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postdoc in Trento
by Carlo Orrieri 30 Oct '19

30 Oct '19

Dear all, The Department of mathematics at Università di Trento, invites applications for a postdoctoral position in all the areas of mathematics. Details of the postdoctoral position and information for applicants are available at the call for applications: https://www.unitn.it/ateneo/bando/60412/dipartimento-di-matematica-avviso-d… <https://www.unitn.it/ateneo/bando/60412/dipartimento-di-matematica-avviso-d…> Deadline for applications: 2 DECEMBER 2019 at 12.00 (Italian time). Best wishes Carlo Orrieri

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Fwd: 3d Physics Informed Machine Learning - January 13-17, 2020
by Mateusz Wilinski 29 Oct '19

29 Oct '19

Workshop for those interested in applying Machine Learning to physical problems. The organizers also provide a number of travel grants. Best, Mateusz ---------- Forwarded message --------- Da: Andrey Lokhov <andrey.lokhov(a)gmail.com> Date: mar 29 ott 2019 alle ore 02:12 Subject: 3d Physics Informed Machine Learning - January 13-17, 2020 To: Michael Chertkov <chertkov(a)math.arizona.edu>, Lokhov, Andrey < lokhov(a)lanl.gov>, Mohan, Arvind Thanam <arvindm(a)lanl.gov> Dear Colleagues, We would appreciate if you could share the workshop announcement below with your colleagues, and attract the attention of graduate students and postdocs to the available travel grants. Thank you, Michael Chertkov, Andrey Lokhov, Arvind Mohan ------------------- The Center for Nonlinear Studies and The Information Science & Technology Institute at Los Alamos National Laboratory are pleased to announce an upcoming conference: [image: 3ea459d06f4f4153b23454d39692e8df.jpg] *3d Physics Informed Machine Learning* *January 13-17, 2020* *Inn and Spa at Loretto, Santa Fe, New Mexico* *Workshop website: **cnls.lanl.gov/piml2020* <http://cnls.lanl.gov/piml2020> Previous editions of the workshop are available at cnls.lanl.gov/piml2018 and cnls.lanl.gov/piml2016. *Topics:* - Theory and Methods *(Monday and Tuesday morning)* Deep learning, graphical models, optimization, tensor and message-passing methods, statistical learning - Algorithms and Applications *(Tuesday afternoon and Wednesday)* Physics, computer science, biology, dynamical systems, novel computational paradigms (quantum, memristors), etc. - Special Topic: Spatio-Temporal Flows *(Thursday and Friday morning)* Dynamical systems, fluid mechanics and turbulence *Important Dates:* - Financial support requests: *November 15, 2019* - Abstract submissions: *November 15, 2019* - Travel grant awards decisions: *December 6, 2019* - Workshop dates: *January 13-17, 2020* *Travel Grants for Students and Postdocs:* A limited number of travel grants are available for selected graduate students and postdocs to help offset the cost of attending the conference. Those interested should submit an application, including poster abstract and CV, before the deadline of *November 15, 2019*. We will make funding decisions by *December 6, 2020*. Please submit your application to: *piml2020(a)lanl.gov* <piml2020(a)lanl.gov>. *Posters:* Participants are encouraged to submit a poster, which will be displayed throughout workshop. We will also schedule a slot for poster discussions, tentatively scheduled for Monday, the first day of the workshop. Depending on the schedule, some posters will be selected for longer contributed presentations throughout the week. If you are applying for a travel grant, then you are required to submit your poster abstract by Friday, November 15, 2019. *Summary:* This workshop continues discussions and explorations started in January 2016 and January 2018 at the first and second editions of the workshop. A revolution in statistics and machine learning (ML) is underway. Modern algorithms can now learn high level abstractions via hierarchical models, leading to break-through accuracy in benchmarks for computer vision, language, etc. Underlying these advances is a strong and deep connection to various aspects of applied mathematics and statistical physics. For example, proper choice of statistical force allows to screen interaction and learn graphical models governing multi-dimensional distributions efficiently, gauge transformations from physics guide incorporation of symmetries in the neural network design, dynamical system interpretation helps to understand and improve performance of most efficient deep learning schemes, etc. This workshop seeks perspectives on leveraging the deep connection between ML and physics, but now with the goal to better understand and model physical systems, static and dynamic. We invite experts both in machine learning techniques as well as domain science applications. In this third edition of PIML we will focus on applications of interest to our LANL and DOE sponsors, specifically on improving scale-reduced, large eddy modeling and simulations of turbulence that arise in various mechanical-engineering, aerospace and climate applications; building reduced models for infrastructures (energy systems, cyber-physical systems, etc.); guiding development of inverse/design approaches in quantum physics, e.g. related to tensor networks; designing new computational paradigms (such as related to quantum and neuromorphic computing). The workshop discussions are aimed towards approaches and methods for physical modeling applications where a big-data, black-box approach to ML is only a starting point. We seek participants who may suggest innovative approaches that extend application agnostic ML techniques by incorporating complex constraints imposed by physical principles (e.g. conservation laws, causality, symmetries, entropy principles and related). The workshop format assumes 7 talks a day, late afternoon discussions and poster session. We encourage application of young researchers for fellowships (see website for details). We plan for active participation of LANL researchers and program managers across directorates and divisions interested in the physics informed learning. This emerging area of research has many aspects of computational co-design, and draws on LANL's strengths in statistical physics, modern applied mathematics, theoretical and applied computer science, infrastructure modeling and simulations, fluids and materials modeling, and high performance computing. Looking forward, we view physics informed learning as a viable path for LANL and DOE toward truly predictive multi-scale modeling, optimization, inference and leading for plethora of relevant applications in sciences and engineering. *Organizing Committee:* Michael Chertkov (University of Arizona) Andrey Lokhov (Los Alamos National Laboratory) Arvind Mohan (Los Alamos National Laboratory) [image: bed3f21384084acb905f2c173a3fa658.jpg]

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seminario Claudio Macci a Pisa
by Dario Trevisan 28 Oct '19

28 Oct '19

Dear all, this is to announce the following research talk by Claudio Macci, to be held in Pisa. PLACE: Sala Seminari, Dipartimento di Matematica, Università di Pisa (first floor). DATE & TIME: Wednesday, Nov 6, 2019, 3 PM SPEAKER: Claudio Macci (Università Roma Tor Vergata) TITLE: Multivariate fractional (possibly compound) Poisson processes ABSTRACT: we present multivariate space-time fractional Poisson processes by considering common random time-changes of a finite-dimensional vector of independent classical (nonfractional) Poisson processes. In some cases we also consider compound processes. We obtain some equations in terms of some suitable fractional derivatives and fractional difference operators, which provides the extension of known equations for the univariate processes. In particular we show that, for each fixed $t\geq 0$, the conditional joint distribution of the components given their sum is multinomial, as happens for the nonfractional Poisson processes. Thus we consider a suitable multivariate "alternative" fractional Poisson process, and we study its asymptotic behavior for large times (large and moderate deviations). The results appear in two papers with Luisa Beghin. Best, Dario -- Dario Trevisan, Università degli Studi di Pisa, Dipartimento di Matematica, Largo Bruno Pontecorvo 5, 56127 - Pisa (PI) Italy telephone: (+39) 050 2213832 mobile: (+39) 331 2899761 Skype: dario-trevisan e-mail: dario.trevisan AT unipi.it webpage: http://people.dm.unipi.it/trevisan/

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assegno di ricerca - Pavia
by Enrico Priola 28 Oct '19

28 Oct '19

Cari colleghi, segnalo l'assegno di ricerca, SSD MAT/06 (Probabilità e Statistica Matematica), titolo: "Processi Stocastici'' (scadenza 27/11/2019) http://bandi.miur.it/bandi.php/public/fellowship/id_fellow/164453 L'assegno è bandito all'interno del progetto di eccellenza MIUR presso il Dipartimento di Matematica dell'Università di Pavia. Grazie per l'attenzione. Enrico Priola -- Enrico Priola Dipartimento di Matematica, Università di Pavia Via Adolfo Ferrata 5, 27100 Pavia tel +39 0382 985639

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Cambio aula - Colloquium di Lorenzo Zambotti a Milano-Bicocca (lunedì 28 ottobre)
by Francesco Caravenna 25 Oct '19

25 Oct '19

Comunico il seguente cambio di edificio / aula: Il colloquium di Lorenzo Zambotti a Milano-Bicocca, lunedì 28 ottobre 2019 ore 16:00, si terrà nell'aula U3-07 dell'edificio U3 (piano terra, Piazza della Scienza), 5 minuti a piedi dal Dipartimento di Matematica e Applicazioni. Il colloquium sarà seguito da un rinfresco. Segue l'annuncio completo. Francesco Caravenna %%%%%%%%%%%%%%%%%%%%%%%%%%%% Colloquium del Dipartimento di Matematica e Applicazioni, Università di Milano-Bicocca & Seminario Matematico e Fisico di Milano Lorenzo Zambotti (Sorbonne Université, Paris) "Regularity structures: from physics to probability, from analysis to algebra, from combinatorics to geometry" lunedì 28 ottobre 2019 ore 16:00, aula U3-07, edificio U3 (piano terra, Piazza della Scienza, Milano) Abstract: In this talk I wish to present some of the ideas at the heart of the theory of regularity structures (RS), introduced by Martin Hairer in 2014. RS are perhaps best described as a theory of Taylor expansions in a fractal (random) setting. I plan to show how this theory is based on a fascinating interplay between several different disciplines, as announced by my title. %%%%%%%%%%%%%%%%%%%%%%%%%%%% -- _________________________________________ 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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Fwd: Call for applications, Integrable Probability Summer School
by Cristian Giardina 25 Oct '19

25 Oct '19

---------- Forwarded message --------- From: Naomi Kraker <kraker(a)maths.ox.ac.uk> Date: Fri, Oct 25, 2019 at 2:47 PM Subject: Call for applications, Integrable Probability Summer School To: Naomi Kraker <admin(a)claymath.org> The CMI-HIMR Integrable Probability Summer School will be held 27 July-7 August 2020 at the Mathematical Institute, University of Oxford. We would be grateful if you would circulate the below announcement to anyone who might be interest in applying. Thank you very much. With best regards, Naomi Naomi Kraker Administrative Manager Office of the President, Clay Mathematics Institute Andrew Wiles Building Radcliffe Observatory Quarter Woodstock Road Oxford OX2 6GG U.K. Email: admin(a)claymath.org Tel: +44 (0)1865 615155 www.claymath.org *CMI-HIMR Integrable Probability Summer School* *27 July – 7 August 2020* *Mathematical Institute, University of Oxford* The domain of integrable probability seeks to understand universal phenomena through exactly solvable probabilistic systems of algebraic and representation theoretic origin. This two-week postgraduate mathematics summer school will feature mini-courses and research talks on methods to find and analyze such solvable systems, as well as on more probabilistic approaches to expand the universality classes around them. Eight mini course speakers will each deliver three hours of lectures. Daily problem sessions and exercise presentations will help to reinforce the material from the courses. In addition to the mini course lectures, guest speakers will present research talks designed to complement the mini course topics. *Organisers: *Alexei Borodin (MIT) and Ivan Corwin (Columbia) *Mini course lecturers: *Jinho Baik (Michigan), Hugo Duminil-Copin (IHES), Vadim Gorin (MIT and Wisconsin, Madison), Rick Kenyon (Yale), Greta Panova (USC), Jeremy Quastel (Toronto), Fabio Toninelli (Lyon 1), Michael Wheeler (Melbourne) *Research Talk Speakers: * Amol Aggarwal (Harvard), Evgeni Dimitrov (Columbia), Yan Fyodorov (KCL), Alan Hammond (UC Berkeley), Alisa Knizel (Columbia), Pierre Le Doussal (ENS Paris), Leonid Petrov (Virginia), Tomohiro Sasamoto (Tokyo Inst Tech), Li-Cheng Tsai (Rutgers), Jon Warren (Warwick), Nicos Zygouras (Warwick) For graduate students or early career researchers who work in this area or nearby fields. *Registration: * http://claymath.org/events/cmi-himr-integrable-probability-summer-school Student places are offered with accommodation and weekday meals. This summer school is jointly funded by the Clay Mathematics Institute and the Heilbronn Institute for Mathematical Research, with support from the Mathematical Institute of the University of Oxford.

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Seminario a Padova: Alekos Cecchin
by Markus 25 Oct '19

25 Oct '19

Seminario di Analisi e Probabilità all'Università di Padova Martedì 29 ottobre 2019 alle ore 14:30 in aula seminario 430 del Dipartimento di Matematica (via Trieste, 63, 35121 Padova) Alekos Cecchin (Université de Nice Sophia-Antipolis, France) terrà un seminario dal titolo "Selection by vanishing common noise for potential finite state mean field games" Abstract: By adding a suitable Wright-Fisher common noise in the dynamics of the law, uniqueness is restored for finite state mean field games, for any shape of the costs. We then focus on a class of mean field games in which the costs admit a potential in the simplex of probability measures. Firstly, by modifying the cost in the mean field game, we show that the unique solution of the randomized mean field game is equal to the unique minimizer of a suitable stochastic control problem stated in the simplex, called potential randomized game. Thus we study the limit as the intensity of the common noise vanishes. On the one hand, the optimal trajectories converge to the mean field game solutions which are minimizers of the corresponding potential game (not randomized), that is a deterministic optimal control problem in the simplex. On the other hand, the classical solution to the second order master equation converges to the gradient of the value function of the related potential game; we select a particular weak solution, in the sense of distributions, of the master equation, which can be written as multidimensional system of hyperbolic PDEs stated in the simplex. Lastly, we establish uniqueness of such solution in a suitable class. Joint work with Francois Delarue. Tutti gli interessati sono invitati a partecipare. Gli organizzatori Martino Bardi, Claudio Marchi, Markus Fischer

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4-year postdoctoral position in "Modelling Collective Behaviour"
by Tiziano De Angelis 24 Oct '19

24 Oct '19

Dear All, I was asked to circulate the announcement below for a 4-year postdoctoral position in "Modelling Collective Behaviour". It might be of interest to candidates with a PhD in Statistics or Applied Maths, should you know any who is looking for a postdoc. https://jobs.leeds.ac.uk/Vacancy.aspx?ref=EPSMA1003 Best wishes Tiziano

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Seminario di probabilita' di Daniel Valesin (Groningen) a Roma Tre
by Alexandre Stauffer 24 Oct '19

24 Oct '19

SEMINARIO Probabilita' Daniel Valesin (University of Groningen) Titolo: On the threshold of spread-out contact process percolation Lunedi' 04 Novembre 2019 ORE 16:30 Dipartimento di Matematica e Fisica Universita' degli Studi Roma Tre Largo San Leonardo Murialdo,1 - Pal.C - Aula 211 Abstract We study the stationary distribution of the (spread-out) d-dimensional contact process from the point of view of site percolation. In this process, vertices of ^d can be healthy (state 0) or infected (state 1). With rate one infected individuals recover, and with rate lambda they transmit the infection to some other vertex chosen uniformly within a ball of radius R. The classical phase transition result for this process states that there is a critical value lambda_c(R) such that the process has a non-trivial stationary distribution if and only if lambda > lambda_c(R). In configurations sampled from this stationary distribution, we study nearest-neighbor site percolation of the set of infected sites; the associated percolation threshold is denoted lambda_p(R). We prove that lambda_p(R) converges to 1/(1-p_c) as R tends to infinity, where p_c is the threshold for Bernoulli site percolation on ^d. As a consequence, we prove that lambda_p(R) > lambda_c(R) for large enough R, answering an open question of [Liggett, Steif, AIHP, 2006] in the spread-out case. Joint work with Bala'zs Ra'th. Alexandre

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Fwd: Tenure track position in mathematics at EPFL
by Marco Romito 24 Oct '19

24 Oct '19

-------- Forwarded Message -------- Subject: Tenure track position in mathematics at EPFL Date: Wed, 23 Oct 2019 17:04:25 +0200 From: Robert Dalang <robert.dalang(a)epfl.ch> To: Robert Dalang <robert.dalang(a)epfl.ch> Dear Colleagues, The Ecole Polytechnique Fédérale de Lausanne (EPFL) is advertising a tenure-track assistant-professorship in mathematics. The fields of interest include PDEs and stochastic PDEs. EPFL is an equal opportunity employer and family friendly university. It is committed to increasing the diversity of its faculty. It strongly encourages women to apply. Could you please bring the announcement of the position (https://www.epfl.ch/about/working/mathematics/) to any strong candidates that you think might be interested? Sincerely, Robert Dalang.

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Mini corso di A. Stauffer a Roma Tre: Multi-scale analysis of reaction-diffusion particle systems
by Pietro Caputo 22 Oct '19

22 Oct '19

Speaker: Alexandre Stauffer (Roma Tre) Title: Multi-scale analysis of reaction-diffusion particle systems 6 Lectures: Monday, 25 November at 16:30 Tuesday, 26 November at 14:30 Monday, 2 December at 16:30 Tuesday, 3 December at 14:30 Monday, 9 December at 16:30 Tuesday, 10 December at 14:30 All lectures will be in Room 211 (2nd floor) at Department of Mathematics and Physics of Roma Tre Largo San Murialdo 1, Palazzina C For PhD students that want to take the course as part of their PhD coursework, the course will be completed by a reading part (to be discussed with the lecturer). Abstract: This course focus on the (microscopic) analysis of stochastic processes on particle systems. A few examples include spread of infection among moving particles, the frog model or stochastic combustion model, activated random walks, growth processes with competition, and branching random walk with interactions. A common feature of such models is that correlations do not decay exponentially fast, which brings serious challenges to the application of standard techniques of analysis, such as renormalization techniques and comparison with independent percolation. Recently, there has been very important progress in this field, with most new results employing a so-called multi-scale analysis to control the dependences in the model. Multi-scale analysis proved to be an extremely powerful technique; it has been employed in areas beyond particle system, one notable example being the study of random interlacements, where it has been playing a fundamental role. Despite its power, a multi-scale analysis can be quite involved to implement and can become very technical. In particular, it usually needs to be developed from scratch for each application as it needs to be tailored to each specific question being analyzed. The goal of this course is to explain the multi-scale analysis in a didactic and comprehensible way, demystifying this technique, and explaining its main aspects (the ones that are common to most applications) and the most common variations. In order to do this we will concentrate on one problem: the analysis of the spread of an infection among particles that move as independent simple random walks.

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PhD in Statistics & Computer Science - Univ. Bocconi
by Antonio Lijoi 21 Oct '19

21 Oct '19

Cari tutti, con preghiera di diffusione, inoltro l'annuncio relativo al bando (allegato) per l'ammissione al PhD in Statistics and Computer Science presso l'Università Bocconi, per l'a.a. 2020-2021. La scadenza per la presentazione delle domande è il 3 Febbario 2020. Saluti, AL *********************************************************** PhD in Statistics and Computer Science - a.y. 2020-2021 Call for applications for PhD student positions *********************************************************** The Bocconi PhD School provides 7 scholarships for the PhD in Statistics and Computer Science, and a position with tuition waiver. * Scholarship amount * 20.280 euro per annum in the 1st and 2nd year 15.343 euro per annum in the 3rd and 4th year Further funding is available through teaching and research assistantship. Visit www.unibocconi.eu/admissionphd<http://www.unibocconi.eu/admissionphd> for detailed information. ** Applications are due by February 3, 2020 ** Within the PhD School at Bocconi University, the four-year PhD program in Statistics and Computer Science is a high profile and rigorous doctoral program that develops strong mathematical, statistical, computational and programming backgrounds. The curriculum is structured into two tracks: Statistics and Computer science. The first year includes courses that are compulsory for all enrolled PhD students. The second-year features track-specific and elective courses that provide students with a more specialized competence and focus on topics that may be the object of the doctoral dissertation. Dedicated mentorship is offered to students throughout their time at Bocconi. Multidisciplinary interchange with other graduate programs in Bocconi’s PhD School, as well as research experience abroad, are also encouraged. Highly qualified and motivated students with M.Sc. degrees in Statistics, Mathematics, Computer Science, Economics, Physics, Engineering and related areas, as well as other quantitatively-oriented fields, are encouraged to apply for admission. Applicants should hold or be on their way to hold a graduate degree or equivalent. For further information about the PhD program in Statistics and Computer Science at Bocconi, visit www.unibocconi.eu/phdstatscompscience<http://www.unibocconi.eu/phdstatscompscience> and feel free to contact: Antonio Lijoi (antonio.lijoi(a)unibocconi.it<mailto:antonio.lijoi@unibocconi.it>) Angela Baldassarre, PhD administrative assistant (angela.baldassarre(a)unibocconi.it<mailto:angela.baldassarre@unibocconi.it>) Antonio Lijoi Director, PhD program in Statistics and Computer Science Bocconi University http://mypage.unibocconi.it/antoniolijoi

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PhD position in TU Eindhoven
by Chiarini Alberto 20 Oct '19

20 Oct '19

Call for applications for a PhD position in TU Eindhoven (Netherlands) Applications are invited for a PhD position at TU Eindhoven (TU/e), under the supervision of Alberto Chiarini, who will be based at TU/e from January 2020 onwards. Chiarini's appointment at Eindhoven is part of a larger collaboration between the Analysis and Stochastics groups of the Department of Mathematics and Computer Science, and the PhD student will benefit from being embedded in both groups. The subject of the PhD project will be decided together with the student, and will be chosen from a range of topics on the interface between probability theory and analysis, including Gaussian free fields, particle systems, large deviations, and partial differential equations. Ideally, applicants have a sound training in probability theory (including stochastic processes and stochastic differential equations), analysis (including partial differential equations and functional analysis), and measure theory. Students with deficiencies in one of these areas but who are strong in others are nonetheless urged to apply. PhD positions at TU/e are salaried, fixed-term, four-year positions; the salary increases during the four years from approximately 30.000 to 50.000 euros, before tax. In addition, TU/e offers a wide range of secondary benefits. More information can be found by contacting Alberto Chiarini at chiarini(a)math.ucla.edu Applicants are encouraged to send their applications as early as possible; the position will be filled as soon as a suitable candidate is found. Personal webpage: https://www.math.ucla.edu/~chiarini/ Regards, UCLA Mathematics Department MS 6617F 520 Portola Plaza 90095 Los Angeles California, USA

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seminar announcement
by Marco Scarsini 18 Oct '19

18 Oct '19

Panayotis Mertikopoulos, CNRS Grenoble No-Regret Learning in Games Luiss Viale Romania, 32 Room 403 Friday 25 October, h 12:00 ******************************************************* Marco Scarsini Dipartimento di Economia e Finanza Luiss Viale Romania 32 00197 Roma, ITALY URL: http://docenti.luiss.it/scarsini/

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seminar announcement
by Marco Scarsini 18 Oct '19

18 Oct '19

Michele Salvi, Université Paris Diderot Scale-Free Percolation as a Model for the Cattle Trading Network in France Luiss Viale Romania, 32 Room 207, Thursday 24 October, h 12:00 ******************************************************* Marco Scarsini Dipartimento di Economia e Finanza Luiss Viale Romania 32 00197 Roma, ITALY URL: http://docenti.luiss.it/scarsini/

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First annoucement Energy Finance Italia EFI5: Rome, Februrary 10 - 11, 2020
by Tiziano Vargiolu 18 Oct '19

18 Oct '19

Dear All, we are glad to announce the fifth edition of the Energy Finance Italia Workshop - EFI5, which will be held in Rome, University of Roma Tre, next February 10-11, 2020. We will shortly be publishing the CfP with details on the website of the EFI Association http://energyfinanceitalia.unicam.it/ There you will find the information about the EFI Association and the previous editions of the workshop. Best regards Loretta Mastroeni Tiziano Vargiolu

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Seminar Cadonna @Bocconi
by Giacomo Zanella 18 Oct '19

18 Oct '19

We announce the following DEC Statistics seminar: Thursday, October 24 12:30 Meeting room 3-e4-sr03, Bocconi University, Via Roentgen 1, 3rd floor Annalisa Cadonna (Wirtschaftsuniversität Wien) Title: Hierarchical shrinkage in time-varying parameter models through the Triple Gamma prior Abstract: Time varying parameter (TVP) models are widely used in time series analysis, because of their flexibility and ability to capture gradual changes in the evolution dynamics of the model variables. The popularity of TVP state-space models in macroeconomics and finance is based on the evidence that, in most applications, the influence of certain predictors on the outcome variables varies over time. The risk of overfitting in TVP models is a well know issue, which increases with the dimension of the problem at hand, as only a small subset of the predictors might actually have a dynamic influence on the output variables. Hence, in the last decade, there has been a growing need for models and methods able to discriminate between time varying and static parameters in TVP models or, in other words, perform variance selection. We propose a new global local shrinkage prior for shrinkage of variances in TVP models, referred to as the Triple Gamma prior. The Triple Gamma prior extends to variance selection the Normal-Gamma-Gamma prior introduced in Griffin and Brown (2017) in the context of highly structured regression models. The Triple Gamma prior accommodates, as special or limit cases, the Bayesian Lasso, the Double Gamma prior, and the popular Horseshoe prior. Interesting properties of the triple gamma prior are outlined and an efficient Markov Chain Monte Carlo algorithm is developed. An extended simulation study is conducted and the proposed modeling approach is applied to real data, both in a univariate and a multivariate framework. The predictive performance of different shrinkage priors is compared in terms of log predictive density scores. Kind regards, Giacomo Zanella The DEC statistics seminars schedule is available at http://www.unibocconi.eu/statseminar Please note: if you are a guest and you do not have a Bocconi ID Card to access to the Bocconi Buildings, please communicate your participation by sending an email to arianna.colombo(a)unibocconi.it

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MAF 2020 - 9th International Conference MATHEMATICAL AND STATISTICAL METHODS FOR ACTUARIAL SCIENCES AND FINANCE
by Marco Corazza 18 Oct '19

18 Oct '19

*SECOND CALL FOR CONTRIBUTIONS* *MAF 2020 - 9th International Conference MATHEMATICAL AND STATISTICAL METHODS FOR ACTUARIAL SCIENCES AND FINANCE* *April 15-17, 2020 - Geneve (CH)* *https://www.unige.ch/maf2020/ <https://www.unige.ch/maf2020/>* * The Steering Committee is delighted to announce the 9th International Conference *MAF 2020*. * *MAF 2020* promotes interaction between *mathematicians* and *statisticians* in *actuarial sciences* and *finance*. * *MAF 2020* is open to *academicians* and to *professionals*, to encourage cooperation. * *MAF 2020* covers a *wide variety of subjects* in actuarial science and financial fields. * *MAF 2020* will be held at the *Université de Genève*, in *April 15-17*, *2020*. * *We invite submission of original contributions*. * *Important dates*: - Submission of 1-page abstracts: by November 22nd, 2019. - Notification of 1-page abstract acceptance: by December 13th, 2019. - Organized session proposals: by October 25th, 2019. - Notification of organized session acceptance: by November 8th, 2019. - Submission of short papers (facultative): by December 13th, 2019. - Notification of short paper acceptance: by December 30th, 2019. - Early bird registration: by December 20th, 2019. *The accepted short papers, at least 4 pages and at most 6 pages, will be included in a Springer Volume. * *Keynote speakers* - *Michael O'Neill*, Centre for Business Analytics, University College Dublin; - *Jaap Spronk*, Erasmus School of Economics (NEH) & Rotterdam School of Management - *Howell Tong*, London School of Economics and Political Science Apologies for cross-posting. The warmest regards, Marco CORAZZA | Ca'Foscari University of Venice (I) [Behalf of the Steering Committee] Manfred GILLI | University of Geneve (CH) Cira PERNA | University of Salerno (I) Claudio PIZZI | Ca'Foscari University of Venice (I) Marilena SIBILLO | University of Salerno (I) -- Nota automatica aggiunta dal sistema di posta.

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postdoc opportunity in Bern
by Fabio Bellini 16 Oct '19

16 Oct '19

A postdoc search from Johanna Ziegel (University of Bern): The Institute of Mathematical Statistics and Actuarial Sciences invites applications for the following position opening February 1, 2020. POSTDOC (80-100%) Oeschger Centre, University of Bern Compound weather and climate events refer to multiple climate events that potentially cause large societal impacts. The analysis and prediction of compound events pose substantial challenges from a statistical perspective. The prospective PostDoc will work at the interface of the development of statistical methods and their application to current topics of high interest in climate and weather applications. Potential topics include the evaluation of predictions for (joint) extreme events, the evaluation of multivariate or spatial predictions, and the calibration (or ``bias-correction'') of multivariate predictions. The PostDoc will be a part of the group of Prof. Dr. Johanna F. Ziegel (Institute of Mathematical Statistics and Actuarial Science). Close collaboration is planned with the group of Dr. Jakob Zscheischler (Physics Institute), and with the group of Prof. Dr. Olivia Romppainen-Martius (Institute of Geography). The position is ideally suited for a young researcher in statistics to become an expert in statistics for climate science and weather applications. Profile of the candidate The successful candidate holds a PhD in Statistics and has a strong interest in climate and weather applications, or he/she holds a PhD in Climate Science with a solid background in statistics. She/he has excellent programming and data handling skills, and a keen interest in interdisciplinary research. The candidate is proficient in English, both written and spoken. Details - Type of appointment: Full time or part time (80-100%) fixed term appointment for 2 years with the possibility of a 1 year extension after a positive evaluation. - Starting date: February 1, 2020 or upon agreement - Employment conditions and remuneration in accordance with the standards of the University of Bern, Switzerland. For further information please contact Prof. Dr. Johanna F. Ziegel ( johanna.ziegel(a)stat.unibe.ch) Applications All applications received before January 1, 2020 will be reviewed, and further applications will be considered until the position is filled. Please send your application documents including a CV, a motivation letter, and contact information for 3 references by e-mail to office(a)stat.unibe.ch. Homepage http://www.oeschger.unibe.ch/ http://www.stat.unibe.ch

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Spring School COMPLEX NETWORKS: THEORY, METHODS, AND APPLICATIONS (6th edition)
by Irene Crimaldi 16 Oct '19

16 Oct '19

Spring School COMPLEX NETWORKS: THEORY, METHODS, AND APPLICATIONS (6th edition) Lake Como School of Advanced Studies Villa del Grumello, Como, Italy, 18-21 May 2020 https://ntmf.lakecomoschool.org/ *** DEADLINE FOR APPLICATION: February 23, 2020 *** Many real systems can be modeled as networks, where the elements of the system are nodes and interactions between elements are edges. An even larger set of systems can be modeled using dynamical processes on networks, which are in turn affected by the dynamics. Networks thus represent the backbone of many complex systems, and their theoretical and computational analysis makes it possible to gain insights into numerous applications. Networks permeate almost every conceivable discipline---including sociology, transportation, economics and finance, biology, and myriad others---and the study of "network science" has thus become a crucial component of modern scientific education. The school "Complex Networks: Theory, Methods, and Applications" offers a succinct education in network science. It is open to all aspiring scholars in any area of science or engineering who wish to study networks of any kind (whether theoretical or applied), and it is especially addressed to doctoral students and young postdoctoral scholars. The aim of the school is to deepen into both theoretical developments and applications in targeted fields. LECTURERS --- REKA ALBERT, Pennsylvania State University --- GUIDO CALDARELLI, IMT Lucca --- MARTON KARSAI, Central European University --- JOSE FERNANDO MENDES, University of Aveiro --- NATASA PRZULJ, Barcelona Supercomputing Center ORGANIZING COMMITTEE STEFANO BATTISTON, University of Zurich --- GINESTRA BIANCONI, Queen Mary University of London --- VITTORIA COLIZZA, INSERM and Sorbonne Université, Paris --- JAMES GLEESON, University of Limerick --- PETTER HOLME, Tokio Institute of Technology --- YAMIR MORENO, University of Zaragoza --- CARLO PICCARDI, Politecnico di Milano --- MASON A. PORTER, UCLA PROGRAM Monday, 18 May, morning - Introduction to Complex Networks (Mendes) Monday, 18 May, afternoon - Statistical Physics of Networks (Caldarelli) Tuesday, 19 May, morning - Critical Phenomena in Networks (Mendes) Tuesday, 19 May, afternoon - short talks by students Wednesday, 20 May, morning - Computational Human Dynamics (Karsai) Wednesday, 20 May, afternoon - Analyzing the structure of biological networks (Albert) Thursday, 21 May, morning - Biological Networks (II) (Przulj) Thursday, 21 May, afternoon - Analyzing the dynamics and attractors of biological networks (Albert) For more information and application: https://ntmf.lakecomoschool.org/ Sponsored by SICC - Italian Society for Chaos and Complexity http://www.sicc-it.org -------------------------------------------- SICC - Societa' Italiana Caos e Complessita' e-mail info(a)sicc-it.org Web http://www.sicc-it.org -------------------------------------------- Click here <http://www.sicc-it.org/lists/lt.php?id=Lk4AGgNTHwsDVA0E> to opt-out from all future mailings. [image: powered by phpList 3.2.7, © phpList ltd] <http://www.sicc-it.org/lists/lt.php?id=Lk4DGgNTHwsDVA0E>

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Colloquium di Lorenzo Zambotti a Milano-Bicocca (lunedì 28 ottobre)
by Francesco Caravenna 15 Oct '19

15 Oct '19

Ho il piacere di annunciare il seguente Colloquium del Dipartimento di Matematica e Applicazioni, Università di Milano-Bicocca, congiuntamente con il Seminario Matematico e Fisico di Milano. Il giorno lunedì 28 ottobre 2019, alle ore 16:00, Lorenzo Zambotti (Sorbonne Université, Paris) terrà un colloquium dal titolo "Regularity structures: from physics to probability, from analysis to algebra, from combinatorics to geometry" Il seminario si terrà nell'aula 3014 (edificio U5, terzo piano, via Cozzi 55, Milano) e sarà seguito da un rinfresco. Segue l'abstract. Tutti gli interessati sono invitati a partecipare. Francesco Caravenna %%%%%%%%%%%%%%%%%%%%%%%%%%%% Abstract: In this talk I wish to present some of the ideas at the heart of the theory of regularity structures (RS), introduced by Martin Hairer in 2014. RS are perhaps best described as a theory of Taylor expansions in a fractal (random) setting. I plan to show how this theory is based on a fascinating interplay between several different disciplines, as announced by my title. %%%%%%%%%%%%%%%%%%%%%%%%%%%% _________________________________________ 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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Workshop “Half day in Stochastic Analysis and applications”
by Paolo Dai Pra 15 Oct '19

15 Oct '19

Dear Colleagues, it is with pleasure that we announce the *workshop* *** Half day in Stochastic Analysis and applications *** WHEN: Wednesday 30 October 2019, starting at 10:30 WHERE: Aula 1C150, Torre Archimede, via Trieste 61, Padova *** SCHEDULE: *** 10.30: Therry Lyons (Oxford) 11.05: Franco Flandoli (SNS Pisa) 11.40: Francesco Caravenna (Milano Bicocca) 12.15: Franco Rampazzo (Padova) Please find more details below and the poster in attachment. Looking forward to your participation, Fabio Ancona, Paolo Dai Pra, Franco Rampazzo ---------------------------------------------------------------- *** Half day in Stochastic Analysis and applications *** Wed. 30 Oct. 2019, Aula 1C150 Maths Department, Padova ---------------- *** Special Guest: THERRY LYONS (Oxford) *** *** Opening the workshop at 10:30*** ---------------- *** Speaker: FRANCO FLANDOLI (SNS Pisa)*** *** Seminar at 11:05*** *** Title: Effect of transport noise on PDEs *** *** Abstract *** Linear PDEs of transport type are regularized by the addition of an extra transport term of stochastic type; this is a phenomenon discovered around 2010 and consolidated by different techniques and on different examples. However, the effect on nonlinear PDEs is much less clear. Two results for point vortex solutions and point charge solutions of 2D Euler equations and 1D Vlasov-Poisson equations respectively, indicate that a rich noise has to be considered, opposite to the linear case where a simple space-independent noise suffices to regularize. Some confirmations that such rich noise may have regularizing properties on nonlinear models came for Leray alpha model and dyadic models of turbulence. We now have new insight in the case of 2D Euler equations and 3D Navier-Stokes equations, that will be explained in the talk. The results mentioned above, the classical and the new ones, have been obtained by several authors including Gubinelli, Priola, Barbato, Galeati, Luo and myself. ---------------- *** Speaker: FRANCESCO CARAVENNA (Milano Bicocca) *** *** Seminar at 11:40 *** *** Title: On the two-dimensional KPZ equation *** *** Abstract: *** We consider the Kardar-Parisi-Zhang (KPZ) equation in two space dimensions, driven by space-time white noise. This is a singular PDE which lacks a solution theory, so it is standard to consider a regularized version of the equation and then to investigate the behavior of the solution when the regularization is removed. We first show that the regularized solution undergoes a phase transition, as the noise strength is varied on a logarithmic scale. Then, in the sub-critical regime, we prove convergence (after centering and rescaling) to an explicit well-posed random PDE, the additive Stochastic Heat Equation, with a non-trivial constant on the noise. Based on joint works with Rongfeng Sun and Nikos Zygouras. ---------------- *** Speaker: FRANCO RAMPAZZO (Padova) *** *** Seminar at 12:15 *** *** Title: Limit solutions for control-affine nonlinear systems of ode's *** *** Abstract: *** The aim of this talk, which is fully devoted to deterministic input-output systems, is to present the extremely weak notion of 'limit solution', that might be (or might be not) of interest also for whom is more interested in Stochastic Analysis. For a nonlinear (deterministic) control system with a given initial condition and with a dynamics which is affine in the control variable, a 'limit solution' verifies the following properties: i) it is pointwise defined for an input which is (formally) the derivative of a Lebesgue integrable function; ii) in the commutative case (i.e. when all Lie brackets of the involved vector field vanish identically) the limit solution coincides with the solution one can obtain via a (existing) change of coordinates which makes all vector fields constant; iii) the notion of limit solution subsumes former concepts of solution valid for the generic, non-commutative case. In particular, when the control is the derivative of a bounded variation path, a quite clear relation is established between limit solutions and so-called 'graph completion' solutions. Paolo Dai Pra Dipartimento di Informatica Università degli Studi di Verona Strada Le Grazie 15, 37134 Verona, Italy Tel. +390458027093

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Fwd: annuncio convegno
by Francesco Caravenna 15 Oct '19

15 Oct '19

Ricevo e inoltro. > Da: malongob(a)unina.it > > Dear colleagues, > > We are writing to keep you updated on the news regarding the 14th International Conference on Ordered Statistical Data - OSD2020, which will take place at Vietri sul Mare (SA), Italy, May 26th - 29th, 2020. > > The instructions for registration and abstract submission are now available on the web page of the conference. To register please visit the conference webpage (http:www.osd2020.unina.it) then click on the ?Registration? tab. If you are going to give a talk or to present a poster, please click on the ?Authors? tab for getting instructions on how to prepare and submit the abstract of your contribution. > > The deadline for early registration is April 1st and deadline for submissions of abstracts is February 15th, 2020. > > If you have any questions, do not hesitate to ask us by sending an e-mail to osd2020(a)unina.it. > > We are looking forward to seeing you in Vietri sul Mare, > > On the behalf of the Organizing Committee, > Maria Longobardi > > Maria Longobardi > E-mail: maria.longobardi(a)unina.it > Dipartimento di Matematica e Applicazioni "R. Caccioppoli" > Universita' degli Studi di Napoli FEDERICO II > Via Cintia - 80126 Napoli - Italy > Studio 114 - V livello > Tel. +39 081 675620

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Seminario di Antonio Blanca a Roma Tre il 24-10-2019
by Pietro Caputo 15 Oct '19

15 Oct '19

Speaker: Antonio Blanca (Penn State University) Titolo: Lower bounds for testing spin systems Giovedi' 24 Ottobre 2019 ORE 10:00 Dipartimento di Matematica e Fisica Universita' degli Studi Roma Tre Largo San Leonardo Murialdo,1 - Pal.C - Aula 211 Abstract We study the identity testing problem in the context of spin systems where it takes the following form: given the parameter specification of the model M and a sampling oracle for the distribution μ of an unknown model M*, can we efficiently determine if the two models M and M* are the same? We establish hardness results for this problem for two prototypical spin systems: the Ising model and proper colorings. For the ferromagnetic (attractive) Ising model, Daskalakis et al. (2018) presented a polynomial-time algorithm for identity testing. I will present a hardness result for the antiferromagnetic (repulsive) setting. In our proofs, we use random graphs as gadgets; this is inspired by similar constructions in seminal works on the hardness of approximate counting. The results for proper colorings are based on the presumed hardness of #BIS, the problem of (approximately) counting independent sets in bipartite graphs. Based on joint work with Ivona Bezakova, Zongchen Chen, Daniel Stefankovic and Eric Vigoda

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Seminario KOLOKOLTSOV @ UniTo
by Cristina Zucca 14 Oct '19

14 Oct '19

********************************************************************* SEMINARI DI PROBABILITA' E STATISTICA MATEMATICA DIPARTIMENTO DI MATEMATICA "G. PEANO" UNIVERSITA' DEGLI STUDI DI TORINO ********************************************************************* Martedì 17 Aprile 2018 alle ore 15:00 in Aula Marro presso il Dipartimento di Matematica "G. Peano" dell'Università degli Studi di Torino, Via Carlo Alberto 10, Il Prof. *VASSILI KOLOKOLTSOV* terrà un seminario dal titolo *Recent developments in probabilistic and analytic methods for fractional differential equations * Abstract: We shall discuss recent achievements in solving fractional differential equations and their extensions arising from generalized fractional calculus. Probabilistic techniques will be derived from the notion of Markov processes interrupted on the attempt to cross the boundary. Analytic techniques will cover generalized operator-valued Mittag-Leffler functions and chronological Feynman-Kac formulas. Tutti gli interessati sono invitati a partecipare. -- Dr. Cristina Zucca Department of Mathematics University of Torino Via Carlo Alberto 10 10123 Torino, Italy tel: +39-011-6702850 fax: +39-011-6702878

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Announcement -- Half day in Stochastic Analysis and applications (fwd)
by Tiziano Vargiolu 14 Oct '19

14 Oct '19

---------- Forwarded message ---------- Date: Mon, 14 Oct 2019 07:53:54 +0200 From: ancona(a)math.unipd.it To: users(a)math.unipd.it Subject: Announcement -- Half day in Stochastic Analysis and applications Dear Colleagues, it is our great pleasure to announce at our Department the *workshop* *** Half day in Stochastic Analysis and applications *** WHEN: Wednesday 30 October 2019, starting at 10:30 WHERE: Aula 1C150, Torre Archimede, via Trieste 61, Padova *** SCHEDULE: *** 10.30: Terry Lyons (Oxford) 11.05: Franco Flandoli (SNS Pisa) 11.40: Francesco Caravenna (Milano Bicocca) 12.15: Franco Rampazzo (Padova) Please find more details below in attachment. Looking forward to your participation, Fabio Ancona, Paolo Dai Pra, Franco Rampazzo ---------------------------------------------------------------- *** Half day in Stochastic Analysis and applications *** Wed. 30 Oct. 2019, Aula 1C150 Maths Department, via Trieste 63, Padova ---------------- *** Special Guest: TERRY LYONS (Oxford) *** *** Opening the workshop at 10:30 *** ---------------- *** Speaker: FRANCO FLANDOLI (SNS Pisa)*** *** Seminar at 11:05 *** *** Title: Effect of transport noise on PDEs *** *** Abstract *** Linear PDEs of transport type are regularized by the addition of an extra transport term of stochastic type; this is a phenomenon discovered around 2010 and consolidated by different techniques and on different examples. However, the effect on nonlinear PDEs is much less clear. Two results for point vortex solutions and point charge solutions of 2D Euler equations and 1D Vlasov-Poisson equations respectively, indicate that a rich noise has to be considered, opposite to the linear case where a simple space-independent noise suffices to regularize. Some confirmations that such rich noise may have regularizing properties on nonlinear models came for Leray alpha model and dyadic models of turbulence. We now have new insight in the case of 2D Euler equations and 3D Navier-Stokes equations, that will be explained in the talk. The results mentioned above, the classical and the new ones, have been obtained by several authors including Gubinelli, Priola, Barbato, Galeati, Luo and myself. ---------------- *** Speaker: FRANCESCO CARAVENNA (Milano Bicocca) *** *** Seminar at 11:40 *** *** Title: On the two-dimensional KPZ equation *** *** Abstract: *** We consider the Kardar-Parisi-Zhang (KPZ) equation in two space dimensions, driven by space-time white noise. This is a singular PDE which lacks a solution theory, so it is standard to consider a regularized version of the equation and then to investigate the behavior of the solution when the regularization is removed. We first show that the regularized solution undergoes a phase transition, as the noise strength is varied on a logarithmic scale. Then, in the sub-critical regime, we prove convergence (after centering and rescaling) to an explicit well-posed random PDE, the additive Stochastic Heat Equation, with a non-trivial constant on the noise. Based on joint works with Rongfeng Sun and Nikos Zygouras. ---------------- *** Speaker: FRANCO RAMPAZZO (Padova) *** *** Seminar at 12:15 *** *** Title: Limit solutions for control-affine nonlinear systems of ode's *** *** Abstract: *** The aim of this talk, which is fully devoted to deterministic input-output systems, is to present the extremely weak notion of 'limit solution', that might be (or might be not) of interest also for whom is more interested in Stochastic Analysis. For a nonlinear (deterministic) control system with a given initial condition and with a dynamics which is affine in the control variable, a 'limit solution' verifies the following properties: i) it is pointwise defined for an input which is (formally) the derivative of a Lebesgue integrable function; ii) in the commutative case (i.e. when all Lie brackets of the involved vector field vanish identically) the limit solution coincides with the solution one can obtain via a (existing) change of coordinates which makes all vector fields constant; iii) the notion of limit solution subsumes former concepts of solution valid for the generic, non-commutative case. In particular, when the control is the derivative of a bounded variation path, a quite clear relation is established between limit solutions and so-called 'graph completion' solutions.

