Advanced Studies Lucca's four year PhD Programs and their specialized tracks Siamo lieti di annunciare i due Programmi di Dottorato di durata quadriennale della Scuola IMT Alti Studi Lucca e i loro track specialistici: Cognitive and Cultural Systems PhD Program - Analysis and Management of Cultural Heritage (AMCH) - Cognitive, Computational and Social Neurosciences (CCSN) Systems Science PhD Program - Computer Science and Systems Engineering (CSSE) - Economics, Networks and Business Analytics (ENBA) - No tuition fees, free room and access to IMT Canteen - Esenzione dalle tasse d'iscrizione, alloggio gratuito, accesso gratuito alla mensa - A grant of €15,300 gross/year - Importo lordo della borsa: €15.300/anno Candidates can apply if they obtain their (minimum) 4-year undergraduate degree NO LATER than October 31st, 2019 Possono fare domanda coloro che conseguano il titolo valido per l'ammissione entro e NON OLTRE il 31 ottobre 2019 MORE INFORMATION AND APPLICATION <https://www.imtlucca.it/it/programma-dottorato/anno-accademico-2019-20> The IMT School for Advanced Studies Lucca (www.imtlucca.it <http://imtlucca.it>), one of the six Schools of Excellence in Italy, is a research university within the Italian public higher education system. The IMT School's mission is characterized by the analysis and management of a plurality of economic, social, scientific, technological and cultural systems. La Scuola IMT Alti Studi Lucca (www.imtlucca.it <http://imtlucca.it>), una delle sei Scuole di Eccellenza in Italia, è un'istituzione universitaria pubblica di ricerca e alta formazione dottorale a ordinamento speciale, focalizzata sull'analisi e gestione dei sistemi economici, sociali, scientifici, tecnologici e culturali. Follow us on Facebook <https://www.facebook.com/IMT-School-for-Advanced-Studies-Lucca-187139651342…>, Twitter <https://twitter.com/IMTLucca>, YouTube <https://www.youtube.com/user/IMTAltiStudiLucca>, LinkedIn <https://www.linkedin.com/company/imt-lucca-institute-for-advanced-studies?t…> Please note that this account is used for outgoing e-mails only, and therefore your reply message will not be read. For inquiries regarding the 2019/20 IMT School PhD call, please write to phdapplications(a)imtlucca.it IMT School for Advanced Studies Lucca Piazza San Ponziano 6, 55100 Lucca - Italy Tel: +39 0583 4326 597, fax: +39 0583 4326 565 www.imtlucca.it <http://imtlucca.it> *PRIVACY NOTICE:* The new GDPR data and privacy guidelines, EU 2016/679, went into effect on May 25th 2018. Please note that your personal information (name, email address) will continue being managed by this office exclusively to communicate information about the IMT School PhD Programs. If you no longer wish to receive these messages, please send an email to phdapplications(a)imtlucca.it so that we can remove your email address from our list. For more information regarding the IMT School privacy guidelines (in Italian only), please see the following link: https://www.imtlucca.it/amministrazione-trasparente/trasparenza:altri_conte… . *Il 25 maggio 2018 e' entrato in vigore il nuovo Regolamento generale sulla protezione dei dati delle persone fisiche, UE 2016/679, comunemente indicato con l'acronimo GDPR. Si precisa che i suoi dati personali (nome, indirizzo mail) sono e continueranno ad essere trattati da questo Ufficio esclusivamente al fine di promuovere i Programmi di dottorato offerti dalla Scuola IMT Alti Studi di Lucca. Qualora non desideriate ricevere ulteriori comunicazioni sui Programmi di dottorato, siete pregati di inviare una mail al seguente indirizzo: phdapplications(a)imtlucca.it <phdapplications(a)imtlucca.it>. In tal modo provvederemo alla cancellazione dei vostri dati e non riceverete piu' nessuna comunicazione in merito. Per ulteriori informazioni si rimanda alla pagina di aggiornamento dell'informativa privacy della Scuola IMT Alti Studi di Lucca disponibile al seguente link: https://www.imtlucca.it/amministrazione-trasparente/trasparenza:altri_conte… <https://www.imtlucca.it/amministrazione-trasparente/trasparenza:altri_conte…>.*

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RTDa 01/A3 a Pisa
by Marco Romito 20 Feb '19

20 Feb '19

Scrivo per annunciare il bando per una posizione RTD-A nel settore 01/A3 (analisi e probabilità) presso il Dipartimento di Matematica dell'Università di Pisa, con scadenza le ore 13 del 18 marzo 2019. Il bando è disponibile alla pagina https://alboufficiale.unipi.it/wp-content/uploads/2019/02/bandoRIC2018a1-al… --------------------------------------------------------------------- I would like to announce a junior researcher position (RTD-A) in Analysis or Probability at University of Pisa. The official call (in italian) can be found at https://alboufficiale.unipi.it/wp-content/uploads/2019/02/bandoRIC2018a1-al… The position is a fixed-term contract of employment for three years. The deadline is March 18, 2019, at 1pm.

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Workshop New Frontiers in Stochastics for Economics and Finance - Siena, May 30-June 01, 2019
by Ferrari, Giorgio 19 Feb '19

19 Feb '19

Dear All, we are happy to announce the Workshop *New Frontiers in Stochastics for Economics and Finance* to be held at the Department of Economics and Statistics of the University of Siena on *May 30-June 01, 2019* https://sites.google.com/view/workshop-bisi2019/home The workshop is thought as a forum for discussing new developments concerning stochastic methods and models arising in economics, finance, and game theory. Our invited speakers are: *René Aïd* (Univ. Paris Dauphine) *Luciano Campi* (LSE London) *Claudia Ceci* (Univ. Chieti-Pescara) *Patrick Cheridito* (ETH Zurich) *Claudio Fontana* (Univ. Padova) *Marco Frittelli *(Univ. degli Studi di Milano) *Fausto Gozzi *(LUISS University of Rome) *Ioannis Karatzas* (Columbia University) *Kostas Kardaras* (LSE London) *Michael Kupper* (Univ. Konstanz) *Huyen Pham* (Univ. Paris 7) *Frank Seifried *(Univ. Trier) *Peter Tankov *(ENSAE ParisTech) *Nizar Touzi* (Ecole Politechnique, Paris) *Thaleia Zariphopoulou *(University of Texas, Austin) ***_ _* *_REGISTRATION & POSTER SESSION_* Please note that *registration is now open* and can be done through the following link https://sites.google.com/view/workshop-bisi2019/registration *Deadline for registration is April 15, 2019.* Unfortunately, due to logistic constraints, *we have to limit the number of external participants to 25*. Therefore, if you are interested in our event, please register as soon as possible. We are also planning to organize a *poster session for Ph.D. students and post-doctoral researchers*. If you would like to present your work, please contact sfb1283.imw(a)uni-bielefeld.de Best wishes, Giorgio Ferrari (on the behalf of the organizing commitee)

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Seminario Prof. Anton Kleywegt 26 febbraio
by Asmerilda Hitaj 19 Feb '19

19 Feb '19

Si avvisa che il giorno martedì 26 Febbraio 2019, alle ore 14:30, presso l’Università degli studi di Milano- Bicocca, via degli Arcimboldi 8 - edificio U7, quarto piano- aula seminari 4026, si terrà il seguente seminario: Speaker: Professor Anton Kleywegt (Georgia Tech, ISyE) Title: Distributionally Robust Stochastic Optimization with Wasserstein Distance Cordiali saluti -- Asmerilda Hitaj

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Conference AMAMEF 2019 (fwd)
by Tiziano Vargiolu 18 Feb '19

18 Feb '19

---------- Forwarded message ---------- Date: Mon, 18 Feb 2019 15:10:59 +0100 From: runggal(a)math.unipd.it To: vargiolu(a)math.unipd.it Subject: Fwd: Conf?rence AMAMEF 2019 %%%%%%%%%%%%%%%%%%%%%%%%%%% (with apologies for cross-posting) We are pleased to announce that the 9th General AMaMeF (Advanced Mathematical Methods in Finance) Conference will take place on June 11-14, 2019 in Paris. Plenary lectures will be given by Erhan Bayraktar (University of Michigan) Giorgia Callegaro (University of Padova) Giula Di Nunno (University of Oslo) Martin Larsson (ETH Z?rich) Johannes Muhle-Karbe (Imperial College London) Mathieu Rosenbaum (Ecole Polytechnique) Mihail Zervos (London School of Economics) Johanna Ziegel (University of Bern) The program further consists of invited sessions, contributed lectures and posters. For details regarding registration, submission of abstracts and deadlines, please refer to https://9amamef.sciencesconf.org

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AMaMeF Conference 2019
by Giorgia Callegaro 18 Feb '19

18 Feb '19

The 9th General AMaMeF (Advanced Mathematical Methods in Finance) Conference will take place on June 11-14, 2019 in Paris. Plenary lectures will be given by: Erhan Bayraktar (University of Michigan) Giorgia Callegaro (University of Padova) Giula Di Nunno (University of Oslo) Martin Larsson (ETH Zürich) Johannes Muhle-Karbe (Imperial College London) Mathieu Rosenbaum (Ecole Polytechnique) Mihail Zervos (London School of Economics) Johanna Ziegel (University of Bern) The program consists of invited sessions, contributed lectures and posters. For details regarding registration, submission of abstracts and deadlines, please refer to https://9amamef.sciencesconf.org/ -- Giorgia Callegaro Assistant 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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Deadline for submissions at the Leeds conference on "Stochastic Control and Games Under Ambiguity"
by Tiziano De Angelis 16 Feb '19

16 Feb '19

Dear All, This is a kind reminder that the deadline to submit a contribution to the second Leeds Conference on "*Stochastic Control and Games Under Ambiguity*" (8-9 April 2019) is *19 February 2019*. You can send your title and abstract by email to t.deangelis[at]leeds.ac.uk (Tiziano) or j.palczewski[at]leeds.ac.uk (Jan) Further details concerning the conference can be found at https://conferences.leeds.ac.uk/ambiguity2019/ A full list of *invited speakers* is available at https://conferences.leeds.ac.uk/ambiguity2019/participants/ *Registration: *Registration is now open and will close on 17 March 2019 https://conferences.leeds.ac.uk/ambiguity2019/registration/ *Support for PhD students:* We have some funds available to support attendance by PhD students, please enquire with the organisers (Jan and Tiziano) about this opportunity. We hope to see many of you in Leeds. If you have any queries please do not hesitate to get in touch. Best wishes, Jan and Tiziano

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[CSAMA 2019] Statistical Data Analysis for Genome-Scale Biology, July 21-26, 2019, Brixen (IT)
by stefano iacus 14 Feb '19

14 Feb '19

[Apologizes for cross-posting] Dear all, I’d like to draw your attention to the course CSAMA 2019 in Brixen/Bressanone - Statistical Data Analysis for Genome-Scale Biology (http://www-huber.embl.de/csama2019/ <http://www-huber.embl.de/csama2019/>). The one-week intensive course Statistical Data Analysis for Genome-Scale Biology teaches statistical and computational analysis of multi-omics studies in biology and biomedicine. It covers the underlying theory and state of the art (the morning lectures) and practical hands-on exercises based on the R / Bioconductor environment (the afternoon labs). At the end of the course, you should be able to run analysis workflows on your own (multi-)omic data, adapt and combine different tools, and make informed and scientifically sound choices about analysis strategies. The course is intended for researchers who have basic familiarity with the experimental technologies and their applications in biology, and who are interested in making the step from a user of bioinformatics software towards adapting or developing their own analysis workflows. If you have colleagues that you think might benefit, please let them know about the course. Thank you! Kind regards Stefano M. Iacus ----------------------------------- Prof. Stefano M. Iacus, Ph.D. Department of Economics, Management and Quantitative Methods University of Milan Via Conservatorio, 7 I-20123 Milan - Italy Ph.: +39 02 50321 461 Fax: +39 02 50321 505 Twitter: @iacus http://scholar.google.com/citations?user=JBs9tJ4AAAAJ&hl=en http://orcid.org/0000-0002-4884-0047 ------------------------------------------------------------------------------------ Please don't send me Word or PowerPoint attachments if not absolutely necessary. See: http://www.gnu.org/philosophy/no-word-attachments.html

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Seminario di Paolo Pigato a Bologna
by Alberto Lanconelli 13 Feb '19

13 Feb '19

Statistics Seminars 2019 Giovedì 28 febbraio 2019 ore 16 Aula seminari - Dipartimento di Scienze Statistiche, I piano "Density and tube estimates for diffusion processes under Hormander-type conditions" Dr. Paolo Pigato, Weierstrass Institute for Applied Analysis and Stochastics, Berlino Abstract:"We recall some classic results on the regularity of solutions of stochastic differential equations. Then we consider two specific diffusion processes satisfying hypoellipticity conditions of Hormander type. Using Malliavin Calculus techniques recently developed to deal with degenerate problems, we find estimates for the density of the law of the solution, which we use to prove exponential bounds for the probability that the diffusion remains in a small tube, around a deterministic path, up to a given time. We then present some work in progress on asymptotic sharp estimates for the density and its derivatives for a similar, higher dimensional system." Tutti gli interessati sono invitati a partecipare Alberto Lanconelli Dipartimento di Scienze Statistiche "Paolo Fortunati" Alma Mater Studiorum - Università di Bologna

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de Finetti risk seminar - February 2019
by Emanuela Rosazza 13 Feb '19

13 Feb '19

On behalf of the Scientific Committee of the de Finetti Risk Seminars, we are glad to invite you to participate at the following Lecture Jocelyne Bion-Nadal Ecole Polytechnique, Paris Title: Fully-Dynamic risk-indifference pricing Abstract: We propose a dynamic risk-indifference pricing evaluation derived from a fully-dynamic risk- measure on Lp-spaces. The concept of fully-dynamic risk-measures offers the possibility of changing the risk perspectives over time. It ts well the study of both short and long term investments. Dynamic risk-indifference pricing is an alternative to utility-indifference pricing. In the case p = +infinity, we prove that risk indifference pricing provides a proper convex price system. On the contrary, for p < infinity, it turns out that the domain of the risk-indifference pricing operator is not the whole Lp(Ft), not even a vector space. Therefore we propose a new framework. We prove Fatou property and time-consistency and we obtain a represen- tation result. LOCATION: The seminar will be held on Wednesday, February 20, at 18.00, Aula Chisini, Dept. of Mathematics, Milano University, Via C. Saldini 50, Milano. Scientific Committee Prof. Simone Cerreia-Voglio (Univ. Bocconi) Prof. Marco Frittelli (Univ. degli Studi di Milano) Prof. Fabio Maccheroni (Univ. Bocconi) Prof. Massimo Marinacci (Univ. Bocconi) Prof. Emanuela Rosazza Gianin (Univ. Milano-Bicocca) Dott. Marco Maggis (Univ. degli Studi di Milano) ****************************************************************************************** Emanuela Rosazza Gianin Dipartimento di Statistica e Metodi Quantitativi Università di Milano-Bicocca Edificio U7 – 4° Piano Via Bicocca degli Arcimboldi, 8 20126 Milano Tel. 02 64483208 Fax. 02 64483105 e-mail: emanuela.rosazza1(a)unimib.it *******************************************************************************************

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PhD Position on Random Matrix Theory at Sussex
by Enrico Scalas 12 Feb '19

12 Feb '19

Car* collegh*, vi invio il messaggio seguente con preghiera di diffusione. All'Universita' del Sussex possiamo offrire una borsa di dottorato sul tema: Eigenvalues of Large Random Matrices: Characteristic Polynomials and Fluctuations. Trovate piu' informazioni in questi siti: https://www.jobs.ac.uk/job/BPZ379/phd-studentship-in-eigenvalues-of-large-r… https://www.sussex.ac.uk/study/fees-funding/phd-funding/view/1043-PhD-Stude… La scadenza per inviare le domande e' l'11 marzo 2019. Cordiali saluti, Enrico Scalas

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2019/20 PhD Programs at the IMT School for Advanced Studies Lucca
by Irene Crimaldi 12 Feb '19

12 Feb '19

*2019/20 PhD Programs at the IMT School for Advanced Studies Lucca* *Deadline for applications – April 23 rd 2019, 12 pm CEST* Applications are now being accepted for the 2019/20 PhD Programs at the IMT School for Advanced Studies Lucca (www.imtlucca.it), one of the six Schools of Excellence in Italy and one of the highest rated graduate schools in Europe according to the most recent U-Multirank survey. Highly motivated candidates from all disciplines are invited to apply for one of the *32 fully-funded scholarships within two doctoral Programs* that integrate scientific competences of economics, engineering, computer science, neuroscience and behavioral psychology, physics, applied mathematics, statistics, history and sciences of cultural heritage. All students are based in the recently restored San Francesco complex, a fully integrated Campus in the historical center of the beautiful Tuscan city of Lucca. The Campus includes renewed residential facilities, an on-site canteen, study and living rooms, a state-of-the-art library and outdoor recreational spaces, which foster a unique cultural, professional and social environment for our doctoral program. Eligible students, in addition to free room and board, will also receive a research scholarship which amounts to approximately €15,300/year. The scholarships are fully-funded for up to four years, with a possibility of graduating after the third year. The PhD Programs at the IMT School attracts students from around the world, providing a truly international environment. English is the official language of the School. Moreover, all students will have the opportunity to spend periods abroad at research institutes, laboratories or universities, both within the Erasmus+ framework and through ad hoc mobility agreements. Most IMT School PhD Graduates have reached prominent roles in academics, governmental institutions, public and private companies or professions across the globe. To find out more about the School, the admission requirements and how to apply, please see https://www.imtlucca.it/en/programma-dottorato/overview *Deadline for applications – April 23 rd 2019, 12 pm CEST* Find the IMT School on Facebook, Twitter, LinkedIn and YouTube for the latest news.

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seminario di Paul Gassiat a Pisa
by Marco Romito 12 Feb '19

12 Feb '19

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seminario a Pavia - 19 febbraio 2019
by benedetta.ferrario 12 Feb '19

12 Feb '19

ANNUNCIO di SEMINARIO Martedì 19 febbraio 2019 la prof. Hakima Bessaih (Wyoming) terrà un seminario presso l'aula Beltrami del Dipartimento di Matematica - Pavia; inizio previsto per le ore 14:00 precise. Tutti gli interessati sono invitati a partecipare. *Title*: Numerical schemes for the 2d Stochastic Navier-Stokes equations: Strong rate of convergence. *Abstract*: We consider a time discretization scheme of Euler type for the 2d stochastic Navier-Stokes equations on the torus. We prove a mean square rate of convergence. This refines previous results established with a rate of convergence in probability only. Using exponential moment estimates of the solution of the Navier-Stokes equations and a convergence of a localized scheme, we can prove strong convergence of fully implicit and semi-implicit time Euler discretization and also a splitting scheme. The speed of convergence depends on the diffusion coefficient and the viscosity parameter.

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Seminari prof. Popovici a Varese
by Moretto Enrico 11 Feb '19

11 Feb '19

con la presente chiedo che vengano diffusi mediante la lista random gli avvisi relativi a tre seminari che il prof. Nicolae Popovici (Department of Mathematics - Faculty of Mathematics and Computer Science - Babes-Bolyai University – Cluj-Napoca, Romania) terrà presso il Dipartimento di Economia dell'Insubria. Si allegano anche le locandine. Grazie mille cordiali saluti enrico moretto *** Seminar announcement: Nicolae Popovici on a general local-global extremality principle in vector optimization On February 13th, 2019, 15.00-16.00, Prof. Nicolae Popovici (Department of Mathematics - Faculty of Mathematics and Computer Science - Babes-Bolyai University – Cluj-Napoca, Romania) will give a talk on “A general local-global extremality principle in vector optimization” (joint with Ovidiu Bagdasar, University of Derby, UK) Abstract It is known that any local minimal point of a semistrictly quasiconvex real-valued function is a global minimal point; also, any local maximal point of an explicitly quasiconvex real-valued function is a global minimal point, provided that it belongs to the intrinsic core of the function's domain. We have shown that these local min - global min and local max - global min type properties can be extended and unified by a general local-global extremality principle for generalized convex vector-valued functions with respect to two proper subsets of the outcome space. Keywords: unified vector optimization; generalize convex functions. Seminar announcement: Nicolae Popovici on new algorithms for solving discrete vector optimization problems On February 14th, 2019, 15.00-16.00, Prof. Nicolae Popovici (Department of Mathematics - Faculty of Mathematics and Computer Science - Babes-Bolyai University – Cluj-Napoca, Romania) will give a talk on “New algorithms for solving discrete vector optimization problems” (joint with Christian Guenther, Martin-Luther University of Halle-Wittenberg, Germany) Abstract We present some new Graef-Younes type algorithms for solving discrete vector optimization problems. In order to determine all minimal elements of a finite set with respect to an ordering cone, the original approach proposed by Jahn in 2006 (known as the Jahn-Graef-Younes method) consists of a forward iteration (Graef-Younes method), followed by a backward iteration. Our methods involve additional sorting procedures based on scalar cone-monotone functions. Keywords: discrete vector optimization; cone-monotone scalarization functions. Seminar announcement: Nicolae Popovici on a new algorithm for solving planar multiobjective location problems involving the Manhattan norm On February 15th, 2019, 11.00-12.00, Prof. Nicolae Popovici (Department of Mathematics - Faculty of Mathematics and Computer Science - Babes-Bolyai University – Cluj-Napoca, Romania) will give a talk on “New algorithms for solving discrete vector optimization problems” (joint with Shabagh Alzorba, Christian Guenther and Christiane Tammer, Martin-Luther University of Halle-Wittenberg, Germany) Abstract We study unconstrained planar multiobjective location problems, where distances between points are defined by means of the Manhattan norm. By eliminating the nonessential objectives we develop an effective algorithm for generating the whole set of efficient solutions as the union of a special family of rectangles and line segments. Keywords: location problems; Fermat-Weber type problems; Matlab algorithms.

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PhD Position(s) in Financial Mathematics (Limerick, Ireland)
by Eberhard.Mayerhofer 11 Feb '19

11 Feb '19

Dear Colleagues, please forward the following job description to interested master students in their final year. The University of Limerick invites applications for a fully funded PhD (4 years) in Financial Mathematics. The successful candidate will have a solid preparation in Mathematics, in particular in Analysis and/or Probability, and a keen interest in developing novel Mathematical and Computational tools to solve Finance problems. Potential research topics include pricing or investment with several assets and derivative contracts, and will be jointly supervised by Eberhard Mayerhofer (Limerick) and Paolo Guasoni (Dublin). Candidates should send to eberhard.mayerhofer(a)ul.ie: 1. Current CV 2. Official transcripts 3. Personal statement 4. Two recommendation letters (sent by referees, not candidates). ________________________________ Dipl.-Ing. Dr. Eberhard Mayerhofer, Privatdozent Senior Lecturer in Financial Mathematics University of Limerick www.eberhard-mayerhofer.eu

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Minicorso Nikolay Tzvetkov
by Franco Flandoli 08 Feb '19

08 Feb '19

Nei giorni 12-13-14 febbraio, il prof. Nikolay Tzvetkov terrà un minicorso su: Random data wave equations presso il Centro De Giorgi di Pisa. Orario e dettagli si possono trovare alla pagina http://crm.sns.it/course/5978/ Molti saluti, Franco Flandoli

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Workshop "Nonlinear and Fractional Operators" - Sapienza Univ., April 12-13, 2019
by Luisa Beghin 08 Feb '19

08 Feb '19

Dear Colleagues, we are happy to announce the *Workshop "Nonlocal and Fractional Operators"* to be held at the Department of Statistical Sciences, *Sapienza University of Rome *on *April 12-13, 2019.* Please find the details in the link below: https://sites.google.com/view/lfo12-13aprile2019/home The workshop is dedicated to *prof. *Renato Spigler (Dept. Mathematics and Physics, Roma Tre University) in the occasion of his retirement and wishes to celebrate his scientific contributions in the field of fractional calculus and numerical analysis. *Topics* include *probability, mathematical physics and numerical analysis* . Our invited speakers are: - A.Bazzani (Dept. Physics and Astronomy, Bologna University) - F.Camilli (Dept. SBAI, Sapienza University) - M.D'Ovidio (Dept. SBAI, Sapienza University) - A.Di Crescenzo (Dept. Mathematics, Salerno University) - K.Diethelm (University of Applied Sciences Würzburg-Schweinfurt) - F.Ferrari (Dept. Mathematics, Bologna University) - J.Gajda (University of Warsaw) - R.Garra (Dept. Statistics, Sapienza University) - R.Garrappa (Dept. Mathematics, University of Bari) - A.Giusti (Bishop's University, Montreal) - G.Karniadakis (Division of Applied Mathematics, Brown University) - Y.Luchko (Dept. Mathematics, Technical University of Applied Sciences, Berlin) - E.Nane (Dept. of Mathematics and Statistics, Auburn University) - G.Pagnini (Basque Center for Applied Mathematics) - P.Paradisi (ISTI-CNR, Pisa) - A.Rodriguez-Rozas (Santander Bank) - E.Scalas (School of Mathematical and Physical Sciences, University of Sussex) - V.Sposini (University of Potsdam) - A.Taloni (Institute for Complex Systems, CNR, Roma) - B.Toaldo (Dept. Mathematics, Torino University) - M.Yamamoto (Graduate School of Mathematical Sciences, University of Tokyo) *Registration* is *free*, but we kindly ask *all the participants to* *fill the following form, as soon as possible*: https://sites.google.com/view/lfo12-13aprile2019/registration For any *information*, please write to *nlfo.workshop2019(a)gmail.com <nlfo.workshop2019(a)gmail.com>* Best regards, The Scientific Committee - Luisa Beghin (Dept. Statistical Sciences, Sapienza University of Rome) - Michele Caputo (Accademia Nazionale dei Lincei) - Mauro Fabrizio (Dept. Mathematics, University of Bologna) - Francesco Mainardi (Dept. Physics and Astronomy, University of Bologna) - Enzo Orsingher (Dept. Statistical Sciences, Sapienza University of Rome) - Tommaso Ruggeri (Dept. Mathematics, University of Bologna) *************************************************************** Luisa Beghin Dipartimento di Scienze Statistiche Fac. Ingegneria dell'Informazione, Informatica e Statistica "SAPIENZA" Università di Roma Piazzale Aldo Moro 5, 00185 Roma T (+39) 06 49910543 F (+39) 06 4959241 https://sites.google.com/site/luisabeghin/ *****************************************************************

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Conference announcement: "Equilibrium and non-equilibrium statistical mechanics" (8-10 April 2019, Florence)
by Francesca Romana Nardi 07 Feb '19

07 Feb '19

Dear colleagues, We organize from 8 to 10 April 2019 a conference in honor of François Dunlop, entitled "Equilibrium and non-equilibrium statistical mechanics". It will take place at Villa Finaly (Florence). The subjects of the talks will cover a large spectrum, at the crossroad between statistical physics and probability. This variety reflects the scientific activity of François Dunlop. Invited speakers: Stefan Adams (Warwick), Alessandra Bianchi (Padova), Oriane Blondel (Lyon), Nicoletta Cancrini (Roma), Emilio Cirillo (Roma), Pierre Collet (Palaiseau), Loren Coquille (Grenoble), Ivan Corwin (New York), Anna De Masi (LAquila), Béatrice de Tilière (Paris), Alessandra Faggionato (Roma),Hubert Lacoin (Rio de Janeiro), Roberto Livi (Firenze), Christian Maes (Leuven), Fabio Martinelli (Roma), Stefano Olla (Paris), Elisabetta Scoppola (Roma), Senya Shlosman (Marseille), Aernout van Enter (Groningen). There will be a poster session where young researchers are invited to present their work. More information as well as a registration form are available on the web site : https://indico.math.cnrs.fr/e/Florence2019 We hope very much for your participation. The organizers Thierry Gobron Francesca R. Nardi Pierre Picco Ellen Saada ---------------------------------------------------------------- This message was sent using IMP, the Internet Messaging Program.