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Postdoctoral position in Paris - Saclay with Eric Moulines and Nicolas Chopin
by Julyan Arbel 12 Oct '19

12 Oct '19

---------- Forwarded message ---------- From: eric.moulines(a)polytechnique.edu Date: 12 Oct 2019 at 09:33 +0200 To: 'Julyan Arbel' <julyan.arbel(a)inria.fr> Subject: TR: offre de post-doc > As a consequence of its recent funding by the Agence Nationale de la Recherche (ANR), the ABSint research group is recruiting a post-doctoral collaborator for up to 21 months. The accronym ABSint stands for Approximate Bayesian solutions for inference on large datasets and complex models. The project involves researchers in Paris, Saclay, Montpellier, Lyon and Nice. This second call seeks candidates with an excellent research record interested to collaborate more closely with members on the ABSint team located in Saclay, at institutions such as Institut Polytechnique de Paris (e.g. Nicolas Chopin and Eric Moulines), Université Paris Saclay, on any topic (broadly) relevant to ABSint and to these researchers' interests. > Applications can be submitted in either English or French. > The candidate must obtain a PhD degree by the date of application. > Good working knowledge of English is required. > Estimated salary is around 2500 EUR with taxes, depending on experience since PhD. > Position opened December 1, 2019, with possible accommodation for later start. > Call opened until position filled. > Candidates should contact Nicolas Chopin (mail address: nicolas.chopin(a)ensae.fr) with a vita and a motivation letter. Letters of recommendation can also be sent to the same address. >

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Seminario PODOLSKIJ
by Pierpaolo De Blasi 11 Oct '19

11 Oct '19

STATISTICS SEMINARS @ COLLEGIO CARLO ALBERTO Venerdì 18 Ottobre 2019, alle ore 12:00, presso il nuovo edificio del Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario: ------------------------------------------------ Mark PODOLSKIJ (Aarhus University) OPTIMAL ESTIMATION OF CERTAIN RANDOM QUANTITIES ASSOCIATED WITH LEVY PROCESSES In this talk we present new ideas on optimality of statistical estimates of certain random quantities of stochastic processes, such as supremum or local times. Despite the existing results on estimation of such objects through high frequency observations, the question of optimality is rarely discussed. We will demonstrate some optimal estimation methods for the supremum and local times of the Brownian motion in the L2 and L1 sense. In the second part of the talk we will investigate how the main ideas can be extended towards the class of Levy processes and continuous diffusion models. (joint work with J. Ivanovs) ------------------------------------------------ Tutti gli interessati sono invitati a partecipare. Il seminario è organizzato dalla "de Castro" Statistics Initiative (www.carloalberto.org/stats <http://www.carloalberto.org/stats>) in collaborazione con il Collegio Carlo Alberto. Cordiali saluti, Pierpaolo De Blasi --- Pierpaolo De Blasi University of Torino & Collegio Carlo Alberto https://sites.google.com/a/carloalberto.org/pdeblasi/

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Fellowships at Heilbronn Institute
by Tiziano De Angelis 10 Oct '19

10 Oct '19

Dear All, The fellowship advertised below might be of interest to people in your network. Best wishes Tiziano Posted on behalf of the Heilbronn Institute: The Heilbronn Institute invites applications for Heilbronn Research Fellowships. We have a number of Fellowships available at Imperial College London, King’s College London, University of Bristol, University College London, University of Manchester. Deadline 17 November 2019. Please see our website for further details: https://heilbronn.ac.uk/fellowships-2/ Heilbronn Research Fellowship: https://www.jobs.ac.uk/job/BVN616/heilbronn-research-fellowship Data Science Heilbronn Research Fellowship: https://www.jobs.ac.uk/job/BVF215/data-science-heilbronn-research-fellowship

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Seminario Enrico Scalas @ UniTo - 15 Ottobre
by Bruno Toaldo 10 Oct '19

10 Oct '19

******************************************************************** SEMINARI DI PROBABILITÀ E STATISTICA MATEMATICA DIPARTIMENTO DI MATEMATICA "G. PEANO" UNIVERSITÀ DEGLI STUDI DI TORINO ********************************************************************* Martedì 15 Ottobre 2019 alle ore 16:30 in Sala S presso il Dipartimento di Matematica "G. Peano" dell'Università degli Studi di Torino, Via Carlo Alberto 10, Il Prof. *Enrico Scalas* (Department of Mathematics – University of Sussex, UK) terrà un seminario dal titolo *Functional and Thermodynamic Limits of a Simple Coagulation-Fragmentation Markov Chain* Abstract: We discuss a simple random exchange model for the distribution of wealth. There are N agents, each one endowed with a fraction of the total wealth; indebtedness is not possible, so wealth fractions are positive random variables. At each step, two agent are randomly selected, their wealths are first merged (coagulation) and then randomly split into two parts (fragmentation) conserving the total wealth. We start from a discrete state space - discrete time version of this model and, under suitable scaling, we present its functional convergence to a continuous space - discrete time model. Then, we discuss how a continuous-time version of the one-point marginal Markov chain functionally converges to a kinetic equation of Boltzmann type. Solutions to this equation are presented and they coincide with the appropriate limits of the invariant measure for the marginal Markov chain. In this way, in this simple case, we complete Boltzmann’s program of deriving kinetic equations from random dynamics. Joint work with: Bertram Duering, Nicos Georgiou, Sara Merino Aceituno Tutti gli interessati sono invitati a partecipare.

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Seminario Jonathan Hermon a Roma Tre il 15-10-2019
by Pietro Caputo 09 Oct '19

09 Oct '19

Martedi' 15 Ottobre 2019 ORE 14:30 Dipartimento di Matematica e Fisica Universita' degli Studi Roma Tre Largo San Leonardo Murialdo,1 - Pal.C - Aula 211 Speaker: Jonathan Hermon Titolo: Anchored expansion in supercritical percolation on nonamenable graphs. Abstract: Let G be a transitive nonamenable graph, and consider supercritical Bernoulli bond percolation on G. We prove that the probability that the origin lies in a finite cluster of size n decays exponentially in n. We deduce that: 1. Every infinite cluster has anchored expansion (a relaxation of having positive Cheeger constant), and so is nonamenable in some weak sense. This answers positively a question of Benjamini, Lyons, and Schramm (1997). 2. Various observables, including the percolation probability and the truncated susceptibility (which was not even known to be finite!) are analytic functions of p throughout the entire supercritical phase. 3. A RW on an infinite cluster returns to the origin at time 2n with probability exp(-Theta(n^{1/3})). Joint work with Tom Hutchcroft.

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Seminar Mealli @Bocconi
by Giacomo Zanella 08 Oct '19

08 Oct '19

We announce the following DEC Statistics seminar: Thursday, October 10 12:30 Meeting room 3-e4-sr03, Bocconi University, Via Roentgen 1, 3rd floor Fabrizia Mealli (University of Florence) Title: Assessing causal effects in the presence of treatment switching through principal stratification Abstract: consider clinical trials focusing on survival outcomes for patients suffering from Acquired Immune Deficiency Syndrome (AIDS)-related illnesses or particularly painful cancers in advanced stages. These trials often allow patients in the control arm to switch to the treatment arm if their physical conditions are worse than certain tolerance levels. The Intention-To-Treat analysis compares groups formed by randomization regardless of the treatment actually received. Although it provides valid causal estimates of the effect of assignment, it does not measure the effect of the actual receipt of the treatment and ignores the information of treatment switching in the control group. Other existing methods propose to reconstruct the outcome a unit would have had if s/he had not switched. But these methods usually rely on strong assumptions, for example, there exists no relation between patient's prognosis and switching behavior, or the treatment effect is constant. Clearly, the switching status of the units in the control group contains important post-treatment information, which is useful to characterize the treatment effect heterogeneity. We propose to re-define the problem of treatment switching using principal stratification and introduce new causal estimands, principal causal effects for patients belonging to subpopulations defined by the switching behavior under control. For statistical inference, we use a Bayesian approach to take into account that (i) switching happens in continuous time generating infinitely many principal strata; (ii) switching time is not defined for units who never switch in a particular experiment; and (iii) survival time and switching time are subject to censoring. We illustrate our framework using a synthetic dataset based on the Concorde study, a randomized controlled trial aimed to assess causal effects on time to-disease progression or death of immediate versus deferred treatment with zidovudine among patients with asymptomatic HIV infection. Joint work with Alessandra Mattei and Peng Ding Kind regards, Giacomo Zanella The DEC statistics seminars schedule is available at http://www.unibocconi.eu/statseminar Please note: if you are a guest and you do not have a Bocconi ID Card to access to the Bocconi Buildings, please communicate your participation by sending an email to arianna.colombo(a)unibocconi.it

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2-year Teaching Fellow in Statistics at the University of Leeds
by Tiziano De Angelis 07 Oct '19

07 Oct '19

Dear All, We have an opening for a Teaching Fellow in Statistics at the University of Leeds. The position is fixed term for 2 years. Please see the advert below https://www.timeshighereducation.com/unijobs/minisites/university-of-leeds/… I would be most grateful if you could please circulate the advert to any potential candidate. Best wishes Tiziano

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Postdoctoral position at UBC, Vancouver
by Antonio DI CRESCENZO 04 Oct '19

04 Oct '19

---------- Forwarded message --------- From: Mathav Murugan <mathav(a)math.ubc.ca> Date: Fri, 4 Oct 2019 at 00:09 Subject: Postdoctoral position at UBC Dear friends and colleagues, We invite applications for postdoctoral fellowships in probability theory in the Mathematics Department, University of British Columbia, Vancouver, Canada. For more details, please see the link: http://www.math.ubc.ca/Research/Probability/pdf.html We would be grateful if you could forward the information to potential interested candidates. With best regards, Omer Angel, Jonathan Hermon, Mathav Murugan, Ed Perkins, Gordon Slade ------------------------------

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PhD studentship in spatial stochastics
by Gianluca Finocchio 02 Oct '19

02 Oct '19

Gentili colleghi/e,vi inoltro l'annuncio della Prof. Marie-Colette van Lieshout, University of Twente (Olanda). Gianluca Finocchio ============================================= The University of Twente, The Netherlands, invites applications for a PhD studentship in spatial stochastics in the project `Comprehensive monitoring and prediction of seismicity within the Groningen gas field using large scale field observations', which is embedded in the national research programme DeepNL funded by the Dutch Research Council. Candidates are required to have a Master’s degree in mathematics or a related discipline and a solid background in probability, statistics and numerical mathematics. They should have excellent grades, research talent (as proven by their Master’s thesis), an excellent command of English and good academic writing and presentation skills. The terms of employment are in accordance with the Dutch Collective Labour Agreement for universities. The salary will range from EUR 2325 per calendar month in the first year to 2972 in the fourth year. Additional secondary conditions include superannuation and health care benefits, a holiday allowance and end-of-year bonus. To apply, please send a letter of motivation, a list of your BSc and MSc courses with grades and either a copy of your Master's thesis if available or a copy of your Bachelor's thesis accompanied by an outline of your Master's thesis to Prof.dr M.N.M. van Lieshout Centrum Wiskunde & Informatica Science Park 123, 1098 XG Amsterdam Email: m.n.m.vanlieshout(a)utwente.nl before October the 27th. Further information can be obtained at the same address.

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Leeds Winter School on Theory and Practice of Optimal Stopping and Free Boundary Problems
by Tiziano De Angelis 01 Oct '19

01 Oct '19

Dear All, I would like to draw your attention to the following winter school: *-------------------------* *Title:* Leeds Winter School on Theory and Practice of Optimal Stopping and Free Boundary Problems. *Website:* https://conferences.leeds.ac.uk/osfbp/ *Date and Location:* 13th-17th of January 2020, School of Mathematics University of Leeds *Registration:* registration is free but compulsory by the 15th of December (see details at https://conferences.leeds.ac.uk/osfbp/registration/ ) *Short description: *This winter school is mainly aimed at PhD students and post-docs but participation is open to anyone with an interest in the subject. The lectures will provide a comprehensive introduction to the theory of optimal stopping for Markov processes, including applications to Dynkin games, with an emphasis on the existing links to the theory of partial differential equations and free boundary problems. Alongside traditional lectures there will also be tutorial classes (4 hours) with a focus on solutions of specific problems. On Wednesday 15th of January there will be a full day workshop on a broad range of topics related to optimal stopping and stochastic control. We strongly encourage attendees of the winter school to submit a contributed talk at the time of their registration. -------------------------- I would be most grateful if you could please pass this advert on to potentially interested people. All enquiries can be addressed directly to me (t.deangelis(a)leeds.ac.uk) Thank you and best wishes Tiziano De Angelis

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Seminar announcement
by Marco Scarsini 01 Oct '19

01 Oct '19

Thursday, 3 October, 12:00 Luiss | Viale Romania, 32 | Room 207 Yosi Rinott, Hebrew University of Jerusalem Title Priors and Posteriors of Asset Values, Domination, Optimism, and Monotonicity Abstract Suppose there is a set of states that are relevant to the value of an asset, and the market has a prior distribution on the state space. Consider signals having distribution depending on the true state. The price of an asset depends on the market’s posterior probability that the asset is in a good state, given a signal. Before the signal is given, the market considers the expectation of this (random) posterior probability, and more generally, its distribution. It is well known that the expected posterior equals the prior, but the actual posterior probability may be higher or lower than the prior depending on the signal. Suppose an insider has a different prior than the market. We study the question of what kind of priors will make the insider expect that the asset value following the signal will be higher than the market’s value (suggesting to buy, or to be optimistic). Since the posterior is a random variable, this leads to stochastic ordering, and in fact, we obtain a very strong ordering, namely likelihood ratio order. Given such a setup, if signals are generated independently according to a given state, then Doob’s Bayesian Consistency Theorem says that the posterior probability of this state converges to one. We study some monotonicity properties of this convergence, and some (perhaps) surprising lack of monotonicity. ******************************************************* 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 Claudio Macci presso l’Università di Salerno
by Barbara Martinucci 01 Oct '19

01 Oct '19

Il Prof. Claudio Macci (Università di Roma Tor Vergata) terrà il seguente seminario mercoledì 9 ottobre alle ore 16.00 presso la sala riunioni del Dipartimento di Matematica dell’Università di Salerno: *Titolo*: "Multivariate fractional (possibly compound) Poisson processes " *Abstract:* We present multivariate space-time fractional Poisson processes by considering common random time-changes of a finite-dimensional vector of independent classical (non fractional) Poisson processes. In some cases we also consider compound processes. We obtain some equations in terms of some suitable fractional derivatives and fractional difference operators, which provides the extension of known equations for the univariate processes. In particular we show that, for each fixed t≥0, the conditional joint distribution of the components given their sum is multinomial, as happens for the non fractional Poisson processes. Thus we consider a suitable multivariate "alternative" fractional Poisson process, and we study its asymptotic behavior for large times (large and moderate deviations). The results appear in two papers with Luisa Beghin Cordiali saluti, Barbara Martinucci

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🆕 Intensive Research Programme in Quantitative Finance
by Maria Elvira Mancino 30 Sep '19

30 Sep '19

Da: "Centre de Recerca Matemàtica (CRM)" difusions(a)crm.cat Cc: Data: Mon, 30 Sep 2019 12:18:34 +0000 Oggetto: 🆕 Intensive Research Programme in Quantitative Finance View this email in your browser [1] Dear colleague, we are pleased to announce the forthcoming CRM Intensive Research Programme in QUANTITATIVE FINANCE JUNE – JULY 2020 Centre de Recerca Matemàtica (BARCELONA) This intensive program focuses in hot topics in Quantitative Finance. In the last decades, problems emerging in the financial industry have been a starting point for the development of quantitative techniques. These techniques cover a wide spectrum of mathematical fields, from probability theory to numerical and computational tools. A huge volume of research has done in the academia inspired by these problems. In the contrary direction, the financial industry is using more and more advanced (from the mathematical point of view) tools and concepts, due to the increasing complexity of markets, that can only be addressed with high-level quantitative methods. This program has been designed to create a bridge between the academia and the industry and it is thought to be a forum to gather professionals working in this area. This means, from the academia, the financial industry and specialized software companies. The program will last for two months and it will take place at the Centre de Recerca Matemàtica during the period June-July 2020. The program is composed of: ADVANCED COURSE ON NUMERICAL METHODS IN FINANCE [2]. June 8th to 12th, 2020 ADVANCED COURSE ON STOCHASTIC TOOLS IN FINANCE [3]. June 15th to 19th, 2020 WEEKLY SEMINARS FOR RESEARCHERS. June 22nd to July 24th, 2020 WEEKLY SEMINARS FOR STUDENTS. June 22nd to July 24th, 2020 WORKSHOP: NEW CHALLENGES IN QUANTITATIVE FINANCE [4]. July 13th to 17th, 2020 ORGANIZERS: Elisa Alòs Universitat Pompeu Fabra Luis Ortiz-Gracia Universitat de Barcelona Josep Vives Universitat de Barcelona-IMUB SCIENTIFIC COMMITTEE: Elisa Alòs Universitat Pompeu Fabra José Manuel Corcuera Universitat de Barcelona Maria Elvira Mancino Università di Firenze Cornelis W. Oosterlee Delft University of Technology and CWI Luis Ortiz-Gracia Universitat de Barcelona Carlos Vázquez Cendón Universidade da Coruña Josep Vives Universitat de Barcelona-IMUB We hope you find this information of interest. Best regards, CENTRE DE RECERCA MATEMÀTICA Campus de Bellaterra, Edifici C 08193 Bellaterra (Barcelona) Tel.: + 34 93 581 10 81 Fax: + 34 93 581 22 02 WWW.CRM.CAT [5] @CRMATEMATICA [6] [7] [8] [9] Centre de Recerca Matemàtica, Campus de Bellaterra, Edifici C 08193 Bellaterra (Barcelona) tl.: 935811081 fax:935812202 crm(a)crm.cat Want to change how you receive these emails? You can update your preferences [10] or unsubscribe from this list [11]. This email was sent to info(a)amases.org _why did I get this?_ [12] unsubscribe from this list [11] update subscription preferences [10] Consorci del Centre de Recerca Matemàtica · Centre de Recerca Matemàtica · Campus de Bellaterra, Edifici C · Bellaterra, Barcelona 08193 · Spain [13] Links: ------ [1] https://mailchi.mp/cdea4a0dcf23/intensive-research-programme-in-quantitativ… [2] https://crm.us20.list-manage.com/track/click?u=34be5dbb4af0e8e87fd462228&am… [3] https://crm.us20.list-manage.com/track/click?u=34be5dbb4af0e8e87fd462228&am… [4] https://crm.us20.list-manage.com/track/click?u=34be5dbb4af0e8e87fd462228&am… [5] https://crm.us20.list-manage.com/track/click?u=34be5dbb4af0e8e87fd462228&am… [6] https://crm.us20.list-manage.com/track/click?u=34be5dbb4af0e8e87fd462228&am… [7] https://crm.us20.list-manage.com/track/click?u=34be5dbb4af0e8e87fd462228&am… [8] https://crm.us20.list-manage.com/track/click?u=34be5dbb4af0e8e87fd462228&am… [9] https://crm.us20.list-manage.com/track/click?u=34be5dbb4af0e8e87fd462228&am… [10] https://crm.us20.list-manage.com/profile?u=34be5dbb4af0e8e87fd462228&id… [11] https://crm.us20.list-manage.com/unsubscribe?u=34be5dbb4af0e8e87fd462228&am… [12] https://crm.us20.list-manage.com/about?u=34be5dbb4af0e8e87fd462228&id=3… [13] http://www.mailchimp.com/monkey-rewards/?utm_source=freemium_newsletter&amp…

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Chapman Fellowship Blurb - postdoctoral position
by Antonio DI CRESCENZO 29 Sep '19

29 Sep '19

Imperial College London is seeking applicants for the Chapman Fellowship, a prestigious two-year postdoctoral position for finishing and recent PhDs in mathematics. The position is primarily research, with a small amount of teaching duties (about half the usual load). Chapman fellows are free to carry out their own independent program of research. Many past Chapman fellows have received excellent permanent positions. For more information and to apply, please go to the website: https://www.imperial.ac.uk/jobs/description/NAT00517/chapman-fellowship-mat… . Applications are *due on 1 November, 2019 (strictly by 11:59 PM, GMT)*, via the website linked to above. Note that applicants need to choose a staff member of Imperial's Mathematics Department to help review their application. Please pass this blurb on to anyone interested. Thank you very much!

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Fwd: premio Cuozzo
by Lucia Caramellino 27 Sep '19

27 Sep '19

Ricevo ed inoltro il seguente avviso per un premio di tesi di dottorato in Matematica. > Inizio messaggio inoltrato: > > Da: Filippo Bracci <fbracci(a)mat.uniroma2.it> > Oggetto: premio Cuozzo > Data: 26 settembre 2019 20:05:45 CEST > A: Filippo Bracci <fbracci(a)mat.uniroma2.it> > > (Con preghiera di diffusione tra gli interessati), > > Cari colleghi, > > sono lieto di informarvi che anche quest’anno la Famiglia Cuozzo ha generosamente rinnovato il premio di 3000 euro dedicato alla memoria di Michele Cuozzo, premio a cui possono partecipare tutti coloro che abbiano conseguito il titolo di Dottore di Ricerca in Matematica, o titolo riconosciuto equipollente, nei 12 mesi precedenti alla scadenza del bando. Maggiori informazioni a > > http://www.mat.uniroma2.it/Docs_avvisi-L/BandoCuozzo2019prot.pdf <http://www.mat.uniroma2.it/Docs_avvisi-L/BandoCuozzo2019prot.pdf> > > La scadenza per la presentazione delle domande è il 26 ottobre 2019 alle ore 12,00 > > Grazie > > a presto > > Filippo > > > -- > ************************ > Prof. Filippo Bracci > Dipartimento di Matematica > Universita' di Roma "Tor Vergata" > Via della Ricerca Scientifica 1 > 00133 Roma - ITALIA > Tel: (+39-)06-7259 4643/4105 > Fax: (+39-)06-7259 4699 > E-mail: fbracci(a)mat.uniroma2.it <mailto:fbracci@mat.uniroma2.it> > Web-page: www.mat.uniroma2.it/~fbracci <http://www.mat.uniroma2.it/~fbracci> > +++++++++++++++++++++++++++++++++ Lucia Caramellino Dipartimento di Matematica Università di Roma “Tor Vergata” Web: http://www.mat.uniroma2.it/~caramell

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Seminar Panaretos @Bocconi
by Giacomo Zanella 27 Sep '19

27 Sep '19

We announce the following DEC Statistics seminar: Thursday, October 3 12:30 Meeting room 3-e4-sr03, Bocconi University, Via Roentgen 1, 3rd floor Victor Panaretos (École Polytechnique Fédérale de Lausanne) Title: Fréchet Means and Procrustes Analysis in Wasserstein Space Abstract: Given a collection of diffuse random measures in R^d, we consider the problems of: constructing their optimal multicoupling in a mean square sense (a.k.a. Procrustes analysis); and of determining their Fréchet mean with respect to the Wasserstein metric. Though these problems admit explicit solutions when d=1, they are considerably more challenging when d>1. To attack them, we exploit the geometry of Wasserstein space, and specifically the relation between its tangent bundle and the class of optimal coupling maps. This allows us to determine the gradient of the Fréchet functional and show that the two problems at hand represent two sides of the same coin: gradient descent for the Fréchet mean reduces to a Procrustes algorithm, requiring only successive solution of pairwise coupling problems, thus being practically feasible; and the optimal maps obtained as a bye-product can be used to explicitly construct the optimal multi-coupling. We show how these results can be used in order to consistently solve the problem of registration of warped spatio-temporal point processes in an entirely nonparametric fashion, by means of appropriate regularisation. Kind regards, Giacomo Zanella The DEC statistics seminars schedule is available at http://www.unibocconi.eu/statseminar Please note: if you are a guest and you do not have a Bocconi ID Card to access to the Bocconi Buildings, please communicate your participation by sending an email to arianna.colombo(a)unibocconi.it

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seminario Fabio Antonelli a Roma Tor Vergata
by Anna Vidotto 27 Sep '19

27 Sep '19

Dear all, I would like to announce the following talk that will be held on Friday, October 4th 2019, at 4:30 PM, in Aula Dal Passo of the Department of Mathematics, University of Rome Tor Vergata. Speaker: Fabio Antonelli Title: CVA and vulnerable options in stochastic volatility model Abstract: CVA adjustment in order to evaluate correctly derivatives subject to default risk has become more and more important in the past decade, especially when Wrong Way Risk, that is an increase in the product's price when deterioration of credit occurs. Considering the most common stochastic volatility models, we express WWR in terms of the correlation between asset's price and default event, that is described exploiting the so called intensity approach. When intensity follows an affine process, we are able to parametrize this correlation and, applying accurately Ito's formula, to suggest a Taylor polynomial approximation of CVA. Some numerical results showing the efficiency of the method are provided. Kind regards --------- Anna Vidotto PostDoc Researcher Dipartimento di Matematica Università degli Studi di Roma Tor Vergata https://sites.google.com/view/annavidotto

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Postdoc Position in Luxembourg
by Giovanni Peccati 26 Sep '19

26 Sep '19

Dear Colleagues, please find below an announcement for a post-doc position in Probability Theory at Luxembourg University. Best Regards, Giovanni ----------------------------- *Postdoc position in Luxembourg for March 2020 (deadline for submission of application: December 15th)* 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 years (24 months), with a competitive salary and travel allowances. The starting date is March 1st, 2020. Applications, including a CV, a list of publications and a research statement must be sent to Ivan Nourdin (ivan.nourdin(a)uni.lu) Applicants should also arrange for two letters of recommendation to be sent to the same address. Applications will be evaluated first after *December 15th*, 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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Third Haifa Probability School, 24-28 Feb 2020
by Marco Romito 26 Sep '19

26 Sep '19

---------- Forwarded message --------- Da: *Leonid Mytnik*<leonid(a)ie.technion.ac.il <mailto:leonid@ie.technion.ac.il>> Date: mer 25 set 2019 alle ore 13:44 Subject: Third Haifa Probability School, 24-28 Feb 2020 On behalf of the organizers, I would like to advertise *the third Haifa probability school (HPS3)*, which will be held during *24/2/2020 – 28/2/2020 *in *the Technion*, *Haifa, Israel.* The school aims at introducing current trends in probability theory to young scholars (mainly PhD students and postdocs). As usual, the school will consist of three mini-courses, which are given this year by: *Ivan Corwin (Columbia University)* *Grégory Miermont (ENS Lyon)* *Ron Rosenthal (Technion, Haifa)* In addition, several talks on related subjects will be given by: *Guillaume Barraquand (ENS Paris, France),* *Christina Goldschmidt (Oxford, UK),* *Kostya Khanin (U. of Toronto, Canada),* *Sayan Mukherjee (Duke, US),* *Omer Bobrowski (Technion, Israel).* We have limited financial support, which can be used towards covering the cost of accommodation in Haifa (and in some cases also travel). Preference will be given to those who register early. For further information, visit our (continuously updated) website: https://hps3.net.technion.ac.il/ Participation in the school is free, but requires filling out the *online registration form*, which is accessible from the website. *_Please also help us spread the word, by for warding this email to anyone who may be interested, including your students and postdocs, or through your university probability mailing list._* Best wishes, Leonid Mytnik. (On behalf of the organizers: Omer Bobrowski, Dima Ioffe, Oren Louidor, Ron Rosenthal and Lorenzo Zambotti.) --------------------------------------- Prof. Leonid Mytnik Faculty of Industrial Engineering and Management, Technion --- Israel Institute of Technology, Haifa 32000, Israel

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Workshop at UCL on growth and division in mathematics and medicine
by Enrico Scalas 25 Sep '19

25 Sep '19

Dear Colleagues, Your co-workers or yourself might be interested in this workshop that will take place at UCL in November. Best wishes, Enrico -- Subject: Event: Growth and division in mathematics and medicine, 4-6 Nov 2019 Date: Tue, 24 Sep 2019 14:23:36 +0100 From: Alex Watson <alexander.watson(a)ucl.ac.uk> To: APPLIEDPROB(a)JISCMAIL.AC.UK Dear all, I'm pleased to announce the following workshop: % Growth and division in mathematics and medicine 4-6 November 2019 University College London On 4-6 November 2019, the Department of Statistical Science will host a collaborative workshop, designed to bring together people with different perspectives on processes of growth and division - from mathematics, statistics, science and medicine - and get us talking. The incubator workshop will kick off with talks outlining questions around growth and division from a range of areas. The participants will work together in groups to develop the questions into well-defined problems and discuss ideas for solutions. Funding is available for travel, accommodation and caring costs of participants. Speakers: - Rob Jack (Cambridge) - Aline Marguet (Inria Grenoble Rhône-Alpes) - Juraj Szavits-Nossan (Edinburgh) - Minmin Wang (Sussex) - Sarah Woolner (Manchester) - Wei-Feng Xue (Kent) Website: https://www.homepages.ucl.ac.uk/~ucakwat/gd.html Registration deadline: 21 October (if requesting funding) or 28 October (otherwise) % I look forward to seeing you there! Best wishes, Alex Watson

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Seminario di Lorenzo Taggi a Roma 1
by Faggionato, Alessandra 24 Sep '19

24 Sep '19

Buongiorno il Dr. Lorenzo Taggi (WIAS - Berlino) terrà il seguente seminario Martedi' 1 Ottobre alle ore 14 in Aula di Consiglio del Dipartimento di Matematica alla Sapienza: *Title:* Absorbing-state phase transition in Activated Random Walk and Oil and Water. *Abstract:* We consider two interacting particle systems, Activated Random Walk and Oil and Water, which belong to the so-called class of Abelian networks. In these systems particles of two different types are present and the dynamics conserves the number of particles. This conservation law introduces hard-core constraints and long-range correlations which make the rigorous mathematical analysis particularly challenging. Activated Random Walk undergoes an absorbing-state phase transition, namely if the particle density is small enough, the activity dies out with time, while if the particle density is large enough, the activity is sustained. In recent years significant effort has been made to provide a rigorous proof of the occurrence of such a phase transition and a non-trivial characterisation of the critical particle density. Oil and Water shows a substantially different behaviour from Activated Random Walks and other Abelian networks: the activity dies out with time at *all *densities for *any *graph which is vertex-transitive. This talk reviews the main questions, results and conjectures about these models and presents joint works with E. Candellero and A. Stauffer. 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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seminario Samuel Cohen in Bicocca
by Emanuela Rosazza 24 Sep '19

24 Sep '19

Si avvisa che il giorno martedì 1 ottobre alle ore 16 presso l’Università di Milano- Bicocca (via degli Arcimboldi 8 - edificio U7, quarto piano- aula 4026) si terrà il seguente seminario: Speaker: Samuel Cohen (University of Oxford) Titolo: “Learning and filtering in an uncertain setting” Abstract: Optimal filtering is a classical method for inferring the distribution of a hidden process from data. As an input it requires a probability model, which needs to be separately estimated. In this talk, we will look at what happens when we include the uncertainty of this estimation into our filtering problem, using a nonlinear expectation approach. A key difficulty is that one obtains a pathwise optimal control problem, which requires some care in analysis. We will see how we can ensure this problem remains well posed, and demonstrate the gains in performance from using this approach. 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 e-mail: emanuela.rosazza1(a)unimib.it *******************************************************************************************

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Reminder: TOFFEe workshop @IMT, Lucca, 24-25 October
by Irene Crimaldi 23 Sep '19

23 Sep '19

Dear friends and colleagues, this is a reminder for the 1st TOFFEe workshop on* October 24th and 25th*, 2019 in Lucca, Italy. You can find all infos at https://toffee.imtlucca.it/workshops/toffee-workshop-1. We remind you that *the registration to the workshop is free!* Just fill the form at https://toffee.imtlucca.it/workshops/toffee-workshop-1. For organizational reasons, we kindly ask you to register before the* 9th of October*. The registration comprehends two coffee breaks and one lunch. We would be delighted if you could contribute to the workshop with a seminar presenting your latest results. The slot for the contributions last nearly 15 minutes, plus some time for questions. You can send us a *2 pages abstract* at the present email address. The deadline for sending the abstract is on the *25th of September*. We will return our decision on the *2nd of October*. Looking forward to meeting you in Lucca, we send you our best regards, Rocco De Nicola (project coordinator) Guido Caldarelli Irene Crimaldi Marinella Petrocchi Fabio Saracco

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Postdoc positions at LUISS
by Giovanni Alessandro Zanco 22 Sep '19

22 Sep '19

The Department of Economics and Finance at LUISS has some openings for postdocs https://economiaefinanza.luiss.it/en/research/research-grants-0 in particular I recall the following: Scientific Area Mathematics Mathematical models for the time-space evolution of economic variables Proff. Sara Biagini / Fausto Gozzi / Giovanni Alessandro Zanco A notice of competition by way of comparative evaluation is hereby issued for the awarding of 1 research grant at the Department of Economics and Finance of Luiss Guido Carli in the scientific area of Mathematics. Deadline: October 2, 2019 - 2 p.m. - Central European Summer Time (CET), UTC +2 Giovanni A. Zanco Department of Economics and Finance Luiss Guido Carli Viale Romania 32 00197 Roma gzanco(a)luiss.it

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Reminder: A``LATE-SUMMER'' DAY IN PROBABILITY AND STATISTICAL PHYSICS - 27 September 2019 (Picco e Pires da Silva Castro)
by Gianmarco Bet 22 Sep '19

22 Sep '19

Carissimi, Vi ricordiamo che la settimana prossima si terrà la ottava giornata di seminari: A ``LATE-SUMMER'' DAY IN PROBABILITY AND STATISTICAL PHYSICS University of Florence Friday 27 September 2019 Lecturers: Pierre Picco (Marseille) and Rui Pires da Silva Castro (Eindhoven) Location: Aula Tricerri Viale Morgagni 67, Firenze Informazioni su come arrivare alla pagina: https://www.dimai.unifi.it/vp-285-come-arrivare-how-to-get.html <https://www.dimai.unifi.it/vp-285-come-arrivare-how-to-get.html> Note pratiche: Stiamo prenotando un catering con cibi vegerariani e non, percio` abbiamo bisogno del numero di persone che vogliono mangiare insieme. A coloro che fossero interessati (per una migliore organizzazione) chiediamo di mandare un email a francescaromana.nardi(a)unifi.it <mailto:francescaromana.nardi@unifi.it>; gianmarco.bet(a)unifi.it <mailto:gianmarco.bet@unifi.it>; angela.caporicci(a)unifi.it <mailto:angela.caporicci@unifi.it> con l'intenzione di partecipare al seminario, al coffe break e al pranzo. PROGRAMMA Prof. Pierre Picco (CNRS Marseille) Title: One-dimentional Ising model with long range interactions. A review of results Abstract: In the first talk I will make a quick historical survey of the rigorous results on the one-dimensional Ising model with long-range interactions. A first part will be dedicated to uniqueness of the Gibbs states (Ruelle (1968); Dobrushin (1968); Bricmont, Lebowitz & Pfister (1986)) and the regularity of the free energy when the decay of the potential is fast enough (Dobrushin (1973) Cassandro & Olivieri (1981) and its extensions in particular Capocaccia, Campanino & Olivieri (1983). A second part will be dedicated to the existence of phase transition starting from the Kac-Thompson conjecture (1968) the Dyson results (1969), the Frohlich \& Spencer result (1982), the Imbrie result (1982) the Aizenmann, Chayes, Chayes & Newman result on the Thouless effect (1988), Imbrie & Newman result on the Berezinsky, Kosterlitz & Thouless transition (1988). A third part will be dedicated to present results in the phase transition regime that started with Frohlich & Spencer (1981), Cassandro, Ferrari, Merola & Presutti (2001) and its extensions in particular by Cassandro, Merola, Picco & Rosikov (2014) on the definition of an interface and its fluctuations, and on a Minlos & Sinai theorem on the phase separation problem by Cassandro, Merola & Picco (2017). In the second talk I will review heuristic arguments that were invoked to conjecture the existence of a phase transition at low temperature in particular the Landau argument. I will present toy models where the fluctuation of interfaces and localisation of the droplet in the Minlos & Sinai theory will be explained. I will give an algorithmic definition of one-dimensional contours of Cassandro, Ferrari, Merola & Presutti. Prof. Rui Pires da Silva Castro (Eindhoven University of Technology) Title: Testing for the presence of communities in inhomogeneous random graphs Abstract: Many complex systems can be viewed as a network/graph consisting of vertices (e.g., individuals) connected by edges (e.g., a friendship relation). Often one believes there is some sort of community structure, where some vertices are naturally grouped together (e.g., more densely connected between themselves than to the rest of the network). Much of the community detection literature is concentrated around methods that extract communities from a given network. Our goal in this work is different, and we attempt to understand how difficult is it to determine if a network has real communities. Furthermore, we are primarily interested in the case of small or very small communities, for which many existing results and methods are not applicable. We cast this problem as a binary hypothesis test, where the null model corresponds to a graph without community structure, and the alternative model almost the same, but it also includes a planted community - that is, a small subset of the vertices has higher connection probability than under the null. The main question is to determine the minimal size and “strength” of the planted community that will allow detection. The seminal work of Arias-Castro and Verzelen tackled this problem when the null model is a homogeneous random graph. In our work, however, we consider the case where the null model is inhomogeneous, as this is somewhat closer to realistic scenarios. In particular, we present a scan test and provide conditions under which it is able to detect the presence of a small community. These results are valid for a wide variety of parameter choices. Furthermore, we show that for some parameters choices the scan test is optimal, and no other test can perform better (e.g, detect smaller or weaker planted communities). Finally, we extend this scan test to adapt to many parameters of the model when the null is a rank-1 generalized random graph. In the first part of the talk I will describe the above formulation and ensuing results, with illustrative examples and briefly touching upon the analytical methodology. In addition, I will discuss the related problem of characterizing cliques in rank-1 random graphs, which provides some insights on the role of inhomogeneity. The second part of the talk will go deeper into more technical aspects and ensuing insights. This presentation is based on joint work with Kay Bogerd and Remco van der Hofstad (https://arxiv.org/abs/1805.01688 <https://arxiv.org/abs/1805.01688> and ongoing work). Program: 11.00-11.45 Introductory lecture: Picco 11.45-12.00 Break 12.00-12.45 Seminar: Picco 13.00-14.30 Lunch 14.30-15.15 Introductory lecture: Pires da Silva Castro 15.15-15.30 Break 15.30-16.30 Seminar: Pires da Silva Castro 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 ciascun oratore fara` una lezione introduttiva e divulgativa di 45 minuti pensata proprio per i non esperti, seguita da altri 45 minuti di tipo seminario (vedi programma). Maggiori informazioni e aggiornamenti sono reperibili alle pagine web http://web.math.unifi.it/users/fnardi/seminari/ <http://web.math.unifi.it/users/fnardi/seminari/> o http://silicio.math.unifi.it/wordpress/probability/days-in-probability-and-… <http://silicio.math.unifi.it/wordpress/probability/days-in-probability-and-…> Vi aspettiamo numerosi Gianmarco Bet e Francesca R. Nardi Dipartimento di Matematica e Informatica Università degli Studi di Firenze Viale Morgagni 67, Firenze, Italy

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[Simai-soci] Fwd: Urgent: Open Letter to reinstate Research and Education as EC areas of focus
by c.costantini＠unich.it 20 Sep '19