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seminario di probabilita`/fisica a roma1
by Faggionato, Alessandra 07 Feb '19

07 Feb '19

Martedi' 12 Febbraio Raphael Chetrite (CNRS, NIzza) terra' un seminario alle ore 14:00 (sharp) in Aula di Consiglio, Dipartimento di Matematica, La Sapienza. *Title : On Gibbs-Shannon Entropy * *Abstract : **This talk will focus on the question of the physical contents of the Gibbs-Shannon entropy outside equilibrium. It will be based on the article ** Gavrilov-Chetrite-Bechhoeffer, Direct measurement of weakly nonequilibrium system entropy is consistent with Gibbs-Shannon form, PNAS 2017. * - ************************************************* 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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Financial and Energy Markets: Modeling and Simulation Conference
by Filippo Petroni 06 Feb '19

06 Feb '19

On behalf of the organizers commit, it is my great pleasure to invite you to take part in the International Conference “Financial and Energy Markets: Modeling and Simulation” to be held in Cagliari, Italy on 20-22 June 2019. The Conference is dedicated to examining, comprehending and discussing the role of modeling and simulation within the analysis of financial and energy markets, and of the related areas such as banks and banking regulation, monetary policy, energy production, renewable energy production, etc… For detailed information and the related Call for Papers, please visit the Conference webpage: http://convegni.unica.it/femms/ <http://convegni.unica.it/femms/?fbclid=IwAR2nsls47wjN9-IHajPM8AmvnneHlvkJOy…> We look forward to welcoming you to our Conference in Cagliari! The Organizing Committee. --------------------------------------------------------------------------------- Filippo Petroni, Ph.D. Associate Professor of Financial and Actuarial Mathematics Department of Management <https://www.dm.univpm.it/> Facoltà di Economia Università Politecnica delle Marche Piazzale Martelli 8 60121 Ancona Italy Personal web page <https://www.univpm.it/Entra/Engine/RAServePG.php/P/320710010420/idsel/790/d…>

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Workshop announcement: BIGMATH
by Alessandra Micheletti 06 Feb '19

06 Feb '19

*Scientists, get out there!* The BIGMATH kickoff workshop Milano, March 11, 2019 http://itn-bigmath.unimi.it/bigmath-kickoff-workshop/ This is the opening workshop of the MSCA-ITN-EID project BIGMATH, an EU funded international and industrial PhD programme ( http://itn-bigmath.unimi.it) The workshop is divided into two parts: during the morning session the BIGMATH Programme will be illustrated, the companies partners of the programme will illustrate the Big Data challenges that they are posing to mathematicians, and the recruited PhD students will introduce themselves to the audience. The afternoon session will be devoted to promote good practices of scientific dissemination and public engagement, since this is one of the major challenges that our society and the EU is asking to scientists of any area of study. The talks of the afternoon session will then be addressed to a general public of scientists, working in any scientific field, or people working in the academic world, who would like to undertake the adventure of communicating their daily research in an effective way. The participation to both sessions is free of charge, but for organising reasons, we ask to participants *to register by February 28. * For further information please visit the web page http://itn-bigmath.unimi.it/bigmath-kickoff-workshop/ -- ------------------------------------ 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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CLADAG2019 Conference, 11-13 September 2019 in Cassino, First announcement and call for papers
by Francesca Greselin 05 Feb '19

05 Feb '19

## Apologies for multiple postings ## CLADAG 2019: First announcement and call for papers http://cladag2019.unicas.it/ http://cladag.it/ Watch the video! http://cladag2019.unicas.it/download-files/cladag-promo-video.mp4 CLADAG 2019 will be the 12 biannual Conference of the Classification and Data Analysis Group (CLADAG) of the Italian Statistical Society. It will be held on 11 - 13 September 2019, in Cassino, Italy, hosted by the University of Cassino and Southern Lazio. CLADAG, founded in 1997, fosters advanced methodological research in multivariate statistics, with a special focus on Data Analysis and Classification. We are glad to announce a rich list of keynotes <http://cladag2019.unicas.it/keynote-speakers/> and invited speakers <http://cladag2019.unicas.it/invited-sessions/>. KEYNOTES: Christophe Biernacki, University of Lille Adrian Bowman, University of Glasgow Bettina Grün, Johannes Kepler Universitat Linz Francesco Mola, University of Cagliari Sylvia Richardson, University of Cambridge INVITED (amongst many others): Alan Agresti, Rasmus Bro, Geoffrey McLachlan, Irene Moustaki, Brendan Murphy, Weixin Yao... DEADLINES Abstract/Short paper submission: 12 April, 2019 Bring your own contribution to CLADAG 2019! Francesca and Giovanni ################ Francesca Greselin Chair Scientific Program Committee Giovanni Porzio Chair Local Organizing Committee

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Second Italian Meeting on Probability and Mathematical Statistics
by Antonio DI CRESCENZO 04 Feb '19

04 Feb '19

Dear Colleagues, we are pleased to recall some essential information about the Second Italian Meeting on Probability and Mathematical Statistics (Vietri sul Mare (SA), Italy, June 17th-20th, 2019) Important deadlines: - March 10, 2019: submission of Organized Session proposals (by email to salerno2019(a)unisa.it) - March 15, 2019: submission of abstracts of all contributions ( http://www.salerno2019.dipmat.unisa.it/authors.html ) - March 22, 2019: notification of acceptance will be sent to the authors - March 31, 2019: early registration (with reduced fee) - May 31, 2019: intermediate registration Main links: Conference web site: http://www.salerno2019.dipmat.unisa.it Guidelines for authors: http://www.salerno2019.dipmat.unisa.it/authors.html Invited Speakers: http://www.salerno2019.dipmat.unisa.it/speakers.html Registration: http://www.salerno2019.dipmat.unisa.it/registration.html Accommodation: http://www.salerno2019.dipmat.unisa.it/accommodation.html Travel info: http://www.salerno2019.dipmat.unisa.it/travel.html Contacts: http://www.salerno2019.dipmat.unisa.it/contacts.html Participants are kindly invited to submit an expression of interest to salerno2019(a)unisa.it The list of participants will be updated in due time. We look forward meeting you soon. The Scientific Committee Claudia Ceci, Paolo Dai Pra, Antonio Di Crescenzo, Franco Fagnola, Franco Flandoli, Antonio Lijoi, Andrea Pascucci, Franco Pellerey, Laura Sacerdote The Local Organizing Committee Giacomo Ascione, Aniello Buonocore, Camilla Calì, Luigia Caputo, Antonio Di Crescenzo, Maria Longobardi, Barbara Martinucci, Alessandra Meoli, Luca Paolillo, Paola Paraggio, Enrica Pirozzi, Fabio Travaglino -- ============================================= 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 Fax: +39-089-963303 E-mail(1): adicrescenzo(a)unisa.it E-mail(2): adicresc(a)gmail.com Web: http://www.unisa.it/docenti/antoniodicrescenzo/index =============================================

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Benford's Law Conference
by RITA GIULIANO 04 Feb '19

04 Feb '19

informo che dal 10 al 12 Luglio 2019 svolgera' a Stresa la cross-domain conference on Benford's Law foundations, methods and applications Per informazioni https://ec.europa.eu/jrc/en/event/workshop/benfords-law-conference-call-pap… Per registrarsi https://web.jrc.ec.europa.eu/remjrc/screen/meeting/1568/registration-form La registrazione e' gratuita ma obbligatoria Rita Giuliano

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phd position in Bielefeld
by Marco Romito 03 Feb '19

03 Feb '19

ricevo e inoltro m. -------- Forwarded Message -------- Subject: Re: postdoc + phd student + juniorprofessor needed for Bielefeld Date: Fri, 1 Feb 2019 18:02:33 +0100 From: Martina Hofmanova <hofmanova(a)math.uni-bielefeld.de> Dear all, here is the advertisement for the PhD position in Bielefeld on numerical analysis of stochastic partial differential equations (CRC 1283 project B07 “Stochastic non-Newtonian fluids: regularity and numerics") http://www.uni-bielefeld.de/Universitaet/Aktuelles/Stellenausschreibungen/A… http://www.uni-bielefeld.de/Universitaet/Aktuelles/Stellenausschreibungen/A… Thank you in advance for forwarding! Best, Martina

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ISIPTA 2019: one month until paper submission closes
by Serena Doria 03 Feb '19

03 Feb '19

Our first call for papers teasingly stated that "There's more to uncertainty than probabilities" and set out to convince you that ISIPTA 2019 is a good place for discussing such matters. If you did not receive our first call, or are still undecided about submitting a paper or a poster, then let the features below convince you. We would like to highlight the paper submission deadline (1 March), the availability of grants for attendees with limited funding, and the announcement of our three keynote speakers: Thomas Dietterich, Vladimir Vovk and Aharon Ben-Tal. Basic info: ISIPTA 2019 is the 20-year anniversary edition of the world's main forum on imprecise probabilities. It takes place in Ghent, Belgium, from 3 to 6 July 2019. All details are available at http://isipta2019.ugent.be. Scope: The ISIPTA conferences are devoted to robustness and imprecision in uncertainty modelling, inference and decision making, focusing in particular on uncertainty frameworks that extend or replace the probabilistic one. Invited speakers: ISIPTA 2019 will feature keynote talks by Thomas Dietterich, Vladimir Vovk and Aharon Ben-Tal, respectively on robust AI, game-theoretic probability and robust optimization, and how these relate to imprecise probabilities. Additionally, on the occasion of ISIPTA's 20-year anniversary, four former presidents of the Society for Imprecise Probability will give invited talks on topics close to their hearts. Concept: Each accepted contribution is presented and discussed, in two separate sessions. Presentations are short and always plenary. Detailed explanations and discussions are face-to-face, typically with the aid of a poster, a flipchart, or some other medium of your choice. Atmosphere: ISIPTA conferences are characterised by a friendly and cooperative style, a strong emphasis on in-depth discussion and openness to new ideas. We hope that you too will enjoy and contribute to this unique atmosphere. Venue: Ghent has been called "Belgium's best kept secret" by the Lonely Planet travel guide and a "medieval masterpiece" by The Guardian. The conference itself takes place in an old Augustinian monastery, situated in its historic city centre. Social programme: In order to blow off the accumulated academic steam, the programme also features several social activities, such as an opening reception at the town hall, a guided boat trip along the city centre canals, and a conference dinner with regional specialties, including some of our excellent Belgian beers. Types of contributions: We accept long papers, short papers and poster abstracts. Papers are published in a volume of PMLR, unless explicitly preferred otherwise by their authors. In order to give you some leeway, we have moved the paper submission deadline back by two weeks: the final and hard deadline is the 1st of March. Poster abstracts, however, can be submitted until a couple of weeks before the conference, but will not appear in PMLR. Grants: For researchers who would like to attend ISIPTA 2019, but are unable to do so due to budget constraints, we now have grants available to cover (part of) the costs. Preference will be given to PhD students, but the grants are also open to more senior researchers. Information on how to apply is available on our website. We look forward to receiving your contribution and to seeing you in Ghent. The ISIPTA 2019 Steering Committee and PC board F. Cozman (University of Sao Paulo, Brazil) J. De Bock (Ghent University, Belgium) G. de Cooman (Ghent University, Belgium) C. de Campos (Utrecht University, The Netherlands) E. Quaeghebeur (Delft University of Technology, The Netherlands) T. Seidenfeld (Carnegie Mellon University, USA) G. Wheeler (Frankfurt School of Finance and Management, Germany)

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O'Bayes 2019 posters deadline extension
by Marilena Barbieri 03 Feb '19

03 Feb '19

Dear All, we are glad to inform you that the deadline for poster(s) submission for O'Bayes 2019 in Warwick has been extended till March 15! Information about registration fees and University accommodation would get available on the website https://warwick.ac.uk/fac/sci/statistics/staff/academic-research/robert/0ba… by the end of next week. Best regards Marilena Barbieri

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Long-Term Investors@UniTo (LTI@UniTO) is pleased to announce the availability of 9 Research Fellowships for the year 2019
by Luca Regis 31 Jan '19

31 Jan '19

Dear Colleagues, LTI@Unito, a think tank established as a joint initiative of the Università di Torino and of major Italian market players to foster research in long term financing is pleased to announce the availability of 9 research fellowships for the year 2019. Deadline for applications: 21st march, 2019. Please find more information in the attached call and at http://www.carloalberto.org/lti Please circulate widely!! Best wishes, Luca Regis

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Annuncio conferenza “Recents Trends in Stochastic Analysis and SPDEs” a Pisa
by Luigi Amedeo Bianchi 31 Jan '19

31 Jan '19

We are very pleased to announce the Conference “Recents Trends in Stochastic Analysis and SPDEs” July 18-20, 2019 Department of Mathematics of the University of Pisa, Italy. https://sites.google.com/view/spdespisa/ <https://sites.google.com/view/spdespisa/> Among the speakers are: Zdzislaw Brzezniak (The University of York) Hans Crauel (Goethe Universität, Frankfurt am Main) Giuseppe Da Prato (Scuola Normale Superiore, Pisa) Arnaud Debussche (École Normale Supérieure de Rennes) Franco Flandoli (Scuola Normale Superiore, Pisa) Benjamin Gess (Max Planck Insitut für Mathematik in den Naturwissenschaften, Leipzig and Universität Bielefeld) Massimiliano Gubinelli (Hausdorff Center for Mathematics & Rheinische Friedrich-Wilhelms-Universität Bonn) Martin Hairer (Imperial College, London) Michael Röckner (Universität Bielefeld) Francesco Russo (Ecole Nationale Supérieure des Techniques Avancées, Paris) Poster Session A poster session is also planned and submissions are welcome: if you are interested, please send us a title and an abstract at the address spdespisa(a)gmail.com <mailto:spdespisa@gmail.com> Registration Registration is required but is free at the page https://sites.google.com/view/spdespisa/registration <https://sites.google.com/view/spdespisa/registration> Deadline for registration is June 15, 2019. This conference is made possible by our sponsors: GNAMPA-INdAM and the Universities of Pavia, Padova and Pisa. We are looking forward to seeing you in Pisa. For any question, you can contact us at spdespisa(a)gmail.com <mailto:spdespisa@gmail.com> The organisers: David Barbato, Hakima Bessaih, Luigi Amedeo Bianchi, Benedetta Ferrario, Marco Romito, Dario Trevisan

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University Academic Fellow in Statistical and Machine Learning
by Tiziano De Angelis 31 Jan '19

31 Jan '19

Dear All, The School of Mathematics at the University of Leeds has recently advertised a UAF in "Statistical and Machine Learning". This is a grade 8 post, with a five-year development plan leading to a grade 9 Associate Professor position. The advert can be found here: https://jobs.leeds.ac.uk/MAPMA1103 Please can you bring this to the attention of anyone you know who may be interested, or anyone you know who is aware of suitable candidates. The closing date is 10th March. Best wishes. Tiziano

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"Nice Summer School on random walks and random graphs" - Nice (France) July 8-19, 2019
by Elisabetta Candellero 30 Jan '19

30 Jan '19

Ricevo ed inoltro... ---------- Forwarded message --------- From: Dieter Mitsche <dmitsche(a)gmail.com> Date: Wed, Jan 30, 2019 at 3:44 PM Subject: Re: Nice Summer School on random walks and random graphs To: Elisabetta Candellero <elisabetta.candellero(a)gmail.com> "Nice Summer School on random walks and random graphs " The Nice Summer School on Markov chains, random walks, random graphs and its applications to complex networks will be held in Nice (France) from July 8-19, 2019. One of the two courses focusses on different models of random graphs (model G(n,p), configuration model, preferential attachment model, random graph processes, ...) together with techniques in these models (switching techniques, differential equation method,...), whereas the other course will focus on concepts and techniques related to random walks and Markov chains (mixing times, hitting times, random spanning trees, cutoff phenomena, ...). The school is aimed at advanced master students, PhD students, or researchers in an early stage of their career working in the broad field of discrete probability and its applications. Further details can be found at: https://math.unice.fr/~dmitsche/Summerschool/Summerschool.html Being a popular summer holiday destination, lodging in Nice in summer is expensive. However, the school is supported by different sponsors: Universite Cote d'Azur, UCA Academie 1, Universite Nice, google, PIMS. Registration fees (including 2-week stay in a single bedroom close to the university, lunches and coffee breaks during lecture days): 400 Euro. Discounts for people without need for lodging. However, the number of participants being limited, we might have to make a selection. If you want to participate, send an email to dmitsche(a)gmail.com. Attach a CV as well as a short motivation letter for your participation. *Deadline for registration: May 1, 2019*. You will be informed shortly afterwards whether your application was successful. Best regards, Dieter Mitsche

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Fwd: [SOCI AMASES] I: call for expression of interest
by Maria Elvira Mancino 30 Jan '19

30 Jan '19

Expression of Interest (attached) per una posizione da PA nel settore SECS-S/06

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Fwd: postdoc needed for Bielefeld
by Marco Romito 30 Jan '19

30 Jan '19

ricevo e inoltro -------- Forwarded Message -------- Subject: postdoc needed for Bielefeld Date: Wed, 30 Jan 2019 10:50:49 +0100 From: Martina Hofmanova <hofmanova(a)math.uni-bielefeld.de> Together with Lars Diening we are looking for a postdoc (the person does not need to know any SPDEs, numerics/regularity of PDEs is very welcome too) http://www.uni-bielefeld.de/Universitaet/Aktuelles/Stellenausschreibungen/A… http://www.uni-bielefeld.de/Universitaet/Aktuelles/Stellenausschreibungen/A… I would be grateful if you could forward this information to anyone who might be interested. Thank you very much in advance! Best, Martina

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Postdoc in Luxembourg
by Giovanni Peccati 29 Jan '19

29 Jan '19

Dear All, I am forwarding the message below, advertising a post-doc position in the group of Ivan Nourdin, at Luxembourg University. All my best, Giovanni ----------------------------- Hi Giovanni, I am currently advertising a postdoc position in my research group (deadline April, 1st). Could you forward the announcement below to potential candidates. Thanks! Best, Ivan ============ Postdoc position in Luxembourg for Sept. 2019 University of Luxembourg, campus Belval (Funded by the FNR project APOGee) Applications are invited for a postdoctoral fellowship in the field of stochastic analysis at the University of Luxembourg. The postdoc is funded by the FNR project APOGee. 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 2.5 years (30 months), with a competitive salary and travel allowances. The starting date is September 1st, 2019. Applications, including a CV, a list of publications and a research statement should 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 April 1st, 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 ------------------------------------------ UR en Mathématiques Faculté des Sciences, de la Technologie et de la Communication ------------------------------------------ Université du Luxembourg ----------------------------------------- homepage: http://sites.google.com/site/giovannipeccati/Home E-mail: giovanni.peccati(a)gmail.com

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O'Bayes 2019
by Marilena Barbieri 28 Jan '19

28 Jan '19

******************************************************************* ******************** CALL for POSTERS ********************** ******************************************************************* O’BAYES 2019 will take place from the 29th of June to the 2nd of July 2019, at the University of Warwick. One of the longest running and preeminent meetings in Bayesian statistics is the Objective Bayes Methodology Conference, of which this will be the thirteenth. O'Bayes 2019 is dedicated to facilitate the exchange of recent research developments in objective Bayes theory, methodology and applications, and related topics, to provide opportunities for new researchers, and to establish new collaborations and partnerships. The meeting is the biennial meeting of the Objective Bayes Section of the International Society for Bayesian Analysis (ISBA). The scientific component of the meeting will consist of 22 invited talks and discussions. The day before the conference, as customary, will be devoted to tutorials. PhD students, post-docs and more senior researchers working in the field of objective Bayesian statistics, non-parametric Bayesian methods, Bayesian decision theory, and Bayesian machine learning are all invited to take part in the conference and to present their results during the lively poster sessions. Theoretical, methodological and applied contributions are all welcomed for a poster presentation. The deadline for submitting the poster or title, abstract and references is January 31. More details can be found at: https://warwick.ac.uk/fac/sci/statistics/staff/academic-research/robert/0ba…

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Seminario L Campi presso Univ. Milano 11/2/2018
by Marco Alessandro Fuhrman 28 Jan '19

28 Jan '19

Il professor Luciano Campi della London School of Economics and Political Science (LSE) terrà un seminario dal titolo Mean-field games with absorption il giorno lunedì 11 febbraio 2019 alle ore 14:00 in sala rappresentanza del Dipartimento di Matematica dell'Università di Milano (via Saldini 50, 20133 Milano). Tutti gli interessati sono cordialmente invitati. Cordiali saluti, Marco Fuhrman Abstract. We introduce a simple class of mean field games with absorbing boundary over a finite time horizon. In the corresponding N-player games, the dynamics of players' states follows a system of weakly interacting Ito equations with absorption on first exit from a given set. Once a player leaves the game, her/his contribution is removed from the empirical measure of the system. Players thus interact through a renormalized empirical measure. In the definition of solution to the mean field game, the renormalization appears in form of a conditional law. We also consider the case of a system whose drift can be affected by the fraction of past absorbed players. Under fairly general assumptions, we show that in both cases a solution of the mean field game exists in feedback form and it induces approximate Nash equilibria for the N-player games when N is sufficiently large. This approximation result is established under non-degeneracy of the diffusion coefficient. The degenerate case is more delicate and might lead to counter-examples. The talk is based on joint works with Markus Fischer, Maddalena Ghio and Giulia Livieri.

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Fwd: posto in mat/06
by Francesco Caravenna 25 Jan '19

25 Jan '19

Ricevo e inoltro. > Da: Susanna Terracini <susanna.terracini(a)gmail.com> > Oggetto: I: posto in mat/06 > Data: 24 gennaio 2019 18:06:49 CET > > Inizio messaggio inoltrato: > >> Da: scuccagna(a)units.it <mailto:scuccagna@units.it> >> Data: 24 gennaio 2019 16:57:42 CET >> Oggetto: posto in mat/06 >> >> Cara Susanna, >> >> ti pregherei di fare girare l'informazione relativa ad >> >> un posto di professore di II fascia >> nel settore MAT/06 all'Università di Trieste >> >> https://sid.units.it/albo/viewer?view=files/001534481-untscle-000fff13-27ff… <https://sid.units.it/albo/viewer?view=files/001534481-untscle-000fff13-27ff…> >> >> Il termine per la presentazione delle domande è il 17/02/2019. >> >> Cordialmente, >> >> Scipio Cuccagna >>

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12th Bayesian nonparametrics meeting: Registration and Childcare service
by Fabrizio Leisen 25 Jan '19

25 Jan '19

Dear All, the registration for the 12th Bayesian nonparametrics meeting is now open. You can register at the link: http://www.stats.ox.ac.uk/bnp12/registration.html IMPORTANT: We are considering offering a childcare service for the conference, but would like to make sure there is enough interest in this. If you are potentially interested in this service, we would appreciate if you could let us know by emailing bayesnp12(a)stats.ox.ac.uk before February 4. For more information on the intended crèche service: http://www.stats.ox.ac.uk/bnp12/practical.html Best Wishes, Fabrizio **************************************************************************** The 12th Bayesian nonparametrics (BNP) meeting will be held in Oxford from the 24th to the 28th of June 2019: http://www.stats.ox.ac.uk/bnp12/ The Bayesian nonparametrics conference is a bi-annual international meeting bringing together leading experts and talented young researchers working on applications and theory of nonparametric Bayesian statistics. It is an official section meeting of the Bayesian Nonparametrics section of the International Society for Bayesian Analysis (ISBA). -- Fabrizio Leisen Reader in Statistics Director of the Msc programmes in Statistics School of Mathematics, Statistics and Actuarial Sciences Sibson Building, University of Kent, Canterbury, CT2 7FS https://www.kent.ac.uk/smsas/our-people/profiles/leisen_fabrizio.html http://sites.google.com/site/fabrizioleisen/

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Summer School "Equilibria in Financial Markets: General Equilibrium and Game Theoretic Perspective" - Bielefeld, July 08 - July 12, 2019
by Ferrari, Giorgio 24 Jan '19

24 Jan '19

Dear All, it is a pleasure to announce the Summer School "Equilibria in Financial Markets: General Equilibrium and Game Theoretic Perspective" to be held at Bielefeld University in the week*July 08 - July 12, 2019 * http://www.uni-bielefeld.de/(en)/imw/summerschool19/ organized and supported by the Center for Mathematical Economics (IMW) and the Collaborative Research Centre 1283. During the summer school we aim at discussing the different approaches to "equilibrium" arising in financial markets and games. In particular, we intend to discuss recent advances in general equilibrium theory, stochastic games, backward stochastic differential equations in games and general equilibrium, and mean-field games. These topics will be addressed during the lectures of Luciano Campi (London School of Economics) Saïd Hamadène (Université du Maine) Kasper Larsen (Rutgers School of Arts and Sciences) Gordan Žitković (University of Texas at Austin) Frank Riedel (Bielefeld University) *Deadline for applications is April 30, 2019*, and you can apply through the following link http://www.uni-bielefeld.de/(en)/imw/summerschool19/application/ If you have any questions please do not hesitate to write an email tosfb1283.imw(a)uni-bielefeld.de Best wishes, Giorgio Ferrari

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RTD-B position in Financial mathematics, actuarial sciences or mathematics for economics - Call for interest - Ca' Foscari University of Venice
by Antonella Basso 23 Jan '19

23 Jan '19

RTD-B position in Financial mathematics, actuarial sciences or mathematics for economics University of Venice, Ca' Foscari <https://inomics.com/institution/university-of-venice-ca-foscari-1132315> The Department of Economics at the Ca’ Foscari University of Venice (DEC) invites expressions of interest for an RTD-B position (assistant professor with an associate professor tenure track) in *Financial mathematics and actuarial sciences*; expressions of interest in *Mathematics for economics *can also be considered. Our Department is devoted to promoting high quality research, seminars and conference activities, with the aim of contributing to the national and international policy debate. QS ranks our Department as top 250 worldwide, Shanghai Ranking as top 300, the most recent Italian National Research Assessment ranked us as fifth economics department in Italy. The Department has been recently financed by the Italian Ministry of Education, University and Research under the program “Departments of Excellence” for the 2018/2022 period. More information about the DEC can be found at _http://www.unive.it/pag/28365/. <http://www.unive.it/pag/28365/>_ Applicants should have an established track record of publications in top international journals and evidence of recognition in the international academic community, preferably including grant application and project management. A strong interest in high quality teaching is also expected. Applications from scholars working abroad are welcome and treated under a favorable tax waiver scheme. *Application Instructions* Applications should be received by March 15, 2019. They should include a CV, and should be sent to *_recruiting.dec(a)unive.it <mailto:recruiting.dec@unive.it>_**.* There are no restrictions regarding the nationality of the applicants. DEC is an equal opportunity employer. Please note that this is a call for interest, not a job vacancy announcement. The Department will advertise job vacancies later in the year. Antonella Basso -- Antonella Basso Prorettore alla Programmazione e Valutazione - Prorector at Planning and Valuation Dipartimento di Economia Università Ca' Foscari Venezia Fondamenta S. Giobbe - Cannaregio 873 30121 Venezia - Italy Tel. +39-041-2346914 - Fax +39-041-2347444 E-mail address: basso(a)unive.it Web page: http://www.unive.it/data/persone/5591751

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Seminario di Probabilita` a Roma1
by Faggionato, Alessandra 23 Jan '19

23 Jan '19

Tuesday 29.01.2019 at 2 p.m. (sharp) Aula di Consiglio, Department of Mathematics, University La Sapienza Speaker: Andrey Piatnitski (Arctic University of Norway, Russian Academy of Sciences) Title: Stochastic homogenization of zero order convolution type operators. Abstract. The talk will focus on homogenization problem for a family of zero order non-local convolution type operators that satisfy proper moment and ellipticity conditions. Under the assumptions that the coefficients of these operators are statistically homogeneous and ergodic we show that the family converges to a second order elliptic differential operator with constant coefficients. -- Thanks Best 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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2nd Leeds Conference on "Stochastic Control and Games Under Ambiguity"
by Tiziano De Angelis 22 Jan '19

22 Jan '19

Dear All, We are pleased to announce the second Leeds Conference on "*Stochastic Control and Games Under Ambiguity*" which will be held in the School of Mathematics at the University of Leeds on 8-9 April 2019. https://conferences.leeds.ac.uk/ambiguity2019/ A full list of *invited speakers* is available at https://conferences.leeds.ac.uk/ambiguity2019/participants/ *Contributed talks and posters:* We now accept submissions for contributed talks and a poster session. If you are interested in presenting your work please send us title and abstract and specify whether it is for a poster or a talk. You can send an email to t.deangelis[at]leeds.ac.uk (Tiziano) or j.palczewski[at]leeds.ac.uk (Jan) The deadline for submission of a contributions is 19 February 2019 and we will let you know if your contribution is accepted on 22 February at the latest. *Registration:* There is a registration fee of £80 which will cover catering costs for lunch and coffee breaks for both days, and a small buffet dinner on the first day of the conference (the dinner will be held in the School of Mathematics). Online registration will open before 15 February and will be available at the link below https://conferences.leeds.ac.uk/ambiguity2019/registration/ The *deadline for registration* is 17 March 2019. *Support for PhD students:* We have some funds available to support attendance by PhD students, please enquire with the organisers (Jan and Tiziano) about this opportunity. We hope to see many of you in Leeds. If you have any queries please do not hesitate to get in touch. Best wishes, Jan and Tiziano

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Seminario GIANNI PAGNINI @ UniTo
by Federico Polito 21 Jan '19

21 Jan '19

********************************************************************* SEMINARI DI PROBABILITA' E STATISTICA MATEMATICA DIPARTIMENTO DI MATEMATICA "G. PEANO" UNIVERSITA' DEGLI STUDI DI TORINO ********************************************************************* Giovedì 7 Febbraio 2019 alle ore 15:00 in Aula S presso il Dipartimento di Matematica "G. Peano" dell'Università degli Studi di Torino, Via Carlo Alberto 10, Il Prof. *Gianni Pagnini* (BCAM – Basque Center for Applied Mathematics, Bilbao, Spain) terrà un seminario dal titolo *Convergence of linear superposition of Langevin-driven Brownian particles **to the fractional Brownian motion* Abstract: A heterogeneous ensemble of Brownian particles governed by the Langevin equation is considered. The heterogeneity of the ensemble is characterised by a population of friction coefficients. When the frequency histogram of the friction coefficients decreases with a proper power-law, the linear superposition of these Brownian trajectories converges to the fractional Brownian motion. This construction of the fractional Brownian motion provides a dynamical framework that allows for physical perspectives. In this respect, this results is first connected with the so-called generalized gray Brownian motion and later the application for modelling anomalous diffusion in biological systems is discussed. The first part of the seminar is based on a research in collaboration with Mirko D'Ovidio whose results are still work in progress, and the second part is based on: M. D'Ovidio, S. Vitali, V. Sposini, O. Sliusarenko, P. Paradisi, G. Castellani, G. Pagnini, Centre-of-mass like superposition of Ornstein-Uhlenbeck processes: A pathway to non-autonomous stochastic differential equations and to fractional diffusion. Fract. Calc. Appl. Anal. 21, 1420-1435 (2018), arxiv:1806.11351 D. Molina-García, T. Minh Pham , P. Paradisi, C. Manzo, G. Pagnini, Fractional kinetics emerging from ergodicity breaking in random media. Phys. Rev. E. 94, 052147 (2016) Tutti gli interessati sono invitati a partecipare. -- Federico Polito Department of Mathematics University of Torino Via Carlo Alberto, 10 10123, Torino, Italy Email: federico.polito(a)unito.it Tel: +39 011 6702862 Web: www.federicopolito.it

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Seminario di Giovanni Luca Torrisi a Bologna
by Alberto Lanconelli 21 Jan '19

21 Jan '19

Statistics Seminars 2019 Mercoledì 6 febbraio ore 14.30 Aula seminari - Dipartimento di Scienze Statistiche, I piano “The Clark-Ocone formula and the Poincare' inequality for point processes” Dr. Giovanni Luca Torrisi, CNR-Istituto per le Applicazioni del Calcolo “M. Picone” (Roma) Abstract: "Clark-Ocone formulas are powerful results in stochastic analysis with a variety of applications. In the talk we provide the Clark-Ocone formula for square-integrable functionals of point processes with stochastic intensity. Then we present two applications of the formula: the Poincare' inequality and a concentration bound for those functionals. Our results generalize the corresponding ones on the Poisson space. The talk is based on joint works with Ian Flint and Nicolas Privault (NTU, Singapore)." Tutti gli interessati sono invitati a partecipare Alberto Lanconelli Dipartimento di Scienze Statistiche "Paolo Fortunati" Alma Mater Studiorum - Università di Bologna

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Workshop "The Geometry of Random Fields" Tor Vergata
by Domenico Marinucci 18 Jan '19

18 Jan '19

Cari Colleghi Venerdì 25 gennaio si terrà presso il Dipartimento di Matematica dell'Università di Roma Tor Vergata (Aula D'Antoni) il mini-workshop "The Geometry of Random Fields"; il programma è il seguente: 9.30-10.15 Dmitry Belyaev (Oxford University) Geometry of smooth Gaussian fields and percolation Abstract: Gaussian fields and their level sets are of significant mathematical interest, but they also appear in many other areas of science: oceanography, cosmology and engineering, just to name a few. In this talk I will give an gently introduction to the geometric theory of smooth Gaussian fields, will discuss conjectures about their connection with percolation models and will talk about recent progress in this area. 10.15-11.00 Igor Wigman (King's College London) Points on nodal lines with given direction Abstract: We study of the directional distribution function of nodal lines for eigenfunctions of the Laplacian on a planar domain. This quantity counts the number of points where the normal to the nodal line points in a given direction. We give upper bounds for the flat torus, and compute the expected number for arithmetic random waves. 11.00-11.30 Coffee Break 11.30-12.15 Anne Estrade (Université Paris Descartes) On Berry's dislocation lines in 3D framework Abstract: We study the length of dislocation lines that are given as nodal lines of a complex Gaussian random wave indexed by $\R^3$. We consider random waves that are eigenfunction of the 3D Euclidean Laplacian, isotropically distributed or not. We are particularly interested in the expectation and the variance of the length and their behavior as the associated eigenvalue goes to infinity. We compare the results with the similar situation in 2D that has been extensively studied since Berry's paper in 2002. This is a work in progress with Federico Dalmao and Jose Leon (Universidad de la Republica, Uruguay). 12.15- 13.00 Maurizia Rossi (Università di Pisa) Title: Nodal lengths of random spherical harmonics. Abstract: Random spherical harmonics are Gaussian eigenfunctions of the spherical Laplacian; in this talk we study the geometry of their excursion sets, in particular the high-energy behavior of their boundary length. For the nodal case we show that the length is asymptotically equivalent, in the L^2-sense, to the sample trispectrum, obtaining as a by-product a quantitative Central Limit Theorem for it. The length at non-zero level, being asymptotically equivalent to the (random) norm of the eigenfunction, is proved to be Gaussian and independent of the nodal length in the high-energy limit. Removing the effect of the eigenfunctions norm (which play no role in the nodal case indeed) we prove that the partial correlation between nodal and boundary lengths is asymptotically one. This talk is based on joint works with D. Marinucci and I. Wigman. 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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Assegno di ricerca a Roma Tre
by Pietro Caputo 17 Jan '19

17 Jan '19

Segnalo che il Dipartimento di Matematica e Fisica di Roma Tre ha bandito un assegno di ricerca per la durata di 1 anno rinnovabile dal titolo ''Large scale random structures'', con scadenza 28 febbraio 2019. Per maggiori dettagli si veda la pagina http://www.matfis.uniroma3.it/dipartimento/bandi_ricerca.php?tipo=Bandi+di+… Pietro Caputo Dipartimento di Matematica e Fisica, Roma Tre Largo Murialdo1, 00146 Roma http://www.mat.uniroma3.it/users/caputo/

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Summer school + Workshop on Chemical Reaction Networks Torino 24 June - 3 July 2018
by Enrico Bibbona 17 Jan '19

17 Jan '19

Dear colleagues, I'm organising a summer school and a Workshop on Chemical Reaction Networks in Torino, Italy, form June 24 to July 3rd 2019. I kindly ask you if you are interested in participating and to advertise those events to all the people you know that could be interested, in particular to the youngest. The events are described at the following link https://areeweb.polito.it/disma-excellence/CRNs/Index.html and a summary of the main informations follows. School (June 24-28 2019): It is intended for Master students, PhD and post Doc in Mathematics, Physics, Computer Science, Biology, Statistics, Engineering... More senior attendants are welcome as well. Two courses are organised, the instructors are Carsten Wiuf (Copenhagen University) and Greg Rempala (Ohio State University), and they will cover the theory of CRNs (both stochastic and deterministic) and some applications to molecular biology and epidemiology, including statistical inference. The school will be held in Pracatinat, a tiny mountain hamlet in the Chisone Valley not far from Torino. There is no registration fee, local expenses for a limited amount of early booking participants are covered by the organisation (these participants need to cover only their travel expenses). Workshop (July 1-3 2019) It is located at Politecnico di Torino, and will adress both stochastic and deterministic CRNs, modelling and inference. There is no registration fee, but participants are asked to cover their own expenses (we have limited funding for a few motivated exceptions). Whoever is interested in presenting a talk is welcome to preregister at the conference website. Best regards, Enrico Bibbona Probability, Statistics and Optimization group Department of Mathematical Sciences "G. L Lagrange" Politecnico di Torino

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Seminario di Yves Le Jan a Roma Tre il 30/01/19
by Pietro Caputo 16 Jan '19

16 Jan '19

Colloquium di Matematica a Roma Tre Prof. Yves Le Jan De'partement de Mathe'matiques d'Orsay Universite' Paris-Sud (Orsay) Titolo: Bose fields and Fermi fields in probability Mercoledi' 30 Gennaio 2019 ORE 16:00 Dipartimento di Matematica e Fisica Universita' degli Studi Roma Tre Aula F, primo piano, edificio Aule - Largo San Leonardo Murialdo,1 Abstract We review some probabilistic interpretations of symmetric and skew-symmetric Fock spaces related to Markov processes. Most results will be presented in the simple context of finite graphs.

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tenure-track opening in Vienna
by Ulisse Stefanelli 16 Jan '19

16 Jan '19

Dear Colleagues, I am writing to point to your attention the current Tenure-Track opening on 'Data Driven PDEs' at the Faculty of Mathematics of the University of Vienna (deadline 21.1.19). We are looking for candidates working on mathematical models or numerical methods in partial differential equations, in connection with uncertainty or data science. Specific fields of interest include stochastic partial differential equations, uncertainty quantification, optimal control, machine learning, and their applications. The call text can be found at the URL https://univis.univie.ac.at/ausschreibungstellensuche Reference: 9175. I would be grateful if you could pass this information to anyone interested. Many thanks in advance. With my best wishes Ulisse Stefanelli ________________________________________ Ulisse Stefanelli (Univ.-Prof., PhD) Faculty of Mathematics, University of Vienna Oskar-Morgenstern-Platz 1,1090 Vienna, Austria ulisse.stefanelli(a)univie.ac.at ________________________________________

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Workshop/Conference in Stochastic Analysis in Marseille Luminy, March 2019
by stephane menozzi 14 Jan '19

14 Jan '19

Dear Colleagues , Arturo Kohatsu-Higa (Ritsumeikan, Kyoto), Valentin Konakov (HSE, Moscow) and myself are organizing a conference entitled "Perturbation Techniques in Stochastic Analysis and Its Applications" which will take place at the CIRM in Marseille France from March 11th to March 15th 2019. The following lectures are scheduled: - François Delarue (Université de Nice) "Smoothing effects for McKean-Vlasov equations" - Benjamin Jourdain (ENPC, Cermics) "Stochastic Differential Equations with rank based mean-field interaction" - Stanislav Molchanov (UNC, Charlotte et HSE Moscou) "Perturbation problems in population dynamics" - Michaël Röckner (Université de Bielefeld) "Monotonicity methods for SPDE, including the time fractional case" The detailed program is available on the conference webpage: [ https://conferences.cirm-math.fr/1979.html | https://conferences.cirm-math.fr/1979.html ] where it is possible as well to register. The participants are limited to 40. All the best, S. Menozzi

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PhD in Statistics, Univerità Bocconi - Call for Applications
by Antonio Lijoi 14 Jan '19

14 Jan '19

Cari tutti, ricordo la scadenza dell'1 febbraio per la presentazione delle domande di ammissione al dottorato di ricerca in Statistica presso l'Università Bocconi per l'a.a. 2019-2020. Vi sarei grato se voleste portare all'attenzione dei vostri studenti interessati la "call for applications", riportata di seguito. Saluti, AL ------------------------------------------------------------ PhD in Statistics - a.y. 2019-2020 Call for applications for PhD student positions ------------------------------------------------------------ The Bocconi PhD School provides 4 scholarships for the PhD in Statistics 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, 2019. ** Within the Bocconi PhD School, the four-year PhD program in Statistics provides a solid grounding for high level research in Statistics, Probability and Data Science. The curriculum is organized over two years of courses and two years entirely devoted to research. Students gain a deep mathematical and methodological preparation through the first-year. The second-year courses provide students with a more specialized competence and focus on topics that may be the object of the doctoral dissertation. The third and forth years are entirely devoted to research. Both theoretical and applied research, including methods for Machine Learning and Data Science, are supported and pursued. Multidisciplinary interchange with other graduate programs in Bocconi’s PhD School, as well as research experience abroad, are encouraged. Highly qualified and motivated students with M.Sc. degrees in Statistics, Mathematics, Economics, Engineering, 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 more information about the PhD program in Statistics at Bocconi, visit www.unibocconi.eu/phdstatistics 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.it/antoniolijoi

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Fwd: Fw: Postdoc opportunity at Prob-L@B
by Tiziano De Angelis 11 Jan '19

11 Jan '19

Ricevo ed inoltro. Cordiali saluti Tiziano ------------------------------ *From:* Applied Probability community mailing list < APPLIEDPROB(a)JISCMAIL.AC.UK> on behalf of Alexander Cox <a.m.g.cox(a)BATH.AC.UK > *Sent:* 10 January 2019 21:23 *To:* APPLIEDPROB(a)JISCMAIL.AC.UK *Subject:* Postdoc opportunity at Prob-L@B There is a 1-1.5 year postdoc opportunity open in Bath on the project "Stochastic analysis of the neutron transport equation and applications to nuclear safety", closing date 10th Feb. https://www.bath.ac.uk/jobs/Vacancy.aspx?ref=CC6427 CC6427 Research Associate (fixed-term post) - Jobs at Bath <https://www.bath.ac.uk/jobs/Vacancy.aspx?ref=CC6427> www.bath.ac.uk Terms of Employment; The University of Bath is an equal opportunities employer and has an excellent international reputation with staff from over 60 different nations. <https://www.bath.ac.uk/jobs/Vacancy.aspx?ref=CC6427> Please circulate. Regards, Alex __________________________________________________________________________ Dr Alexander Cox tel: 01225 386187 Dept of Mathematical Sciences fax: 01225 386492 University of Bath email: a.m.g.cox(a)bath.ac.uk Bath, BA2 7AY, UK web: http://www.maths.bath.ac.uk/~mapamgc/ __________________________________________________________________________ ------------------------------ To unsubscribe from the APPLIEDPROB list, click the following link: https://www.jiscmail.ac.uk/cgi-bin/webadmin?SUBED1=APPLIEDPROB&A=1

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Seminars and PhD defenses in Padova (full program)
by Giorgia Callegaro 11 Jan '19

11 Jan '19

Dear all, hoping not to start a new chain ... below you will find the complete program relative to the two seminars and PhD defenses on Monday 14th January 2019 at the Mathematics Department of the University of Padova, "Torre Archimede": *SEMINAR** 1 * *(time: 9.15, meeting room VII floor)* *Speaker 1*: Prof. Giovanni Barone Adesi (Università della Svizzera Italiana) *Title* : S&P 500 Index, an Option-Implied Risk Analysis *SEMINAR 2 (time: 10.10**, meeting room VII floor**)* *Speaker 2*: Prof. Prof François Delarue (Université de Nice Sophia Antipolis) *Title*: Stochastic forcing for mean field games with a finite state space *PhD DEFENSES (11.15 - 13.15, room 2BC30)* * Alekos Cecchin "Finite state N-player and mean field games" * Marco Piccirilli "Additive models for energy markets" Thanks for your attention and have a nice weekend, Giorgia Callegaro -- Giorgia Callegaro Assistant 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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Workshop on Phase Transitions and Particle Systems, 24-26 June 2019, Berlin
by Luisa Andreis 11 Jan '19

11 Jan '19

Dear colleagues, We are pleased to announce the workshop Phase Transitions and Particle Systems that will take place June 24-26, 2019 at the Weierstrass Institute in Berlin, see https://www.wias-berlin.de/workshops/PTPS19/ <https://www.wias-berlin.de/workshops/PTPS19/> . The aim of the workshop is to give an overview of recent developments on dynamic and static problems involving several interacting components. The scientific program is composed of two minicourses taught by Prof. David Dereudre (Lille University) and Prof. Kavita Ramanan (Brown University) and eight research talks by distinguished invited speakers. There will be also a poster session on Monday 26 June, to allow young researchers to present their ideas and results. Please note that places are limited and participation is possible only upon prior registration. Registration closes on May 12th, 2019. All details are specified on the website. We look forward to meeting you in Berlin. Best regards, The organizing committee Luisa Andreis, Wolfgang König and Robert Patterson

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Seminario di Yinon Spinka a Roma Tre il 18/01/19 ore 11:30
by Pietro Caputo 11 Jan '19

11 Jan '19

SEMINARIO Speaker: Yinon Spinka Title: Finitely-dependent processes are finitary Venerdi' 18 Gennaio 2019 ORE 11:30 Dipartimento di Matematica e Fisica Universita' degli Studi Roma Tre Largo San Leonardo Murialdo,1 - Pal.C Aula 211 Abstract: Consider a translation-invariant process $X$ indexed by $mathbb{Z}^d$. Suppose that $X$ is finitely-dependent in the sense that its restrictions to sets which are sufficiently separated (at least some fixed distance apart) are independent. We are concerned with the following question: How "close" is $X$ to being an i.i.d. process? One natural notion of closeness, called block factor, was suggested by Ibragimov and Linnik over 50 years ago. It took roughly 30 years until Burton, Goulet and Meester constructed an example which showed that this notion is too strong. That is, $X$ may not be close to being i.i.d. in this sense. We show that $X$ is close in a slightly weaker sense -- it is a finitary factor of an i.i.d. process. This means that $X=F(Y)$ for some i.i.d. process $Y$ and some measurable map F which commutes with translations of $mathbb{Z}^d$, and moreover, that in order to determine the value of $X_v$ for a given $v$, one only needs to look at a finite (but random) region of $Y$. The result extends to finitely-dependent processes indexed by the vertex set of any transitive amenable graph.

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Bocconi Summer School on "Random Graphs and Complex Networks"
by Antonio Lijoi 10 Jan '19

10 Jan '19

** CALL FOR APPLICATIONS ** Bocconi Summer School in Advanced Statistics and Probability ''Random Graphs and Complex Networks: Structure and Function'' July 8-19, 2019, Como http://bocconi2019.lakecomoschool.org We are pleased to announce that the 2019 edition of the Bocconi Summer School in Advanced Statistics and Probability, on RANDOM GRAPHS AND COMPLEX NETWORKS: STRUCTURE AND FUNCTION, will take place on July 8-19, 2019, at Villa del Grumello, on the shores of the Lake of Como, Italy. INSTRUCTORS Remco van der Hofstad (Eindhoven University of Technology, NL) Shankar Bhamidi (University of North Carolina, USA) Tutorials: Souvik Dhara (New England Lab, Microsoft Research and MIT, USA) Clara Stegehuis (Eindhoven University of Technology, NL) PROGRAM Random graphs are at the forefront of applied probability, and a central topic in multidisciplinary science where mathematical ideas are used to model and understand the real world. The aim of this course is four-fold: present novel models to describe real-world networks, and their topological properties; study their local behavior; discuss networks functionality, as described by stochastic processes on them; and discuss several statistical problems of networks and their functionality, including community detection, estimation of preferential attachment functions, estimation of the source of an epidemic. The school will present basic material in the first week, while the second week will contain more advanced material, at the forefront of science. The Bocconi Summer School in Statistics and Probability is offered by Bocconi University, Milano, and is hosted by the Lake Como School of Advanced Studies. The aim of the School is to establish a track of high level courses on cutting-edge topics in Statistics and Probability. The school offers lectures delivered by internationally leading scholars on the specific designated topic, and supervised tutorials. The summer school is open to all interested scholars, but is especially addressed to PhD students, and possibly to brilliant MSc graduates/students interested in pursuing doctoral studies in Statistics, Probability, Data Science, Computer Science and related fields. A POSTER SESSION will take place in the first week of the school, where participants, upon request, may present their research. APPLICATIONS: In order to foster active interaction among students and instructors, the School is targeted for a class of at most 30 qualified and selected participants. Deadline for applications: March 27, 2019. REGISTRATION and FEES. The registration fee (530 euro) covers all the school activities and course material; accommodation for the 2 weeks, wi-fi connection; all work-days lunches in the beautiful park of Villa del Grumello; welcome cocktail. Admitted participants should register by April 23, 2019. For more information, please visit the school website bocconi2019.lakecomoschool.org or contact BBS.statistics(a)unibocconi.it

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Concorso di ricercatore SESCS-S/01 Università di L'Aquila
by Fabio Antonelli 09 Jan '19

09 Jan '19

Presso l’Università degli Studi dell’Aquila è indetta la seguente procedura selettiva per l’assunzione di n. 1 Ricercatrice/Ricercatore con contratto di lavoro subordinato a tempo determinato e pieno di durata triennale ai sensi dell’art. 24, comma 3, lett. a) della Legge 30.12.2010 n. 240 (tipo A) e del relativo Regolamento di Ateneo: Settore Concorsuale: 13/D1 – Statistica Settore Scientifico Disciplinare: SECS-S/01 – Statistica http://www.univaq.it/include/utilities/blob.php?table=concorso_doc&id=118&i…

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Seminars in Padova (G. Barone Adesi and F. Delarue), 14/01/2019
by Giorgia Callegaro 09 Jan '19

09 Jan '19

Dear all, two seminars in Probability (with applications to Finance) will be given by Prof Giovanni Barone Adesi (Università della Svizzera Italiana) and Prof François Delarue (Université de Nice Sophia Antipolis) next Monday, the 14th January 2019, from 9.15 am to 11 am, in the meeting room at the seventh floor (access from tower B) of the Mathematics Department of the University of Padova, "Torre Archimede", Via Trieste 63, 35121 Padova. More details follow: *SEMINAR** 1 * *(time: 9.15)* *Speaker 1*: Prof. Giovanni Barone Adesi (Università della Svizzera Italiana) *Title* : S&P 500 Index, an Option-Implied Risk Analysis * SEMINAR 2 (time: 10.10)* *Speaker 2*: Prof. Prof François Delarue (Université de Nice Sophia Antipolis) *Title*: TBA Thanks for your attention and hope to see you in Padova, Giorgia Callegaro -- Giorgia Callegaro Assistant Professor Department of Mathematics - University of Padova Via Trieste 63 , I-35121 Padova - ITALY Tel: +39-0498271481 Fax: +39-0498271499 E-Mail: gcallega(a)math.unipd.it <https://webmail.math.unipd.it/horde3/imp/message.php?mailbox=Sent&index=598#> Personal web-page: https://sites.google.com/site/giogiocallegaro/Home

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Seminario di Luca Avena a Roma Tre il 15/01/19 ore 11:30
by Pietro Caputo 08 Jan '19

08 Jan '19

SEMINARIO Luca Avena (Leiden University, NL) Martedi' 15 Gennaio 2019 ORE 11:30 Dipartimento di Matematica e Fisica Universita' degli Studi Roma Tre Largo San Leonardo Murialdo,1 - Pal.C - Aula 211 Titolo: Mixing time on dynamic configuration model Abstract: We are interested in understanding the mixing time (i.e. the time to reach equilibrium) for a discrete-time random walk moving on a network changing over time in a random fashion. To this aim, we consider a specific model where the underlying evolving network has n vertices, it is initially sampled from the so-called configuration model (a random graph ensemble with a prescribed vertex-degree sequence) and at each time-unit a given fraction of the edge set is randomly rewired. We characterize the mentioned mixing-time for a random walk without backtracking as a function of the fraction of rewired edges. This work extends to a dynamic setup previous works on random walks on static random graphs. In particular, we show that the mixing-time is speeded-up by the presence of the edge-rewiring dynamics and depending on whether such a dynamics is slow, moderate or fast, we show the presence of so-called cutoff , half-cutoff, or absence of cutoff, respectively. Joint work with Hakan Guldas, Remco van der Hofstad and Frank den Hollander

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Fwd: Referrals For A Postdoc Position At WUSTL
by Cecilia Mancini 08 Jan '19

08 Jan '19

-------- Messaggio Inoltrato -------- Oggetto: Referrals For A Postdoc Position At WUSTL Data: Mon, 7 Jan 2019 20:04:26 +0000 Mittente: Figueroa-Lopez, Jose <figueroa-lopez(a)wustl.edu> A: Figueroa-Lopez, Jose <figueroa-lopez(a)wustl.edu> Dear all, There is an opening for a postdoc position in Statistics and/or Probability (and Related Fields-including Mathematical Finance) in my Department. Find further information at https://www.mathjobs.org/jobs/jobs/13342 Department of Mathematics, Washington University in St. Louis <https://www.mathjobs.org/jobs/jobs/13342> www.mathjobs.org Full service online faculty recruitment site for mathematical institutions worldwide, offered by the American Mathematical Society (AMS). I would be grateful if you could encourage your strong Ph.D. students graduating this semester to apply. I will personally review all the applications and be involved in finalizing the shortlist. Subsequently, there will be at least one skype interview. The teaching load would be 2 courses per semester. Short personal referrals by email are welcome. Thanks in advance and Happy New Year, Jose Enrique F-L Department of Mathematics and Statistics <http://wumath.wustl.edu/> Washington University in St. Louis <http://wustl.edu/> One Brookings Drive, St. Louis, MO 63130-4899 https://pages.wustl.edu/figueroa *Office:* Cupples I, 201. *Phone: *(314) 935-7539 *E-mail: *figueroa-lopez(a)wustl.edu

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Assegno di ricerca a Bologna (fwd)
by Michele Gianfelice 08 Jan '19

08 Jan '19

Salve, ricevo ed inoltro con preghiera di massima diffusione scusandomi qualora la notizia fosse già circolata su questa lista. Cordialmente, m.gianfelice ---------- Forwarded message ---------- Date: Tue, 8 Jan 2019 10:27:31 +0100 From: Marco Lenci <marco.lenci(a)unibo.it> To: Marco Lenci <marco.lenci(a)unibo.it> Subject: Assegno di ricerca a Bologna Cari colleghi con l'invito a volerne dare la massima diffusione, vi segnalo che, all'interno di un progetto congiunto UniBo-UniFi-UniPd denominato "Dinamiche stocastiche in ambienti disordinati ed applicazioni nelle scienze ", è uscito il bando per un assegno di ricerca su "Processi stocastici su strutture aleatorie e applicazioni" con sede presso il Dipartimento di Matematica dell'Università di Bologna. La descrizione e i dettagli per l'ammissione sono indicati di seguito. The Department of Mathematics of the University of Bologna invites applications for a Research fellowship of the duration of 12 months in the framework of a joint project with the University of Florence and the University of Padova, with subject "Stochastic processes on random structures and applications". Successful candidates will be recent PhDs in Mathematics with an exceptional research potential. PhD students can also apply, provided they are in possession of a document certifying their passing the last year of the PhD Program in Mathematics. The gross amount of the research fellowship contract is ? 21.169,19. The deadline for application is 31st January 2019 at 12:00. To submit application please refer to the pages: (EN) http://www.mathematics.unibo.it/en/calls-of-competition/research-fellowship… (IT) http://www.matematica.unibo.it/it/bandi/bando-per-assegno-di-ricerca-proces… For additional information, please contact: Marco Lenci at marco.lenci(a)unibo.it Francesca Nardi at francescaromana.nardi(a)unifi.it Alessandra Bianchi at bianchi(a)math.unipd.it

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Up to 24 PhD positions, Graz+Leoben (Austria)
by Fabio Zucca 07 Jan '19

07 Jan '19

Ricevo e inoltro con preghiera di diffusione. Fabio Zucca ---------------------------------------- The Doctoral Program ”Discrete Mathematics” (in its third phase 2019– 2022) offers up to 24 PhD positions for an advanced PhD training and research program. It is run jointly by • Graz University of Technology, • University of Graz, • University of Leoben. The doctoral program is funded by the Austrian Science Fund (FWF) and the supporting universities. The range of topics includes the following: • Commutative and Non-Commutative Algebra • Number Theory • Discrete Dynamics and Fractals • Graph Theory • Additive and Probabilistic Combinatorics • Combinatorial Group Theory • Representation Theory • Discrete Stochastics • Combinatorial Optimization • Geometry & Topology - Discrete and Computational • Analysis of Algorithms We offer up to 24 PhD positions for up to 4 years and a gross salary of 29.600 EUR per year. There is additional funding for extended stays abroad. The official language is English. The positions are assigned to 12 specific research projects within the above areas. For details about the research projects as well as the formal application criteria, see www.math.tugraz.at/discrete A selection of candidates will be invited for an interview. There will be two to three major interview sessions, starting in early spring 2019. For being considered for the first interview session applications have to arrive by February 20, 2019. Later applications, to be considered for the second interview session, have to arrive by April 30, 2019. Applications should be sent by e-mail to discrete(a)TUGraz.at to the coordinators of the doctoral program. W. Woess (speaker) Institut fuer Diskrete Mathematik, Technische Universitaet Graz, Steyrergasse 30, A-8010 Graz, Austria Tel: ++43 (0)316 8737130 Mobile: ++43 (0)664 60 8737130 Fax: ++43 (0)316 8734507 email: woess(a)TUGraz.at http://www.math.TUGraz.at/~woess

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seminario Feireisl presso Scuola Normale Superiore
by Franco Flandoli 06 Jan '19

06 Jan '19

*mercoledì 9 gennaio 2019* ore 11:00 *Scuola Normale Superiore* Pisa Aula Mancini *Eduard Feireisl* *(Institute of Mathematics of the Czech Academy of Sciences)* Terrà un seminario dal titolo: *“**Semiflow selection for the compressible Euler system**” * *Abstract:* *Using the methods of the theory of Markov semigroups, we show the existence of a Borel measurable solution semiflow for the isentropic Euler system in the multidimensional setting. Solutions are understood as time dependent trajectories of the basic state variables - the mass density, the linear momentum, and the energy - in a suitable phase space. The underlying system of PDE's is satisfied in a generalized sense. The solution semiflow enjoys the standard semigroup properties and the solutions coincide with the strong solutionsof the isentropic Euler system as long as the latter exists. Moreover, * *they minimize the energy (maximize the energy dissipation) among all generalized solutions. **(joint work with D.Breit and M.Hofmanova)* Tutti gli interessati sono invitati a partecipare. Classe di Scienze

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Concorso Ricercatore tipo B - Lecce
by Enrico Priola 03 Jan '19

03 Jan '19

Gentili colleghi, con l'invito a volerne dare la massima diffusione, vi segnalo che e' uscito il bando per una posizione da Ricercatore a tempo Determinato tipo B nel settore MAT/06 (Probabilità e Statistica Matematica) presso il Dipartimento di Matematica e Fisica "E. De Giorgi" dell'Università del Salento. https://www1.unisalento.it/c/document_library/get_file?p_l_id=63872469&fold… Un caro saluto. Prof. Giorgio Metafune Dipartimento di Matematica e Fisica "E. De Giorgi" Università del Salento giorgio.metafune(a)unisalento.it

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Hacking day on An Introduction to Networks
by Claudio Agostinelli 03 Jan '19

03 Jan '19

Hacking Day at Mathematics for daTa scieNce is a series of crash courses (4-8hours) in special topics. The third Hacking Day is 5-6 February 2019 on: **An Introduction to Networks** Giulia Bertagnolli (FBK, unitn) Further information are available at: http://datascience.maths.unitn.it/events/networks2019/index.html Participation is free. Please send an email to Prof. Claudio Agostinelli (claudio.agostinelli(a)unint.it) by January 25, 2019 to confirm your attendance. ------------------------------------------------------------- Claudio Agostinelli Dipartimento di Matematica Universita' di Trento email: claudio.agostinelli(a)unitn.it ------------------------------------------------------------ Per favore non mandatemi documenti in Microsoft Office/Apple iWork. Spediscimi invece OpenDocument! http://fsf.org/campaigns/opendocument/ Please do not send me Microsoft Office/Apple iWork documents. Send OpenDocument instead! http://fsf.org/campaigns/opendocument/ ------------------------------------------------------------

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Five junior research positions at the Centro De Giorgi
by Stefano Marmi 31 Dec '18

31 Dec '18

Apologies for multiple postings. The "Centro di Ricerca Matematica Ennio De Giorgi" (CRM-PISA) invites applications for FIVE two-year Junior Visiting positions (2019-2021) for the following subject matters: 1. Algebraic Geometry and/or Number Theory; 2. Topology, Differential Geometry and/or Geometric Analysis; 3. Partial Differential Equations and/or Probability; 4. Numerical Analysis and/or Financial Mathematics; 5. Dynamical Systems. Successful candidates will be new or recent PhDs in mathematics with an exceptional research potential. PhD students can also apply, provided they obtain their PhD no later than 1st October 2019. Candidates must apply for a specific and single position among the 5 specified above. In his/her on-line application each candidate may also indicate a maximum of three experts in the field of research, to whom the Scuola Normale will ask to send a letter of reference. Deadline for application: 15th January 2019. To submit application please link to the ANNOUNCEMENT at https://en.sns.it/bando/post-doc-research-positions-named-%E2%80%9Cjunior-v… and read the OFFICIAL CALL https://en.sns.it/sites/sten/files/documenti/07-11-2018/614call.pdf Applicants must submit their applications SOLELY by using the on-line procedure SerSe (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 additional information e-mail job.opportunities(a)sns.it. 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. Junior Visitors are expected to start their research activity no later than October 2019. Having hosted over 5000 visitors since its foundation in 2001, CRM-PISA (Centro di Ricerca Matematica Ennio De Giorgi) provides a thriving international and interdisciplinary research environment and Junior Visitors can take part to a great variety of scientific activities including intensive research periods, workshops and seminars, and have a unique opportunity to interact with top-class scientists. Job location: Centro di Ricerca Matematica "Ennio De Giorgi" Piazza dei Cavalieri 3 56126 PISA PI Italy Stefano Marmi