20 Sep '19

Inolto questo messaggio della SIMAI. Un saluto, Cristina Costantini Cari Soci, ho ricevuto dalla presidente dell'ICIAM questo messaggio riguardante l'attuale composizione della Commissione Europea, dove non e` piu` presente un Commissario con un mandato specifico alla Ricerca, e alla Formazione, ma solo un generico "Commissioner for innovation and youth". Alcuni colleghi hanno preparato una lettera aperta per la Presidente della Commissione per sollecitare una migliore precisazione delle deleghe in "Education, Research, Innovation and Youth", per ribadire il ruolo fondamentale e specifico della formazione e ricerca. Se condividete la posizione firmate la petizione all'indirizzo indicato nel messaggio allegato (e fate circolare la lettera tra i colleghi). Un saluto, Luca ---------- Forwarded message --------- From: Maria J. ESTEBAN <esteban(a)ceremade.dauphine.fr> Date: Thu, Sep 19, 2019 at 2:05 PM Subject: Fwd: Urgent: Open Letter to reinstate Research and Education as EC areas of focus To: Wil Schilders <w.h.a.schilders(a)tue.nl>, Ari Laptev < laptev(a)mittag-leffler.se>, Helge Holden <secretary(a)mathunion.org>, Volker Mehrmann <Mehrmann(a)math.tu-berlin.de>, Alfio Quarteroni < alfio.quarteroni(a)epfl.ch>, luca formaggia <luca.formaggia(a)polimi.it>, Ball, John M <john.ball(a)hw.ac.uk> Dear friends, urgent action is required in the direction of Bruxelles, not only because there is no longer a commissioner for research (see below), but also because there is the looming threat of a substantial cut of the Horizon Europe Budget. If you resonate with what is written below could you please sign on the web site www.futureofresearch.eu and invite fellow scientists to do the same, i.e. widely distribute the email to all scientists? It is important to have also very visible people who sign, recipient of prizes or directors of big institutes, if you get them to sign, please signal to us so that it can be mentioned on the main webpage. It is urgent as the hearing is on 30.09.2019. At least 10000 signatures are needed in the next few days in order to be able to address the parliament.. thanks so much and all the best Maria ********************* Dear Colleague, We are writing you for the following reason: the candidates for the new EU commissioners were presented last week. In the new commission the areas of education and research are not explicitly represented anymore and instead are subsumed under the "innovation and youth" title. This emphasizes economic exploitability (i.e. "innovation") over its foundation, which is education and research, and it reduces “education” to “youth” while being essential to all ages. We, as members of the scientific community of Europe, wish to address this situation early on and emphasize both to the general public, as well as to relevant politicians on the national and European Union level, that without dedication to education and research there will neither exist a sound basis for innovation in Europe, nor can we fulfill the promise of a high standard of living for the citizens of Europe in a fierce global competition. President von der Leyen, in her mission letter to commissioner Gabriel (Web link to Mandate Letter: https://ec.europa.eu/commission/sites/beta-political/files/mission-letter-ma riya-gabriel-2019_en.pdf <https://ec.europa.eu/commission/sites/beta-political/files/mission-letter-m…>), has emphasized that “education, research and innovation will be key to our competitiveness”. We have prepared an open letter at www.futureofresearch.eu to demand that the EU commission revises the title for commissioner Gabriel to “Education, Research, Innovation and Youth” reflecting Europe’s dedication to all of these crucial areas. We also call upon the European Parliament to request this change in name before confirming the nominees for commissioner. Please support this letter by going to www.futureofresearch.eu and signing up as supporter on line. With best regards, Prof. Dr. Siegfried Bethke (MPI for Physics) Prof. Dr. Nora Brambilla (TU-München) Prof. Dr. Aldo Deandrea (U-Lyon 1) Prof. Dr. Carlo Guaraldo (INFN Frascati) Prof. Dr. Luciano Maiani (U-Roma La Sapienza) Prof. Dr. Antonio Pich (U-València) Prof. Dr. Alexander Rothkopf (U-Stavanger) Prof. Dr. Johanna Stachel (U-Heidelberg) -- ============================================ Multidisciplinary topmaster program in Nanoscience: http://www.rug.nl/research/zernike/education/topmasternanoscience/ ============================================ Prof. Dr. Petra Rudolf Head of the Surfaces and Thin Films group Zernike Institute for Advanced Materials University of Groningen visiting address: Nijenborgh 4, 9747 AG Groningen, The Netherlands postal address: P.O. Box 221, 9700 AE Groningen, The Netherlands phone: +(31)50-363 4736 e-mail: P.Rudolf(a)rug.nl web page: http://www.rug.nl/research/zernike/surfaces-and-thin-films/ secretary: Hilda Riemens phone: +(31)50-363 4973 fax: +(31)50-363 7208 e-mail: H.T.Riemens(a)rug.nl _______________________________________________ Simai-soci mailing list Simai-soci(a)lists.math.unifi.it https://lists.math.unifi.it/mailman/listinfo/simai-soci To unsubscribe, send an email to simai-soci-unsubscribe(a)lists.math.unifi.it and follow the instructions

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ERC funded postdoctoral position at Università di Torino
by Stefano Favaro 18 Sep '19

18 Sep '19

The Department of “Scienze Economico-Sociali e Matematico Statistiche" at Università di Torino, invites applications for a postdoctoral position in Statistics within the European Research Council (ERC) project “Nonparametric Bayes and empirical Bayes for species sampling problems: classical questions, new directions are related issues”. Details of the postdoctoral position are available at the bottom of this letter. Deadline for applications: 8 OCTOBER 2019 at 1pm (Italian time). Information for applicants are available (only in Italian) at the Call for Applications https://pica.cineca.it/unito/assegni-di-ricerca-unito-2019-iv/file/BANDO.pdf <https://pica.cineca.it/unito/assegni-di-ricerca-unito-2019-iv/file/BANDO.pdf>. Within the Call for Applications, the postdoctoral position appears at page 23 under the section “Dipartimento di Scienze Economico-Sociali e Matematico-Statistiche”: Postdoctoral position: “Statistica Bayesiana nonparametrica e Bayesiana nonparametrica empirica per problemi di stima di funzionali discreti” Reference code: ESOMAS.2019.07 Supervisor: Stefano Favaro Applications are made only online - https://pica.cineca.it/unito/ <https://pica.cineca.it/unito/> - by selecting “Your Applications” in the box “Bando Assegni di ricerca - Tornata IV 2019”, and then registering to the system. The application procedure is available in Italian/English, and it requires a CV, two reference letters and a research statement. Prospective candidates may contact directly Stefano Favaro - stefano.favaro(a)unito.it <mailto:stefano.favaro@unito.it> - for information on the postdoctoral position and any assistance in the application procedure. Best wishes Stefano Favaro **** Prospective candidates are expected to have experience on nonparametric statistics, within the classical (frequentist) and/or Bayesian paradigm, and they should preferably be holding a Ph.D. or being close to receiving one. The research shall be carried out in English. The duration of the contract is 24 months. Expected starting date in January 2020, but a different date may be arranged. The salary amounts to 46,000 Euros per year, including taxes and social charges, and considerable financial support to attend conferences and workshops will be granted. There are no teaching duties associated to the position. Abstract. Object of research are species sampling problems, whose importance has grown considerably in recent years driven by numerous applications in the broad area of biosciences, and also in machine learning, theoretical computer science and information theory. Within the broad field of species sampling problems, the research will be focussed on two research themes: i) the study of nonparametric Bayes and nonparametric empirical Bayes methodologies for classical species sampling problems, generalized species sampling problems emerging in biological and physical sciences, and question thereof in the context of optimal design of species inventories; ii) the use of recent mathematical tools from the theory of differential privacy to study the fundamental tradeoff between privacy protection of information, which requires to release partial data, and Bayesian learning in species sampling problems, which requires accurate data to make inference. **** Stefano Favaro University of Torino and Collegio Carlo Alberto http://sites.carloalberto.org/favaro/

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3-year posdoc in Edinburgh
by Tiziano De Angelis 17 Sep '19

17 Sep '19

Dear All, Please find below the advert for a 3-year postdoc at the University of Edinburgh. Best wishes Tiziano %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% Announcement: 3-year PostDoc at the University of Edinburgh in Stochastic Analysis for Energy Systems in collaboration with ENSAE ParisTech and FiMe-Lab-Paris A 3-year PostDoctoral position in Edinburgh (Scotland/UK) for a joint collaborative project with Prof P. Tankov (ENSAE ParisTech) and Dr. C. Alasseur (head of Finance of Energy Market Research Centre (EDF-FiMe-Lab)). If you are interested contact us as soon as possible. The overall objective of this 3-year project is to develop novel game-theoretical models and strategies to optimize short term trading and storage in electricity markets, understand the impacts of the large-scale low-cost storage on prices and market structure and help translate the research outcomes to practical industrial solutions. Core scientific requirements: The models that the research team will develop will broadly use existing work optimal control, games, mean-field games, stochastic analysis, mathematical finance. The fellow should have prior knowledge (ideally including having made significant advances) in at least one of the above fields. Core eligibility requirements (all are strict without exception): (a) At the date 31/Oct/2019 the candidate must *not* have resided or carried out their main work activity (including studying) in the UK for more than 12 months in the past 3 years (not counting holidays or short stays). (b) Applicants must, at the date of the application deadline (31 Oct 2019), be in possession of a doctoral degree or have at least four years full-time equivalent research experience. (c) A (5 page) research proposal must be submitted -- If you are interested please contact us as soon as possible (G.dosReis(a)ed.ac.uk) Start date: The start date is negotiable up to the 1/June/2020. Start dates after this timepoint are possible but will reflect a shorter contract duration. Benefits of the position: - salary scale (£33,199 - £39,609/year) - you will receive payments into a pension scheme and other benefits of employment. - Each year, you will be able to use funds up to £2500 to support attendance at conferences and meetings and £6000 to support other research costs. - support available for relocation costs Contact person: Goncalo dos Reis Email: G.dosReis(a)ed.ac.uk Webpage: https://www.maths.ed.ac.uk/~gdosrei %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%

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Minicourse on Clearing in financial systems by prof Kabanov, LUISS
by Sara 17 Sep '19

17 Sep '19

Professor Yuri Kabanov, University of Besancon, will give three lectures on Clearing in financial systems on the next three Thursdays: September 19, 26 and October 3. The seminars will take place at 17:30 in Room 106a, LUISS viale Romania 32, Roma, and last approximately 2 hours. The program is attached below. Best, Sara Biagini -- Sara Biagini, Professor of Mathematical Finance Department of Economics and Finance LUISS Guido Carli Address: viale Romania, 32 - 00197 Roma Web: http://sites.google.com/site/sarabiagini/

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Posto RTDB mat/06 alla Sapienza
by Faggionato, Alessandra 16 Sep '19

16 Sep '19

Buongiorno, segnalo che e` uscito il bando per un posto da Ricercatore di Tipo B Mat/06 presso il Dipartimento di Matematica all'Universita' La Sapienza: https://web.uniroma1.it/trasparenza/dettaglio_bando/145453 Vi pregherei di diffondere la notizia tra i possibili interessati. Grazie Saluti, Alessandra -- ************************************************* Prof. Alessandra Faggionato http://www1.mat.uniroma1.it/~faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 5, Phone (0039) 06 49913252 *************************************************

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Job offer - PhD / PostDoc in Probability in Hildesheim (Germany)
by Sebastian Mentemeier 16 Sep '19

16 Sep '19

Dear colleagues, there is a new group in Probability at the University of Hildesheim (Germany) looking for PhD students and/or Post-Docs with research interests preferably in the field of branching processes, time series analysis or spatial stochastics. Up to two positions (100 %, TV-L 13) can be filled. The position is with teaching obligations. Applicants should be able to teach math in German after their first year. Applicants who finish their Master thesis during this winter term are also welcome. Please contact me for further information. The detailed job offer can be found here (deadline will be extended until October, 7th): https://www.uni-hildesheim.de/stellenmarkt/stellenanzeige/artikel/2019166-w… With best regards, Sebastian Mentemeier -- Prof. Dr. Sebastian Mentemeier Institut für Mathematik Fachbereich 10, Mathematik und Naturwissenschaften Universitaet Kassel Heinrich-Plett-Str. 40, D-34132 Kassel Tel: +49 561 804-4587 E-mail: mentemeier(a)mathematik.uni-kassel.de

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Corso STATISTICAL LEARNING AND BIG DATA
by Andrea Ongaro 16 Sep '19

16 Sep '19

University of Milano-Bicocca Department of Economics, Management and Statistics Phd Programme in Economics and Statistics ***************************************************************************** Si comunica che il Prof. Saharon Rosset, della Tel Aviv University, terrà, nell'ambito delle attività del Dottorato di Ricerca in Economia e Statistica dell'Università degli Studi di Milano-Bicocca, un corso dal titolo: STATISTICAL LEARNING AND BIG DATA http://www.tau.ac.il/~saharon/StatLearn-Milan.html DOCENTE: Saharon Rosset è Professore di Statistica all'Università di Tel Aviv. I suoi interessi di ricerca riguardano statistical learning, data mining e statistical genetics. Prima del suo incarico a Tel Aviv, ha conseguito il dottorato di ricerca presso la Stanford University nel 2003 sotto la supervisione dei Professori Jerome Friedman e Trevor Hastie. I suoi lavori sono stati pubblicati nelle più prestigiose riviste di statistica e machine learning e ha vinto la KDD cup, una delle più prestigiose competizioni di data mining, 4 volte. https://m.tau.ac.il/~saharon/ PERIODO: 7-18 Ottobre 2019 Il corso ha la durata di 28 ore. Le lezioni avranno inizio lunedì 7 ottobre 2019 e proseguiranno fino a venerdì 18, con il seguente orario: - lunedì-venerdì ore 14:30-17:00 - venerdì ore 17:00-18:30 ISCRIZIONE AL CORSO: dal 16 al 23 Settembre 2019 (vedi allegato) *Per maggiori dettagli (docente, programma, prerequisiti, iscrizione), si veda la locandina in allegato. * Un cordiale saluto, Andrea Ongaro

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Seminar Dunson @BIDSA, Bocconi
by Giacomo Zanella 16 Sep '19

16 Sep '19

We kindly invite you to the following BIDSA seminar: “Learning and exploiting low-dimensional structure in high-dimensional data” David Dunson (Duke University) September 19, 2019 | 12:30 | Room AS03 Bocconi University, Via Roentgen 1, underground floor Abstract: This talk will focus on the problem of learning low-dimensional geometric structure in high-dimensional data. We allow the lower-dimensional subspace to be non-linear. There are a variety of algorithms available for "manifold learning" and non-linear dimensionality reduction, mostly relying on locally linear approximations and not providing a likelihood-based approach for inferences. We propose a new class of simple geometric dictionaries for characterizing the subspace, along with a simple optimization algorithm and a model-based approach to inference. We provide strong theory support, in term of tight bounds on covering numbers, showing advantages of our approach relative to local linear dictionaries. These advantages are shown to carry over to practical performance in a variety of settings including manifold learning, manifold de-noising, data visualization (providing a competitor to the popular tSNE), classification (providing a competitor to deep neural networks that requires fewer training examples), and geodesic distance estimation. We additionally provide a Bayesian nonparametric methodology for inference, using a new class of kernels, which is shown to outperform current methods, such as mixtures of multivariate Gaussians. Speaker: David Dunson is Arts and Sciences Distinguished Professor of Statistical Science and Mathematics at Duke University. He is known for his broad spanning contributions to statistical methodology, with a particular focus on novel modeling frameworks and Bayesian approaches that are motivated by complex and high-dimensional data collected in the sciences. This includes latent factor, dimensionality reduction, nonparametric and machine learning methodology. Primary areas of application include neurosciences and brain network modeling, environmental health, ecology, and human fertility among others. He is a fellow of the ASA, IMS and ISBA and has won numerous awards, including most notably the 2010 COPSS President’s Award. His work is very widely cited and he has an H-index over 70 on Google Scholar. Best regards, Giacomo Zanella

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VERA workshop: MACHINE LEARNING FOR FINANCE in Venice
by Marco Corazza 16 Sep '19

16 Sep '19

kind All, on *October 3*, *2019* the following *VERA workshop* will be held: *MACHINE LEARNING FOR FINANCE*. the workshop will be in *Meeting Room 1* of the *Department of Economics* of the *Ca' Foscari University of Venice* (San Giobbe, Cannaregio 873 - 30121 Venezia, Italy). a tentative program is on *https://www.unive.it/data/agenda/3/32112 <https://www.unive.it/data/agenda/3/32112>*. the attendance is free, but for organizational and space reasons, it is necessary to communicate the participation to: *corazza(a)unive.it <corazza(a)unive.it>*. best regards, Marco Corazza -- Nota automatica aggiunta dal sistema di posta.

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Due assegni di ricerca biennali nell'area 01
by Elvira Di Nardo 14 Sep '19

14 Sep '19

Con preghiera di diffusione a tutti gli interessati. *Bando per il conferimento di Assegni di ricerca - XXII Tornata.* Si segnala l'uscita di un bando per due assegni di ricerca biennali nell'area 01. La ricerca si propone lo studio di nuove problematiche attuali della Matematica (applicata e pura), con particolare riferimento a quelle elencate nel progetto scientifico del Dipartimento di Matematica dell'Università di Torino: http://www.dipmatematica.unito.it/do/home.pl/View?doc=dip_prog_scien.html I settori scientifico-disciplinari interessati sono tutti quelli dell'Area 01. Le tematiche di ricerca attive per il SSD MAT/06 sono reperibili http://www.dipmatematica.unito.it/do/gruppi.pl/Show?_id=2oge Le domande di ammissione alla selezione di cui al bando (n. di rep. 3465 del 10/09/2019 ) pubblicato sul sito dell’Università di Torino all’Albo ufficiale di Ateneo https://webapps.unito.it/albo_ateneo/ devono essere presentate ESCLUSIVAMENTE utilizzando la procedura on line: https://pica.cineca.it/unito/ La presentazione delle domande di partecipazione dovrà essere perfezionata e conclusa improrogabilmente entro le ore *13.00 (ora di Roma) del 1° Ottobre 2019.* Cordiali saluti -- %------------------------------------------------------- Elvira Di Nardo Dept. Mathematics "G. Peano" University of Torino Via Carlo Alberto 10 10123 Torino, Italia tel. +39 0116702862 fax +39 0116702878 http://www.elviradinardo.it %-------------------------------------------------------

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Concorso RTD.B - UPO (scadenza 22/09/2019)
by enea giuseppe bongiorno 12 Sep '19

12 Sep '19

*Concorso RTDB 13/D1 - SECS-S/01 (Statistica)* *Scadenza: 22 settembre 2019* *Università del Piemonte Orientale* Cari colleghi, con la presente si ricorda che è in scadenza il bando per un posto di ricercatore a tempo determinato, lettera B, per il settore concorsuale 13/D1 (Statistica), settore scientifico disciplinare SECS-S/01 (Statistica) presso il Dipartimento di Studi per l'Economia e l'Impresa (DiSEI) dell'Università del Piemonte Orientale. Il bando è disponibile alla pagina: https://www.uniupo.it/alta-formazione-aziende-lavoro/concorsi/concorsi-il-p… Si prega di diffondere la comunicazione tra i potenziali interessati. Cordiali saluti, -- ------ 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 Barbara Martinucci
by Enrica Pirozzi 09 Sep '19

09 Sep '19

AVVISO di SEMINARIO Alcuni risultati sul processo del telegrafo in presenza di barriere elastiche Dr. Barbara Martinucci Dipartimento di Matematica, Università degli Studi di Salerno (Abstract in allegato) Il seminario si terrà il giorno 10 Settembre 2019 ore 12:00 nell?Aula D al 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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Seminar Guindani @Bocconi
by Giacomo Zanella 06 Sep '19

06 Sep '19

We are glad to announce the first DEC Statistics Seminar of the Fall 2019 series: Thursday, September 12 12:30 Meeting room 3-e4-sr03, Bocconi University, Via Roentgen 1, 3rd floor Michele Guindani (University of California, Irvine) Title: Bayesian Approaches to Dynamic Model Selection Abstract: In many applications, investigators monitor processes that vary in space and time, with the goal of identifying temporally persistent and spatially localized departures from a baseline or ``normal" behavior. In this talk, I will first discuss a principled Bayesian approach for estimating time-varying functional connectivity networks from brain fMRI data. Dynamic functional connectivity, i.e., the study of how interactions among brain regions change dynamically over the course of an fMRI experiment, has recently received wide interest in the neuroimaging literature. Our method utilizes a hidden Markov model for classification of latent neurological states, achieving an estimation of the connectivity networks in an integrated framework that borrows strength over the entire time course of the experiment. Furthermore, we assume that the graph structures, which define the connectivity states at each time point, are related within a super-graph, to encourage the selection of the same edges among related graphs. Then, I will propose a Bayesian nonparametric model selection approach with an application to the monitoring of pneumonia and influenza (P&I) mortality, to detect influenza outbreaks in the continental United States. More specifically, we introduce a zero-inflated conditionally identically distributed species sampling prior which allows borrowing information across time and to assign data to clusters associated to either a null or an alternate process. Spatial dependences are accounted for by means of a Markov random field prior, which allows informing the selection based on inferences conducted at nearby locations. We show how the proposed modeling framework performs in an application to the P&I mortality data and in a simulation study and compare with common threshold methods for detecting outbreaks over time, with more recent Markov switching based models, and with other Bayesian nonparametric priors that do not take into account spatio-temporal dependence. Kind regards, Giacomo Zanella The DEC statistics seminars schedule is available at http://www.unibocconi.eu/statseminar Please note: if you are a guest and you do not have a Bocconi ID Card to access to the Bocconi Buildings, please communicate your participation by sending an email to arianna.colombo(a)unibocconi.it *************************************************** Giacomo Zanella Assistant Professor - Statistics DEC - Department of Decision Sciences Bocconi University

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Fwd: TOFFEe workshop @IMT, Lucca, 24-25 October
by Irene Crimaldi 05 Sep '19

05 Sep '19

Dear all, we kindly ask you to advertise the 1st TOFFEe workshop and contribute with your latest results on methodologies for fighting disinformation. TOFFEe - https://toffee.imtlucca.it/ - is an interdisciplinary research project funded by IMT School For Advanced Studies Lucca. The project ambition is to overcome some of the limitations of existing social platforms, which often dedicate little attention to trustworthy interactions among peers and to reliability of information. The aim of the project is to increase people's confidence on the data they get and who they follow, while minimising the risk of exposure to fake information and malicious actions. As part of the dissemination activities of the project, on * October 24th and 25th*, 2019, we organise an International Workshop where different approaches for fighting fakes will be exposed. You can find all infos at https://toffee.imtlucca.it/. We would be delighted if you could join us. The registration to the workshop is free, just fill the form at https://toffee.imtlucca.it/. We kindly ask you to register before the * 9th of October*. The registration comprehends two coffee breaks and one lunch. Analogously, we would be delighted if you could contribute to the workshop with your latest results. The slot for the contributions last nearly 15 minutes, plus some time for questions. You can send us a 2 pages abstract at the present email address. The deadline for sending the abstract is on the *25th of September*. We will return our decision on the *2nd of October*. Looking forward to meeting you in Lucca in October, we send you our best regards, Rocco De Nicola (project coordinator) Guido Caldarelli Irene Crimaldi Marinella Petrocchi Fabio Saracco

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Autumn School in Financial Mathematics in Verona
by Alessandro Gnoatto 04 Sep '19

04 Sep '19

It is a pleasure to announce the Autumn School in Financial Mathematics 2019 October 7-8, 2019 University of Verona Department of Economics A two-day autumn school in financial mathematics will be held in Verona on October 7-8 2019 The school is open to both professionals, students and academics and provides two intense courses: - A Pricing Framework for Valuation Adjustments - Algorithmic Differentiation for Monte-Carlo Simulations and Applications in Mathematical Finance (MVA, Portfolio Risk, Hedging). Interest Rate Models and the Hedging of Interest Rate Derivatives The lectures will be given by - Christian Fries (LMU München and DZ Bank) - Andrea Pallavicini (Banca IMI and Imperial College London) For further information and registration, please visit http://dse.univr.it/asfm/ (Apologies for cross posting) Best Regards, -- 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<http://www.alessandrognoatto.com> E-mail: alessandro.gnoatto(a)univr.it<mailto:alessandro.gnoatto@univr.it> -------------------------------------------------- View my research on my SSRN Author page: http://ssrn.com/author=1615989 --------------------------------------------------

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Fwd: Postdoc position in Cambridge
by Antonio DI CRESCENZO 04 Sep '19

04 Sep '19

---------- Messaggio inoltrato --------- Da: Sebastian Andres <sa836(a)cam.ac.uk> Data: mer 4 set 2019 alle 10:21 Dear all, We invite applications for a postdoc position in probability and statistical mechanics at the University of Cambridge, starting in Spring 2020. For further details please see http://www.jobs.cam.ac.uk/job/22585/ We would be grateful if you would forward the link to potential candidates. Many thanks in advance and best wishes, Sebastian Andres -- ============================================= 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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Fwd: Ph.D. position in “Big data techniques for maintenance decision making under uncertainty” at TU/e
by Antonio DI CRESCENZO 03 Sep '19

03 Sep '19

---------- Messaggio inoltrato --------- Da: Kapodistria, S. <S.Kapodistria(a)tue.nl> Data: mar 3 set 2019 alle 13:36 Oggetto: Ph.D. position in “Big data techniques for maintenance decision making under uncertainty” at TU/e A: CC: Kapodistria, S. <S.Kapodistria(a)tue.nl> Dear colleagues, can you please distribute to your network the following PhD position advertisement? Thank you very much in advance. Best regards, Stella ———————————————————————————— Stella Kapodistria Department of Mathematics and Computer Science, Eindhoven University of Technology Postal address: P.O. Box 513, 5600 MB, Eindhoven, The Netherlands A PhD position in “Big data techniques for maintenance decision making under uncertainty” is available at Eindhoven University of Technology. For more information, see below. In the framework of the national NWA-ORC project “PrimaVera: Predictive maintenance for Very effective asset management <https://www.tue.nl/en/news/news-overview/primavera-predictive-maintenance-f…>”, there is a PhD position available in the Stochastics Section within the Department of Mathematics and Computer Science in Eindhoven University of Technology, in The Netherlands. The PrimaVera consortium, led by Twente University, consists of several Dutch higher education institutes and companies. Just-in-time maintenance requires a very accurate, enhanced physically based data-driven assessment of the system’s health and its future evolution guaranteeing the reliability, availability and affordability of the system through accurate monitoring, prognostics and diagnostics. This is organized around the following key game changers: • *Development of a big data health index*. Intelligent systems are equipped with sensors collecting data real-time. Analyzing the collected data can guarantee the reliability, availability and affordability of the system through accurate monitoring, prognostics and diagnostics. However, when dealing with especially large and complex systems, a key challenge for engineers is how to assess the present condition. By measuring the dynamics of the asset/network, modelling the dynamic behavior and by combining the real-time information, we aim to assess the present condition in the form of a health index and predict the remaining useful life (based on an assumed usage profile) using big data analytic techniques stemming from machine learning and artificial intelligence. • *Causal discovery of failures and root cause analysis.* A key step in failure prevention is to understand why systems fail. Data-driven techniques are good at finding correlations between failure modes, but finding causal relations is challenging. Combinations with physical models and domain knowledge will create crucial actionable insight and condition assessment. These associations will be incorporated in a dynamic estimation and inference paradigm framework for extracting causal graph dynamics, which can be efficiently queried to find the root causes of specific failures. • *Model-enhanced big data techniques for decision making under uncertainty*. To cope with the complex reality, we need hybrid approaches leveraging the advantages of statistical methods (guaranteed performance and uncertainty bounds), data mining approaches (superior in situations where rules are not yet known), and physics of failure models (causality). We propose to combine big data analytic techniques stemming from machine learning and artificial intelligence with the more classical decision-making approaches (stochastic dynamic programming, Markov decision models). This combination goes in two directions: (i) on the one hand, we propose to use big data analytics to automatically learn the health index model and other relevant failure models with the objective of optimally fitting the decision objective instead of the classical data fitting objective. (ii) On the other hand, we propose to use decision-making approaches to improve the data analytic techniques, e.g., by incorporating an exploration vs exploitation approach in the maintenance decision making to cope with the uncertainty in the information. *Job description* The project is methodologically oriented. It is on the interface of statistical operations research and machine learning, and it is strongly inspired by industrial challenges. The PhD project will be conducted in an international team and in close collaboration with academic and industrial partners of PrimaVera. The main goal of the PhD project is to develop mathematical tools/models/algorithms for (some of) the above-mentioned key game changers, and thus get a deeper insight. The research will be concluded with a PhD thesis. A small teaching load is part of the job. *Job requirements *Preference will be given to candidates in any branch of applied mathematics and to candidates from a different background (e.g. engineering) but with strong mathematical foundation. Research experience will be highly valued. Strong knowledge of applied probability, statistics and operations research is highly desirable. The successful applicant will hold a Master’s degree in Mathematics, Applied Mathematics, Computer Science, Engineering Sciences or related fields. All applications should include a cover letter, curriculum vitae, and transcripts. Proficiency in English is also required. *Team* The PhD project will be carried out at the stochastics section within the department of Mathematics and Computer Science (M&CS), TU/e. M&CS has a vibrant international environment, with almost 50% of the scientific staff being non-Dutch nationals and more than 100 PhD candidates. It has extensive experience in helping new (foreign) employees settle in. The research team consists of the candidate, Dr. Alessandro Di Bucchianico ( a.d.bucchianico(a)tue.nl) and Dr. Stella Kapodistria (s.kapodistria(a)tue.nl) Collaboration with the academic and industrial members of the PrimaVera consortium is highly supported. In particular, within TU/e, there will be a close cooperation with the Smart Manufacturing and Maintenance research program of the Data Science Center Eindhoven, the Eindhoven AI Systems Institute (EAISI) and with PrimaVera researchers from the Department of Industrial Engineering and Innovation Sciences. *Terms of employment* - PhD candidates are appointed as temporary university employees for a four-year period (after nine months you will have an evaluation as to whether the research is expected to result in a PhD degree after four years). - The terms of employment are governed by the Collective Labour Agreement of Universities in The Netherlands, with a monthly salary starting at 2325 Euro in the first year, and increasing to 2972 Euro in the fourth year, and an additional 8% holiday allowance and 8% end-of-year bonus. An extensive fringe benefits package is included. Further details can be found *here* <http://www.tue.nl/en/working-at-tue/why-tue/compensation-and-benefits/>. Additional budget allows for extensive research visits abroad and conference attendance. - For information regarding the university, please visit the website of *TU/e* <http://www.tue.nl/>. *Here* <https://www.tue.nl/en/our-university/student-sports-centre-eindhoven/> you can find information about the sports facilities on campus. Information about Eindhoven can be found *here* <https://brainporteindhoven.com/>. The HR International Backoffice provides support with immigration procedures. - Information about terms of employment can be obtained from the HR services office, (pzwin[at]tue.nl). *Application procedure *In order to apply, please submit a · Cover letter (2 page max), which includes a motivation of your interest in the vacancy and an explanation of why you would fit well for the project. · Detailed curriculum vitae. · List of courses you have taken in Master’s and Bachelor’s programs (including grades). · Results of a recent English language test, or other evidence of your English language capabilities (TOEFL, IELTS, etc.). · Name and contact information of references. Upon selection, letters of recommendation, evaluating the candidate's research experience, will be required from two or more references. Please include the contact information of at least two references in your submitted material. *Information* For further information, please contact or consult, · about the research position: Dr. Alessandro Di Bucchianico, e-mail: a.d.bucchianico[at]tue.nl, phone: +31 40 247 2902 or Dr. S. Kapodistria, e-mail: s.kapodistria[at]tue.nl, phone: +31 40 247 5825 · about the employment conditions: HR advisor, e-mail: pzwin[at]tue.nl, phone +31 40 247 2321 · about the project: *click here* <https://www.tue.nl/en/news/news-overview/primavera-predictive-maintenance-f…> · about the department: *click here* <http://www.tue.nl/en/university/departments/mathematics-and-computer-scienc…> · about the stochastics section: *click here* <https://www.tue.nl/en/university/departments/mathematics-and-computer-scien…> *Application deadline* The deadline for applications is *October 19, 2019*. However, if you are interested, we invite you to apply at *click here <https://jobs.tue.nl/en/vacancy/phd-position-interface-of-statistical-operat…>* as soon as possible. Selection will begin immediately and continue until the position has been filled. -- ============================================= 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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postdocs
by Marco Scarsini 03 Sep '19

03 Sep '19

The Department of Economics and Finance at LUISS has some openings for postdocs https://economiaefinanza.luiss.it/en/research/research-grants-0 two of them on the following research projects: Stochastic methods in algorithmic game theory, Games on networks and Markov chains. ******************************************************* Marco Scarsini Dipartimento di Economia e Finanza Luiss Viale Romania 32 00197 Roma, ITALY URL: http://docenti.luiss.it/scarsini/

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A``LATE-SUMMER'' DAY IN PROBABILITY AND STATISTICAL PHYSICS: 27 September 2019 (Picco e Pires da Silva Castro)
by Francesca Romana Nardi 29 Aug '19

29 Aug '19

Carissimi, Siamo felici di annunciarvi la ottava giornata di seminari: A ``LATE-SUMMER'' DAY IN PROBABILITY AND STATISTICAL PHYSICS University of Florence Friday 27 September 2019 Lecturers: Pierre Picco (Marseille) and Rui Pires da Silva Castro (Eindhoven) Location: Aula Tricerri Viale Morgagni 67, Firenze Informazioni su come arrivare alla pagina: https://www.dimai.unifi.it/vp-285-come-arrivare-how-to-get.html Note pratiche: Stiamo prenotando un catering con cibi vegerariani e non, percio` abbiamo 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 <mailto:francescaromana.nardi@unifi.it> ; gianmarco.bet(a)unifi.it <mailto:gianmarco.bet@unifi.it> ; angela.caporicci(a)unifi.it <mailto:angela.caporicci@unifi.it> , con l'intenzione di partecipare al seminario, al coffe break e al pranzo. PROGRAMMA Prof. Pierre Picco (CNRS Marseille) Title: One-dimentional Ising model with long range interactions. A review of results Abstract: Introductory lecture In the first talk I will make an quick historical survey of the rigorous results on the one-dimensional Ising model with long-range interactions. A first part will be dedicated to uniqueness of the Gibbs states (Ruelle (1968); Dobrushin (1968); Bricmont, Lebowitz & Pfister (1986)) and the regularity of the free energy when the decay of the potential is fast enough (Dobrushin (1973) Cassandro & Olivieri (1981) and its extensions in particular Capocaccia, Campanino & Olivieri (1983). A second part will be dedicated to the existence of phase transition starting from the Kac-Thompson conjecture (1968) the Dyson results (1969), the Frohlich \& Spencer result (1982), the Imbrie result (1982) the Aizenmann, Chayes, Chayes & Newman result on the Thouless effect (1988), Imbrie & Newman result on the Berezinsky, Kosterlitz & Thouless transition (1988). A third part will be dedicated to present results in the phase transition regime that started with Frohlich & Spencer (1981), Cassandro, Ferrari, Merola & Presutti (2001) and its extensions in particular by Cassandro, Merola, Picco & Rosikov (2014) on the definition of an interface and its fluctuations, and on a Minlos & Sinai theorem on the phase separation problem by Cassandro, Merola & Picco (2017). Seminar In the second talk I will review heuristic arguments that were invoked to conjecture the existence of a phase transition at low temperature in particular the Landau argument. I will present toy models where the fluctuation of interfaces and localisation of the droplet in the Minlos & Sinai theory will be explained. I will give an algorithmic definition of one-dimensional contours of Cassandro, Ferrari, Merola & Presutti. Prof. Rui Pires da Silva Castro (Eindhoven University of Technology) Title: Testing for the presence of communities in inhomogeneous random graphs Abstract: Many complex systems can be viewed as a network/graph consisting of vertices (e.g., individuals) connected by edges (e.g., a friendship relation). Often one believes there is some sort of community structure, where some vertices are naturally grouped together (e.g., more densely connected between themselves than to the rest of the network). Much of the community detection literature is concentrated around methods that extract communities from a given network. Our goal in this work is different, and we attempt to understand how difficult is it to determine if a network has real communities. Furthermore, we are primarily interested in the case of small or very small communities, for which many existing results and methods are not applicable. We cast this problem as a binary hypothesis test, where the null model corresponds to a graph without community structure, and the alternative model almost the same, but it also includes a planted community - that is, a small subset of the vertices has higher connection probability than under the null. The main question is to determine the minimal size and “strength” of the planted community that will allow detection. The seminal work of Arias-Castro and Verzelen tackled this problem when the null model is a homogeneous random graph. In our work, however, we consider the case where the null model is inhomogeneous, as this is somewhat closer to realistic scenarios. In particular, we present a scan test and provide conditions under which it is able to detect the presence of a small community. These results are valid for a wide variety of parameter choices. Furthermore, we show that for some parameters choices the scan test is optimal, and no other test can perform better (e.g, detect smaller or weaker planted communities). Finally, we extend this scan test to adapt to many parameters of the model when the null is a rank-1 generalized random graph. In the first part of the talk I will describe the above formulation and ensuing results, with illustrative examples and briefly touching upon the analytical methodology. In addition, I will discuss the related problem of characterizing cliques in rank-1 random graphs, which provides some insights on the role of inhomogeneity. The second part of the talk will go deeper into more technical aspects and ensuing insights. This presentation is based on joint work with Kay Bogerd and Remco van der Hofstad (https://arxiv.org/abs/1805.01688 and ongoing work). Program: 11.00-11.45 Introductory lecture: Picco 11.45-12.00 Break 12.00-12.45 Seminar: Picco 13.00-14.30 Lunch 14.30-15.15 Introductory lecture: Pires da Silva Castro 15.15-15.30 Break 15.30-16.30 Seminar: Pires da Silva Castro 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/ 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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FCPNLO 7
by Enrico Scalas 29 Aug '19

29 Aug '19

Car* Collegh*, vi segnalo che la settima edizione di Fractional Calculus Probability and Non-Local Operators si terra' presso l'Universita' del Sussex dal 26 al 28 settembre 2019. Piu' informazioni sono disponibili a: http://www.sussex.ac.uk/maths/research/fcpnlo-7 La registrazione e' aperta ed e' obbligatoria ma gratuita. Cordiali saluti Enrico Scalas

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RTD-a in MAT/06 al Politecnico di Torino
by TRIVELLATO BARBARA 29 Aug '19

29 Aug '19

Alla pagina web https://careers.polito.it/default.aspx?id=11/19/P/RA è consultabile il bando per una posizione RTD-a nel settore MAT/06 presso il Dipartimento di Scienze Matematiche del Politecnico di Torino. La scadenza di presentazione delle domande è fissata per giovedì 26 settembre 2019 alle ore 15.

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Two-year post-doc in Venice
by Marco LI CALZI 27 Aug '19

27 Aug '19

Postdoctoral Position - Università Ca’ Foscari Venezia The Department of Management at Università Ca’ Foscari Venezia invites applications for a postdoctoral fellowship within the research project: "Design of Incentives under Misspecified Models”. The general area of interest is Economic Theory, with emphasis on Game Theory. Prospective candidates are expected to have relevant experience on the research topic, and should preferably be holding a Ph.D. or being close to receiving one. The research shall be carried out in English. Duration of contract: 24 months (expected starting date: October 2019). Deadline: September 23rd 2019, 12 a.m. (GMT+2, Rome Time) Stipend: The research fellowship amounts to 24,400.00 Euros per year, including taxes and social charges. Abstract: This project studies the design of incentive systems for agents holding misspecified models or having access only to partial representations of the environment. The agents may be part of teams, organizations, markets, or more general game-theoretic contexts. Relevant information for applicants is available in English ( https://apps.unive.it/common2/file/download/assegni_ricerca/5d6389ca17abb) and in Italian ( https://apps.unive.it/common2/file/download/assegni_ricerca/5d6389ca176fe) __________________________________ Marco Li Calzi Department of Management Università Ca' Foscari Venezia San Giobbe, Cannaregio 873 30121 Venezia, Italy Tel.: (+39) 041 234-6925 Fax: (+39) 041 234-7444 E-mail: licalzi(a)unive.it WWW: http://mizar.unive.it/licalzi -- Nota automatica aggiunta dal sistema di posta.