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Hacking day on Graphical Models
by Claudio Agostinelli 31 Dec '18

31 Dec '18

Hacking Day at Mathematics for daTa scieNce is a series of crash courses (4-8hours) in special topics. The second Hacking Day is Monday and Tuesday, 2019/01/28-29 on: **Graphical Models** Eva Riccomagno (unige) Federico Carli (unige) The course is an introduction to statistical models supported on finite graphs. The idea of modelling a complex system with a graph is present in various disciplines, from information theory to systems engineering to machine learning. In statistics a graphical model specifies conditional independence statements between random vectors, thus providing a statistical model for the joint distribution of observed variables. The graph has the advantage of providing a visual representation and is a powerful calculation tool. The course presents the basics of probabilistic graphical models, including their algebraic representations and basic software. Further information are available at: http://datascience.maths.unitn.it/events/gm2019/index.html Participation is free. Please send an email to Prof. Claudio Agostinelli (claudio.agostinelli(a)unint.it) by January 15, 2019 to confirm your attendance. ------------------------------------------------------------- Claudio Agostinelli Dipartimento di Matematica Universita' di Trento email: claudio.agostinelli(a)unitn.it ------------------------------------------------------------ Per favore non mandatemi documenti in Microsoft Office/Apple iWork. Spediscimi invece OpenDocument! http://fsf.org/campaigns/opendocument/ Please do not send me Microsoft Office/Apple iWork documents. Send OpenDocument instead! http://fsf.org/campaigns/opendocument/ ------------------------------------------------------------

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9th General AMamef conference, Paris, June 11-14, 2019 (fwd)
by Tiziano Vargiolu 27 Dec '18

27 Dec '18

---------- Forwarded message ---------- Date: Mon, 24 Dec 2018 18:32:02 +0100 (CET) From: 9amamef <9amamef(a)sciencesconf.org> Subject: 9th General AMamef conference, Paris, June 11-14, 2019 9amamef : 9th General AMaMeF Conference 11-14 Jun 2019 Paris (France) We are pleased to announce that the 9th General AMaMeF (Advanced Mathematical Methods in Finance) Conference will take place on June 11-14, 2019 in Paris. Plenary lectures will be given by Erhan Bayraktar (University of Michigan) Giorgia Callegaro (University of Padova) Giula Di Nunno (University of Oslo) Martin Larsson (ETH Zuerich) Johannes Muhle-Karbe (Imperial College London) Mathieu Rosenbaum (Ecole Polytechnique) Mihail Zervos (London School of Economics) Johanna Ziegel (University of Bern) The program further consists of invited sessions, contributed lectures and posters. For details regarding registration, submission of abstracts and deadlines, please refer to https://9amamef.sciencesconf.org Best wishes and season's greetings Huyen Pham On behalf of the organizers [cnrs.jpg] [ccsd.jpg] [sciencesconf.jpg]

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bando per ricercatore di tipo A in SECS-S/01 e SECS-S03
by Brunero Liseo 26 Dec '18

26 Dec '18

Sono banditi 2 posti da ricercatore a tempo determinato di tipo A nei settori SECS-S/03 e SECS-S/01 presso il Dipartimento di Metodi e Modelli per il Territorio, l'Economia e la Finanza, Sapienza Università di Roma. Scadenza del bando: 3 gennaio 2019 BANDO E INFORMAZIONI https://web.uniroma1.it/trasparenza/dettaglio_bando_albo/135573 https://web.uniroma1.it/trasparenza/dettaglio_bando_albo/135571 <https://web.uniroma1.it/trasparenza/dettaglio_bando_albo/135573https://web.…> Vi prego di diffondere questa e-mail e di inoltrarla a tutti i possibili interessati. Buone feste Brunero Liseo -- ============================================ Brunero Liseo *Dip. di metodi e modelli per il territorio, l'economia e la finanza * *Sapienza Università di Roma* *Viale Castro Laurenziano, 9 Roma I-00161 *Tel. +39 06 49766973 Fax +39 06 4957606 *https://sites.google.com/a/uniroma1.it/brulis/home <https://sites.google.com/a/uniroma1.it/brulis/home>* ============================================

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Open Positions in Statistics and Data Science - University of Bath
by Antonio DI CRESCENZO 22 Dec '18

22 Dec '18

Job titleOpen Positions in Statistics and Data Science DepartmentMathematical Sciences, University of Bath Closing dateThursday 31 January 2019 *Web*https://www.bath.ac.uk/jobs/Vacancy.aspx?ref=CC6382 *Salary:* *Professor: Competitive Salary* *Reader/Senior Lecturer: £50,132 rising to £58,089* *Lecturer: £40,792 rising to £48,677* • One position at the level of Professor, Reader or Senior Lecturer (Associate Professor) in Statistics • One position at the level of Lecturer (Assistant Professor) in Statistics -- ============================================= 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 Fax: +39-089-963303 E-mail(1): adicrescenzo(a)unisa.it E-mail(2): adicresc(a)gmail.com Web: http://www.unisa.it/docenti/antoniodicrescenzo/index =============================================

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Postdoc in Moscow
by Mauro Mariani 22 Dec '18

22 Dec '18

Dear colleagues the International Faculty Recruitment unit of the Higher School of Economics of Moscow has opened the 2019 postdoc campaign, for researchers in Mathematics and Mathematical Physics (deadline in February) https://iri.hse.ru/post_math2019 Please advertise the position to potential candidates and to whomever may be interested. Sincerely Mauro Mariani

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call for contributions to the Second Italian Meeting on Probability and Mathematical Statistics
by Antonio DI CRESCENZO 21 Dec '18

21 Dec '18

Dear Colleagues, we are pleased to invite you to submit a contribution to the Second Italian Meeting on Probability and Mathematical Statistics (Vietri sul Mare (SA), Italy, June 17th-20th, 2019) Web site: http://www.salerno2019.dipmat.unisa.it Invited Speakers: - Stefano Maria Iacus, University of Milano - Giovanni Peccati, Luxembourg University - Cristina Toninelli, Université Paris Dauphine - Lorenzo Zambotti, Sorbonne Université Contributions to the Meeting are given by oral presentations or posters. The official language is English. Each oral presentation has a 30-minute time slot, including 5 minutes for questions. The abstracts of all contributions are due before March 15, 2019, according to the instructions given at http://www.salerno2019.dipmat.unisa.it/authors.html Oral presentations will be arranged in Contributed Sessions and Organized Sessions. - Contributed Sessions Oral presentations will be arranged in Contributed Sessions by the Scientific Committee on the basis of common topic of interest. - Organized Sessions An Organized Session is a block of 3 presentations given by speakers invited by one or more organizers. Organized Session proposals are submitted by the organizer(s) to the Scientific Committee by email to salerno2019(a)unisa.it within March 10, 2019. Required information: title of the Session, name of the speakers, title of each contribution. Participants are encouraged to submit their proposals or Organized Sessions on a wide range of theoretical and applied topics in Probability and Mathematical Statistics. See the following non-exhaustive list: Algebraic Statistics, Bayesian Nonparametrics, Dependence Modeling, Foundations of Probability, Fractional Stochastic Dynamics, Game-Theoretical Probability, High Dimensional Data Analysis, Information and Stochastic Geometry, Insurance Mathematics, Interacting Particle Systems, Mathematical Ecology, Measure Valued Processes, Optimal Transport and its Applications in Probability, Quantum Probability, Random Fields, Risk Analysis and Reliability, Simulation in Probability and Statistics, Statistical Inference, Stochastic Differential Equations, Stochastic Dynamics in Statistical Physics, Stochastic Financial Markets, Stochastic Models in Biology and Medicine, Stochastic Processes and Applications, Stochastic Networks and Queueing, Teaching Probability and Mathematical Statistics, Uncertainty Quantification. Proposals of Organized Sessions from young researchers will be highly welcome. We look forward meeting you soon. The Scientific Committee Claudia Ceci, Paolo Dai Pra, Antonio Di Crescenzo, Franco Fagnola, Franco Flandoli, Antonio Lijoi, Andrea Pascucci, Franco Pellerey, Laura Sacerdote The Local Organizing Committee Giacomo Ascione, Aniello Buonocore, Camilla Calì, Luigia Caputo, Antonio Di Crescenzo, Maria Longobardi, Barbara Martinucci, Alessandra Meoli, Luca Paolillo, Paola Paraggio, Enrica Pirozzi, Fabio Travaglino

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Two positions in Data Science at Luxembourg University
by Giovanni Peccati 21 Dec '18

21 Dec '18

Dear Colleagues, The University of Luxembourg currently has two open professor positions in the area of Data Science. (1) A full professor position in Mathematical Statistics and Data Science, within the Mathematics Research Unit, funded by for the first 5 years by a grant from the ERA-chair program of the European Union. This position is attractive by European standards in terms of research support (2 postdocs and 2 PhD positions attached and access to external funding). The person hired will be expected to start a new direction of research in Mathematical Statistics at the University of Luxembourg. Informations and instructions on how to apply: http://emea3.mrted.ly/1w64s The deadline for application is Jan 1, 2019. (2) A tenure-track Associate professor position in Machine Learning, within the Computer Science and Communication Research Unit. This is an Associate professor position, with evaluation after 5 years for promotion to full professor. Informations and instructions on how to apply: http://emea3.mrted.ly/218v0 The deadline for application is Jan 31, 2019. Both positions are highly attractive in terms of salary, funding opportunities, etc. With my best regards, Giovanni Peccati -- Prof. Giovanni Peccati ------------------------------------------ UR en Mathématiques Faculté des Sciences, de la Technologie et de la Communication ------------------------------------------ Université du Luxembourg ----------------------------------------- homepage: http://sites.google.com/site/giovannipeccati/Home E-mail: giovanni.peccati(a)gmail.com

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Workshop "New Frontiers in Stochastics for Economics and Finance" - University of Siena - May 30-June 01, 2019
by Giorgio Ferrari 20 Dec '18

20 Dec '18

Dear All, we are happy to announce the Workshop *"New Frontiers in Stochastics for Economics and Finance"* to be held at the Department of Economics and Statistics of the University of Siena on *May 30-June 01, 2019* https://sites.google.com/view/workshop-bisi2019/home The workshop is thought as a forum for discussing new developments concerning stochastic methods and models arising in economics, finance, and game theory. Our invited speakers are: *René Aïd (Univ. Paris Dauphine) <https://www.google.com/url?q=https%3A%2F%2Fwww.dauphine.fr%2Fen%2Fresearch%…>* *Luciano Campi (LSE London) <https://www.google.com/url?q=https%3A%2F%2Fsites.google.com%2Fsite%2Flucian…>* *Claudia Ceci (Univ. Chieti-Pescara) <https://www.google.com/url?q=https%3A%2F%2Feconomia.unich.it%2Fvisualizza.p…>* *Patrick Cheridito (ETH Zurich) <https://www.google.com/url?q=https%3A%2F%2Fpeople.math.ethz.ch%2F~patrickc%…>* *Claudio Fontana (Univ. Padova) <https://www.google.com/url?q=https%3A%2F%2Fsites.google.com%2Fsite%2Ffontan…>* *Marco Frittelli (Univ. degli Studi di Milano) <http://www.google.com/url?q=http%3A%2F%2Fwww.mat.unimi.it%2Fusers%2Ffrittel…>* *Fausto Gozzi (LUISS University of Rome) <http://www.google.com/url?q=http%3A%2F%2Fdocenti.luiss.it%2Fgozzi%2F&sa=D&s…>* *Ioannis Karatzas (Columbia University) <http://www.google.com/url?q=http%3A%2F%2Fwww.math.columbia.edu%2F~ik%2F&sa=…>* *Kostas Kardaras (LSE London) <http://www.google.com/url?q=http%3A%2F%2Fstats.lse.ac.uk%2Fkardaras%2F&sa=D…>* *Michael Kupper (Univ. Konstanz) <https://www.google.com/url?q=https%3A%2F%2Fwww.mathematik.uni-konstanz.de%2…>* *Huyen Pham (Univ. Paris 7) <https://www.google.com/url?q=https%3A%2F%2Fsites.google.com%2Fsite%2Fphamxu…>* *Frank Seifried (Univ. Trier) <https://www.google.com/url?q=https%3A%2F%2Fsites.google.com%2Fsite%2Fseifri…>* *Peter Tankov (ENSAE ParisTech) <https://www.google.com/url?q=https%3A%2F%2Fwww.lpsm.paris%2Fpageperso%2Ftan…>* *Nizar Touzi (Ecole Politechnique, Paris) <http://www.google.com/url?q=http%3A%2F%2Fwww.cmap.polytechnique.fr%2F~touzi…>* *Thaleia Zariphopoulou (University of Texas, Austin) <https://www.google.com/url?q=https%3A%2F%2Fweb.ma.utexas.edu%2Fusers%2Fzari…>* The workshop is jointly organized by Salvatore Federico, Claudio Pacati, and Luca Regis (University of Siena), and Giorgio FerrariandFrank Riedel (Bielefeld University). Registration will be open soon. Save the dates! Best wishes, Giorgio Ferrari --- Questa e-mail è stata controllata per individuare virus con Avast antivirus. https://www.avast.com/antivirus

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1-year postdoc position in Genomics, University of Montpellier, France
by Julyan Arbel 20 Dec '18

20 Dec '18

Dear all, Alice Cleynen from University of Montpellier is seeking a postdoc candidate interested in Genomics, with starting date from January 2019, for one year. The offer is attached. For more info: alice.cleynen(a)umontpellier.fr ; sophie.lebre(a)umontpellier.fr Best, Julyan Arbel http://www.julyanarbel.com/

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Concorso Ric. Tipo A, SSD SECS-S/01 Università di L'Aquila
by Fabio Antonelli 19 Dec '18

19 Dec '18

Con preghiera di diffusione. Il 18/12/18 è stato pubblicato in G.U. - scadenza a 30 giorni il seguente bando di concorso: Presso l’Università degli Studi dell’Aquila è indetta la seguente procedura selettiva per l’assunzione di n. 1 Ricercatrice/Ricercatore con contratto di lavoro subordinato a tempo determinato e pieno di durata triennale ai sensi dell’art. 24, comma 3, lett. a) della Legge 30.12.2010 n. 240 (tipo A) e del relativo Regolamento di Ateneo: Settore Concorsuale: 13/D1 – Statistica Settore Scientifico Disciplinare: SECS-S/01 – Statistica http://www.univaq.it/include/utilities/blob.php?table=concorso_doc&id=118&i… Fabio Antonelli -----------------------------

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Fwd: Saint-Flour 2019 - First announcement
by Marco Romito 17 Dec '18

17 Dec '18

-------- Forwarded Message -------- Subject: Saint-Flour 2019 - First announcement SAINT-FLOUR 2019 - FIRST ANNOUNCEMENT Dear colleagues The 49th Saint-Flour Probability Summer School will be held on July 7-19, 2019. It is supported by the Université Clermont Auvergne, Centre National de la Recherche Scientifique and European Mathematical Society. This year, the three courses will be: Nicolas Curien (Université Paris-Sud Orsay): Discrete random surfaces. Elchanan Mossel (M.I.T.): Probabilistic aspects of voting, intransitivity and manipulation. Philippe Rigollet (M.I.T.) : Statistical optimal transport. Further information can be found on the conference website and YouTube channel: http://recherche.math.univ-bpclermont.fr/stflour/stflour-en.php https://www.youtube.com/channel/UC640PtwmkBnrhCdop2daETw Online registration will open in February. You will receive another announcement at that time. Please give the information to anyone else who might be interested. Best regards, The organizing committee Christophe Bahadoran, Hacène Djellout, Arnaud Guillin ------------------------------------------------- Laboratoire de Mathématiques Blaise Pascal, CNRS UMR 6620 Université Clermont-Auvergne, Campus des Cézeaux 3, place Vasarely TSA 60026 CS 60026 63178 Aubière cedex, France Tel: +33 (0)4 73 40 70 50 Fax: +33 (0)4 73 40 54 50 mailto:stflour@math.univ-bpclermont.fr

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CIME course on Mean Field Games
by Carlo Orrieri 17 Dec '18

17 Dec '18

Ricevo e inoltro --------------- Dear all, this is to announce the CIME course on Mean Field Games, which will be held in Cetraro on June 10-14, 2019. The program will include short courses given Y. Achdou, P. Cardaliaguet, F. Delarue, A. Porretta and F. Santambrogio, dealing with different aspects of Mean Field Games theory: modeling, numerics, PDEs, variational and probabilistic approaches. The Course is mainly intended for PhD students and post-doc young researchers, but open to every interested colleague. Registration is free, but compulsory for organisatorial purposes. As usual with CIME courses, any information as well as the registration are given through the web page http://web.math.unifi.it/users/cime/ <http://web.math.unifi.it/users/cime/> Limited funds are available to offer financial support to some selected students and young researchers (post-docs). The deadline for application is 30th April 2019. P.Cardaliaguet A.Porretta

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Postdoc position in Geometric Methods for Machine Learning and Deep Learning at RIST
by Luigi Malagò 14 Dec '18

14 Dec '18

=========================================================== *Subject*: Postdoc position in Machine Learning (1 year, renewable up to 2 years) *Institution*: RIST - Romanian Institute of Science and Technology, Cluj-Napoca *Keywords*: Geometry of Latent Spaces, Optimization over Manifolds, Information Geometry, Natural Gradient, Riemannian Geometry *Application deadline*: 10 October 2018 (applicants are encouraged to apply earlier) *Salary*: around 2200 euro net *Official announcement*: http://rist.ro/en/details/news/postdoc-positions-in-deep-learning-and-machi… =========================================================== Dear colleagues, the Romanian Institute of Science and Technology (RIST) has an opening for a postdoc position, in the context of the DeepRiemann project “Riemannian Optimization Methods for Deep Learning”, funded by European structural funds through the Competitiveness Operational Program (POC 2014-2020). The appointments will be for 1 year, with possible extensions up to 2 years. The DeepRiemann project aims at the design and analysis of novel training algorithms for Neural Networks in Deep Learning, by applying notions of Riemannian optimization and differential geometry. The task of the training a Neural Network is studied by employing tools from Optimization over Manifolds and Information Geometry, by casting the learning process to an optimization problem defined over a statistical manifold, i.e., a set of probability distributions. The project is highly interdisciplinary, with competences spanning from Machine Learning to Optimization, Deep Learning, Statistics, and Differential Geometry. The objectives of the project are multiple and include both theoretical and applied research, together with industrial activities oriented to transfer knowledge, from the institute to a startup or spin-off of the research group. The positions will be part of the new Machine Learning and Optimization group https://rist.ro/en/teams.html, which performs research at the intersection of Machine Learning, Stochastic Optimization, Deep Learning, and Optimization over Manifolds, using geometric methods based on Information Geometry. The group is one of two newly-formed groups in Machine Learning at RIST. The official job announcement can be seen here: http://rist.ro/en/details/news/postdoc-positions-in-deep-learning-and-machi… Informal inquiries can be sent to Dr. Luigi Malagò <malago(a)rist.ro>, principal investigator of the DeepRiemann project. Application deadline: 10 October 2018 (applicants are encouraged to apply earlier) best regards, Luigi Malagò

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Seminario di Davide Bignamini a Pavia
by Carbone Raffaella 13 Dec '18

13 Dec '18

Cari colleghi, vi annuncio che giovedì 20 dicembre, alle ore 12, nell'aula Beltrami del Dipartimento di Matematica dell'Universita' di Pavia, il Dott. Davide Bignamini (Università di Parma) terrà un seminario dal titolo Enclosures and structure of invariant states for quantum channels di cui segue il sunto. Distinti saluti, Raffaella Carbone Abstract: In my talk I will present some probability properties for quantum channels, and I will show some similarities with the theory of classical Markov chains. At first I will introduce the concepts of reducibility, invariant state and enclosure. After that I will discuss the structure of invariant states related to the possible decompositions in enclosures of the positive recurrent subspace. Finally I will reconsider this result for a particular case of homogeneous open quantum random walks. This talk is based on the contents of my Master's thesis (Tesi di Laurea Magistrale).

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Seminario SESIA
by Matteo Ruggiero 13 Dec '18

13 Dec '18

STATISTICS SEMINARS @ COLLEGIO CARLO ALBERTO Mercoledì 19 Dicembre 2018, alle ore 11:00, presso il nuovo edificio del Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario: ------------------------------------------------ Matteo SESIA (Stanford University) NEW TOOLS FOR REPRODUCIBLE VARIABLE SELECTION WITH KNOCKOFFS Model-X knockoffs [1] is a new statistical framework that allows the scientist to investigate the relationship between a response of interest and hundreds or thousands of explanatory variables. In particular, model-X knockoffs can be used to identify a subset of important variables from a larger pool that could potentially explain a phenomenon under study while rigorously controlling the false discovery rate [2] in very complex statistical models. In this talk we will briefly review the fundamentals of knockoffs and their use in two different scenarios. First, we will discuss about how knockoffs can be used to exploit prior knowledge of genetic variation to obtain a powerful tool for genome-wide association studies [3]. Then, we will see how the information contained in large unsupervised datasets can be harnessed to perform effectively "model-free" variable selection [4]. [1] E. J. Candès, Y. Fan, L. Janson, and J. Lv, "Panning for gold: "model-X" knockoffs for high dimensional controlled variable selection". Journal of the Royal Statistical Society: Series B (Statistical Methodology), 2018. [2] Y. Benjamini and Y. Hochberg, "Controlling the false discovery rate: a practical and powerful approach to multiple testing". Journal of the Royal Statistical Society: Series B (Statistical Methodology), 1995. [3] M. Sesia, C. Sabatti, and E. J. Candès, "Gene hunting with hidden Markov model knockoffs". Biometrika, 2018. [4] Yaniv Romano, Matteo Sesia and Emmanuel Candès, "Deep Knockoffs". arXiv:1811.06687, 2018. ------------------------------------------------ Tutti gli interessati sono invitati a partecipare. Il seminario è organizzato dalla "de Castro" Statistics Initiative (www.carloalberto.org/stats) 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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Fwd: Postdocs in probability or statistics
by Francesco Caravenna 13 Dec '18

13 Dec '18

Ricevo e inoltro. > Da: Christina Goldschmidt <goldschm(a)stats.ox.ac.uk> > Oggetto: Postdocs in probability or statistics > Data: 12 dicembre 2018 09:56:31 CET > > Dear colleagues, > > The Department of Statistics and Lady Margaret Hall, Oxford are currently advertising two postdocs, open to candidates working in probability or statistics. The jobs come with some associated teaching duties and are fixed term positions lasting until 31st March 2021. Please see the advertisement <https://www.recruit.ox.ac.uk/pls/hrisliverecruit/erq_jobspec_version_4.disp…> for more details and for how to apply. Prospective candidates should feel free to contact me if they have any questions. The deadline for applications is 11th January 2019. > > I would be most grateful if you could forward this message to any suitable candidates. > > Best wishes, > Christina Goldschmidt. > > -- > Christina Goldschmidt | http://www.stats.ox.ac.uk/~goldschm <http://www.stats.ox.ac.uk/~goldschm> > Department of Statistics and Lady Margaret Hall, University of Oxford

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assegno di ricerca
by Sara Pasquali 13 Dec '18

13 Dec '18

Si avvisa che e' stato pubblicato un bando per un assegno di ricerca annuale presso l'istituto IMATI del CNR di Milano, per la seguente tematica: modelli matematici basati su equazioni differenziali, metodi di stima statistica dei parametri, metodi per modelli state-space. Costituiranno titolo preferenziale la capacità di sviluppare in autonomia codici di programma per la simulazione di modelli matematici o per la statistica computazionale o l’esperienza nell’analisi di modelli descritti da equazioni differenziali o la conoscenza di metodologie di controllo. Tutte le informazioni sono disponibili sul bando http://bandi.urp.cnr.it/doc-assegni/documentazione/8430_DOC_IT.pdf Gli interessati possono contattare il Dott. Antonio Pievatolo (antonio.pievatolo(a)mi.imati.cnr.it) o la Dott.ssa Sara Pasquali (sara.pasquali(a)mi.imati.cnr.it) per maggiori informazioni. -- ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~ Dr. Sara Pasquali CNR-IMATI Via Bassini, 15 20133 MILANO - ITALY =========== Tel. +39 02 23699525 Fax. +39 02 23699538 e-mail: sara.pasquali(a)mi.imati.cnr.it ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~

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seminario di Andrea Agazzi al Politecnico di Torino, 18 dicembre
by Enrico Bibbona 12 Dec '18

12 Dec '18

Gentilissimi, con la presente si comunica che martedì 18 dicembre, ore 09:30, presso il Politecnico di Torino, DISMA, Aula Buzano, il Dott. Andrea Agazzi presenterà un seminario dal titolo: “Scaling limits for Stochastic Chemical Reaction Network Dynamics" Questo evento è parte del "Progetto di eccellenza", DISMA - Politecnico di Torino. Maggiori informazioni reperibili nella locandina https://areeweb.polito.it/disma-excellence/allegati/seminario_Agazzi_DISMA.… e sul sito: www.polito.it/disma-excellence/ Cordiali saluti - - - - - - - - - - - - - - - - - - - - - - - - - - - - Dear colleagues, it is our pleasure to invite you to the seminar “Scaling limits for Stochastic Chemical Reaction Network Dynamics" by Dr Andrea Agazzi. The seminar will be held at Politecnico di Torino, DISMA, Aula Buzano, on Tuesday the 18th December 2018 at 09:30. This event is part of "Progetto di eccellenza", DISMA - Politecnico di Torino. Further information available on the flyer https://areeweb.polito.it/disma-excellence/allegati/seminario_Agazzi_DISMA.… and at www.polito.it/disma-excellence/ Best regards, DISMA Politecnico di Torino Dipartimento di eccellenza 2018-2022 Enrico Bibbona Probability, Statistics and Optimization group Department of Mathematical Sciences "G. L Lagrange" Politecnico di Torino

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avviso seminario Mauro Mariani
by Franco Flandoli 12 Dec '18

12 Dec '18

Il giorno lunedì 17 dicembre, alle ore 10:30, in aula Aula Marie Curie Il professor Mauro Mariani (High School of Economics, Moscow) terrà un seminario dal titolo: The low temperature limit of Dirichlet energies Tutti gli interessati sono invitati a partecipare. Franco Flandoli Abstract: Let M be a Riemannian manifold equipped with a reference measure m with density \exp(- V/T) with respect to the volume measure, where V represents a potential and the positive constant T represents the temperature. The Dirichlet energy with reference measure m is a classical functional defined on the space of probability measures on M. I will discuss the variational convergence of such a functional in the limit T \to 0. In particular, if V is not convex, a non-trivial expansion by Gamma-convergence holds under generic hypotheses on V. The results are based on a joint work with G.DiGesu (TU Wien).

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Seminario Stefano Bonaccorsi @ LUISS
by Giovanni Alessandro Zanco 11 Dec '18

11 Dec '18

Dear all, we inform that Professor Stefano Bonaccorsi (Università di Trento) will give a seminar at LUISS University on Tuesday, December the 18th at 10:00 am in Room 205b, Viale Romania 32 with the following title and abstract Title: Some notes on Malliavin calculus, surface integrals and integration by parts formulae in infinite dimensional spaces Abstract: We introduce a basic construction of the Malliavin calculus which unifies some different perspectives (e.g., Bogachev, Da Prato, Lunardi, Nualart). Then we introduce, for suitable functionals of the Brownian motion, the problem of constructing a surface measure (i.e., the restriction of the reference measure on the infinite dimensional Wiener space) on the level sets defined by them. Finally, we give some interpretation of such results in terms of other stochastic processes. Kind regards Giovanni Zanco LUISS Università Guido Carli Department of Economics and Finance V.le Romania 32 00197 Roma

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Free Program on Data Science for Finance and Quantitative Risk/Portfolio Management
by Stefano Herzel 10 Dec '18

10 Dec '18

The Department of Economics and Finance of the University of Rome "Tor Vergata" (DEF) and ARPM - Advanced Risk and Portfolio Management will jointly offer the course ARPM marathon free of charge to PhD students of Italian institutions. The program will run from January 21st 2019 to June 14th 2019. The ARPM Marathon is an online/onsite, advanced master-level, quantitative program, divided in four courses: - Data Science for Finance - Financial Engineering for Investment - Quantitative Risk Management - Quantitative Portfolio Management The program consists of multiple weekly online preparation sessions with theory and practice in the ARPM Lab online, and one weekly onsite meeting at DEF to discuss and share comments and ideas, under the supervision of prof. Alessandro Ramponi, a faculty member of DEF. Participation to the weekly onsite meetings is necessary to remain enrolled in the program. The program is designed to enable students with a solid mathematical background to operate across all functions in banking, insurance and asset management, or to perform advanced applied research. Upon enrollment, students will obtain access to: - ARPM Lab online: theory, case studies, simulation clips, slides, exercises, code (Python and MATLAB), video lectures - Onsite flipped classroom breakout sessions at DES - Private forum for technical Q&A and networking - Homework assignments - Schedule and personal trainer reminding of all upcoming to-do’s Upon completion of any of the four courses, students will attain a Certificate of Completion. Seats are limited: to be considered for enrollment, interested PhD students should send a motivation letter and their resume to info(a)arpm.co by January 7th, 2019 Best regards, Stefano Herzel - Director of M.Sc. Finance in and Banking, University of Rome "Tor Vergata" Attilio Meucci - Founder, ARPM

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PhD position in stochastic analysis at Leeds
by Elena Issoglio 10 Dec '18

10 Dec '18

Dear Colleagues, At the University of Leeds we have a PhD position in stochastic analysis for UK and EU applicants within the framework "Leeds York NERC Doctoral Training Partnership (DTP)". Details are as follows: Topic: Mean field methods for stochastic population dynamics (http://www.nercdtp.leeds.ac.uk/projects/index.php?id=892) Deadline: Monday 7th January 2019 Start Date: October 2019 How to apply: http://www.nercdtp.leeds.ac.uk/how-to-apply/ More info: please contact Elena Issoglio at e.issoglio(a)leeds.ac.uk Please draw this to the attention of potential candidates. With best wishes, Elena Issoglio Dr Elena Issoglio Lecturer in Financial Mathematics Office 11.02, School of Mathematics School of Mathematics, University of Leeds, Leeds, LS2 9JT E: e.issoglio(a)leeds.ac.uk<mailto:e.issoglio@leeds.ac.uk> T: 0113 34 3 4660

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Seminario di Marta Leocata in Bicocca il 13/12/2018
by gianmario tessitore 10 Dec '18

10 Dec '18

Giovedì 13 dicembre 2018, alle ore 14:00 presso l'aula 3014 del Dipartimento di Matematica e Applicazioni dell'Università di Milano - Bicocca in Via Roberto Cozzi 55 La Dottoressa Marta Leocata dell'Università di Pisa parlera'su Title: The Navier-Stokes-Vlasov-Fokker-Planck system as a scaling limit of particles in a fluid Abstract: The PDEs system Navier-Stokes-Vlasov-Fokker-Planck (NSVFP) describes particles in a fluid, where the interaction particles-fluid is described by the Stokes drag force. In the talk, I will present a particle system, interacting with a fluid, that converges to the (NSVFP) system. The talk is based on a recent work in collaboration with Franco Flandoli and Cristiano Ricci. Tutti gli interessati sono invitati a partecipare -- Gianmario Tessitore Dipartimento di Matematica e Applicazioni Università degli Studi di Milano-Bicocca

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12th Bayesian nonparametric meeting
by Fabrizio Leisen 10 Dec '18

10 Dec '18

The 12th Bayesian nonparametrics (BNP) meeting will be held in Oxford from the 24th to the 28th of June 2019: http://www.stats.ox.ac.uk/bnp12/ The Bayesian nonparametrics conference is a bi-annual international meeting bringing together leading experts and talented young researchers working on applications and theory of nonparametric Bayesian statistics. It is an official section meeting of the Bayesian Nonparametrics section of the International Society for Bayesian Analysis (ISBA). *****CALL for CONTRIBUTED TALKS**** The Scientific Committee invites submissions for possible contributed talks. The deadline for submitting a title/abstract is 15th December 2018. You can submit your abstract at: https://www.stats.ox.ac.uk/bnp12/index.html#abstract *****CALL for TRAVEL SUPPORT***** The submission of applications for travel support opens on 1st October 2018 and closes on 15th December 2018. Currently, there are 35 awards that could be either travel awards or accommodation awards. The support is for junior researchers (students currently enrolled in a Dphil (PhD) programme or having graduated after 1st October 2015). The applicant agrees to present her/his work at the conference as a poster or oral if awarded the travel support. Please see the following link for further details. https://www.stats.ox.ac.uk/bnp12/index.html#travelsupport -- Fabrizio Leisen Reader in Statistics Director of the Msc programmes in Statistics School of Mathematics, Statistics and Actuarial Sciences Sibson Building, University of Kent, Canterbury, CT2 7FS https://www.kent.ac.uk/smsas/our-people/profiles/leisen_fabrizio.html http://sites.google.com/site/fabrizioleisen/

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Postdoc position at Sussex
by Enrico Scalas 06 Dec '18

06 Dec '18

Dear Colleagues, At the Department of Mathematics, University of Sussex, we offer a postdoc position on Random Matrix Theory as part of a wider research project coordinated by Dr Nicholas Simm. The postdoc will focus on universality in random matrix theory, Gaussian fields and extreme value statistics. For more details, please follow the link below https://www.jobs.ac.uk/job/BOL155/research-fellow-in-mathematics The deadline for applications is 18th January 2019. Feel free to pass this message to potentially interested persons. All enquiries should be directed to Dr. Nicholas Simm (n.j.simm(a)sussex.ac.uk). Best regards, Enrico Scalas Professor of Statistics and Probability Department of Mathematics University of Sussex, UK

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Avviso di assegno di ricerca
by Domenico Marinucci 06 Dec '18

06 Dec '18

Cari colleghi è disponibile un assegno di ricerca biennale, SSD MAT06 (Probabilità e Statistica Matematica), titolo "La Geometria dei Campi Aleatori e le sue Applicazioni all'Astrostatistica", scadenza 18 dicembre 2018. Maggiori dettagli sono disponibili sul sito: http://bandi.miur.it/bandi.php/public/fellowship/id_fellow/151795 L'assegno è bandito all'interno del progetto di eccellenza MIUR presso il Dipartimento di Matematica dell'Università di Roma Tor Vergata (MATH@TOV): https://www.mat.uniroma2.it/Progetto/presentation-project.php 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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Seminario ROSNER
by Matteo Ruggiero 05 Dec '18

05 Dec '18

STATISTICS SEMINARS @ COLLEGIO CARLO ALBERTO Mercoledì 12 Dicembre 2018, alle ore 12:00, presso il nuovo edificio del Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario: ------------------------------------------------ Gary L. ROSNER (Johns Hopkins University) BAYESIAN APPROACHES IN REGULATORY SCIENCE Regulatory science comprises the tools, standards, and approaches that regulators use to assess safety, efficacy, quality, and performance of drugs and medical devices. A major focus of regulatory science is the design and analysis of clinical trials. These clinical experiments help us learn about what works clinically and what does not work. The results of clinical trials support therapeutic and policy decisions. Decision making also arises when designing clinical trials. Investigators make many decisions regarding various aspects of how they will carry out the study, such as the primary objective of the study, primary and secondary endpoints, methods of analysis, sample size, etc. Many scientists have advocated greater application of Bayesian statistical inference in regulatory science, and applications of Bayesian methods in drug and device development continue to increase. This talk presents a vision of the drug and device development framework and the way Bayesian inference fits naturally within it. In particular, I advocate greater application of Bayesian decision theory in clinical evaluation of therapeutics. I present some examples that illustrate how one can use decision theory in the design of a clinical study. I also point out some of the challenges one encounters when applying decision theory to clinical research. ------------------------------------------------ Tutti gli interessati sono invitati a partecipare. Il seminario è organizzato dalla "de Castro" Statistics Initiative (www.carloalberto.org/stats) 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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4th Conference "Energy Finance Italia" - Call for papers
by Tiziano Vargiolu 04 Dec '18

04 Dec '18

(apologies for cross-postings) CALL FOR PAPERS CONFERENCE NAME: Energy Finance Italia (EFI-4) DATES: February 4-5, 2019 LOCATION: University of Milano - Bicocca, Milano, Italy WEBSITE: http://www.ief.unimib.it/ JOURNAL ISSUES: - To be announced IMPORTANT DATES: - January 4, 2019: Extended Deadline of submissions - January 13,2019: Notification for acceptance/ rejection - January 20, 2019: Deadline for the payment of fees - February 4-5, 2019: Workshop Days ABSTRACT SUBMISSION: Extended abstracts can be submitted via the conference website. SCIENTIFIC COMMITTEE: - Federico Boffa, University of Bolzano - Rita D'Ecclesia, University of Roma ?La Sapienza? - Enrico Moretto, University of Insubria - Fulvio Fontini, University of Padova - Helyette Geman, Birkbeck ? University of London and Johns Hopkins University - Michele Governatori, Axpo Italia - Carlo Lucheroni, University of Camerino - Carlo Mari, University of Chieti ? Pescara ?G. D?Annunzio? - Carlo Menchini, ENI - Alessandro Sapio, University of Napoli ?Parthenope? - Elisa Scarpa, Edison - Silvana Stefani, University of Milano ? Bicocca - Stefan Trueck, Macquarie University - Tiziano Vargiolu, University of Padova - Rafal Weron, Wroclaw University of Science and Technology ORGANIZING COMMITTEE: - Silvana Stefani (University of Milano - Bicocca) - Tiziano Vargiolu (University of Padova) - Carlo Mari (University of Chieti - Pescara) - Carlo Lucheroni (University of Camerino) - Enrico Moretto (Univeristy of Insubria) - Gleda Kutrolli (University of Milano - Bicocca) -------------------------------------------------------------------------- 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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Final Announcement QFW2019 ETH Zurich
by Maria Elvira Mancino 03 Dec '18

03 Dec '18

Date: Fri, 13 Jul 2018 18:56:30 +0200 From: Josef Teichmann <jteichma(a)math.ethz.ch> CC: christa.cuchiero(a)univie.ac.at, qfw2019(a)math.ethz.ch Subject: 1st announcement QFW2019 Zurich User-Agent: Mutt/1.9.1 (2017-09-22) Dear colleagues, it is our great pleasure to announce the XX edition of the Workshop on Quantitative Finance (QFW2019) held at ETH Zurich The website of QFW2019 is https://people.math.ethz.ch/~jteichma/index.php?content=qfw2019 and you can find all relevant information there. The conference takes place from January 23 to January 25, 2019 and will last for three full days. You can just participate (registration is necessary and can be done by simply replying to this email providing "name + dates of attendance + intention to participate at the conference dinner") but you are warmheartedly invited to submit a paper: deadline for the submission of an extended abstract is November 30, deadline for submitting the paper is December 28, 2018. Accepted papers will be presented and discussed at the conference. With our best regards. Christa Cuchiero and Josef Teichmann -- Prof Josef Teichmann Department of Mathematics ETH Zürich Rämistrasse 101 8092 Zürich Switzerland fon +41 44 632 31 74 mobil +41 79 584 55 40 email jteichma(a)math.ethz.ch web www.math.ethz.ch/~jteichma

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Minicorso PAPASPILIOPOULOS
by Matteo Ruggiero 03 Dec '18

03 Dec '18

Cari colleghi, nell’ambito del programma di Visiting Professors per la Laurea Magistrale in Stochastics and Data Science dell’Università di Torino https://www.master-sds.unito.it/ siamo lieti di annunciare il seguente minicorso: ------------------------------------------------ Omiros PAPASPILIOPOULOS (Universitat Pompeu Fabra) SCALABLE ALGORITHMS IN MODERN BAYESIAN COMPUTATION ------------------------------------------------ Il corso si terrà al terzo piano di Corso Unione Sovietica 218/bis, 10134, Torino, secondo il seguente calendario: 11 Dicembre 11:15-13:15 (aula 11) 11 Dicembre 14:00-16:00 (aula 30) 12 Dicembre 14:00-16:00 (aula 30) 13 Dicembre 11:15-13:15 (aula 11) La partecipazione è libera per tutti gli interessati. Il programma completo di Visiting Professors è consultabile alla pagina https://www.master-sds.unito.it/do/home.pl/View?doc=visitingprofessors.html Questa iniziativa è supportata da Fondazione CRT, Torino e da "de Castro" Statistics Initiative (www.carloalberto.org/stats). Cordiali saluti, I coordinatori del Corso di Studi Laura Sacerdote e Matteo Ruggiero --- Matteo Ruggiero University of Torino and Collegio Carlo Alberto www.matteoruggiero.it

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Annuncio Seminario (UNIMIB) - S. Bonaccorsi
by gianmario tessitore 03 Dec '18

03 Dec '18

Si avvisa che in data 11-12-2018, alle ore 11:00, presso l'Aula 3014 del Dipartimento di Matematica e Applicazioni dell'Università di Milano-Bicocca, si svolgerà il seguente seminario: Relatore Stefano Bonaccorsi (Università di Trento) Titolo: Some notes on Malliavin calculus, surface integrals and integration by parts formulae in infinite dimensional spaces Abstract: We introduce a basic construction of the Malliavin calculus which unifies some different perspectives (e.g., Bogachev, Da Prato, Lunardi, Nualart). Then we introduce, for suitable functionals of the Brownian motion, the problem of constructing a surface measure (i.e., the restriction of the reference measure on the infinite dimensional Wiener space) on the level sets defined by them. Finally, we give some interpretation of such results in terms of other stochastic processes. Tutti gli interessati sono invitati a partecipare. -- Gianmario Tessitore Dipartimento di Matematica e Applicazioni Università degli Studi di Milano-Bicocca

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Fwd: Postdoc position in random graphs / discrete probability
by Elisabetta Candellero 03 Dec '18

03 Dec '18

---------- Forwarded message --------- From: Dieter Mitsche <dmitsche(a)gmail.com> Date: Sun, Dec 2, 2018 at 9:23 PM Subject: Postdoc position in random graphs / discrete probability To: Dear colleagues, I am currently advertising a postdoc position in discrete probability/random graphs (one year, deadline January 15). Please transfer the announcement below to potential candidates. Thanks in advance, dieter =============== *Postdoc position at Univ. Jean Monnet / Institut Camille Jordan for 2019 (1 year)* (you may also click on this link for more details: https://math.unice.fr/~dmitsche/Postdoc.pdf) Applications are invited for a 12-month-postdoctoral fellowship in discrete probability at Université Jean Monnet, Institut Camille Jordan. The position is funded by IDEX Lyon IMPULSION. *Research areas*: random graphs, random geometric (hyperbolic) graphs, random walks, discrete probability in general. *Practical informations:* - The position is for one year (12 months) with a salary of approx. 27K Euro (in the case of less than 3 years experience after the PhD) and approx. 34K Euro (between 3 and 6 years experience after the PhD). - Financial support to attend workshops / invite collaborators will be granted. - No teaching - A lot of activity around discrete probability going on - The starting date is flexible, between February and September 2019. The candidate should indicate the preferred starting date in the application letter. *Application and deadline:* Applications including a CV, a list of publications and an approximately two-page description of research interests should be sent by email to Dieter Mitsche: dmitsche(a)gmail.com. Applicants should also arrange two recommendation letters (to be sent to the same address). Informal inquiries can be sent to the same address. Deadline for applications: January 15th, 2019, and then on a rolling basis.

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Corso al Gran Sasso Science Instittute
by davide gabrielli 01 Dec '18

01 Dec '18

Professor Antonio Galves (USP, Brazil) will visit GSSI - LAquila from December 2 till December 20. He will give a course on ``Markov chains with variable memory for the phd students. The first class will be December 3 at 15 room D. The schedule of the other classes is: Every Monday 9-11 and 15-16 Every Tuesday 9-11. Davide Gabrielli

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2 years postdoc position in statistics
by Guillaume Kon Kam King 30 Nov '18

30 Nov '18

Dear all, Benoit Liquet (https://sites.google.com/site/benoitliquet/home) is advertising a postdoc position in Statistics, located in the South-West of France, near Biarritz. More details below, and in attachment. Please forward if you know any interested candidate. Best, Guillaume KON KAM KING Università degli Studi di Torino *https://sites.google.com/site/guillaumekonkamking/home <https://sites.google.com/site/guillaumekonkamking/home>* Recruitment grade: young researcher (i.e. with PhD) Location: Anglet, France Duration: 12 to 24 months, starting late 2018 (December or January 2019) Deadline: position open until filled Gross Salary Range: 2699 euros / month Postdoc description: Recently, several approaches were developed for completing the agnostic > genome-wide association studies (GWAS) in the discovery of new genetic risk > factors. One such approach is gene set analysis (GSA) that incorporates the > available biological knowledge of genes in order to provide additional > insights into the mechanisms involved in carcinogenesis. Another approach > proposed to test variants for association for multiple phenotypes as over > the years multiple loci have been found to be associated to several > distinct traits revealing the existence of pleiotropic effects. Although a > number of statistical approaches have been proposed in the literature for > identifying the existence of pleiotropy at SNP-level, not a lot of work has > been conducted for investigating pleiotropy at gene- and pathway-levels. We > aim to fill this gap by developing advanced statistical methods that test > for pleiotropic effects at a pathway level. Also, we will extend these > methods for the analysis of GxE interactions, as to the best of our > knowledge, pleiotropy methods have not adapted for testing for GxE > interactions. Therefore, our first objective is to develop novel > statistical methods that will identify shared pathways between different > diseases. Our second aim is to extend these methods for testing GxE in > general or in the context of pleiotropy. These methods will be applied to > explore the genetic relationship between differentiated thyroid cancer > (DTC) and breast cancer (BC) types. It has been shown that these two > cancers are linked as women with a prior history of DTC are at an increased > risk for BC and conversely. Both tumors have been shown to be associated to > common hormonal risk factors and shared genetic susceptibility is > suspected. We will use data from the CECILE study (1019 BC cases and 999 > controls) and from EPITHYR (1345 DTC cases and 1399 controls). All subjects > were genotyped using the OncoArray chip that includes more than 500 000 > variants. Through the developments of novel statistical methods, we aim to > elucidate the common mechanisms between BC and DTC. This project will lead > to the development of new statistical methods that will benefit both the > epidemiology and statistical communities. These methods will permit to gain > novel insights into the inherited genetic basis of BC and DTC by > identifying the common biological elements that contribute to their > aetiology.

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2 years postdoc position in statistics
by Guillaume Kon Kam King 30 Nov '18

30 Nov '18

Dear all, Benoit Liquet (https://sites.google.com/site/benoitliquet/home) is advertising a postdoc position in Statistics, located in the South-West of France, near Biarritz. More details below, and in attachment. Please forward if you know any interested candidate. Best, Guillaume KON KAM KING Università degli Studi di Torino *https://sites.google.com/site/guillaumekonkamking/home <https://sites.google.com/site/guillaumekonkamking/home>* Recruitment grade: young researcher (i.e. with PhD) Location: Anglet, France Duration: 12 to 24 months, starting late 2018 (December or January 2019) Deadline: position open until filled Gross Salary Range: 2699 euros / month Postdoc description: Recently, several approaches were developed for completing the agnostic > genome-wide association studies (GWAS) in the discovery of new genetic risk > factors. One such approach is gene set analysis (GSA) that incorporates the > available biological knowledge of genes in order to provide additional > insights into the mechanisms involved in carcinogenesis. Another approach > proposed to test variants for association for multiple phenotypes as over > the years multiple loci have been found to be associated to several > distinct traits revealing the existence of pleiotropic effects. Although a > number of statistical approaches have been proposed in the literature for > identifying the existence of pleiotropy at SNP-level, not a lot of work has > been conducted for investigating pleiotropy at gene- and pathway-levels. We > aim to fill this gap by developing advanced statistical methods that test > for pleiotropic effects at a pathway level. Also, we will extend these > methods for the analysis of GxE interactions, as to the best of our > knowledge, pleiotropy methods have not adapted for testing for GxE > interactions. Therefore, our first objective is to develop novel > statistical methods that will identify shared pathways between different > diseases. Our second aim is to extend these methods for testing GxE in > general or in the context of pleiotropy. These methods will be applied to > explore the genetic relationship between differentiated thyroid cancer > (DTC) and breast cancer (BC) types. It has been shown that these two > cancers are linked as women with a prior history of DTC are at an increased > risk for BC and conversely. Both tumors have been shown to be associated to > common hormonal risk factors and shared genetic susceptibility is > suspected. We will use data from the CECILE study (1019 BC cases and 999 > controls) and from EPITHYR (1345 DTC cases and 1399 controls). All subjects > were genotyped using the OncoArray chip that includes more than 500 000 > variants. Through the developments of novel statistical methods, we aim to > elucidate the common mechanisms between BC and DTC. This project will lead > to the development of new statistical methods that will benefit both the > epidemiology and statistical communities. These methods will permit to gain > novel insights into the inherited genetic basis of BC and DTC by > identifying the common biological elements that contribute to their > aetiology.

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Avviso di seminario :: Causeur@DSS (Scienze Statistiche, Sapienza)
by Pierpaolo Brutti 30 Nov '18

30 Nov '18

----------------------------------------------------------------------------- A v v i s o d i S e m i n a r i o ----------------------------------------------------------------------------- Mercoledì 05 Dicembre, ore 11:00am ----------------------------------------------------------------------------- Sala 34 (quarto piano) Dipartimento di Scienze Statistiche Sapienza Università di Roma DAVID CAUSEUR (Agrocampus Ouest, Dep. of Statistics and Computer Science) terrà un seminario dal titolo HANDLING DEPENDENCE OR NOT IN STATISTICAL LEARNING FOR HIGH-DIMENSIONAL DATA tutti gli interessati sono invitati a partecipare. ----------------------------------------------------------------------------- Saluti Pierpaolo Brutti --- ABSTRACT The proper way to handle dependence across features in high-throughput data has raised fundamental discussions with unclear general conclusions or final recommendations. One of the most obvious illustration of this point is the tremendous effort of the statistics research community to address the impact of dependence on the False Discovery Rate (FDR)-controlling method by Benjamini and Hochberg (1995), which was initially designed under an independence assumption. Another famous questioning example is provided by the strikingly good performance of a naïve Bayes procedure ignoring dependence in a comparative study of machine learning methods by Dudoit et al. (2002) to predict classes from gene expression data. Addressing the dependence issue has often consisted in assessing its detrimental impact on the performance of standard methods designed to be optimal under independence, and deduce patches. To be valid for arbitrarily complex dependence patterns, such approaches in which dependence is viewed as a curse can lead to poorly powerful procedures. Therefore, both for machine learning and testing issues, a new generation of methods have emerged, advocating for an ad-hoc handling of dependence consisting in a preliminary whitening of the data (see Ahdesmäki and Strimmer, 2010, Hall and Jin, 2010). However, disentangling the dependent noise and the true association signal is very challenging and decorrelation can then lead to an alteration of the true association signal. For the purpose of global testing, where the objective is to test for the significance of an association signal between a set of features and a covariate, Arias-Castro el al. (2011) suggests that the optimal handling of dependence shall be specific of the pattern of the true association signal, especially through its sparsity rate. The former global testing framework covers a wide scope of applications, such as functional Analysis of Variance (fANOVA) and association tests between a region of the genome formed by contiguous Single Nucleotide Polymorphisms (SNP) and a case/control response variable in Genome Wide Association Studies. Interestingly, in the two former fields of applications, many popular methods are just based on simple aggregation of pointwise test statistics ignoring their dependence. The talk will start by a selection of short stories with confusing conclusions about the proper way to handle dependence. After a tentative clarification, I will introduce two methods for global testing in which whitening is adapted both to the pattern of dependence across pointwise test statistics and to the pattern of the true signal. The performance of the two testing methods will be illustrated by applications to significance analysis of ElectroEncephalogram curves in Event-Related Potentials (ERP) designs and by SNPset approaches of Genome Wide Association Studies for genetic epidemiology issues. We also discuss the applications of the former general principles to prediction in high-dimension.

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Conference in honor of Aad van der Vaart
by Antonio Lijoi 30 Nov '18

30 Nov '18

Cari tutti, su gentile richiesta degli organizzatori, inoltro l'annuncio del convegno in onore di Aad van der Vaart. Saluti, AL ------------ Dear Colleagues, We are organising a conference between the 17th and 21st of June, 2019, in Leiden celebrating Aad van der Vaart's contributions to statistics on the occasion of his 60th birthday.If you are interested in participating, please register as soon as possible on the conference webpage (we have only limited space at the conference venue and registration is on first come first served base): http://pub.math.leidenuniv.nl/~schmidthieberaj/aadbirthday/index.html (if the link does not work, please try to copy it to the web browser.) The conference fee is 200 euro, which includes the welcome reception on Monday afternoon, and sandwich lunch, coffee and tea during the conference. To complete your registration, please send the registration fee to the following account: Bank name: Rabobank account number: 0102468869 IBAN: NL78RABO 0102468869 Swiftcode: RABONL2U in the name of: Universiteit Leiden cs Fac. W&N *mention:* SAPnummer 2009008062 and your name We will regularly check the account and will send you a confirmation letter once we received the registration fee. For further information, please do not hesitate to contact us (via the email address: b.t.szabo(a)math.leidenuniv.nl). Best wishes and hope to see you next year in Leiden, Subhashis Ghoshal Mathisca de Gunst Jacqueline Meulman Stéphanie van der Pas Johannes Schmidt-Hieber Botond Szabo Harry van Zanten

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2019 ABS Summer School on Bayesian Demography (Como, Italy)
by Consonni Guido 29 Nov '18

29 Nov '18

We are glad to announce that the 2019 Applied Bayesian Statistics Summer School (16th edition) will be held in the magnificent Villa del Grumello, Como (Italy) along the Lake Como shore. BAYESIAN DEMOGRAPHY 24-28 June, 2019 Lecturers: Adrian Raftery and Hana Ševcíková University of Washington, Seattle, USA Further details are provided below. Guido Consonni and Fabrizio Ruggeri ABS19 Directors Raffaele Argiento ABS19 Executive Director ---------------------------------------------------------------- ******************************* * ABS19 * ******************************* Applied Bayesian Statistics School BAYESIAN DEMOGRAPHY Villa del Grumello, Como, Italy 24-28 June, 2019 Lecturers: - Adrian Raftery, the Boeing International Professor of Statistics and Sociology - Hana Ševcíková, Senior Research Scientist Center for Statistics and the Social Sciences, Center for Studies in Demography and Ecology, University of Washington, Seattle, USA The School webpage is http://web.mi.imati.cnr.it/conferences/abs19/index.html Registration is now open. Please note that the conference room allows only for a very limited number of participants. COURSE OUTLINE Population projections have until recently usually been done deterministically. Recently, the United Nation Population Division adopted a probabilistic approach to project fertility, mortality and population for all countries. In this approach, the total fertility rate and female and male life expectancy at birth are projected using Bayesian hierarchical models estimated via Markov Chain Monte Carlo. They are then combined with a cohort component model, which yields probabilistic projection for any quantity of interest. The methodology is implemented in a suite of R packages, which has been used by the UN analysts to produce the most recent revision of the World Population Prospects. This course will teach the theory and practice of Bayesian probabilistic projections. Ideas of the Bayesian hierarchical modeling for the three main components of population change, fertility, mortality and migration, will be explained. In hands-on exercises, students will become familiar with the functionality of the R packages. PRACTICAL INFORMATION The school will replicate the successful format of the previous years, and will feature lectures and practical sessions, as well as participants' talks. It will start on Monday after lunch and end on Friday before lunch; Wednesday afternoon is free. Accommodation is available either at the Villa guesthouse or in downtown hotels (info will appear soon on the website). Como can be easily reached by train from Milan and its airports. More details are available on the website. Dipartimento di Scienze Statistiche Università Cattolica del Sacro Cuore Largo Gemelli, 1 20123 Milano; ITALY Ph: +39 02 7234 3049 https://sites.google.com/site/consonnibayes/home [http://Static.unicatt.it/layout/img/layout/5x1000.gif] Destina il tuo 5 per mille all’Università Cattolica CF 02133120150 www.unicatt.it/5permille<http://www.unicatt.it/5permille/>

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PhD Scholarship in Network Science and Data Science
by Yilun Shang 29 Nov '18

29 Nov '18

Dear Colleague, A fully-funded PhD scholarship is available under the supervision of Dr. Yilun Shang at Computer and Information Sciences Department of Northumbria University, Newcastle, UK Complex network analysis and resilience in large-scale multi-layer networks The goal of this project is to investigate and develop new data science approaches to model large-scale networks. Recent advances in network science have enabled researchers to understand the resilience of large-scale topological systems and develop algorithms to improve their robustness in the presence of different classes of failures and perturbations. This project aims to further enhance the understanding of large-scale complex systems and create a platform to translate fundamental research into real-world impact. Random graph models and numerical simulations will be used. Deadline for applications: Friday 25 January 2019 Start Date: 1 October 2019 Funding: The studentship is available to Students Worldwide, and covers full fees and a full stipend, paid for three years at RCUK rates (for 2018/19, this is £14,777 pa) More details are available at https://www.findaphd.com/search/ProjectDetails.aspx?PJID=103773 Feel free to share this message with prospective students. Best regards, Yilun Shang --- Dr. Yilun Shang Associate Professor Department of Computer and Information Sciences Northumbria University https://www.northumbria.ac.uk/about-us/our-staff/s/yilun-shang/

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1-2 years postdoc position in statistics
by Guillaume Kon Kam King 29 Nov '18

29 Nov '18

Dear all, Benoit Liquet (https://sites.google.com/site/benoitliquet/home) is advertising a postdoc position in Statistics, located in the South-West of France, near Biarritz. More details below, and in attachment. Please forward if you know any interested candidate. Best, Guillaume KON KAM KING Università degli Studi di Torino *https://sites.google.com/site/guillaumekonkamking/home <https://sites.google.com/site/guillaumekonkamking/home>* Recruitment grade: young researcher (i.e. with PhD) Location: Anglet, France Duration: 12 to 24 months, starting late 2018 (December or January 2019) Deadline: position open until filled Gross Salary Range: 2699 euros / month Postdoc description: Recently, several approaches were developed for completing the agnostic > genome-wide association studies (GWAS) in the discovery of new genetic risk > factors. One such approach is gene set analysis (GSA) that incorporates the > available biological knowledge of genes in order to provide additional > insights into the mechanisms involved in carcinogenesis. Another approach > proposed to test variants for association for multiple phenotypes as over > the years multiple loci have been found to be associated to several > distinct traits revealing the existence of pleiotropic effects. Although a > number of statistical approaches have been proposed in the literature for > identifying the existence of pleiotropy at SNP-level, not a lot of work has > been conducted for investigating pleiotropy at gene- and pathway-levels. We > aim to fill this gap by developing advanced statistical methods that test > for pleiotropic effects at a pathway level. Also, we will extend these > methods for the analysis of GxE interactions, as to the best of our > knowledge, pleiotropy methods have not adapted for testing for GxE > interactions. Therefore, our first objective is to develop novel > statistical methods that will identify shared pathways between different > diseases. Our second aim is to extend these methods for testing GxE in > general or in the context of pleiotropy. These methods will be applied to > explore the genetic relationship between differentiated thyroid cancer > (DTC) and breast cancer (BC) types. It has been shown that these two > cancers are linked as women with a prior history of DTC are at an increased > risk for BC and conversely. Both tumors have been shown to be associated to > common hormonal risk factors and shared genetic susceptibility is > suspected. We will use data from the CECILE study (1019 BC cases and 999 > controls) and from EPITHYR (1345 DTC cases and 1399 controls). All subjects > were genotyped using the OncoArray chip that includes more than 500 000 > variants. Through the developments of novel statistical methods, we aim to > elucidate the common mechanisms between BC and DTC. This project will lead > to the development of new statistical methods that will benefit both the > epidemiology and statistical communities. These methods will permit to gain > novel insights into the inherited genetic basis of BC and DTC by > identifying the common biological elements that contribute to their > aetiology.