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Conference on Assessing and Managing Climate Change Risk - Venice 26/27 September 2019
by Monica Billio 27 Aug '19

27 Aug '19

18^th INTERNATIONAL CONFERENCE CREDIT 2019 */Assessing and Managing Climate Change Risk: /* */Opportunities for Financial Institutions/* ** Venice, Italy 26 –27 September 2019 *GRETA Associati *(Venice, Italy), *European DataWarehouse* (Frankfurt am Main, Germany), *Intesa Sanpaolo *(Milan, Italy) and *S&P Global Market Intelligence* (London, UK) are co-sponsors of a Conference to be held in Venice on September 26-27, 2019. The objective of the Conference is to bring together academics, practitioners and Ph.D. students working in the area of risk management. The conference will provide an opportunity for participants engaged in research at the forefront of this area to discuss both the causes and implications of recent financial and atmospheric events and may, in turn, suggest fruitful directions for future research. The Conference, organised under the auspices of the *Department of Economics of the University Ca’ Foscari of Venice*, *ABI - Italian Banking Association*, *AIAF - Associazione Italiana per l'Analisi Finanziaria* (Milan, Italy)**and the *Joint Research Center, European Commission *(Ispra, Italy), is the *eighteenth* of a series dedicated to various aspects of credit risk. //The adoption of the Paris Agreement on climate change and the UN 2030 Agenda for Sustainable Development marks a historical international commitment to the objective of a more sustainable economy and society. How to mobilise the necessary financing for green and sustainable investments is thus a primary need. // //Meanwhile, Regulators are discussing about a green-supporting or a brown-penalising factor since they want to make sure financial institutions are prepared. It is to find the way to support sustainable investments but it is primarily a discussion about credit risk.// //The banking and insurance industries and more in general the financial sector has to develop new asset management strategies and to adjust their credit allocation practices to cope with these new challenges and take advantage of the new opportunities. All t////hese changes call for a substantial amount of research to improve the knowledge of the mechanisms at play and to design adapted policy tools.//// The SCIENTIFIC COMMITTEE consists of: ·*Carlo Carraro*(Ca’ Foscari University of Venice & CMCC, Programme Chair)** ·*Stefano Battiston *(University of Zurich) ·*Monica Billio *(Ca’ Foscari University of Venice & GRETA) ·*Francesca Campolongo *(Joint Research Center, European Commission) ·*Robert Engle *(New York University) ·*Thomas Heller *(Climate Policy Initiative & Stanford University) ·*Andreas Hoepner*(University College Dublin) ·*StevenOngena *(University of Zurich, Swiss Finance Institute, KU Leuven & CEPR) ·*StephenSchaefer *(London Business School) ·*Cristiano Zazzara*(S&P Global Market Intelligence, New York) PROGRAMME *Thursday, September 26 2019* 08.30 - 09.00 _Registration_ 09.00 - 09.15 _Welcome_: *Michele Bugliesi* (Rector, Ca’ Foscari University of Venice) _Opening Remarks:_ *Carlo Carraro* (Ca’ Foscari University of Venice & CMCC, Programme Chair) 09.15 - 11.00 _Session I: BANKS AND CREDIT RISK_ Chairman: *Monica Billio* (Ca’ Foscari University of Venice & GRETA) •*Key-note talk:*/Banks and Climate Risk/, *Til Schuermann* (Oliver Wyman, New York) •/Climate Change and Credit Risk/, Giusy Capasso (Bocconi University)and *Gianfranco Gianfrate* (EDHEC Business School, Nice) - _Discussant:_*Roberto Panzica* (European Commission) •/Relaxing Credit Constraints: Credit Risk, Financial Intermediation Quality, and Environmental Impact/, *Ashay Kadam* (Indian Institute of Management at Udaipur)and Magdalena Pisa (WHU - Otto Beisheim School of Management) - _Discussant:_ *Andrea Giacomelli* (Knowshape, Venice) 11.30 - 13.15 _Session II: CLIMATE RISK AND EQUITY MARKETS_ Chairman: *Carlo Carraro* (Ca’ Foscari University of Venice & CMCC, Programme Chair) •*Key-note talk*: /New Results on Sustainable Investing/, *Robert Engle* (New York University) •/Climate Risks and Stock Returns/, Eugenio Carnemolla (University of Lausanne)and *Giuseppe Vinci* (Rice University, Houston) - _Discussant:_ *Massimiliano Caporin* (University of Padua) •/Investor Ownership and Carbon-Intensive Stocks: Who Holds the Carbon Risk Bomb?/, Lukas Benz (University of Augsburg), Stefan Paulus (University of Augsburg), Julia Scherer (University of Augsburg), Janik Syryca (University of Augsburg)and *Stefan Trück* (Macquarie University, Sidney) - _Discussant:_ *Thomas Heller* (Climate Policy Initiative & Stanford University) 14.15 - 15.45 _Session III: CLIMATE POLICY RISK_ Chairman: *Reinhard Harry Schmidt* (SAFE - Goethe University Frankfurt) •/Being Stranded with Fossil Fuel Reserves? Climate Policy Risk and the Pricing of Bank Loans/, *Manthos D. Delis* (Montpellier Business School), Kathrin de Greiff (University of Zurich & Swiss Finance Institute)and Steven Ongena (University of Zurich, Swiss Finance Institute, KU Leuven & CEPR) - _Discussant:_ *Cristiano Zazzara* (S&P Global Market Intelligence, London) •/Assessing Sustainable Finance Policies Via a Stock-flow Consistent Macro Model with Portfolio Choice/, Nepomuk Dunz (Wirtschaftsuniversität Wien), Irene Monasterolo (Wirtschaftsuniversität Wien)and *Marco Raberto* (University of Genoa) - _Discussant:_ *Carlo Giupponi* (Ca’ Foscari University of Venice) •/Carbon Pricing Paths /to a/Greener Future /and/Potential Roadblocks /to/Public Companies Credit-Worthiness/, *Giorgio Baldassarri Höger von Högersthal* (S&P Global Market Intelligence, London), Arsene Lui (S&P Global Market Intelligence, London), Hrvoje Tomicic (S&P Global Market Intelligence, London), Luka Vidovic (S&P Global Market Intelligence, London)and Cristiano Zazzara (S&P Global Market Intelligence, London) - _Discussant:_ *Anant K. Sundaram* (Dartmouth College) 15.45 - 16.30 _POSTER SESSION_ 16.30 - 18.15 _Session IV: CLIMATE CHANGE AND ASSET PRICES _ Chairman: *Stephen Schaefer* (London Business School) •*Key-note talk:*/ESG Engagement and Downside Risk/, *Andreas Hoepner*(University College Dublin) •/Is Firm-level Clean or Dirty Innovation Valued More?/, Antoine Dechezleprêtre (London**School of Economics), Cal B. Muckley (University College Dublin)and *Parvati Neelakantan* (University College Dublin) - _Discussant:_ *Marti G. Subrahmanyam* (New York University) •/ESG and Corporate Credit Spreads/, Florian Barth (Friedrich-Alexander Universität Erlangen-Nürnberg), *Benjamin Hübel* (Friedrich-Alexander Universität Erlangen-Nürnberg)and Hendrik Scholz (Friedrich-Alexander Universität Erlangen-Nürnberg) - _Discussant:_ *Loriana Pelizzon* (SAFE - Goethe University Frankfurt) _Social dinner at the Hotel Monaco: _*Speech *by*Ignazio Visco* (Governor, Bank of Italy) *Friday, September 27 2019* 09.00 - 10.45 _Session V: CLIMATE RISK PRICING AND ASSESSMENT_ Chairman: *Andrea Gasperini* (AIAF, Milan) •*Key-note talk:*/A Climate Finance Risk Assessment and Management Approach under Uncertainty/, *Irene Monasterolo* (Wirtschaftsuniversität Wien) •/The Greenium Matters: Evidence on the Pricing of Climate Risk/, *Lucia Alessi* (European Commission), Elisa Ossola (European Commission)and Roberto Panzica (European Commission) - _Discussant:_ *Andreas Hoepner* (University College Dublin) •/Climate Risk and Financial Stability in the Network of Banks and Investment Funds/, Alan Roncoroni (University of Zurich), *Stefano Battiston* (University of Zurich), Luis Onésimo Leonardo Escobar Farfán (Banco de Mexico)and Serafin Martinez Jaramillo (Banco de Mexico & Centro de Estudios Monetarios Latinoamericanos) - _Discussant:_ *Matteo Manera* (University of Milano-Bicocca) 11.15 - 12.45 _PANEL Session: CLIMATE CHANGE RISK: THE POLICY MAKERS' POINT OF VIEW_ Moderator: *Francesca Campolongo* (Joint Research Center, European Commission) _Participants:_ *Sergio Nicoletti Altimari*(European Central Bank) *Mattia Romani*(European Bank for Reconstruction and Development) *Nancy Saich*(European Investment Bank) *Manuela Zweimueller*(European Insurance and Occupational Pensions Authority) *Mario Nava*(European Commission)will contribute a video message 13.45 - 15.15 _Session VI: LENDING AND CLIMATE CHANGE_ Chairman: *Giulio Mignola* (Intesa Sanpaolo, Turin) •/High Water, No Marks? Biased Lending After Extreme Weather/, Nicola Garbarino (Bank of England)and *Benjamin Guin* (Bank of England) - _Discussant:_ *Steven Ongena* (University of Zurich, Swiss Finance Institute, KU Leuven & CEPR) •/Buildings' Energy Efficiency and the Probability of Mortgage Default: The Dutch Case/, Monica Billio (Ca’ Foscari University of Venice & GRETA), *Michele Costola* (SAFE - Goethe University Frankfurt), Loriana Pelizzon (SAFE - Goethe University Frankfurt)and Max Riedel (SAFE - Goethe University Frankfurt & Ca' Foscari University of Venice)- _Discussant:_ *Olivier De Jonghe* (National Bank of Belgium & Tilburg University) •/Climate Change and Bank Lending: the Case of Flood Risk in Italy, /*Ivan Faiella*(Bank of Italy)and Filippo Natoli (Bank of Italy) - _Discussant:_ *Malcolm Mistry* (Ca’ Foscari University of Venice & CMCC) 15.45 - 17.15 _PANEL Session Practice: CLIMATE CHANGE RISK: A PRACTITIONERS’ VIEW_ Moderator: *Isabella Bufacchi* (Il Sole 24 Ore) _Participants:_ *Mark Carhart*(Kepos Capital, New York) *Carlo Carraro*(Ca’ Foscari University of Venice & CMCC) *Robert Engle*(New York University) *Giulio Mignola*(Intesa Sanpaolo, Turin) *Jobst Neuss*(European Investment Fund, Luxembourg) *Til Schuermann*(Oliver Wyman, New York) *Cristiano Zazzara*(S&P Global Market Intelligence, New York) 17.15 - 18.15 _Session VII: CLIMATE CHANGE AND BOND MARKET_ Chairman: *Ludovic Thebault* (European DataWarehouse) •/Climate Change Implications for the Catastrophe Bonds Market: An Empirical Analysis/, *Claudio Morana* (University of Milano-Bicocca, Center for Research on Pensions and Welfare Policies & Rimini Centre for Economic Analysis)and Giacomo Sbrana (NEOMA Business School) - _Discussant:_ *Luca De Angelis* (University of Bologna) •/The Pricing of Green Bonds: Are Financial Institutions Special?/, Serena Fatica(European Commission), Roberto Panzica (European Commission)and *Michela Rancan* (European Commission) - _Discussant:_ *Marcello Pericoli* (Bank of Italy) _End of conference - *Exclusive visit to the Venetian Collection of Intesa Sanpaolo* and cocktail at the Querini Stampalia_ __ REGISTRATION To register for the Conference you are requested to complete the registration form that is available on our website (http://www.greta.it/credit/credit2019/credit2019.htm) Registration fees are: Early registration (within August 31st) Late registration (from September 1st on) Academics: 250 Euro + VAT 300 Euro + VAT Practitioners: 800 Euro + VAT 1000 Euro + VAT Academics Poster Presenter: 150 Euro + VAT 200 Euro + VAT Practitioners Poster Presenter: 500 Euro + VAT 500 Euro + VAT PhD Students*: 100 Euro + VAT 150 Euro + VAT *VAT is currently 22% * *Students will have to provide valid proof of their student status. The registration fees cover: Admission to all scientific sessions, Lunches and coffee service during the Conference and Conference kit. The registration fees do not fully cover the conference dinner on *September 26th, 2019*, for which there is an extra charge of 90.00 Euro per person (conference attendees as well as accompanying persons). More detailed information soon available on the Conference website: http://www.greta.it/credit/credit2019/credit2019.htm -- -- 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/credit2019/credit2019.htm -- Nota automatica aggiunta dal sistema di posta.

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open position: Substitute lecturer in mathematical statistics - University of Gothenburg
by Antonio DI CRESCENZO 26 Aug '19

26 Aug '19

OPEN POSITION: Substitute lecturer in mathematical statistics Employment level: Fixed term Location: Department of Mathematical Sciences, University of Gothenburg Apply by: 2019-08-31 web: https://www.gu.se/english/about_the_university/job-opportunities/vacancies-… ============================================= 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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Concorso RTD.B - UPO (scadenza 22/09/2019)
by enea giuseppe bongiorno 26 Aug '19

26 Aug '19

*Concorso RTD.B - SC: 13/D1 - SSD: SECS-S/01 (Statistica)* *Università del Piemonte Orientale* Cari colleghi, con la presente si informa che è stato pubblicato il bando per un posto di ricercatore a tempo determinato, lettera B, per il settore concorsuale 13/D1 (Statistica), settore scientifico disciplinare SECS-S/01 (Statistica) presso il Dipartimento di Studi per l'Economia e l'Impresa (DiSEI) dell'Università del Piemonte Orientale. Il bando è disponibile alla pagina: https://www.uniupo.it/alta-formazione-aziende-lavoro/concorsi/concorsi-il-p… Le domande di partecipazione devono essere inviate entro il *22/09/2019* (ore 23.59). Si prega di diffondere la comunicazione tra i potenziali interessati. Cordiali saluti, Enea Bongiorno -- Università degli Studi del Piemonte Orientale Via Perrone 18, 28100, Novara, Italia Tel: +390321375317 <0321%20375317> e-mail: enea.bongiorno(a)uniupo.it web: upobook.uniupo.it/enea.bongiorno

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Seminario di Sam Thomas a Roma Tre 2 settembre ore 14:30
by Pietro Caputo 26 Aug '19

26 Aug '19

SEMINARIO Probabilita' Sam Thomas (Cambridge, UK) Titolo: Cutoff for Random Walk on Random Cayley Graphs Lunedi' 02 Settembre 2019 ORE 14:30 Dipartimento di Matematica e Fisica Universita' degli Studi Roma Tre Largo San Leonardo Murialdo,1 - Pal.C - Aula 211 Abstract Consider the random Cayley graph of a finite group $G$ with respect to $k$ generators chosen uniformly at random, with $1 ll log k ll log|G|$: the vertices are the group elements, and $g,h in G$ are connected if there exists a generator $z$ so that $g = hz$ or $gz = h$. A conjecture of Aldous and Diaconis asserts that the simple random walk on this graph exhibits cutoff, at a time which depends only on $|G|$ and $k$, not on the algebraic structure of the group $G$ (ie universally in $G$). We verify this conjecture for a wide class of Abelian groups. Time permitting, we discuss extensions to the case where the underlying group $G$ is non-Abelian. There the cutoff time cannot be written only as a function of $|G|$ and of $k$; it depends on the algebraic structure. This is joint work with Jonathan Hermon.

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Cirm conference PDE/Probability, last announcement
by Pietro Caputo 24 Aug '19

24 Aug '19

Dear colleagues, There will be a conference at CIRM on October 14-18 on PDE/Probability interactions, with a focus on particle systems and hyperbolic conservation laws. Pre-registration is open until early september on the website: https://conferences.cirm-math.fr/2083.html There will be two mini courses, by Christophe Bahadoran (Université Clermont-Auvergne) and Alexis Vasseur (University of Texas at Austin), as well as talks by Boris Andreianov (Université de Tours) Raphael Butez (Weizmann Institute of Science) Laura Caravenna (Universita degli Studi di Padova) Kleber Carrapatoso (Université de Montpellier) Djalil Chafaï (Université Paris-Dauphine) Helge Dietert (Université Paris Diderot) Jean Dolbeault (Université Paris-Dauphine) Mitia Duerinckx (ENS Lyon et Université Libre de Bruxelles) Nicolas Fournier (Sorbonne Université) Cyril Labbé (Université Paris-Dauphine) Mauro Mariani (Higher School of Economics, Moscow) William Ocafrain (Université Paul Sabatier, Toulouse) Felix Otto (Max Planck Institute for Mathematics in the Sciences, Leipzig) Fraydoun Rezakhanlou (University of California, Berkeley) Samir Salem (Université Paul Sabatier, Toulouse) Marielle Simon (Inria Lille-Nord Europe) Ariane Trescases (Université Paul Sabatier, Toulouse) Please pass on this announcement to anyone who might be interested in the conference, in particular PhD students. Apologies if you receive this announcement multiple times. Best wishes, Pietro Caputo, Max Fathi, Arnaud Guillin and Julien Reygner <https://www.avast.com/sig-email?utm_medium=email&utm_source=link&utm_campai…> Garanti sans virus. www.avast.com <https://www.avast.com/sig-email?utm_medium=email&utm_source=link&utm_campai…> <#m_-7676172159550020676_DAB4FAD8-2DD7-40BB-A1B8-4E2AA1F9FDF2>

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Seminario Prof. Macci 6/9/19 ore 15:30 Insubria University
by Elisa Mastrogiacomo 21 Aug '19

21 Aug '19

Seminar announcement: Macci on Large deviations for risk measures models – September 6, 2019 - 15.30-16.30 Dear Colleagues, On September 6, 2019, 15.30-16.30, Prof. Claudio Macci (University of Roma Tor Vergata) will give a talk on “Large deviations for risk measures in finite mixture models” (joint with Valeria Bignozzi and Lea Petrella). Insubria University Dept. Economics, Via Monte Generoso 71 Sala del Consiglio primo piano Below you find an abstract of Claudio’s paper. You are all invited. Best regards, Elisa Mastrogiacomo Abstract Due to their heterogeneity, insurance risks can be properly described as a mixture of different fixed models, where the weights assigned to each model may be estimated empirically from a sample of available data. If a risk measure is evaluated on the estimated mixture instead of the (unknown) true one, then it is important to investigate the committed error. In this paper we study the asymptotic behaviour of estimated risk measures, as the data sample size tends to infinity, in the fashion of large deviations. We obtain large deviation results by applying the contraction principle, and the rate functions are given by a suitable variational formula; explicit expressions are available for mixtures of two models. Finally, our results are applied to the most common risk measures, namely the quantiles, the expected shortfall and the shortfall risk measure.

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Fwd: University of Oxford: faculty position in Mathematical & Computational Finance
by Marco Romito 17 Aug '19

17 Aug '19

-------- Forwarded Message -------- Subject: University of Oxford: faculty position in Mathematical & Computational Finance Date: Sat, 17 Aug 2019 17:10:16 +0200 From: Rama Cont <Rama.Cont(a)maths.ox.ac.uk> Call for applications: Departmental Lecturer in Mathematical and Computational Finance Mathematical Institute, University of Oxford https://my.corehr.com/pls/uoxrecruit/erq_jobspec_details_form.jobspec?p_id=… Grade 9: £47,263 - £53,765 with a discretionary range to £59,828 p.a. Application Deadline: *September 20, 2019* The Oxford Mathematical Institute proposes to appoint a *Departmental Lecturer in Mathematical and Computational Finance*. This is a *full-time permanent position*, equivalent to a tenured U.S. Associate professor. The Departmental Lecturer will have an outstanding research record in the area of Mathematical and Computational Finance and will be expected to engage in research projects and mentorship of graduate students, lead independent research projects and contribute to the teaching and academic administration as Course Director for the MSc in Mathematical and Computational Finance.The Mathematical, Physical and Life Sciences Division runs periodic exercises to confer the title of Associate Professor to suitably qualified staff members who have met the university’s criteria. The successful candidate will be expected to have a doctorate in mathematics or closely related subject with proven ability and potential to carry out high quality independent research at an international level in Mathematical and Computational Finance, as evidenced by, for example, publications in leading international journals, together with the ability and willingness to undertake the role of Course director for the MSc in Mathematical & Computational Finance. Please direct informal enquiries to the Recruitment Administrator using the email address below, quoting vacancy reference 142100. Applicants should read the job description before writing their application. You will be required to upload a letter setting out how you meet the selection criteria, a curriculum vitae including full list of publications, details of teaching experience, a statement of research interests and the contact details of three referees as part of your online application. For more information on the Oxford Mathematical & Computational Finance Group: https://www.maths.ox.ac.uk/groups/mathematical-finance To apply: https://my.corehr.com/pls/uoxrecruit/erq_jobspec_details_form.jobspec?p_id=… NOTE: Applicants are responsible for contacting their referees and making sure that their letters are received by*12.00 noon on Friday 20 September 2019*. Contact Person : the Recruitment Administrator Vacancy ID : 142100 Contact Phone : 01865 273518 Closing Date : 2*0-Sep-2019* Contact Email : vacancies(a)maths.ox.ac.uk <mailto:vacancies@maths.ox.ac.uk?subject=Departmental%20Lecturer%20in%20Mathematical%20and%20Computational%20Finance>

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Concorso RTDA SECS-S/06 università di Verona, scad 22/8/2019
by Cecilia 17 Aug '19

17 Aug '19

Concorso RTDA SECS-S/06 S.C. 13/D4 Metodi Matematici dell’Economia e delle Scienze Attuariali e FinanziarieUniversità di Verona, Dipartimento di Scienze per l'Economia, scadenza 22/8/2019 Bando https://www.univr.it/it/concorsi/personale-docente/ricercatore/ricercatore-…

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PhD positions at ETH
by Daniele Cappelletti 02 Aug '19

02 Aug '19

Segnalo due posizioni di dottorato all'ETH, nel gruppo di Control Theory and System Biology <https://mail.ethz.ch/owa/redir.aspx?C=2XSFS4-kVXjKIgR9ycYf_X5K4qAuqGShasSts…>. Il progetto e' volto a sviluppare nuovi strumenti teorici da applicare alla biologia moderna (informazioni piu' dettagliate sono presenti nella locandina e nei link sottostanti). Sono richieste solide basi di teoria dei processi stocastici (o comunque disponibilita' ad apprenderle) e inventiva. Il termine di presentazione delle domande e' il primo settembre. Cordiali saluti, Daniele Cappelletti %%%%%%%%%%%%%%%%%%% You can access the advertisement directly via the following links: - Browser: https://apply.refline.ch/845721/7307/pub/1/index.html <https://mail.ethz.ch/owa/redir.aspx?C=3PvliOca-wxs8fQ8W0RMlAcJipYP7MIBef_pW…> - Mobile: https://m.refline.ch/845721/7307/pub/1/index.html <https://mail.ethz.ch/owa/redir.aspx?C=cFP9Ym6rGCFaGSeSp-9fpBlLkvGpxMQx4KdO6…> The advertisement is also attached to this email as a PDF.

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avviso di seminario UniTN
by Stefano Bonaccorsi 02 Aug '19

02 Aug '19

Eigenvalue bounds for the Laplacian on planar metric graphs *Giovedì 8 agosto 2019 * *Luogo: *Dipartimento di Matematica, via Sommarive, 14 - Povo (TN) - Sala Seminari "-1" *Ore*: 11:00 *Relatore:* - *Marvin Plümer* (FernUniversität Hagen, Germany) *Abstract:* Self-adjoint differential operators – in particular Schrödinger-type operators – acting on metric graphs have been studied very actively, in recent years. Here, a metric graph is a collection of intervals whose endpoints are identified in a graph-like fashion. In this talk, we present some new developments in the theory of Laplacians on metric graphs: in particular, we discuss the role played by planarity in spectral theory and derive some lower and upper bounds for the eigenvalues of the Laplacian. To derive upper bounds we make use of a geometric representation for planar graphs provided by the classical Circle Packing Theorem of Koebe, Andreev and Thurston. For the derivation of lower bounds, we extend and apply a recently developed transference principle by Amini and Cohen-Steiner that compares eigenvalues of continuous and discrete models in a very convenient way. In this context we give a brief introduction to metric graphs and differential operators on metric graphs. This is joint work with Delio Mugnolo. *Referente*: Stefano Bonaccorsi

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International Conference in Venice - CALL FOR PARTICIPATION
by Monica Billio 29 Jul '19

29 Jul '19

CREDIT2019 <http://www.greta.it/credit/credit2019/credit2019.htm> * * * * *GRETA Associati* (Venice, Italy), *European DataWarehouse* (Frankfurt am Main, Germany), *Intesa Sanpaolo* (Milan, Italy) and *S&P Global Market Intelligence* (London, UK) are co-sponsors of a Conference to be held in Venice on September 26-27, 2019. The objective of the Conference is to bring together academics, practitioners and Ph.D. students working in the area of risk management. The conference will provide an opportunity for participants engaged in research at the forefront of this area to discuss both the causes and implications of recent financial and atmospheric events and may, in turn, suggest fruitful directions for future research. The Conference, organised under the auspices of the *Department of Economics of the University Ca’ Foscari of Venice*, *ABI - Italian Banking Association*, *AIAF - Associazione Italiana per l'Analisi Finanziaria* (Milan, Italy) and the *Joint Research Center, European Commission* (Ispra, Italy), is the *eighteenth *of a series dedicated to various aspects of credit risk. //The adoption of the Paris Agreement on climate change and the UN 2030 Agenda for Sustainable Development marks a historical international commitment to the objective of a more sustainable economy and society. How to mobilise the necessary financing for green and sustainable investments is thus a primary need. // //Meanwhile, Regulators are discussing about a green-supporting or a brown-penalising factor since they want to make sure financial institutions are prepared. It is to find the way to support sustainable investments but it is primarily a discussion about credit risk.// //The banking and insurance industries and more in general the financial sector has to develop new asset management strategies and to adjust their credit allocation practices to cope with these new challenges and take advantage of the new opportunities. All these changes call for a substantial amount of research to improve the knowledge of the mechanisms at play and to design adapted policy tools. ////////// The final program will include both submitted and invited papers. Acceptances received so far from invited speakers include *Robert Engle *(New York University), *Andreas Hoepner* (University College Dublin), *Irene Monasterolo* (Wirtschaftsuniversität Wien) and *Til Schuermann *(Oliver Wyman, New York). The Conference will also feature a panel discussion on researchers', practitioners' and policy makers’ views of the major outstanding problems. The Scientific Committee consists of: *Carlo Carraro* (Ca’ Foscari University of Venice & CMCC, Programme Chair) *Stefano Battiston* (University of Zurich) *Monica Billio* (Ca’ Foscari University of Venice & GRETA) *Francesca Campolongo* (Joint Research Center, European Commission) *Robert Engle *(New York University) *Thomas Heller *(Climate Policy Initiative & Stanford University) *Andreas Hoepner* (University College Dublin) * Steven Ongena *(University of Zurich, Swiss Finance Institute, KU Leuven & CEPR) *Stephen Schaefer* (London Business School) *Cristiano Zazzara* (S&P Global Market Intelligence, New York) **** Sponsors** *GRETA* <http://www.greta.it/> *European Datawarehouse* <https://eurodw.eu/> *IntesaSanpaolo* <http://www.group.intesasanpaolo.com/scriptIsir0/si09/eng_index.jsp> S&P Global Market Intelligence <https://www.spglobal.com/marketintelligence/en/> Auspices** ** <http://www.abi.it/Pagine/default.aspx> *Ca' Foscari - Economics Department* <http://www.unive.it/pag/16892> *ABI* <http://www.abi.it/Pagine/default.aspx> AIAF <https://www.aiaf.it/> *JCR - European Commission <https://ec.europa.eu/jrc/en> * ** <https://ec.europa.eu/jrc/en> ** <http://www.abi.it/Pagine/default.aspx> * * **PROGRAMME ** *Thursday, September 26 2019* * **08.30***- 09.00 Registration ** ***09.00***- 09.15 Welcome**** ********Opening Remarks: Carlo Carraro********(Ca’ Foscari University of Venice & CMCC, Programme Chair)**** *** 09.15 - 11.00 Session I: BANKS**AND CREDIT RISK* • *Key-note talk:* /Banks and Climate Risk/, *Til Schuermann*(Oliver Wyman, New York) • /Climate Change and Credit Risk/, Giusy Capasso (Bocconi University) and *Gianfranco Gianfrate*(EDHEC Business School, Nice) •/Relaxing Credit Constraints: Credit Risk, Financial Intermediation Quality, and Environmental Impact/, Ashay Kadam**(Indian Institute of Management at Udaipur) and *Magdalena Pisa* (WHU - Otto Beisheim School of Management) * * *11.00 - 11.30 Coffee break* * 11.30 - 13.15 Session II: CLIMATE RISK AND EQUITY MARKETS* • *Key-note talk:* /Hedging Against Climate Change/, *Robert Engle*(New York University) • /Climate Risks and Stock Returns/, Eugenio Carnemolla (University of Lausanne)and*Giuseppe Vinci* (Rice University, Houston) • /Investor Ownership and Carbon-Intensive Stocks: Who Holds the Carbon Risk Bomb?/, Lukas Benz (University of Augsburg), Stefan Paulus (University of Augsburg), Julia Scherer (University of Augsburg), Janik Syryca (University of Augsburg) and*Stefan Trück* (Macquarie University, Sidney) *13.15 - 14.15 Lunch * * * *14.15 - 15.45 Session III: ***CLIMATE POLICY RISK**** • /Being Stranded with Fossil Fuel Reserves? Climate Policy Risk and the Pricing of Bank Loans/, *Manthos D. Delis*(Montpellier Business School), Kathrin de Greiff (University of Zurich & Swiss Finance Institute)and**Steven Ongena (University of Zurich, Swiss Finance Institute, KU Leuven & CEPR) /• Assessing Sustainable Finance Policies Via a Stock-flow Consistent Macro Model with Portfolio Choice/, Nepomuk Dunz**(Wirtschaftsuniversität Wien), Irene Monasterolo (Wirtschaftsuniversität Wien)and*Marco Raberto* (University of Genoa) • /Carbon Pricing Paths To A Greener Future And Potential Roadblocks To Public Companies Credit-Worthiness/, *Giorgio Baldassarri **Höger von Högersthal* (S&P Global Market Intelligence, London), Hrvoje Tomicic (S&P Global Market Intelligence, London), Luka Vidovic (S&P Global Market Intelligence, London) and Cristiano Zazzara (S&P Global Market Intelligence, London) *15.45 - 16.30 Coffee break and POSTER SESSION* *16.30 - 18.15 Session IV: CLIMATE CHANGE AND ASSET PRICES*** • *Key-note talk:* /ESG Engagement and Downside Risk/, *Andreas Hoepner*(University College Dublin) • /Is Firm-level Clean or Dirty Innovation Valued More?/, Antoine Dechezleprêtre(London School of Economics), Cal B. Muckley (University College Dublin) and *Parvati Neelakantan*(University College Dublin) • /ESG and Corporate Credit Spreads/, Florian Barth (Friedrich-Alexander Universität Erlangen-Nürnberg), *Benjamin Hübel* (Friedrich-Alexander Universität Erlangen-Nürnberg)and Hendrik Scholz (Friedrich-Alexander Universität Erlangen-Nürnberg) *Social dinner at the Hotel Monaco <https://www.hotelmonaco.it/en/grand-canal-restaurant-venice-centre/>: Speech by Ignazio Visco (Governor, Bank of Italy) * *Friday, September 27 2019* *09.00 - 10.45 Session V: ***CLIMATE ******RISK **PRICING AND ASSESSMENT**** • *Key-note talk:* /A Climate Finance Risk Assessment and Management Approach under Uncertainty/, *Irene Monasterolo*(Wirtschaftsuniversität Wien) /• The Greenium Matters: Evidence on the Pricing of Climate Risk/, *Lucia Alessi *(European Commission), Elisa Ossola (European Commission)and**Roberto Panzica (European Commission) • /Climate Risk and Financial Stability in the Network of Banks and Investment Funds/, Alan Roncoroni (University of Zurich), *Stefano Battiston* (University of Zurich), Luis Onésimo Leonardo Escobar Farfán (Banco de Mexico) and Serafin Martinez Jaramillo (Banco de Mexico & Centro de Estudios Monetarios Latinoamericanos) *10.45 - 11.15 Coffee break* *11.15 - 12.45 **PANEL Session***: CLIMATE CHANGE RISK: THE POLICY MAKERS' POINT OF VIEW**- Moderator: *Francesca Campolongo* (Joint Research Center, European Commission) *_Participants:_* *Sergio Nicoletti Altimari***(European Central Bank) *Mattia Romani* (European Bank for Reconstruction and Development) *Nancy Saich* (European Investment Bank) *Manuela Zweimueller* (European Insurance and Occupational Pensions Authority) *Mario Nava* (European Commission) will contribute a video message *12.45***- 13.45 Lunch** ** ** *13.45 - 15.15 Session VI: **LENDING AND CLIMATE CHANGE* • /High Water, No Marks? Biased Lending After Extreme Weather/, Nicola Garbarino (Bank of England) and *Benjamin Guin*(Bank of England) • /Buildings' Energy Efficiency and the Probability of Mortgage Default: The Dutch Case/, Monica Billio (Ca’ Foscari University of Venice & GRETA), *Michele Costola* (SAFE - Goethe University Frankfurt), Loriana Pelizzon(SAFE - Goethe University Frankfurt) and Max Riedel(SAFE - Goethe University Frankfurt & Ca' Foscari University of Venice) • /Climate Change and Bank Lending: the Case of Flood Risk in Italy/, Ivan Faiella(Bank of Italy) and *Filippo Natoli*(Bank of Italy) *15.15***- 15.45 Coffee break** **** *15.45 - 17.15 PANEL Session ***Practice: CLIMATE CHANGE RISK: A PRACTITIONERS’ VIEW **- Moderator: *Isabella Bufacchi* (Il Sole 24 Ore) *_Participants:_* *Mark Carhart***(Kepos Capital, New York) *Carlo Carraro* (Ca’ Foscari University of Venice & CMCC) *Robert Engle* (New York University) *Giulio Mignola* (Intesa Sanpaolo, Turin) *Jobst Neuss* (European Investment Fund, Luxembourg) *Til Schuermann* (Oliver Wyman, New York) *Cristiano Zazzara* (S&P Global Market Intelligence, New York) *17.15 - 18.15 Session VII: CLIMATE CHANGE AND BOND MARKET* • /Climate Change Implications for the Catastrophe Bonds Market: An Empirical Analysis/, *Claudio Morana*(University of Milano - Bicocca, Center for Research on Pensions and Welfare Policies & Rimini Centre for Economic Analysis) and Giacomo Sbrana (NEOMA Business School) • /The Pricing of Green Bonds: Are Financial Institutions Special?/, Serena Fatica (European Commission), Roberto Panzica (European Commission) and *Michela Rancan* (European Commission) *End of conference - Cocktail at the Querini Stampalia* **REGISTRATION** To register for the Conference you are requested to complete the registration form that is available on our website (_http://www.greta.it/credit/credit2019/credit2019.htm_). Registration fees are: Early registration (within August 31st) Late registration (from September 1st on) Academics: 250 Euro + VAT 300 Euro + VAT Practitioners: 800 Euro + VAT 1000 Euro + VAT Academics Poster Presenter: 150 Euro + VAT 200 Euro + VAT Practitioners Poster Presenter: 500 Euro + VAT 500 Euro + VAT PhD Students*: 100 Euro + VAT 150 Euro + VAT ** *VAT is currently 22%* *Students will have to provide valid proof of their student status. The registration fees cover: * Admission to all scientific sessions * Lunches and coffee service during the Conference * Conference kit The registration fees do not fully cover the conference dinner on September 26th, 2019, for which there is an extra charge of 90.00 Euro per person (conference attendees as well as accompanying persons). More detailed information soon available on the Conference website: http://www.greta.it/credit/credit2019/credit2019.htm *** Please accept our apologies for any crossed e-mails. -- Nota automatica aggiunta dal sistema di posta.

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PhD in statistics and deep neural networks at UT Netherlands
by Gianluca Finocchio 26 Jul '19

26 Jul '19

Gentili colleghi/e, vi inoltro un annuncio dall'università di Twente (Olanda). Cordialmente,GF The statistics group at the University of Twente (UT, in the Netherlands) has a vacancy for a Ph.D. student to work on statistical theory for deep neural networks. A requirement is a M.Sc. degree in mathematics/statistics with solid background in probability theory and mathematical statistics. The deadline for applications is August 15. Intended starting date for the position is in October/November this year. Additional information can be found here https://www.utwente.nl/en/organization/careers/!/292044/phd-in-statistical-… For questions, please email a.j.schmidt-hieber(a)utwente.nl

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Internship positions in machine learning at BCAM, Bilbao
by Marco Romito 25 Jul '19

25 Jul '19

Ricevo e inoltro ============================================ Dear Colleagues, The Basque Center for Applied Mathematics (BCAM) is offering several internship positions to work on machine learning problems. This is an opportunity for MS and last year BS students to start a research career while learning very interesting topics. You can find below the description of the positions. Further informations are available at the link http://www.bcamath.org/en/research/internships <http://www.bcamath.org/en/research/internships>. I appreciate if you can distribute the announcement to potential candidates. Thank you very much. Regards, Gianni ——————————————————————————————————————————— Internship 1: Research topic title: Minimaxsupervised classification Research topic description: Supervised classification can be approached as a zero-sum game between learner and nature. Efficient algorithms can be enabled by using uncertainty sets of distributions defined by a generating function. This project will develop techniques to determine such function and to estimate its expectations Keywords: supervised classification, statistics, probability ——————————————————————————————————————————— Internship 2: Research topic title: Open supervision for machine learning Research topic description: Training data obtained in practice is often provided by a heterogeneous community that label examples with different levels of accuracy, ranging from perfect to missing annotations. This project will develop new machine learning techniques that utilize such weak and heterogeneous training data, and evaluate the performance gains with respect to existing approaches. Keywords: python/R/Matlab, supervised classification ——————————————————————————————————————————— Internship 3: Research topic title: Data science for energy management Research topic description: Numerous data sets related with energy can be exploited in order to improve energy management both at large and small scales. For instance, weather data can serve to better schedule energy generation, historical consumption/generation data can serve to avoid outages, and contextual data can serve to use resources more efficiently. This project will develop techniques that utilize heterogenous and posibly inaccurate, incomplete, or erroneous data in order to improve energy management Keywords:Statistics, data science, machine learning ——————————————————————————————————————————— Internship 4: Research topic title: Probabilistic energy forecasting Research topic description: Energy forecasing is widely used to manage energy resources, e.g., schedule generation and prevent outages. This project will develop techniques that obtain probability distributions of future energy consumption/generation using energy related data. In particular, the techniques developed will use data such as historical consumption/generation, weather conditions, location, and time. Keywords:Probabilistic forecasting, online learning, supervised learning ——————————————————————————————————————————— Internship 5: Research topic title: Projective geometry of convex sets and its application to machine learning Research topic description: The natural transformations in machine learning (Markov transitions, stochastic kernels, channels, probabilistic mappings) are affine/projective transformations between probability simplexes. This project will 1) characterize such linear geometrical representation and its relationship with classical convex geometry, e.g., convex duality, support functions, and barycentric coordinates; and 2) develop machine learning techniques inspired by such geometrical interpretation, e.g., dimensionality reduction based on invariance w.r.t. affine/projective transformations. Keywords:Projective geometry, convex geometry, advanced linear algebra. ——————————————————————————————————————————— ——————————————————————————————————————————— Required knowledge and skills: Statistics/probability, Linear algebra, optimization, Programming in python or R or Matlab Required language skills: Spanish or English Duration and dates: 3 months; flexible dates depending student availability Covered expenses: To be negotiated Application deadline: 30th of August ================================================================ — Gianni Pagnini Ikerbasque Research Associate BCAM - Basque Center for Applied Mathematics Alameda de Mazarredo, 14 E-48009 Bilbao, Basque Country - Spain Tel. +34 946 567 842 gpagnini(a)bcamath.org <mailto:gpagnini@bcamath.org> | www.bcamath.org/gpagnini <http://www.bcamath.org/gpagnini> ( matematika mugaz bestalde )

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Invito a sottoporre articoli al Journal for Mathematics in Industry
by Alessandra Micheletti 22 Jul '19

22 Jul '19

Diffondo la seguente informazione da parte dell'editor in chief del Journal of Mathematics in Industry. Grazie ad un nuovo accordo con la Springer, chi ha una affiliation presso un centro ECMI (European Consortium for Mathematics in Industry), puo' pubblicare gratuitamente sul giornale, che e' di tipo open access. In Italia i centri ECMI sono attualmente: Universita' degli Studi di Milano Politecnico di Milano Universita' degli Studi di Verona Universita' degli Studi di Catania IAC-CNR Roma Ulteriori informazioni sull'ECMI e sulle quote associative si possono trovare al sito https://ecmiindmath.org/ Resto a disposizione per ulteriori spiegazioni. Cordialmente, Alessandra Micheletti ------------------------------------------ Some weeks ago, Adérito Araújo, president of ECMI (European Consortium for Mathematics in Industry), informed all members on a new opportunity to publish within the ECMI-Springer open-access Journal of Mathematics in Industry. <https://mathematicsinindustry.springeropen.com/> [image: ECMI_JMiI] The Journal of Mathematics in Industry is a high-quality journal that brings together research on developments in mathematics for industrial applications, including both methods and the computational challenges they entail. Here, industry is understood as any activity of economic and/or social value. As such, “mathematics in industry” concerns the field as it actually improves industrial processes and helps to master the major challenges presented by cost and ecological issues. In terms of theory, the journal seeks articles with demonstrable mathematical and statistical developments motivated by problems of modern industry. With regard to computational aspects, it publishes works introducing new methods and algorithms that represent significant improvements on the existing state of the art of modern numerical and simulations methods. In addition, online publication in Journal of Mathematics in Industry gives you the opportunity to publish large datasets, large numbers of color illustrations and movies, to display data in a form that can be read directly by other software packages so as to allow readers to manipulate the data for themselves, and to create all relevant links. A new agreement has been made with Springer *allowing all researchers affiliated to an ECMI member-institution to publish in our journal free of charge to the author(s).* The article processing charge (APC) will be waived at the expense of ECMI. To have access to this publishing opportunity, please contact your local ECMI node representative to get the institutional reference code for ECMI, which is needed during the submission process to waive the APC. You may find your local ECMI node representative here: https://ecmiindmath.org/list-of-ecmi-members/ Please help in making our ECMI Journal of Mathematics in Industry a success story! Do not hesitate to contact me for further information or to answer your questions. Michael Günther Editor-in-chief of Mathematics in Industry guenther(a)uni-wuppertal.de -- ------------------------------------ Alessandra Micheletti Associate Professor - Probability and Mathematical Statistics Dept. of Environmental Science and Policy - ESP Università degli Studi di Milano via Saldini 50, 20133 Milano, Italy phone: +39-02503-16130 fax: +39-02503-16090 http://users.mat.unimi.it/users/michel <http://www.mat.unimi.it/users/michel>

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Fwd: QFW2020 - First call
by Maria Elvira Mancino 18 Jul '19

18 Jul '19

Dear All, we are ready to deliver the First call for papers for the workshop. Please find the call attached to this message. I kindly ask your support in promoting the event. Thanks in advance, arrivederci a Napoli Stefania Corsaro

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Bando di RTD-B MAT/06 - Università di Bari - scadenza 22 luglio
by Nicola Cufaro 17 Jul '19

17 Jul '19

A TUTTI GLI INTERESSATI Care colleghe, cari colleghi, Sulla Gazzetta Ufficiale del 21.06.2019 n. 49 è stato pubblicato un bando per posti di Ricercatore a Tempo Determinato di tipo B sul piano straordinario. Fra le posizioni bandite ce n'è anche una per il settore concorsuale 01/A3 – Analisi Matematica, Probabilità e Statistica Matematica - per il settore scientifico-disciplinare MAT/06 – Probabilità e Statistica Matematica, presso il Dipartimento di Matematica dell'Università di Bari (D.R. n2514 del 28 maggio 2019 – codice selezione R 2514/2019) Il bando completo e la documentazione allegata sono visionabile sul portale www.uniba.it alla pagina https://reclutamento.ict.uniba.it/reclutamento-ricercatori/selezioni-ric/25… Il termine ultimo per la presentazione delle domande è il 22 Luglio 2019. Si prega di informare tutti i possibili candidati. Cordiali saluti Nicola Cufaro Petroni -- =========================================================== Prof. Nicola Cufaro Petroni ----------------------------------------------------------- Dipartimento di Matematica dell'Università di Bari, and INFN Sezione di Bari via E. Orabona 4, 70125 Bari (Italy) Tel ++39 080 5443212-2250/5232289; Fax ++39 080 5442470 Emailcufaro(a)ba.infn.it http://www.ba.infn.it/~cufaro/homepage.html ----------------------------------------------------------- "... intra moenia atque in sinu urbis sunt hostes ... quare ego ita censeo ... more maiorum supplicium sumendum." C. Sallustius Crispus: Bellum Catilinae, 52 ===========================================================

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Short Summer School on Uncertainty quantification and applications
by Claudio Agostinelli 17 Jul '19

17 Jul '19

Short Summer School on Uncertainty quantification and applications 9-11 September 2019 Department of Mathematics, University of Trento The school is open to 30 students, no fees are required, but registration is mandatory. The school is also open to professionals and companies. Lectures will be delivered in English. Full information and registration form at http://datascience.maths.unitn.it/events/pds2019/index.html For further information please contact Alberto Valli (alberto.valli(a)unitn.it) ------------------------------------------------------------ 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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Dottorato di Ricerca - XXXV ciclo - Università di Roma Tre
by Francesco Cesarone 17 Jul '19

17 Jul '19

Cari Colleghi, vi invio l’avviso di pubblicazione del Bando di Concorso per l’ammissione al Dottorato - XXXV ciclo - A.A. 2019/2020 presso il Dipartimento di Economia Aziendale - Università degli Studi di Roma Tre. Il bando per l’accesso ai corsi di dottorato di ricerca è stato pubblicato sul seguente sito https://apps.uniroma3.it/bando2019/ in cui è disponibile anche la versione in inglese. Le posizioni per il SSD SECS-S/06 sono 2 (1 con borsa e 1 senza borsa) relative al curriculum “Finanza, mercati e regolazione”. Si segnala che la scadenza per la presentazione delle domande è fissata alle ore 14.00 del giorno mercoledì 24 luglio 2019. Cordialmente, Francesco Cesarone -- 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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Seminario Margherita Zanella a Milano-Bicocca
by Federica Masiero 17 Jul '19

17 Jul '19

Si comunica che il giorno 22 luglio 2019 alle ore 14.30 presso l’aula 3014 del Dipartimento di Matematica e Applicazioni, Università di Milano-Bicoca, la Dott.ssa Margherita Zanella dell’Università LUISS Guido Carli di Roma, terrà un seminario dal titolo. "A Pricing Formula for Delayed Claims:Appreciating the Past to Value the Future” Abstract: We consider the valuation of contingent claims with delayed dynamics in a Black \& Scholes complete market model. We find a pricing formula that can be decomposed into terms reflecting the market values of the past and the present, showing how the valuation of future cashflows cannot abstract away from the contribution of the past. As a practical application, we provide an explicit expression for the market value of human capital in a setting with wage rigidity. The talk is based on a joint work with E. Biffis, B. Goldys and C. Prosdocimi. Tutti gli interessati sono invitati a partecipare.