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Final Call for submissions to QFW2019 Zurich
by Francesco Cesarone 28 Nov '18

28 Nov '18

Dear colleagues, submission of extended abstracts for QFW2019 in Zurich is open until November 30. The website of QFW2019 is https://people.math.ethz.ch/~jteichma/index.php?content=qfw2019 and you can find all relevant information there. The conference takes place from January 23 to January 25, 2019 and will last for three full days. You can just participate (registration is necessary and can be done by simply replying to this email providing "name + dates of attendance + intention to participate at the conference dinner") but you are warmheartedly invited to submit a paper: deadline for the submission of an extended abstract is November 30, deadline for submitting the paper is December 28, 2018. Accepted papers will be presented and discussed at the conference. With our best regards. Christa Cuchiero and Josef Teichmann -- Prof Josef Teichmann Department of Mathematics ETH Zürich Rämistrasse 101 8092 Zürich Switzerland fon +41 44 632 31 74 mobil +41 79 584 55 40 email jteichma(a)math.ethz.ch web www.math.ethz.ch/~jteichma -- Video - Quantitative Finance Workshop 2018 - Uniroma3 <https://www.youtube.com/watch?v=-DrAdCK8ht8&feature=youtu.be> http://disa.uniroma3.it/qfw2018/ -- Francesco Cesarone - Ph.D. Ricercatore - Assistant Professor Dipartimento di Economia Aziendale Università Roma Tre Via Silvio D'Amico, 77 00145 - Roma tel: +39 06 57335744 Skype: francesco.cesarone email: francesco.cesarone(a)uniroma3.it Studio n. 20 piano V WWW: http://host.uniroma3.it/docenti/cesarone/

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ISIPTA 2019 - Call for papers
by Serena Doria 26 Nov '18

26 Nov '18

ISIPTA 2019: there?s more to uncertainty than probabilities! What if we told you that ?There?s more to uncertainty than probabilities.? Would you agree? Would you object? Are you intrigued? Regardless of the answer, you have a place at, and are invited to submit a paper to, ISIPTA 2019, the 20-year anniversary edition of the world?s main forum on imprecise probabilities. Already convinced? Then come to Ghent, Belgium, 3-6 July 2019, and take a look at the following website for any and all details you might require: http://isipta2019.ugent.be. Not convinced yet? Then perhaps the following features can convince you: Topic: ISIPTA 2019 is devoted to robustness and imprecision in uncertainty modelling, inference and decision making, focusing in particular on uncertainty frameworks that extend or replace the probabilistic one. Concept: Each accepted contribution is presented and discussed, in two separate sessions. Presentations are short and plenary. Detailed explanations and discussions are face-to-face, with the aid of a poster, a whiteboard, pen and paper, or whichever medium you prefer. Atmosphere: ISIPTA conferences are characterised by a friendly and cooperative style, a strong emphasis on in-depth discussion and a true openness to new ideas. We hope that you too will both enjoy and contribute to this unique atmosphere. Venue: Ghent has been called ?Belgium?s best kept secret? by the Lonely Planet travel guide and a ?medieval masterpiece? by The Guardian. The conference itself takes place in an old Augustinian monastery, situated in its historic city centre. Types of contributions: We accept long papers, short papers and poster abstracts. Papers are published in a volume of PMLR, unless explicitly preferred otherwise by their authors. We look forward to receiving your contribution and/or to seeing you in Ghent! Sincerely, The ISIPTA 2019 Steering Committee and PC board F. Cozman (University of Sao Paulo, Brazil) J. De Bock (Ghent University, Belgium) G. de Cooman (Ghent University, Belgium) C. de Campos (Utrecht University, The Netherlands) E. Quaeghebeur (Delft University of Technology, The Netherlands) T. Seidenfeld (Carnegie Mellon University, USA) G. Wheeler (Frankfurt School of Finance and Management, Germany)

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Convegno Reasoning under partial knowledge - Conference in honor of Giulianella Coletti's 70th birthday
by Davide Petturiti 26 Nov '18

26 Nov '18

A tutti gli interessati, si avvisa che nei giorni 14-15 dicembre 2018 si terrà a Perugia il seguente convegno: Reasoning under partial knowledge - Conference in honor of Giulianella Coletti's 70th birthday https://sites.google.com/view/reaspartknow/ Molto cordialmente, Davide Petturiti -- Davide Petturiti, Ph.D. Department of Economics University of Perugia Address: via Pascoli 20, 06123 Perugia, Italy Phone: +39-075-585-5218 Fax: +39-075-585-5950 Email: davide.petturiti(a)unipg.it <davide.petturiti(a)dmi.unipg.it> Website: https://sites.google.com/site/davidepetturiti

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Fwd: Postdoc position in Lyon in probability / statistical physics
by Francesco Caravenna 22 Nov '18

22 Nov '18

Ricevo e inoltro > Da: Christophe Garban <garban(a)math.univ-lyon1.fr> > Oggetto: Postdoc position in Lyon in probability / statistical physics > Data: 22 novembre 2018 13:34:20 CET > > Dear colleagues, > > I am currenlty advertising a postdoc position in probability/statistical physics in Lyon 1 (deadline January, 8th). > Please transfer the announcement below to potential candidates. > > Thanks a lot! > Best, > Christophe. > > ---------------------- > Postdoc position in Lyon for 2019 > Université Lyon 1 > (funded by the ERC project LiKo) > > Applications are invited for a postdoctoral fellowship in probability at the University Lyon 1. > The postdoc is funded by the European Research Council grant LiKo. > > Main research areas include: statistical physics (percolation, Ising, FK, spin $O(n)$ models etc.), scaling limits (at and near the critical point), conformal invariance (and SLE, CLE, GFF...), Liouville quantum gravity, Euclidean quantum field theory, noise sensitivity, a touch of turbulence and SPDEs. > > Practical informations: > (you may also click on this link : http://math.univ-lyon1.fr/~garban/Fichiers/PostdocLyon2019.pdf <http://math.univ-lyon1.fr/~garban/Fichiers/PostdocLyon2019.pdf>) > - The position is for two years (1+1), with a salary of approx. 27000 per year (between year 0 and 3 after PhD) and approx. 34000 euros per year (between year 3 and 5 after PhD). > - Substantial financial support to attend conferences, workshops and invite collaborators will be granted. (Approx 5000 euros/year). > - No teaching. > - A lot of activity around probability in Lyon. > - Great city :-) > - The expected starting date is September 2019, but a different date may be arranged. > > Application and deadline: > Applications including a CV, a list of publications and a (approximately) three-pages description of research interests should be sent by email to Christophe Garban (garban(a)math.univ-lyon1.fr <mailto:garban@math.univ-lyon1.fr>) > Applicants should also arrange for up to three letters of recommendation to be sent to the same address. > They will be evaluated first after January 8th, 2019 and then on a rolling basis.

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Lecturer/senior lecturer position in probability and analysis at Imperial College London
by Brigo, Damiano 20 Nov '18

20 Nov '18

The Pure Mathematics Section in the Department of Mathematics is seeking applications for a Lecturer/Senior Lecturer position in the field of Analysis and Probability, starting on 1 September 2019, or as soon as possible thereafter. Further information can be found in the Departmental website. https://www.imperial.ac.uk/jobs/description/NAT00317/lecturersenior-lecture… Best wishes, D ----------------------- Prof. Damiano Brigo Chair of Mathematical Finance, Head of the MF Research Group and member of the Stochastic Analysis Group Department of Mathematics, Imperial College London, damiano.brigo(a)imperial.ac.uk http://www.imperial.ac.uk/people/damiano.brigo

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seminario Felix Liebrich - 22 novembre - REMINDER
by Emanuela Rosazza 20 Nov '18

20 Nov '18

Si avvisa che il giorno giovedì 22 novembre alle ore 14 presso l’Università di Milano- Bicocca (via degli Arcimboldi 8 - edificio U7, quarto piano- aula 4026) si terrà il seguente seminario: Speaker: Felix-Benedikt Liebrich (LMU Muenchen, Germany) Titolo: “Sharing utility and risk under (partial) law-invariance” Abstract: The so-called risk sharing problem has two variants: (1) How can an aggregation of individual utilities within a system of agents be maximised by means of distributing a certain good, or (2) how can an aggregation of individual risks be minimised by means of redistributing a certain loss the system incurs? The problem has a long history in economics and financial mathematics, and solving it in relevant infinite dimensional spaces is very challenging. Substantial results have been obtained in the context of Pareto efficiency of such sharing schemes when law-invariant (risk) preferences are involved. These rank Savage acts -- random variables -- in a way which only depends on their distribution under a fixed reference probability measure. It was shown that Pareto efficient allocations (i.e. sharing schemes) exist. For problem (1) of maximising aggregated utility, the talk presents a unifying framework in which solutions to the risk sharing problem can be found. As applications, we will discuss the existence of weakly Pareto efficient allocations, Pareto efficient allocations, and core allocations. In a second part, we solve the risk sharing problem (2) for a wide class of capital requirements determining individual risks. These will not be law-invariant functionals, but build on a law-invariant ingredient. The talk is based on joint work with Gregor Svindland. Tutti gli interessati sono invitati a partecipare. Un saluto cordiale, Emanuela ******************************************************************************************* Emanuela Rosazza Gianin Dipartimento di Statistica e Metodi Quantitativi Università di Milano-Bicocca Edificio U7 – 4° Piano Via Bicocca degli Arcimboldi, 8 20126 Milano Tel. 02 64483208 Fax. 02 64483105 e-mail: emanuela.rosazza1(a)unimib.it *******************************************************************************************

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Post-Doc Announcement
by Giovanni Peccati 20 Nov '18

20 Nov '18

Dear Colleagues, a new two years post-doc position is open in my group, at Luxembourg University. - 2 years (24 months) fixed term contract, full time (40h/week) - Start date: From March 1st, 2019 (earliest possible date) to June 1st, 2019 (latest possible date). - Research Group: Probability (Giovanni Peccati). - Domain: stochastic analysis, stochastic geometry and functional inequalities. Further details can be found here: http://emea3.mrted.ly/20j3s Please, kindly inform any potential candidate. With my best regards, Giovanni Peccati -- Prof. Giovanni Peccati ------------------------------------------ UR en Mathématiques Faculté des Sciences, de la Technologie et de la Communication ------------------------------------------ Université du Luxembourg ----------------------------------------- homepage: http://sites.google.com/site/giovannipeccati/Home E-mail: giovanni.peccati(a)gmail.com

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Statistics Seminar 2018 - Giovedì 29 Novembre 2018 - Alma Mater Studiorum - Università di Bologna
by Alberto Lanconelli 19 Nov '18

19 Nov '18

Statistics Seminar 2018 Giovedì 29 Novembre 2018 alle ore 15:00 presso l' Aula II della Scuola di Economia, Management e Statistica - Piazza Scaravilli 1-2 il Prof. Nicola Cufaro Petroni (Dipartimento di Matematica e TIRES, Università degli Studi di Bari e INFN) terrà il seminario dal titolo: Thou shalt not say “at random” in vain: Bertrand’s paradox exposed Abstract: We show by means of a few examples that the well known Bertrand paradoxes do not point to any probabilistic inconsistency, but rather to the risks incurred with a careless use of the locution at random. Empirical remarks are added Tutti gli interessati sono invitati a partecipare Cordiali saluti Alberto Lanconelli Dipartimento di Scienze Statistiche "Paolo Fortunati" Alma Mater Studiorum - Università di Bologna

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Winter School on “Stochastic PDEs and Mean-Field Games” Bologna, January 14-16, 2019, Second Announcement
by Alberto Lanconelli 19 Nov '18

19 Nov '18

We are pleased to announce the Winter School on “Stochastic PDEs and Mean-Field Games” to be held at the Department of Mathematics of the University of Bologna on January 14-16, 2019. This is a three-day scientific activity consisting of the following two courses: 1) Stochastic PDEs, by Franco Flandoli (Scuola Normale Superiore, Pisa, Italy) 2) Mean-Field Games, by François Delarue (Université Nice-SophiaAntipolis, Nice, France) The two courses, having an introductory nature, are mainly addressed to PhD students and young researchers. Participants are also given the opportunity to deliver talks. There is no participation fee. However, for organizational reasons, we kindly ask you to register. For more information please visit https://events.unibo.it/spde-mfg We look forward to meeting you in Bologna. Organizing Committee Andrea Cosso, Università di Bologna Alberto Lanconelli, Università di Bologna Stefano Pagliarani, Università di Udine Andrea Pascucci, Università di Bologna Antonello Pesce, Università di Bologna

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Fwd: Conference Market Microstructure Confronting Many Viewpoints 5
by Maria Elvira Mancino 19 Nov '18

19 Nov '18

-------- Messaggio originale -------- OGGETTO: Conference Market Microstructure Confronting Many Viewpoints 5 DATA: Lunedì 19/11/2018 00:43 MITTENTE: "Rosenbaum Mathieu (M.)" <mathieu.rosenbaum(a)polytechnique.edu> Dear friends, Could you be kind enough to forward to your colleagues the website for the fifth edition of the conference "Market Microstructure Confronting Many Viewpoints", taking place on December 5-7 in Paris ? Website: market-microstructure.institutlouisbachelier.org Thank you very much ! Best regards, Mathieu

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Fwd: UVA Integrable Probability summer school
by Cristian Giardina 18 Nov '18

18 Nov '18

Ricevo ed inoltro. Cristian Giardina' ---------- Forwarded message --------- From: Ivan Corwin <ivan.corwin(a)gmail.com> Date: Fri, Nov 16, 2018 at 5:43 PM Subject: UVA Integrable Probability summer school Dear all, Could you distribute this summer school announcement to your seminar list and any one else who you think may want to apply. Best, Ivan ****************** Dear colleagues, The Focused Research Group on Integrable Probability is organizing a Summer School at University of Virginia, May 27 to June 8, 2019. The school is aimed to educate graduate students and young researchers in recent trends around Integrable Probability - a rapidly developing field at the interface of probability / mathematical physics / statistical physics on the one hand, and representation theory / integrable systems on the other. There will be 4 mini-courses: Week 1 - Dmitry Chelkak (École Normale Supérieure, Paris, France) - Ole Warnaar (University of Queensland, Brisbane, Australia) Week 2 - Tomohiro Sasamoto (Tokyo Institute of Technology, Tokyo, Japan) - Paul Zinn-Justin (University of Melbourne, Melbourne, Australia) We have some NSF support to cover accommodation at a University of Virginia residence hall, and to partially contribute towards travel expenses (the travel support amount depends on the number of interested participants). Preference will be given to graduate students, postdocs, early career researchers, and members of underrepresented groups. Deadlines: - To request residence hall accommodation: January 5, 2019 - To request financial support: March 1, 2019 - General registration: April 20, 2019 More information and registration: http://vipss.int-prob.org/ Scientific Committee: Jinho Baik, Alexei Borodin, Ivan Corwin, Vadim Gorin, Leo Petrov Organizers: Leo Petrov, Axel Saenz

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Assistant Professorship and Postdoc - University of Twente (The Netherlands)
by Gianluca Finocchio 18 Nov '18

18 Nov '18

Con preghiera di diffusione,vi inoltro l'annuncio del Prof. Johannes Schmidt-Hieber, University of Twente (Olanda). Gianluca Finocchio ============================================= Dear all, at University of Twente (the Netherlands) we will build a statistics group. At this moment we are looking for 1) an assistant professor in statistics. This is a full-time position with moderate teaching load. We offer a dynamic environment with a lot of support for the successful applicant in his/her academic development. University of Twente has a high percentage of foreign students and staff members. All teaching and internal communication is done in English and there is no need to speak Dutch. The starting salary is € 3.545 to € 5.513 gross per month, based on relevant work experience. On top of that, every staff member receives two additional monthly payments each year. Foreign applicants can apply for a 30% tax reduction for the first eight years. Application deadline is December 22nd. All details can be found in the job description https://www.utwente.nl/en/organization/careers/vacancy/!/539403/assistant-p… 2) a postdoc. The successful candidate should devote a part of the time to research and the remaining part to the statistics consulting lab that we will create at University of Twente. The lab is intended to advise researchers across the campus and to cooperate with companies/start-ups on projects related to data analysis. There is no online job description at the moment. The salary for postdocs is similar to the salary of an assistant professor. All questions and applications can be directed to a.j.schmidt-hieber(a)utwente.nl Best regards, Johannes Schmidt-Hieber

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A Summer Day in Probability and Statistical Physics
by Francesca Romana Nardi 16 Nov '18

16 Nov '18

Carissimi, la prossima giornata di seminari sara` il 14 Settembre 2018. Ricordo che ciascuno oratore fara` una lezione introduttiva e divulgativa di 45 minuti pensata proprio per i non esperti, seguita da altri 45 minuti di tipo seminario (vedi programma). Maggiori informazioni e aggiornamenti sulle giornate passate e future sono reperibili alla pagina web che vi invitiamo a visitare periodicamente. http://web.math.unifi.it/users/fnardi/seminari/ A SUMMER DAY IN PROBABILITY AND STATISTICAL PHYSICS University of Florence Friday 14 September 2018 Lecturers: Stefano Olla (Paris) and Raúl Rechtman (Mexico) Location: Aula Magna di Via S. Gallo 10, Firenze Prof. Stefano Olla (Universite` Paris Dauphine) Title: Hyperbolic Hydrodynamic Limits Abstract: I will present a review of old and new results (and open problems) concerning scaling limits for conservation laws in the hyperbolic space-time scale, for a system of anharmonic oscillators with external boundary tension. The macroscopic equation is given by the compressible Euler system, with corresponding boundary conditions. The problem is particularly challenging when shockwaves are present. Some results exists when the microscopic dynamics is perturbed by a conservative stochastic viscosity. Works in Collaboration with Stefano Marchesani (GSSI) and Lu Xu (CEREMADE). Prof. Raúl Rechtman, (Universidad Nacional Autónoma de México) Title: Chaos and damage spreading in a probabilistic cellular automaton Abstract: Deterministic Boolean cellular automata (CA) are discrete maps F:BN → BN, B={0,1}, x(t+1)=F(x(t)) with x ϵ BN, N large and t=0,1,… . The vector x is the state of the cellular automaton with components xi,, i=0,…,N-1 the state of cell I. Each cell is connected to others, generally in a uniform and local way, and one can define an adjacency matrix aij=1 is cell j is connected to cell i and zero otherwise. The global map F is determined by the parallel application of a local function f, such that xi(t+1) = f(vi(t)), where vi denotes the state of cells connected to cell i. Deterministic CA are thus the discrete equivalent of dynamical systems, and many concepts like trajectory (the sequence of configurations x(t)), fixed points and limit cycles can be used. There are cellular automata for which a small modification in an initial configuration propagates to the whole system, a situation similar to chaos in continuous systems, and indeed one can extend the concept of the largest Lyapunov exponent to deterministic CA using Boolean derivatives. One of the main inconvenient is that these systems do not have continuous parameters to be tuned, in order to study bifurcations. In probabilistic cellular automata, the function f (and thus F) is defined in terms of transition probabilities so that deterministic CA can be seen as the extreme cases of probabilistic ones, when the transition probabilities are either zero or one. Probabilistic CA can be seen also as Markov chains, and one can observe interesting phase transitions after changing the transition probabilities that are therefore continuous control parameters. A realization of a specific trajectory is determined by the extraction of one or more of random numbers for each cell. By extracting these numbers at the beginning of the simulation, for all cells and all times, one converts a probabilistic CA into a deterministic one, running over a quenched random field. One can therefore use the concepts of deterministic CA, like damage spreading and maximum Lyapunov exponent also for probabilistic CA, with the advantage of having the possibility of fine-tuning the control parameters. In particular, we investigate a probabilistic cellular automaton which can be considered an extension of a model in the universality class of directed percolation models, but with two absorbing states. In the first part of the talk all the concepts mentioned above are defined and in the second part, the probabilistic cellular automaton is studied numerically. We show that the phase transitions when the order parameter is the average damage do not coincide with those found for the Lyapunov exponent and the reason of this is the presence of absorbing states. Program: 11.00-11.45 Introductory lecture: Olla 11.45-12.00 Break 12.00-13.00 Seminar: Olla 13.00-14.30 Lunch 14.30-15.15 Introductory lecture: Rechtman 15.15-15.30 Break 15.30-16.30 Seminar: Rechtman Organizers: F. Caravenna, N. Cancrini, E.N.M. Cirillo, P. Dai Pra, A. De Masi, D. Fanelli, F. Flandoli C. Giardina`, R. Livi, F. Martinelli, I.G. Minelli, F.R. Nardi, E. Presutti, B. Scoppola, E. Scoppola Note pratiche: 1) E` importante prenotare il biglietto del treno il piu` presto possibile per poter usufruire di sconti!!!! 2) Stiamo prenotando un ristorante (diverso dal precedente) con un paio di menu fissi (di cui uno vegerariano) che possa ospitarci, ma ho bisogno del numero di persone che vogliono mangiare insieme. A coloro che fossero interessati chiedo di mandare un email a francescaromana.nardi(a)unifi.it Resta fermo il fatto che saremo in pieno centro di Firenze, quindi ci sono moltissime altre possibilita` per mangiare se preferite regolarvi indipendentemente. Vi aspettiamo numerosi Francesca R. Nardi Dipartimento di Matematica e Informatica Università degli Studi di Firenze Viale Morgagni 67, Firenze, Italy

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Re: [Random] Random mail list
by Tiziano Vargiolu 16 Nov '18

16 Nov '18

> Buongiorno Prof. Vargiolu,le scrivo la presente in quanto vorrei essere > inserito nella random mail list se possibile. > Resto a disposizione per qualunque informazione a tal fine a lei utile. Carissimo, quella che gestisco io non e' RANDOM, ma una mailing list di finanza matematica/finanza quantitativa, in cui ti ho inserito. Se vuoi farti inserire anche su RANDOM (che non gestisco io), allora l'indirizzo giusto e' questo: Mailing list RANDOM <random(a)mail.dm.unipi.it> Cordiali saluti 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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Seminario MATECHOU
by Matteo Ruggiero 16 Nov '18

16 Nov '18

STATISTICS SEMINARS @ COLLEGIO CARLO ALBERTO Venerdì 23 Novembre 2018, alle ore 12:00, presso il nuovo edificio del Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario: ------------------------------------------------ Eleni MATECHOU (University of Kent) BAYESIAN NONPARAMETRIC MODELLING OF PHENOLOGY USING CAPTURE-RECAPTURE DATA. Phenological shifts, that is changes in the timing of cyclic and seasonal phenomena, have been observed for a number of wildlife species in recent years. These shifts are often attributed to the warming climate and their effect on population sizes is a matter of great concern. In this talk, I show how Bayesian nonparametrics can be employed when modelling capture-recapture data to obtain smooth and ecologically meaningful estimates of arrival and departure densities at one or more sites and as functions of environmental covariates or to account for individual phenological heterogeneity. ------------------------------------------------ Tutti gli interessati sono invitati a partecipare. Il seminario è organizzato dalla "de Castro" Statistics Initiative (www.carloalberto.org/stats) 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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Kolmogorov meets Turing
by Marco Scarsini 16 Nov '18

16 Nov '18

The 5th *Kolmogorov meets Turing (KmT)* Workshop on Stochastics, Optimization, Algorithms, and Games will take place on November 23, 2018 at LUISS Business School, Villa Blanc, Via Nomentana, 216, 00162 Roma. https://sites.google.com/view/kmt2018/home The purpose of KmT is to bring together researchers from Computer Science, Economics, Mathematics and various other fields to present and discuss research on probabilistic methods for the analysis of games, stochastic processes, and randomized algorithms. *The workshop is free but we kindly ask you to register, for logistic purposes.* https://sites.google.com/view/kmt2018/registration ********************************************************Marco ScarsiniDipartimento di Economia e FinanzaLUISSViale Romania 3200197 Roma, ITALYURL: http://docenti.luiss.it/scarsini/ <http://docenti.luiss.it/scarsini/>*

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Seminar announcement
by Marco Scarsini 16 Nov '18

16 Nov '18

*Department of Economics and Finance* *LUISS* Viale Romania 32 Room 207 November 22th, 2018, 12:00 noon *Speaker: *Georgios Piliouras, Singapore University of Technology and Design *Title: * *“Multiplicative Weights Updates in Zero-Sum and Potential Games”* *Abstract: **We revisit some classic questions in game theory, such the behavior of multiplicative weights updates (and other learning dynamics) in zero-sum and potential games. We establish new and exciting connections with the work of Poincaré on celestial mechanics, the latest developments in artificial intelligence (such as understanding Generative Adversarial Networks) as well as with chaos theory. A host of new open questions emerges.* The calendar of the future seminars can be found at http://economiaefinanza.luiss.it/en/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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de Finetti risk seminar - November 2018
by Emanuela Rosazza 15 Nov '18

15 Nov '18

On behalf of the Scientific Committee of the de Finetti Risk Seminars, we are glad to invite you to participate at the following Lecture Mathias Beiglboeck University of Vienna Title: Adapted transport and mathematical finance Abstract: Adapted transport plans generalize adapted processes in the same way as usual transport plans are a relaxed form of Monge-mappings. Correspondingly, one obtains an adapted / causal variant of the usual Wasserstein distance. We will review these concepts and explain why they are relevant for mathematical finance and in particular the problems involving model-uncertainty. LOCATION: The seminar will be held on Wednesday, November 21, at 18.00, Aula di rappresentanza, Dept. of Mathematics, Milano University, Via C. Saldini 50, Milano. Scientific Committee Prof. Simone Cerreia-Voglio (Univ. Bocconi) Prof. Marco Frittelli (Univ. degli Studi di Milano) Prof. Fabio Maccheroni (Univ. Bocconi) Prof. Massimo Marinacci (Univ. Bocconi) Prof. Emanuela Rosazza Gianin (Univ. Milano-Bicocca) Dott. Marco Maggis (Univ. degli Studi di Milano) ****************************************************************************************** Emanuela Rosazza Gianin Dipartimento di Statistica e Metodi Quantitativi Università di Milano-Bicocca Edificio U7 – 4° Piano Via Bicocca degli Arcimboldi, 8 20126 Milano Tel. 02 64483208 Fax. 02 64483105 e-mail: emanuela.rosazza1(a)unimib.it *******************************************************************************************

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Fwd: Andrea Collevecchio -- advertisement research fellow position Monash University
by pietro caputo 14 Nov '18

14 Nov '18

Ricevo e inoltro: ---------- Forwarded message --------- From: Andrea Collevecchio <andrea.collevecchio(a)monash.edu> Date: Wed, Nov 14, 2018 at 2:26 PM Subject: Andrea Collevecchio -- advertisement research fellow position Monash University *---------------------------------------------------* *Research Fellow, Probability Theory* *Job No.: *581433 *Location:* Clayton campus *Employment Type:* Full-time *Duration:* 2 year fixed-term appointment *Remuneration:* $66,706 - $90,532 pa Level A (plus 9.5% employer superannuation) The Level A research-only academic will be required to make a contribution towards the University’s research effort and pursue defined projects relevant to the particular field of research in order to develop their expertise. The successful applicant will undertake research in probability theory and/or statistical mechanics, working closely with Dr Andrea Collevecchio, A/Prof Tim Garoni and A/Prof Kais Hamza. The position will be funded by ARC Discovery Project DP180100613, and will involve studying the behaviour of specific classes of random walks with long memory. This role is a full-time position; however, flexible working arrangements may be negotiated. At Monash University, we are committed to being a Child Safe organisation. Some positions at the University will require the incumbent to hold a valid Working with Children Check. Your application must address the selection criteria. Please refer to[image: Download File] “How to apply for Monash Jobs <https://www.monash.edu/jobs/how-to-apply/applying-for-the-job>”. *Enquiries* sci-maths-jobs(a)monash.edu *IMPORTANT* Refer to the link http://careers.pageuppeople.com/513/cw/en/job/581433/research-fellow-probab… *Position Description* [image: Download File] Research Fellow, Probability Theory <https://secure.dc2.pageuppeople.com/apply/TransferRichTextFile.ashx?sData=U…> *Closing Date* Tuesday 20 November 2018, 11:55 pm AEDT

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Assistant/Associate Professor position in Statistics at DCU
by Paolo Guasoni 14 Nov '18

14 Nov '18

Dear Colleague, Dublin City University has an Assistant/Associate Professor position in Statistics (5 years fixed term/permanent): https://www.dcu.ie/sites/default/files/hr/assistant-associate_professor_in_… The closing date for the application is January 6th, 2019. 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://www4.dcu.ie/iss/seanadh-riomhphoist.shtml>* *This e-mail and any files transmitted with it are confidential and are intended solely for use by the addressee. Read more here. <https://www4.dcu.ie/iss/email-disclaimer.shtml>* * -- <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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Second Italian Meeting on Probability and Mathematical Statistics
by Antonio DI CRESCENZO 13 Nov '18

13 Nov '18

Dear Colleagues, we are pleased to recall that the Second Italian Meeting on Probability and Mathematical Statistics will be held in Vietri sul Mare (SA), Italy, June 17th - 20th, 2019. The location is Lloyd's Baia Hotel (www.lloydsbaiahotel.it/) Please, follow the relevant information on the web site of the meeting: http://www.salerno2019.dipmat.unisa.it The Scientific Committee Claudia Ceci, Paolo Dai Pra, Antonio Di Crescenzo, Franco Fagnola, Franco Flandoli, Antonio Lijoi, Andrea Pascucci, Franco Pellerey, Laura Sacerdote The Local Organizing Committee Giacomo Ascione, Aniello Buonocore, Camilla Calì, Luigia Caputo, Antonio Di Crescenzo, Maria Longobardi, Barbara Martinucci, Alessandra Meoli, Luca Paolillo, Paola Paraggio, Enrica Pirozzi, Fabio Travaglino

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Spring school on Random Interfaces in Augsburg, March 12-15, 2019 -- Deadline for financial support
by Luigi Amedeo Bianchi 13 Nov '18