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Position in game theory
by Marco Scarsini 16 Jul '19

16 Jul '19

LUISS has a call for several positions in various fields https://www.luiss.it/news/2019/07/05/call-expression-interest-23-tenure-tra… including one in game theory https://www.luiss.edu/expression-interest-tenure-track-and-tenured-position… The deadline is August 7, 2019 – 2:00 p.m. (Central European Summer Time CEST, UTC+2) ******************************************************* Marco Scarsini Dipartimento di Economia e Finanza Luiss Viale Romania 32 00197 Roma, ITALY URL: http://docenti.luiss.it/scarsini/

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2 Ph.D. level positions in Stochastics and Mathematical Finance at TU Berlin starting in October 2019
by Giorgio Ferrari 14 Jul '19

14 Jul '19

Buongiorno, inoltro il seguente annuncio del Professor Peter Bank (TU-Berlin). Saluti, Giorgio Ferrari * * *%%%%%%%%%%%%%%%%%%%* _*2 Ph.D. level positions in Stochastics and Mathematical Finance at TU Berlin starting in October 2019*_ We are filling two PhD. level positions for 5 years (100% TV-L E13 Berlin) with starting date in or after October 2019. As part of the large Berlin group in Stochastics and Mathematical Finance with its numerous research seminar, colloquia, workshops and international conferences, the successful candidates will carry out research on current problems in Mathematical Finance and Stochastic Optimal Control. We thus expect a solid command of Stochastic Analysis and Mathematical Finance and consider knowledge in Stochastic Optimal Control an advantage. The teaching load is 4h/w, that also have to be conducted in German. The official job ads are to be found at https://tub.stellenticket.de/de/offers/66052/ and https://tub.stellenticket.de/de/offers/66054/, respectively. Interested candidates are requested to apply for both positions. For formal reasons, this requires separate cover letters for each position mentioning the reference numbers II-362/19 and II-363-19, but only one copy of all the remaining documents, most notably the reference letters. The *deadline* for applications is *July 26, 2019.* For futher information please get in touch with Prof. Peter Bank (Tel.: +49 (0)30 314 22816, E-Mail: bank(a)math.tu-berlin.de <mailto:bank@math.tu-berlin.de>, Internet: http://www.math.tu-berlin.de/~bank) and Prof. Christoph Belak (Tel.: +49 (0)30 314 21730, E-Mail: belak(a)math.tu-berlin.de <mailto:belak@math.tu-berlin.de>, Internet: http://www.math.tu-berlin.de/?belak) --- Questa e-mail è stata controllata per individuare virus con Avast antivirus. https://www.avast.com/antivirus

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Dottorato di ricerca all'Università dell'Aquila
by davide gabrielli 12 Jul '19

12 Jul '19

Vi informiamo che in data odierna è stato pubblicato all'Albo Ufficiale e sul sito web dell'Ateneo (Università dell'Aquila) il bando di concorso per l'ammissione ai corsi di Dottorato di Ricerca - XXXVciclo - A.A. 2019/2020. Il bando di concorso è disponibile sul sito dell'Ateneo al link https://www.univaq.it/section.php?id=1957 (la versione in inglese è disponibile al seguente link https://www.univaq.it/en/section.php?id=1957&lang_s=en) I candidati dovranno presentare la domanda utilizzando esclusivamente l'apposita procedura online disponibile all'indirizzo https://pica.cineca.it/univaq/univaq-dott35/ e dovranno attenersi alle previsioni contenute nell'art. 5 del bando. La scadenza per la presentazione online delle domande è fissata alle ore 13.00 (ora italiana) del 26 agosto 2019. Si prega dare la massima diffusione. cordiali saluti Davide Gabrielli

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Avviso di seminario Prof Enrico Scalas
by Enrica Pirozzi 09 Jul '19

09 Jul '19

AVVISO di SEMINARIO The Mathematics of Human Contact Prof. Enrico Scalas University of Sussex We present a statistical analysis of high-resolution contact pattern data within primary and secondary schools as collected by the SocioPatterns collaboration. Students are graphically represented as nodes in a temporally evolving network, in which links represent proximity or interaction between students. We focused on link- and node-level statistics, such as the on- and off-durations of links as well as the activity potential of nodes and links. Parametric models are fitted to the on- and off-durations of links, inter-event times and node activity potentials and, based on these, we propose a number of theoretical models that are able to reproduce the collected data within varying levels of accuracy. By doing so, we aim to identify the minimal network-level properties that are needed to closely match the real-world data, with the aim of combining this contact pattern model with epidemic models in future work. This is joint work with Stephen Ashton, Nicos Georgiou and Istvan Zoltan Kiss. Relevant preprints: https://arxiv.org/abs/1502.04072 https://arxiv.org/abs/1802.07261 Published papers: [1] Georgiou, Nicos, Kiss, Istvan Z and Scalas, Enrico (2015) Solvable non-Markovian dynamic network. Physical Review E, 92 (4). 042801. ISSN 1539-3755. [2] Ashton, Stephen, Scalas, Enrico, Georgiou, Nicos and Kiss, István Zoltán (2018) The mathematics of human contact: developing a model for social interaction in school children. Acta Physica Polonica A, 133 (6). pp. 1421-1432. ISSN 0587-4246. Il seminario si terrà il giorno 10 Luglio 2019 ore 11:00 nella Aula G terzo livello del Dipartimento Matematica e Applicazioni, Università di Napoli FEDERICO II, Complesso di Monte Sant'Angelo, Via Cintia, Napoli. Enrica Pirozzi -- Enrica Pirozzi Dipartimento di Matematica e Applicazioni Universita' di Napoli FEDERICO II Via Cintia, Monte S.Angelo, 80126, NAPOLI, ITALY Tel. 081 675634 https://www.docenti.unina.it/ENRICA.PIROZZI

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RTD-B in SECS-S/06 @UNIMI
by Giovanni Puccetti 09 Jul '19

09 Jul '19

Alla pagina web https://www.unimi.it/it/ateneo-lavora-con-noi-reclutamento-ricercatori-sele… è consultabile il bando per la selezione pubblica per un posto di ricercatore a tempo determinato ai sensi dell’art. 24, comma 3, lett. b), nel settore 13/D4 (SECS-S/06), presso il Dipartimento di Economia, Management e Metodi Quantitativi dell’Università degli Studi di Milano. -- Il tuo 5 x mille progetti Sostieni la ricerca, investi sul futuro dei giovani Universita` degli Studi di Milano - codice fiscale 80012650158

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Posto P.O. MAT/06 @UNIMI
by Giacomo Aletti 08 Jul '19

08 Jul '19

Alla pagina Web https://www.unimi.it/it/ateneo-lavora-con-noi-reclutamento-professori-proce… è consultabile la circolare del 8.07.2019, riguardante - procedura di selezione per la copertura di 1 posto di professore universitario di I fascia, da coprire mediante chiamata ai sensi dell’art. 18 - comma 1 - Legge 240/2010, ssd MAT/06 - termine presentazione domande: 5 agosto 2019, ore 12:00, pubblicato sulla G.U. 53 del 05/07/2019. 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 -- Il tuo 5 x mille progetti Sostieni la ricerca, investi sul futuro dei giovani Universita` degli Studi di Milano - codice fiscale 80012650158

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Fwd: two mathematics positions at TU Delft
by Marco Romito 08 Jul '19

08 Jul '19

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Seminario Yen-Chi Chen a Roma Tor Vergata
by Anna Vidotto 08 Jul '19

08 Jul '19

I would like to announce the following talk that will be held on Tuesday July 16th 2019, at 4:30 PM, in Aula D’Antoni (1101) of the Department of Mathematics, University of Rome Tor Vergata. Speaker: Yen-Chi Chen (University of Washington) Title: Analyzing GPS data using density ranking Abstract: A common approach for analyzing a point cloud is based on estimating the underlying probability density function. However, in complex datasets such as GPS data, the underlying distribution function is singular so the usual density function no longer exist. To analyze this type of data, we introduce a statistical model for GPS data in the form of a mixture model with different dimensions. To derive a meaningful surrogate of the probability density, we propose a quantity called density ranking. Density ranking is a quantity representing the intensity of observations around a given point that can be defined in a singular measure. We then show that one can consistently estimate the density ranking using a kernel density estimator even in a singular distribution such as the GPS data. We apply density ranking to GPS datasets to analyze activity spaces of individuals. For the Probability and Mathematical Statistics talks held at the Department of Mathematics of the University of Rome Tor Vergata, see also the dedicated webpage http://www.mat.uniroma2.it/~ricerca/probab/talks.php <http://www.mat.uniroma2.it/~ricerca/probab/talks.php>. Kind regards, Anna Vidotto --------- Anna Vidotto PostDoc Researcher Dipartimento di Matematica Università degli Studi di Roma Tor Vergata https://sites.google.com/view/annavidotto

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“Recents Trends in Stochastic Analysis and SPDEs” in Pisa
by Marco Romito 06 Jul '19

06 Jul '19

I am writing to recall that the conference “Recents Trends in Stochastic Analysis and SPDEs” is approaching. All details can be found at https://sites.google.com/view/spdespisa/ The program will be published shortly. The conference will be also the occasion to celebrate the 60th birthday of Franco Flandoli. The organisers.

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RTD-B a Pisa - scadenza imminente
by Marco Romito 06 Jul '19

06 Jul '19

Ricordo che è in scadenza il bando per una posizione RTD-B nel settore MAT/06 presso il Dipartimento di Matematica dell'Università di Pisa. Scadenza 8 luglio, ore 13:00 Bando disponibile alla pagina: https://www.unipi.it/ateneo/bandi/ricercat/ricercator1/11/index.htm ------------------- Deadline approaching for the tenure-track researcher position (RTD-B) in Probability at Università di Pisa. Deadline July 8, 1:00pm Call available (follow the link "Bando in lingua inglese") at https://www.unipi.it/ateneo/bandi/ricercat/ricercator1/11/index.htm m.

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"Rita Levi Montalcini" program for young researchers
by c.costantini＠unich.it 04 Jul '19

04 Jul '19

Inoltro questo messaggio che credo possa essere d'interesse per i giovani probabilisti che si trovano all'estero. Cristina Costantini Dear all, the announcement has been published for the "Rita Levi Montalcini" program for young researchers 2018 (!), for PhD laureates with at least 3 years of teaching and/or research activity outside Italy. The winners will be enrolled as tenured-track assistant professors (Italian official position: RTD/B), in an Italian university of their choice. Deadline: July 18, 2019 For more information and the announcement (also in English), see https://bandomontalcini.cineca.it/ Please circulate among all interested participants. Best regards Tiziano -------------------------------------------------------------------------- Tiziano Vargiolu Dipartimento di Matematica Phone: +39 049 8271383 Universita' di Padova Fax: +39 049 8271428 Via Trieste, 63 E-mail: vargiolu(a)math.unipd.it I-35121 Padova (Italy) WWW: http://www.math.unipd.it/~vargiolu --------------------------------------------------------------------------

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Seminario Christian Keller in Bicocca
by elena bandini 03 Jul '19

03 Jul '19

Lunedi' 8 luglio alle ore 11:00, nell’aula 3014 del Dipartimento di Matematica e Applicazioni dell’Università di Milano-Bicocca, in Via R. Cozzi 55, si terrà il seguente seminario: Speaker: Christian Keller (University of Central Florida) Title: Path-dependent Hamilton-Jacobi equations in infinite dimensions Abstract: We propose notions of minimax and viscosity solutions for a class of fully nonlinear path-dependent PDEs with nonlinear, monotone, and coercive operators on Hilbert space. Our main result is well-posedness (existence, uniqueness, and stability) for minimax solutions. A particular novelty is a suitable combination of minimax and viscosity solution techniques in the proof of the comparison principle. One of the main difficulties, the lack of compactness in infinite-dimensional Hilbert spaces, is circumvented by working with suitable compact subsets of our path space. As an application, our theory makes it possible to employ the dynamic programming approach to study optimal control problems for a fairly general class of (delay) evolution equations in the variational framework. Furthermore, differential games associated to such evolution equations can be investigated following the Krasovskii-Subbotin approach similarly as in finite dimensions. This talk is based on joint work with Erhan Bayraktar.

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Bando di RTD-B MAT/06 - Università di Bari - scadenza 22 luglio
by Nicola Cufaro 03 Jul '19

03 Jul '19

A TUTTI GLI INTERESSATI Care colleghe, cari colleghi, Sulla Gazzetta Ufficiale del 21.06.2019 n. 49 è stato pubblicato un bando per posti di Ricercatore a Tempo Determinato di tipo B sul piano straordinario. Fra le posizioni bandite ce n'è anche una per il settore concorsuale 01/A3 – Analisi Matematica, Probabilità e Statistica Matematica - per il settore scientifico-disciplinare MAT/06 – Probabilità e Statistica Matematica, presso il Dipartimento di Matematica dell'Università di Bari (D.R. n2514 del 28 maggio 2019 – codice selezione R 2514/2019) Il bando completo e la documentazione allegata sono visionabile sul portale www.uniba.it alla pagina https://reclutamento.ict.uniba.it/reclutamento-ricercatori/selezioni-ric/25… Il termine ultimo per la presentazione delle domande è il 22 Luglio 2019. Si prega di informare tutti i possibili candidati. Cordiali saluti Nicola Cufaro Petroni -- =========================================================== Prof. Nicola Cufaro Petroni ----------------------------------------------------------- Dipartimento di Matematica dell'Università di Bari, and INFN Sezione di Bari via E. Orabona 4, 70125 Bari (Italy) Tel ++39 080 5443212-2250/5232289; Fax ++39 080 5442470 Emailcufaro(a)ba.infn.it http://www.ba.infn.it/~cufaro/homepage.html ----------------------------------------------------------- "... intra moenia atque in sinu urbis sunt hostes ... quare ego ita censeo ... more maiorum supplicium sumendum." C. Sallustius Crispus: Bellum Catilinae, 52 ===========================================================

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junior researcher position - probability - Politecnico di Milano
by Alberto Barchielli 03 Jul '19

03 Jul '19

Scrivo per annunciare il bando per una posizione RTD-A nel settore MAT/06 presso il Dipartimento di Matematica del Politecnico di Milano, con scadenza l'1/8/2019. Il bando è disponibile alla pagina https://www.polimi.it/index.php?id=6196&tx_wfqbe_pi1[ID]=480 ------------------- dear all I would like to announce a junior researcher position (RTD-A) in Probability at Politecnico di Milano. The official call can be found at https://www.polimi.it/index.php?id=6196&tx_wfqbe_pi1[ID]=480 -- Prof. Alberto Barchielli Politecnico di Milano, Dipartimento di Matematica, Piazza Leonardo da Vinci 32, I-20133 Milano, Italy tel +39 0223994559

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Seminario Marianna Pensky a Roma Tor Vergata
by Anna Vidotto 02 Jul '19

02 Jul '19

Dear all, I would like to announce the following talk that will be held on Friday *July* *12th* 2019, at *4:30 PM*, in *Aula D’Antoni (1101)* of the Department of Mathematics, University of Rome Tor Vergata. *Speaker:* Marianna Pensky (University of Central Florida) *Title:* *Estimation and Clustering in Popularity Adjusted Stochastic Block Model * *Abstract:* Stochastic networks in general and stochastic block models in particular attracted a lot of attention in the last decade. The talk considers the Popularity Adjusted Block model (PABM) which generalizes the Stochastic Block model and the Degree Corrected Block Model by allowing more flexibility for block probabilities. We argue that the main appeal of the PABM is its less rigid spectral structure which makes the PABM an attractive choice for modeling networks that appear in biological sciences. Based on a joint work with Majid Noroozi and Ramchandra Rimal. For the Probability and Mathematical Statistics talks held at the Department of Mathematics of the University of Rome Tor Vergata, see also the dedicated webpage http://www.mat.uniroma2.it/~ricerca/probab/talks.php. Kind regards, Anna Vidotto --------- Anna Vidotto PostDoc Researcher Dipartimento di Matematica Università degli Studi di Roma Tor Vergata https://sites.google.com/view/annavidotto

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GSSI Postoc Call - Deadline July 11
by davide gabrielli 02 Jul '19

02 Jul '19

Ricevo ed inoltro ---------- Forwarded message --------- Da: Pierangelo Marcati <pierangelo.marcati(a)yahoo.it> Date: sab 29 giu 2019 alle ore 10:35 Subject: GSSI Postoc Call - Deadline July 11 DO NOT REPLY ON THIS ADDRESS IT IS A TEMPORARY MAIL SINCE IN CHINA MY USUAL EMAIL IS BLOCKED BUT YOU CAN WRITE TO ME IN THE USUAL WAY Please inform the interested people that the call for 3 GSSI postoctoral positions can be found on https://applications.gssi.it/postdoc/ Application deadline is July 11, 2019, h. 6 p.m. italian time zone For additional information: info(a)gssi.it --------------------------------------------------------------------- 3 positions in Mathematics - 1 position for the EU research project GrowBot -Towards a new generation of plant-inspired growing artefacts. The position is supported under the Grant Agreement n. 818744 (Call: ERC-2018-COG). Mathematical methods and numerics for models of plant biology. The research activity will be carried out within the European project GROWBOT https://www.growbot.eu/ and will be subject to the rules of the related contract. Annual gross salary: 36.000,00. The postdoc position is funded for 2 years, with possibility of renewal subject to financial availability. -2 GSSI positions for the following profile: Numerical methods for Partial differential equations and Dynamical systems, Numerical linear algebra, Mathematical models in Fluid dynamics and Biology, models of collective behavior, dynamics on networks. Stochastic differential equations, stochastic methods in statistical mechanics, hydrodynamic limits. Computational methods in seismology with experience in HPC. Mathematical methods for quantum computing, mathematics in quantum cryptography. Annual gross salary: 36.000,00. The research grant is for 2 years. A very good knowledge of English is required. The applications must be sent to GSSI only by filling out the online application form at https://applications.gssi.it/postdoc/ Deadline: July 11, 6 p.m. (italian time zone). The application must include: - a curriculum vitae - a research statement - id document The full call for applications is available at https://applications.gssi.it/postdoc/ For additional information: info(a)gssi.it

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Call for interest - Polimi - Assegno di ricerca
by Daniele Marazzina 01 Jul '19

01 Jul '19

Con preghiera di diffusione >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> Il Qfinlab, laboratorio di finanza quantitativa del Dipartimento di Matematica del Politecnico di Milano, sta valutando la possibilità di bandire un assegno di ricerca su tematiche relative all'Educazione Finanziaria. Eventuali persone interessate a partecipare al progetto possono inviare il loro cv all'indirizzo edufin(a)polimi.it<mailto:edufin@polimi.it> . Per informazioni sul gruppo e sulle attività relative all'Educazione Finanziaria, si rimanda a www.qfinlab.polimi.it<http://www.qfinlab.polimi.it> e www.imparalafinanza.it<http://www.imparalafinanza.it> Cordialmente Daniele Marazzina

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Fwd: Polimi - Bando per l'assunzione di un RtdA
by Daniele Marazzina 01 Jul '19

01 Jul '19

Con preghiera di diffusione Selezione pubblica per l'assunzione di 1 RtdA - Settore Concorsuale 13/D4 - METODI MATEMATICI DELL’ECONOMIA E DELLE SCIENZE ATTUARIALI E FINANZIARIE. Scadenza: 29-7-2019 https://www.polimi.it/index.php?id=6196&tx_wfqbe_pi1[ID]=473 <https://www.polimi.it/index.php?id=6196&tx_wfqbe_pi1[ID]=473> Bando di concorso polimi.it DIPARTIMENTO DI MATEMATICA Selezione pubblica per l'assunzione di 1 Ricercatore a tempo determinato …

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Fwd: Bando Concorso Ricercatore INdAM
by Francesco Caravenna 01 Jul '19

01 Jul '19

Ricevo e inoltro. > Da: Mauro Petrucci <petrucci(a)altamatematica.it> > Oggetto: Bando Concorso Ricercatore INdAM > Data: 1 luglio 2019 16:15:43 CEST > > Cari Colleghi, > > vi informo che, come programmato, è stato bandito un Concorso Pubblico per Titoli ed Esami per l’assunzione di un Ricercatore a Tempo > Indeterminato, III Livello professionale, presso l’Istituto Nazionale di Alta Matematica “F. Severi”. > Le tematiche di ricerca previste sono quelle che non erano state coperte dal precedente bando. > > La scadenza per la presentazione delle domande è il giorno *28 luglio 2019*. > > Il bando e il modulo per la procedura on-line per la presentazione delle domande si trovano nella pagina web: > > https://www.altamatematica.it/ <https://www.altamatematica.it/> > > Cordiali saluti, > Giorgio Patrizio > > ____________________ > > Giorgio Patrizio > Presidente INdAM > > Istituto Nazionale di Alta Matematica "Francesco Severi" > Piazzale Aldo Moro, 5 > 00185 - Roma > Italia > tel. +39 06490320 - 064440665

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Seminario: Lorenzo Trippa, Adaptive trial design in glioblastoma
by Antonio Pievatolo 28 Jun '19

28 Jun '19

Thursday 4 July 2019 at 14:30 Lorenzo Trippa, Harvard University and Dana-Farber Cancer Institute, Department of Statistics and Computational Biology CNR IMATI, Via A. Corti, 12, Milano, Aula B *Adaptive trial design in glioblastoma* There have been few treatment advances for patients with glioblastoma (GBM) despite increasing scientific understanding of the disease. While factors such as intrinsic tumor biology and drug delivery are challenges to developing efficacious therapies, it is unclear whether the current clinical trial landscape is optimally evaluating new therapies and biomarkers. We queried ClinicalTrials.gov for interventional clinical trials for patients with GBM initiated between January 2005 and December 2016 and abstracted data regarding phase, status, start and end dates, testing locations, endpoints, experimental interventions, sample size, clinical presentation/indication, and design to better understand the clinical trials landscape. Only approximately 8%–11% of patients with newly diagnosed GBM enroll on clinical trials with a similar estimate for all patients with GBM. Trial duration was similar across phases with median time to completion between 3 and 4 years. While 93% of clinical trials were in phases I–II, 26% of the overall clinical trial patient population was enrolled on phase III studies. We use the results of this meta analysis to discuss pros and cons of trial designs in GBM. This analysis includes platforms and the use of external controls. Platform design allow to add new experimental arms to the clinical study when they become available, while the aim of an external controls is to leverage external data that were not generated from the clinical study. -- Dr Antonio Pievatolo IMATI-CNR http://www.imati.cnr.it/joomla/index.php/people?layout=edit&id=101 ph. +39 02 23699 520

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Fwd: Upcoming Luiss Research Seminars Week of July 1-5, 2019
by Sara 28 Jun '19

28 Jun '19

For your information, many thanks. Sara ---------- Forwarded message --------- From: ricercaluiss <ricerca(a)luiss.it> Date: Fri, Jun 28, 2019 at 9:57 AM Subject: Upcoming Luiss Research Seminars Week of July 1-5, 2019 To: <sbiagini(a)luiss.it> [image: banner] *Upcoming Luiss Research Seminars* *Week of July 1-5, 2019* *Tuesday, 2nd July* ------------------------------ *Department of Economics and Finance* *Cagin Ararat*, Bilkent University Set-Valued Quasiconvex Risk Measures <http://mailsender.luiss.it/lists/lt.php?id=cRpWBAADSAQCCAZOVwhRDQ0> Luiss | Viale Romania, 32 | Room 207, 10:30am-11:30am ------------------------------ *Department of Economics and Finance* *Cagin Ararat*, Bilkent University Computation of Systemic Risk Measures <http://mailsender.luiss.it/lists/lt.php?id=cRpWBAAASAQCCAZOVwhRDQ0> Luiss | Viale Romania, 32 | Room 207, 11:30am-1pm ------------------------------ *Department of Business and Management* *Harris Kyriakou*, IESE Business School A Relational Perspective on Consumption and Contribution in Online Innovation Communities <http://mailsender.luiss.it/lists/lt.php?id=cRpWBAABSAQCCAZOVwhRDQ0> Luiss | Viale Romania, 32 | Room 303, 11:30am-1pm ------------------------------ *Ufficio Ricerca* Luiss Guido Carli Viale Romania, 32 ricerca(a)luiss.it powered by phpList <http://mailsender.luiss.it/lists/lt.php?id=cRpRTgADDQNPAw0HXQU> -- Sara Biagini, Professor of Mathematical Finance Department of Economics and Finance LUISS Guido Carli Address: viale Romania, 32 - 00197 Roma Web: http://sites.google.com/site/sarabiagini/

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Workshop on "Large Scale Random Structures" at Milano-Bicocca (10-11 July 2019)
by Francesco Caravenna 27 Jun '19

27 Jun '19

I am pleased to announce the Third Workshop on "Large Scale Random Structures" Wed 10 - Thu 11 July 2019 Aula 3014, U5 building Department of Mathematics and Applications, University of Milano-Bicocca Co-sponsored by the PRIN 2015 Project "Large Scale Random Structures" (P.I. Fabio Martinelli) See below for the program. More details on the webpage: http://staff.matapp.unimib.it/~fcaraven/prin2015/workshop-2019/ <http://staff.matapp.unimib.it/~fcaraven/prin2015/workshop-2019/> Participation is free, but registration is required (just contact me by email). Francesco Caravenna %%%%%%%%%%%%%%%%%%%%%%%%%% PROGRAM Wed 10 July 14:20 Opening 14:30-15:10 Elisabetta Candellero (Roma Tre) Oil and water model on vertex transitive graphs 15:15-15:55 Vittoria Silvestri (Cambridge / Roma Sapienza) Planar aggregation models with subcritical fluctuations 16:00-16:30 Coffee Break 16:30-17:10 Paolo Dai Pra and Marco Formentin (Padova) Mean-field models with multiscale structure 17:15-17:55 Alexandre Stauffer (Roma Tre) Competition in randomly growing processes 18:00-18:40 Massimo Campanino (Bologna) Ornstein-Zernike behaviour for the correlation functions of the ground state of the quantum Ising model with transverse magnetic field Evening: Social Dinner Thu 11 July 09:00-09:40 Pietro Caputo (Roma Tre) Mixing time of PageRank surfers on sparse random digraphs 09:45-10:25 Alessandra Bianchi and Samuele Stivanello (Padova) Random walks in random media 10:30-11:00 Coffee Break 11:00-11:40 Francesca Collet (Padova) Dynamical aspects of a Curie-Weiss model of self-organized criticality: moderate fluctuations 11:45-12:25 Francesca Nardi (Firenze) Hitting time asymptotics for hard-core interactions on bipartite graphs 12:30-13:10 Alessandra Faggionato (Roma Sapienza) Stochastic homogenization in amorphous media and applications to exclusion processes and random resistor network 13:15 Closing %%%%%%%%%%%%%%%%%%%%%%%%%% _________________________________________ 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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Conference Econometrics in The Arena 2019 - Verona - 12-13 settembre 2019 (fwd)
by Cecilia 27 Jun '19

27 Jun '19

We announce the forthcoming conference: ECONOMETRICS IN THE ARENA 2019 at the Department of Economics of the University of Verona on September 12-13, 2019. Details and registration can be found at http://dse.univr.it/ecarena/ The conference will serve as a venue to discuss the most recent advances in theoretical and applied econometrics in a vibrant research environment. Invited speakers: Federico Bandi (Johns Hopkins University) Monica Billio (Ca' Foscari University of Venice) Massimiliano Caporin (University of Padua) Giuseppe Cavaliere (University of Bologna) Valentina Corradi (University of Surrey) Fulvio Corsi (University of Pisa) Liudas Giraitis (Queen Mary - University of London) Offer Lieberman (Bar-Ilan University) Alessandra Luati (University of Bologna) Tassos Magdalinos (University of Southampton) Federico Martellosio (University of Surrey) Paolo Paruolo (JRC - European Commission) Eduardo Rossi (University of Pavia) We hope you can attend and we look forward to your participation. Organizers: Roberto Renò, roberto.reno(a)univr.it Francesca Rossi, francesca.rossi_02*univr.it <== Sostituire il carattere | con . e il carattere * con @ per avere indirizzo email corretto.

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EXTENDED deadline for open postdoc position (Geoazur/Inria)
by Josiane Zerubia 27 Jun '19

27 Jun '19

---------------------------------------------------------------------------------------------------------------------------------- Open post-doc position at Géoazur in collaboration with Inria, at Sophia Antipolis, France, in the research area: Curvilinear network detection on satellite images using AI, stochastic models and deep learning. EXTENDED Submission deadline July 31, 2019 ---------------------------------------------------------------------------------------------------------------------------------- Open Position for a post-doc scientist at Géoazur (https://geoazur.oca.eu/fr/acc-geoazur) in collaboration with Inria (https://www.inria.fr/en/centre/sophia) at Sophia Antipolis (Nice region), France, in the area of Computer Vision, Deep Learning and Remote Sensing applied to curvilinear detection on both optical and SAR satellite images (project abstract below). Both Geoazur and Inria Sophia Antipolis are ideally located in the heart of the French Riviera, inside the multi-cultural silicon valley of Europe (ie. Sophia-Antipolis, see https://en.wikipedia.org/wiki/Sophia_Antipolis) This position is funded by University Côte d'Azur (UCA, see http://univ-cotedazur.fr/en#.XOforoWTpT4) Duration: 18 months Starting date: between September 1st and December 1st 2019. Salary: gross salary per month 3000 EUR (ie. approximately 2400 EUR net) Please see full announcement https://faultsrgems.oca.eu/images/FAULT/News/Post-doc_offer-AI-ManighettiZe…, or on https://euraxess.ec.europa.eu/jobs/411481 Candidate profile Strong academic backgrounds in Stochastic Modeling, Deep Learning, Computer Vision, Remote Sensing and Parallel Programming with GPUs and/or multicore CPUs. A decent knowledge of Earth and telluric features (especially faults) will be appreciated. To apply, please email a full application to both Isabelle Manighetti (manighetti(a)geoazur.unice.fr) and Josiane Zerubia (josiane.Zerubia(a)inria.fr) indicating “UCA-AI-post-doc” in the e-mail subject. The application should contain: - a motivation letter demonstrating motivation, academic strengths and related experience to this position. - CV including publication list - at least two major publications in pdf - minimum 2 reference letters Project abstract Curvilinear structure networks are widespread in both nature and anthropogenic systems, ranging from angiography, earth and environment sciences, to biology and anthropogenic activities. Recovering the existence and architecture of these curvilinear networks is an essential and fundamental task in all the related domains. At present, there has been an explosion of image data documenting these curvilinear structure networks. Therefore, it is of upmost importance to develop numerical approaches that may assist us efficiently to automatically extract curvilinear networks from image data. In recent years, a bulk of works have been proposed to extract curvilinear networks. However, automated and high-quality curvilinear network extraction is still a challenging task nowadays. This is mainly due to the network shape complexity, low-contrast in images, and high annotation cost for training data. To address the problems aroused by these difficulties, this project intends to develop a novel, minimally-supervised curvilinear network extraction method by combining deep neural networks with active learning, where the deep neural networks are employed to automatically learn hierarchical and data-driven features of curvilinear networks, and the active learning is exploited to achieve high-quality extraction using as few annotations as possible. Furthermore, composite and hierarchical heuristic rules will be designed to constrain the geometry of curvilinear structures and guide the curvilinear graph growing. The proposed approach will be tested and validated on extraction of tectonic fractures and faults from a dense collection of satellite and aerial data and “ground truth” available at the Géoazur laboratory in the framework of the Faults_R_Gems project co-funded by the University Côte d’Azur (UCA) and the French National Research Agency (ANR). Then we intend to apply the new automatic extraction approaches to other scenarios, as road extraction in remote sensing images of the Nice region, and blood vessel extraction in available medical image databases. -- Josiane Zerubia INRIA Sophia-Antipolis Méditerranée BP 93, 2004 Route des Lucioles 06902 Sophia-Antipolis Cedex - France phone: +33 4 92 38 78 65, fax: +33 4 92 38 78 58 email: Josiane.Zerubia(a)inria.fr web: http://www-sop.inria.fr/members/Josiane.Zerubia/index-eng.html

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Puntata di radio 3 scienza
by Lorenzo Zambotti 24 Jun '19

24 Jun '19

Gentili colleghi e colleghe, vi segnalo il link al podcast di una puntata di radio 3 scienza della settimana scorsa, in cui si e' parlato di Ernst e Martin Hairer e in cui mi e' stato chiesto di intervenire (in diretta dal congresso di Vietri sul Mare) https://www.raiplayradio.it/audio/2019/06/RADIO3-SCIENZA-del-20062019---Di-…

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Corso Enrico Scalas presso UNISA
by Barbara Martinucci 22 Jun '19

22 Jun '19

Università degli Studi di Salerno Dipartimento di Matematica Si rende noto che nel periodo 25 giugno - 12 luglio 2019 si terrà il corso di dottorato "From Markov chains to semi-Markov processes: The consequences of time change". Le lezioni saranno tenute dal Prof. Enrico Scalas, Professor of Statistics & Probability, University of Sussex, UK (pagina web: http://www.sussex.ac.uk/profiles/330303) e si terranno nella sala del consiglio del Dipartimento di Matematica secondo il seguente calendario: - lezione 1 (2 ore): martedì 25 giugno, ore 11:00-13:00; - lezione 2 (3 ore): venerdì 28 giugno, ore 10:00-13:00; - lezione 3 (3 ore): martedì 2 luglio, ore 10:00-13:00; - lezione 4 (3 ore): giovedì 4 luglio, ore 10:00-13:00; - lezione 5 (2 ore): martedì 9 luglio, ore 11:00-13:00; - lezione 6 (3 ore): venerdì 12 luglio, ore 10:00-13:00. Gli interessati sono invitati a partecipare. I contenuti del corso sono riportati qui di seguito. Research context What happens if the discrete time at which innovations occur for a Markov chain is replaced by a counting process? If the counting process is the Poisson process, one still gets a Markov process. On the contrary, if the counting process is of renewal type, the resulting process is no longer Markovian: It becomes a semi-Markov process. Semi-Markov processes have infinite memory and are naturally related to non-local operators in time such as the so-called Caputo derivative that appears when the expected values of inter-event times diverge. For this reason, there has been a surge of interest on these processes in recent years. Syllabus: 1. From Markov chains to semi-Markov processes: General framework (2 hours) 1.1 From the Poisson process to the fractional Poisson process 1.2 Time change and its consequences 2. Example 1: Continuous-time random walks (CTRWs) and applications (8 hours) 2.1 The diffusion equation and the normal compound Poisson process 2.2 The space-time fractional diffusion equation and CTRWs 2.3 Some applications 3. Example 2: Semi-Markov graph dynamics (6 hours) Pre-requisites The course will be accessible to first year PhD students (Corso di Dottorato in Matematica, Fisica e Applicazioni). In fact, the main pre-requisites are: 1. An introductory course in probability and statistics. 2. Fourier and Laplace transforms. Learning objectives After following this course, the students should be able: 1. To read and understand the recent literature on semi-Markov process 2. To perform calculations on continuous-time random walks and other semi-Markov processes using elementary probabilistic methods Essential references: - Scalas, Enrico (2017) Continuous-time statistics and generalized relaxation equations. European Physical Journal B: Condensed Matter and Complex Systems, 90 (11). p. 209. ISSN 1434-6028. - Baleanu, Dumitru, Diethelm, Kai, Scalas, Enrico and Trujillo, Juan J (2016) Fractional calculus: models and numerical methods (2nd edition). Series on complexity, nonlinearity and chaos, 5. World Scientific, Singapore. ISBN 9789813140035. - Georgiou, Nicos, Kiss, Istvan Z and Scalas, Enrico (2015) Solvable non-Markovian dynamic network. Physical Review E, 92 (4). 042801. ISSN 1539-3755.

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annuncio seminario
by Piccioni, Mauro 21 Jun '19

21 Jun '19

Martedì 25 giugno 2019 alle ore 15 in Aula di Consiglio del Dipartimento di Matematica Guido Castelnuovo, Sapienza Università di Roma Il Prof. Antonio Galves dell'Instituto de Matematica e Estadistica Universidade de Sao Paulo terrà una conferenza dal titolo: CHAINS WITH MEMORY OF VARIABLE LENGTH AS NEUROBIOLOGICAL MODELS Tutti gli interessati sono invitati a partecipare. Per informazioni rivolgersi a Mauro Piccioni.