13 Nov '18

Dear all, this is a reminder for the spring school on *Random Interfaces* to be held at the University of Augsburg, Germany, for three full days from March 13th to March 15th, 2019. The school will focus on random interfaces, both continuous (approached by means of stochastic partial differential equations) and discrete (together with their hydrodynamic limits). The school will feature a main course by Tadahisa Funaki (Waseda University/University of Tokyo), a minicourse by Fabio Toninelli (Université Claude Bernard Lyon 1) and an invited lecture by Dimitra Antonopoulou (University of Chester). A poster session for participants is also foreseen. This spring school is intended for PhD students and young researchers, but open for everyone. Registration to the school is free, but compulsory for organisatorial purposes. Limited funds are available to offer financial support to some selected students and young researchers (post-docs). The deadline for applications for financial support is *15th December 2018.* More information and the registration form are available on the website https://www.math.uni-augsburg.de/de/prof/ana/Workshops_Tagungen/Spring-Scho… We are looking forward to seeing you in Augsburg. The organisers, Lisa Beck, Luigi Amedeo Bianchi, Dirk Blömker, Franco Flandoli, Marco Romito, Dario Trevisan

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minicorso prof. Pitacco @UniTN
by Stefano Bonaccorsi 13 Nov '18

13 Nov '18

Carissimi, vi segnalo il seguente corso che sarà tenuto dal prof. Ermanno Pitacco. Cordiali saluti, Stefano Bonaccorsi ---------------------------------------------------------- Stochastic Processes for Actuarial Sciences A short course at the Department of Mathematics Ermanno Pitacco (Università di Trieste) Aims and Prerequisites. This course aims at introducing technical and financial aspects of the insurance business, with a special emphasis on the actuarial valuation of insurance products. The course has been planned assuming as target students: advanced undergraduate and master students in Mathematics and Data Science, having attended courses providing basic notions of Financial Mathematics (interest rates, compound interest, present values, accumulations, annuities, etc.); advanced undergraduate and master students in Economics, Business and Finance, with basic competence in Probability (probability distributions, conditional probabilities, expected value, variance, etc); professionals and technicians operating in insurance and pension areas, whose job may regard investments, risk analysis, financial reporting, and so on, hence implying communication with actuarial professionals and managers. Schedule Monday 2019/02/11 09.00-13.00 (Stefano Bonaccorsi) Room A212 Friday 2019/02/15 15.00-19.00 (Ermanno Pitacco) Room A212 Monday 2019/02/18 09.00-13.00 (Ermanno Pitacco) Room TBA Friday 2019/02/22 15.00-19.00 (Ermanno Pitacco) Room TBA Details For further information, please contact Prof. Stefano Bonaccorsi (stefano.bonaccorsi "at" unitn.it) Admission: Course open to max 30 LM students (+ PhD Students) How to apply: Fill the form you find here: https://webapps.unitn.it/Apply/it/Web/GoHome/altro/spas_2018 Further informations: http://datascience.maths.unitn.it/events/spas2019/index.html

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Post-doctoral position in Probability - Paris
by Cristina Toninelli 12 Nov '18

12 Nov '18

Dear friends and colleagues, I am currently advertising a postdoctoral position in Probability to be held in Ceremade, University Paris Dauphine. The position is funded by my European project MALIG, whose aim is to develop a mathematical approach to the liquid-glass transition and other jamming transitions. Main areas of research include interacting particle systems, bootstrap percolation cellular automata and glassy dynamics. The position is for two years. The expected starting date is September 2019, but a different date may be arranged. The successful candidate will not have teaching duties and will have substantial fundings for travel. I would be grateful if you would bring this announcement to the attention of potential candidates and distribute it via local mailing lists and I apologise if you receive this email more than once. Candidates can contact me directly for any additional information at toninelli(a)ceremade.dauphine.fr or visit the postdoc announcement on my website https://www.ceremade.dauphine.fr/~toninelli/postdoc.html Best regards, Cristina Toninelli --------------------------------------------------------------------------------------------- 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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7 Marie Curie PhD positions available in Milan, Eindhoven, Lisbon, Novi Sad (Project BIGMATH)
by Alessandra Micheletti 12 Nov '18

12 Nov '18

I am happy to announce that 7 open PhD positions are available in the framework of the Marie Curie EID (European Industrial Doctorate) BIGMATH – “Big Data Challenges for Mathematics”, at Università degli Studi di Milano (Italy), TU Eindhoven (The Netherlands), IST Lisbon University (Portugal), University of Novi Sad (Serbia). The PhD students will spend at least 18 months in an industry in a country different from the enrollment center. Applicants to each position must have not spent more than 12 months in the last 3 years in the country of the recruting center. Salaries comply with the EU Marie Skłodowska-Curie Actions-ITN general standards. The calls for recruitment in TU Eindhoven (2 positions – deadline Dec 5 2018) and University of Milan (2 positions – deadline Dec 31 2018) have already been published. The other calls will follow soon. The mathematical fields of research involved in the project are mainly: Statistics, Optimization, Large Scale Linear Algebra. For information and requirements of the specific calls please visit the web page http://itn-bigmath.unimi.it -- ------------------------------------ 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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Politecnico di Milano - Seminario Fiserova
by Alessandra Menafoglio 09 Nov '18

09 Nov '18

Si avvisa che in data 21-11-2018, alle ore 14:30 precise, presso l'Aula Seminari "F. Saleri" VI piano, Dipartimento di Matematica, Politecnico di Milano, si svolgerà il seguente seminario: Relatore Eva Fiserova, Palacky University Olomouc, Czech Republic Titolo Working with compositional data in coordinates Abstract Compositional data are multivariate observations carrying only relative information, popularly expressed in percentages, proportions, mg/kg, etc. Because of features inherent to compositional data, such as scale invariance and the relative scale, the statistical analysis of raw compositional data often leads to spurious results. Natural principles of compositional data are followed by the Aitchison geometry on a simplex, the sample space of compositional data (Aitchison, 1986; Pawlowsky-Glahn et al., 2015). However, because most standard statistical methods rely on the Euclidean geometry in real space, compositional data need to be converted to this space prior to statistical processing. In the lecture, we will present the log ratio methodology for dealing with compositional data and several types of their coordinate representations, such as orthonormal log-ratio coordinates, pivot coordinates, weighted pivot coordinates (Hron et al., 2017), or symmetric balances (Kynvclova et al., 2017). Their usage will be demonstrated on examples. Tutti gli interessati sono invitati a partecipare. Cordiali saluti, Alessandra Menafoglio -- Alessandra Menafoglio MOX - Dept. of Mathematics Politecnico di Milano Piazza Leonardo da Vinci, 32, 20133, Milan Italy Phone: +39 02 2399 4642 Email: <mailto:alessandra.menafoglio@polimi.it> alessandra.menafoglio(a)polimi.it

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Seminar announcement
by Marco Scarsini 09 Nov '18

09 Nov '18

Department of Economics and Finance LUISS Viale Romania 32 00196 Roma November 15, 2018, 12:00 noon Room 207 *Speaker: *Mathias Staudigl / Maastricht University *Title: * *“Learning in Time Varying Games”* *Abstract:* *“In this paper, we examine the long-term behavior of regret minimizing agents in time-varying games with continuous action spaces. In its most basic form, (external) regret minimization guarantees that an agent’s cumulative payoff is no worse in the long run than that of the agent’s best fixed action in hindsight. Going beyond this worst-case guarantee, we consider a dynamic regret variant that compares the agent’s accrued rewards to those of any sequence of play. Specializing to a wide class of no-regret strategies based on mirror descent, we derive explicit rates of regret minimization relying only on imperfect gradient observations. We then leverage these results to show that players are able to stay close to Nash equilibrium in time-varying monotone games – and even converge to Nash equilibrium if the sequence of stage games admits a limit.”* The calendar of the future seminars can be found at http://economiaefinanza.luiss.it/en/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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Concorso Prof. Ordinario - DSE Univ. Verona
by Alessandro Gnoatto 08 Nov '18

08 Nov '18

Si segnala il bando seguente e si invitano tutti gli interessati a presentare domanda. Professore ordinario - 13/D4 - Metodi matematici dell'economia e delle scienze attuariali e finanziarie Pubblicato sulla Gazzetta Ufficiale - IV Serie Speciale 86 del 30 ottobre Settore scientifico-disciplinare SECS-S/06 - Metodi matematici dell'economia e delle scienze attuariali e finanziarie presso il Dipartimento di Scienze Economiche dell’Università di Verona Scadenza: 29 novembre 2018 Link al bando: https://docs.univr.it/documenti/Concorso/bando/bando993006.pdf Cordiali Saluti, Alessandro Gnoatto -- 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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posizione presso INRIA Bordeaux
by Marco Alessandro Fuhrman 08 Nov '18

08 Nov '18

Buongiorno. Scrivo per diffondere un avviso su una posizione presso INRIA di Bordeaux. Cordiali saluti. Marco Fuhrman Announcement: The INRIA Team CQFD is seeking qualified applicants for a permanent (full-time) INRIA research position in Bordeaux, France: https://www.inria.fr/en/centre/bordeaux We are currently focusing on the areas: stochastic modeling and simulation, optimization, control, learning. Any candidates working on such topics that would be interested in such position can contact François Dufour (francois.dufour@math.u-bordeaux.fr(javascript:main.compose()) for further information. <signaturebeforequotedtext></signaturebeforequotedtext><signatureafterquotedtext></signatureafterquotedtext>

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Seminario di Probabilita` e Stastistica
by Faggionato, Alessandra 08 Nov '18

08 Nov '18

scusate ma mancava il titolo nel mio annuncio precedente: Seminario di Probabilita` e Stastistica Martedi 13 novembre ore 14:00, Aula di Consiglio, Dipartimento di Matematica, La Sapienza. Titolo: Effects of prior selection in nonparametric Bayes problems Speaker: Tomasz Rychlil (Istituto di Matematica dell'Accademia Polacca delle Scienze) Abstract: We consider an arbitrary family of stochastically ordered distribution functions dependent on parameters from an interval in the real line. We compare distribution functions and moments of random variables with distribution functions being the mixtures of the members of the above stochastically ordered family. In particular, we determine lower and upper bounds on the values of one mixture distribution function under the condition that the other mixture distribution is arbitrarily fixed. We also evaluate the differences between the expectations of mixture variables in various scale units. The results are illustrated by some examples. -- ************************************************* Prof. Alessandra Faggionato http://www1.mat.uniroma1.it/~faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 5, Phone (0039) 06 49913252 *************************************************

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Seminario di Probabilita` e Statistica a Roma1
by Faggionato, Alessandra 08 Nov '18

08 Nov '18

Seminario di Probabilita` e Stastistica Martedi 13 novembre ore 14:00, Aula di Consiglio, Dipartimento di Matematica, La Sapienza. Speaker: Tomasz Rychlil (Istituto di Matematica dell'Accademia Polacca delle Scienze) Abstract: We consider an arbitrary family of stochastically ordered distribution functions dependent on parameters from an interval in the real line. We compare distribution functions and moments of random variables with distribution functions being the mixtures of the members of the above stochastically ordered family. In particular, we determine lower and upper bounds on the values of one mixture distribution function under the condition that the other mixture distribution is arbitrarily fixed. We also evaluate the differences between the expectations of mixture variables in various scale units. The results are illustrated by some examples. -- ************************************************* 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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Call for PostDoc position at University of Oslo
by Giulia Di Nunno 08 Nov '18

08 Nov '18

Dear Colleague, this is to draw your attention to the call for a PostDoc at the University of Oslo in stochastic analysis and its applications. The position is within the scopes of the project STORM “Stochastics for Time-Space Risk Models" http://www.mn.uio.no/math/english/research/projects/storm/index.html <http://www.mn.uio.no/math/english/research/projects/storm/index.html> Description and call: https://www.jobbnorge.no/en/available-jobs/job/159884/postdoctoral-research… <https://www.jobbnorge.no/en/available-jobs/job/159884/postdoctoral-research…> The deadline of application is November 30th, 2018. Please help to advertise these calls and bring them to the attention of your colleagues and possible candidates. Thank you in advance! Best wishes Giulia --- Giulia di Nunno Professor Department of Mathematics University of Oslo http://folk.uio.no/giulian/ <http://folk.uio.no/giulian/>

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seminario 13 novembre 9, 30 al Politecnico di Torino DISMA
by Enrico Bibbona 06 Nov '18

06 Nov '18

Martedi' 13 novembre alle 9,30 in Aula Buzano (Politecnico di Torino, DISMA) il prof Badal Joshi (California State University San Marcos) terrà un seminario dal titolo Graphical symmetries of reaction networks and their stationary measures Abstract: Reaction networks are used to model chemical reactions, biochemical reactions, interacting populations in ecology, genetics and infectious disease dynamics among many other systems. Depending on the system scale, three most commonly used models are continuous-time Markov chain (CTMC), stochastic differential equations and ordinary differential equations (ODE). With increased data and scientific focus shifting towards biochemistry which often involves populations as small as few tens of molecules, CTMC models have seen dramatic increase in relevance. The long-term dynamics of a continuous-time Markov chain model are described by its stationary distribution. In general, the explicit form of the stationary distribution is impossible to obtain even for very small networks. However, when the network has some natural symmetries, we can obtain the explicit stationary distribution and it can be connected with the equilibria of the corresponding ODE system. We will discuss the symmetries of reaction balance, complex balance, reaction vector balance, and cycle balance and their properties in both the deterministic (ODE) setting and stochastic (CTMC) setting. We will also discuss the relations between the various forms of balance and the connection with existence and form of the stationary distribution. Cordialmente, Enrico Bibbona Probability, Statistics and Optimization group Department of Mathematical Sciences "G. L Lagrange" Politecnico di Torino

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seminario Felix Liebrich - 22 novembre
by Emanuela Rosazza 06 Nov '18

06 Nov '18

Si avvisa che il giorno giovedì 22 novembre alle ore 14 presso l’Università di Milano- Bicocca (via degli Arcimboldi 8 - edificio U7, quarto piano- aula 4026) si terrà il seguente seminario: Speaker: Felix-Benedikt Liebrich (LMU Muenchen, Germany) Titolo: “Sharing utility and risk under (partial) law-invariance” Abstract: The so-called risk sharing problem has two variants: (1) How can an aggregation of individual utilities within a system of agents be maximised by means of distributing a certain good, or (2) how can an aggregation of individual risks be minimised by means of redistributing a certain loss the system incurs? The problem has a long history in economics and financial mathematics, and solving it in relevant infinite dimensional spaces is very challenging. Substantial results have been obtained in the context of Pareto efficiency of such sharing schemes when law-invariant (risk) preferences are involved. These rank Savage acts -- random variables -- in a way which only depends on their distribution under a fixed reference probability measure. It was shown that Pareto efficient allocations (i.e. sharing schemes) exist. For problem (1) of maximising aggregated utility, the talk presents a unifying framework in which solutions to the risk sharing problem can be found. As applications, we will discuss the existence of weakly Pareto efficient allocations, Pareto efficient allocations, and core allocations. In a second part, we solve the risk sharing problem (2) for a wide class of capital requirements determining individual risks. These will not be law-invariant functionals, but build on a law-invariant ingredient. The talk is based on joint work with Gregor Svindland. Tutti gli interessati sono invitati a partecipare. Un saluto cordiale, Emanuela ******************************************************************************************* Emanuela Rosazza Gianin Dipartimento di Statistica e Metodi Quantitativi Università di Milano-Bicocca Edificio U7 – 4° Piano Via Bicocca degli Arcimboldi, 8 20126 Milano Tel. 02 64483208 Fax. 02 64483105 e-mail: emanuela.rosazza1(a)unimib.it *******************************************************************************************

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Bernoulli Society New Researcher Award
by Antonio DI CRESCENZO 01 Nov '18

01 Nov '18

The Bernoulli Society welcomes applications to the New Researcher Award 2020. Each awardee shall deliver a talk at a special invited session during the World Congress in Probability and Statistics 2020, and will receive a funding up to 1000€ to offset travel and other expenses. Bernoulli News will publish their pictures and a paragraph about their work. Eligible candidates are active researchers in Probability Theory who obtained the PhD degree on or after Jan 1st 2014 and who are regular members of the Bernoulli Society. Female candidates get 1 extra year for each child born since receiving the PhD. Candidates should apply through the web form https://goo.gl/forms/v8zDJaFUKj5IGEG73 and send the required documents to the e-mail address indicated there. Deadline: March 15th, 2019 Link: http://bernoulli-society.org/index.php/prizes/267-bernoulli-society-new-res… -- ============================================= 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 Fax: +39-089-963303 E-mail(1): adicrescenzo(a)unisa.it E-mail(2): adicresc(a)gmail.com Web: http://www.unisa.it/docenti/antoniodicrescenzo/index =============================================

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Avviso di seminario
by Alessandro Ramponi 01 Nov '18

01 Nov '18

Avviso di Seminario Martedì 6 Novembre, ore 14:30 presso la Facoltà di Economia dell'Università di Roma "Tor Vergata" Aula A, Edificio B ELISA ALOS (Università Pompeu Fabra, Barcelona) terrà un seminario dal titolo "On smile properties of volatility derivatives and exotic products: understanding the VIX skew" Abstract. We develop a method to study the implied volatility for exotic options and volatility derivatives with European payoffs such as VIX options. Our approach, based on Malliavin calculus techniques, allows us to describe the properties of the at-the-money implied volatility (ATMI) in terms of the Malliavin derivatives of the underlying process. More precisely, we study the short-time behaviour of the ATMI level and skew. As an application, we describe the short-term behavior of the ATMI of VIX and realized variance options in terms of the Hurst parameter of the model, and most importantly we describe the class of volatility processes that generate a positive skew for the VIX implied volatility. In addition, we find that our ATMI asymptotic formulae perform very well even for large maturities. Several numerical examples are provided to support our theoretical results. -- Dott. Alessandro Ramponi, Ph.D Dipartimento di Economia e Finanza Università degli Studi di Roma Tor Vergata Via Columbia, 2 00133, Roma - Italy e-mail:alessandro.ramponi@uniroma2.it Phone: +39 0672595403 --- Questa e-mail è stata controllata per individuare virus con Avast antivirus. https://www.avast.com/antivirus

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post-doctoral research position
by Francesca Greselin 01 Nov '18

01 Nov '18

*Apologies for cross-posting* Applications are invited *within November 6th, 2018* for a post-doctoral research position (Assegno di Ricerca tipo A2, Junior) in the Dpt of Statistics and Quantitative Methods <http://www.dismeq.unimib.it/en/> at University of Milano-Bicocca <https://www.unimib.it/>. The Department of Statistics and Quantitative Methods is a reference point for researchers in the methodological aspects of *Statistics*, *Mathematics* , *Computer* *Science* and *Foreign Languages*, and in their applications, in particular to the areas of *population* and *society*, *public health, welfare, finance, labor market* and the *energy sector*. TITLE and PROJECT: The candidate should indicate a title, and a research project in view of complementing and integrating undergoing research of faculty members of the Dpt. CONTRACT: 24 months (renewable for a further 24 months upon approval) starting April 1, 2019. Salary competitive with European Research Universities and Italian Assistant Professor position (RTD-A). (gross annual income 19 367 €, net income about € 17 157, monthly € 1 430) APPLICATION: Candidates must possess a Ph.D. in the aforementioned disciplines, either earned within 4 years or to be completed within February 2019. Applications should be submitted online <https://pica.cineca.it/unimib/bando-assegno-di-ricerca-a2-2018/>, deadline November 6, 2018 h 12:00 (CET). Details for submitting a complete application and about the selection procedure are available here <https://www.unimib.it/sites/default/files/ufficio_bandi/bando_assegni_tipo_…> . For more informations francesca.greselin(a)unimib.it

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Torino - Lezione Lagrangiana M. Hairer - 13 Novembre
by Enrico Priola 31 Oct '18

31 Oct '18

Annuncio Lezione Lagrangiana al Dipartimento di Matematica "G. Peano", Universita` di Torino Martedì 13 novembre alle ore 16.30 in Aula A Martin Hairer (Imperial College, London) "Taming Infinities" Abstract: Some physical and mathematical theories have the unfortunate feature that if one takes them at face value, many quantities of interest appear to be infinite! What's worse, this doesn't just happen for some exotic theories, but in the standard theories describing some of the most fundamental aspects of nature. Various techniques, usually going under the common name of “renormalisation” have been developed over the years to address this, allowing mathematicians and physicists to tame these infinities. We will tip our toes into some of the conceptual and mathematical aspects of these techniques and we will see how they have recently been used to study equations whose meaning was not even clear until now. Tutti gli interessati sono invitati a partecipare. Enrico Priola Dipartimento di Matematica Universita' di Torino via Carlo Alberto 10, 10123 TORINO, Italy tel +39 011 6702883 fax +39 011 6702878

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The Aldous spectral gap phenomenon: seminario di Filippo Cesi il 14-11-2018 a Roma Tre
by Pietro Caputo 31 Oct '18

31 Oct '18

Prof. Filippo Cesi Universita' La Sapienza Roma Titolo: THE ALDOUS' SPECTRAL GAP PHENOMENON Mercoledi' 14 Novembre 2018 ORE 16:00 Dipartimento di Matematica e Fisica Universita' degli Studi Roma Tre Largo San Leonardo Murialdo, 1 - Pal.C - Aula 211 Abstract: Some families of Markov chains have a spectral gap which coincides with the spectral gap of an extremely simplified version of the chain. Another way of restating the same concept is: some families of Cayley graphs have a spectral gap which can be found in a very low dimensional representation of the underlying group. We will present a general approach which could be useful when going fishing for this phenomenon in an arbitrary finite group. Two specific examples will be discussed: the case of the symmetric group which corresponds to the "original" Aldous' spectral gap conjecture, proven in 2010 by Caputo, Liggett and Richthammer, and case of the Weyl group W(B_n) we studied in a recent paper.

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Postdoc - Hokkaido University
by Paolo Dai Pra 30 Oct '18

30 Oct '18

Vi inoltro l'annuncio di una borsa postdoc alla Hokkaido University. Paolo Dai Pra %%%%%%%%%%%%%%%%%%%%%%% I announce a Postdoc position in my group project under the CREST project ``Technology for Computing Revolution for Society 5.0": http://www.jst.go.jp/kisoken/crest/en/research_area/ongoing/areah30-4.html Team Hokkaido is trying to build a new computing system based on the Ising model. The team consists of four groups, one of which is my Mathematical Science Group. There are 11 other members, 4 of which are faculty members, 7 others are graduate students. We are investigating the following problems rigorously: 1. Find a best possible embedding of an Ising model on a irregular graph to an Ising model on a given regular graph. 2. Find the ground state of the above Ising model on the regular graph by a sampler faster than, say, Glauber dynamics. 3. Find how stable the ground state is against noise in coupling coefficients and/or external magnetic fields. 4. Find killer applications of the Ising computer. The posdoc position is a 2-year position, starting from April 2019 the earliest, with possible 2-year extension (depending on performance). The net salary will be ranging from 3,769,524 JPY to 5,689,524 JPY (depending on previous experiences). The deadline of application (send via email a CV and a list of publications to: sakai(a)math.sci.hokudai.ac.jp) is set on December 15, 2018. Best regards, Akira Sakai Department of Mathematics Hokkaido University Nishi 8-chome, Kita 10-jo, Kita-ku Sapporo, Hokkaido 060-0810 JAPAN http://www.math.sci.hokudai.ac.jp/~sakai sakai(a)math.sci.hokudai.ac.jp

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Seminario a Bologna del prof. Macci
by Massimo Campanino 29 Oct '18

29 Oct '18

Il giorno mercoledì 7 novembre alle ore 17 nell'aula al VII piano del Dipartimento di Matematica dell'Università di Bologna in piazza Porta S. Donato 5 il prof. Claudio Macci del Dipartimento di Matematica dell'Università di Roma Tor Vergata terrà un seminario dal titolo Asymptotic behavior of some hitting probabilities for sums of IID Gaussian random sets Abstract: We consider sequences of partial sums of iid Gaussian random sets (with respect to the Minkowski sum) and we study t he asymptotic behavior of some hitting probabilities (of suitable sets of $R^d$) for these partial sums. We also illustrate the use of the importance sampling for the estimation of these hitting probabilities by Monte Carlo simulations. We obtain the analog of well-known results for level crossing probabilities of random walks, and we refer to a version of the classical Cramér's Theorem in large deviations for random compact sets existing in the literature. Joint work with Barbara Pacchiarotti

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Seminario di Probabilita`, Universita` La Sapienza
by Faggionato, Alessandra 26 Oct '18

26 Oct '18

Martedi` 30 Ottobre alle ore 14 in Aula di Consiglio, Dipartimento di Matematica, Universita` La Sapienza, ci sara' il seguente seminario: Speaker: Giacomo di Gesu' (Universita' di Vienna) Title: Small noise asymptotics for stochastic Allen-Cahn equations in finite volume Abstract: We consider lattice approximations of the Allen-Cahn equation on the torus perturbed by small space-time white noise and discuss metastable transition times between the two stable phases. Grazie per l'attenzione ************************************************* 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 di Ricerca - UNIMI
by Giacomo Aletti 25 Oct '18

25 Oct '18

Gentili Colleghi, vi segnalo che, presso il Dipartimento di Scienze e Politiche Ambientali, Università degli Studi di Milano, è stato bandito un assegno di ricerca di tipo B della durata di 12 mesi nell'ambito del scientifico-disciplinare delle Scienze matematiche e informatiche. BANDO: http://www.unimi.it/ricerca/assegni_ricerca/124378.htm SCADENZA: 16/11/2018. La ricerca si svolge nell'ambito nell’ambito del programma di ricerca dal titolo “Quantitative analysis of agricultural land use changes due to the new greening payment in Lombardy”, e richiede le attività che sono sinteticamente qui riportate: 1) Data cleaning 2) Data integration 3) Model development 4) Code writing 5) Data Analysis 6) Reports/Papers writing Si prega di darne massima diffusione. Cordialmente, Giacomo Aletti -- ------------------------------- Giacomo Aletti, Full Professor (Probability Theory and Mathematical Statistics) Department of Environmental Science and Policy (ESP) ADAMSS Centre (ex MIRIAM) Advanced Applied Mathematical and Statistical Sciences Università degli Studi di Milano Via Saldini, 50 20133 Milano, Italy Tel: +39-02-503.16158 Fax:+39-02-503.16090 Cell: +39-340-9739142

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Seminario tra Geometria e Probabilita' di Daniele Agostini a Roma Tre il 29-10-2018
by Pietro Caputo 23 Oct '18

23 Oct '18

Daniele Agostini (Max-Plank Institute fur Mathematik, Leipzig) Titolo: Discrete Gaussians, theta functions and abelian varieties Lunedi' 29 Ottobre 2018 ORE 14:30 Dipartimento di Matematica e Fisica Universita' degli Studi Roma Tre Largo San Leonardo Murialdo,1 - Pal.C - Aula 009 Abstract The Gaussian distribution is a central object in mathematics and it can be characterised as the unique probability on the real numbers that maximises entropy, for fixed mean and variance. It turns out that the same property can be used to define a discrete Gaussian distribution on the integers. Moreover, the discrete Gaussian is parametrised naturally by the Riemann theta function, and, as such, it has a natural connection to the theory of abelian varieties in algebraic geometry. The aim of the talk is to present this connection and to show how question in probability give rise to natural problems in algebraic geometry and viceversa. This is joint work with Carlos Amendola (TU Munich).

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Workshop in Financial Mathematics in Padova
by Giorgia Callegaro 22 Oct '18

22 Oct '18

Dear colleagues, we are pleased to announce that the (mini) “Workshop in Financial Mathematics” will be held the 12 November 2018 at the Department of Mathematics of the University of Padova. The Workshop will start at 2.30 pm (in “Sala Riunioni” VII floor, stairs B) and it will finish at 6pm. The list of invited speakers is available at the conference website: https://events.math.unipd.it/WFM2018/node/1 There is no registration fee, but all participants are kindly requested to register to the Workshop via the online form available here: https://events.math.unipd.it/WFM2018/node/27 See you in Padova! The organising committee Giorgia Callegaro Martino Grasselli Wolfgang Runggaldier Tiziano Vargiolu -- Giorgia Callegaro Assistant 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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(senza oggetto)
by Massimo Campanino 22 Oct '18

22 Oct '18

Il giorno giovedì 15 novembre alle ore 16 nell'aula Seminario 2 del Dipartimento di Matematica dell'Università di Bologna (pazza Porta S. Donato 2) il dott. Gianluca Bosi dell'Università di Bologna terrà un seminario dal titolo Revolving random walks in 2D: analysis of type and winding number. We consider simple random walks on two directed versions of the $\mathbb{Z}^2$ lattice; one characteristic feature of these random walks is that they are bound to revolve, according to the orientation prescribed by the edges. The first model was studied by Campanino and Petritis(‘03) and shown to be transient; the other one appeared recently in a paper by Menshikov et al. (’17), where the authors conjectured its recurrence. We shall indeed confirm this conjecture: our proof is done by considering a continuous analogue of the random walk and then applying the Lyapunov function criteria. On the other hand, we obtain a local limit theorem for the return probabilities of the first random walk, which in particular gives a new proof of transience. Finally, we deduce some results related to the winding number for both random walks. This results are joint work with Y.Peres (Microsoft Research, Redmond) and Y.Hu (University of Washington).

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Fwd: RS&A2019
by Gustavo Posta 22 Oct '18

22 Oct '18

Begin forwarded message: > From: The 19th International Conference on Random Structures and Algorithms <rsa2019(a)amu.edu.pl> > Date: 22 ottobre 2018 13.51.37 GMT+02.00 > To: ukryci-adresaci: ; > Subject: RS&A2019 > > > > The 19th International Conference on > RANDOM STRUCTURES AND ALGORITHMS > Zurich, 15-19 July, 2019 > > > We are pleased to announce that the 19th International Conference on Random Structures and Algorithms "RS&A2019" will be held at the ETH in Zurich, 15-19 July, 2019. > > The list of invited speakers is available at the conference website: https://www.math.ethz.ch/fim/conferences/19th-int-conf-random-structures-al…; > the registration is already open: https://www.math.ethz.ch/fim/conferences/19th-int-conf-random-structures-al…. > > We have some limited funding (in terms of accommodation and a per diem) available for graduate students or postdocs. The application form can be found under the link: https://www.math.ethz.ch/fim/conferences/19th-int-conf-random-structures-al… > > More information will be available soon. > > With best regards, > The organizers > > © 2018 - RSA2019 >

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Assegno di ricerca, Università Milano-Bicocca
by andrea ongaro 22 Oct '18

22 Oct '18

Si informa che presso il Dipartimento di Economia, Metodi Quantitativi e Strategie d’Impresa dell’Università Milano-Bicocca è stato bandito un assegno di ricerca (tipo A1, Junior) della durata di 24 mesi rinnovabili sul tema: “Modelli non standard per dati ad elevata complessità”. SCADENZA: 6 novembre 2018. BANDO: https://www.unimib.it/ateneo/gare-e-concorsi/assegni-ricerca-tipo-a1-a1-typ… Cordialmente Andrea Ongaro

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Seminario BELITSER
by Matteo Ruggiero 22 Oct '18

22 Oct '18

STATISTICS SEMINARS @ COLLEGIO CARLO ALBERTO Venerdì 26 Ottobre 2018, alle ore 12:00, presso il nuovo edificio del Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario: ------------------------------------------------ Eduard BELITSER (Vrije Universiteit Amsterdam) ROBUST INFERENCE FOR GENERAL PROJECTION STRUCTURES BY EMPIRICAL BAYES AND PENALIZATION METHODS We develop a general framework of projection structures and study the problem of inference on the unknown parameter within this framework by using empirical Bayes and penalization methods. The main inference problem is the uncertainty quantification, but on the way we solve the estimation and posterior contraction problems as well (also a weak version of structure recovery problem). The approach is local in that the quality of the inference procedures is measured by the local quantity, the oracle rate, which is the best trade-off between the approximation error by a projection structure and the complexity of that approximating projection structure. The approach is also robust in that the stochastic part of the general framework is assumed to satisfy only certain mild condition, the errors may be non-iid with unknown distribution. We introduce the excessive bias restriction (EBR) under which we establish the local (oracle) confidence optimality of the constructed confidence ball. As the proposed general framework unifies a very broad class of high-dimensional models interesting and important on their own right, the obtained general results deliver a whole avenue of results (many new ones and some known in the literature) for particular models and structures as consequences, including white noise model and density estimation with smoothness structure, linear regression and dictionary learning with sparsity structures, biclustering and stochastic block models with clustering structure, covariance matrix estimation with banding and sparsity structures, and many others. Many adaptive minimax results over various scales follow from our local results. (Joint work with N. Nurushev.) ------------------------------------------------ Tutti gli interessati sono invitati a partecipare. Il seminario è organizzato dalla "de Castro" Statistics Initiative (www.carloalberto.org/stats) 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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seminar announcement
by Marco Scarsini 19 Oct '18

19 Oct '18

October 25th, 2018 12:00 Room 207 *Department of Economics and Finance* LUISS Viale Romania 32 00196 Roma *Speaker:* Bernhard von Stengel / London School of Economics *Title: * *“Equilibria in the challenge tournament”* *Abstract:* *“Arad and Rubinstein (2013) describe a challenge tournament where n players have a binary choice and play a round-robin tournament where they score against each other randomly for a stake that depends on their choices. The player with the highest total score wins, with ties resolved randomly. They conjecture that for n > 3 the only equilibrium is that all players take the riskier choice. We present work in progress on an elementary proof of this conjecture which is based on a simple dominance argument.”* The calendar of the future seminars can be found at http://economiaefinanza.luiss.it/en/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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Winter Workshop on Complex Systems 2019 in Zakopane
by Mateusz Wilinski 18 Oct '18

18 Oct '18

Dear All, next year the Winter Workshop on Complex Systems will be held in Zakopane (Poland) from 4th to 8th February 2019. The event is tailored for PhD students and young scientists working in the broad area of Complex Systems (including problems from Biology, Physics, Finance and Economy, Machine Learning and many more). The call for participation in the 2019 edition is now open and the application deadline is 31st of October. All the details are available at: http://wwcs2019.org The cost of the workshop is just 100 euros, which includes accommodation, food, transport from Cracow, social events and more. Participants will also have the chance to interact and hear lectures from exciting scientist, namely: Fabrizio Lillo, Chiara Poletto, Pere Colet and Piotr Fronczak. I hope to see applications from many of you. :) We would also be really happy, if you could help to spread the information and encourage others to apply. Best wishes, on behalf of the organizing committee Mateusz Wilinski

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Bootstrap percolation: subcritical universality class and oriented percolation - Seminario di Ivailo Hartarsky il 24/10/18 a Roma Tre
by Pietro Caputo 16 Oct '18

16 Oct '18

Ivailo Hartarsky (ENS, France) Titolo: Bootstrap percolation : subcritical universality class and oriented percolation Mercoledi' 24 Ottobre 2018 ORE 16:00 Dipartimento di Matematica e Fisica Universita' degli Studi Roma Tre Largo San Leonardo Murialdo,1 - Pal.C - Aula 211 Abstract Bootstrap percolation is a wide class of deterministic monotone cellular automata with random initial state closely related to several other statistical physics models such as the kinetically constrained spin models for the spin glass transition. There are three `universality classes' of bootstrap percolation in two dimensions. Of them the `subcritical' ones those exhibiting a non-trivial phase transition are by far the most poorly understood. In this work we develop a first approach for studying them. We will start with a gentle introduction to the field and its universality picture to provide the necessary background. We will then introduce the main new notion of critical density and state our main result. We will then illustrate the method by applications to concrete examples yielding new and old results in the area. The approach establishes and exploits a tight connection with a new generalization of classical oriented percolation, whose further study will have a direct impact on bootstrap percolation. The talk will be based on the preprint arxiv:1806.11405.

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Assegno di ricerca presso Politecnico di Milano
by Alessandra Menafoglio 16 Oct '18

16 Oct '18

Il Dipartimento di Matematica del Politecnico di Milano ha bandito un assegno di ricerca di 12 mesi descritto in dettaglio al link https://www.polimi.it/index.php?id=3971 <https://www.polimi.it/index.php?id=3971&tx_wfqbe_pi1%5bID%5d=7923> &tx_wfqbe_pi1%5bID%5d=7923 sul tema Modellazione statistica e numerica di trasporto di sedimenti in bacini montani nell'ambito della partecipazione del laboratorio MOX al progetto della Fondazione CARIPLO SMART-SED. Eventuali interessati possono contattare <mailto:luca.bonaventura@polimi.it> luca.bonaventura(a)polimi.it <mailto:alessandra.menafoglio@polimi.it> alessandra.menafoglio(a)polimi.it per maggiori informazioni. La scadenza del bando è il 25 ottobre 2018 e la prevista data per la presa di servizio il primo dicembre 2018. Grazie in anticipo per la diffusione a tutti i potenziali interessati. Alessandra Menafoglio -- Alessandra Menafoglio MOX - Dept. of Mathematics Politecnico di Milano Piazza Leonardo da Vinci, 32, 20133, Milan Italy Phone: +39 02 2399 4642 Email: <mailto:alessandra.menafoglio@polimi.it> alessandra.menafoglio(a)polimi.it

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Seminario di Clement Erignoux il 23/10/18 a Roma Tre
by Pietro Caputo 16 Oct '18

16 Oct '18

Clement Erignoux Universita' di Roma Tre Titolo: Hydrodynamics for a non-ergodic activated exclusion process Martedi' 23 Ottobre 2018 ORE 14:30 Dipartimento di Matematica e Fisica Universita' degli Studi Roma Tre Largo San Leonardo Murialdo,1 - Pal.C Abstract The Entropy Method introduced by Guo, Papanicolaou and Varadhan (1988) has been used with great sucess to derive the scaling hydrodynamic behavior of wide ranges of conserved lattice gases (CLG). It requires to estimate the entropy of the measure of the studied process w.r.t. some nice, usually product, measure. In this talk, I will present an exclusion model inspired by a model introduced by Goncalves, Landim, Toninelli (2008), with a dynamical constraint, where a particle at site x can only jump to x+delta iff site x-delta (delta=pm1) is occupied as well. I will give some insight on the different microscopic and macroscopic situations that can occur for this model, and briefly describe the steps to derive the hydrodynamic limit for this model by adapting the Entropy Method to non-product reference measures. I will also expand on the challenges and question raised by this model and on some of its nice mapping features. Joint work with O. Blondel, M. Sasada, and M. Simon.

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Fwd: avviso seminari di Matematica proff. Paolo Butta, Michela Ottobre e Boguslaw Zegarlinski (18.10.2018)
by Franco Flandoli 13 Oct '18

13 Oct '18

SEMINARI DI MATEMATICA Giovedì 18 ottobre 2018 *Scuola Normale Superiore* Pisa Sala Conferenze, Collegio Puteano si terranno i seguenti seminari: 14:30 *Paolo Buttà* ( Università di Roma "La Sapienza"), *“On the large deviations of interface motions in statistical mechanics models”* *Abstract:* *In this talk, I consider the sharp interface limit of the action functional associated to either the Glauber dynamics for Ising systems with Kac potentials or the Glauber+Kawasaki process. The corresponding limit functionals provide, in the sense of large deviations theory, the probability of deviations from the mean curvature flow. I discuss, in the case of smooth interfaces, the derivation of these functionals, for which explicit formulae of the mobility and transport coefficients are given. This is joint work with L. Bertini and A. Pisante.* 15:20 *Michela Ottobre* (Heriot-Watt University, Edimburgh), *“Beyond the Hoermander condition”* *Abstract:* *The study of diffusion processes of elliptic and hypoelliptic type has by now produced a fully-fledged theory, involving several branches of mathematics: stochastic analysis, analysis of differential operators, (sub-)Riemannian geometry and control theory, just to mention the main players. One of the key steps in the development of such a theory has been the seminal paper of Hoermander and a large body of work has been dedicated for over 40 years to the study of diffusion processes under the Hoermander Condition (HC), which is a sufficient condition for hypoellipticity. We propose to study processes that do not, in general, satisfy the HC. In place of the HC, we wish to enforce a weaker condition, the so-called UFG condition, introduced by Kusuoka and Strook with probabilistic motivations, and, independently, by Sussman, Hermann and Lobry, this time in the field of control theory. In particular, Kusuoka and Strook showed that it is still possible to build a solid PDE theory for diffusion semigroups even in absence of the Hoermander condition. We will present new results on the geometry and long time behaviour of diffusion semigroups that do not satisfy the Hoermander condition. Our interest in UFG diffusions stems from the observation that they constitute a large class of SDEs which exhibit multiple invariant measures and such that it is possible to determine in a systematic way the basin of attraction of each equilibrium state. This is a joint work with P. Dobson (Maxwell Institute), T. Cass and D. Crisan (Imperial College).* 16:10 *Boguslaw Zegarlinski* (Imperial College London), *“Hypoelliptic diffusion in noncommutative setup”* *Abstract:* *I will review results and problems concerning hypoelliptic diffusion and coercive (Poincare and Log-Sobolev) inequalities.* Tutti gli interessati sono invitati a partecipare. Classe di Scienze Valeria Giuliani Scuola Normale Superiore Servizio alla Didattica e Allievi tel. 050 509260 Piazza dei Cavalieri, 7 56126 Pisa E-mail: valeria.giuliani(a)sns.it E-mail: classi(a)sns.it

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Politecnico di Milano - Seminario Iacopini
by Laura Maria Sangalli 12 Oct '18

12 Oct '18

Si avvisa che in data 08-11-2018, alle ore 11:30 precise, presso l'Aula Seminari "F. Saleri" VI piano, Dipartimento di Matematica, Politecnico di Milano, si svolgerà il seguente seminario: Relatore Matteo Iacopini, Università Ca’ Foscari Venezia Titolo Bayesian Dynamic Tensor Regression Sommario Multidimensional arrays (i.e. tensors) of data are becoming increasingly available and call for suitable econometric tools. We propose a new dynamic linear regression model for tensor-valued response variables and covariates that encompasses some well known multivariate models such as SUR, VAR, VECM, panel VAR and matrix regression models as special cases. For dealing with the over-parametrization and over-fitting issues due to the curse of dimensionality, we exploit a suitable parametrization based on the parallel factor (PARAFAC) decomposition which enables to achieve both parameter parsimony and to incorporate sparsity effects. Our contribution is twofold: first, we provide an extension of multivariate econometric models to account for both tensor-variate response and covariates; second, we show the effectiveness of proposed methodology in defining an autoregressive process for time-varying real economic networks. Inference is carried out in the Bayesian framework combined with Monte Carlo Markov Chain (MCMC). We show the efficiency of the MCMC procedure on simulated datasets, with different size of the response and independent variables, proving computational efficiency even with high-dimensions of the parameter space. Finally, we apply the model for studying the temporal evolution of real economic networks. Tutti gli interessati sono invitati a partecipare. Cordiali saluti, Laura Sangalli -- Laura Maria Sangalli MOX - Dipartimento di Matematica Politecnico di Milano Piazza Leonardo da Vinci 32 20133 Milano - Italy tel: +39 02 2399 4554 fax: +39 02 2399 4568 email: laura.sangalli(a)polimi.it<mailto:laura.sangalli@polimi.it> url: http://mox.polimi.it/~sangalli

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Seminario VAN DER PAS
by Matteo Ruggiero 12 Oct '18

12 Oct '18

STATISTICS SEMINARS @ COLLEGIO CARLO ALBERTO Venerdì 19 Ottobre 2018, alle ore 12:00, presso il nuovo edificio del Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario: ------------------------------------------------ Stephanie VAN DER PAS (Leiden University) POSTERIOR CONCENTRATION FOR BAYESIAN REGRESSION TREES AND THEIR ENSEMBLES Since their inception in the 1980's, regression trees have been one of the more widely used nonparametric prediction methods. Tree-structured methods yield a histogram reconstruction of the regression surface, where the bins correspond to terminal nodes of recursive partitioning. Trees are powerful, yet susceptible to overfitting. Strategies against overfitting have traditionally relied on pruning greedily grown trees. The Bayesian framework offers an alternative remedy against overfitting through priors. Roughly speaking, a good prior charges smaller trees where overfitting does not occur. In this paper, we take a step towards understanding why/when do Bayesian trees and their ensembles not overfit. We study the speed at which the posterior concentrates around the true smooth regression function. We propose a spike-and-tree variant of the popular Bayesian CART prior and establish new theoretical results showing that regression trees (and their ensembles) (a) are capable of recovering smooth regression surfaces, achieving optimal rates up to a log factor, (b) can adapt to the unknown level of smoothness and (c) can perform effective dimension reduction. These results provide a piece of missing theoretical evidence explaining why Bayesian trees (and additive variants thereof) have worked so well in practice. ------------------------------------------------ Tutti gli interessati sono invitati a partecipare. Il seminario è organizzato dalla "de Castro" Statistics Initiative (www.carloalberto.org/stats) 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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numero speciale di DEF
by Rigo Pietro 10 Oct '18

10 Oct '18

La rivista Decisions in Economics and Finance (Springer) dedica un numero speciale al workshop The Mathematics of Subjective Probability (Milano, settembre 2018) Tutti gli interessati (anche se non hanno partecipato al workshop) sono invitati a sottomettere i loro lavori. La deadline e' 28 febbraio 2019. Ulteriori informazioni nel file allegato. Pietro Rigo

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12th Bayesian nonparametrics workshop
by Fabrizio Leisen 08 Oct '18

08 Oct '18

Dear All, the 12th Bayesian nonparametrics (BNP) meeting will be held in Oxford from the 24th to the 28th of June 2019: http://www.stats.ox.ac.uk/bnp12/ The Bayesian nonparametrics conference is a bi-annual international meeting bringing together leading experts and talented young researchers working on applications and theory of nonparametric Bayesian statistics. It is an official section meeting of the Bayesian Nonparametrics section of the International Society for Bayesian Analysis (ISBA). *****CALL for CONTRIBUTED TALKS**** The Scientific Committee invites submissions for possible contributed talks. The deadline for submitting a title/abstract is 15th December 2018. You can submit your abstract at: https://www.stats.ox.ac.uk/bnp12/index.html#abstract *****Call for TRAVEL SUPPORT***** The submission of applications for travel support opens on 1st October 2018 and closes on 15th December 2018. Currently, there are 35 awards that could be either travel awards or accommodation awards. The support is for junior researchers (students currently enrolled in a Dphil (PhD) programme or having graduated after 1st October 2015). The applicant agrees to present her/his work at the conference as a poster or oral if awarded the travel support. Please see the following link for further details. https://www.stats.ox.ac.uk/bnp12/index.html#travelsupport Best Wishes, Fabrizio Leisen -- Fabrizio Leisen Reader in Statistics Director of the Msc programmes in Statistics School of Mathematics, Statistics and Actuarial Sciences Sibson Building, University of Kent, Canterbury, CT2 7FS https://www.kent.ac.uk/smsas/our-people/profiles/leisen_fabrizio.html http://sites.google.com/site/fabrizioleisen/

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Dottorato in Statistica - Univ. Bocconi (2019-2020)
by Antonio Lijoi 07 Oct '18

07 Oct '18

Cari tutti, con preghiera di diffusione, inoltro l'annuncio relativo al bando (allegato) per l'ammissione al PhD in Statistics presso l'Universita' Bocconi, per l'a.a. 2019-2020. La scadenza per la presentazione delle domande e' l'1 Febbario 2019. Saluti, AL ------------------------------------------------- PhD in Statistics - a.y. 2019-2020 Call for applications for PhD student positions ------------------------------------------------- The Bocconi PhD School provides 4 scholarships for the PhD in Statistics 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, 2019. ** Within the Bocconi PhD School, the four-year PhD program in Statistics provides a solid grounding for high level research in Statistics, Probability and Data Science. The curriculum is organized over two years of courses and two years entirely devoted to research. Students gain a deep mathematical and methodological preparation through the first-year. The second-year courses provide students with a more specialized competence and focus on topics that may be the object of the doctoral dissertation. The third and forth years are entirely devoted to research. Both theoretical and applied research, including methods for Machine Learning and Data Science, are supported and pursued. Multidisciplinary interchange with other graduate programs in Bocconi’s PhD School, as well as research experience abroad, are encouraged. Highly qualified and motivated students with M.Sc. degrees in Statistics, Mathematics, Economics, Engineering, 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 more information about the PhD program in Statistics at Bocconi, visit www.unibocconi.eu/phdstatistics 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.it/antoniolijoi

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seminar announcement
by Marco Scarsini 05 Oct '18

05 Oct '18

October 11th, 2018, 12:00 *Department of Economics and Finance* *LUISS* Room 207, Viale Romania 32 00196 Roma *Speaker: *Vianney Perchet, École Normale Supérieure, Paris *Title: * *“Dynamic Pricing with Finitely Many Unknown Valuations”* *Abstract:* *“We consider revenue maximization in stochastic dynamic pricing where the distribution of buyers' private values is supported on an unknown set of points of unknown cardinality. This choice of setting is well-suited to model scenarios in which buyers are grouped in an unknown number of latent types, characterized by their private values for the good on sale. We focus on the construction of learning algorithm, using ideas and techniques from multi-armed bandit literature. We will show that if there are only two different possible, but unknown, private values, then the learning cost (called ``regret'') is not bigger than if the values are known (but not the demand at those points).We also consider the case of arbitrarily large number of private values, and show that logarithmic regret is only possible under some specific additional assumptions on the model and we provide such an algorithm.”* The calendar of the future seminars can be found at http://economiaefinanza.luiss.it/en/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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Seminario di E. Bisi a Milano - Bicocca (5 ottobre 2018)
by Francesco Caravenna 04 Oct '18

04 Oct '18

Scusandomi per lo scarso preavviso, segnalo il seguente seminario di probabilità che si terrà domani a Milano - Bicocca. Nell'ambito del ciclo "Insalate di matematica", venerdì 5 Ottobre alle ore 13.30 Elia Bisi (University College Dublin) terrà un seminario dal titolo: "How long does it take to go through a sequence of N queues?" nell'aula 3014 del Dipartimento di Matematica e Applicazioni dell'Università di Milano-Bicocca (edificio U5, terzo piano, via Cozzi 55, Milano). Trovate il sommario al seguente indirizzo: https://drive.google.com/file/d/1tcyQ3_hxS7SmifbmQ_ZIZT6YUHa86S-L/view?usp=… Tutti gli interessati sono invitati a partecipare. -- _________________________________________ Francesco Caravenna Dipartimento di Matematica e Applicazioni Università degli Studi di Milano-Bicocca Via Cozzi 55, 20125 Milano, Italy http://www.matapp.unimib.it/~fcaraven/ _________________________________________

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Seminario di Probabilità - Padova
by Paolo Dai Pra 04 Oct '18

04 Oct '18

SEMINARIO DI CALCOLO DELLE PROBABILITA' Ho il piacere di invitarvi al seguente seminario, che si terrà Venerdì 12 Ottobre alle 11:30, nella Sala Riunioni del VII piano della Torre Archimede, in Via Trieste 63, Padova, LUISA ANDREIS (Weierstraß-Institut für Angewandte Analysis und Stochastik - WIAS) Titolo: A large-deviations approach to the multiplicative coagulation process Abstract: At least since the days of Smoluchovski, there is a desire to understand the behaviour of large particle systems that undergo chemical reactions of coagulation type. One of the phenomena that attracts much attention is the question for the existence of a phase transition of gelation type, i.e., the appearance of a particle of macroscopic size in the system. In this talk, we consider the (non-spatial) coagulating model (sometimes called the Marcus-Lushnikov model), starting with N particles with mass one each, where each two particles coagulate after independent exponentially distributed times that depend on a given coagulation kernel, function of the two masses. We focus on the case in which the corresponding coagulation kernel is multiplicative in the two masses, hence the process is identified as the multiplicative coagulation process. This case is of particular interest also for its strong relations with the time dependent Erdös-Rényi random graph. We work for fixed time t > 0 and derive, for the number N of initial particles going to infinity, a joint large-deviations principle for all relevant quantities in the system (microscopic, mesoscopic and macroscopic particle sizes) with an explicit rate function. We deduce laws of large numbers and in particular derive from that the well-known phase transition at time t = 1, the time at which a macroscopic particle (the so-called gel) appears, as well as the Smoluchovski characterisation of the statistics of the finite-sized particles. This is a joint work with Wolfgang König and Robert Patterson (WIAS). Paolo Dai Pra

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RTDA mat/06 presso il Dipartimento di Matematica, La Sapienza.
by Faggionato, Alessandra 04 Oct '18

04 Oct '18

Buongiorno è stato pubblicato sul sito web del Dipartimento e di Ateneo il seguente bando per ricercatore a tempo determinato di tipologia A https://web.uniroma1.it/trasparenza/sites/default/files/bando%20RTD_A%202_2… n. 2_2018 per il conferimento di n. 1 posto da ricercatore a tempo determinato Settore concorsuale 01/A3 SSD: MAT/06 scadenza: 1° novembre 2018 Vi prego di trasmetterne notizia ai possibili interessati Grazie per la collaborazione 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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1year PostDoc position @ Scuola Normale Superiore
by Daniele Tantari 04 Oct '18

04 Oct '18

A call for a one-year postdoc is open at the Scuola Normale Superiore di Pisa (Italy). The topic of the research is *“**Dynamic networks: measure, model and mitigate financial risks”* and it is funded by the Scuola Normale. The details of the call are at - ITA: *https://www.sns.it/bando/assegno-di-ricerca-la-collaborazione-al-programma-di-ricerca-%E2%80%9Creti-dinamiche-il-rischio-finanziario-misure-e-modelli%E2%80%9D <https://www.sns.it/bando/assegno-di-ricerca-la-collaborazione-al-programma-…>* - ENG: *https://en.sns.it/bando/research-contract-part-research-project-%E2%80%9Cdynamic-networks-measure-model-and-mitigate-financial <https://en.sns.it/bando/research-contract-part-research-project-%E2%80%9Cdy…>* The deadline is October 23. I would be grateful if you could forward this message to any potentially interested candidate. Thanks and all the best, Daniele Tantari

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Seminario di Alessandra Caraceni a Roma Tre il 17/10/18
by Pietro Caputo 03 Oct '18

03 Oct '18

Alessandra Caraceni (University of Bath, UK) Titolo: Polynomial mixing time for edge flips on quadrangulations. Mercoledi' 17 Ottobre 2018 ORE 16:00 Dipartimento di Matematica e Fisica Universita' degli Studi Roma Tre Largo San Leonardo Murialdo,1 - Pal.C - Aula 211 Abstract This talk will revolve around recent joint work with Alexandre Stauffer in which we give the first polynomial upper bound for the relaxation time of the edge flip Markov chain on rooted quadrangulations. A quadrangulation of size n is a connected planar graph endowed with a cellular embedding in the sphere such that all of its n faces have degree 4, considered up to orientation-preserving homeomorphisms of the sphere itself; we call it rooted when it is endowed with a distinguished oriented edge. Given a (rooted) quadrangulation of size n, a step of the Markov chain we are interested in a so-called “edge flip” consists in choosing an edge uniformly at random, deleting it and replacing it with one of the three possible edges (two when the original edge is adjacent to only one face) which, if drawn, recreate a quadrangulation. We will see how one can relate the edge flip chain on quadrangulations to a “leaf translation” chain on plane trees (which has a natural interpretation as a chain on the set of Dyck paths, and on other Catalan structures as well). Having discussed how to set up a successful comparison between the two chains which exploits the well-known bijection by Schaeffer and a specific construction of leaf translations as sequences of edge flips, we shall estimate the relaxation time of the leaf translation chain by improving on a result by Movassagh and Shor.

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4 PhD positions in Stochastics in Bochum and Essen (Germany)
by Hutzenthaler, Martin, Prof. Dr. 03 Oct '18

03 Oct '18

Dear Random, The Research Training Group High-Dimensional Phenomena in Probability - Fluctuations and Discontinuity (RTG 2131), funded by the Deutsche Forschungsgemeinschaft (DFG), invites applications for * 4 Ph.D. positions (salary scale TV-L E 13, 75%; including social benefits) for a three-year structured Ph.D. program. Start of the positions will be October 1st, 2018. The RTG is based at the faculties of mathematics at the three universities of Bochum<http://www.ruhr-uni-bochum.de/>, Dortmund<https://www.tu-dortmund.de/uni/Uni/index.html> and Duisburg/Essen<https://www.uni-due.de/>, Germany. Candidates should have obtained (or be about to obtain) a M.Sc. degree (or equivalent) in mathematics or closely related fields with excellent results, and intend to pursue graduate studies in mathematics within the research areas of the RTG. All graduate students will be expected to work towards a Ph.D. degree at one of the universities in Bochum<http://www.ruhr-uni-bochum.de/> and Duisburg/Essen<https://www.uni-due.de/>. No German language skills are required. The topics of the 4 projects are: * Probabilistic Networks * The separation of time-scales in the Buri-experiment * Applications of isomorphism theorems to continuous state Markov chains and their continuum limits * Strong convergence rates for stochastic partial differential equations For a description of the projects go to https://wiki.ruhr-uni-bochum.de/RTG2131/images/4/4b/Promotionsbeschreibunge… Applications should provide the usual documents: * letter of application * curriculum vitae * copies of certificates * Diploma/masters thesis and relevant publications if available * statement of purpose sketching the applicants' research interests The RTG particularly encourages the applications of female candidates. Disabled persons will be given preferential treatment in cases of otherwise equal qualification. Applications and inquiries should be addressed to: Prof. Dr. Peter Eichelsbacher<http://www.ruhr-uni-bochum.de/ffm/Lehrstuehle/stochastik/eichelsbacher.html>, Coordinator, GRK 2131 Faculty of Mathematics, Ruhr University of Bochum NA 3/66, Universitätsstraße 150, 44780 Bochum, Germany preferably via e-mail to peter.eichelsbacher(a)rub.de<mailto:peter.eichelsbacher@rub.de> DEADLINE: Applications are requested before august 19th 2018 Best wishes, Martin Hutzenthaler ————————————— Prof. Dr. Martin Hutzenthaler University of Duisburg Essen Thea-Leymann-Str. 9 45127 Essen, Germany Phone: +49 (0)201 183 6844 Fax: +49 (0)201 183 2381 martin.hutzenthaler(a)uni-due.de<mailto:martin.hutzenthaler@uni-due.de> https://www.uni-due.de/mathematik/ag_stochastische_analysis/

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Avviso di Seminario: Prof Leonenko
by Enrica Pirozzi 02 Oct '18

02 Oct '18

AVVISO di SEMINARIO Title: Asymptotic properties of the partition function and applications in tail index inference of heavy-tailed data. Prof. N.N. Leonenko School of Mathematics, Cardiff University, UK Abstract: Heavy tailed distributions are of considerable importance in modelling a wide range of phenomena in finance geology, hydrology, physics, queuing theory and telecommunication. We develop a new method for estimating unknown tail index for independent and dependent data. Our estimator is based on a variant of statistics sometimes called empirical structure function or partition function. Joint work with D. Grahovac (Osijek University, Croatia) and M. Taqqu (Boston University, USA). Il seminario si terrà il giorno 8 Ottobre 2018 ore 15:30 nella Aula C primo livello del Dipartimento Matematica e Applicazioni, Università di Napoli FEDERICO II, Complesso di Monte Sant'Angelo, Via Cintia, Napoli. -- 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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Seminario K. Colaneri - Università di Milano-Bicocca
by elena bandini 02 Oct '18

02 Oct '18

Annuncio di Seminario Speaker: Katia Colaneri (University of Leeds) Titolo: Indifference pricing of life insurance contracts in a market with longevity bounds via BSDEs under partial informations. Giovedì' 04 Ottobre 2018, ore 12:00 Dipartimento di Matematica e Applicazioni Università di Milano-Bicocca Via Cozzi 55, Milano - edificio U5 - Aula 3014 Abstract: We investigate the pricing problem of a pure endowment contract when the insurer has a limited information on the mortality intensity of the policyholder. We consider a financial market, where investments in a riskless asset, a risky asset and a longevity bond are allowed. Our modelling framework that takes into account mutual dependence between the financial and the insurance markets via an observable stochastic process, which affects the risky asset and the mortality index dynamics. Computing indifference price amounts to solve a stochastic control problem. Under partial information this methodology requires filtering techniques that can reduce the original control problem to an equivalent problem in complete information. We characterize the value function as well as the indifference price in terms of the solution to a quadratic-exponential backward stochastic differential equation. Tutti gli interessati sono invitati a partecipare. Cordialmente, Elena Bandini

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