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Dottorato in Matematica a Roma La Sapienza
by Faggionato, Alessandra 19 Jun '19

19 Jun '19

Buongiorno e' uscito il bando per il Dottorato in Matematica alla Sapienza. Informazioni dettagliate si trovano al sito https://phd.uniroma1.it/web/CONCORSO-DI-AMMISSIONE-XXXV-MATEMATICA_nX3519_I… Grazie per l'attenzione Saluti Alessandra Faggionato -- ************************************************* 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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ricercatore RTD-B a Pisa
by Marco Romito 18 Jun '19

18 Jun '19

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New PhD program
by Franco Flandoli 15 Jun '19

15 Jun '19

New PhD program at Scuola Normale Superiore, Pisa, Italy — Call for applications At least nine PhD Fellowships are available for students interested in pursuing a PhD degree in Computational Methods and Mathematical Modeling for the Sciences and Finance. Areas of study include Numerical Analysis and Scientific Computing, Mathematical Models for the Sciences and Finance, Computational Physics/Chemistry/Biology, and Operations Research. A description of the new PhD program can be found at https://www.sns.it/en/computational-methods-and-mathematical-models-for-sci… For instruction on how to apply, please see https://www.sns.it/en/admissions/phd/how-to-apply-for-the-post-graduate-cou…

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New PhD program at Scuola Normale Superiore, Pisa, Italy — Call for applications
by Maria Elvira Mancino 14 Jun '19

14 Jun '19

>> ---------------------------------------------------------- >> >> New PhD program at Scuola Normale Superiore, Pisa, Italy -- Call for applications >> >> At least nine PhD Fellowships are available for students interested in pursuing a PhD degree in >> >> COMPUTATIONAL METHODS AND MATHEMATICAL MODELING FOR THE SCIENCES AND FINANCE. >> >> Areas of study include Numerical Analysis and Scientific Computing, Mathematical Models for the Sciences and Finance, Computational Physics/Chemistry/Biology, and Operations Research. >> >> A description of the new PhD program can be found at >> >> https://www.sns.it/en/computational-methods-and-mathematical-models-for-sci… >> >> For instruction on how to apply, please see >> >> https://www.sns.it/en/admissions/phd/how-to-apply-for-the-post-graduate-cou… >> >> --------------------------------------------------

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Second Italian Meeting on Probability and Mathematical Statistics
by Antonio DI CRESCENZO 12 Jun '19

12 Jun '19

Dear Colleagues, we recall that the *Second Italian Meeting on Probability and Mathematical Statistics* is forthcoming (Vietri sul Mare (SA), Italy, June 17th - 20th, 2019). See all details at the conference web site: http://www.salerno2019.dipmat.unisa.it Looking forward meeting you soon in Vietri sul Mare. *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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Seminario: Samuele Stivanello, Ecology of human activities
by Antonio Pievatolo 11 Jun '19

11 Jun '19

Lunedi' 17 giugno alle 14:45, presso il CNR-IMATI, in via A. Corti, 12, Milano, Aula Pentagonale edificio Bassini II piano, si terrà il seguente seminario: Samuele Stivanello, Dipartimento di Matematica, Universita' di Padova Title: Ecology of human activities Abstract: One of the most studied macro-ecological pattern is the Relative Species Abundance (RSA), describing the distribution of the population among species. Various natural ecosystems share a common shape of the empirical RSA and through years ecologists have used several recipes - some of them are rule of thumb prescriptions - to determine global RSA features from local information. Recently our group has developed a rigorous statistical framework able to predict global scale biodiversity from scattered local plots ([2], [3]). Such a framework is derived from a simple mathematical model informed by basic biological assumptions. In this talk we illustrate how to adapt/generalize such an approach to human activities. In particular we consider four datasets of man-made systems and/or network mediated human activities: e-mail communication, Twitter posts, Wikipedia articles and Gutenberg books. Once we set the proper correspondence to what we consider species and individuals of a species, our approach reveals RSA is scale-free in each mentioned dataset with a power law form maintained - with roughly the same exponent - through the different human activities considered. In turn, RSA scale-invariance allows us to use activity information on local scale to predict hidden features of the human dynamics at the global scale. E-mail communication is particular relevant to illustrate our method as well as our results and possible applications. We consider the senders’ activity network where each node is a sender and a directed link from node A to node B represents an email issued from user A to user B. We set the identity of a sender to identify the species and the number of sent emails to be the individuals pertaining to a species. Thus, for instance, if user A has sent n emails we say that the species A has n individuals. Now, suppose an observer has access to a small sample of sent emails, or equivalently to partial information on links and nodes of the email communication network. Our method is capable to infer the number of nodes (i.e. the number of users) and the degree distribution (i.e. the topology) of the whole network, thus revealing features of the dynamics unknown to the observer. Moreover, our framework predicts how the number of users grows with the number of links recorded, which represents another well known pattern in ecology called the Species-Accumulation Curve (SAC). These findings may have applications in resource management, optimal network design and information diffusion on graphs. This is a work in collaboration with M. Formentin, A. Tovo and S. Favaro [1]. [1] M. Formentin, A. Tovo, S. Stivanello, S. Favaro. Ecology of human activities. In preparation, 2019+. [2] A. Tovo, S. Suweis, M. Formentin, M. Favretti, I. Volkov, J. R. Banavar, S. Azaele, A. Maritan. Upscaling species richness and abundances in tropical forests. Science Advances 3 (10) (2017) e1701438. [3] A. Tovo, M. Formentin, S. Suweis, S. Stivanello, S. Azaele. A. Maritan. Inferring macro-ecological patterns from local species’ occurrences. Methods in Ecology and Evolution, submitted, 2019. -- Dr Antonio Pievatolo IMATI-CNR http://www.imati.cnr.it/joomla/index.php/people?layout=edit&id=101 ph. +39 02 23699 520

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PhD call in Mathematics UniTn-UniVr
by Luca di persio 11 Jun '19

11 Jun '19

Dear all, the following call for PhD positions in Mathematics has been opened: PhD PROGRAMME IN MATHEMATICS University of Trento Jointly run with the University of Verona ANNOUNCEMENT OF SELECTION: 35thcycle – Academic Year 2019-2020 *DEADLINE FOR APPLICATIONS: JULY 31**, 2019,* hrs. 04.00 PM (Italian time, GMT +2) Link to the Application online <http://www.unitn.it/en/apply/dott> Positions: no. 14 Scholarships: no. 14 Supernumerary positions: no. 2 (see art. 7 of the call) __ Luca Di Persio - PhD College of Mathematics Dept. of Computer Science - University of Verona strada le Grazie 15 - 37134 Verona - Italy Tel : +39 045 802 7968 <http://www.hpa8.com/>

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New PhD position in probability at Sussex
by Enrico Scalas 10 Jun '19

10 Jun '19

Car* collegh*, vi prego di inviare questo annuncio a persone interessate. Grazie e cordiali saluti, Enrico Scalas Professor of Statistics and Probability University of Sussex UK -- PhD studentship on Large Deviation Rate Function and Variance for Inhomogeneous Corner Growth Processes Department of Mathematics, University of Sussex Supervisors: Nicos Georgiou, Enrico Scalas Deadline for application: 1 September 2019 12:00 (GMT) Details at: https://www.sussex.ac.uk/study/fees-funding/phd-funding/view/1081-PhD-stude… https://www.jobs.ac.uk/job/BSW711/phd-studentship-on-large-deviation-rate-f… Contacts: Dr Nicos Georgiou (n.georgiou(a)sussex.ac.uk) and Prof Enrico Scalas (e.scalas(a)sussex.ac.uk)

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Set valued risk measures and Systemic risk measures at LUISS
by Sara 10 Jun '19

10 Jun '19

On July 2 from 10:30 to 13:00 - Room 207, at LUISS, viale Romania 32, Roma, prof. Cagin Ararat from Bilkent University will give two talks: Talk I Title: Set-valued quasiconvex risk measures Abstract: Set-valued risk measures are defined naturally in environments where it is necessary to measure the risk of a random vector. In this talk, we consider set-valued risk measures that are defined as compositions of two set-valued functions. This class of risk measures is rich enough to cover many examples of the systemic risk measures studied in the recent literature. We pay special attention to the properties of the constituent set-valued functions that guarantee the quasiconvexity of the composite risk measure. It turns out that the so-called natural quasiconvexity property, an old but not so well-known property between convexity and quasiconvexity, plays a key role in the study of these risk measures. The main results provide dual representations for quasiconvex, naturally quasiconvex and convex compositions in terms of the dual functions of the constituents. Talk II Title: Computation of systemic risk measures Abstract: Various approaches to measure systemic risk have been proposed in the recent literature using multivariate functionals. These functionals are typically defined in terms of a so-called aggregation function, which takes into account the interconnectedness of the institutions in the network, and a univariate risk measure applied to the random output of the aggregation function. In this talk, we specialize into the Eisenberg-Noe and Rogers-Veraart network models and formulate the corresponding systemic risk measures as large-scale vector optimization problems. While the former model yields a convex problem which can be solved efficiently using non-smooth optimization techniques, the efficient frontier for the latter model turns out to be the boundary of a non-convex set. -- Sara Biagini, Professor of Mathematical Finance Department of Economics and Finance LUISS Guido Carli Address: viale Romania, 32 - 00197 Roma Web: http://sites.google.com/site/sarabiagini/

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Lecturer in Financial Mathematics at the University of Leeds
by Tiziano De Angelis 09 Jun '19

09 Jun '19

Dear All, Could you please bring to the attention of potential candidates the advert below for a lecturer position in the School of Mathematics at the University of Leeds https://jobs.leeds.ac.uk/Vacancy.aspx?ref=MAPMA1109 The deadline for application is 4 July 2019. For further information about the Probability and Financial Mathematics group at Leeds please visit https://physicalsciences.leeds.ac.uk/info/152/probability_and_financial_mat… Thank you and best wishes Tiziano

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seminario Drivas a Pisa
by Marco Romito 09 Jun '19

09 Jun '19

dear all this is to announce that Theodore Drivas (Princeton University) will give a talk on *next Wednesday, June 12* at 11am in Sala Seminari, Dipartimento di Matematica, Università di Pisa (largo B. Pontecorvo 5, 56127 Pisa). cheers m. *Title*: /Spontaneously stochastic solutions in dynamical systems with singularities/ *Abstract*: We consider a class of dynamical systems described by ordinary differential equations with an isolated singularity, where the singularity is characterized by the lack of Lipschitz continuity. Singularities are common in applications both for ODEs (e.g., particles collisions) and PDEs (e.g., finite-time blowup in fluid models). The fundamental obstacle is that solutions cannot be continued past the singularity uniquely: typically, there are infinitely many solutions. The conventional way to proceed is to define a regularization limit, such as vanishing viscosity or noise. It turns out that there are structurally stable situations when such a limit is not sensitive to a particular form of the regularization. This is explained by the analysis of attractors for the rescaled (non-singular) dynamical system and their ergodic properties. What is even more surprising is that solutions in this limit may become probabilistic (spontaneously stochastic) with the unique probability measure past the singularity. We will present rigorous results and discuss applications of this phenomenon.

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Seminario di Peter Parczewski a Bologna
by Alberto Lanconelli 08 Jun '19

08 Jun '19

Statistics Seminars 2019 Martedì 11 Giugno 2019 ore 14,30 Aula III, secondo piano, Dipartimento di Scienze Statistiche "Optimal approximation of (anticipating) SDEs" Dott. Peter Parczewski, Mannheim University Abstract We present a general mean squared error expansion for optimal approximation of Wiener functionals based on finite and equidistant observations of the Brownian motion.The expansion is given in terms of Malliavin calculus and the terms involved exhibit Hilbert space structures. This gives lower error bounds for arbitrary numerical schemes which are constructed from an equidistant information of the Brownian motion. Due to this expansion we are able to recover and improve many results on optimal approximation of Ito SDEs and anticipating SDEs, where the integral is interpreted in Skorohod sense, a mean zero extension of the Ito integral to nonadapted integrands. 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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Scholarships for Events on Complex Systems
by Mateusz Wilinski 07 Jun '19

07 Jun '19

We are happy to announce that the Scholarships for Events on Complex Systems (SECS) are back! They are dedicated to young researchers from Complex Systems Society, who need funds to attend complex systems related events. More information at: yrcss.cssociety.org/secs/ <https://l.facebook.com/l.php?u=http%3A%2F%2Fyrcss.cssociety.org%2Fsecs%2F%3…> Best wishes, on behalf of the YRCSS Advisory Board Mateusz Wilinski

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Seminario Gubinelli Politecnico di Torino, 12 giugno ore 15
by Enrico Bibbona 07 Jun '19

07 Jun '19

Gentili Colleghi, vi giro la pubblicità di un seminario di Massimiliano Gubinelli che si terrà qui al Politecnico di Torino mercoledì 12 giugno alle 15. http://www.politocomunica.polito.it/events/appuntamenti/(idnews)/13214 Cordiali saluti, Enrico Bibbona Enrico Bibbona Probability, Statistics and Optimization group Department of Mathematical Sciences "G. L Lagrange" Politecnico di Torino Caro Enrico, Volevo segnalarti questo seminario su Stochastic PDEs: http://www.politocomunica.polito.it/events/appuntamenti/(idnews)/13214 E’ gia’ stato mandato l’avviso dal Dipartimento ma, sai, ne riceviamo tanti e puo’ sfuggire. Gubinelli e’ una massima autorità in materia (piu’ di 2000 citazioni, lavori su Inventiones, J. Amer. Math. Soc., Comm. Pure Appl. Math., etc.) e forse puo’ interessare anche altri colleghi della tua area. Grazie, ciao, Fabio

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Seminario di Probabilita' a Roma Tre martedi 11-06-19
by Pietro Caputo 07 Jun '19

07 Jun '19

Speaker: Alexandre Gaudilliere (CNRS Marseille, France) Martedi' 11 Giugno 2019 ORE 14:30 Dipartimento di Matematica e Fisica Universita' degli Studi Roma Tre Largo San Leonardo Murialdo,1 - Pal.C - Aula 211 Titolo: Random forests and Markovian spectra Abstract: Starting from a theorem of Michelli and Willoughby we will see how some loop-erased random walk make a bridge between the spanning forest of a graph and the spectrum of its Laplacian. We will give more examples of the links between these two sets, introducing in particular a fragmentation and coalescence process that allows for the study of this spectrum from a probabilistic point of view.

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Bando RTD A - SECS S06 Metodi matematici dell'economia e delle scienze attuariali e finanziarie - Università di FIRENZE
by Maria Elvira Mancino 07 Jun '19

07 Jun '19

Bando Ricercatore art. 24, comma 3, lett. a) Decreto rettorale, 17 aprile 2019, n. 476 (prot. 71903) pubblicato all'Albo Ufficiale (n. 5533) dal 15 maggio al 13 giugno 2019 Avviso pubblicato in G.U. - 4° Serie Speciale – Concorsi ed esami, n. 38 del 14 maggio 2019 scadenza per la presentazione delle domande: 13 giugno 2019 13/D4 - Metodi matematici dell'economia e delle scienze attuariali e finanziarie Settore scientifico disciplinare SECS-S/06 https://www.unifi.it/cmpro-v-p-11560.html

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Seminario GHOSHAL
by Matteo Ruggiero 07 Jun '19

07 Jun '19

STATISTICS SEMINARS @ COLLEGIO CARLO ALBERTO Venerdì 14 Giugno 2019, alle ore 12:00, presso il nuovo edificio del Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario: ------------------------------------------------ Subhashis GHOSHAL (North Carolina State University) POSTERIOR CONTRACTION AND CREDIBLE SETS FOR FILAMENTS OF REGRESSION FUNCTIONS The filament of a smooth function f consists of local maximizers of f when moving in a certain direction. The filament is an important geometrical feature of the surface of the graph of a function. It is also considered as an important lower dimensional summary in analyzing multivariate data. There have been some recent theoretical studies on estimating filaments of a density function using a nonparametric kernel density estimator. In this talk, we consider a Bayesian approach and concentrate on the nonparametric regression problem. We study the posterior contraction rates for filaments using a finite random series of B-splines prior on the regression function. Compared with the kernel method, this has the advantage that the bias can be better controlled when the function is smoother, which allows obtaining better rates. Under an isotropic Holder smoothness condition, we obtain the posterior contraction rate for the filament under two different metrics — a distance of separation along an integral curve, and the Hausdorff distance between sets. Moreover, we construct credible sets of optimal size for the filament with sufficient frequentist coverage. We study the performance of our proposed method through a simulation study and apply on a dataset on California earthquakes to assess the fault-line of the maximum local earthquake intensity. ------------------------------------------------ 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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Reminder - Talk by Vlad Bally in Rome
by Anna Vidotto 06 Jun '19

06 Jun '19

Dear all, I would like to remind the following talk that will be held tomorrow at the Department of Mathematics, University of Rome Tor Vergata. Vlad Bally (Université Paris-Est) - 07/06/19 - 4:30 PM - Aula D'Antoni Convergence in Distribution Norms in the CLT and Application to Trigonometric Polynomials Abstract: Under some regularity condition on the random variables at hand, we prove convergence in distribution norms in the CLT and we also derive some local developments (Edgeworth expansions). We use these results in order to study the asymptotic behavior of the number of roots of trigonometric polynomials with random coefficients. — This talk is part of the activity of the MIUR Excellence Department Project CUP E83C18000100006 — Kind regards, Anna Vidotto --------- Anna Vidotto PostDoc Researcher Dipartimento di Matematica Università degli Studi di Roma Tor Vergata https://sites.google.com/view/annavidotto

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Summer school and workshop on Quantum Transport and Universality - Roma, Sept 2019 - 3rd announcement
by A. Giuliani 03 Jun '19

03 Jun '19

Dear colleague, this is the third announcement of the summer school and workshop on "Quantum Transport and Universality - From Topological Materials to Quantum Hydrodynamics", to be held at the Univ. Roma Tre on September 16-20, 2019 (school) and at the Accademia Nazionale dei Lincei, Roma, on September 23-25, 2019 (workshop). For the list of confirmed speakers, see below. Further details, including the poster and the registration form, can be found on the webpage: http://www.mat.uniroma3.it/users/giuliani/public_html/QTU2019/pagine_sito/i… REGISTRATION is free but mandatory. All participants are kindly asked to register before **JUNE 23, 2019** CONTRIBUTED TALKS: During the summer school, we plan to have a session of contributed talks. Interested contributors are invited to register and send via email at tlongo(a)mat.uniroma3.it the title and abstract of their proposed talk, together with their CV, by **JUNE 23, 2019** ACCOMMODATION: September is high season in Rome. We invite all the interested participants to reserve an accommodation well in advance. A list of a few solutions with special rates that have been negotiated for the school and conference can be found on the website, under the link `Accommodation'. If you need additional information, please contact us via email at tlongo(a)mat.uniroma3.it. We would be grateful if you could circulate this announcement among your students, postdocs and collegues. With my best regards, Alessandro Giuliani for the organizing committe (C. Di Castro, G. Gallavotti, A. Giuliani, R. Greenblatt, G. Jona-Lasinio, V. Mastropietro, D. Monaco, R. Raimondi) %%% LIST OF CONFIRMED SPEAKERS %%% SCHOOL: B. Doyon, G. M. Graf, T. Prosen, M. Porta; WORKSHOP: A. Burkov, P. Calabrese, H. Cornean, W. De Roeck, M. Fagotti, J. Frohlich, J. Garrahan, K. Gawedzki, I. Herbut, J. Imbrie, J. Lebowitz, A. H. MacDonald, V. Mastropietro, G. Panati, A. Scardicchio, H. Spohn, M. A. H. Vozmediano, X. Zotos.

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Summer School in Bonn 23-27 September
by Giuseppe Cannizzaro 01 Jun '19

01 Jun '19

Buongiorno, Con la speranza della massima diffusione, specialmente per dottorandi ma anche ricercatori e professori, ci tenevo ad informarvi che stiamo organizzando una *Summer School* dal titolo "*New frontiers in Singular SPDEs and Scaling Limit*" presso il *Hausdorff Institute di Bonn* tra il *23 e il 27 Settembre 2019*. La scuola sarà composta da 4 minicorsi di - Tadahiro Oh (University of Edinburgh) - Felix Otto (Max Planck Institute Leipzig) - Fabio Toninelli (Université Claude Bernard Lyon 1) - Nikolaos Zygouras (University of Warwick) Per maggiori informazioni e registrazione online, potete consultare il sito http://www.him.uni-bonn.de/en/programs/future-programs/future-junior-trimes… Per domande ulteriori, sono a disposizione all'indirizzo giuseppe.cannizzaro(a)warwick.ac.uk Con la speranza di accogliervi numerosi, Distinti Saluti, Giuseppe Cannizzaro

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seminario Georg Pflug in Bicocca
by Fabio Bellini 31 May '19

31 May '19

Il giorno giovedì 6 giugno alle ore 10.30 presso la Aula Seminari 4026 del DISMEQ, al IV piano dell'edificio U7, il prof. Georg Pflug della Università di Vienna terrà un seminario su Model uncertainty in option pricing: challenging the Black-Scholes formula Abstract It is well known that the validity of the Black-Scholes (BS) formula is restricted to the case, when the Market model is a geometric Brownian motion and therefore admits only one Martingale measure. We consider the situation, when the decision is made on the basis of an acceptability measure (the dual of a risk measure) and the market model is not exactly known, but it is known that it belongs to some ambiguity set of models. We demonstrate that in this case a nonzero bid-ask spread appears, even if the market model is close to the BS model. The bid-ask spread increases with the degree of model uncertainty, but decreases with the acceptability level. The results are based on a duality theorem for ambiguous decisions. Tutti gli interessati sono invitati a partecipare. -- Prof. Fabio Bellini Department of Statistics and Quantitative Methods University of Milano-Bicocca Via Bicocca degli Arcimboldi 8, 20126 Milano 0039-2-64483119 http://scholar.google.it/citations?user=P61L8P4AAAAJ&hl=it

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Corso in Trasferimento delle Tecnologie Matematiche per l'Innovazione
by Maurizio Ceseri 31 May '19

31 May '19

A tutti gli interessati segnaliamo che lo Sportello Matematico per l’Innovazione e le Imprese <https://www.sportellomatematico.it/SMII/> sta organizzando un corso in Trasferimento delle Tecnologie Matematiche che avrà luogo in modalità intensiva durante cinque giornate dal 29 luglio al 2 agosto 2019 presso l’Istituto per le Applicazioni del Calcolo del CNR. Il corso è rivolto principalmente a giovani laureati in Scienze Matematiche e Fisiche, Ingegneria, Economia, Informatica e Statistica, con l’obiettivo di formare la figura professionale dell’Esperto in Trasferimento delle Scienze e Tecnologie Matematiche per l’Innovazione (in breve: Traduttore Tecnologico). Tale figura nasce per facilitare la comunicazione e promuovere collaborazioni tra imprese e centri di ricerca. Grazie alla sua formazione interdisciplinare, il Traduttore Tecnologico è in grado di abilitare un numero crescente di collaborazioni volte ad apportare benefici tangibili alle imprese e facilitare l’incontro e l’intermediazione tra i bisogni tecnologici delle PMI e le competenze nelle Scienze e Tecnologie Matematiche disponibili nel sistema della ricerca pubblica e privata, attraverso la mediazione e lo scambio continuo tra i diversi stakeholder. Il corso è gratuito. Il numero massimo di partecipanti è 20, selezionati sulla base del curriculum, di una lettera di autopresentazione e di un colloquio motivazionale. Le domande di partecipazione possono essere presentate entro il 30 Giugno 2019. Invitiamo a presentare domanda anche chi, alla data del 30 Giugno, non possieda la laurea, ma discuterà la tesi entro l’inizio del corso. Data e luogo dei colloqui per la selezione verranno comunicati dopo la scadenza. Per informazioni: www.corsotraduttoretecnologico.it <https://maurizio-ceseri-dot-yamm-track.appspot.com/Redirect?ukey=1pkvocDW8g…> info(a)sportellomatematico.it 0649937369/59 Per ulteriori informazioni non esitare a contattarci, Grazie in anticipo per la collaborazione, Il Team dello Sportello Matematico CONTENUTI DEL CORSO Tecnologie Matematiche: cosa sono, come vengono applicate nelle imprese, tendenze del mercato della Ricerca e Innovazione, Prototipazione Virtuale e Digital Twinning. Trasferimento Tecnologico: contesto italiano ed internazionale, settori industriali, esperienze di successo e strategie di comunicazione. Gestione dell'Innovazione: concetti, fonti, forme, modelli ed ecosistemi dell'innovazione, Open Innovation e rapporto con la Proprietà Intellettuale Sistemi di Supporto alle Decisioni e Ricerca Operativa: abilitare il potenziale delle Tecnologie Matematiche nel Management. Attori e Strutture Organizzative: Best practices, il ruolo dello Sportello Matematico in Italia ed in Europa. SBOCCHI E OPPORTUNITÀ PROFESSIONALI Area Ricerca e Innovazione presso imprese manifatturiere e di servizi Trasferimento Tecnologico e Valorizzazione della Ricerca presso Università e Centri di Ricerca Tirocini formativi presso il progetto Sportello Matematico (IAC-CNR) Partecipazione a Progetti Europei (H2020) su Tecnologie Matematiche per l’Innovazione Maurizio Ceseri Sportello Matematico per l'Industria Italiana Istituto per le Applicazioni del Calcolo (IAC-CNR) via dei Taurini 19, 00185 Roma (Italy) Tel: (+39) 0649937369 Website: sportellomatematico.it

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Open post-doc position at Géoazur in collaboration with Inria, at Sophia Antipolis, France
by Marco Romito 29 May '19

29 May '19

---------------------------------------------------------------------------------------------------------------------------------- /Open post-doc position at Géoazur in collaboration with Inria, at Sophia Antipolis, France, in the research area: Curvilinear network detection on satellite images using AI, stochastic models and deep learning. // //// //Submission deadline June 30th, 2019 // /---------------------------------------------------------------------------------------------------------------------------------- Open Position for a post-doc scientist at Géoazur (https://geoazur.oca.eu/fr/acc-geoazur) in collaboration with Inria (https://www.inria.fr/en/centre/sophia) at Sophia Antipolis (Nice region), France, in the area of Computer Vision, Deep Learning and Remote Sensing applied to curvilinear detection on both optical and SAR satellite images (project abstract below). Both Geoazur and Inria Sophia Antipolis are ideally located in the heart of the French Riviera, inside the multi-cultural silicon valley of Europe (ie. Sophia-Antipolis, see https://en.wikipedia.org/wiki/Sophia_Antipolis) This position is funded by University Côte d'Azur (UCA, see http://univ-cotedazur.fr/en#.XOforoWTpT4) Duration: 18 months Starting date: between september 1st and November 1st 2019. Salary: gross salary per month 3000 EUR (ie. approximately 2400 EUR net) Please see full announcement https://faultsrgems.oca.eu/images/FAULT/News/Post-doc_offer-AI-ManighettiZe…, or onhttps://euraxess.ec.europa.eu/jobs/411481 *Candidate profile* Strong academic backgrounds in Stochastic Modeling, Deep Learning, Computer Vision, Remote Sensing and Parallel Programming with GPUs and/or multicore CPUs. A decent knowledge of Earth and telluric features (especially faults) will be appreciated. To apply, please email a full application to both Isabelle Manighetti (manighetti(a)geoazur.unice.fr) and Josiane Zerubia (josiane.Zerubia(a)inria.fr) indicating “UCA-AI-post-doc” in the e-mail subject. The application should contain: * a motivation letter demonstrating motivation, academic strengths and related experience to this position. * CV including publication list * at least two major publications in pdf * minimum 2 reference letters *Project abstract* Curvilinear structure networks are widespread in both nature and anthropogenic systems, ranging from angiography, earth and environment sciences, to biology and anthropogenic activities. Recovering the existence and architecture of these curvilinear networks is an essential and fundamental task in all the related domains. At present, there has been an explosion of image data documenting these curvilinear structure networks. Therefore, it is of upmost importance to develop numerical approaches that may assist us efficiently to automatically extract curvilinear networks from image data. In recent years, a bulk of works have been proposed to extract curvilinear networks. However, automated and high-quality curvilinear network extraction is still a challenging task nowadays. This is mainly due to the network shape complexity, low-contrast in images, and high annotation cost for training data. To address the problems aroused by these difficulties, this project intends to develop a novel, minimally-supervised curvilinear network extraction method by combining deep neural networks with active learning, where the deep neural networks are employed to automatically learn hierarchical and data-driven features of curvilinear networks, and the active learning is exploited to achieve high-quality extraction using as few annotations as possible. Furthermore, composite and hierarchical heuristic rules will be designed to constrain the geometry of curvilinear structures and guide the curvilinear graph growing. The proposed approach will be tested and validated on extraction of tectonic fractures and faults from a dense collection of satellite and aerial data and “ground truth” available at the Géoazur laboratory in the framework of the Faults_R_Gems project co-funded by the University Côte d’Azur (UCA) and the French National Research Agency (ANR). Then we intend to apply the new automatic extraction approaches to other scenarios, as road extraction in remote sensing images of the Nice region, and blood vessel extraction in available medical image databases. phone: +33 4 92 38 78 65, fax: +33 4 92 38 78 58 email: Josiane.Zerubia(a)inria.fr web: http://www-sop.inria.fr/members/Josiane.Zerubia/index-eng.html -- Josiane Zerubia INRIA Sophia-Antipolis Méditerranée BP 93, 2004 Route des Lucioles 06902 Sophia-Antipolis Cedex - France

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PhD position in Madrid
by Alessandra Micheletti 29 May '19

29 May '19

Ricevo ed inoltro questa informazione, scusandomi per invii multipli -------------------- Applications are invited for a PhD position in applied mathematics at the Department of Mathematics of the Universidad Carlos III de Madrid (UC3M): - Application deadline *June 16**th**, 2019* - Starting on September 1st, 2019 (or as soon as possible thereafter) - Gross annual salary 15540 € (initial) - One year contract, extensible to up to 3 years and a half. The PhD project consists in developing novel algorithms for Probabilistic (aka Stochastic) Domain Decomposition (PDD), as well as helping in the coding of a C++/MPI library for PDD. The work load of the selected candidate will be equally split between both tasks. The ultimate goal is to produce a large-scale proof of concept of the method and compete for the Gordon Bell Prize for Parallel Computing. There is also the possibility of teaching at the Engineering School of UC3M. This area of research lies in the overlap of stochastic calculus, numerical methods for PDEs, high-performance parallel computing and scientific software development. Candidates are expected to have a background in applied mathematics (specially PDEs and numerics), as well as in scientific programming. Knowledge of stochastic processes, experience in C++, Matlab and MPI, and/or previous research experience in applied maths are a definite plus. The selected candidate will be supervised during her/his PhD by Dr. Francisco Bernal. PhD is expected to take 3-4 years, and it is funded by the Talento Program of the Madrid Regional Government (Project 2018-T1/TIC-10914). Selection will take place based on academic excellence and suitability for the PhD position. Minimum qualifications are: an official university degree in Maths, Statistics, Physics, Computer Science or Engineering with at least 300 ECTS credits, and being fluent in spoken and written English (Spanish is a plus). Candidates must first be admitted in the PhD Program in Mathematical Enginnering <https://www.uc3m.es/ss/Satellite/Doctorado/en/Detalle/Estudio_C/14225881640…>, see full requirements below <https://www.uc3m.es/ss/Satellite/Doctorado/en/Detalle/Estudio_C/14225881640…> : https://www.uc3m.es/ss/Satellite/Doctorado/en/Detalle/Estudio_C/14225881640… This PhD Program sports an official quality distinction. UC3M is one of the leading Spanish public universities in a modern campus on the outskirts of Madrid; the Department of Mathematics hosts two thirds of the current Spanish SIAM Fellows. Applications are to be handled online below <http://portal.uc3m.es/portal/page/portal/inicio/universidad/empleo_universi…> (Ref. I01-1920): *http://portal.uc3m.es/portal/page/portal/inicio/universidad/empleo_universidad/personal_docente_e_investigador/contratos_predoc_proy_inv* <http://portal.uc3m.es/portal/page/portal/inicio/universidad/empleo_universi…> (Try flushing the cache or changing the browser if link does not load). Please write to franciscomanuel.bernal(a)uc3m.es for further inquiries or expression of interest (note the pending deadline). -- Francisco Bernal Universidad Carlos III de Madrid -- ------------------------------------ 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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Seminario Vlad Bally a Roma Tor Vergata
by Anna Vidotto 28 May '19

28 May '19

Dear all, I would like to announce the following talk that will be held on Friday June 7th 2019, at 4:30 PM, in Aula D’Antoni (1101) of the Department of Mathematics, University of Rome Tor Vergata. Speaker: Vlad Bally (Université Paris-Est Marne-la-Vallée) Title: Convergence in Distribution Norms in the CLT and Application to Trigonometric Polynomials Abstract: Under some regularity condition on the random variables at hand, we prove convergence in distribution norms in the CLT and we also derive some local developments (Edgeworth expansions). We use these results in order to study the asymptotic behavior of the number of roots of trigonometric polynomials with random coefficients. — This talk is part of the activity of the MIUR Excellence Department Project CUP E83C18000100006 — Kind regards, Anna Vidotto --------- Anna Vidotto PostDoc Researcher Dipartimento di Matematica Università degli Studi di Roma Tor Vergata https://sites.google.com/view/annavidotto

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scuola di Ravello
by Marco Alessandro Fuhrman 27 May '19

27 May '19

A tutti gli interessati. Segnalo il sito internet http://www.dm.unibo.it/~ruggeri/Ravello_2019.html sulla Scuola di Fisica Matematica di Ravello. Molti argomenti sono di interesse per la nostra comunità scientifica. Cordiali saluti. Marco Fuhrman <signaturebeforequotedtext></signaturebeforequotedtext><signatureafterquotedtext></signatureafterquotedtext> -- Il tuo 5 x mille progetti Sostieni la ricerca, investi sul futuro dei giovani Universita` degli Studi di Milano - codice fiscale 80012650158

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School on "Mathematical and Computational Aspects of Machine Learning" at Scuola Normale Superiore (Pisa)
by Fabrizio Lillo 27 May '19

27 May '19

The School on "Mathematical and Computational Aspects of Machine Learning" will take place at the Centro di Ricerca Matematica Ennio the Giorgi, Scuola Normale Superiore (Pisa) from October 7 to October 11, 2019. The call for registration and other information are available at http://crm.sns.it/event/451/ Deadline for registration: 31st August 2019. *Courses* The programme includes 5 minicourses of 6 hours each. - Jean Barbier (ICTP Trieste): Mean field theory of high-dimensional Bayesian inference - Philipp Grohs (University of Vienna): Approximation theory, Numerical Analysis and Deep Learning - Gabriel Peyré (ENS and CNRS, Paris): Optimal Transport for Data Science - Lars Ruthotto (Emory University): Numerical Methods for Deep Learning - Stefano Soatto (with Alessandro Achille) (UCLA): Representation Learning *Short communications* The programme will include also up to 12 short communications of 20 minutes each. When registering, each prospective participant who wishes to deliver a short communication is invited to submit the title and abstract of his/her talk together with a reference letter of his/her advisor or post-doc mentor. The reference letter should be sent directly by the letter writer by e-mail to: crm(a)crm.sns.it Deadline for application: 31st July 2019. *The Scientific Committee* Luigi Ambrosio (Scuola Normale Superiore) Michele Benzi (Scuola Normale Superiore) Pierluigi Contucci (Università di Bologna) Fabrizio Lillo (Università di Bologna) ---------------------------------------- Fabrizio Lillo Dipartimento di Matematica Università di Bologna ITALY Personal website: fabriziolillo.wordpress.com University website: www.unibo.it/sitoweb/fabrizio.lillo <http://fabriziolillo.wordpress.com/> phone: +39 050509159

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Milano Bicocca - Pavia - INdAM PhD program in Mathematics
by Francesco Caravenna 27 May '19

27 May '19

The Universities of Milano Bicocca and Pavia have a *joint PhD program in Mathematics*, with the contribution of INdAM: https://sites.google.com/view/jointphd/home The call for admissions 2019/20 is open, with deadline June 13, 2019 at 12:00 (noon) Italian time: (In English) https://www.unimib.it/unimib-international/phd/how-apply (In Italian) https://www.unimib.it/didattica/dottorato-ricerca/accedere-al-dottorato A total of 13 scholarships are available (6 by Milano Bicocca, 5 by Pavia, 2 by INdAM) in all areas of Mathematics, including Probability, Statistics and Mathematical Finance. Requisites: Applicants should have a Master Degree or obtain it before October 31, 2019 Duration of the program: 3 years Coordinator: Prof. Pierluigi Colli (http://www-dimat.unipv.it/pier/) A detailed description of the research topics carried out by the two participating departments is available at the respective websites: Department of Pure and Applied Mathematics at the University of Milano Bicocca http://www.matapp.unimib.it Department of Mathematics “F. Casorati” at the University of Pavia http://matematica.unipv.it

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(senza oggetto)
by Faggionato, Alessandra 26 May '19

26 May '19

Buongiorno, ricevo da Amine Asselah e con piacere inoltro. Saluti Alessandra ----------------------------------------------------------------- *1-year Postdoctoral position in Probability in Paris* We offer a 1-year postdoctoral position in Probability Theory beginning in the fall of 2019, and funded by the ANR grant SWiWS (from the french governement). All candidates with a background in Probability or Mathematical Physics, and interested in working on the mathematical aspects of polymer folding, interacting random walks and related topics, are encouraged to apply. The position is officially attached with Paris-Est, and collaboration is expected with members of the SWiWS project (see below). *Eligibility criteria:* Holding a PhD in Mathematics. *Deadlines:* 1st of July 2019 *Members of SWiWS project*: Amine Asselah, Quentin Berger, Francis Comets, Yueyun Hu, Julien Poisat, Bruno Schapira, Perla Sousi. *Contract details:* Funding will also be available to participate in scientific events related to the project. Research stays in Marseille and Cambridge are possible. Applications should be sent by email and include: a CV, a list of publications, a description of research project as well as 2 letters of recommendation. *Contact :* amine.asselah(a)u-pec.fr -- ************************************************* Prof. Alessandra Faggionato http://www1.mat.uniroma1.it/~faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 5, Phone (0039) 06 49913252 *************************************************

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Fwd: bando assegno di ricerca dal titolo " Ricerca Matematica"
by Stefano Bonaccorsi 24 May '19

24 May '19

Segnalo questa opportunità per un assegno presso il nostro dipartimento ---------- Messaggio inoltrato --------- Buonasera, vi comunico che è stato pubblicato il bando relativo all'assegno di ricerca dal titolo " Ricerca Matematica" . Lo potete trovare al seguente link: https://www.unitn.it/ateneo/bando/58101/dipartimento-di-matematica-avviso-d… Buon fine settimana. Lucia -- Lucia Osele Responsabile Staff Dipartimento di Matematica Via Sommarive, 14 <https://maps.google.com/?q=Via%0D%0ASommarive,+14+38123%0D%0ATrento&entry=g…> 38123 Trento <https://maps.google.com/?q=Via%0D%0ASommarive,+14+38123%0D%0ATrento&entry=g…> Tel. 0461 281508

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Three lectures on Algorithmic Game Theory
by Marco Scarsini 23 May '19

23 May '19

Professor Georgios Piliouras (Singapore University of Technology and Design) will give the following three lectures on "Frontiers in Algorithmic Game Theory" LUISS Viale Romania 32 00197 Roma Room 303 Monday May 27th, 2019, h16:00-17:30 Blockchain and Cryptocurrencies Cryptocurrencies have shown to be reliable payment platforms and gathered immense interest in recent years. At their core, though, cryptocurrencies are simply decentralized ledgers: a network of participants who agree upon protocol rules that describe how the ledger can be update and maintain consensus among all participants. Even if no individual participant in the network can be trusted, a combination of cryptography and game-theoretic incentives ensures that the network as a whole is reliable and can be trusted. The aim of the tutorial is to provide an introduction to cryptocurrencies, outlining their structure and design with a focus on the game theoretic elements. Tuesday May 28th, 2019, h11:00-12:30 Markets as Pendulums: The Physics of Learning in Games We review a recent thread of papers that explores connections between adaptive learning dynamics in games and ideas in classical mechanics: E.g. When can we prove that learning behavior in a game is periodic? Is there a notion of energy that is being preserved? What are the laws of motion for markets? We will bring together notions from physics such as Poincaré recurrence, Hamiltonians and energy conservation with standard game theoretic notions of Nash and coarse correlated equilibria. No background in physics is expected and the talk will be self-contained. Wednesday May 29th, 2019, h11:00-12:30 Onset of Chaos in Traffic Routing (and Beyond) We study both theoretically and experimentally a standard theoretical benchmark of game theory, non-atomic routing games. Several learning dynamics are classically known to equilibrate in this setting due to its connection to convex optimization. Nevertheless, as we will show if we keep upping the total demand in these systems, then they go through phase transitions and become formally chaotic. We provide both theoretical and experimental evidence about the robustness of this phenomenon. A new vocabulary emerges to describe this behavior, such as formal definitions of chaos. We will examine this new terminology and give several examples to make these notions more intuitive. Finally, we will also uncover new regularities in these chaotic systems. What type of order is hidden within chaos? ******************************************************* Marco Scarsini Dipartimento di Economia e Finanza Luiss Viale Romania 32 00197 Roma, ITALY URL: http://docenti.luiss.it/scarsini/

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REMINDER - International Conference in Venice - CALL FOR PAPERS
by Monica Billio 22 May '19

22 May '19

CREDIT2019 <http://www.greta.it/credit/credit2019/credit2019.htm> *GRETA Associati* (Venice, Italy), *European DataWarehouse* (Frankfurt am Main, Germany), *Intesa Sanpaolo* (Milan, Italy) and *S&P Global Market Intelligence* (London, UK) are co-sponsors of a Conference to be held in Venice on September 26-27, 2019. The objective of the Conference is to bring together academics, practitioners and Ph.D. students working in the area of risk management. The conference will provide an opportunity for participants engaged in research at the forefront of this area to discuss both the causes and implications of recent financial and atmospheric events and may, in turn, suggest fruitful directions for future research. The Conference, organised under the auspices of the *Department of Economics of the University Ca’ Foscari of Venice*, *ABI - Italian Banking Association*, *AIAF - Associazione Italiana per l'Analisi Finanziaria* (Milan, Italy) and the *Joint Research Center, European Commission* (Ispra, Italy), is the *eighteenth *of a series dedicated to various aspects of credit risk. //The adoption of the Paris Agreement on climate change and the UN 2030 Agenda for Sustainable Development marks a historical international commitment to the objective of a more sustainable economy and society. How to mobilise the necessary financing for green and sustainable investments is thus a primary need. // //Meanwhile, Regulators are discussing about a green-supporting or a brown-penalising factor since they want to make sure financial institutions are prepared. It is to find the way to support sustainable investments but it is primarily a discussion about credit risk.// //The banking and insurance industries and more in general the financial sector has to develop new asset management strategies and to adjust their credit allocation practices to cope with these new challenges and take advantage of the new opportunities. All these changes call for a substantial amount of research to improve the knowledge of the mechanisms at play and to design adapted policy tools. ////////// The organizers encourage submissions of papers on any topic within the overall theme of the conference and in the following areas in particular: * Analysis of climate change effects on companies’ creditworthiness, in terms of risk exposure and possible loss of business continuity; understanding on how to integrate the environmental risk and opportunities of banks’ or insurers’ counterparties in the credit process * Development of metrics for climate-related financial risks and investments opportunities; definition of an EU environmental and climate change (ECC) risk categorising system by economic sectors/sub-sectors for ECC screening to provide a sound and reliable basis for setting high-level policies for credit protection and allocation * Analysis of the climate change impact on the insurance sector and on the development of non-life and reinsurance products for the corporate and retail segments Analysis of climate-aligned developments in the financial markets (e.g. green bonds) and opportunities for financial institutions in fostering the low-carbon transition * Transmission channels of climate-related shocks from the real economy to financial institutions’ portfolios and amplification mechanisms of climate-related shocks through credit chains * Assessment of the potential impact of green financial policies, including climate-aligned monetary policies and macroprudential regulation * Big data and artificial intelligence to assess and manage the corporate exposures to climate change factors. The final program will include both submitted and invited papers. Acceptances received so far from invited speakers include *Robert Engle *(New York University, Stern Business School), *Andreas Hoepner* (University College Dublin), *Irene Monasterolo* (Wirtschaftsuniversität Wien, Vienna) and *Til Schuermann *(Oliver Wyman, New York). The Conference will also feature a panel discussion on researchers', practitioners' and policy makers’ views of the major outstanding problems. Sponsors** *GRETA* <http://www.greta.it/> *European Datawarehouse* <https://eurodw.eu/> *IntesaSanpaolo* <http://www.group.intesasanpaolo.com/scriptIsir0/si09/eng_index.jsp> S&P Global Market Intelligence <https://www.spglobal.com/marketintelligence/en/> Auspices** ** <http://www.abi.it/Pagine/default.aspx> *Ca' Foscari - Economics Department* <http://www.unive.it/pag/16892> *ABI* <http://www.abi.it/Pagine/default.aspx> AIAF <https://www.aiaf.it/> *JCR - European Commission <https://ec.europa.eu/jrc/en> * ** <https://ec.europa.eu/jrc/en> ** <http://www.abi.it/Pagine/default.aspx> * * The first panel session is already confirmed and it will involve: _Moderator:_ *Francesca Campolongo* (Joint Research Center, European Commission - TBC) *Sergio Nicoletti Altimari* (Director General Macroprudential Policy and Financial Stability at the European Central Bank) *Mattia Romani *(Managing Director for Economics, Policy and Governance at the European Bank for Reconstruction and Development) *Nancy Saich* (Managerial Adviser on Climate and Environment at the European Investment Bank) *Manuela Zweimueller* (Head of Policy Department at the European Insurance and Occupational Pensions Authority) *Mario Nava* (Director Horizontal Policies, European Commission) will contribute with a video message _ _ The Scientific Committee consists of: *Carlo Carraro* (Ca’ Foscari University of Venice & CMCC, Programme Chair) *Stefano Battiston* (University of Zurich) *Monica Billio* (Ca’ Foscari University of Venice & GRETA) *Francesca Campolongo* (Joint Research Center, European Commission) *Robert Engle *(New York University, Stern Business School) *Thomas Heller *(Climate Policy Initiative & Stanford University) *Andreas Hoepner* (University College Dublin) * Steven Ongena *(University of Zurich, Swiss Finance Institute, KU Leuven & CEPR) *Stephen Schaefer* (London Business School) *Cristiano Zazzara* (S&P Global Market Intelligence) *CALL FOR PAPERS* Those wishing to present a paper at the Conference should submit by *May 31, 2019*, to the address given below (preferably in electronic format). Please, indicate to whom correspondence should be addressed. Decisions regarding acceptance will be made by *June 30, 2019*. The final version of accepted papers must be received by August 31, 2019. Please send papers to: GRETA Associati San Polo, 2605 - 30125 Venice, ITALY Phone : +39 041 5238178 e-mail: credit(a)greta.it <mailto:credit@greta.it> *IMPORTANT DATES* May 31, 2019: Papers submission deadline June 30, 2019: Paper acceptance notification August 31, 2019: Deadline for sending final version of accepted papers More detailed information soon available on the Conference website: http://www.greta.it/credit/credit2019/credit2019.htm ** -- Nota automatica aggiunta dal sistema di posta.

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Spring Colloquium in Padova (28th May 2019)
by Giorgia Callegaro 22 May '19

22 May '19

Dear all, we invite you to the Spring Colloquium on Probability and Finance https://events.math.unipd.it/SpringColloquium/ which will take place next week, the 28th May 2019, in Padova, Torre Archimede, room 2BC60, from 10.30 to 13.30. This colloquium is part of the research project *Information in Financial Markets: A Probabilistic Perspective*, funded by the Europlace Institute of Finance, an initiative of the Louis Bachelier Institute. We kindly ask to interested people who will join us to send an e-mail either to "fontana at math.unipd.it" or to "gcallega at math.unipd.it". Have a nice afternoon, 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 probabilità statistica matematica sapienza
by Piccioni, Mauro 22 May '19

22 May '19

Il 28 maggio alle ore 14 in Aula di Consiglio del Dipartimento di Matematica, Sapienza Università di Roma di terrà il seguente seminario di Probabilità e Statistica Matematica: GERARD LETAC, IMT, Université Paul Sabatier, Toulouse, France MULTIVARIATE RECIPROCAL INVERSE GAUSSIAN DISTRIBUTIONS: THE SURPRISING INTEGRALS OF SUPERSYMMETRY Abstract If $W=(w_{ij})_{1\leq i,j\leq n}\)$ is a symmetric matrix with $w_{ij}\geq 0$ and zero diagonal, consider the matrix $M_x=2\mathrm{diag}(x_1,\ldots,x_n)-W$ and the set $C_W$ of $x\in \mathbb{R}^n$ such that $M_x$ is positive definite. Physicists and probabilists have considered in the last ten years several integrals equivalent to $\int_{C_W}\exp(-a^*M_xa-b^*M_x^{-1}b)(\det M_x)^{q-1}dx$. According to the properties of the undirected graph $G$ associated to $W$ with vertices $1,\ldots,n$ and edges $(i,j)$ such that $w_{ij}\neq 0$, we compute some of these integrals and we study the corresponding exponential families on $\mathbb{R}^n$ with many attractive properties.

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Final call "YUIMA Summer School". Free admission for students. Brixen (IT) 25-28 June 2019. Registration extended.
by stefano iacus 22 May '19

22 May '19

The first YUIMA Summer School on Computational and Statistical Methods for Stochastic Process & Third Yuima Workshop* This 4 days course aims at introducing researchers, PhD students and practitioners to several aspects of modern 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 and numerical analysis for several types of statistical models including: point processes, Hawkes processes,stochastic differential equations driven by Brownian motion with or without jumps, fractional Brownian motionand Lévy processes. *Program to be announced, by invitation only Who can benefit? Stochastic differential equations, with or without jumps, are nowadays used as statistical models in many contexts, including but not limited to, finance, insurance, phylogenetics, genomics, political analysis, economics,migration flow analysis,social network analysis, and more. They are continuous-time models fitted on discrete sampled data. Point processes, like Compound Poisson and Hawkes processes are used in Limit Order Book (LOB) analysis in trading and finance, as well as in the analysis of rainfalls in meteorology or in earthquakes analysis in seismology. Jump and Lèvy processes extends many of the above models to a variety of statistical distributions that are able to capture stylised facts about real time series. Last, but not least, fractional processes are typical tools of climate change studies. Although the course could not cover all of the above applications, the participants can benefit from understanding the simulation and estimation techniques for these classes of stochastic process and apply to their own research field with the help of the faculties of this summer school. Students are admitted for free! But we have a limited number of slots, register soon! Due to high requests, registration has been extended to May 31st 2019. Hurry up! Where & When? 25-28 June 2019, Brixen-Bressanone, Italy https://yuimaproject.com/yss2019/ <https://yuimaproject.com/yss2019/> ----------------------------------- 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 -- Il tuo 5 x mille progetti Sostieni la ricerca, investi sul futuro dei giovani Universita` degli Studi di Milano - codice fiscale 80012650158

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Seminar and lectures of Otavio Menezes in Roma1
by Faggionato, Alessandra 22 May '19

22 May '19

Buongiorno, la prossima settimana abbiamo ospite del Dipartimento il Dr. Otavio Menezes dell'Universita' di Lisbona, che terra' un seminario e due lezioni sul metodo di entropia per sistemi di particelle. Le lezioni sono pensate anche per studenti di dottorato. Sotto trovate i dettagli. Grazie Buona Giornata Alessandra *(A) Seminar* Monday 27 May, 16:00 Aula di Consiglio, Department of Mathematics, University La Sapienza Speaker: Otavio Menezes (Univsersity of Lisbon) Title: Relative entropy and scaling limits of interacting particle systems Abstract: We obtain product approximations to the law of particle systems with exclusion and Glauber dynamics in finite volume, by establishing a bound on the relative entropy between the law of the system and the product measure. As applications of the entropy estimate we obtain the scaling limits of the density fluctuation fields close of equilibrium and bounds on the speed of convergence of the hydrodynamic limit. Joint work with Milton Jara. *(B) Minicourse* When: Tuesday 28 May, 15:00-17:00 and Wednesday 29 May, 14:00-16:00. Where: Room B, Department of Mathematics, La Sapienza Speaker: Otavio Menezes (Univsersity of Lisbon) Title: Relative entropy and scaling limits of interacting particle systems Abstract: The relative entropy method was developed by H.T. Yau in the 90’s to study the hydrodynamics of the Ginzburg-Landau model, and then adapted to several different dynamics. In this course we present the Relative Entropy Method of Yau in the context of general continuous time Markov chains, as well as recent progress in the setting of exclusion and Glauber dynamics. References: Funaki, T. Hydrodynamic Limit for Exclusion Processes, Communications in Mathematics and Statistics (2018) 6:417–480 Jara, M. and Menezes, O. Non-equilibrium fluctuations for a reaction-diffusion model via relative entropy, arXiv:1810.03418 Jara, M. and Menezes, O. Non-equilibrium Fluctuations of Interacting Particle Systems, arxiv.810.09526 ************************************************* 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 su Machine Learning presso l'Università di Roma Tre
by Francesco Cesarone 20 May '19

20 May '19

Cari Colleghi, il 24 Maggio 2019 dalle 10:30 alle 12:30 (Aula 10, Dipartimento di Economia Aziendale - Università Roma Tre, Via Silvio D'Amico, 77 -00145, Roma), la Dott.ssa Francesca Perino, Application Engineer presso MathWorks , terrà un seminario su "Machine Learning con MATLAB per la Finanza Quantitativa" (in allegato il flyer). La frequenza del seminario è gratuita. Cordialmente, Francesco Cesarone -- 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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Extended Submission Deadline for Vienna Congress on Math. Finance, Sept. 9-11 (fwd)
by Tiziano Vargiolu 17 May '19

17 May '19

---------- Forwarded message ---------- Date: Thu, 16 May 2019 16:35:58 +0200 From: Uwe Schmock <schmock(a)fam.tuwien.ac.at> To: Tiziano Vargiolu <vargiolu(a)math.unipd.it> Subject: Extended Submission Deadline for Vienna Congress on Math. Finance, Sept. 9-11 ----------------------------------------------------- Vienna Congress on Mathematical Finance (VCMF 2019) Mon-Wed, September 9-11, 2019 VCMF Educational Workshop Thu-Fri, September 12-13, 2019 https://fam.tuwien.ac.at/vcmf2019/ ----------------------------------------------------- ***UPDATE:*** Due to spring break in connection with Easter holidays, the submission deadline for contributed talks & posters is extended until Saturday, May 18, 2019. Acceptance/rejection letters will be sent end of May 2019 (June 7, 2019 at the latest). Submission and Registration: https://fam.tuwien.ac.at/vcmf2019/registration.php ----------------------------------------------------- The second Vienna Congress on Mathematical Finance (VCMF 2019) will be held from September 9-11, 2019, once again at the new campus of WU Vienna. The conference will bring together leading experts from various fields of Mathematical Finance such as: - Computational Methods and Machine Learning - Credit Risk and Systemic Risk - Limit Order Book and High Frequency Trading - Markets with Frictions and Large Trader Models - New Financial Markets (Cryptocurrencies, Electricity, Energy, Securitization) - Risk Measures and Optimization (Portfolio Optimisation, Risk Allocation, Risk Aggregation) - Robust Finance - Stochastic and Rough Volatility The conference program will feature plenary lectures, parallel sessions with invited and contributed talks as well as poster sessions. Moreover, there will be an attractive social program. The conference is followed by a two-day Educational Workshop on September 12 and 13, 2019, with lectures by internationally recognized experts that will be a great learning opportunity in particular for younger scientists. The VCMF 2019 follows the successful previous edition, VCMF 2016, with 240 attendees, 83 talks and 28 poster presentations. For further information including details on plenary and invited speakers invited see the conference homepage at https://fam.tuwien.ac.at/vcmf2019/ Early registration is possible until June 30, 2019. We are looking forward to meeting you in September in Vienna! With kind regards from the VCMF 2019 organisers, Mathias Beiglb?ck, R?diger Frey, Stefan Gerhold, Friedrich Hubalek, Irene Klein, Thorsten Rheinl?nder, Birgit Rudloff, Walter Schachermayer, Uwe Schmock ----------------------------------------------------- Location: Campus of WU Wien Welthandelsplatz 1, 1020 Vienna/Wien, Austria Organized by: WU Vienna - Vienna University of Economics & Business TU Wien - Vienna University of Technology University of Vienna Wolfgang Pauli Institute (WPI) Vienna Gold Sponsor: Raiffeisen Bank International (further sponsors are welcome) Plenary Speakers... at the Congress: - Beatrice Acciaio (London School of Economics) - Bruno Bouchard (Universit? Paris-Dauphine) - Fred Espen Benth (University of Oslo) - Christa Cuchiero (WU Vienna) - Paul Embrechts (ETH Zurich) - Antoine Jacquier (Imperial College London) - Sebastian Jaimungal (University of Toronto) at the Educational Workshop: - Julien Guyon (Bloomberg, Columbia Univ., New York Univ.) - Huy?n Pham (University Paris VII Diderot) - Josef Teichmann (ETH Zurich) - Luitgard A. M. Veraart (London School of Economics) Invited Speakers at the Congress: - Emmanuel Bacry (Ecole Polytechnique and Universit? Paris-Dauphine) - Peter Bank (TU Berlin) - Damir Filipovic (L'Ecole Polytechnique F?d?rale de Lausanne) - Kathrin Glau (Queen Mary University of London) - Archil Gulisashvili (Ohio University) - Julien Guyon (Bloomberg, Columbia Univ., New York Univ.) - Nikolaus Hautsch (University of Vienna) - Blanka Horvath (King's College and Imperial College London) - Ying Jiao (Universit? Claude Bernard Lyon 1) - Sigrid K?llblad (KTH Royal Institute of Technology) - Eyal Neuman (Imperial College London) - Marcel Nutz (Columbia University) - Nizar Touzi (Ecole Polytechnique) - Luitgard A. M. Veraart (London School of Economics) https://fam.tuwien.ac.at/vcmf2019/speakers.php Additionally on the first day of the congress there will be a panel discussion with the title: "The big data revolution in mathematical finance" Panellists: - Nikolaus Hautsch Professor of Finance and Statistics of University of Vienna - Jonas Hirz Boston Consulting Group (BCG) and Head of the Data Science Section of the Actuarial Association of Austria (AV?) - further Panellists t.b.a. Moderator: - Josef Teichmann Full Professor of Financial Mathematics, ETH Z?rich For further details see the program: https://fam.tuwien.ac.at/vcmf2019/program.php Important dates and deadlines: Submission: The call for contributed talks & posters is open until May 18, 2019. Acceptance/rejection letters will be sent end of May 2019 (June 7, 2019 at the latest). Registration: Early registration is possible until June 30, 2019. Registration is possible until August 15, 2019. Submission and Registration: https://fam.tuwien.ac.at/vcmf2019/registration.php CPD: The attendance at VCMF 2019 (full week, Sept. 9-13, 2019) may qualify for up to 30 CPD credits for those delegates whose national actuarial organization's CPD requirements recognize VCMF 2019. 18 CPD credits for VCMF Congress (Sep 9-11) and 12 CPD credits for VCMF Educational Workshop (Sep 12-13). VCMF 2019 is accredited by the AV? - Actuarial Assoc. of Austria. For any requests, do not hesitate to write an e-mail to the conference & workshop secretariat: vcmf2019(a)fam.tuwien.ac.at --- "Le congr?s danse beaucoup, mais il ne marche pas." ("The congress does not move forward, it dances.") Prince Charles de Ligne?s famous words at the Congress of Vienna (1814-1815) ----------------------------------------------------- Edit VORLAGE Engl. Text und langer Info-Anhang ----------------------------------------------------- Vienna Congress on Mathematical Finance (VCMF 2019) Mon-Wed, September 9-11, 2019 VCMF Educational Workshop Thu-Fri, September 12-13, 2019 https://fam.tuwien.ac.at/vcmf2019/ ----------------------------------------------------- The second Vienna Congress on Mathematical Finance (VCMF 2019) will be held from September 9-11, 2019, once again at the new campus of WU Vienna. The conference will bring together leading experts from various fields of Mathematical Finance such as: - Computational Methods and Machine Learning - Credit Risk and Systemic Risk - Limit Order Book and High Frequency Trading - Markets with Frictions and Large Trader Models - New Financial Markets (Cryptocurrencies, Electricity, Energy, Securitization) - Risk Measures and Optimization (Portfolio Optimisation, Risk Allocation, Risk Aggregation) - Robust Finance - Stochastic and Rough Volatility The conference program will feature plenary lectures, parallel sessions with invited and contributed talks as well as poster sessions. Moreover, there will be an attractive social program. The conference is followed by a two-day Educational Workshop on September 12 and 13, 2019, with lectures by internationally recognized experts that will be a great learning opportunity in particular for younger scientists. The VCMF 2019 follows the successful previous edition, VCMF 2016, with 240 attendees, 83 talks and 28 poster presentations. For further information including details on plenary and invited speakers invited see the conference homepage at https://fam.tuwien.ac.at/vcmf2019/ The call for contributed talks & posters is open until May 18, 2019. Early registration is possible until June 30, 2019. https://fam.tuwien.ac.at/vcmf2019/registration.php We are looking forward to meeting you in September in Vienna! With kind regards from the VCMF 2019 organisers, Mathias Beiglb?ck, R?diger Frey, Stefan Gerhold, Friedrich Hubalek, Irene Klein, Thorsten Rheinl?nder, Birgit Rudloff, Walter Schachermayer, Uwe Schmock ----------------------------------------------------- Location: Campus of WU Wien Welthandelsplatz 1, 1020 Vienna/Wien, Austria Organized by: WU Vienna - Vienna University of Economics & Business TU Wien - Vienna University of Technology University of Vienna Wolfgang Pauli Institute (WPI) Vienna Gold Sponsor: Raiffeisen Bank International (further sponsors are welcome) Plenary Speakers... at the Congress: - Beatrice Acciaio (London School of Economics) - Bruno Bouchard (Universit? Paris-Dauphine) - Fred Espen Benth (University of Oslo) - Christa Cuchiero (WU Vienna) - Paul Embrechts (ETH Zurich) - Antoine Jacquier (Imperial College London) - Sebastian Jaimungal (University of Toronto) at the Educational Workshop: - Julien Guyon (Bloomberg, Columbia Univ., New York Univ.) - Huy?n Pham (University Paris VII Diderot) - Josef Teichmann (ETH Zurich) - Luitgard A. M. Veraart (London School of Economics) Invited Speakers at the Congress: - Emmanuel Bacry (Ecole Polytechnique and Universit? Paris-Dauphine) - Peter Bank (TU Berlin) - Damir Filipovic (L'Ecole Polytechnique F?d?rale de Lausanne) - Kathrin Glau (Queen Mary University of London) - Archil Gulisashvili (Ohio University) - Julien Guyon (Bloomberg, Columbia Univ., New York Univ.) - Nikolaus Hautsch (University of Vienna) - Blanka Horvath (King's College and Imperial College London) - Ying Jiao (Universit? Claude Bernard Lyon 1) - Sigrid K?llblad (KTH Royal Institute of Technology) - Eyal Neuman (Imperial College London) - Marcel Nutz (Columbia University) - Nizar Touzi (Ecole Polytechnique) - Luitgard A. M. Veraart (London School of Economics) https://fam.tuwien.ac.at/vcmf2019/speakers.php Additionally on the first day of the congress there will be a panel discussion with the title: "The big data revolution in mathematical finance" Panellists: - Nikolaus Hautsch Professor of Finance and Statistics of University of Vienna - Jonas Hirz Boston Consulting Group (BCG) and Head of the Data Science Section of the Actuarial Association of Austria (AV?) - further Panellists t.b.a. Moderator: - Josef Teichmann Full Professor of Financial Mathematics, ETH Z?rich For further details see the program: https://fam.tuwien.ac.at/vcmf2019/program.php Important dates and deadlines: Submission: The call for contributed talks & posters is open until May 18, 2019. Acceptance/rejection letters will be sent end of May 2019 (June 7, 2019 at the latest). Registration: Early registration is possible until June 30, 2019. Registration is possible until August 15, 2019. Submission and Registration: https://fam.tuwien.ac.at/vcmf2019/registration.php CPD: The attendance at VCMF 2019 (full week, Sept. 9-13, 2019) may qualify for up to 30 CPD credits for those delegates whose national actuarial organization's CPD requirements recognize VCMF 2019. 18 CPD credits for VCMF Congress (Sep 9-11) and 12 CPD credits for VCMF Educational Workshop (Sep 12-13). VCMF 2019 is accredited by the AV? - Actuarial Assoc. of Austria. For any requests, do not hesitate to write an e-mail to the conference & workshop secretariat: vcmf2019(a)fam.tuwien.ac.at --- "Le congr?s danse beaucoup, mais il ne marche pas." ("The congress does not move forward, it dances.") Prince Charles de Ligne?s famous words at the Congress of Vienna (1814-1815) -----------------------------------------------------

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8 PhD scholarships in Statistical Sciences – University of Padova, Italy – NEW DEADLINE May 21, 2019, 1 pm (CEST)
by Patrizia Piacentini - PhD 17 May '19

17 May '19

Eight PhD scholarships (6 funded by the University of Padova and 2 funded by the Fondazione Cassa di Risparmio di Padova e Rovigo of which 1 is a fully funded grant reserved to foreign, non-italian, graduate students) are available at University of Padova for candidates interested in the area of *Statistical Sciences* (*start of activities: October 1st, 2019*). ** *Eligibility* The scholarship competition is open to applicants of any age or citizenship, holding a 2nd cycle degree or a single cycle degree from an Italian university or an equivalent qualification from other countries of at least four years’ duration (applicants can get their qualification no later than 30th September 2019). Admission is decided on the basis of qualifications only and does not require an entry examination.** *Award* The award will be for three years and it will be subject to satisfactory progress. The annual grant is of euros *18,052.04* (gross amount). This is an increased scholarship with respect to the standard University of Padova scholarship of euros 15,343.28. The additional amount of euros *2,708.76* is funded by the Department of Statistical Sciences "Department of Excellence" grant, financed by the Italian Ministry of Education, Universities and Research (MIUR). ** *How to apply* The call is published *(new deadline May 21, 1 pm CEST)* at the page http://www.unipd.it/ricerca/dottorati-di-ricerca/bandi-e-graduatorie English version at the page http://www.unipd.it/en/node/1053 Please, note that the curriculum has to be written by filling the template *CV_XXXV*available from the Course web page http://www.stat.unipd.it/ricerca/ammissione and uploading the filled template in the online procedure. ** *Applications are only accepted online using the link indicated in the call* See http://www.stat.unipd.it/ricerca/ammissione or contact phd(a)stat.unipd.it <mailto:phd@stat.unipd.it> Kindest regards, Patrizia Piacentini on behalf of prof. Massimiliano Caporin Coordinator of the PhD Course in Statistics University of Padova - Italy *We apologize for cross posting * -- Patrizia Piacentini Secretariat PhD Course in Statistics University of Padova tel +39 049 8274167 fax +39 049 8271524 dottorato(a)stat.unipd.it

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Concorso RTD-B a Milano Bicocca - MAT/06
by Francesco Caravenna 17 May '19

17 May '19

----------------------------------------------------------------------------- Concorso per un posto RTD-B a Milano Bicocca - MAT/06 ----------------------------------------------------------------------------- È stato bandito un posto RTD-B nel settore MAT/06 (Probabilità e Statistica Matematica) presso il Dipartimento di Matematica e Applicazioni dell'Università di Milano-Bicocca. Il bando si trova alla pagina https://www.unimib.it/ateneo/gare-e-concorsi/rtdb-dr-n-17788-del-1742019 La scadenza per la presentazione delle domande è il 9 giugno 2019. Si prega di dare la massima diffusione presso tutti gli interessati. _________________________________________ Francesco Caravenna Dipartimento di Matematica e Applicazioni Università degli Studi di Milano-Bicocca Via Cozzi 55, 20125 Milano, Italy http://www.matapp.unimib.it/~fcaraven/ _________________________________________

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Seminario dipartimentale di Vittoria Silvestri a Roma1
by Faggionato, Alessandra 17 May '19

17 May '19

Lunedì 20 maggio alle ore 14:30 in Aula di Consiglio si terrà il seminario dipartimentale della D.ssa Vittoria Silvestri che è recentemente risultata vincitrice della procedura valutativa di chiamata a RTD-A nel SSD MAT/06. Speaker: Vittoria Silvestri (Research Fellow in Mathematics, University of Cambridge) Titolo: Fluctuations and mixing for random growth models Abstract *Obtaining a rigorous understanding of the formation of complex patterns in nature is a long-standing problem, which has motivated the introduction of several probabilistic models in the Mathematics and Physics literature. In this talk I will present some of these models, both discrete and continuous, discussing asymptotic behavior, fluctuations and mixing and presenting results obtained in collaboration with L. Levine, J. Norris and A. Turner.* -- ************************************************* 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: Yosi Rinott su Privacy in data dissemination, differential privacy, and adaptivity,
by Antonio Pievatolo 16 May '19

16 May '19

Giovedì 23 maggio alle 14:30, presso il CNR-IMATI, in via A. Corti, 12, Milano, Aula A, si terrà il seguente seminario: Speaker: Yosi Rinott, The Hebrew University. Title: Privacy in data dissemination, differential privacy, and adaptivity. Abstract: I will demonstrate privacy issues that arise when an agency, for example ISTAT or a hospital, disseminates data such as a sample from some population or experimental results to the public or to other agencies. Various methods used by statisticians to assess the disclosure risk, and to decrease it will be briefly reviewed (e.g., Dalenius 1977). In general, such methods depend on scenarios regarding potential intruders, such as the intruder’s prior knowledge about the sample or the population. Differential Privacy (Dwork, McSherry, Nissim and Smith2006) is an approach that avoids the need to consider such scenarios, and guarantees a well-defined notion of privacy by adding noise to all released data. I will describe some basic results on differential privacy with some discussion of its application to the release of contingency tables (Dwork and Roth 2014, Rinott, O’Keefe, Shlomo, and Skinner 2018). Ongoing work on data analysis that takes the added noise into account will be discussed. An attempt to use ideas from differential privacy to control adaptive hypotheses testing or estimation will be described. Here, “adaptive” means choosing the hypotheses to be tested after peeking (snooping) at the data, which is a major problem in data mining, and probably explains in part why so many contradictory finding appear in medical journals. -- Dr Antonio Pievatolo IMATI-CNR http://www.imati.cnr.it/joomla/index.php/people?layout=edit&id=101 ph. +39 02 23699 520

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Fwd: Lisbon summer school
by Cristian Giardina 16 May '19

16 May '19

Ricevo ed inoltro. ---------- Forwarded message --------- From: Patricia Goncalves <patricia.goncalves(a)math.tecnico.ulisboa.pt> Date: Wed, May 15, 2019 at 5:41 PM Subject: Lisbon summer school To: Nicolas Perkowski <perkowsk(a)math.hu-berlin.de>, Marielle Simon < marielle.simon(a)inria.fr>, Jan Maas <jan.maas(a)ist.ac.at>, Bernardin Cedric < Cedric.BERNARDIN(a)unice.fr>, Grosskinsky, Stefan < S.W.Grosskinsky(a)warwick.ac.uk>, Stefano OLLA <olla(a)ceremade.dauphine.fr>, Giota B <panbirba(a)gmail.com>, Dimitrios Tsagkarogiannis <dtsagkaro(a)gmail.com>, Cristian Giardina <cristian.giardina(a)unimore.it>, < toninelli(a)ceremade.dauphine.fr>, Alessandra Faggionato < faggiona(a)mat.uniroma1.it>, Anna De Masi <anna.demasi(a)gmail.com>, Jonathon Peterson <peterson(a)purdue.edu>, Hendrik Weber <hendrik.weber(a)warwick.ac.uk>, Joe P. Chen <joe.p.chen(a)gmail.com> Dear colleagues Could you please spread the announcement below? many thanks! Patricia -------- Forwarded Message -------- Subject: Lisbon summer school Date: Mon, 13 May 2019 14:08:17 +0100 From: Gustavo Granja <ggranja(a)math.ist.utl.pt> <ggranja(a)math.ist.utl.pt> To: diaconisatmath Diaconis <diaconisatmath(a)gmail.com> <diaconisatmath(a)gmail.com>, Perla Sousi <p.sousi(a)statslab.cam.ac.uk> <p.sousi(a)statslab.cam.ac.uk>, Evita Nestoridi <exn(a)princeton.edu> <exn(a)princeton.edu> CC: Teresa Burnay <tburnay(a)gulbenkian.pt> <tburnay(a)gulbenkian.pt>, Orlando Neto <orlando60(a)gmail.com> <orlando60(a)gmail.com>, Jose Miguel Urbano <jmurb(a)mat.uc.pt> <jmurb(a)mat.uc.pt>, José Ferreira Alves <jfalves(a)fc.up.pt> <jfalves(a)fc.up.pt> Dear lecturers, 1. The summer school now has a webpage: https://www.math.tecnico.ulisboa.pt/talentos/school2019/index.html Please let us know if you find any mistakes or would like us to make any changes. A tentative schedule is up at https://www.math.tecnico.ulisboa.pt/talentos/school2019/tentativeschedule.h… Again, please let us know if you would like us to make any changes. 2. Lisbon has become a very touristy city so it is quite hard to make hotel reservations in the Summer. Could you please write to Teresa Burnay (email above) as soon as possible and give her your arrival and departure dates? It is ok if these are still tentative as reservations can be changed at a later date if needed. 3. We will announce the school on two probability lists ( Women.in.Prob(a)gmail.com, APPLIEDPROB(a)JISCMAIL.AC.UK) with the email appended at the end of this message. Any help you can provide on spreading the word will be much appreciated. Best, Gustavo ———————— Dear colleagues, A summer school on Probability aimed at ***undergraduate students*** sponsored by the Gulbenkian Foundation will take place in Lisbon from September 2 to 6, 2019. It will consist of three 5 hour courses by Persi Diaconis, Evita Nestoridi and Perla Sousi. Participants are only required to be familiar with linear algebra and multi-variable calculus. More information can be found at https://www.math.tecnico.ulisboa.pt/talentos/school2019/ The Gulbenkian Foundation will provide a limited number of 500 euro grants to support the travel and accommodation expenses of foreign participants. The webpage above contains instructions on how to apply for funding. The deadline is June 23rd. If you have students who might profit from this summer school we would appreciate it if you could pass this information on to them. On behalf of the organising committee, Gustavo Granja

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Seminario Luis GIL-ALANA @ UniTo
by Elvira Di Nardo 16 May '19

16 May '19

********************************************************************* SEMINARI DI PROBABILITA' E STATISTICA MATEMATICA DIPARTIMENTO DI MATEMATICA "G. PEANO" UNIVERSITA' DEGLI STUDI DI TORINO ********************************************************************* Mercoledì 22 Maggio 2019, alle ore 11:30, presso il Dipartimento di Matematica "G.Peano" (via Carlo Alberto 10, Torino), si terrà il seguente seminario (Aula 5): Luis GIL-ALANA (Navarra University) Title: LONG MEMORY AND FRACTIONAL INTEGRATION. AN OVERVIEW Abstract We present two definitions of long memory and focus on a particular model that satisfies this property which is called fractional integration. Alternative fractionally integrated models dealing with issues such as seasonality, structural breaks, cycliclity and non-linerities are presented and several estimation and testing methods are proposed. A number of empirical applications will also be discussed at the end of the talk. Tutti gli interessati sono invitati a partecipare. Cordiali saluti, Elvira Di Nardo -- %------------------------------------------------------- Elvira Di Nardo Dept. Mathematics "G. Peano" University of Torino Via Carlo Alberto 10 10123 Torino, Italia tel. +39 0116702862 fax +39 0116702878 http://www.elviradinardo.it %------------------------------------------------------- <http://www.avg.com/email-signature?utm_medium=email&utm_source=link&utm_cam…> Mail priva di virus. www.avg.com <http://www.avg.com/email-signature?utm_medium=email&utm_source=link&utm_cam…> <#DAB4FAD8-2DD7-40BB-A1B8-4E2AA1F9FDF2>

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Seminario di K. Mallick a Roma 1
by Faggionato, Alessandra 15 May '19

15 May '19

Buongiorno vi riporto l'annuncio per un seminario congiunto di Fisica Matematica e Probabilità a Roma La Sapienza (v. sotto). Saluti Alessandra ************************************************************************************* Mercoledì 22 Maggio, ore 16:00, Aula di Consiglio Dipartimento di Matematica, Sapienza Università di Roma Speaker: Kirone Mallick (Institut de Physique Théorique, Parigi) Title: Continuous-time Quantum Walks Abstract: Quantum analogs of classical random walks have been defined in quantum information theory as a useful concept to implement algorithms. Due to interference effects, statistical properties of quantum walks can drastically differ from their classical counterparts, leading to much faster computations. In this talk, we shall discuss various statistical properties of continuous-time quantum walks on a lattice, such as: survival properties of quantum particles in the presence of traps (i.e. a quantum generalization of the Donsker-Varadhan stretched exponential law), the growth of a quantum population in the presence of a source, quantum return probabilities and Loschmidt echoes. ************************************************* Prof. Alessandra Faggionato http://www1.mat.uniroma1.it/~faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 5, Phone (0039) 06 49913252 *************************************************

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Fwd: fostering (fwd)
by Tiziano Vargiolu 14 May '19

14 May '19

---------- Forwarded message ---------- Date: Tue, 14 May 2019 14:17:37 +0200 From: Paolo Foschi <foschip(a)gmail.com> To: Tiziano Vargiolu <vargiolu(a)math.unipd.it> Caro Tiziano, potresti inoltrare nella mailing list RANDOM la locandina della giornata ?Fostering the interaction between academics and actuaries? organizzata a Bologna dal nostro dipartimento ed il DISES dell?Universit? di Salerno per luned? 20 maggio? Fostering the interaction between academics and actuaries A joint meeting with the UNISActuarial School 20 maggio 2019, ore 14-18 Dipartimento di Scienze Statistiche, AULA I Via delle Belle Arti 41, Bologna Interverranno ? Luca Ballestra, Universita? di Bologna ? Enrico Biffis, Imperial College of London (UK) ? Massimo Carassinu, CEO Italia Elipslife ?Gruppo Swiss Re ? Giampaolo Crenca, Presidente Consiglio Nazionale degli Attuari ? Valeria D?Amato, Universita? degli Studi di Salerno ? Roberto Roberti, Capo Vigilanza Prudenziale, IVASS ? Susanna Levantesi, Universita? degli Studi di Roma, La Sapienza ? Massimiliano Menzietti, Universita? della Calabria ? Giorgio Spedicato, Leitha?, Gruppo Unipol, Bologna Comitato organizzatore: Luca Ballestra, Cristina Bernini, Valeria D?Amato, Paolo Foschi, Fedele Greco, Susanna Levantesi, Massimiliano Menzietti, Marilena Sibillo Info: * Fedele Greco fedele.greco(a)unibo.it * Valeria D?Amato vdamato(a)unisa.it Grazie, Paolo Foschi ????? Foschi Paolo, Dip. di Scienze Statistiche, Univ. di Bologna

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de Finetti risk seminar - May 2019 - correction
by Emanuela Rosazza Gianin 14 May '19

14 May '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 >> >> >> Samuel Cohen >> University of Oxford >> >> Title: Multi-armed bandits with uncertainty >> >> Abstract: >> Making good decisions based on estimates is difficult, but of clear >> importance in many applications. This is particularly the case when the >> decisions made will affect the information available in the future. >> Formally, this >> means that the filtration of our problem is not fixed in advance, but >> depends on >> the control used. >> We will consider the 'simplest' problem of this type, a multi-armed bandit >> problem, while taking account of uncertainty aversion. We will see that an >> extension of the classical Gittins' index approach is possible in this >> framework, >> despite many dynamic consistency issues. >> >> >> LOCATION: >> The seminar will be held on Tuesday (instead of Wednesday) May 28, at >> 18.00, Aula di Rappresentanza, Dept. of Mathematics, Milano University, Via >> C. Saldini 50, Milano >> <https://maps.google.com/?q=Via+C.+%0D%0ASaldini+50,+Milano&entry=gmail&sour…>. >> A light reception will take place at 17.45. >> >> >> Scientific Committee >> >> Prof. Simone Cerreia-Voglio (Univ. Bocconi) >> Prof. Marco Frittelli (Univ. degli Studi di Milano) >> Prof. Fabio Maccheroni (Univ. Bocconi) >> Prof. Marco Maggis (Univ. degli Studi di Milano) >> Prof. Massimo Marinacci (Univ. Bocconi) >> Prof. Emanuela Rosazza Gianin (Univ. Milano-Bicocca) >> >> >> >> ****************************************************************************************** >> Emanuela Rosazza Gianin >> Dipartimento di Statistica e Metodi Quantitativi >> Università di Milano-Bicocca >> Edificio U7 – 4° Piano >> Via Bicocca degli Arcimboldi, 8 >> <https://maps.google.com/?q=Via+Bicocca+degli+%0D%0AArcimboldi,+8&entry=gmai…> >> 20126 Milano >> >> Tel. 02 64483208 >> Fax. 02 64483105 >> e-mail: emanuela.rosazza1(a)unimib.it >> >> >> ******************************************************************************************* >> >

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concorso di RTDB - Milano-Bicocca
by Emanuela Rosazza Gianin 14 May '19

14 May '19

Si avvisa che e' stato bandito un posto da ricercatore RTDB nel settore SECS-S/06 presso il Dipartimento di Statistica e Metodi quantitativi dell'Universita' di Milano-Bicocca. La scadenza per le domande e' il giorno 9 giugno 2019. Bando e dettagli sono consultabili alla pagina https://www.unimib.it/ateneo/gare-e-concorsi/rtdb-dr-n-17788-del-1742019 Cordilai saluti, Emanuela ************************************************** Emanuela Rosazza Gianin Dipartimento di Statistica e Metodi Quantitativi Università di Milano-Bicocca Edificio U7 – 4° Piano Via Bicocca degli Arcimboldi, 8 20126 Milano Tel. 02 64483208 Fax. 02 64483105 e-mail: emanuela.rosazza1(a)unimib.it ****************************************************

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Update: "The Mathematics and Statistics of Wealth and Income Distributions" at AMMCS 2019
by Enrico Scalas 13 May '19

13 May '19

Dear Colleagues, The deadline for the submission of abstracts has been postponed to 25 May 2019. Please find the announcement below and apologies for cross-posting. Best wishes, Enrico -- Dear Colleagues, At AMMCS 2019 in Waterloo, Ontario, Canada, August 18-23, 2019, with Taisei Kaizoji (ICU Tokyo), I am organising a special session on: The Mathematics and Statistics of Wealth and Income Distributions Research on microscopic stochastic models of economic systems and their kinetic, mean-field and hydrodynamic limits have recently gained a lot of momentum. The focus of this special session is to highlight recent advances on stochastic, kinetic and PDE modelling in the area of wealth and income distributions as well as methodologies for model estimates, including Bayesian techniques. The deadline for submission of abstracts is 25 May 2019. Useful links: Conference webpage: http://ammcs.wlu.ca/ Special session webpage: http://ammcs.wlu.ca/special-sessions/mswid/ Deadlines: http://ammcs.wlu.ca/deadlines-payment/ Please, feel free to forward this message to interested persons. Best regards, Enrico Scalas Professor of Statistics and Probability Department of Mathematics University of Sussex, UK

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Colloquium di Luca Trevisan a Roma Tre il 12/06/19
by Pietro Caputo 13 May '19

13 May '19

COLLOQUIUM DI MATEMATICA Luca Trevisan U.C. Berkeley Titolo: Some simple distributed network processes Mercoledi' 12 Giugno 2019 ORE 16:00 Dipartimento di Matematica e Fisica Universita' degli Studi Roma Tre Aula M3, edificio Aule - Largo San Leonardo Murialdo,1 Abstract We will describe network processes in which, at each step, each node communicates with its neighbors, or a random subset of neighbors, and updates its state according to the outcome of these communications. We will first talk about processes in which each node updates its state to be "more like" the state of the neighbors. In a complete communication network, such protocols provide a solution to the problem of reaching a consensus, and they do so in a way that is robust to adversarial interventions. In a communication network with a clustered structure, such protocols give a decentralized solution to the community detection problem. We will then discuss a protocol in which each node wants to choose a constant number of neighbors in such a way that the resulting constant-degree subnet of the communication network is an expander. This is done in a way to similar to how virtual networks are formed in peer-to-peer protocols. We show that if the original communication network is a dense expanders, the protocol will construct a constant-degree expander. (Based on joint work with Luca Becchetti, Andrea Clementi, Pasin Manurangsi, Emanuele Natale, Francesco Pasquale and Prasad Raghavendra.)

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INTENSIVE RESEARCH PROGRAM IN QUANTITATIVE FINANCE June - July 2020 CRM Barcelona
by Maria Elvira Mancino 13 May '19

13 May '19

This is a first announcement for INTENSIVE RESEARCH PROGRAM IN QUANTITATIVE FINANCE June - July 2020 CRM - Barcelona Further information here: http://www.crm.cat/en/Activities/Curs_2019-2020/Pages/IRP_Quantitative_Fina…

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Firenze Bando Dottorato XXXV ciclo
by Francesca Romana Nardi 10 May '19

10 May '19

Cari colleghi, vi segnalo che il bando di concorso per il XXXV ciclo del Dottorato in Matematica, Informatica, Statistica presso l'Universita` di Firenze è uscito il 29/4/2019 ed il termine per la presentazione delle domande scadrà il 29/5/2019, alle ore 12 (ora italiana). Ulteriori informazioni e il bando si trovano all'indirizzo https://www.unifi.it/p11549.html Siete invitati a diffondere la notizia tra tutti i possibili interessati. Grazie. Cordiali saluti, Paolo Salani _______________________________________________ Dimai-news mailing list Dimai-news(a)lists.math.unifi.it https://lists.math.unifi.it/mailman/listinfo/dimai-news

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de Finetti risk seminar - may 2019
by Emanuela Rosazza 10 May '19

10 May '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 Samuel Cohen University of Oxford Title: Multi-armed bandits with uncertainty Abstract: Making good decisions based on estimates is difficult, but of clear importance in many applications. This is particularly the case when the decisions made will affect the information available in the future. Formally, this means that the filtration of our problem is not fixed in advance, but depends on the control used. We will consider the 'simplest' problem of this type, a multi-armed bandit problem, while taking account of uncertainty aversion. We will see that an extension of the classical Gittins' index approach is possible in this framework, despite many dynamic consistency issues. LOCATION: The seminar will be held on Wednesday, May 28, at 18.00, Aula di Rappresentanza, Dept. of Mathematics, Milano University, Via C. Saldini 50, Milano. A light reception will take place at 17.45. Scientific Committee Prof. Simone Cerreia-Voglio (Univ. Bocconi) Prof. Marco Frittelli (Univ. degli Studi di Milano) Prof. Fabio Maccheroni (Univ. Bocconi) Prof. Marco Maggis (Univ. degli Studi di Milano) Prof. Massimo Marinacci (Univ. Bocconi) Prof. Emanuela Rosazza Gianin (Univ. Milano-Bicocca) ****************************************************************************************** Emanuela Rosazza Gianin Dipartimento di Statistica e Metodi Quantitativi Università di Milano-Bicocca Edificio U7 – 4° Piano Via Bicocca degli Arcimboldi, 8 20126 Milano Tel. 02 64483208 Fax. 02 64483105 e-mail: emanuela.rosazza1(a)unimib.it *******************************************************************************************

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Fwd: Postdoc Positions Stochastic Analysis Berlin
by Marco Romito 10 May '19

10 May '19

-------- Forwarded Message -------- Dear Colleagues, Within the research unit “Rough Paths, Stochastic Partial Differential Equations and Related Topics” (FOR 2402) funded by the German Research Council, TU Berlin, WIAS, HU Berlin, U Potsdam and U Bielefeld invite applications for PostDoc positions within the following projects: • P1: SPDEs - a rough path perspective, P. K. Friz (TU/WIAS), M. Hofmanova (Bielefeld), W. Stannat (TU), • P2: Foundations of regularity structures, P. K. Friz (TU), S. Paycha (Potsdam), N. Perkowski (HU), • P3: Numerical analysis of rough PDEs, C. Bayer (WIAS), R. Kruse (TU), J. Schoenmakers (WIAS), • P4: Rough paths and random dynamical systems, P. Imkeller (HU), S. Riedel (TU), M. Scheutzow (TU), • P5: Singular SPDEs - approximation and statistical properties, J. D. Deuschel (TU), W. König (WIAS/TU), N. Perkowski (HU), Applications are invited for several postdoctoral research fellow positions to work within our research unit, typically directed by the PIs of the respective project teams P1-P5. We would be grateful if you could inform potentially interested candidates about the call. For more information, please visit https://sites.google.com/site/researchunitfor2402/job-openings Best wishes, Peter Friz, Nicolas Perkowski, Wilhelm Stannat

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Avviso di corso di dottorato a Tor Vergata
by Lucia Caramellino 10 May '19

10 May '19

*** Avviso di corso di dottorato a Tor Vergata *** Presso il Dipartimento di Matematica dell’Università di Roma “Tor Vergata”, dal 21 maggio al 20 giugno il prof. Vlad Bally (Université Paris-Est) terrà un corso di dottorato dal titolo Abstract Malliavin calculus and regularization properties Orario: lunedì e martedì 9:00-11:00. Per informazioni (con eventuali aggiornamenti, ad esempio sull’indicazione dell'aula): http://www.mat.uniroma2.it/~caramell/malliavin2019.htm Il corso è finanziato dal Dipartimento di Matematica di Tor Vergata nell’ambito del Progetto di Eccellenza MIUR CUP E83C18000100006. +++++++++++++++++++++++++++++++++ Lucia Caramellino Dipartimento di Matematica Università di Roma “Tor Vergata” Web: http://www.mat.uniroma2.it/~caramell

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seminario MACCI
by Elena Villa 10 May '19

10 May '19

Con preghiera di diffusione tra tutti i possibili interessati, scusandomi per invii multipli. ******************************************* A v v i s o d i S e m i n a r i o ******************************************* *Giovedì 16 Maggio, ore 11* Sala Rappresentanza, Dipartimento di Matematica, Universita' degli Studi di Milano via C. Saldini 50, Milano il Professor *CLAUDIO MACCI*(Università di Roma Tor Vergata) terrà un seminario dal titolo *Multivariate fractional (possibly compound) Poisson processes* ABSTRACT: We present multivariate space-time fractional Poisson processes by considering common random time-changes of a finite-dimensional vector of independent classical (nonfractional) Poisson processes. In some cases we also consider compound processes. We obtain some equations in terms of some suitable fractional derivatives and fractional difference operators, which provides the extension of known equations for the univariate processes. In particular we show that, for each fixed $t\geq 0$, the conditional joint distribution of the components given their sum is multinomial, as happens for the nonfractional Poisson processes. Thus we consider a suitable multivariate "alternative" fractional Poisson process, and we study its asymptotic behavior for large times (large and moderate deviations). The results appear in two papers with Luisa Beghin. Tutti gli interessati sono invitati a partecipare. Saluti Elena Villa -- ******************************************* Elena Villa Dipartimento di Matematica, Universita' degli Studi di Milano via C.Saldini 50, 20133 Milano, Italy Phone: +39 0250316132 - Fax: +39 0250316090 Web-page: http://users.mat.unimi.it/~villa

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Master in Economics and Finance (IMEF) 2019/2020 - University Ca’ Foscari of Venice
by Roberto Casarin 10 May '19

10 May '19

Dear Colleagues, We are pleased to announce (with our apologies for cross-posting) the *2019-2020* edition of the *International Master in Economics and Finance* (IMEF) - University Ca' Foscari of Venice is forthcoming! For further information please visit: www.unive.it/imef Best Regards, Roberto Casarin -- Roberto Casarin Professor of Econometrics University Ca' Foscari, Venice Web: http://venus.unive.it/r.casarin/ VERA: http://www.unive.it/vera IMEF: http://www.unive.it/imef/ *New Edition! * * includes Bloomberg Lab modules and gives the opportunity to get the *Bloomberg Certification <https://www.bloomberg.com/professional/expertise/universities/students/>**!* * guarantees the membership to the Ca’ Foscari *LEI Center for Women's Leadership <https://www.unive.it/pag/31274>* * offers new courses on *Real Estates*, *International Macro-Finance*, *Machine Learning for Finance*, *Introduction to Coding* that will be still taught by the members of our *International Faculty <http://www.unive.it/pag/33235/>* * Students will benefit from scholarships provided by our new sponsors. *Why choose IMEF?* 1) IMEF provides a highly qualified programme thanks to its prestigious International Faculty 2) Students’ Placement is supported directly by IMEF Secretariat the Programme and Ca' Foscari Placement Office. Please have a look to the Former students' experience. Over the past editions, the *Placement rate reached 100%*. See past students: http://www.unive.it/pag/33229/ 3) Attending IMEF courses will introduce you to high quality jobs, which wouldn’t be achievable with only a Master’s Degree title. 4) Preparation for the admission to PhD Programmes. *For **pre-enrolment* and further information: Monica Andrighetti <imef(a)unive.it>, tel. 041 234 9108. -- Nota automatica aggiunta dal sistema di posta.

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Another talk by Jacques Franchi at Tor Vergata
by Anna Vidotto 07 May '19

07 May '19

Dear all, I would like to announce a second talk that Jacques Franchi (I.R.M.A. Strasbourg) will hold on Thursday, May 9th 2019, at 11 AM in Aula Dal Passo of the Department of Mathematics, University of Rome Tor Vergata. Speaker: Jacques Franchi (I.R.M.A. Strasbourg) Title: From Euclidian to Riemannian and Relativistic Diffusions Abstract: Brownian Motion was first defined (in physics and in mathematics) in R and then in the Euclidian space. Then it was constructed on a generic Riemannian manifold, and gained a more geometrical status, which was intensively developed. More recently, on the unit tangent bundle of the Minkowski space and then of a generic Lorentzian manifold, was also constructed its analogue, called "relativistic diffusion". It keeps the geometric feature of being covariant with isometries, but is associated with strictly hypoelliptic and non-self-adjoint generators and kernels. Examples were studied : the Schwarzschild geometry, the G"odel universe, the Robertson-Walker manifolds. However the use of relativistic diffusions to address geometrical questions about Lorentzian geometry or analysis is much harder than in the elliptic (Riemannian) case. Kind regards, Anna Vidotto --------- Anna Vidotto PostDoc Researcher Dipartimento di Matematica Università degli Studi di Roma Tor Vergata https://sites.google.com/view/annavidotto

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Borse di dottorato in area Statistica / Data Science presso il Politecnico di Milano
by Laura Maria Sangalli 07 May '19

07 May '19

Presso il Politecnico di Milano sono disponibili le seguenti borse di Dottorato di Ricerca in area Statistica / Data Science: Nell'ambito del dottorato in Data Analytics and Decision Sciences - 6 borse a tema: "Health analytics for real world data and precision medicine" "Precision policies and impact analysis" "Machine learning for data science in health analytics" "Data analytics for impact evaluations in healthcare" "Object oriented data analysis for precision medicine" "Healthcare research and biostatistics based on real world data" "Supporting precision medicine through deep knowledge extraction" (Contatti: francesca.ieva(a)polimi.it, piercesare.secchi(a)polimi.it) Bando: http://www.dottorato.polimi.it/ Scadenza: 21/05/2019 ore 14:00 Nell'ambito del dottorato in Metodi e Modelli Matematici per l'Ingegneria - 4 borse libere per le quali i candidati possono proporre progetti in area Statistica / Data Science (Contatti: anna.paganoni(a)polimi.it, laura.sangalli(a)polimi.it) - 1 borsa a tema: "Machine learning for personalized treatment planning of radiotherapy” (Contatti: francesca.ieva(a)polimi.it, anna.paganoni(a)polimi.it) Bando: http://www.dottorato.polimi.it/ Scadenza: 21/05/2019 ore 14:00 Nell'ambito del dottorato congiunto con l'Università degli Studi di Bologna in Data Science and Computation - 1 borsa a tema: "Soluzioni e tecniche innovative per l'analisi avanzata ed efficiente di grosse quantità di dati" (contatto: alessandra.guglielmi(a)polimi.it) Bando: https://www.unibo.it/it/didattica/dottorati/2019-2020/data-science-and-comp… Scadenza: 15/05/2019 ore 13:00 ENGLISH: The following opportunities are available for a PhD in the area of Statistics / Data Science at Politecnico di Milano, Italy: Within the PhD program in Data Analytics and Decision Sciences - 6 fellowships on the topics: "Health analytics for real world data and precision medicine" "Precision policies and impact analysis" "Machine learning for data science in health analytics" "Data analytics for impact evaluations in healthcare" "Object oriented data analysis for precision medicine" "Healthcare research and biostatistics based on real world data" "Supporting precision medicine through deep knowledge extraction" (Contact people: francesca.ieva(a)polimi.it, piercesare.secchi(a)polimi.it) Call: http://www.dottorato.polimi.it/en/ Deadline for applications: 21st May 2019 at 14:00, Italian time Within the PhD program in Mathematical Models and Methods in Engineering - 4 fellowships in the generic field of Mathematics and Statistics that can be targeted to Statistics / Data Science (Contacts: anna.paganoni(a)polimi.it, laura.sangalli(a)polimi.it) - 1 fellowship on the topic: "Machine learning for personalized treatment planning of radiotherapy” (Contact people: francesca.ieva(a)polimi.it, anna.paganoni(a)polimi.it) Bando: http://www.dottorato.polimi.it/en/ Deadline for applications: 21st May 2019 at 14:00, Italian time Within the PhD program, joint with Università degli Studi di Bologna, in Data Science and Computation - 1 fellowship on the topic: "Soluzioni e tecniche innovative per l'analisi avanzata ed efficiente di grosse quantità di dati" (Contact person: alessandra.guglielmi(a)polimi.it) Call: https://www.unibo.it/it/didattica/dottorati/2019-2020/data-science-and-comp… Deadline for applications: 15th May 2019 at 14:00, Italian time -- Laura Maria Sangalli MOX - Dipartimento di Matematica Politecnico di Milano Piazza Leonardo da Vinci 32 20133 Milano - Italy tel: +39 02 2399 4554 fax: +39 02 2399 4568 email: laura.sangalli(a)polimi.it url: http://mox.polimi.it/~sangalli

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Assegno di Ricerca a Verona
by Alessandro Gnoatto 06 May '19

06 May '19

Gent.mi tutti, vi segnalo il seguente bando: Selezione AdR3266/19 per la formulazione di una graduatoria per il conferimento di n. 1 assegno di ricerca relativo ad un progetto di ricerca riconducibile all’ambito dei macrosettori 13/A ECONOMIA e 13/D STATISTICA E METODI MATEMATICI PER LE DECISIONI; la selezione si baserà sulla valutazione dei progetti di ricerca presentati dai singoli candidati, dei rispettivi titoli e sulla discussione dei progetti stessi. La scadenza per la presentazione della domanda è il 9 maggio. https://docs.univr.it/documenti/Concorso/bando/bando375916.pdf Cordialmente, 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<http://www.alessandrognoatto.com> E-mail: alessandro.gnoatto(a)univr.it<mailto:alessandro.gnoatto@univr.it> -------------------------------------------------- View my research on my SSRN Author page: http://ssrn.com/author=1615989 --------------------------------------------------

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Summer school and workshop on Quantum Transport and Universality - Roma, Sept 2019 - 2nd announcement
by A. Giuliani 06 May '19

06 May '19

Dear colleague, this is the second announcement of the summer school and workshop on "Quantum Transport and Universality - From Topological Materials to Quantum Hydrodynamics", to be held at the Univ. Roma Tre on September 16-20, 2019 (school) and at the Accademia Nazionale dei Lincei, Roma, on September 23-25, 2019 (workshop). For the list of confirmed speakers, see below. Further details, including the poster and the registration form, can be found on the webpage: http://www.mat.uniroma3.it/users/giuliani/public_html/QTU2019/pagine_sito/i… FINANCIAL SUPPORT: Limited financial support is available for selected PhD students and young researchers attending the school. Those interested are required to fill in the form available on the webpage under the link `Registration' before **MAY 12, 2019** submitting in particular their CV. REGISTRATION is free but mandatory. All participants are kindly asked to register before **JUNE 9, 2019** CONTRIBUTED TALKS: During the summer school, we plan to have a session of contributed talks. Interested contributors are invited to register and send via email at tlongo(a)mat.uniroma3.it the title and abstract of their proposed talk, together with their CV, by **JUNE 9, 2019** ACCOMMODATION: September is high season in Rome. We invite all the interested participants to reserve an accommodation well in advance. A list of a few solutions with special rates that have been negotiated for the school and conference can be found on the website, under the link `Accommodation'. If you need additional information, please contact us via email at tlongo(a)mat.uniroma3.it. We would be grateful if you could circulate this announcement among your students, postdocs and collegues. With my best regards, Alessandro Giuliani for the organizing committe (C. Di Castro, G. Gallavotti, A. Giuliani, R. Greenblatt, G. Jona-Lasinio, V. Mastropietro, D. Monaco, R. Raimondi) %%% LIST OF CONFIRMED SPEAKERS %%% SCHOOL: B. Doyon, G. M. Graf, T. Prosen, M. Porta; WORKSHOP: A. Burkov, P. Calabrese, H. Cornean, W. De Roeck, M. Fagotti, J. Frohlich, J. Garrahan, K. Gawedzki, I. Herbut, J. Imbrie, J. Lebowitz, A. H. MacDonald, V. Mastropietro, G. Panati, A. Scardicchio, H. Spohn, M. A. H. Vozmediano, X. Zotos.

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Bando dottorato Methods and Models for Economic Decisions 2019 - Uninsubria (sede di Varese)
by Moretto Enrico 05 May '19

05 May '19

Ai gestori della lista Random: con la presente si chiede di far circolare ai partecipanti della mailing list l'annuncio inivato dal direttore del dottorato prof. Ivan Moscati relativo al bando per l'ammissione al dottorato di ricerca in oggetto. Grazie mille cordiali saluti enrico moretto *** Cari colleghi, oggi è stato pubblicato il bando per il XXXV ciclo del dottorato in Methods and Models for Economic Decisions dell’Università dell’Insubria. Deadline_per le application: 10 giugno 2019. Le versioni italiana e inglese del bando sono allegate, e possono essere trovate anche ai seguenti link: https://www.uninsubria.it/la-didattica/dottorati-di-ricerca https://www.uninsubria.eu/programs/phd-doctoral-research La pagina web del dottorato è consultabile al seguente indirizzo web https://www.eco.uninsubria.it/PhDMMED

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Seminario di Massimo Franchi a Tor Vergata
by Anna Vidotto 04 May '19

04 May '19

Dear all, I would like to announce the following talk that will be held on Friday May 10th 2019, at 4:30 PM, in Aula D’Antoni (1101) of the Department of Mathematics, University of Rome Tor Vergata. Speaker: Massimo Franchi (Dipartimento di Scienze Statistiche, Sapienza Università di Roma) Title: Cointegration in Functional Autoregressive Processes Abstract: In this talk we define the class of H-valued autoregressive (AR) processes with a unit root of finite type, where H is an infinite dimensional separable Hilbert space, and derive a generalization of the Granger-Johansen Representation Theorem valid for any integration order d = 1, 2, . . . . An existence theorem shows that the solution of an AR with a unit root of finite type is necessarily integrated of some finite integer d and displays a common trends representation with a finite number of common stochastic trends of the type of (cumulated) bilateral random walks and an infinite dimensional cointegrating space. A characterization theorem clarifies the connections between the structure of the AR operators and (i) the order of integration, (ii) the structure of the attractor space and the cointegrating space, (iii) the expression of the cointegrating relations, and (iv) the triangular representation of the process. Kind regards, Anna Vidotto --------- Anna Vidotto PostDoc Researcher Dipartimento di Matematica Università degli Studi di Roma Tor Vergata https://sites.google.com/view/annavidotto <https://sites.google.com/view/annavidotto>

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Seminario STINGO
by Matteo Ruggiero 03 May '19

03 May '19

STATISTICS SEMINARS @ COLLEGIO CARLO ALBERTO Venerdì 10 Maggio 2019, alle ore 12:00, presso il nuovo edificio del Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario: ------------------------------------------------ Francesco STINGO (Università di Firenze) STATISTICAL METHODS FOR PRECISION MEDICINE: PROGNOSTIC AND PREDICTIVE MODELING Cancer is a heterogeneous disease at different molecular, genomic and clinical levels. Identification of prognostic and predictive biomarkers is of critical importance in developing personalized treatment for clinically and molecularly heterogeneous diseases such as cancer. I will first present a prognostic model for the identification of patient-specific biomarkers based on protogenomics data; this novel Bayesian hierarchical varying-sparsity regression (BEHAVIOR) model selects clinically relevant disease markers by integrating proteogenomic (proteomic+genomic) and clinical data. In the second part of the talk I will present a Bayesian predictive method for personalized treatment selection that is devised to integrate both the (previously identified) treatment predictive and disease prognostic characteristics of a particular patient’s disease. The method appropriately characterizes the structural constraints inherent to prognostic and predictive biomarkers, and hence properly utilizes these complementary sources of information for treatment selection. ------------------------------------------------ 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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Seminario M. Mariani a Pavia - 7 maggio
by Carbone Raffaella 03 May '19

03 May '19

Cari colleghi, vi annuncio che Martedì 7 maggio 2019 alle ore 14 precise, in Aula Beltrami del dipartimento di Matematica "F. Casorati" (Università di Pavia) il Prof. Mauro Mariani (HSE Mosca) terrà un seminario dal titolo: METASTABLE REGIMES OF DIFFUSION PROCESSES nell'ambito del Seminario di matematica applicata. Abstract. I will discuss a classical example featuring a metastable behavior: finite-dimensional diffusion processes in the vanishing noise limit. Exponential estimates have been introduced fifty years ago by Freidlin and Wentzell. Recent developments in potential theory and variational convergence allowed a refinement of those results. I will focus on the non-reversible case, with motivations coming from MonteCarlo methods. Cordiali saluti, Raffaella Carbone, PhD Ricercatore di Probabilità e Statistica Matematica Dipartimento di Matematica dell'Università degli Studi di Pavia

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Admission to the PhD Programs: deadline May 14th. (fwd)
by Tiziano Vargiolu 03 May '19

03 May '19

---------- Forwarded message ---------- Date: Fri, 3 May 2019 10:02:20 +0200 From: Martino Bardi <bardi(a)math.unipd.it> I wish to remind everybody that the call for the admission to the PhD Programs of the University of Padova is open and the deadline for applying is May 14th at 1 pm. There are 9 available positions with fellowship for the Program in Mathematical Sciences. For the instructions in English see https://www.unipd.it/en/teaching-and-research/doctoral-degrees-phd-programm… in Italian see https://www.unipd.it/dottorato/bandi-graduatorie and for information on our Program in Math see https://dottorato.math.unipd.it/ Please advertise the call! Best wishes Martino Bardi -- Prof. Martino Bardi Coordinator of the Ph.D. Program in Mathematical Sciences Dipartimento di Matematica "T. Levi-Civita" - Universit? di Padova via Trieste, 63 - 35121 Padova - Italy phone: (39)0498271468 web page: http://www.math.unipd.it/~bardi/ --

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Seminario L. Torricelli - DSE Verona
by Alessandro Gnoatto 03 May '19

03 May '19

AVVISO di SEMINARIO 7 May 2019 - Polo Santa Marta, Via Cantarane 24, Sala Vaona (Room 1.59) Speaker: Lorenzo Torricelli Title: Stochastic clock methods for trade duration in option pricing Abstract: Stochastic clock and in-business-time return models are useful in finance to recover Gaussianity of asset returns by means of re-normalisation with an increasing process (a time change) capturing the market activity (number of trades and their sizes) through time. When applied to a Brownian motion parent process, absolutely continuous time changes give raise to stochastic volatility return models, whereas if the stochastic clock is an independent Lévy subordinator, a new pure jump Lévy model is attained. In this talk I introduce a third way of using stochastic clock techniques, specifically geared towards modelling stochasticity in the times of price revisions, i.e. trade duration, within a Lévy-based, continuous-time finance framework. By using as a time change the first hitting time process of a Lévy subordinator we turn a jump process into a continuous but locally constant one, thus obtaining a stochastic clock which can be interpreted as a calendar time where the price evolution is halted at random instants. I illustrate some of the many applications such a technique may have, with a specific view to option pricing. I discuss three main topics: (i) modelling of regulatory and automated trading halts in equity markets; (ii); explicit identification of a market price of risk connected to liquidity factors; (iii) impact of dependence between duration and returns in the large maturity decay of the implied volatility skew. Explicit analytic pricing formulae can indeed be exhibited, making use of the fact that an analytic transform theory of appropriate inverse Lévy subordinators is fully developed. I finally suggest that the statistical fitting of such models poses delicate questions. For example, for a principled option prices calibration, it is critical to understand which of the trade duration parameters can be derived from the market implied risk-neutral distributions, and which are instead inherent to the market microstructure, and must therefore appear in the minimisation problem as a constraining factor. -- 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<http://www.alessandrognoatto.com> E-mail: alessandro.gnoatto(a)univr.it<mailto:alessandro.gnoatto@univr.it> -------------------------------------------------- View my research on my SSRN Author page: http://ssrn.com/author=1615989 --------------------------------------------------

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Posto di ricercatore RTD-B settore SECS-S/06 (13/D4) a Venezia
by Antonella Basso 03 May '19

03 May '19

Si informa che è uscito il bando per un posto di ricercatore RTD-B nel settore SECS-S/06 Metodi matematici dell'economia e delle scienze attuariali e finanziarie (macrosettore 13/D4) presso l'Università Ca' Foscari Venezia. Il bando si trova al seguente link: https://intra.unive.it/plapps/bandi/common/showbando?id=30917 e ha scadenza 30 maggio 2019. 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 - Fax +39-041-2347444 E-mail address: basso(a)unive.it Web page: http://www.unive.it/data/persone/5591751 -- Nota automatica aggiunta dal sistema di posta.

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YSS2019: Summer School on Computational and Statistical Methods for Stochastic Process [final announcement]
by stefano iacus 02 May '19

02 May '19

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. Who can benefit? Stochastic differential equations, with or without jumps, are nowadays used as statistical models in many contexts, including but not limited to, finance, insurance, phylogenetics, genomics, political analysis, economics, migration flow analysis, social network analysis, and more. Topics The course covers topics of R programming, time series data handling, simulation and numerical analysis for several types of statistical 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! PhD Students and PostDocs can attend for free. Limited availability. Access rule: FIFO. NOTE: A parallel “Third YUIMA workshop”, invitation based, will also take place in the same days. Participants of YSS2019 can also attend for free in non-overlapping slots. ----------------------------------- 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 Mauro Mariani a Roma La Sapienza (10.05.19)
by Faggionato, Alessandra 02 May '19

02 May '19

Buongiorno vi annuncio un secondo seminario per la prossima settimana qui alla Sapienza (v.sotto). Grazie Alessandra %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% Venerdì 10 Maggio, ore 14:00, Aula di Consiglio, Dipartimento di Matematica, La Sapienza. Speaker: Mauro Mariani, National Research University Higher School of Economics, Moscow Title: Scaling limit of a continuous model of active particles. Abstract: A free energy functional arising from kinetic mean field models of interacting particles is considered. We study the variational limit, in the regime of long time and strong interaction. While the density of particles only features a weak limit in the phase space (say position and velocity), the projection of such a density on the spacial coordinates has a meaningful limit, which satisfies a hydrodynamic equation. We characterizes the tensors appearing in the hydrodynamic limit, in terms of the interaction and velocity field of the original model. -- ************************************************* 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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Variazione di orario seminario a Roma1 del 7 maggio
by Faggionato, Alessandra 02 May '19

02 May '19

Buongiorno il seminario di Lorenzo Dello Schiavo precedentemente annunciato sarà anticipato alle ore 13.45. Sotto l'annuncio aggiornato. Grazie Alessandra %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% Martedi' 7 Maggio, ore 13:45, Aula di Consiglio, Dip. Matematica, La Sapienza Speaker: Lorenzo Dello Schiavo (Università di Bonn) Titolo: The Dirichlet-Ferguson diffusion Abstract: We define, via Dirichlet forms’ theory, a geometric diffusion process on the L^2-Wasserstein space over a closed Riemannian manifold. The process is associated with the Dirichlet form induced by the L^2-Wasserstein gradient and by the Dirichlet-Ferguson random measure with intensity the Riemannian volume measure on the base manifold. We discuss the closability of the form via an integration-by-parts formula, which allows explicit computations for the generator and a specification of the process via a measure-valued SPDE. We comment how the construction is related to previous work of von Renesse—Sturm on the Wasserstein Diffusion and of Konarovskyi—von Renesse on the Modified Massive Arratia Flow. -- ************************************************* 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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Second Italian Meeting on Probability and Mathematical Statistics
by Antonio DI CRESCENZO 02 May '19

02 May '19

Dear Colleagues, we are pleased to announce that the provisional program and the list of contributions of the *Second Italian Meeting on Probability and Mathematical Statistics* is now available at http://www.salerno2019.dipmat.unisa.it/program.html Invited Speakers (cf. http://www.salerno2019.dipmat.unisa.it/speakers.html) - *Giovanni Peccati*, Luxembourg University Monday, June 17. Talk: Intrinsic volumes of convex bodies and cones: concentration, limit theorems and sparse recovery - *Lorenzo Zambotti*, Sorbonne Université Tuesday, June 18. Talk: A brief personal history of stochastic partial differential equations - *Cristina Toninelli*, Université Paris Dauphine Wednesday, June 19. Talk: Bootstrap percolation and kinetically constrained particle systems: critical time scales - *Stefano Maria Iacus*, University of Milano Thursday, June 20. Talk: On regularized estimation for stochastic differential equations Participants are kindly invited to provide for the accommodation as soon as possible, since June is a touristic period. Important deadline: - May 31, 2019: intermediate registration Main links: Conference web site: http://www.salerno2019.dipmat.unisa.it 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 We look forward meeting you soon in Vietri sul Mare. 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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New studentships in Statistics and Probability available in Warwick
by Spano, Dario 01 May '19

01 May '19

[apologies for cross postings] Dear Colleagues, PhD studentships are available in the Department of Statistics at the University of Warwick as part of the Warwick Centre for Doctoral Training in Mathematics and Statistics. https://warwick.ac.uk/fac/sci/fromas The studentships are for a period of 4 years with starting date October 2019. Funding includes a stipend at UKRI rates and tuition fees at UK/EU rates. Research in the Warwick Statistics Department can be broadly divided into three areas: 1 Probability and Stochastic Finance; 2 Statistical Methodology and Computational Statistics; 3 Data Intensive Research and Scientific Statistical Modelling. For further details see: https://warwick.ac.uk/fac/sci/statistics/postgrad/research/ Further information on the CDT, including how to apply, is given at: https://warwick.ac.uk/fac/sci/fromas Informal enquiries may be sent to Martyn Plummer <martyn.plummer(a)warwick.ac.uk<mailto:martyn.plummer@warwick.ac.uk>> Best wishes, Dario Spanò

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5 assistant/associate professor positions at University of Twente
by Antonio Lijoi 01 May '19

01 May '19

Care/i colleghe/i, su gentile richiesta, inoltro l'annuncio relativo a posizioni aperte presso la University of Twente. Cordiali saluti, AL -------- Forwarded Message -------- Subject: 5 assistant/associate professor positions at University of Twente Date: Wed, 1 May 2019 07:19:06 +0000 From: a.j.schmidt-hieber(a)utwente.nl To: antonio.lijoi(a)unibocconi.it The University of Twente (Netherlands) invites applications for several assistant/associate professor positions in statistics/machine learning/data science. All details can be found here https://www.utwente.nl/en/organization/careers/!/913354/5-assistantassociat… Closing date is *May 12*. If you have any question regarding the positions, feel free to contact Johannes Schmidt-Hieber (a.j.schmidt-hieber(a)utwente.nl ) --- Dai il tuo 5x1000 alla Bocconi. Aiuta gli studenti meritevoli a costruire il proprio futuro. CF 80024610158. www.unibocconi.it/5x1000 Please note that the above message is addressed only to individuals filing Italian income tax returns. 5x1000 is a percentage of Italian personal income tax that taxpayers can allocate to Universities, scientific research and non profit organizations. ---

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International Conference in Venice - CALL FOR PAPERS
by Monica Billio 30 Apr '19

30 Apr '19

CREDIT2019 <http://www.greta.it/credit/credit2019/credit2019.htm> *GRETA Associati* (Venice, Italy), *European DataWarehouse* (Frankfurt am Main, Germany), *Intesa Sanpaolo* (Milan, Italy) and *S&P Global Market Intelligence* (London, UK) are co-sponsors of a Conference to be held in Venice on September 26-27, 2019. The objective of the Conference is to bring together academics, practitioners and Ph.D. students working in the area of risk management. The conference will provide an opportunity for participants engaged in research at the forefront of this area to discuss both the causes and implications of recent financial and atmospheric events and may, in turn, suggest fruitful directions for future research. The Conference, organised under the auspices of the *Department of Economics of the University Ca’ Foscari of Venice*, *ABI - Italian Banking Association*, *AIAF - Associazione Italiana per l'Analisi Finanziaria* (Milan, Italy) and the *Joint Research Center, European Commission* (Ispra, Italy), is the *eighteenth *of a series dedicated to various aspects of credit risk. //The adoption of the Paris Agreement on climate change and the UN 2030 Agenda for Sustainable Development marks a historical international commitment to the objective of a more sustainable economy and society. How to mobilise the necessary financing for green and sustainable investments is thus a primary need. // //Meanwhile, Regulators are discussing about a green-supporting or a brown-penalising factor since they want to make sure financial institutions are prepared. It is to find the way to support sustainable investments but it is primarily a discussion about credit risk.// //The banking and insurance industries and more in general the financial sector has to develop new asset management strategies and to adjust their credit allocation practices to cope with these new challenges and take advantage of the new opportunities. All these changes call for a substantial amount of research to improve the knowledge of the mechanisms at play and to design adapted policy tools. ////////// The organizers encourage submissions of papers on any topic within the overall theme of the conference and in the following areas in particular: * Analysis of climate change effects on companies’ creditworthiness, in terms of risk exposure and possible loss of business continuity; understanding on how to integrate the environmental risk and opportunities of banks’ or insurers’ counterparties in the credit process * Development of metrics for climate-related financial risks and investments opportunities; definition of an EU environmental and climate change (ECC) risk categorising system by economic sectors/sub-sectors for ECC screening to provide a sound and reliable basis for setting high-level policies for credit protection and allocation * Analysis of the climate change impact on the insurance sector and on the development of non-life and reinsurance products for the corporate and retail segments Analysis of climate-aligned developments in the financial markets (e.g. green bonds) and opportunities for financial institutions in fostering the low-carbon transition * Transmission channels of climate-related shocks from the real economy to financial institutions’ portfolios and amplification mechanisms of climate-related shocks through credit chains * Assessment of the potential impact of green financial policies, including climate-aligned monetary policies and macroprudential regulation * Big data and artificial intelligence to assess and manage the corporate exposures to climate change factors. The final program will include both submitted and invited papers. Acceptances received so far from invited speakers include *Robert Engle *(New York University, Stern Business School), *Andreas Hoepner* (University College Dublin), *Irene Monasterolo* (Wirtschaftsuniversität Wien, Vienna) and *Til Schuermann *(Oliver Wyman, New York). The Conference will also feature a panel discussion on researchers', practitioners' and policy makers’ views of the major outstanding problems. Sponsors** *GRETA* <http://www.greta.it/> *European Datawarehouse* <https://eurodw.eu/> *IntesaSanpaolo* <http://www.group.intesasanpaolo.com/scriptIsir0/si09/eng_index.jsp> S&P Global Market Intelligence <https://www.spglobal.com/marketintelligence/en/> Auspices** ** <http://www.abi.it/Pagine/default.aspx> *Ca' Foscari - Economics Department* <http://www.unive.it/pag/16892> *ABI* <http://www.abi.it/Pagine/default.aspx> AIAF <https://www.aiaf.it/> *JCR - European Commission <https://ec.europa.eu/jrc/en> * ** <https://ec.europa.eu/jrc/en> ** <http://www.abi.it/Pagine/default.aspx> * * The Scientific Committee consists of: *Carlo Carraro* (Ca’ Foscari University of Venice & CMCC, Programme Chair) *Stefano Battiston* (University of Zurich) *Monica Billio* (Ca’ Foscari University of Venice & GRETA) *Francesca Campolongo* (Joint Research Center, European Commission) *Robert Engle *(New York University, Stern Business School) *Thomas Heller *(Climate Policy Initiative & Stanford University) *Andreas Hoepner* (University College Dublin) * Steven Ongena *(University of Zurich, Swiss Finance Institute, KU Leuven & CEPR) *Stephen Schaefer* (London Business School) *Cristiano Zazzara* (S&P Global Market Intelligence) *CALL FOR PAPERS* Those wishing to present a paper at the Conference should submit by *May 31, 2019*, to the address given below (preferably in electronic format). Please, indicate to whom correspondence should be addressed. Decisions regarding acceptance will be made by *June 30, 2019*. The final version of accepted papers must be received by August 31, 2019. Please send papers to: GRETA Associati San Polo, 2605 - 30125 Venice, ITALY Phone : +39 041 5238178 e-mail: credit(a)greta.it <mailto:credit@greta.it> *IMPORTANT DATES* May 31, 2019: Papers submission deadline June 30, 2019: Paper acceptance notification August 31, 2019: Deadline for sending final version of accepted papers More detailed information soon available on the Conference website: http://www.greta.it/credit/credit2019/credit2019.htm *** Please accept our apologies for any crossed e-mails. -- Nota automatica aggiunta dal sistema di posta.

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LMS Research School: Mathematics of Climate
by Tobias Kuna 30 Apr '19

30 Apr '19

Mathematics of Climate LMS Research School, University of Reading 8-12 July 2019 Organisers: Valerio Lucarini (Reading), Tobias Kuna (Reading), Jennifer Scott (Reading) and Dan Crisan (Imperial College, London) Main Lecture Courses Random Vortex Methods for 3D Fluids Hakima Bessaih (University of Wyoming) Mathematical Theory of Data Assimilation with Applications Alberto Carrassi (NERSC, Norway) Variational Principles for Stochastic Fluid Dynamics Darryl Holm (Imperial College, London) Guest Lectures Mathematical Aspects of the Semigeostrophic System Beatrice Pelloni (Heriot-Watt) Response of the Pleistocene Ice-ages to Astronomical Forcing Peter Ashwin (Exeter) These lecture courses will be supplemented by tutorial sessions. For further information please visit: https://tinyurl.com/yb2ujfxk Apply here: https://www.surveymonkey.co.uk/r/RS43ApplnForm by 8 May 2019. Research students, post-docs and those working in industry are invited to apply

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Seminario di Probabilità a Roma La Sapienza
by Faggionato, Alessandra 30 Apr '19

30 Apr '19

Buongiorno sotto l'annuncio di un seminario a Roma1. Grazie. Alessandra Faggionato %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% Martedi' 7 Maggio, ore 14:00, Aula di Consiglio, Dip. Matematica, La Sapienza Speaker: Lorenzo Dello Schiavo (Università di Bonn) Titolo: The Dirichlet-Ferguson diffusion Abstract: We define, via Dirichlet forms’ theory, a geometric diffusion process on the L^2-Wasserstein space over a closed Riemannian manifold. The process is associated with the Dirichlet form induced by the L^2-Wasserstein gradient and by the Dirichlet-Ferguson random measure with intensity the Riemannian volume measure on the base manifold. We discuss the closability of the form via an integration-by-parts formula, which allows explicit computations for the generator and a specification of the process via a measure-valued SPDE. We comment how the construction is related to previous work of von Renesse—Sturm on the Wasserstein Diffusion and of Konarovskyi—von Renesse on the Modified Massive Arratia Flow. -- ************************************************* 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 Eveliina Peltola a Roma Tre - 09-05-2019
by A. Giuliani 30 Apr '19

30 Apr '19

SEMINARIO Fisica Matematica Eveliina Peltola Universita' di Ginevra Titolo: Crossing probabilities of multiple Ising interfaces Giovedi' 09 Maggio 2019 ORE 14:30 Dipartimento di Matematica e Fisica Universita' degli Studi Roma Tre Largo San Leonardo Murialdo,1 - Pal.C - Aula 311 Abstract I discuss crossing probabilities of multiple interfaces in the critical Ising model with alternating boundary conditions. In the scaling limit, they are conformally invariant expressions given by so-called pure partition functions of multiple SLE(kappa) with kappa=3. I also describe analogous results for critical percolation and the Gaussian free field.

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Seminario di Jacques Franchi a Roma
by Anna Vidotto 29 Apr '19

29 Apr '19

Dear all, I would like to announce the following talk that will be held on Tuesday, May 7th 2019, at 4:30 PM in Aula Dal Passo of the Department of Mathematics, University of Rome Tor Vergata. Speaker: Jacques Franchi (I.R.M.A. Strasbourg) Title: Small time equivalents for the density of a planar quadratic Langevin diffusion Abstract: Exact small time equivalents for the density of the (heat kernel) semi-group, with a control of the error term, are obtained for a quadratic planar analogue of the Langevin diffusion, which is strictly hypoelliptic and non-Gaussian, hence of a different nature from the known Riemannian, sub-Riemannian and linear-Gaussian cases. Namely I consider the density p_t of X_t := ( B_t , \int_0^t B_s^2 ds ), where B_t is real Brownian, and I obtain the asymptotic behaviours, as t --> 0, of p_t(0,(w,y)) and p_t(0,(w,ty)), which both can be seen as natural extensions beyond the degenerate Langevin-Gaussian framework. The result for the scaled regime is the first such one in a non-Gaussian strictly hypoelliptic framework. The method is half-probabilistic half-analytic. Kind regards, Anna Vidotto --------- Anna Vidotto PostDoc Researcher Dipartimento di Matematica Università degli Studi di Roma Tor Vergata https://sites.google.com/view/annavidotto

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Mini-course announcement: Stochastic control and mean-field games [L.Campi @Dept. Comp. Science - UniVr]
by Luca di persio 28 Apr '19

28 Apr '19

The Dept. of Comp. Science, College of Mathematics [ UniVr ] : https://goo.gl/maps/yeKWo3vri8PkHjUm9 will host the following mini-course *Title*: Stochastic control and mean-field games [ 2 ECTS ] which will be given by prof. Luciano Campi [LSE - London] *Stochastic control and mean-field games* In this mini-course we will give a short introduction of stochastic control problems and games, especially in view to applications in economics and finance such as - but not limited to - portfolio optimization. Two main approaches will be discussed: dynamic programming principle via PDEs (Partial Differential Equations), Pontryagin maximum principle via BSDEs (Backward Stochastic Differential Equations). Moreover, an application to the latter method to the very popular class of mean-field games (MFGs) will be presented as well together with some relevant applications to study strategic interaction among economic agents, such as banks and investors. Other applications of MFGs to, for instance, energy markets and crowd dynamics, will be also discussed if time allows. The list of topics will be: (i) Stochastic control: formulation of the problem with examples. (ii) Dynamic programming principle and Hamilton-Jacobi-Bellman PDE. (iii) Pontryagin stochastic maximum principle and BSDEs. (iv) Mean-field games: characterization of Nash equilibria and applications. *Main references*: • Carmona, R., Delarue, F. (2018). Probabilistic Theory of Mean Field Games with Applications I-II. Springer Nature. • Pham, H. (2009). Continuous-time stochastic control and optimization with financial applications (Vol. 61). Springer Science & Business Media. • Touzi, N. (2012). Optimal stochastic control, stochastic target problems, and back- ward SDE (Vol. 29). Springer Science & Business Media. Other more specific references will be given during the lectures when needed. *Time-table* Monday, 29th of April: 16.30 18.30 [ Room M ] Tuesday 30th of April: 12.30 -15.30 [ seminar room, entrance, Ca' Vignal 1 ] Thursday, 2nd of May: 12.30 -15.30 [ Room M ] See also: http://www.di.univr.it/?ent=seminario&id=4706 Do not hesitate to contact me: luca.dipersio(a)univr.it for any further info. Best, LuCa __ Luca Di Persio - PhD College of Mathematics Dept. of Computer Science - University of Verona strada le Grazie 15 - 37134 Verona - Italy Tel : +39 045 802 7968 <http://www.hpa8.com/>

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ISIPTA 2019: call for posters
by Serena Doria 28 Apr '19

28 Apr '19

Our call for papers teasingly stated that ?There?s more to uncertainty than probabilities? and set out to try and convince you that ISIPTA 2019 is a good place for discussing such matters. The paper submission deadline has passed, but rest assured, you can still present your work at ISIPTA, because poster abstract submission has opened. These poster abstracts are intended for discussing preliminary results and open questions, and also for bringing already published results to the attention of the ISIPTA audience. Each accepted poster abstract will be announced in a one-minute plenary spotlight presentation, and the accompanying poster will be presented at length during one of the discussion sessions. Given the prominent role of poster presentations at ISIPTA, these sessions provide you with a genuine opportunity for presenting your work to the ISIPTA audience. Furthermore, as icing on the cake, presenting a poster also makes you eligible for one of our poster awards. The deadline for poster submission is June 7. You can submit at any time before that, though, and we will provide you with a decision within two weeks. Furthermore, for poster abstracts that are submitted before May 6, we guarantee a decision announced before the early registration deadline of May 15. Not convinced yet? Then perhaps the following features can persuade you. We?d like to highlight the availability of grants for attendees with limited funding, and the possibility of applying for the IJAR Young Researcher Award. Basic info: ISIPTA 2019 is the 20-year anniversary edition of the world?s main forum on imprecise probabilities. It will take place in Ghent, Belgium, from 3 to 6 July 2019, and is currently open for registration. 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 SIPTA 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 and a flipchart. 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 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. The deadline for papers has passed though. The deadline for poster abstract submission is the 7th of June. For poster abstracts that are submitted before the 6th of May, we guarantee a decision before the early registration deadline of May 15. Grants: For researchers who would like to attend ISIPTA 2019, but are unable to do so due to budget constraints, we 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. Awards: ISIPTA 2019 will hand out an IJAR Young Researcher Award (for excellent research in the area of imprecise probabilities) and several poster prizes. The former is sponsored by the International Journal of Approximate Reasoning, the latter by Wiley and Springer. The deadline for applying for the IJAR Young Researcher Award is the 7th of June; the rules for application are available on our website. Anyone who presents a poster (either for a paper or poster abstract) is eligible for the poster prizes. We look forward to receiving your contribution and to seeing you in Ghent. The ISIPTA 2019 Steering Committee 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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